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For a single constraint, the Lagrange condition has the simple form
The Lagrange condition is not sufficient to decide if is an extremum, or to determine its type. This requires additional information.
The global extrema of a function can be obtained by comparing the function values at the points which satisfy the Lagrange condition, the points on the boundary of the admissible set, and points where the rank of is not maximal.
|automatically generated 1/26/2017|