Principe fort de Lagrange

Réponses

• aleg1

  April 2006

  il faut être très fort...
• Toto.le.zero

  April 2006

  qu'appelles-tu principe fort de Lagrange ?
• polyonome

  April 2006

  D'accord, voici
  
  On doit maximiser f(x) sous les contraintes g_i(x)=b_i, g_i fonctions de R^n dans R
  
  Les coeff de Lagrange l_i , on peut noter L le vecteur de Lagrange constitué des coeff
  
  Le principe faible c'est : il existe L stationnaire x_0 tel que x_0 résout le problème de maximisation.
  
  Le principe fort c'est : il existe L tel que le langragien soit maximal en x_0 et qui résout aussi le problème de maximisation.
  
  Le lagragien c'est G(L,x)=f(x) - sum(l_i (b_i - g_i(x))
  
  Merci de vos réponses
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  May 2006

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