# Tagged Questions

For questions on Lagrange multipliers, a strategy to solve constrained optimisation problems.

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### Lagrange multipliers in Calculus of Variations

I am trying to learn about Calculus of Variations and I am beginning to see some constrained optimization problems in the domain of functionals, by using Lagrange multipliers. It seems that things ...
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### I'm walking towards my car - when should I try the remote, in an optimal sense?

I'm interested to learn about how discrete/'event' based elements are incorporated into optimisation problems. Hopefully this is an interesting problem in its own regard, it's inspired by a daily ...
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### Positive Lagrange multipliers of an equality constraint

Consider the problem \begin{align} \max_{x\in\mathbb{R}^n} f(x)\\ \text{subject to }\quad h(x) = 0\\ x\in X \end{align} where $X$ is a convex and compact subset of $\mathbb{R}^n$. I also know that ...
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### How to use the Karush–Kuhn–Tucker conditions?

From what I read, the Karush-Kuhn-Tucker conditions are a generalization of the Lagrange Multiplier Method. For the Lagrange Multiplier Method I have been able to find a serie of steps I must do to ...
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### Can Lagrange multipliers be used to give a good bound on the number of critical points?

I will explain my problem by illustrating a simple case. Easy question: Let $f(x,y)$ be a "generic" polynomial in two variables, of total degree $\le D$. What's a good upper bound for how many ...
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### Calculus of variations: Isoperimetric and holonomic constraints.

A functional $$J(y)=\int_a^b F\left(x,y(x)\right)dx, \tag{1}$$ subject to an isoperimetric constraint $$\int_a^b K(x,y)dx=l, \tag{2}$$ and a holonomic constraint $$g(x,y)=0. \tag{3}$$ Most ...
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### Lagrange Multipliers Dilemma

In the problem $f(x,y) = xy$ and $g(x, y) = x^2 + 9y^2 = 18$ I get $y = 2λx$, $x = 18λy$ and $x^2 + 9y^2 = 18$ (the constraint). All is fine, but I feel like I'll get two different answers ...
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### Pattern of collision of bouncy balls in a sphere?

Suppose that you have two infinitely bouncy golf balls that exist inside a perfect sphere in weightless suspension, and both golf balls start bouncing at a random angle and are 10 or 100 times ...
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### Optimizing over an infinite set of variables

This may be a very basic question, but it's been a while since I did any optimization. Suppose I have a sequence $(x_i)$, $i=1,2,\ldots$ in the $\ell^2$ space and the following optimization problem: ...
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### What is wrong with this parametrization?

I need to find the $N$-by-$1$ vector $\mathbf{x}$ that minimizes the following expression: $L=\alpha |\hat{\mathbf{H}}_{1}\mathbf{x}|^2 +(1-\alpha)|\mathbf{H}_{2}\mathbf{x}-\hat{\mathbf{Y}}_{2}|^2$, ...
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### Non-differentiable variational calculus (Dido's problem)

I wonder what is the alternative to Euler-Lagrange equations when we have non-differentiability issues. I'll give an example: Dido's problem can be stated as: Find the figure bounded by a line ...
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### Maximize and minimize a function using Lagrange multipliers.

I want to maximize and minimize $$h(a,b) = a + b$$ given the constraint $$g(a,b) = a^{\frac{1}{3}}b^{\frac{2}{3}} = l$$ I'm trying to use Lagrange multipliers. Here's what I did: \begin{align} \frac{...
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### Inequality constraints in Lagrangian

I was reading Lagrangian multipliers . In the above text I can't understand why $\lambda \ge 0$ for $g(x)\ge0$ and vice versa . Can anyone give me the explanation to this ?
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### Question about Lagrange multipliers and a basic example

I am trying to understand the Lagrange multipliers from reading the Wikipedia page. Then I tried to apply this to the problem of finding a discrete probability distribution which is the solution of \...
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### Regularized least squares

In Image Restoration, a true image $f$ (in vector form) can be related to degraded data $y$ through a linear model of the form $$y = Hf + n$$ where $H$ is a 2D blurring matrix and $n$ is a noise ...
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### Maximize a function subject to the constraint $x^2+y^2=R^2$

Please help me how to deal with maximization of function $$f(x,y)=1-e^{-\pi x}+e^{\pi x}\left[1-\cos(\pi y)+\sin(\pi y)\right]$$ subject to the constraint $x^2+y^2=R^2$. Using Lagrange ...
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### Position-dependent Lagrange multipliers for functionals

I'm trying to extremise the functional $$S = \int L(Q_i) \, dx\,dy$$ Where the $Q_i$ are functions of $x$ and $y$, subject to the constraint $$\vec{\nabla} \cdot \vec{Q} = A(x,y) \,.$$ My ...
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### Lagrange multipliers for matrix calculus problem

I have what is probably an elementary matrix calculus question. Let $P$ be a linear operator and $||\cdot||$ be the ordinary unsquared vector norm. Suppose one wants to minimize $||Px||$ subject to ...
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