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Even if Lagrange multiplier is an important mathematical tool, I haven't been used it up to now. It is simple than its look. When we need to optimize two variables with conditioning on the combination of the two variables.

An Example of Lagrange Multiplier

thumb|300px|right|LaGrange Multipliers

I describe the contents of video to help readers' understanding.

We want to minimize C(x,y) = 6x^2 + 12y^2 subject to x+y=90. By Lagrange multiplier, we can write the Lagrange multiplier equation as

6x^2 + 12y^2 - \lambda(x+y-90).

Use the property of Lagrange multiplier that the partial derivatives of the above Lagrange multiplier equation should be equal to zero

F_x = 12x - \lambda = 0
F_y = 24y - \lambda = 0
F_\lambda = x + y - 90 = 0

From the first and the second equations, we will have x = \lambda/12 and y = \lambda/24. Putting these results to the third equation, we find

\lambda/12 + \lambda/24 - 90=0
\lambda/24 = 30
\lambda = 720,

which result that x = 30*24/12 = 60 and y = 30*12/12 = 30. Thus, the minimum of C(x,y) becomes 6(60)^2 + 12(30)^2 = 32400.

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