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I completely understand the prof's explanation about the Lagrangian with one constraint  but I don't understand why the two constraint formulation works: i.e. L = f(x, y, z) + lambda1 g(x, y, z) + lambda2 h(x, y, z) = 0
Here f is the min/max function, and g and h are the two constraints. If there was no h, then the prof's explanation in lecture 39 makes completely sense in "matching up" the gradients of f and g with lambda1 as the scaler (where f =  lambda1 x g). But, I don't understand how the second constraint can simply be "added" to the Lagrangian equation. Thank you!
 4 months ago
 4 months ago
I completely understand the prof's explanation about the Lagrangian with one constraint  but I don't understand why the two constraint formulation works: i.e. L = f(x, y, z) + lambda1 g(x, y, z) + lambda2 h(x, y, z) = 0 Here f is the min/max function, and g and h are the two constraints. If there was no h, then the prof's explanation in lecture 39 makes completely sense in "matching up" the gradients of f and g with lambda1 as the scaler (where f =  lambda1 x g). But, I don't understand how the second constraint can simply be "added" to the Lagrangian equation. Thank you!
 4 months ago
 4 months ago

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