Constrained Optimization: Intuition behind the Lagrangian

Ғылым және технология

This video introduces a really intuitive way to solve a constrained optimization problem using Lagrange multipliers. We can use them to find the minimum or maximum of a function, J(x), subject to the constraint C(x) = 0.
- Want to see all of the references in a nice, organized list? Check out this journey on Resourcium: bit.ly/3KRxuOf
- MATLAB Example: Problem-based constrained optimization: bit.ly/2Ll5wyk
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Пікірлер: 25

  • @KHMakerD
    @KHMakerD9 ай бұрын

    “You’re not going to be solving it by hand.” *laughs then cries in graduate student*

  • @BrianBDouglas

    @BrianBDouglas

    9 ай бұрын

    😂😭

  • @vnagamohankrishnap1596
    @vnagamohankrishnap15968 ай бұрын

    You are a single piece, bro. You're explaining intuitions, makes me excited all the time.

  • @BrianBDouglas

    @BrianBDouglas

    8 ай бұрын

    I appreciate it!

  • @ryanfeng
    @ryanfeng8 ай бұрын

    Most inspiring video I ever seen. I got two takeaways: transferring none resolvable problem to an equivalent resolvable problem; gradient is a good way.

  • @turkunov
    @turkunov7 ай бұрын

    Wish this was the way it was explained in university. Liked and subbed

  • @BrianBDouglas

    @BrianBDouglas

    7 ай бұрын

    Thanks!

  • @user-xw1gl9zg2w
    @user-xw1gl9zg2w4 ай бұрын

    Brian, can you do for us a summer school course for control engineers I'll be the first one to attend if it's you talking about the intuition behind control!

  • @faraway27
    @faraway279 ай бұрын

    Thanks Brian, I always look forward to new Tech Talks! Could you do a video on MPC? That would be awesome!

  • @BrianBDouglas

    @BrianBDouglas

    9 ай бұрын

    I appreciate it! MathWorks already has a Tech Talk series on MPC so I doubt I'll make one in the near future. kzread.info/head/PLn8PRpmsu08ozoeoXgxPSBKLyd4YEHww8. Perhaps one day when we revisit some of the older videos.

  • @Pedritox0953
    @Pedritox09538 ай бұрын

    Great video!

  • @harrytsai0420
    @harrytsai04208 ай бұрын

    Nice video! Looking forward to the nonlinear constrained optimization part!

  • @nitinjotwani69

    @nitinjotwani69

    8 ай бұрын

    Hey, could you recommend any non linear constrained optimization videos?

  • @AngeloYeo
    @AngeloYeo9 ай бұрын

    Great as always! 🎉

  • @BrianBDouglas

    @BrianBDouglas

    8 ай бұрын

    Thanks!

  • @kmishy
    @kmishy8 ай бұрын

    Great teaching❤

  • @BrianBDouglas

    @BrianBDouglas

    8 ай бұрын

    Thanks!

  • @duydangdroid
    @duydangdroidАй бұрын

    had an undergrad professor so determined to stop cheaters that he only allowed scientific calculators which didn't bother me until he expected us to do regression

  • @griffinbur1118
    @griffinbur11187 ай бұрын

    Great video. In the interest of being precise and thinking about what might trip up new learners, someone who's paying really close attention will find 2:45 confusing since you can't have " *thee* partial derivative with respect to both x_1 and x_2". Instead, the gradient is a vector of all of the partial derivativeS, plural, of f( *x* ), where the ith element of the gradient is the partial derivative of f with respect to the ith element of *x* Sorry for the pedantry, but from my own experience, the problem is that we often ask math students to pay close attention to exactly that kind of fine distinction in other contexts, so a description of the gradient that, taken literally, can't exist is likely to cause minor confusion for talented students. That said, phenomenal video. This would be very useful for teaching someone who has only a knack for scalar calculus one of the most important ideas in multivariable calculus quite efficiently.

  • @BrianBDouglas

    @BrianBDouglas

    7 ай бұрын

    Thanks for the clarification. I appreciate hearing this type of feedback because it helps me change the way I present future videos. Cheers!

  • @acc3095
    @acc30959 ай бұрын

    ❤❤❤❤❤ 🎉

  • @user-tp5bu8vf9b
    @user-tp5bu8vf9b9 ай бұрын

    Can't see the video

  • @HansScharler

    @HansScharler

    9 ай бұрын

    It's working for me. What do you see?

  • @user-tp5bu8vf9b

    @user-tp5bu8vf9b

    9 ай бұрын

    @@HansScharler I just see a black screen

  • @BrianBDouglas

    @BrianBDouglas

    9 ай бұрын

    Did you get it figured out?

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