LS Cost with a Linear Equality Constraint

1
LS Cost with a Linear Equality Constraint
Using Lagrange Multipliers we need to minimize
Linear Equality Constraint
x2
contours of (x H?)T (x H?)
2-D Linear Equality Constraint
Constrained Minimum
Unconstrained Minimum
x1
2
Constrained Optimization Lagrange Multiplier
x2
f (x1,x2) contours
Constraint g(x1,x2) C g(x1,x2) C h(x1,x2)
0
x1