Theorem · Calculus of variations and optimal control; optimization
Lagrange multipliers on Banach spaces
At a constrained extremum, the derivative of the objective is a combination of the derivatives of the constraints. In infinite dimensions there may be infinitely many constraints, so the coefficients form a continuous linear functional on the constraint space instead of a list of numbers.
Builds on Banach space, Fréchet derivative, Dual space, Local maximum and minimum