Thursday, September 26, 2013

Lagrange Multipliers in Matrix Form

Lagrange Multipliers in Matrix Form

Lagrange multipliers :
   
(1)



Constrained minimization:




(2)




By equation (2), equation (1) becomes



 (3)



By inserting the term below,






equation (3) becomes as below




(4)








If we denote Minimum Value of  is, equation (4) becomes as follows:
s