At a regular constrained extremum, the method of Lagrange multipliers makes stationary for a constant . For an endpoint-vanishing variation , integration by parts gives
The fundamental lemma of the calculus of variations therefore yields
This 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 is not identically zero. If that regularity fails, the general multiplier equation uses , with ; one cannot automatically set .

Articles by others on the same topic (0)

There are currently no matching articles.