Multivariate Generalized Marshall–Olkin Distributions and Copulas

The multivariate generalized Marshall–Olkin distributions, which include the multivariate Marshall–Olkin exponential distribution due to Marshall and Olkin (J Am Stat Assoc 62:30–41, 1967) and multivariate Marshall–Olkin type distribution due to Muliere and Scarsini (Ann Inst Stat Math 39:429–441, 1987) as special cases, are studied in this paper. We derive the survival copula and the upper/lower orthant dependence coefficient, build the order of these survival copulas, and investigate the evolution of dependence of the residual life with respect to age. The main conclusions developed here are both nice extensions of the main results in Li (Commun Stat Theory Methods 37:1721–1733, 2008a, Methodol Comput Appl Probab 10:39–54, 2008b) and high dimensional generalizations of some results on the bivariate generalized Marshall–Olkin distributions in Li and Pellerey (J Multivar Anal 102:1399–1409, 2011).     

An augmented Lagrangian approach for sparse principal component analysis

Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components (PCs) are usually linear combinations of all the original variables, and it is thus often difficult to interpret the PCs. To alleviate this drawback, various sparse PCA approaches were proposed in the literature (Cadima and Jolliffe in J Appl Stat 22:203–214, 1995; d’Aspremont et?al. in J Mach Learn Res 9:1269–1294, 2008; d’Aspremont et?al. SIAM Rev 49:434–448, 2007; Jolliffe in J Appl Stat 22:29–35, 1995; Journée et?al. in J Mach Learn Res 11:517–553, 2010; Jolliffe et?al. in J Comput Graph Stat 12:531–547, 2003; Moghaddam et?al. in Advances in neural information processing systems 18:915–922, MIT Press, Cambridge, 2006; Shen and Huang in J Multivar Anal 99(6):1015–1034, 2008; Zou et?al. in J Comput Graph Stat 15(2):265–286, 2006). Despite success in achieving sparsity, some important properties enjoyed by the standard PCA are lost in these methods such as uncorrelation of PCs and orthogonality of loading vectors. Also, the total explained variance that they attempt to maximize can be too optimistic. In this paper we propose a new formulation for sparse PCA, aiming at finding sparse and nearly uncorrelated PCs with orthogonal loading vectors while explaining as much of the total variance as possible. We also develop a novel augmented Lagrangian method for solving a class of nonsmooth constrained optimization problems, which is well suited for our formulation of sparse PCA. We show that it converges to a feasible point, and moreover under some regularity assumptions, it converges to a stationary point. Additionally, we propose two nonmonotone gradient methods for solving the augmented Lagrangian subproblems, and establish their global and local convergence. Finally, we compare our sparse PCA approach with several existing methods on synthetic (Zou et?al. in J Comput Graph Stat 15(2):265–286, 2006), Pitprops (Jeffers in Appl Stat 16:225–236, 1967), and gene expression data (Chin et?al in Cancer Cell 10:529C–541C, 2006), respectively. The computational results demonstrate that the sparse PCs produced by our approach substantially outperform those by other methods in terms of total explained variance, correlation of PCs, and orthogonality of loading vectors. Moreover, the experiments on random data show that our method is capable of solving large-scale problems within a reasonable amount of time.     

On Probability and Moment Inequalities for Supermartingales and Martingales

Burkholder’s type inequality is stated for the special class of martingales, namely the product of independent random variables. The constants in the latter are much less than in the general case which is considered in Nagaev (Acta Appl. Math. 79, 35–46, 2003; Teor. Veroyatn. i Primenen. 51(2), 391–400, 2006). On the other hand, the moment inequality is proved, which extends these by Wittle (Teor. Veroyatn. i Primenen. 5(3), 331–334, 1960) and Dharmadhikari and Jogdeo (Ann. Math. Stat. 40(4), 1506–1508, 1969) to martingales.     

Strong NP-hardness of scheduling problems with learning or aging effect

Proofs of strong NP-hardness of single machine and two-machine flowshop scheduling problems with learning or aging effect given in Rudek (Computers & Industrial Engineering 61:20–31, 2011; Annals of Operations Research 196(1):491–516, 2012a; International Journal of Advanced Manufacturing Technology 59:299–309, 2012b; Applied Mathematics and Computations 218:6498–6510, 2012c; Applied Mathematical Modelling 37:1523–1536, 2013) contain a common mistake that make them incomplete. We reveal the mistake and provide necessary corrections for the problems in Rudek (Computers & Industrial Engineering 61:20–31, 2011; Annals of Operations Research 196(1):491–516, 2012a; Applied Mathematical Modelling 37:1523–1536, 2013). NP-hardness of problems in Rudek (International Journal of Advanced Manufacturing Technology 59:299–309, 2012b; Applied Mathematics and Computations 218:6498–6510, 2012c) remains unknown because of another mistake which we are unable to correct.     

Weyl modules and q-Whittaker functions

Let $G$ be a semi-simple simply connected group over $\mathbb {C}$ . Following Gerasimov et al. (Comm Math Phys 294:97–119, 2010) we use the $q$ -Toda integrable system obtained by quantum group version of the Kostant–Whittaker reduction (cf. Etingof in Am Math Soc Trans Ser 2:9–25, 1999, Sevostyanov in Commun Math Phys 204:1–16, 1999) to define the notion of $q$ -Whittaker functions $\varPsi _{\check{\lambda }}(q,z)$ . This is a family of invariant polynomials on the maximal torus $T\subset G$ (here $z\in T$ ) depending on a dominant weight $\check{\lambda }$ of $G$ whose coefficients are rational functions in a variable $q\in \mathbb {C}^*$ . For a conjecturally the same (but a priori different) definition of the $q$ -Toda system these functions were studied by Ion (Duke Math J 116:1–16, 2003) and by Cherednik (Int Math Res Notices 20:3793–3842, 2009) [we shall denote the $q$ -Whittaker functions from Cherednik (Int Math Res Notices 20:3793–3842, 2009) by $\varPsi '_{\check{\lambda }}(q,z)$ ]. For $G=SL(N)$ these functions were extensively studied in Gerasimov et al. (Comm Math Phys 294:97–119, 2010; Comm Math Phys 294:121–143, 2010; Lett Math Phys 97:1–24, 2011). We show that when $G$ is simply laced, the function $\hat{\varPsi }_{\check{\lambda }}(q,z)=\varPsi _{\check{\lambda }}(q,z)\cdot {\prod \nolimits _{i\in I}\prod \nolimits _{r=1}^{\langle \alpha _i,\check{\uplambda }\rangle }(1-q^r)}$ (here $I$ denotes the set of vertices of the Dynkin diagram of $G$ ) is equal to the character of a certain finite-dimensional $G[[{\mathsf {t}}]]\rtimes \mathbb {C}^*$ -module $D(\check{\lambda })$ (the Demazure module). When $G$ is not simply laced a twisted version of the above statement holds. This result is known for $\varPsi _{\check{\lambda }}$ replaced by $\varPsi '_{\check{\lambda }}$ (cf. Sanderson in J Algebraic Combin 11:269–275, 2000 and Ion in Duke Math J 116:1–16, 2003); however our proofs are algebro-geometric [and rely on our previous work (Braverman, Finkelberg in Semi-infinite Schubert varieties and quantum $K$ -theory of flag manifolds, arXiv/1111.2266, 2011)] and thus they are completely different from Sanderson (J Algebraic Combin 11:269–275, 2000) and Ion (Duke Math J 116:1–16, 2003) [in particular, we give an apparently new algebro-geometric interpretation of the modules $D(\check{\lambda })]$ .     

Efficient model for interval goal programming with arbitrary penalty function

Penalty function is a key factor in interval goal programming (IGP), especially for decision makers weighing resources vis-à-vis goals. Many approaches (Chang et al. J Oper Res Soc 57:469–473, 2006; Chang and Lin Eur J Oper Res 199, 9–20, 2009; Jones et al. Omega 23, 41–48, 1995; Romero Eur J Oper Res 153, 675–686, 2004; Vitoriano and Romero J Oper Res Soc 50, 1280–1283, 1999)have been proposed for treating several types of penalty functions in the past several decades. The recent approach of Chang and Lin (Eur J Oper Res 199, 9–20, 2009) considers the S-shaped penalty function. Although there are many approaches cited in literature, all are complicated and inefficient. The current paper proposes a novel and concise uniform model to treat any arbitrary penalty function in IGP. The efficiency and usefulness of the proposed model are demonstrated in several numeric examples.     

Tilting Theory and Functor Categories I. Classical Tilting

Tilting theory has been a very important tool in the classification of finite dimensional algebras of finite and tame representation type, as well as, in many other branches of mathematics. Happel (1988) and Cline et al. (J Algebra 304:397–409 1986) proved that generalized tilting induces derived equivalences between module categories, and tilting complexes were used by Rickard (J Lond Math Soc 39:436–456, 1989) to develop a general Morita theory of derived categories. On the other hand, functor categories were introduced in representation theory by Auslander (I Commun Algebra 1(3):177–268, 1974), Auslander (1971) and used in his proof of the first Brauer–Thrall conjecture (Auslander 1978) and later on, used systematically in his joint work with I. Reiten on stable equivalence (Auslander and Reiten, Adv Math 12(3):306–366, 1974), Auslander and Reiten (1973) and many other applications. Recently, functor categories were used in Martínez-Villa and Solberg (J Algebra 323(5):1369–1407, 2010) to study the Auslander–Reiten components of finite dimensional algebras. The aim of this paper is to extend tilting theory to arbitrary functor categories, having in mind applications to the functor category Mod (mod_Λ), with Λ a finite dimensional algebra.     

On Ulm’s method for Fréchet differentiable operators

We provide new sufficient convergence conditions for the semilocal convergence of Ulm’s method (Izv. Akad. Nauk Est. SSR 16:403–411, 1967) in order to approximate a locally unique solution of an equation in a Banach space setting. We show that in some cases, our hypotheses hold true but the corresponding ones (Burmeister in Z. Angew. Math. Mech. 52:101–110, 1972; Kornstaedt in Aequ. Math. 13:21–45, 1975; Petzeltova in Comment. Math. Univ. Carol. 21:719–725, 1980; Potra and Ptǎk in Cas. Pest. Mat. 108:333–341, 1983; Ulm in Izv. Akad. Nauk Est. SSR 16:403–411, 1967) do not. We also show that under the same hypotheses and computational cost as (Burmeister in Z. Angew. Math. Mech. 52:101–110, 1972; Kornstaedt in Aequ. Math. 13:21–45, 1975; Petzeltova in Comment. Math. Univ. Carol. 21:719–725, 1980; Potra and Ptǎk in Cas. Pest. Mat. 108:333–341, 1983; Ulm in Izv. Akad. Nauk Est. SSR 16:403–411, 1967) finer error sequences can be obtained. Numerical examples are also provided further validating the results.     

Right-convergence of sparse random graphs

The paper is devoted to the problem of establishing right-convergence of sparse random graphs. This concerns the convergence of the logarithm of number of homomorphisms from graphs or hyper-graphs \(\mathbb{G }_N, N\ge 1\) to some target graph \(W\) . The theory of dense graph convergence, including random dense graphs, is now well understood (Borgs et al. in Ann Math 176:151–219, 2012; Borgs et al. in Adv Math 219:1801–1851, 2008; Chatterjee and Varadhan in Eur J Comb 32:1000–1017, 2011; Lovász and Szegedy in J Comb Theory Ser B 96:933–957, 2006), but its counterpart for sparse random graphs presents some fundamental difficulties. Phrased in the statistical physics terminology, the issue is the existence of the limits of appropriately normalized log-partition functions, also known as free energy limits, for the Gibbs distribution associated with \(W\) . In this paper we prove that the sequence of sparse Erdös-Rényi graphs is right-converging when the tensor product associated with the target graph \(W\) satisfies a certain convexity property. We treat the case of discrete and continuous target graphs \(W\) . The latter case allows us to prove a special case of Talagrand’s recent conjecture [more accurately stated as level III Research Problem 6.7.2 in his recent book (Talagrand in Mean Field Models for Spin Glasses: Volume I: Basic examples. Springer, Berlin, 2010)], concerning the existence of the limit of the measure of a set obtained from \(\mathbb{R }^N\) by intersecting it with linearly in \(N\) many subsets, generated according to some common probability law. Our proof is based on the interpolation technique, introduced first by Guerra and Toninelli (Commun Math Phys 230:71–79, 2002) and developed further in (Abbe and Montanari in On the concentration of the number of solutions of random satisfiability formulas, 2013; Bayati et al. in Ann Probab Conference version in Proceedings of 42nd Ann. Symposium on the Theory of Computing (STOC), 2010; Contucci et al. in Antiferromagnetic Potts model on the Erdös-Rényi random graph, 2011; Franz and Leone in J Stat Phys 111(3/4):535–564, 2003; Franz et al. in J Phys A Math Gen 36:10967–10985, 2003; Montanari in IEEE Trans Inf Theory 51(9):3221–3246, 2005; Panchenko and Talagrand in Probab Theory Relat Fields 130:312–336, 2004). Specifically, Bayati et al. (Ann Probab Conference version in Proceedings of 42nd Ann. Symposium on the Theory of Computing (STOC), 2010) establishes the right-convergence property for Erdös-Rényi graphs for some special cases of \(W\) . In this paper most of the results in Bayati et al. (Ann Probab Conference version in Proceedings of 42nd Ann. Symposium on the Theory of Computing (STOC), 2010) follow as a special case of our main theorem.     

Non-Decaying Solutions to the Navier Stokes Equations in Exterior Domains

We establish a new theorem of existence (and uniqueness) of solutions to the Navier-Stokes initial boundary value problem in exterior domains. No requirement is made on the convergence at infinity of the kinetic field and of the pressure field. These solutions are called non-decaying solutions. The first results on this topic dates back about 40 years ago see the references (Galdi and Rionero in Ann. Mat. Pures Appl. 108:361–366, 1976, Arch. Ration. Mech. Anal. 62:295–301, 1976, Arch. Ration. Mech. Anal. 69:37–52, 1979, Pac. J. Math. 104:77–83, 1980; Knightly in SIAM J. Math. Anal. 3:506–511, 1972). In the articles Galdi and Rionero (Ann. Mat. Pures Appl. 108:361–366, 1976, Arch. Ration. Mech. Anal. 62:295–301, 1976, Arch. Ration. Mech. Anal. 69:37–52, 1979, Pac. J. Math. 104:77–83, 1980) it was introduced the so called weight function method to study the uniqueness of solutions. More recently, the problem has been considered again by several authors (see Galdi et al. in J. Math. Fluid Mech. 14:633–652, 2012, Quad. Mat. 4:27–68, 1999, Nonlinear Anal. 47:4151–4156, 2001; Kato in Arch. Ration. Mech. Anal. 169:159–175, 2003; Kukavica and Vicol in J. Dyn. Differ. Equ. 20:719–732, 2008; Maremonti in Mat. Ves. 61:81–91, 2009, Appl. Anal. 90:125–139, 2011).     

The strong convergence of a three-step algorithm for the split feasibility problem

Based on the very recent work by Dang and Gao (Invers Probl 27:1–9, 2011) and Wang and Xu (J Inequal Appl, doi:10.1155/2010/102085, 2010), and inspired by Yao (Appl Math Comput 186:1551–1558, 2007), Noor (J Math Anal Appl 251:217–229, 2000), and Xu (Invers Probl 22:2021–2034, 2006), we suggest a three-step KM-CQ-like method for solving the split common fixed-point problems in Hilbert spaces. Our results improve and develop previously discussed feasibility problem and related algorithms.     

Modularity and monotonicity of games

The purpose of this paper is twofold. First, we generalize Kajii et al. (J Math Econ 43:218–230, 2007) and provide a condition under which for a game \(v\) , its Möbius inverse is equal to zero within the framework of the \(k\) -modularity of \(v\) for \(k \ge 2\) . This condition is more general than that in Kajii et al. (J Math Econ 43:218–230, 2007). Second, we provide a condition under which for a game \(v\) , its Möbius inverse takes non-negative values, and not just zero. This paper relates the study of totally monotone games to that of \(k\) -monotone games. Furthermore, this paper shows that the modularity of a game is related to \(k\) -additive capacities proposed by Grabisch (Fuzzy Sets Syst 92:167–189, 1997). To illustrate its application in the field of economics, we use these results to characterize a Gini index representation of Ben-Porath and Gilboa (J Econ Theory 64:443–467, 1994). Our results can also be applied to potential functions proposed by Hart and Mas-Colell (Econometrica 57:589–614, 1989) and further analyzed by Ui et al. (Math Methods Oper Res 74:427–443, 2011).     

The Surface Group Conjecture: Cyclically Pinched and Conjugacy Pinched One-Relator Groups

The general surface group conjecture asks whether a one-relator group where every subgroup of finite index is again one-relator and every subgroup of infinite index is free (property IF) is a surface group. We resolve several related conjectures given in Fine et al. (Sci Math A 1:1–15, 2008). First we obtain the Surface Group Conjecture B for cyclically pinched and conjugacy pinched one-relator groups. That is: if G is a cyclically pinched one-relator group or conjugacy pinched one-relator group satisfying property IF then G is free, a surface group or a solvable Baumslag–Solitar Group. Further combining results in Fine et al. (Sci Math A 1:1–15, 2008) on Property IF with a theorem of Wilton (Geom Topol, 2012) and results of Stallings (Ann Math 2(88):312–334, 1968) and Kharlampovich and Myasnikov (Trans Am Math Soc 350(2):571–613, 1998) we show that Surface Group Conjecture C proposed in Fine et al. (Sci Math A 1:1–15, 2008) is true, namely: If G is a finitely generated nonfree freely indecomposable fully residually free group with property IF, then G is a surface group.     

Continuity of the solution mapping to parametric generalized vector equilibrium problems

In this paper, two kinds of parametric generalized vector equilibrium problems in normed spaces are studied. The sufficient conditions for the continuity of the solution mappings to the two kinds of parametric generalized vector equilibrium problems are established under suitable conditions. The results presented in this paper extend and improve some main results in Chen and Gong (Pac J Optim 3:511–520, 2010), Chen and Li (Pac J Optim 6:141–152, 2010), Chen et al. (J Glob Optim 45:309–318, 2009), Cheng and Zhu (J Glob Optim 32:543–550, 2005), Gong (J Optim Theory Appl 139:35–46, 2008), Li and Fang (J Optim Theory Appl 147:507–515, 2010), Li et al. (Bull Aust Math Soc 81:85–95, 2010) and Peng et al. (J Optim Theory Appl 152(1):256–264, 2011).     

More about λ-support iterations of (<λ)-complete forcing notions

This article continues Ros?anowski and Shelah (Int J Math Math Sci 28:63–82, 2001; Quaderni di Matematica 17:195–239, 2006; Israel J Math 159:109–174, 2007; 2011; Notre Dame J Formal Logic 52:113–147, 2011) and we introduce here a new property of (<λ)-strategically complete forcing notions which implies that their λ-support iterations do not collapse λ ⁺ (for a strongly inaccessible cardinal λ).     

Optimal Transport, Convection, Magnetic Relaxation and Generalized Boussinesq Equations

We establish a connection between optimal transport theory (see Villani in Topics in optimal transportation. Graduate studies in mathematics, vol. 58, AMS, Providence, 2003, for instance) and classical convection theory for geophysical flows (Pedlosky, in Geophysical fluid dynamics, Springer, New York, 1979). Our starting point is the model designed few years ago by Angenent, Haker, and Tannenbaum (SIAM J. Math. Anal. 35:61–97, 2003) to solve some optimal transport problems. This model can be seen as a generalization of the Darcy–Boussinesq equations, which is a degenerate version of the Navier–Stokes–Boussinesq (NSB) equations. In a unified framework, we relate different variants of the NSB equations (in particular what we call the generalized hydrostatic-Boussinesq equations) to various models involving optimal transport (and the related Monge–Ampère equation, Brenier in Commun. Pure Appl. Math. 64:375–417, 1991; Caffarelli in Commun. Pure Appl. Math. 45:1141–1151, 1992). This includes the 2D semi-geostrophic equations (Hoskins in Annual review of fluid mechanics, vol. 14, pp. 131–151, Palo Alto, 1982; Cullen et al. in SIAM J. Appl. Math. 51:20–31, 1991, Arch. Ration. Mech. Anal. 185:341–363, 2007; Benamou and Brenier in SIAM J. Appl. Math. 58:1450–1461, 1998; Loeper in SIAM J. Math. Anal. 38:795–823, 2006) and some fully nonlinear versions of the so-called high-field limit of the Vlasov–Poisson system (Nieto et al. in Arch. Ration. Mech. Anal. 158:29–59, 2001) and of the Keller–Segel for Chemotaxis (Keller and Segel in J. Theor. Biol. 30:225–234, 1971; Jäger and Luckhaus in Trans. Am. Math. Soc. 329:819–824, 1992; Chalub et al. in Mon. Math. 142:123–141, 2004). Mathematically speaking, we establish some existence theorems for local smooth, global smooth or global weak solutions of the different models. We also justify that the inertia terms can be rigorously neglected under appropriate scaling assumptions in the generalized Navier–Stokes–Boussinesq equations. Finally, we show how a “stringy” generalization of the AHT model can be related to the magnetic relaxation model studied by Arnold and Moffatt to obtain stationary solutions of the Euler equations with prescribed topology (see Arnold and Khesin in Topological methods in hydrodynamics. Applied mathematical sciences, vol. 125, Springer, Berlin, 1998; Moffatt in J. Fluid Mech. 159:359–378, 1985, Topological aspects of the dynamics of fluids and plasmas. NATO adv. sci. inst. ser. E, appl. sci., vol. 218, Kluwer, Dordrecht, 1992; Schonbek in Theory of the Navier–Stokes equations, Ser. adv. math. appl. sci., vol. 47, pp. 179–184, World Sci., Singapore, 1998; Vladimirov et al. in J. Fluid Mech. 390:127–150, 1999; Nishiyama in Bull. Inst. Math. Acad. Sin. (N.S.) 2:139–154, 2007).     

Estimating upper bounds on the limit points of majorizing sequences for Newton’s method

We present new sufficient conditions for the semilocal convergence of Newton’s method to a locally unique solution of an equation in a Banach space setting. Upper bounds on the limit points of majorizing sequences are also given. Numerical examples are provided, where our new results compare favorably to earlier ones such as Argyros (J Math Anal Appl 298:374–397, 2004), Argyros and Hilout (J Comput Appl Math 234:2993-3006, 2010, 2011), Ortega and Rheinboldt (1970) and Potra and Pták (1984).     

On the Gauss–Newton method

We provide a new semilocal convergence analysis of the Gauss–Newton method (GNM) for solving nonlinear equation in the Euclidean space. Using a combination of center-Lipschitz, Lipschitz conditions, and our new idea of recurrent functions, we provide under the same or weaker hypotheses than before (Ben-Israel, J. Math. Anal. Appl. 15:243–252, 1966; Chen and Nashed, Numer. Math. 66:235–257, 1993; Deuflhard and Heindl, SIAM J. Numer. Anal. 16:1–10, 1979; Guo, J. Comput. Math. 25:231–242, 2007; Häußler, Numer. Math. 48:119–125, 1986; Hu et al., J. Comput. Appl. Math. 219:110–122, 2008; Kantorovich and Akilov, Functional Analysis in Normed Spaces, Pergamon, Oxford, 1982), a finer convergence analysis. The results can be extended in case outer or generalized inverses are used. Numerical examples are also provided to show that our results apply, where others fail (Ben-Israel, J. Math. Anal. Appl. 15:243–252, 1966; Chen and Nashed, Numer. Math. 66:235–257, 1993; Deuflhard and Heindl, SIAM J. Numer. Anal. 16:1–10, 1979; Guo, J. Comput. Math. 25:231–242, 2007; Häußler, Numer. Math. 48:119–125, 1986; Hu et al., J. Comput. Appl. Math. 219:110–122, 2008; Kantorovich and Akilov, Functional Analysis in Normed Spaces, Pergamon, Oxford, 1982).     

A new iterative algorithm for mean curvature-based variational image denoising

The total variation semi-norm based model by Rudin-Osher-Fatemi (in Physica D 60, 259–268, 1992) has been widely used for image denoising due to its ability to preserve sharp edges. One drawback of this model is the so-called staircasing effect that is seen in restoration of smooth images. Recently several models have been proposed to overcome the problem. The mean curvature-based model by Zhu and Chan (in SIAM J. Imaging Sci. 5(1), 1–32, 2012) is one such model which is known to be effective for restoring both smooth and nonsmooth images. It is, however, extremely challenging to solve efficiently, and the existing methods are slow or become efficient only with strong assumptions on the formulation; the latter includes Brito-Chen (SIAM J. Imaging Sci. 3(3), 363–389, 2010) and Tai et al. (SIAM J. Imaging Sci. 4(1), 313–344, 2011). Here we propose a new and general numerical algorithm for solving the mean curvature model which is based on an augmented Lagrangian formulation with a special linearised fixed point iteration and a nonlinear multigrid method. The algorithm improves on Brito-Chen (SIAM J. Imaging Sci. 3(3), 363–389, 2010) and Tai et al. (SIAM J. Imaging Sci. 4(1), 313–344, 2011). Although the idea of an augmented Lagrange method has been used in other contexts, both the treatment of the boundary conditions and the subsequent algorithms require careful analysis as standard approaches do not work well. After constructing two fixed point methods, we analyze their smoothing properties and use them for developing a converging multigrid method. Finally numerical experiments are conducted to illustrate the advantages by comparing with other related algorithms and to test the effectiveness of the proposed algorithms.