Lemma
MediumLagrange multipliers
Gilbert Strang, Calculus, 3rd edition (Wellesley-Cambridge Press; MIT OpenCourseWare RES.18-001) §13.7 Constraints and Lagrange Multipliers, #26 · Multivariable Calculus · Lagrange multipliers

With an inequality constraint …, the multiplier at the minimum satisfies

These problems allow inequality constraints, optional but good.

With an inequality constraint , the multiplier at the minimum satisfies . If is increased, goes down (since ). Explain the reasoning: By increasing , (more) (fewer) points satisfy the constraints. Therefore (more) (fewer) points are available to minimize . Therefore goes (up) (down).

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Gilbert Strang, Calculus, 3rd edition (Wellesley-Cambridge Press; MIT OpenCourseWare RES.18-001) · §13.7 Constraints and Lagrange Multipliers, #26

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