The **Lagrange multiplier** is a method in optimization theory used to find the local maxima and minima of a function subject to equality constraints. It introduces auxiliary variables (called **Lagrange multipliers**) to transform the constrained optimization problem into a system of equations that can be solved.

### How the method works:

1. **Objective Function**: You want to maximize or minimize a function \( f(x, y, z, \dots) \), which is called the **objective function**.

2. **Constraint Function**: There is a constraint on the variables, which can be expressed as an equation \( g(x, y, z, \dots) = 0 \).

3. **Lagrange Function**: The method involves defining a new function, the **Lagrangian**, by combining the objective function \( f \) and the constraint function \( g \), using a Lagrange multiplier \( \lambda \). The Lagrangian is defined as:
   \[
   \mathcal{L}(x, y, z, \dots, \lambda) = f(x, y, z, \dots) + \lambda \cdot g(x, y, z, \dots)
   \]

4. **System of Equations**: To find the optimal points, you take the partial derivatives of \( \mathcal{L} \) with respect to all variables \( x, y, z, \dots \) and the multiplier \( \lambda \). This creates a system of equations:
   \[
   \frac{\partial \mathcal{L}}{\partial x} = 0, \quad \frac{\partial \mathcal{L}}{\partial y} = 0, \quad \dots, \quad \frac{\partial \mathcal{L}}{\partial \lambda} = 0
   \]
   Solving this system will give you the points where the function is maximized or minimized subject to the constraint.

### Example:
Suppose you want to maximize \( f(x, y) = x^2 + y^2 \) subject to the constraint \( g(x, y) = x + y - 1 = 0 \).

1. Define the Lagrangian:
   \[
   \mathcal{L}(x, y, \lambda) = x^2 + y^2 + \lambda(x + y - 1)
   \]

2. Compute partial derivatives:
   \[
   \frac{\partial \mathcal{L}}{\partial x} = 2x + \lambda = 0
   \]
   \[
   \frac{\partial \mathcal{L}}{\partial y} = 2y + \lambda = 0
   \]
   \[
   \frac{\partial \mathcal{L}}{\partial \lambda} = x + y - 1 = 0
   \]

3. Solve this system of equations to find the optimal points.

Would you like to go through this example in more detail?

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Here are 5 relative questions:

1. How do you apply Lagrange multipliers when there are multiple constraints?
2. What is the geometric interpretation of Lagrange multipliers?
3. How does the Lagrange multiplier change when the constraint is inequality?
4. Can Lagrange multipliers be used for non-differentiable functions?
5. How are Lagrange multipliers used in economics for utility maximization?

**Tip**: When solving constrained optimization problems, always double-check your constraint function; a mis-specified constraint can lead to incorrect solutions.

Discover how to use the Lagrange multiplier method to solve optimization problems with equality constraints. Learn the step-by-step process, including setting up the Lagrangian, taking partial derivatives, and solving for the local maxima or minima. Ideal for students studying multivariable calculus or optimization theory.

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