Concept
Lagrange multiplier
Related lectures (85)
Weak and Strong Duality
Covers weak and strong duality in optimization problems, focusing on Lagrange multipliers and KKT conditions.
Optimization: Constrained Volume Problems
Explores constrained volume problems using Lagrange multipliers to find extrema under constraints in various examples.
Lagrange Multiplier and DuBois-Reymond Equation
Explores Lagrange multiplier method and DuBois-Reymond equation in optimization.
Optimal control applications
Covers the application of optimal control in parameter identification and the trade-off between the model and measurements.
Equality and Inequality Constraints: Optimization Conditions
Covers necessary optimality conditions for optimization with constraints and discusses cones and polar sets.
Nonlinear Programming: Part I
Covers the fundamentals of Nonlinear Programming and its applications in Optimal Control, exploring techniques, examples, optimality definitions, and necessary conditions.
Optimization Problems: Lagrange Multiplier Equations
Introduces the Lagrange multiplier method for solving optimization problems with constraints.
Proof of Strong Duality
Covers the proof of strong duality in optimization problems and provides examples of Rayleigh quotient optimization.
Lagrange Multipliers
Discusses Lagrange multipliers for optimizing functions subject to constraints, with examples illustrating their application.
Optimal Control: Convergence and Conditions
Covers the convergence and conditions for optimal control.