Minimization problem 2026-10-06
A minimization problem seeks a feasible point with smallest objective value. Its infimum can be finite without being attained, or equal to when unbounded below. Negating the objective converts it to a maximization problem.
Optimization Lagrangian 2026-10-06
For a minimization problem with and , the optimization Lagrangian is with and unrestricted equality Lagrange multipliers. Its infimum over the original variable domain gives a dual lower bound. For a maximization problem, use to obtain upper bounds. The Lagrangian sufficiency theorem combines a global extremum of this function with feasibility and complementary slackness. This is distinct from a Lagrangian density in variational physics.
For a maximization problem with and , use the optimization Lagrangian
The Lagrangian sufficiency theorem says: if is feasible, globally maximizes over its original domain, and complementary slackness holds, , then globally maximizes over the feasible set. Equality Lagrange multipliers have no sign restriction. For every feasible ,
which proves the theorem.
For a minimization problem, reverse the signs in the optimization Lagrangian: take , with . If a feasible globally minimizes this optimization Lagrangian and satisfies complementary slackness, then
The hypothesis is a global extremum of the Lagrangian. Merely solving its stationarity equations is insufficient; no convexity assumption is needed when the global extremum itself has been proved.