Optimization - What if solution of the lagrangian is the critical point of the constraint

Frances Pham

Frances Pham

Answered question

2022-11-15

Optimization - What if solution of the lagrangian is the critical point of the constraint

Answer & Explanation

erlentzed

erlentzed

Beginner2022-11-16Added 22 answers

It's fine if a solution to the Lagrangian is a critical point of g. But it's also possible that g has critical points that aren't solutions to the Lagrangian -- you need to check the values of f at the g-critical point too.
It's like finding the maximum of a function f : R R over an interval [ a , b ]. You find where f is zero but you also need to check the values at a and b.

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