{
  "aliases": [
    "lagrange-multiplier-single-constraint"
  ],
  "backlinks": null,
  "body": "\n## Statement\n\nLet $U \\subseteq \\mathbb{R}^n$ be open with $n \\ge 2$, and let $f, g \\colon U \\to \\mathbb{R}$ be of class $C^1$.\nLet $c \\in \\mathbb{R}$, and let $a$ be a point of the [[level set|0Y5Q8Q9WJ7]] $\\{x \\in U : g(x) = c\\}$ with $\\nabla g(a) \\ne 0$.\nIf the restriction of $f$ to this level set has a local extremum at $a$, then there is a unique $\\lambda \\in \\mathbb{R}$ with\n$$\\nabla f(a) = \\lambda \\, \\nabla g(a).$$\n\n## Remarks\n\nThis is the case $m = 1$ of the [[Lagrange multiplier theorem|0VKKP8X6Q6]], applied to $g - c$.\nGeometrically, the level set of $f$ through $a$ is tangent to the constraint set at $a$, because both [[gradients are orthogonal|0VXYV3NQQ1]] to it.\nExample: to maximise $f(x, y) = x + y$ on $x^2 + y^2 = 1$, solve $(1, 1) = \\lambda (2 x, 2 y)$ and $x^2 + y^2 = 1$. The maximum is $\\sqrt{2}$, at $(1/\\sqrt{2}, 1/\\sqrt{2})$.\nWithout the condition $\\nabla g(a) \\ne 0$ the conclusion can fail. For $g(x, y) = y^2 - x^3$ and $f(x, y) = x$, the minimum on $g = 0$ is at $(0, 0)$, where $\\nabla g = 0$ and $\\nabla f = (1, 0)$.\n\n## Explanations\n\n### L1 human\n\nMove along the constraint curve and watch the value of $f$.\nAt the best point, the curve just touches a level curve of $f$, so the two curves have the same normal direction there.\nThe multiplier $\\lambda$ is the ratio between the two normal vectors.\n",
  "commit": "545acf83a9b75c8ddc375ef8b23d2ae101a4d7e4",
  "front": {
    "aliases": [
      "lagrange-multiplier-single-constraint"
    ],
    "kind": "statement",
    "msc": [
      "90C46"
    ],
    "name": "Lagrange multiplier with one constraint",
    "role": "corollary",
    "sources": [
      {
        "locator": "Single constraint",
        "url": "https://en.wikipedia.org/wiki/Lagrange_multiplier"
      }
    ],
    "tag": "04A2XEX4D4",
    "uses": [
      "0VKKP8X6Q6",
      "0NS2QYVC4Y",
      "0Y5Q8Q9WJ7",
      "0VXYV3NQQ1"
    ]
  },
  "kind": "statement",
  "link": "https://math2.tamnd.com/node/04A2XEX4D4/",
  "links": [
    {
      "field": "uses",
      "target": "0VKKP8X6Q6"
    },
    {
      "field": "uses",
      "target": "0NS2QYVC4Y"
    },
    {
      "field": "uses",
      "target": "0Y5Q8Q9WJ7"
    },
    {
      "field": "uses",
      "target": "0VXYV3NQQ1"
    }
  ],
  "markdown": "https://math2.tamnd.com/node/04A2XEX4D4.md",
  "msc": [
    "90C46"
  ],
  "name": "Lagrange multiplier with one constraint",
  "prov": null,
  "role": "corollary",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/04A/04A2XEX4D4.md",
  "status": null,
  "tag": "04A2XEX4D4",
  "uri": "m2://04A2XEX4D4",
  "url": "https://math2.tamnd.com/wiki/lagrange-multiplier-with-one-constraint/",
  "writing": {
    "tag": "04A2XEX4D4",
    "kind": "statement",
    "level": "W0",
    "next": [
      {
        "what": "an inventory row",
        "note": "the row of the inventory that the node accounts for",
        "have": 0,
        "want": 1
      }
    ]
  }
}
