Optimizing Forest Sampling by using Lagrange Multipliers

Substructuring by Lagrange Multipliers

Multi-campaign Assignment Problem and Optimizing Lagrange Multipliers

Customer relationship management is crucial in acquiring and maintaining royal customers. To maximize revenue and customer satisfaction, companies try to provide personalized services for customers. A representative effort is one-to-one marketing. The fast development of Internet and mobile communication boosts up the market of one-to-one marketing. A personalized campaign targets the most attr...

Lagrange Multipliers and Optimality

Lagrange multipliers used to be viewed as auxiliary variables introduced in a problem of constrained minimization in order to write first-order optimality conditions formally as a system of equations. Modern applications, with their emphasis on numerical methods and more complicated side conditions than equations, have demanded deeper understanding of the concept and how it fits into a larger t...

Optional decomposition and Lagrange multipliers

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 φ such that the difference X−φ ·S is a decreasing process. In this paper we give a new proof which uses techniques from stochastic calculus rat...

Domain Decomposition with Lagrange Multipliers