Lagrange-multiplier

Joseph-Louis Lagrange, born on 25 January 1736, was an Italian Enlightenment Era mathematician and astronomer. He made significant contributions to the fields of analysis, number theory, and both classical and celestial mechanics.

Lagrange was one of the creators of the calculus of variations, deriving the Euler–Lagrange equations for extrema of functionals. He also extended the method to take into account possible constraints, arriving at the method of Lagrange multipliers. Lagrange invented the method of solving differential equations known as variation of parameters, applied differential calculus to the theory of probabilities and attained notable work on the solution of equations. He proved that every natural number is a sum of four squares. His treatise “Theorie des fonctions analytiques” laid some of the foundations of group theory, anticipating Galois. In calculus, Lagrange developed a novel approach to interpolation and Taylor series. He studied the three-body problem for the Earth, Sun and Moon (1764) and the movement of Jupiter’s satellites (1766), and in 1772 found the special-case solutions to this problem that yield what are now known as Lagrangian points. Also, he has transformed Newtonian mechanics into a branch of analysis, Lagrangian mechanics as it is now called, and presented the so-called mechanical “principles” as simple results of the variational calculus.