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.

Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

This note deals with the manner in which dynamic problems, involving probabilistic constraints, may be tackled using the ideas of Lagrange multipliers and efficient solutions. Both the infinite and ...