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Thread: Lagrangian multiplier

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    Lagrangian multiplier

    A quick question... when do you add the lamba times constraint and when do you subtract? Or does it matter?
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    Quote Originally Posted by strawlion View Post
    A quick question... when do you add the lamba times constraint and when do you subtract? Or does it matter?
    It does not matter.
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  3. #3
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    In fact, I have always thought of it as "gradient of object function equals \lambda times gradient of constraint function" rather than adding or subtracting.

    \nabla F= \lambda\nabla G is, of course, the same as \nabla F- \lambda \nable G= \nabla(F- \lambda G)= 0 but \nabla(F+ \lambda G)= 0 involves only changing the sign on \lambda which is unknown, anyway.
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