Nonzero lagrange multipliers

Solutions of constrained minimization problems give rise to Lagrange multiplier rules. In this paper, we show that a simple condition on a specific constraint implies that the associated coefficient in the Lagrange multiplier rule is not zero. We conclude with an example which shows that such knowledge increases the information available about the solution of a problem of minimal curvature.This work supported in part by NSF Grant No. MCS-75-05581-A01.     

A general multiplier rule

An extension of a general multiplier rule derived by Gittleman, which in turn is an extension of a theorem due to Hestenes, is proved. The extension requires a less complicated definition of derived set.     

含边界在内的一般极值的必要条件与拉格朗日乘数法

讨论包括定义域边界点在内的极值,称为一般极值.对可导的一元和多元函数给出了一般极值点的必要条件,这些必要条件与经典极值的必要条件是相容的.还利用一般极值的必要条件导出了条件极值的拉格朗日乘数法.     

Lagrange multipliers for regular and singular problems in the calculus of variations

A Lagrange multiplier rule is presented for a variational problem of Bolza type under hypotheses that allow certain components of the coefficient matrices involved in the functional being minimized to fail to be integrable near an endpoint of the interval on which the relevant functions are defined. The problem is also addressed when all coefficients are of classL ², but not necessarily bounded. Applications are made to ascertain properties of functions providing equality to certain singular and regular integral inequalities appearing in the literature.     

Simple proof of the Lagrange multiplier rule for the fixed endpoint problem in the calculus of variations

A new simple proof of the Lagrange multiplier rule is presented in this paper. The approach used involves simple analytical techniques that are very easy to follow and does not involve theorems on imbeddability in a one-parameter family of curves or matrix-rank analysis as do most of the existing techniques. The proof is here developed for the fixed-endpoint problem in a three-dimensional space.     

An optimization‐based domain decomposition method for numerical simulation of the incompressible Navier‐Stokes flows

This article is concerned about an optimization‐based domain decomposition method for numerical simulation of the incompressible Navier‐Stokes flows. Using the method, an classical domain decomposition problem is transformed into a constrained minimization problem for which the objective functional is chosen to measure the jump in the dependent variables across the common interfaces between subdomains. The Lagrange multiplier rule is used to transform the constrained optimization problem into an unconstrained one and that rule is applied to derive an optimality system from which optimal solutions may be obtained. The optimality system is also derived using “sensitivity” derivatives instead of the Lagrange multiplier rule. We consider a gradient‐type approach to the solution of domain decomposition problem. The results of some numerical experiments are presented to demonstrate the feasibility and applicability of the algorithm developed in this article. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Optimality conditions for vector optimization problems with variable ordering structures

Our main concern in this article are concepts of nondominatedness w.r.t. a variable ordering structure introduced by Yu [P.L. Yu, Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives, J. Optim. Theory Appl. 14 (1974), pp. 319–377]. Our studies are motivated by some recent applications e.g. in medical image registration. Restricting ourselves to the case when the values of a cone-valued map defining the ordering structure are Bishop–Phelps cones, we obtain for the first time scalarizing functionals for nondominated elements, Fermat rule, Lagrange multiplier rule and duality results for a single- or set-valued vector optimization problem with a variable ordering structure.     

A proof of a general maximum principle for optimal controls via a multiplier rule on metric space

A unified proof is given of the maximum principle for optimal control with various kinds of constraints by using a multiplier rule on metric spaces.     

A multiplier rule on a metric space

A multiplier rule is proved for constrained minimization problems defined on a metric spaces. The proof requires a generalization of the values of a derivative in the classical case that the metric space is a normed space.     

Upper and lower bounds for the energy of bipartite graphs

Using Lagrange's multiplier rule, we find upper and lower bounds of the energy of a bipartite graph G, in terms of the number of vertices, edges and the spectral moment of fourth order. Moreover, the upper bound is attained in a graph G if and only if G is the graph of a symmetric balanced incomplete block design (BIBD). Also, we determine the graphs for which the lower bound is sharp.     

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.     

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 combination of penalty function and multiplier methods for solving optimal control problems

The properties of combined multiplier and penalty function methods are investigated using a second-order expansion and results known for the Riccati equation. It is shown that the lower bound of the values of the penalty constant necessary to obtain a minimum is given by a certain Riccati equation. The convergence rate of a common updating rule for the multipliers is shown to be linear.This work has been supported by the Swedish Institute of Applied Mathematics.     

特殊Hermite展开的乘子定理

本文通过建立与特殊Hermite展开相对应的Littlewood-Paley分解和相关的扭曲卷积核的L2估计,得到特殊Hermite展开的乘子定理,作为该结果的应用,给出了Hermite函数及Laguerre函数展开的乘子定理。     

Integrable factors in compact Schur multipliers

It is shown that a Schur multiplier is compact if and only if it is the Schur product of two multipliers, one of which is a Hankel-Schur multiplier generated by an integrable function. This is illuminated by factoring exotic, singular measures and is brought into relation with Paley set-based multipliers.

     

A general multiplier rule

A general multiplier rule which is an extension of the multiplier rule given by Hestenes is proved. This multiplier rule is applied to obtain the necessary conditions given by Neustadt for a solution to a canonical optimization problem which includes many optimal control problems as special cases.This research is part of a dissertation submitted in partial satisfaction of the requirements for the Ph.D. degree in mathematics at the University of California, Los Angeles. The author would like to express his appreciation to Dr. M. R. Hestenes for his guidance.     

Bessel fusion multipliers

In this paper we study properties of a Bessel multiplier when the symbol involved belongs to lp. Furthermore, we introduce the concept of Bessel fusion multiplier which generalizes a Bessel multiplier for Bessel fusion sequences. We study their behavior when the symbol belongs to lp and some continuity properties.     

Nonlinearity tests for bilinear systems

The purpose of this paper is to develop nonlinearity tests for open-loop bilinear systems. Lagrange multiplier tests of linear systems against a bilinear alternative are proposed. A simulation study is performed to check the validity of the asymptotic null distributions of the test statistics and to investigate the power characteristics of the tests. Two recent nonlinearity tests in the time-series context are adapted to linear systems and compared with Lagrange multiplier tests. Simulation results show that the proposed Lagrange multiplier tests are more powerful than the other tests.     

Multiplier ideals of hyperplane arrangements

In this note we compute multiplier ideals of hyperplane arrangements. This is done using the interpretation of multiplier ideals in terms of spaces of arcs by Ein, Lazarsfeld, and Mustata (2004).

     

三元代数的乘子代数

将L.Harris在[1]中关于三元代数的概念一般化，并且提出了相对近似单位元，相对Arens乘积，相对m-对称等概念，最后得到一个同构定理。