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HansH said:-From the given reference to the lectures of Leonard Susskind I understand that this method allows you to optimize something to a minimum value such as calculate the shortest trajectory between 2 points. Is that the reason why it is important for relativity?
In the Susskind movie "Special Relativity and Electrodynamics", Lecture 3, about relativistic laws of motion, the Lagrangian and the Hamiltonian are used to derive in a systematic way the 4-momentum and ##E_0 = mc^2##.