Lagrange Multipliers

A Lagrange Multiplier () is a scalar such that when given two differentiable function, and , that intersect when is set equal to a constant (), the following is true:

Where the refers to gradient functions and is the point where:

Method of Lagrange Multipliers

Because we know both and we can calculate both of the gradient functions and using the level curve of as a second equation we can solve for the Lagrange Multipliers , , and .

Note that while there appears to be only two equations above, there are actually three due to the gradient functions being vectors:

Then, using the and we found using the system of equations we can then evaluate our original function to figure out which value is a minimum and maximum. The smaller value will be the minimum, the larger the maximum.

See Multivariable Calculus Notes - Chapter 14 - Sections 7-8 for source, examples, and more information.