How can I know when the Lagrange multiplier is a constant?

In summary: In that case, the constraint force is equal to the gravity force, and therefore the constraint force and lambda are constant.
  • #1
Coffee_
259
2
Consider a holonomic system where I have ##n## not independent variables and one constraint ##f(q1,q2,...,qN,t)=0##. One can rewrite the minimal action principle as:

##\frac{\partial L}{\partial q_i} - \frac{d}{dt} \frac{\partial L}{\partial q'_i} - \lambda \frac{\partial f}{\partial q_i} = 0 ##

My question: how can one check if lambda is a constant or a function? Because in general it does not have to be a constant in this reasoning according to my understanding.

Example:

The harmonic oscillator given by the constaint that the distance of the mass to the origin is constant. The small angle approximation is allowed. So here I write out the equations and I indeed do find a harmonic oscillation under the assumption that ##\lambda## is constant. How to show that this is indeed constant? If I try doing this and do some small angle approximations using the tension I eventually find that the ##y##-coordinate is constant so I'm probably doing something wrong.

Is the lambda not constant when not using the small angle approximation?
 
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  • #2
Coffee_ said:
Consider a holonomic system where I have ##n## not independent variables and one constraint ##f(q1,q2,...,qN,t)=0##. One can rewrite the minimal action principle as:

##\frac{\partial L}{\partial q_i} - \frac{d}{dt} \frac{\partial L}{\partial q'_i} - \lambda \frac{\partial f}{\partial q_i} = 0 ##

My question: how can one check if lambda is a constant or a function? Because in general it does not have to be a constant in this reasoning according to my understanding.

Example:

The harmonic oscillator given by the constaint that the distance of the mass to the origin is constant. The small angle approximation is allowed. So here I write out the equations and I indeed do find a harmonic oscillation under the assumption that ##\lambda## is constant. How to show that this is indeed constant? If I try doing this and do some small angle approximations using the tension I eventually find that the ##y##-coordinate is constant so I'm probably doing something wrong.

Is the lambda not constant when not using the small angle approximation?

This depends on your problem. For a pendulum, lambda is related to the tension in the pendulum, for a mass on a circle lambda is related to the constraining force. Now obviously, if you move with constant speed on a circle, you need a constant (magnitude) centripetal force and your lambda is constant. For the pendulum, the tension changes and so does lambda.
 
  • #3
Orodruin said:
This depends on your problem. For a pendulum, lambda is related to the tension in the pendulum, for a mass on a circle lambda is related to the constraining force. Now obviously, if you move with constant speed on a circle, you need a constant (magnitude) centripetal force and your lambda is constant. For the pendulum, the tension changes and so does lambda.
Assuming a non constant lambda won't give me a harmonic motion in the x coordinate though .
 
  • #4
Coffee_ said:
Assuming a non constant lambda won't give me a harmonic motion in the x coordinate though .
Why don't you show what you get? In that way it will be easier to judge where you meet a problem.
 
  • #5
Orodruin said:
Why don't you show what you get? In that way it will be easier to judge where you meet a problem.

http://imgur.com/kLeIwfN
 
  • #6
So, small oscillations imply that you can neglect higher-order terms in the deviation from the equilibrium solution. What does this imply for ##\lambda##?
 
  • #7
Orodruin said:
So, small oscillations imply that you can neglect higher-order terms in the deviation from the equilibrium solution. What does this imply for ##\lambda##?

Well ##\lambda## is equal to the tension up to a sign. It seems that one implicitly assumes the tension to be ##mg## in the standard derivation and thus assuming ##\lambda## to be constant?
 
  • #8
Coffee_ said:
Well ##\lambda## is equal to the tension up to a sign. It seems that one implicitly assumes the tension to be ##mg## in the standard derivation and thus assuming ##\lambda## to be constant?
Yes, but you can argue it in a more formal way in the small angle approximation.
 
  • #9
In general, [itex]\lambda[/itex] is not constant. And in the particular case of a rock on a string being twirled around in a vertical plane in a circle of radius [itex]R[/itex], the constraint force is the tension, which is NOT constant; the tension is highest at the bottom of the circle, and is lowest at the top of the circle.

The use of Lagrangian multipliers to work with a constraint [itex]f(\vec{x}) = 0[/itex] is equivalent, at least in the simplest cases, to doing Newtonian physics (F = ma) with an unknown constraint force [itex]\vec{F}_c[/itex] that is in the direction of [itex]\nabla f[/itex]. The magnitude of [itex]\vec{F}_c[/itex] is determined by the criterion that the particle never leaves the surface [itex]f(\vec{x}) = 0[/itex]. If the other forces are sufficient to keep the particle within the surface, then the constraint force is zero. Otherwise, it's whatever magnitude is necessary.
 
  • #10
stevendaryl said:
In general, [itex]\lambda[/itex] is not constant. And in the particular case of a rock on a string being twirled around in a vertical plane in a circle of radius [itex]R[/itex], the constraint force is the tension, which is NOT constant; the tension is highest at the bottom of the circle, and is lowest at the top of the circle.

It is however constant in the small angle approximation, which is what was currently under discussion.
 

1. What is a Lagrange multiplier and how is it related to optimization problems?

A Lagrange multiplier is a mathematical concept used in optimization problems to find the maximum or minimum value of a function subject to constraints. It is used to incorporate these constraints into the objective function by multiplying them with a constant called the Lagrange multiplier.

2. How can I determine when the Lagrange multiplier is a constant?

The Lagrange multiplier is a constant when the gradient of the objective function is parallel to the gradient of the constraint function at the optimal solution. This is known as the "tangent condition" and is used to solve for the value of the Lagrange multiplier.

3. Is there a specific method for calculating the Lagrange multiplier?

Yes, there are several methods for calculating the Lagrange multiplier, including the "tangent condition" method, the "dual problem" method, and the "Lagrange multiplier formula" method. It is important to choose the appropriate method depending on the constraints and objective function of the problem.

4. Can the Lagrange multiplier be negative?

Yes, the Lagrange multiplier can be negative. The sign of the Lagrange multiplier depends on the constraints and the objective function of the optimization problem. It is important to interpret the sign correctly to determine the direction of optimization.

5. Are there any limitations to using the Lagrange multiplier method for optimization?

While the Lagrange multiplier method is a useful tool for solving constrained optimization problems, it has some limitations. It can only be used for differentiable objective and constraint functions, and it may not always provide the global optimal solution. Additionally, it may be computationally intensive for high-dimensional problems.

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