Linked from
The 37 pages that link to Lagrange multiplier, each with the reason it gives.
Convex optimizationRelated: Multipliers encode how constraints affect optimality and sensitivity.
Linear programming dualityRelated: Dual variables act as multipliers on primal constraints.
Implicit functionRelated: Equality constraints are implicit relations that shape the feasible set.
Virtual workRelated: They can encode constraint forces when deriving equilibrium from virtual work.