Harvard AM205 video 4.7 - Equality-constrained optimization
Channel: Chris Rycroft
Date: 2020-12-01

Harvard Applied Math 205 is a graduate-level course on scientific computing and numerical methods. This video looks at incorporating equality constraints into an optimization, and shows that this can be done using Lagrange multipliers. Two examples are presented: (1) maximizing the surface area of a cylinder given a constraint on its volume, and (2) deriving the undetermined linear least-squares solution from Unit 1.

For more information see the main course website at https://people.math.wisc.edu/~chr/am205