Lagrange Multipliers

Computational Science and Engineering I

MIT / Mathematics
Gilbert Strang

This course provides a review of linear algebra, including applications to networks, structures, and estimation, Lagrange multipliers. Also covered are: differential equations of equilibrium; Laplace's equation and potential flow; boundary-value problems; minimum principles and calculus of variations; Fourier series; discrete Fourier transform; convolution; and applications.

Sequential Convex Programming

Stanford / Mathematics
Stephen Boyd

Sequential Convex Programming, Methods For Nonconvex Optimization Problems, Sequential Convex Programming (SCP), Basic Idea Of SCP, Trust Region, Affine And Convex Approximations Via Taylor Expansions, Particle Method, Fitting Affine Or Quadratic Functions To Data, Quasi-Linearization, Example (Nonconvex QP), Lower Bound Via Lagrange Dual, Exact Penalty Formulation, Trust Region Update, Nonlinear Optimal Control, Discretization, SCP...more

Joint Space Dynamics

Stanford / Computer Science
Oussama Khatib

Joint Space Dynamics, Newton-Euler Algorithm, Inertia Tensor, Example, Newton-Euler Equations, Lagrange Equations, Equations of Motion

Lagrangian

Stanford / Mathematics
Stephen Boyd

Lagrangian, Lagrange Dual Function, Least-Norm Solution Of Linear Equations, Standard Form LP, Two-Way Partitioning, Dual Problem, Weak And Strong Duality, Slater's Constraint Qualification, Inequality Form LP, Quadratic Program, Complementary Slackness

Optimal Margin Classifier

Stanford / Computer Science
Andrew Ng

Optimal Margin Classifier, Lagrange Duality, Karush-Kuhn-Tucker (KKT) Conditions, SVM Dual, The Concept of Kernels

Least-Norm Solution

Stanford / Mathematics
Stephen Boyd

Least-Norm Solution, Least-Norm Solution Via QR Factorization, Derivation Via Langrange Multipliers, Example: Transferring Mass Unit Distance, Relation To Regularized Least-Squares, General Norm Minimization With Equality Constraints, Autonomous Linear Dynamical Systems, Block Diagram