Lagrangian

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Lagrangian may refer to:

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In differential geometry, a subject of mathematics, a symplectic manifold is a smooth manifold, , equipped with a closed nondegenerate differential 2-form , called the symplectic form. The study of symplectic manifolds is called symplectic geometry or symplectic topology. Symplectic manifolds arise naturally in abstract formulations of classical mechanics and analytical mechanics as the cotangent bundles of manifolds. For example, in the Hamiltonian formulation of classical mechanics, which provides one of the major motivations for the field, the set of all possible configurations of a system is modeled as a manifold, and this manifold's cotangent bundle describes the phase space of the system.

Quadratic programming (QP) is the process of solving certain mathematical optimization problems involving quadratic functions. Specifically, one seeks to optimize a multivariate quadratic function subject to linear constraints on the variables. Quadratic programming is a type of nonlinear programming.

<span class="mw-page-title-main">Joseph-Louis Lagrange</span> Mathematician and astronomer, 1736–1813

Joseph-Louis Lagrange, also reported as Giuseppe Luigi Lagrange or Lagrangia, was an Italian mathematician and astronomer, later naturalized French. He made significant contributions to the fields of analysis, number theory, and both classical and celestial mechanics.

Lagrange or La Grange may refer to:

In mathematical optimization, the method of Lagrange multipliers is a strategy for finding the local maxima and minima of a function subject to equality constraints. It is named after the mathematician Joseph-Louis Lagrange. The basic idea is to convert a constrained problem into a form such that the derivative test of an unconstrained problem can still be applied. The relationship between the gradient of the function and gradients of the constraints rather naturally leads to a reformulation of the original problem, known as the Lagrangian function.

<span class="mw-page-title-main">Hamiltonian mechanics</span> Formulation of classical mechanics using momenta

Hamiltonian mechanics emerged in 1833 as a reformulation of Lagrangian mechanics. Introduced by Sir William Rowan Hamilton, Hamiltonian mechanics replaces (generalized) velocities used in Lagrangian mechanics with (generalized) momenta. Both theories provide interpretations of classical mechanics and describe the same physical phenomena.

The stationary-action principle – also known as the principle of least action – is a variational principle that, when applied to the action of a mechanical system, yields the equations of motion for that system. The principle states that the trajectories are stationary points of the system's action functional. The term "least action" is a historical misnomer since the principle has no minimality requirement: the value of the action functional need not be minimal on the trajectories.

In physics, action is a scalar quantity describing how a physical system has changed over time. Action is significant because the equations of motion of the system can be derived through the principle of stationary action.

In theoretical physics and mathematical physics, analytical mechanics, or theoretical mechanics is a collection of closely related alternative formulations of classical mechanics. It was developed by many scientists and mathematicians during the 18th century and onward, after Newtonian mechanics. Since Newtonian mechanics considers vector quantities of motion, particularly accelerations, momenta, forces, of the constituents of the system, an alternative name for the mechanics governed by Newton's laws and Euler's laws is vectorial mechanics.

<span class="mw-page-title-main">Contact geometry</span>

In mathematics, contact geometry is the study of a geometric structure on smooth manifolds given by a hyperplane distribution in the tangent bundle satisfying a condition called 'complete non-integrability'. Equivalently, such a distribution may be given as the kernel of a differential one-form, and the non-integrability condition translates into a maximal non-degeneracy condition on the form. These conditions are opposite to two equivalent conditions for 'complete integrability' of a hyperplane distribution, i.e. that it be tangent to a codimension one foliation on the manifold, whose equivalence is the content of the Frobenius theorem.

A first class constraint is a dynamical quantity in a constrained Hamiltonian system whose Poisson bracket with all the other constraints vanishes on the constraint surface in phase space. To calculate the first class constraint, one assumes that there are no second class constraints, or that they have been calculated previously, and their Dirac brackets generated.

In mathematical optimization, the Karush–Kuhn–Tucker (KKT) conditions, also known as the Kuhn–Tucker conditions, are first derivative tests for a solution in nonlinear programming to be optimal, provided that some regularity conditions are satisfied.

In mathematics, Lagrange's theorem usually refers to any of the following theorems, attributed to Joseph Louis Lagrange:

In mathematical optimization theory, duality or the duality principle is the principle that optimization problems may be viewed from either of two perspectives, the primal problem or the dual problem. If the primal is a minimization problem then the dual is a maximization problem. Any feasible solution to the primal (minimization) problem is at least as large as any feasible solution to the dual (maximization) problem. Therefore, the solution to the primal is an upper bound to the solution of the dual, and the solution of the dual is a lower bound to the solution of the primal. This fact is called weak duality.

<span class="mw-page-title-main">Hamilton's principle</span> Formulation of the principle of stationary action

In physics, Hamilton's principle is William Rowan Hamilton's formulation of the principle of stationary action. It states that the dynamics of a physical system are determined by a variational problem for a functional based on a single function, the Lagrangian, which may contain all physical information concerning the system and the forces acting on it. The variational problem is equivalent to and allows for the derivation of the differential equations of motion of the physical system. Although formulated originally for classical mechanics, Hamilton's principle also applies to classical fields such as the electromagnetic and gravitational fields, and plays an important role in quantum mechanics, quantum field theory and criticality theories.

In the field of mathematical optimization, Lagrangian relaxation is a relaxation method which approximates a difficult problem of constrained optimization by a simpler problem. A solution to the relaxed problem is an approximate solution to the original problem, and provides useful information.

In the field of calculus of variations in mathematics, the method of Lagrange multipliers on Banach spaces can be used to solve certain infinite-dimensional constrained optimization problems. The method is a generalization of the classical method of Lagrange multipliers as used to find extrema of a function of finitely many variables.

<span class="mw-page-title-main">Lagrangian mechanics</span> Formulation of classical mechanics

In physics, Lagrangian mechanics is a formulation of classical mechanics founded on the stationary-action principle. It was introduced by the Italian-French mathematician and astronomer Joseph-Louis Lagrange in his 1788 work, Mécanique analytique.

Augmented Lagrangian methods are a certain class of algorithms for solving constrained optimization problems. They have similarities to penalty methods in that they replace a constrained optimization problem by a series of unconstrained problems and add a penalty term to the objective; the difference is that the augmented Lagrangian method adds yet another term, designed to mimic a Lagrange multiplier. The augmented Lagrangian is related to, but not identical with the method of Lagrange multipliers.