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lagrange+method+of+multipliers

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  • Lagrange multiplier — Figure 1: Find x and y to maximize f(x,y) subject to a constraint (shown in red) g(x,y) = c …   Wikipedia

  • Lagrange multipliers — In mathematical optimization problems, the method of Lagrange multipliers, named after Joseph Louis Lagrange, is a method for finding the extrema of a function of several variables subject to one or more constraints; it is the basic tool in… …   Wikipedia

  • Lagrange multipliers on Banach spaces — In the field of calculus of variations in mathematics, the method of Lagrange multipliers on Banach spaces can be used to solve certain infinite dimensional constrained optimization problems. The method is a generalization of the classical method …   Wikipedia

  • Joseph Louis Lagrange — Lagrange redirects here. For other uses, see Lagrange (disambiguation). Joseph Louis Lagrange Joseph Louis (Giuseppe Lodovico), comte de Lagrange …   Wikipedia

  • Gauss pseudospectral method — The Gauss Pseudospectral Method (abbreviated GPM ) is a direct transcription method for discretizing a continuous optimal control problem into a nonlinear program (NLP). The Gauss pseudospectral method differs from several other pseudospectral… …   Wikipedia

  • Constrained optimization and Lagrange multipliers — This tutorial presents an introduction to optimization problems that involve finding a maximum or a minimum value of an objective function f(x 1,x 2,ldots, x n) subject to a constraint of the form g(x 1,x 2,ldots, x n)=k.Maximum and… …   Wikipedia

  • Newton's method in optimization — A comparison of gradient descent (green) and Newton s method (red) for minimizing a function (with small step sizes). Newton s method uses curvature information to take a more direct route. In mathematics, Newton s method is an iterative method… …   Wikipedia

  • Claude Lemaréchal — is a French applied mathematician. In mathematical optimization, Claude Lemaréchal is known for his work in numerical methods for nonlinear optimization, especially for problems with nondifferentiable kinks. Lemaréchal and Phil. Wolfe pioneered… …   Wikipedia

  • Constraint algorithm — In mechanics, a constraint algorithm is a method for satisfying constraints for bodies that obey Newton s equations of motion. There are three basic approaches to satisfying such constraints: choosing novel unconstrained coordinates ( internal… …   Wikipedia

  • List of numerical analysis topics — This is a list of numerical analysis topics, by Wikipedia page. Contents 1 General 2 Error 3 Elementary and special functions 4 Numerical linear algebra …   Wikipedia

  • Chemical equilibrium — In a chemical reaction, chemical equilibrium is the state in which the concentrations of the reactants and products have not yet changed with time. It occurs only in reversible reactions, and not in irreversible reactions. Usually, this state… …   Wikipedia

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