Lagrange multiplier method with penalty for elliptic and parabolic interface problems

The basic requirement for the stability of the mortar element method is to construct finite element spaces which satisfy certain criteria known as inf-sup (well known as LBB, i.e., Ladyzhenskaya-Babu?ka-Brezzi) condition. Many natural and convenient choices of finite element spaces are ruled out as these spaces may not satisfy the inf-sup condition. In order to alleviate this problem Lagrange multiplier method with penalty is used in this paper. The existence and uniqueness results of the discrete problem are discussed without using the discrete LBB condition. We have also analyzed the Lagrange multiplier method with penalty for parabolic initial-boundary value problems using semidiscrete and fully discrete schemes. We have derived sub-optimal order of estimates for both semidiscrete and fully discrete schemes. The results of numerical experiments support the theoretical results obtained in this article.     

Non-convex quadratic minimization problems with quadratic constraints: global optimality conditions

In this paper, we first examine how global optimality of non-convex constrained optimization problems is related to Lagrange multiplier conditions. We then establish Lagrange multiplier conditions for global optimality of general quadratic minimization problems with quadratic constraints. We also obtain necessary global optimality conditions, which are different from the Lagrange multiplier conditions for special classes of quadratic optimization problems. These classes include weighted least squares with ellipsoidal constraints, and quadratic minimization with binary constraints. We discuss examples which demonstrate that our optimality conditions can effectively be used for identifying global minimizers of certain multi-extremal non-convex quadratic optimization problems. The work of Z. Y. Wu was carried out while the author was at the Department of Applied Mathematics, University of New South Wales, Sydney, Australia.     

The Lagrange multiplier rule for super efficiency in vector optimization

In this paper, we study constrained multiobjective optimization problems with objectives being closed-graph multifunctions in Banach spaces. In terms of the coderivatives and Clarke's normal cones, we establish Lagrange multiplier rules for super efficiency as necessary or sufficient optimality conditions of the above problems.     

Scalar Lagrange Multiplier Rules for Set-Valued Problems in Infinite-Dimensional Spaces

This paper deals with Lagrange multiplier rules for constrained set-valued optimization problems in infinite-dimensional spaces, where the multipliers appear as scalarization functions of the maps instead of the derivatives. These rules provide necessary conditions for weak minimizers under hypotheses of stability, convexity, and directional compactness. Counterexamples show that the hypotheses are minimal.     

Affine Variational Inequalities on Normed Spaces

This paper studies infinite-dimensional affine variational inequalities on normed spaces. It is shown that infinite-dimensional quadratic programming problems and infinite-dimensional linear fractional vector optimization problems can be studied by using affine variational inequalities. We present two basic facts about infinite-dimensional affine variational inequalities: the Lagrange multiplier rule and the solution set decomposition.     

线性空间中具有集到集映射的向量极值问题的Lagrange乘子定理

本文在没有任何拓扑结构的条件下，即在非常一般的线性空间中，首先利用Ｍｏｒｒｉｓ序列定义了集到集凸映射的概念，其次证明了集到集映射的Ｆａｒｋａｓ－Ｍｉｎｋｏｗｓｋｉ定理，然后讨论了具有集到集映射的向量极值问题的Ｌａｇｒａｎｇｅ乘子定理。     

Existence and approximation results for nonlinear mixed problems: Application to incompressible finite elasticity

Summary This paper considers the problems of minimizing Gateaux-differentiable functionals over subsets of real Banach spaces defined by a non-linear equality constraint. The existence of a Lagrange multiplier is proved, together with approximation results on the constrained subset, provided a nonlinear compatibility condition, generalizing the classical inf-sup condition, is satisfied. These ideas are applied to equilibrium problems in incompressible finite elasticity and lead to convergence results for these problems.     

Appending boundary conditions by Lagrange multipliers: Analysis of the LBB condition

Summary. This paper is concerned with the analysis of discretization schemes for second order elliptic boundary value problems when essential boundary conditions are enforced with the aid of Lagrange multipliers. Specifically, we show how the validity of the Ladyškaja–Babušska–Brezzi (LBB) condition for the corresponding saddle point problems depends on the various ingredients of the involved discretizations. The main result states that the LBB condition is satisfied whenever the discretization step length on the boundary, , is somewhat bigger than the one on the domain, . This is quantified through constants stemming from the trace theorem, norm equivalences for the multiplier spaces on the boundary, and direct and inverse inequalities. In order to better understand the interplay of these constants, we then specialize the setting to wavelet discretizations. In this case the stability criteria can be stated solely in terms of spectral properties of wavelet representations of the trace operator. We conclude by illustrating our theoretical findings by some numerical experiments. We stress that the results presented here apply to any spatial dimension and to a wide selection of Lagrange multiplier spaces which, in particular, need not be traces of the trial spaces. However, we do always assume that a hierarchy of nested trial spaces is given. Received October 23, 1998 / Revised version received December 27, 1999 / Published online October 16, 2000     

Lagrange multiplier rules for extremals in linear spaces

The aim of this paper is to formulate extremals in real, linear spaces, and to derive necessary conditions in the form of Lagrange multiplier rules for the extremals. Using a separation of intrinsic cores in real, linear spaces, the multiplier rules are proved under some conditions.The author wishes to thank the referee for a number of valuable suggestions, particularly the proof of Theorem 3.1.     

Wavelet stabilization of the Lagrange multiplier method

Summary. We propose here a stabilization strategy for the Lagrange multiplier formulation of Dirichlet problems. The stabilization is based on the use of equivalent scalar products for the spaces and , which are realized by means of wavelet functions. The resulting stabilized bilinear form is coercive with respect to the natural norm associated to the problem. A uniformly coercive approximation of the stabilized bilinear form is constructed for a wide class of approximation spaces, for which an optimal error estimate is provided. Finally, a formulation is presented which is obtained by eliminating the multiplier by static condensation. This formulation is closely related to the Nitsche's method for solving Dirichlet boundary value problems. Received December 4, 1998 / Revised version received May 7, 1999 / Published online April 20, 2000 –? Springer-Verlag 2000     

Boundary control of semilinear elliptic equations with discontinuous leading coefficients and unbounded controls

We consider optimal control problems governed by semilinear elliptic equations with pointwise constraints on the state variable. The main difference with previous papers is that we consider nonlinear boundary conditions, elliptic operators with discontinuous leading coefficients and unbounded controls. We can deal with problems with integral control constraints and the control may be a coefficient of order zero in the equation. We derive optimality conditions by means of a new Lagrange multiplier theorem in Banach spaces.     

Pathfollowing methods in nonlinear optimization III: Lagrange multiplier embedding

This paper deals with Lagrange multiplier methods which are interpreted as pathfollowing methods. We investigate how successful these methods can be for solving “really nonconvex” problems. Singularity theory developed by Jongen-Jonker-Twilt will be used as a successful tool for providing an answer to this question. Certain modifications of the original Lagrange multiplier method extend the possibilities for solving nonlinear optimization problems, but in the worst case we have to find all connected components in the set of all generalized critical points. That is still an open problem. This paper is a continuation of our research with respect to penalty methods (part I) and exact penalty methods (part II).     

Higher Order Mortar Finite Element Methods in 3D with Dual Lagrange Multiplier Bases

Mortar methods with dual Lagrange multiplier bases provide a flexible, efficient and optimal way to couple different discretization schemes or nonmatching triangulations. Here, we generalize the concept of dual Lagrange multiplier bases by relaxing the condition that the trace space of the approximation space at the slave side with zero boundary condition on the interface and the Lagrange multiplier space have the same dimension. We provide a new theoretical framework within this relaxed setting, which opens a new and simpler way to construct dual Lagrange multiplier bases for higher order finite element spaces. As examples, we consider quadratic and cubic tetrahedral elements and quadratic serendipity hexahedral elements. Numerical results illustrate the performance of our approach. This work was supported in part by the Deutsche Forschungsgemeinschaft, SFB 404, C12, the Netherlands Organization for Scientific Research and by the European Community's Human Potential Programme under contract HPRN-CT-2002-00286.     

Comment on a note on duality gaps in linear programming over convex sets

In Ref. 1, Soyster has given a rather complicated proof of the absence of a duality gap, under a certain interiority condition, for a variant of a pair of optimization problems introduced by Ben-Israel, Charnes, and Kortanek (Ref. 2). A proof can be given directly (and under weaker conditions) by a simple application of a Lagrange multiplier theorem on convex programming in abstract spaces (Ref. 3).     

A hybridized weak Galerkin finite element scheme for the Stokes equations

In this paper a hybridized weak Galerkin(HWG) finite element method for solving the Stokes equations in the primary velocity-pressure formulation is introduced.The WG method uses weak functions and their weak derivatives which are defined as distributions.Weak functions and weak derivatives can be approximated by piecewise polynomials with various degrees.Different combination of polynomial spaces leads to different WG finite element methods,which makes WG methods highly flexible and efficient in practical computation.A Lagrange multiplier is introduced to provide a numerical approximation for certain derivatives of the exact solution.With this new feature,the HWG method can be used to deal with jumps of the functions and their flux easily.Optimal order error estimates are established for the corresponding HWG finite element approximations for both primal variables and the Lagrange multiplier.A Schur complement formulation of the HWG method is derived for implementation purpose.The validity of the theoretical results is demonstrated in numerical tests.     

The lagrange multiplier set and the generalized gradient set of the marginal function of a differentiable program in a Banach space

We prove that, under the usual constraint qualification and a stability assumption, the generalized gradient set of the marginal function of a differentiable program in a Banach space contains the Lagrange multiplier set. From there, we deduce a sufficient condition in order that, in finite-dimensional spaces, the Lagrange multiplier set be equal to the generalized gradient set of the marginal function.The author wishes to thank J. B. Hiriart-Urruty for many helpful suggestions during the preparation of this paper. He also wishes to express his appreciation to the referees for their many valuable comments.     

On changing the spaces in Lagrange multiplier rules for the optimal control of non-linear operator equations

In this paper it is shown, how Lagrange multiplier rules for nonlinear optimal control problems in Banach spaces can be transferred by a simple device from the initial space to a more useful Banach space, in order to avoid unhandy dual spaces. The method is applied to state-equations of the type x-K(x,u)= 0, where the Fréchet-derivative of K has a certain smoothing property which is typical for integral operators.     

A set-valued Lagrange theorem based on a process for convex vector programming

ABSTRACT

In this paper, we present a new set-valued Lagrange multiplier theorem for constrained convex set-valued optimization problems. We introduce the novel concept of Lagrange process. This concept is a natural extension of the classical concept of Lagrange multiplier where the conventional notion of linear continuous operator is replaced by the concept of closed convex process, its set-valued analogue. The behaviour of this new Lagrange multiplier based on a process is shown to be particularly appropriate for some types of proper minimal points and, in general, when it has a bounded base.     

对合变换和薄板弯曲问题的多变量变分原理

本文利用拉氏乘子法把薄板弯曲问题的最小位能原理和最小余能原理的变分约束条件解除.从而导出了常见的广义变分原理.为了降低泛函中变量导数的阶次.我们用对合变换引进新的正则变量.于是,我们可以进一步利用拉氏乘子法,把这些对合变换当作变分约束而予以消除,从而导出了各种多变量的薄板弯曲广义变分原理.事实证明,使用上述拉氏乘子法,并不能消除一切变分约束;为此,我们进一步引用高阶拉氏乘子法消除这些剩下来的约束条件,从而导得了薄板弯曲问题的更一般的广义变分原理.     

Benson Proper Efficiency in the Vector Optimization of Set-Valued Maps

This paper extends the concept of cone subconvexlikeness of single-valued maps to set-valued maps and presents several equivalent characterizations and an alternative theorem for cone-subconvexlike set-valued maps. The concept and results are then applied to study the Benson proper efficiency for a vector optimization problem with set-valued maps in topological vector spaces. Two scalarization theorems and two Lagrange multiplier theorems are established. After introducing the new concept of proper saddle point for an appropriate set-valued Lagrange map, we use it to characterize the Benson proper efficiency. Lagrange duality theorems are also obtained