深入理解拉格朗日乘子法(Lagrange Multiplier) 和KKT条件

http://blog.csdn.net/xianlingmao/article/details/7919597 http://www.the-idea-shop.com/article/215/understanding-why-the-method-of-lagrange-multipliers-works http://ocw.mit.edu/courses/mechanical-engin
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