Lagrange-Funktion

Lagrange-Multiplikatoren $\mathcal{L}(x,\lambda ,\mu ):=f(x)+{\sum }_{j=1}^m{\lambda }_j{h}_j(x)+{\sum }_{i=1}^{\ell }{\mu }_i{g}_i(x)$

Hessematrix

${\nabla }_{xx}^2\mathcal{L}(x,\lambda ,\mu )={\nabla }^{2}f(x)+{\sum }_{j=1}^m{\lambda }_j{\nabla }^2{h}_j(x)+{\sum }_{i=1}^l{\mu }_i{\nabla }^2{g}_i(x)$