Thread: Lagrangian multiplier

A quick question... when do you add the lamba times constraint and when do you subtract? Or does it matter?

Originally Posted by strawlion

A quick question... when do you add the lamba times constraint and when do you subtract? Or does it matter?

It does not matter.

In fact, I have always thought of it as "gradient of object function equals times gradient of constraint function" rather than adding or subtracting.

is, of course, the same as but involves only changing the sign on which is unknown, anyway.