Consider $$F = L'VL + (L' X − K' )\Phi$$
$L$, $V$ and $K$ are matrices. $F$: function notation
$\Phi$: Lagrange Multiplier, imposes the restriction $L' X = K'$
What does Lagrange Multiplier mean in this formula?
Page 48: http://www.aps.uoguelph.ca/~lrs/ABModels/DATA/EuropeNotes.pdf