NL optimization problem with equality constraint can be posted as:

Min f(x)

h_j(x) = 0, j = 1..n

We can use Lagrange multiplier to incorporate equality constraint conditions into the objective function, i.e. turn constrained to unconstrained problem. Thus,

Min x: f(x) + L_j h_j(x)

The optimal solution of the above equation can be obtained when

df(x)/dx = 0 and

h_j(x) = 0
__Example__

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