Zuzanna Skorniewska kikatuso
dboyliao
/ pytorch_lagrange_multi.py
Last active
January 29, 2023 15:48
Simple Example: Solving Lagrange Multiplier with PyTorch
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| import torch | |
| x = torch.tensor(0, requires_grad=True, dtype=torch.float64) | |
| y = torch.tensor(0, requires_grad=True, dtype=torch.float64) | |
| l = torch.tensor(0, requires_grad=True, dtype=torch.float64) | |
| lr = 0.1 | |
| # min x^2+y^2 s.t x+y = 1 | |
| for i in range(100): | |
| L = x**2 + y**2 + l*(1-x-y) |