Lagrange multipliers are now being seen as arising from a general rule for the subdifferentiation of a nonsmooth objective function which allows black-and-white constraints to be replaced by penalty ...

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 ...

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 ...