Math 2.0

Mechanics of particles and systems Definition

Lagrange multipliers for constraints

Builds on Generalized coordinatesHolonomic constraintLagrange's equations of motionLagrange multipliersGradientEuler–Lagrange equation

Definition

Let U⊆ℝNU \subseteq \R^N be open, let q=(q1,…,qN)q = (q_1, \ldots, q_N) be coordinates on UU, and let L(q,q˙,t)L(q, \dot q, t) be a Lagrangian of class C2C^2. Let m<Nm < N and let f1,…,fm ⁣:U×ℝ→ℝf_1, \ldots, f_m \colon U \times \R \to \R be holonomic constraints of class C2C^2. Assume that the gradients ∇qf1,…,∇qfm\nabla_q f_1, \ldots, \nabla_q f_m are linearly independent at each point of the constraint set. Lagrange's equations with multipliers (of the first kind) for q(t)q(t) and unknown functions λ1(t),…,λm(t)\lambda_1(t), \ldots, \lambda_m(t) are ddt∂L∂q˙i−∂L∂qi=∑a=1mλa(t) ∂fa∂qi(q,t),i=1,…,N,\frac{d}{dt} \frac{\partial L}{\partial \dot q_i} - \frac{\partial L}{\partial q_i} = \sum_{a=1}^m \lambda_a(t) \, \frac{\partial f_a}{\partial q_i}(q, t), \qquad i = 1, \ldots, N, fa(q(t),t)=0,a=1,…,m.f_a(q(t), t) = 0, \qquad a = 1, \ldots, m. The functions λa\lambda_a are the Lagrange multipliers of the constraints.

Remarks

The vector ∑aλa∇qfa\sum_a \lambda_a \nabla_q f_a is the generalized constraint force; it is normal to the constraint set, so ideal constraints do no virtual work. The same equations are the Euler–Lagrange equations of the action of L+∑aλafaL + \sum_a \lambda_a f_a, varied in both qq and λ\lambda. This is the dynamical analogue of the Lagrange multiplier theorem for constrained extrema. Eliminating λ\lambda with coordinates adapted to the constraints gives the Lagrange equations of the second kind.

Example: a planar pendulum of mass mm and length ℓ\ell in Cartesian coordinates, with L=12m(x˙2+y˙2)−mgyL = \frac{1}{2} m (\dot x^2 + \dot y^2) - m g y and f=x2+y2−ℓ2f = x^2 + y^2 - \ell^2. The equations are mx¨=2λxm \ddot x = 2 \lambda x, my¨+mg=2λym \ddot y + m g = 2 \lambda y and x2+y2=ℓ2x^2 + y^2 = \ell^2. The force 2λ(x,y)2 \lambda (x, y) points along the rod, and its magnitude 2∣λ∣ℓ2 \abs{\lambda} \ell is the tension.

Non-example: the constraints f1=x2+y2−ℓ2f_1 = x^2 + y^2 - \ell^2 and f2=2f1f_2 = 2 f_1 describe the same set, but their gradients are dependent. Then only λ1+2λ2\lambda_1 + 2 \lambda_2 is determined, so the multipliers are not unique.

Reading path

To understand this page from the ground up, read these 49 pages in order. The foundations come first.

  1. Derivative concept
  2. Euclidean space object
  3. Euclidean vector concept
  4. Euler–Lagrange equation concept
  5. Function concept
  6. Function composition concept
  7. Holonomic constraint concept
  8. Mechanical equilibrium concept
  9. Ordinary differential equation concept
  10. Smooth manifold concept
  11. Fréchet derivative definition
  12. Total derivative concept
  13. Velocity concept
  14. Function of several variables concept
  15. Vector-valued function concept
  16. d'Alembert's principle statement
  17. Classical mechanics concept
  18. Configuration space concept
  19. Differentiable function of several variables concept
  20. Limit of a function of several variables concept
  21. Vector field concept
  22. Local maximum and minimum definition
  23. Local maximum and minimum concept
  24. Partial derivative concept
  25. Kinetic energy concept
  26. Generalized coordinates concept
  27. Differentiable function of several variables definition
  28. Partial derivative definition
  29. Gradient concept
  30. Constrained optimisation concept
  31. Generalized force concept
  32. Differentiable on an open set definition
  33. Higher partial derivatives definition
  34. Chain rule in several variables statement
  35. Gradient definition
  36. Scalar potential concept
  37. Jacobian matrix definition
  38. Principle of virtual work statement
  39. Iterated derivative definition
  40. Conservative vector field concept
  41. Derivative of the inverse function statement
  42. Jacobian determinant definition
  43. C^k function characterised by continuous derivatives statement
  44. Potential energy concept
  45. Inverse function theorem statement
  46. Lagrange's equations of motion statement
  47. Implicit function theorem statement
  48. Lagrange multipliers statement
  49. Lagrange multipliers for constraints definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Lagrange_multiplier
  2. Web https://en.wikipedia.org/wiki/Lagrangian_mechanics
About this page
TagPP54N0QDWF
URIm2://PP54N0QDWF
Kinddefinition
WritingW0 stub
MSC70H03, 70F20, 70H45
DefinesLagrange multipliers for constraints
UsesGeneralized coordinates, Holonomic constraint, Lagrange's equations of motion, Lagrange multipliers, Gradient, Euler–Lagrange equation
Changed3 November 2026

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