On the Genesis of the Lagrange Multipliers

The genesis of the Lagrange multipliers is analyzed in this work. Particularly, the author shows that this mathematical approach was introduced by Lagrange in the framework of statics in order to determine the general equations of equilibrium for problems with constraints. Indeed, the multipliers allowed Lagrange to treat the questions of maxima and minima in differential calculus and in calculus of variations in the same way as problems of statics: if the equilibrium of a point or a system of points is required, there is an analogy between statics and differential calculus; if the equilibrium of a rigid body is required, there is an analogy between statics and calculus of variations.     

利用拉格朗日乘数法证明两个不等式

文中利用利用拉格朗日乘数法证明了两个不等式,其中一个不等式验证了发表文献中一个类比猜想不成立,另一个不等式验证了发表文献中一个类比猜想成立.     

A Unifying Approach to Variational Relation Problems

The purpose of this paper is to present a unified approach to study the existence of solutions for two types of variational relation problems, which encompass several generalized equilibrium problems, variational inequalities and variational inclusions investigated in the recent literature. By using two well-known fixed point theorems, we establish several existence criteria for the solutions of these problems.     

Lagrange Multipliers and saddle points in multiobjective programming

In this paper, we present several conditions for the existence of a Lagrange multiplier or a weak saddle point in multiobjective optimization. Relations between a Lagrange multiplier and a weak saddle point are established. A sufficient condition is also given for the equivalence of the Benson proper efficiency and the Borwein proper efficiency.This research was supported by NSFC under Grant No. 78900011 and by BMADIS. The authors are grateful to two referees for supplying valuable comments and pointing out detailed corrections to the draft paper. The authors also wish to thank Dr. P. L. Yu for valuable comments and suggestions.The revised version of this paper was completed while the second author visited the Faculty of Technical Mathematics and Informatics, Delft University of Technology, Delft, The Netherlands.     

从几何角度给予拉格朗日乘数法新的推导思路

拉格朗日乘数法是求条件极值的重要方法,该文通过数形结合给出定理推导的新路径,相比教材上纯代数推导更直观,体现了"几何意义"的重要性.     

两大部类扩大再生产中的广义拉格朗日乘子

在一个带有非负和不等式约束的优化问题有最优解的情形下,存在着广义拉格朗日乘子即资源的影子价格．本文探索给出马克思两大部类扩大再生产中的影子价格,为经典的马克思扩大再生产理论增添新的重要内容．首先使用“价值系数法”替代单纯形法,简便地求得了扩大再生产优化问题的最优解．然后运用库恩一塔克条件,确立了关于最优解与广义拉格朗日乘子的互补松弛条件的三个不等式组．进而利用这些不等式组和已知的最优解,简便地解出广义拉格朗日乘子,即两大部类扩大再生产中的影子价格．最后引用和借鉴《资本论》中的两个举例,对所获得的影子价格和目标函数最优值做了计算验证．     

基于梯度的拉格朗日乘数法的几何直观

针对目前大学数学教材中拉格朗日乘数法缺乏几何直观的问题,本文利用目标函数与约束函数的梯度关系,从几何角度对拉格朗日乘数法进行了详细的分析,并结合具体算例和几何图形给予说明,进而达到从几何直观揭示拉格朗日乘数法的本质,为代数表达式的几何解释提供了范例.     

Existence of Augmented Lagrange Multipliers for Semi-infinite Programming Problems

Using an augmented Lagrangian approach, we study the existence of augmented Lagrange multipliers of a semi-infinite programming problem and discuss their characterizations in terms of saddle points. In the case of a sharp Lagrangian, we obtain a first-order necessary condition for the existence of an augmented Lagrange multiplier for the semi-infinite programming problem and some first-order sufficient conditions by assuming inf-compactness of the data functions and the extended Mangasarian–Fromovitz constraint qualification. Using a valley at 0 augmenting function and assuming suitable second-order sufficient conditions, we obtain the existence of an augmented Lagrange multiplier for the semi-infinite programming problem.     

Lagrange Multipliers for Multiobjective Programs with a General Preference

We consider a nonsmooth multiobjective optimization problems related to a new general preference between infinite dimensional Banach spaces. This preference contains preferences given by generalized Pareto as well as those given by an utility function. We use the concepts of compactly epi-Lipschitzian sets and strongly compactly Lipschitzian mappings to derive Lagrange multipliers of Karush–Kuhn–Tucker type and Fritz-John type in terms of the Ioffe-approximate subdifferentials. Dedicated to Boris Mordukhovich in honour of his 60th birthday.     

A Variational Approach to Upper and Lower Solutions

Traditional proofs of the upper and lower solution existenceresults for nonlinear elliptic equations use monotone iterationschemes based on the maximum principle. In this paper, a directvariational method is employed which characterizes the solutionas the global minimum of a functional on a closed convex set.     

利用Lagrange乘数法求解两类技巧性初等问题

本文利用Lagrange乘数法求解两类典型的复数、不等式问题.     

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.     

A Variational Approach to Dynamic Recrystallization Using Probability Distributions

We investigate a model of dynamic recrystallization in polycrystalline materials. A probability distribution function is introduced to characterize the state of individual grains by grain size and dislocation density. Specifying free energy and dissipation within the polycrystalline aggregate we are able to derive an evolution equation for the probability density function via a thermodynamic extremum principle. Once the distribution function is known macroscopic quantities like average strain and stress can be calculated. For distribution functions which are constant in time, describing a state of dynamic equilibrium, we obtain a partial differential equation in parameter space which we solve using a marching algorithm. Numerical results are presented and their physical interpretation is given. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A Variational Approach to Nonlinear Singularly Perturbed Boundary-Value Problems

Carrier and Pearson introduced a nonlinear singularly perturbed boundary value problem that has served as a paradigm for problems where the method of matched asymptotic expansions (MAE) apparently fails. The “failure” of MAE is its inability to select the location of possible internal layers, though their structure is determined. Thus, a straightforward application of MAE leaves the positions of any internal layers arbitrary, though the asymptotic expansion of the exact solution to the problem exhibits internal layers only at specific locations. For this reason the solutions produced by MAE have been referred to as spurious solutions. We resolve the question of finding the positions of the interior layers by employing the variational approach of Grasman and Matkowsky. In addition, we show that this method tells how solutions bifurcate as the boundary values are varied, and give an alternative motivation for the variational approach via Newton”s method.     

The Method of Multipliers for Nonlinearly Constrained Variational Inequalities

The method of multipliers for variational inequalities with nonstrictly monotone cost mappings and convex differentiable constraints is considered. We prove the convergence of the method with an arbitrary value of the penalty parameter. We suggest to evaluate accuracy of solutions of auxiliary subproblems with the help of gap functions.     

Schrodinger方程的变分迭代解法

该文以Ｓｃｈｒｏｄｉｎｇｅｒ方程为例,分析变分迭代法的一些基本特点．在该方法中引进了一广义拉氏乘子构造了一迭代格式,拉氏乘子可由变分理论最佳识别．由于在识别拉氏乘子是应用了限制变分的概念,所以只能通过迭代才能得到收敛解．为了加快收敛速度,可以在初始近似引入待定常数,而待定常数又可用各种方式最佳识别．文中初步分析了该方法的收敛性,对于Ｓｃｈｒｏｄｉｎｇｅｒ方程,其一阶近似即可得到Ｊｏｓｔ解．     

The Method of Lagrange Multipliers for the Class of Subsmooth Mappings

Mathematical Notes -     

A Variational Approach to Discontinuous Problems with Critical Sobolev Exponents

We employ variational techniques to study the existence and multiplicity of positive solutions of semilinear equations of the form − Δu = λh(x)H(u − a)u^q + u^2* − 1 in R^N, where λ, a > 0 are parameters, h(x) is both nonnegative and integrable on R^N, H is the Heaviside function, 2* is the critical Sobolev exponent, and 0 ≤ q < 2* − 1. We obtain existence, multiplicity and regularity of solutions by distinguishing the cases 0 ≤ q ≤ 1 and 1 < q < 2* − 1.