lgspline implements Lagrangian multiplier smoothing splines for flexible nonparametric regression and function estimation in R. The package uses a constrained optimization approach to enforce ...

Abstract: In this paper, a new augmented Lagrangian function with 4-piecewise linear NCP function is introduce for the solution of nonlinear prgramming problems with equality constrained and ineqality ...

Abstract: We explored the application of Risk-averse Reinforcement Learning (Risk-averse RL) in Constrained Markov Decision Process (CMDP) in optimizing investment portfolios, incorporating ...

ABSTRACT: The supposedly missing dark energy of the cosmos is found quantitatively in a direct analysis without involving ordinary energy. The analysis relies on five dimensional Kaluza-Klein ...

ABSTRACT: A class of nonlinear problems with real parameters is defined. Generally, in this class of problems, when the parametric values are very large, the problems become ill-posed and numerical ...

i found that the lagrangian_multiplier in code is not clamped into (0,infty), and increment of it is the learning rate even the EpCost is far smaller than the cost_limit.