Constraint qualifications and Lagrange multipliers in nondifferentiable programming problems

1994 ◽  
Vol 81 (3) ◽  
pp. 533-548 ◽  
Author(s):  
A. Jourani
Keyword(s):  
Lagrange Multipliers ◽  
Constraint Qualifications ◽  
Nondifferentiable Programming

Applying the Method of Lagrange Multipliers to Derive an Estimator for Unsampled Soil Properties

2014 ◽  
Vol 11 (1) ◽  
pp. 15
Author(s):  
Set Foong Ng ◽  
Pei Eng Ch’ng ◽  
Yee Ming Chew ◽  
Kok Shien Ng
Keyword(s):  
Soil Properties ◽  
Lagrange Multipliers ◽  
Unbiased Estimator ◽  
Soil Property ◽  
Minimum Variance ◽  
Distance Method ◽  
True Value ◽  
A Site ◽  
Method Of Lagrange Multipliers ◽  
Inverse Distance

Soil properties are very crucial for civil engineers to differentiate one type of soil from another and to predict its mechanical behavior. However, it is not practical to measure soil properties at all the locations at a site. In this paper, an estimator is derived to estimate the unknown values for soil properties from locations where soil samples were not collected. The estimator is obtained by combining the concept of the ‘Inverse Distance Method’ into the technique of ‘Kriging’. The method of Lagrange Multipliers is applied in this paper. It is shown that the estimator derived in this paper is an unbiased estimator. The partiality of the estimator with respect to the true value is zero. Hence, the estimated value will be equal to the true value of the soil property. It is also shown that the variance between the estimator and the soil property is minimised. Hence, the distribution of this unbiased estimator with minimum variance spreads the least from the true value. With this characteristic of minimum variance unbiased estimator, a high accuracy estimation of soil property could be obtained.

Determination of eigenvectors with Lagrange multipliers

2021 ◽  
Author(s):  
Wooyong Han ◽  
Dong-Won Jung ◽  
Jungil Lee ◽  
Chaehyun Yu
Keyword(s):  
Lagrange Multipliers

scholarly journals CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION

2021 ◽  
pp. 1-24
Author(s):  
Hiroaki Kaido ◽  
Francesca Molinari ◽  
Jörg Stoye
Keyword(s):  
Stochastic Programming ◽  
Constraint Qualification ◽  
Constraint Qualifications ◽  
Partial Identification ◽  
Moment Inequalities ◽  
Pure Moment ◽  
High Level

The literature on stochastic programming typically restricts attention to problems that fulfill constraint qualifications. The literature on estimation and inference under partial identification frequently restricts the geometry of identified sets with diverse high-level assumptions. These superficially appear to be different approaches to closely related problems. We extensively analyze their relation. Among other things, we show that for partial identification through pure moment inequalities, numerous assumptions from the literature essentially coincide with the Mangasarian–Fromowitz constraint qualification. This clarifies the relation between well-known contributions, including within econometrics, and elucidates stringency, as well as ease of verification, of some high-level assumptions in seminal papers.

Staggered solution of fluid-porous-media interaction using the method of local Lagrange multipliers

PAMM ◽  
2014 ◽  
Vol 14 (1) ◽  
pp. 473-474 ◽  
Author(s):  
Seyedmohammad Zinatbakhsh ◽  
Wolfgang Ehlers
Keyword(s):  
Porous Media ◽  
Lagrange Multipliers ◽  
Media Interaction

The Determination of Maximum Range for an Unpowered Atmospheric Vehicle

1964 ◽  
Vol 68 (638) ◽  
pp. 111-116 ◽  
Author(s):  
D. J. Bell
Keyword(s):  
Calculus Of Variations ◽  
Lagrange Multipliers ◽  
Digital Computer ◽  
Necessary Conditions ◽  
Lagrange Equations ◽  
Initial Portion ◽  
End Conditions ◽  
Maximum Range ◽  
Isothermal Atmosphere

SummaryThe problem of maximising the range of a given unpowered, air-launched vehicle is formed as one of Mayer type in the calculus of variations. Eulers’ necessary conditions for the existence of an extremal are stated together with the natural end conditions. The problem reduces to finding the incidence programme which will give the greatest range.The vehicle is assumed to be an air-to-ground, winged unpowered vehicle flying in an isothermal atmosphere above a flat earth. It is also assumed to be a point mass acted upon by the forces of lift, drag and weight. The acceleration due to gravity is assumed constant.The fundamental constraints of the problem and the Euler-Lagrange equations are programmed for an automatic digital computer. By considering the Lagrange multipliers involved in the problem a method of search is devised based on finding flight paths with maximum range for specified final velocities. It is shown that this method leads to trajectories which are sufficiently close to the “best” trajectory for most practical purposes.It is concluded that such a method is practical and is particularly useful in obtaining the optimum incidence programme during the initial portion of the flight path.

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