Dagens kort – Constrained Optimization: Lagrange Conditions

$\partial\mathcal{L}/\partial x_i = 0$ for $i=1,\ldots,n$ (gir $n$ likninger) pluss $g_j(\mathbf{x})=b_j$ for $j=1,\ldots,m$ (gir $m$ likninger). Totalt $n+m$ likninger for $n+m$ ukjente.