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    Lagrange Multipliers On Banach Spaces

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    Andrea Spencer
    Lagrange Multipliers, Banach Space, Function Space Optimization, Infinite Dimension Space

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    Lagrange Multipliers On Banach Spaces

    Uploaded by

    Andrea Spencer
    152 views2 pages
    Lagrange Multipliers, Banach Space, Function Space Optimization, Infinite Dimension Space

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    Lagrange Multipliers on Banach Spaces

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    Lagrange Multipliers, Banach Space, Function Space Optimization, Infinite Dimension Space

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    152 views2 pages

    Lagrange Multipliers On Banach Spaces

    Uploaded by

    Andrea Spencer
    Lagrange Multipliers, Banach Space, Function Space Optimization, Infinite Dimension Space

    Copyright:

    © All Rights Reserved
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    Lagrange multipliers on Banach spaces

    From Wikipedia, the free encyclopedia

    In the field of calculus of variations in mathematics, the method of Lagrange multipliers on Banach spaces
    can be used to solve certain infinite-dimensional constrained optimization problems. The method is a
    generalization of the classical method of Lagrange multipliers as used to find extrema of a function of finitely
    many variables.

    Contents
    1 The Lagrange multiplier theorem for Banach spaces
    2 Connection to the finite-dimensional case
    3 Application
    4 See also
    5 References

    The Lagrange multiplier theorem for Banach spaces


    Let X and Y be real Banach spaces. Let U be an open subset of X and let f : U R be a continuously
    differentiable function. Let g : U Y be another continuously differentiable function, the constraint: the
    objective is to find the extremal points (maxima or minima) of f subject to the constraint that g is zero.

    Suppose that u0 is a constrained extremum of f, i.e. an extremum of f on

    Suppose also that the Frchet derivative Dg(u0) : X Y of g at u0 is a surjective linear map. Then there exists a
    Lagrange multiplier : Y R in Y, the dual space to Y, such that

    Since Df(u0) is an element of the dual space X, equation (L) can also be written as

    where (Dg(u0))() is the pullback of by Dg(u0), i.e. the action of the adjoint map (Dg(u0)) on , as defined
    by

    Connection to the finite-dimensional case


    In the case that X and Y are both finite-dimensional (i.e. linearly isomorphic to Rm and Rn for some natural
    numbers m and n) then writing out equation (L) in matrix form shows that is the usual Lagrange multiplier
    vector; in the case n = 1, is the usual Lagrange multiplier, a real number.

    Application
    In many optimization problems, one seeks to minimize a functional defined on an infinite-dimensional space
    such as a Banach space.

    Consider, for example, the Sobolev space X = H01([1, +1]; R) and the functional f : X R given by

    Without any constraint, the minimum value of f would be 0, attained by u0(x) = 0 for all x between 1 and +1.
    One could also consider the constrained optimization problem, to minimize f among all those u X such that
    the mean value of u is +1. In terms of the above theorem, the constraint g would be given by

    However this problem can be solved as in the finite dimensional case since the Lagrange multiplier is only a
    scalar.

    See also
    Pontryagin's minimum principle, Hamiltonian method in calculus of variations

    References
    Zeidler, Eberhard (1995). Applied functional analysis: Variational Methods and Optimization. Applied
    Mathematical Sciences 109. New York, NY: Springer-Verlag. ISBN 978-1-4612-9529-7.

    This article incorporates material from Lagrange multipliers on Banach spaces on PlanetMath, which is
    licensed under the Creative Commons Attribution/Share-Alike License.

    Retrieved from "https://en.wikipedia.org/w/index.php?


    title=Lagrange_multipliers_on_Banach_spaces&oldid=727260361"

    This page was last edited on 27 June 2016, at 19:48.


    Text is available under the Creative Commons Attribution-ShareAlike License; additional terms may
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