(Sensitivity) Certainly … has
These problems develop the theory of Lagrange multipliers.
(Sensitivity) Certainly has . Since and at the minimum point, this seems to prove the key formula . But , and all change with . We need the _total_ derivative of :
Equation (1) at the minimum point should now yield the sensitivity formula .
Gilbert Strang, Calculus, 3rd edition (Wellesley-Cambridge Press; MIT OpenCourseWare RES.18-001) · §13.7 Constraints and Lagrange Multipliers, #15
No hints for this one.
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