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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 ...
underdog987's user avatar
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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} \...
Smilia's user avatar
  • 468
5 votes
1 answer

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 ...
Federico Poloni's user avatar
2 votes
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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 ...
Lenny White's user avatar
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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 that I have two ...
Kevin Choon Liang Yew's user avatar
3 votes
1 answer

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 ...
bob_bill's user avatar
3 votes
1 answer

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 ...
Bruce Lee Jun Fan's user avatar
2 votes
2 answers

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. ...
NNN's user avatar
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