Lagrangian function in constrained optimization
= Lagrangian function in constrained optimization
For an objective $f(x)$ with equality constraints $g_i(x)=0$, the Lagrangian function is
$$
L(x,\lambda)=f(x)+\sum_i\lambda_i g_i(x).
$$
= Lagrangian function in constrained optimization
For an objective $f(x)$ with equality constraints $g_i(x)=0$, the Lagrangian function is
$$
L(x,\lambda)=f(x)+\sum_i\lambda_i g_i(x).
$$