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Lagrange multiplier
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=== Example 2 === [[Image:Lagrange very simple-1b.svg|thumb|right|300px|Illustration of the constrained optimization problem '''2''']] Now we modify the objective function of Example '''1''' so that we minimize <math>\ f(x,y) = (x + y)^2\ </math> instead of <math>\ f(x,y) = x + y\ ,</math> again along the circle <math>\ g(x,y)=x^2+y^2-1 = 0 ~.</math> Now the level sets of <math>f</math> are still lines of slope β1, and the points on the circle tangent to these level sets are again <math>\ (\sqrt{2}/2,\sqrt{2}/2)\ </math> and <math>\ (-\sqrt{2}/2,-\sqrt{2}/2) ~.</math> These tangency points are maxima of <math>\ f ~.</math> On the other hand, the minima occur on the level set for <math>\ f = 0\ </math> (since by its construction <math>\ f\ </math> cannot take negative values), at <math>\ (\sqrt{2}/2,-\sqrt{2}/2)\ </math> and <math>\ (-\sqrt{2}/2, \sqrt{2}/2)\ ,</math> where the level curves of <math>\ f\ </math> are not tangent to the constraint. The condition that <math>\ \nabla_{x,y,\lambda}\left(f(x,y)+\lambda\cdot g(x,y) \right)=0\ </math> correctly identifies all four points as extrema; the minima are characterized in by <math>\ \lambda =0\ </math> and the maxima by <math>\ \lambda = -2 ~.</math>
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