Partitioned treatment of surface-coupled problems with application to the fluid-porous-media interaction

Employing a decoupled solution strategy for the numerical treatment of the set of governing equations describing a surface-coupled phenomenon is a common practice. In this regard, many partitioned solution algorithms have been developed, which usually either belong to the family of Schur-complement methods or to the group of staggered integration schemes. To select a decoupled solution strategy over another is, however, a case-dependent process that should be done with special care. In particular, the performances of the algorithms from the viewpoints of stability and accuracy of the results on the one hand, and the solution speed on the other hand should be investigated. In this contribution, two strategies for a partitioned treatment of the surface-coupled problem of fluid-porous-media interaction (FPMI) are considered. These are one parallel solution algorithm, which is based on the method of localised Lagrange multipliers (LLM), and one sequential solution method, which follows the block-Gauss-Seidel (BGS) integration strategy. In order to investigate the performances of the proposed schemes, an exemplary initial-boundary-value problem is considered and the numerical results obtained by employing the solution algorithms are compared. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A Dual-Primal FETI method for incompressible Stokes equations

In this paper, a dual-primal FETI method is developed for incompressible Stokes equations approximated by mixed finite elements with discontinuous pressures. The domain of the problem is decomposed into nonoverlapping subdomains, and the continuity of the velocity across the subdomain interface is enforced by introducing Lagrange multipliers. By a Schur complement procedure, the solution of an indefinite Stokes problem is reduced to solving a symmetric positive definite problem for the dual variables, i.e., the Lagrange multipliers. This dual problem is solved by the conjugate gradient method with a Dirichlet preconditioner. In each iteration step, both subdomain problems and a coarse level problem are solved by a direct method. It is proved that the condition number of this preconditioned dual problem is independent of the number of subdomains and bounded from above by the square of the product of the inverse of the inf-sup constant of the discrete problem and the logarithm of the number of unknowns in the individual subdomains. Numerical experiments demonstrate the scalability of this new method. This work is based on a doctoral dissertation completed at Courant Institute of Mathematical Sciences, New York University. This work was supported in part by the National Science Foundation under Grants NSF-CCR-9732208, and in part by the U.S. Department of Energy under contract DE-FG02-92ER25127.     

Convergence of a substructuring method with Lagrange multipliers

Summary. We analyze the convergence of a substructuring iterative method with Lagrange multipliers, proposed recently by Farhat and Roux. The method decomposes finite element discretization of an elliptic boundary value problem into Neumann problems on the subdomains plus a coarse problem for the subdomain nullspace components. For linear conforming elements and preconditioning by the Dirichlet problems on the subdomains, we prove the asymptotic bound on the condition number , or ,where is the characteristic element size and subdomain size. Received January 3, 1995     

The Mortar Element Method with Lagrange Multipliers for Stokes Problem

In this paper,we propose a mortar element method with Lagrange multiplier for incompressible Stokes problem,i.e.,the matching constraints of velocity on mortar edges are expressed in terms of Lagrange multipliers.We also present P_1 noncon- forming element attached to the subdomains.By proving inf-sup condition,we derive optimal error estimates for velocity and pressure.Moreover,we obtain satisfactory approximation for normal derivatives of the velocity across the interfaces.     

Total FETI for contact problems with additional nonlinearities

The paper is concerned with application of a new variant of the Finite Element Tearing and Interconnecting (FETI) method, referred to as the Total FETI (TFETI), to the solution to contact problems with additional nonlinearities. While the standard FETI methods assume that the prescribed Dirichlet conditions are inherited by subdomains, TFETI enforces both the compatibility between subdomains and the prescribed displacements by the Lagrange multipliers. If applied to the contact problems, this approach not only transforms the general nonpenetration constraints to the bound constraints, but it also generates an enriched natural coarse grid defined by the a priori known kernels of the stiffness matrices of the subdomains exhibiting rigid body modes. We combine our in a sense optimal algorithms for the solution to bound and equality constrained problems with geometric and material nonlinearities. The section on numerical experiments presents results of solution to bolt and nut contact problem with additional geometric and material nonlinear effects. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Augmented Lagrangian method for distributed optimal control problems with state constraints

We consider state-constrained optimal control problems governed by elliptic equations. Doing Slater-like assumptions, we know that Lagrange multipliers exist for such problems, and we propose a decoupled augmented Lagrangian method. We present the algorithm with a simple example of a distributed control problem.     

Optimal control of parabolic problems with state constraints: a penalization method for optimality conditions

In this paper state constrained optimal control problems governed by parabolic evolution equations are studied. Our purpose is to obtain a (first-order) decoupled optimality system (that ensures the Lagrange multipliers existence). In a first step we are led to Slater-like assumptions and we are then allowed to extend the application field of the decoupled system we obtain. With a weaker assumption the existence of Lagrange multipliers (that are measures) for nonqualified problems may be established.     

Interpretation of Lagrange multipliers in nonlinear pricing problem

We present well-known interpretations of Lagrange multipliers in physical and economic applications, and introduce a new interpretation in nonlinear pricing problem. The multipliers can be interpreted as a network of directed flows between the buyer types. The structure of the digraph and the fact that the multipliers usually have distinctive values can be used in solving the optimization problem more efficiently. We also find that the multipliers satisfy a conservation law for each node in the digraph, and the non-uniqueness of the multipliers are connected to the stability of the solution structure.     

Lagrange multipliers, (exact) regularization and error bounds for monotone variational inequalities

We examine two central regularization strategies for monotone variational inequalities, the first a direct regularization of the operative monotone mapping, and the second via regularization of the associated dual gap function. A key link in the relationship between the solution sets to these various regularized problems is the idea of exact regularization, which, in turn, is fundamentally associated with the existence of Lagrange multipliers for the regularized variational inequality. A regularization is said to be exact if a solution to the regularized problem is a solution to the unregularized problem for all parameters beyond a certain value. The Lagrange multipliers corresponding to a particular regularization of a variational inequality, on the other hand, are defined via the dual gap function. Our analysis suggests various conceptual, iteratively regularized numerical schemes, for which we provide error bounds, and hence stopping criteria, under the additional assumption that the solution set to the unregularized problem is what we call weakly sharp of order greater than one.     

The Euler-Lagrange method in Pontryagin’s formulation

The classical variational problem with nonholonomic constraints is solvable by the Euler-Lagrange method in Pontryagin’s formulation; however, in this case Lagrange multipliers are merely measurable functions. In this paper, we put forward a modified Euler-Lagrange method, in which the original problem involves a Lagrangian dependent only on the independent components of the velocity vector. Under this approach, the Lagrange multipliers make up an absolutely continuous vector function. Our method is applied to the problem of horizontal geodesics for a nonholonomic distribution on a manifold. These equations are established as having two types of connections: connection on the distribution and connection on the manifold; this was not accounted for by other researchers.     

On the algorithm of the solution of the signorini problem

An algorithm is proposed for solving the Signorini problem /1/ in the formulation of a unilateral variational problem for the boundary functional in the zone of possible contact /2/. The algorithm is based on a dual formulation of Lagrange maximin problems for whose solution a decomposition approach is used in the following sense: a Ritz process in the basis functions that satisfy the linear constraint of the problem, the differential equation in the domain, is used in solving the minimum problem (with fixed Lagrange multipliers); the maximum problem is solved by the method of descent (a generalization of the Frank-Wolf method) under convexity constraints on the Lagrange multipliers. The algorithm constructed can be conisidered as a modification of the well-known algorithm to find the Udzawa-Arrow-Hurwitz saddle points /3, 4/. The convergence of the algorithm is investigated. A numerical analysis of the algorithm is performed in the example of a classical contact problem about the insertion of a stamp in an elastic half-plane under approximation of the contact boundary by isoparametric boundary elements. The comparative efficiency of the algorithm is associated with the reduction in the dimensionality of the boundary value problem being solved and the possibility of utilizing the calculation apparatus of the method of boundary elements to realize the solution.     

Differential stability of solutions to convex,control constrained optimal control problems

A family of convex, control constrained optimal control problems that depend on a real parameter is considered. It is shown that under some regularity conditions on data the solutions of these problems, as well as the associated Lagrange multipliers are directionally differentiable with respect to parameter. The respective right-derivatives are given as the solution and the associated Lagrange multipliers for some quadratic optimal control problem. If a condition of strict complementarity type hold, then directional derivatives become continuous ones.     

On the convergence of a dual-primal substructuring method

Summary.   In the Dual-Primal FETI method, introduced by Farhat et al. [5], the domain is decomposed into non-overlapping subdomains, but the degrees of freedom on crosspoints remain common to all subdomains adjacent to the crosspoint. The continuity of the remaining degrees of freedom on subdomain interfaces is enforced by Lagrange multipliers and all degrees of freedom are eliminated. The resulting dual problem is solved by preconditioned conjugate gradients. We give an algebraic bound on the condition number, assuming only a single inequality in discrete norms, and use the algebraic bound to show that the condition number is bounded by for both second and fourth order elliptic selfadjoint problems discretized by conforming finite elements, as well as for a wide class of finite elements for the Reissner-Mindlin plate model. Received January 20, 2000 / Revised version received April 25, 2000 / Published online December 19, 2000     

对等式约束非线性规划问题的Hestenes-Powell增广拉格朗日函数的进一步研究

本文对用无约束极小化方法求解等式约束非线性规划问题的Hestenes-Powell 增广拉格朗日函数作了进一步研究．在适当的条件下,我们建立了Hestenes-Powell增广拉格朗日函数在原问题变量空间上的无约束极小与原约束问题的解之间的关系,并且也给出了Hestenes-Powell增广拉格朗日函数在原问题变量和乘子变量的积空间上的无约束极小与原约束问题的解之间的一个关系．因此,从理论的观点来看,原约束问题的解和对应的拉格朗日乘子值不仅可以用众所周知的乘子法求得,而且可以通过对Hestenes-Powell 增广拉格朗日函数在原问题变量和乘子变量的积空间上执行一个单一的无约束极小化来获得．     

Generating pareto-optimal alternatives by a nonfeasible hierarchical method

A hierarchical algorithm for generating Pareto-optimal alternatives for convex multicriteria problems is derived. At the upper level, values for Lagrange multipliers of the coupling constraints are first given. Then at the subsystems, Pareto-optimal values are determined for the subsystem objectives, whereby an additional term or an additional objective is included due to the Lagrange multipliers. In the subsystem optimizations, the coupling equations between the subsystems are not satisfied; therefore, the method is called nonfeasible. Finally, the upper level checks which of the subsystem solutions satisfy the coupling constraints; these solutions are Pareto-optimal solutions for the overall system.     

On differentiability with respect to parameter of solutions to convex optimal control problems subject to state space constraints

A family of convex optimal control problems that depend on a real parameterh is considered. The optimal control problems are subject to state space constraints.It is shown that under some regularity conditions on data the solutions of these problems as well as the associated Lagrange multipliers are directionally-differentiable functions of the parameter.The respective right-derivatives are given as the solution and respective Lagrange multipliers for an auxiliary quadratic optimal control problem subject to linear state space constraints.If a condition of strict complementarity type holds, then directional derivatives become continuous ones.     

Coupled Multi-field and Multi-rate Problems – Numerical Solution and Stability Analysis

The numerical solution of coupled differential equation systems is usually done following a monolithic or a decoupled algorithm. In contrast to the holistic monolithic solvers, the decoupled solution strategies are based on breaking down the system into several subsystems. This results in different characteristics of these families of solvers, e. g., while the monolithic algorithms provide a relatively straight-forward solution framework, unlike their decoupled counterparts, they hinder software re-usability and customisation. This is a drawback for multi-field and multi-rate problems. The reason is that a multi-field problem comprises several subproblems corresponding to interacting subsystems. This suggests exploiting an individual solver for each subproblem. Moreover, for the efficient solution of a multi-rate problem, it makes sense to perform the temporal integration of each subproblem using a time-step size relative to its evolution rate. Nevertheless, decoupled solvers introduce additional errors to the solution and, thus, they must always be accompanied by a thorough stability analysis. Here, tailored solution schemes for the decoupled solution of multi-field and multi-rate problems are proposed. Moreover, the stability behaviour of the solutions obtained from these methods are studied. Numerical examples are solved and the reliability of the outcome of the stability analysis is investigated. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A method for solving a quadratic optimal control problem

Hestenes' method of multipliers is used to approximate a quadratic optimal control problem. The global existence of a family of unconstrained problems is established. Given an initial estimate of the Lagrange multipliers, a convergent sequence of arcs is generated. They are minimizing with respect to members of the above family, and their limit is the solution to the original differentially constrained problem.The preparation of this paper was sponsored in part by the U.S. Army Research Office under Grant No. DA-31-124-ARO(D)-355.     

Approximation of the classical isoperimetric problem

Hestenes' method of multipliers is used to approximate the classical isoperimetric problem. A suitable sufficiency theorem is first applied to obtain minimizing arcs for a family of unconstrained problems. Given an initial estimate of the Lagrange multipliers, a convergent sequence of arcs is generated. They are minimizing with respect to members of the above family, and their limit is the solution to the original isoperimetric problem.The preparation of this paper was sponsored in part by the U.S. Army Research Office under Grant DA-31-124-ARO(D)-355.