Math - Lagrange Multiplier
Pontryagin's Minimum Principle
Lagrange Multiplier
Multivating example: maximize \(f(x,y)\), where \(xy+1\), given constraint \(g(x,y) = x^2+y^2-1 = 0\)
Geometric Intuition: the value of f(x,y) and the constraint it must stay ...