Question: If x* maximizes f(x) on G = {x X : g(x) 0}, then x* maximizes the Lagrangean L = f(x) - jgj x

If x* maximizes f(x) on G = {x ∈ X : g(x) 0}, then x* maximizes the Lagrangean L = f(x)† - ∑ λjgj x on G.

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