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# Questions tagged [lagrange-multiplier]

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### Is there existing code for solving a Lagrangian Dual problem using the subgradient method?

I know there is generic code for solving the lagrangian relaxation of an LP. However, for an integer program, sometimes you want some constraints relaxed, but not all. E.g. I want the equality ...
22 views

### 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} \...
• 468
397 views

### 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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87 views

### 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 ...
• 143
47 views

### 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 ...
385 views

### 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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