Class LagrangianFunction represents the Lagrangian function associated with a nonlinear programming problem.

Namespace: CenterSpace.NMath.Analysis
Assembly: NMath (in NMath.dll) Version: 5.1.0.0

Syntax

C#
public class LagrangianFunction : DoubleParameterizedFunctional

Visual Basic (Declaration)
Public Class LagrangianFunction _ Inherits DoubleParameterizedFunctional

Visual C++
public ref class LagrangianFunction : public DoubleParameterizedFunctional

Remarks

The Lagrangian function associated with the nonlinear programming problem

minimize f(x) subject to
ci(x) == 0, for i in E,
ci(x) >= 0 for i in I,

is defined as

L(x, lambda) = f(x) - sum[lambdai*ci(x)]