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LAGRANGE MULTIPLIERS AND OPTIMALITY
, 1993
"... Lagrange multipliers used to be viewed as auxiliary variables introduced in a problem of constrained minimization in order to write firstorder optimality conditions formally as a system of equations. Modern applications, with their emphasis on numerical methods and more complicated side conditions ..."
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Cited by 122 (7 self)
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Lagrange multipliers used to be viewed as auxiliary variables introduced in a problem of constrained minimization in order to write firstorder optimality conditions formally as a system of equations. Modern applications, with their emphasis on numerical methods and more complicated side
Canonical approach to Lagrange multipliers
, 2005
"... Abstract: Lagrange multipliers are present in any gauge theory. They possess peculiar gauge transformation which is not generated by the constraints in the model as it is the case with the other variables. For rank one gauge theories we show how to alter the constraints so that they become generator ..."
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Cited by 2 (1 self)
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Abstract: Lagrange multipliers are present in any gauge theory. They possess peculiar gauge transformation which is not generated by the constraints in the model as it is the case with the other variables. For rank one gauge theories we show how to alter the constraints so that they become
Optional Decomposition and Lagrange Multipliers
, 1997
"... Let Q be the set of equivalent martingale measures for a given process S, and let X be a process which is a local supermartingale with respect to any measure in Q. The optional decomposition theorem for X states that there exists a predictable integrand # such that the di#erence X# · S is a ..."
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Cited by 24 (1 self)
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# · S is a decreasing process. In this paper we give a new proof which uses techniques from stochastic calculus rather than functional analysis, and which removes any boundedness assumption. Key words: optional decomposition, semimartingale, equivalent martingale measure, Hellinger process, Lagrange
Convexity, Duality, and Lagrange Multipliers
"... Contents 1. Convex Analysis and Optimization 1.1. Linear Algebra and Analysis . . . . . . . . . . . . . . . . . 1.1.1. Vectors and Matrices . . . . . . . . . . . . . . . . . . 1.1.2. Topological Properties . . . . . . . . . . . . . . . . . . 1.1.3. Square Matrices . . . . . . . . . . . . . . . . . ..."
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Cited by 1 (0 self)
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Contents 1. Convex Analysis and Optimization 1.1. Linear Algebra and Analysis . . . . . . . . . . . . . . . . . 1.1.1. Vectors and Matrices . . . . . . . . . . . . . . . . . . 1.1.2. Topological Properties . . . . . . . . . . . . . . . . . . 1.1.3. Square Matrices . . . . . . . . . . . . . . . . . . . . 1.1.4. Derivatives . . . . . . . . . . . . . . . . . . . . . . . 1.2. Convex Sets and Functions . . . . . . . . . . . . . . . . . . 1.2.1. Basic Properties . . . . . . . . . . . . . . . . . . . . 1.2.2. Convex and A#ne Hulls . . . . . . . . . . . . . . . . . 1.2.3. Closure, Relative Interior, and Continuity . . . . . . . . . 1.2.4. Recession Cones . . . . . . . . . . . . . . . . . . . . 1.3. Convexity and Optimization . . . . . . . . . . . . . . . . . 1.3.1. Global and Local Minima . . . . . . . . . . . . . . . . 1.3.2. The Projection Theorem . . . . . . . . . . . . . . . . . 1.3.3. Directions of Recession and Existence of Optimal Solutions . . . . . . . . . . . . 1.3.4
A COHOMOLOGICAL PROPERTY OF LAGRANGE MULTIPLIERS
, 1999
"... Abstract. The method of Lagrange multipliers relates the critical points of a given function f to the critical points of an auxiliary function F. We establish a cohomological relationship between f and F and use it, in conjunction with the EagonNorthcott complex, to compute the sum of the Milnor nu ..."
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Abstract. The method of Lagrange multipliers relates the critical points of a given function f to the critical points of an auxiliary function F. We establish a cohomological relationship between f and F and use it, in conjunction with the EagonNorthcott complex, to compute the sum of the Milnor
Slopes of Shadow Prices and Lagrange Multipliers
"... Many economic models and optimization problems generate (endogenous) shadow prices alias dual variables or Lagrange multipliers. Frequently the “slopes” of resulting price curves that is, multiplier derivatives are of great interest. These objects relate to the Jacobian of the optimality conditi ..."
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Many economic models and optimization problems generate (endogenous) shadow prices alias dual variables or Lagrange multipliers. Frequently the “slopes” of resulting price curves that is, multiplier derivatives are of great interest. These objects relate to the Jacobian of the optimality
Improved Lagrange Multiplier Tests in Spatial
, 2013
"... Summary For testing lack of correlation against spatial autoregressive alternatives, Lagrange multiplier tests enjoy their usual computational advantages, but the (χ2) firstorder asymptotic approximation to critical values can be poor in small samples. We develop refined tests for lack of spatial ..."
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Cited by 1 (0 self)
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Summary For testing lack of correlation against spatial autoregressive alternatives, Lagrange multiplier tests enjoy their usual computational advantages, but the (χ2) firstorder asymptotic approximation to critical values can be poor in small samples. We develop refined tests for lack
Lagrange multiplier selection in hybrid video coder control
 in Proc. IEEE Int. Conf. Image Process., Thessaloniki
"... The Lagrangian coder control together with the parameter choice is presented that lead to the creation of the new hybrid video coder specifications TMN10 for H.263 and TML for H.26L. An efEcient approach for the determination of the encoding parameters is developed. It is shown by means of experime ..."
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Cited by 78 (9 self)
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of experimental results that the Lagrange multiplier for the macroblock mode decision corre sponds to the negative slope of the distortionrate curve of the pre diction error coding. This distortionrate curve is parameterized by the quantization parameter of the DCT coefficients motivating the established
Results 1  10
of
96,255