上游充廷大￥ The Envelope Theorem 1 SHANGHAI IIAO TONG UNIVERSITY Optimal problem: f(a)=Min c(x,a) ST. h,(x,a)=0,(i=1,2,…,l) © The corresponding Lagrangian function: r=c(x,a)-∑h(x,a) 2016/12/22Optimal problem: The corresponding Lagrangian function: 2016/12/22 11 The Envelope Theorem 1        , . . , 0, 1, 2, , i f a M in c a S T ha i l      x x x    1 , , l i i i ca h a     x x 