Constrained tuning: Difference between revisions
Try incorporating the lagrange multiplier method |
Correction and clarification |
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== Definition == | == Definition == | ||
Given a temperament [[mapping]] A and the [[JIP]] J<sub>0</sub>, denote the Tenney-weighted temperament mapping by V = AW, and the Tenney-weighted JIP by J = J<sub>0</sub>W. | Given a temperament [[mapping]] A and the [[JIP]] J<sub>0</sub>, denote the Tenney-weighted temperament mapping by V = AW, and the Tenney-weighted JIP by J = J<sub>0</sub>W. If the tuning is contrained by the eigenmonzo list B, the CTE tuning is equivalent to the following optimization problem: | ||
Minimize | Minimize | ||
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<math>(GA - J_0)B = O</math> | <math>(GA - J_0)B = O</math> | ||
where G is the generator | where G is the generator list, and O the zero matrix. | ||
The problem is feasible if | The problem is feasible if | ||
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== Computation == | == Computation == | ||
The tuning can be solved in the [[wikipedia: Lagrange multiplier|method of Lagrange multiplier]]. The solution is | The tuning can be solved in the [[wikipedia: Lagrange multiplier|method of Lagrange multiplier]]. The solution is given by | ||
<math> | <math> | ||
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\begin{bmatrix} | \begin{bmatrix} | ||
VJ^{\mathsf T}\\ | VJ^{\mathsf T}\\ | ||
J_0 B | (J_0 B)^{\mathsf T} | ||
\end{bmatrix} | \end{bmatrix} | ||
</math> | </math> | ||
Notice we introduced the vector of lagrange multipliers Λ, with length equal to the number of constraints. The lagrange multipliers have no concrete meaning for the resulting tuning, so they can be | which is almost an analytical solution. Notice we introduced the vector of lagrange multipliers Λ, with length equal to the number of constraints. The lagrange multipliers have no concrete meaning for the resulting tuning, so they can be discarded. | ||
Otherwise, as a standard optimization problem, numerous algorithms exist to solve it, such as [[Wikipedia: Sequential quadratic programming|sequential quadratic programming]], to name one. | Otherwise, as a standard optimization problem, numerous algorithms exist to solve it, such as [[Wikipedia: Sequential quadratic programming|sequential quadratic programming]], to name one. | ||