Story Of Lagrange Multiplier.

Lagrange Multipliers add necessary constraints to optimization problems in Machine Learning. Let us understand this concept with a story and learn why these constraints are used. Imagine, someone told you that there is a big gold mine hidden at your place. You want to discover it but you don't know where to start. Let's say that the success rate of digging a gold mine is given by: In the above diagram, you may start digging from any point and dig up to infinity so that the success rate U TSU becomes maximum.