宜宾学院学报
宜賓學院學報
의빈학원학보
JOURNAL OF YIBIN UNIVERSITY
2014年
12期
14-17
,共4页
多元函数%条件极值%拉格朗日乘子法%驻点%梯度%最优解
多元函數%條件極值%拉格朗日乘子法%駐點%梯度%最優解
다원함수%조건겁치%랍격랑일승자법%주점%제도%최우해
multivariable function%conditional extreme%Lagrange multiplier%stagnation point%gradient%optimal solution
从拉格朗日乘子法出发,考虑多元函数在等式约束条件下的极值问题。由线性方程组理论得到多元函数在一个或多个等式约束条件下极值点存在的必要条件。并进一步考虑该条件在优化理论中的应用,通过将不等式约束转化为等式约束,运用等约束条件下极值存在的必要条件获得最优解。
從拉格朗日乘子法齣髮,攷慮多元函數在等式約束條件下的極值問題。由線性方程組理論得到多元函數在一箇或多箇等式約束條件下極值點存在的必要條件。併進一步攷慮該條件在優化理論中的應用,通過將不等式約束轉化為等式約束,運用等約束條件下極值存在的必要條件穫得最優解。
종랍격랑일승자법출발,고필다원함수재등식약속조건하적겁치문제。유선성방정조이론득도다원함수재일개혹다개등식약속조건하겁치점존재적필요조건。병진일보고필해조건재우화이론중적응용,통과장불등식약속전화위등식약속,운용등약속조건하겁치존재적필요조건획득최우해。
The conditional extreme values for multivariable functions under equality constrains was investigated by start?ing from the method of Lagrange multipliers. The necessary condition for the existence of conditional extreme values was obtained by theory of linear equations. Its application in the theory of optimization was discussed. The optimal solution is obtained with this necessary condition by converting inequality constrains into equality constrains.