Questions tagged [lagrange-multiplier]
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8 questions
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Is there existing code for solving a Lagrangian Dual problem using the subgradient method?
I know there is a generic code for solving the lagrangian relaxation of an LP. However, for an integer program, sometimes you want some constraints relaxed, but not all. For example, I want the ...
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dual svm square hinge loss
Let $x_1,\dots,x_n\in \mathbb{R}^n$, $y_1,\dots,y_n\in \{-1,1\}$, $\lambda \ge 0$
and $K$ be the invertible Gram matrix $K=(x_i\cdot x_j)_{ij}$.
Consider
$$
(P) \qquad \qquad \min_{a\in \mathbb{R}^n} \...
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The nitty-gritty details of augmented Lagrangian methods
I am trying to implement (constrained) minimization of a certain function with the augmented Lagrangian method. Where can I find a reference that discusses in detail the good practices for the various ...
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How "kinematic" rigid bodies are implemented in physics engines
In most physics engines there's this concept of "static" bodies, which act as rigid bodies with infinite mass. Then there are "kinematic" bodies that act as static bodies, but ...
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The condtion for Augmented Langrangian Multiplier
I am currently learning the usage of Augmented Lagrangian Multiplier to achieve my equality constraint. I have learnt from the https://en.wikipedia.org/wiki/Augmented_Lagrangian_method that I have two ...
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Distributed Lagrange multiplier approach to impose constraint in Poisson equation
I'm trying to understand how Lagrange multipliers are applied in order to impose constraints in PDEs. Consider $B \subset \Omega$. For instance, a square inside another square domain $\Omega$. Let's ...
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Applying displacement control loading using lagrange multipliers in the material non-linear finite element method
Hi I am trying to implement a simple plasticity based finite element code. I am not clear how to set up displacement control applied through Lagrange multipliers. In case of a linear problem, I did ...
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inclined/general Dirichlet boundary conditions
For simpilcity, consider a single quad linear elasticity finite element in 2D. The Dirichlet boundary conditions on node 1 and node 2 are easy to implement and can be handled in the standard way. ...