The variable is known as the Lagrange multiplier. The condition for an extrema (i.e., minima or maxima) occurs when the partial derivatives are zero, more explicitly:
with the last term . This sets up our system of equations that can be solved algebraically. To provide some additional context, this approach is used in areas such as thermodynamics and machine learning (more commonly referred to as regularization). The more general form of the function when several constraints are used is given by the Lagrangian function:
Lets see the use of Langrange multiplier in action with a simple example, a parabola constrained by a circle. Our function,
Now working through the partial derivatives of
We now find the Lagrange multiplier,
we can calculate
and with the constraint equation we can find
"I regard as quite useless the reading of large treatises of pure analysis: too large a number of methods pass at once before the eyes. It is in the works of applications that one must study them; one judges their ability there and one apprises the manner of making use of them"
- Joseph-Louis Lagrange
References & Additional Reading
Reuse and Attribution
Bringuier, S., Lagrange Multipliers, Dirac's Student, (2019). Retrieved from https://www.diracs-student.blog/2019/07/lagrange-multipliers.html.
@misc{Bringuier_25JUL2019,
title = {Lagrange Multipliers},
author = {Bringuier, Stefan},
year = 2019,
month = jul,
url = {https://www.diracs-student.blog/2019/07/}#
{lagrange-multipliers.html},
note = {Accessed: 2025-08-11},
howpublished = {Dirac's Student [Blog]},
}