Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2009 / Paper 1 / 10 / a

At a regular constrained extremum, the method of Lagrange multipliers makes $I+\lambda J$ stationary for a constant $\lambda$. For an endpoint-vanishing variation $\eta$, integration by parts givesThe fundamental lemma of the calculus of variations therefore yieldsThis Euler-Lagrange equation must be supplemented by the two endpoint conditions and the prescribed integral constraint, which determine the constants and multiplier. Existence of the normal multiplier assumes that the first variation of $J$ is not identically zero. If that regularity fails, the general multiplier equation uses $\alpha I+\lambda J$, with $(\alpha ,\lambda )\ne (0,0)$; one cannot automatically set $\alpha =1$.