lagrange coefficients

[mehipour]

I know that lagrange coefficients are used for finding optimized value for a conditioned function or set of functions, but can any one provide me good sources and documents on the issue please?

 

[gaffar]

Try this:

Convex Optimization, S. Boyd and L. Vandenberghe, Chapter 5

and this:

Linear and Nonlinear Programming, D. G. Luenberger, Chapter 10