Pseudo-parallel Lagrangian submanifolds in complex space forms

In this work we study pseudo-parallel Lagrangian submanifolds in a complex space form. We give several general properties of pseudo-parallel submanifolds. For the 2-dimensional case, we show that any minimal Lagrangian surface is pseudo-parallel. We also give examples of non-minimal pseudo-parallel Lagrangian surfaces. Here we prove a local classification of the pseudo-parallel Lagrangian surfaces. In particular, semi-parallel Lagrangian surfaces are totally geodesic or flat. Finally, we give examples of pseudo-parallel Lagrangian surfaces which are not semi-parallel.     

A theoretical and empirical investigation on the Lagrangian capacities of the 0-1 multidimensional knapsack problem

We present a novel Lagrangian method to find good feasible solutions in theoretical and empirical aspects. After investigating the concept of Lagrangian capacity, which is the value of the capacity constraint that Lagrangian relaxation can find an optimal solution, we formally reintroduce Lagrangian capacity suitable to the 0-1 multidimensional knapsack problem and present its new geometric equivalent condition including a new associated property. Based on the property, we propose a new Lagrangian heuristic that finds high-quality feasible solutions of the 0-1 multidimensional knapsack problem. We verify the advantage of the proposed heuristic by experiments. We make comparisons with existing Lagrangian approaches on benchmark data and show that the proposed method performs well on large-scale data.     

一类Lagrangian对偶问题的零对偶间隙性质及其最优路径的收敛性

针对一般的非线性规划问题,利用某些Lagrange型函数给出了一类Lagrangian对偶问题的一般模型,并证明它与原问题之间存在零对偶间隙．针对具体的一类增广La- grangian对偶问题以及几类由非线性卷积函数构成的Lagrangian对偶问题,详细讨论了零对偶间隙的存在性．进一步,讨论了在最优路径存在的前提下,最优路径的收敛性质．     

Augmented Lagrangian Objective Penalty Function

Augmented Lagrangian function is one of the most important tools used in solving some constrained optimization problems. In this article, we study an augmented Lagrangian objective penalty function and a modified augmented Lagrangian objective penalty function for inequality constrained optimization problems. First, we prove the dual properties of the augmented Lagrangian objective penalty function, which are at least as good as the traditional Lagrangian function's. Under some conditions, the saddle point of the augmented Lagrangian objective penalty function satisfies the first-order Karush-Kuhn-Tucker condition. This is especially so when the Karush-Kuhn-Tucker condition holds for convex programming of its saddle point existence. Second, we prove the dual properties of the modified augmented Lagrangian objective penalty function. For a global optimal solution, when the exactness of the modified augmented Lagrangian objective penalty function holds, its saddle point exists. The sufficient and necessary stability conditions used to determine whether the modified augmented Lagrangian objective penalty function is exact for a global solution is proved. Based on the modified augmented Lagrangian objective penalty function, an algorithm is developed to find a global solution to an inequality constrained optimization problem, and its global convergence is also proved under some conditions. Furthermore, the sufficient and necessary calmness condition on the exactness of the modified augmented Lagrangian objective penalty function is proved for a local solution. An algorithm is presented in finding a local solution, with its convergence proved under some conditions.     

Unified theory of augmented Lagrangian methods for constrained global optimization

We classify in this paper different augmented Lagrangian functions into three unified classes. Based on two unified formulations, we construct, respectively, two convergent augmented Lagrangian methods that do not require the global solvability of the Lagrangian relaxation and whose global convergence properties do not require the boundedness of the multiplier sequence and any constraint qualification. In particular, when the sequence of iteration points does not converge, we give a sufficient and necessary condition for the convergence of the objective value of the iteration points. We further derive two multiplier algorithms which require the same convergence condition and possess the same properties as the proposed convergent augmented Lagrangian methods. The existence of a global saddle point is crucial to guarantee the success of a dual search. We generalize in the second half of this paper the existence theorems for a global saddle point in the literature under the framework of the unified classes of augmented Lagrangian functions.     

广义乘子交替方向法求解线性约束不可分非凸优化问题的收敛性

In this paper, we consider the convergence of the generalized alternating direction method of multipliers(GADMM) for solving linearly constrained nonconvex minimization model whose objective contains coupled functions. Under the assumption that the augmented Lagrangian function satisfies the Kurdyka-Lojasiewicz inequality, we prove that the sequence generated by the GADMM converges to a critical point of the augmented Lagrangian function when the penalty parameter in the augmented Lagrangian function is sufficiently large. Moreover, we also present some sufficient conditions guaranteeing the sublinear and linear rate of convergence of the algorithm.     

Lagrange optimality system for a class of nonsmooth convex optimization

In this paper, we revisit the augmented Lagrangian method for a class of nonsmooth convex optimization. We present the Lagrange optimality system of the augmented Lagrangian associated with the problems, and establish its connections with the standard optimality condition and the saddle point condition of the augmented Lagrangian, which provides a powerful tool for developing numerical algorithms: we derive a Lagrange–Newton algorithm for the nonsmooth convex optimization, and establish the nonsingularity of the Newton system and the local convergence of the algorithm.     

Non-differentiable embedding of Lagrangian systems and partial differential equations

We develop the non-differentiable embedding theory of differential operators and Lagrangian systems using a new operator on non-differentiable functions. We then construct the corresponding calculus of variations and we derive the associated non-differentiable Euler-Lagrange equation, and apply this formalism to the study of PDEs. First, we extend the characteristics method to the non-differentiable case. We prove that non-differentiable characteristics for the Navier-Stokes equation correspond to extremals of an explicit non-differentiable Lagrangian system. Second, we prove that the solutions of the Schrödinger equation are non-differentiable extremals of the Newton?s Lagrangian.     

Some Results about Duality and Exact Penalization

In this paper, we introduce the concept of the valley at 0 augmenting function and apply it to construct a class of valley at 0 augmented Lagrangian functions. We establish the existence of a path of optimal solutions generated by valley at 0 augmented Lagrangian problems and its convergence toward the optimal set of the original problem and obtain the zero duality gap property between the primal problem and the valley at 0 augmented Lagrangian dual problem. Moreover, we establish the exact penalization representation results in the framework of valley at 0 augmented Lagrangian.     

On caustics of submanifolds and canal hypersurfaces in Euclidean space

We investigate a relationship between the caustics of a submanifold of general dimension and of a canal hypersurface of the submanifold in Euclidean space. As a consequence, these caustics are the same. Moreover, induced Lagrangian immersion germs are Lagrangian equivalent under a suitable condition. In order to show the results, we use the theory of Lagrangian singularity and of Legendrian singularity.     

Lagrangian embeddings in the complement of symplectic hypersurfaces

For a given embedded Lagrangian in the complement of a complex hypersurface we show the existence of a holomorphic disc in the complement having boundary on that Lagrangian.     

Further Study on Augmented Lagrangian Duality Theory

In this paper, we present a necessary and sufficient condition for a zero duality gap between a primal optimization problem and its generalized augmented Lagrangian dual problems. The condition is mainly expressed in the form of the lower semicontinuity of a perturbation function at the origin. For a constrained optimization problem, a general equivalence is established for zero duality gap properties defined by a general nonlinear Lagrangian dual problem and a generalized augmented Lagrangian dual problem, respectively. For a constrained optimization problem with both equality and inequality constraints, we prove that first-order and second-order necessary optimality conditions of the augmented Lagrangian problems with a convex quadratic augmenting function converge to that of the original constrained program. For a mathematical program with only equality constraints, we show that the second-order necessary conditions of general augmented Lagrangian problems with a convex augmenting function converge to that of the original constrained program.This research is supported by the Research Grants Council of Hong Kong (PolyU B-Q359.)     

On base manifolds of Lagrangian fibrations

We consider base spaces of Lagrangian fibrations from singular symplectic varieties.After defining cohomologically irreducible symplectic varieties,we construct an example of Lagrangian fibration whose base space is isomorphic to a quotient of the projective space.We also prove that the base space of Lagrangian fibration from a cohomologically symplectic variety is isomorphic to the projective space provided that the base space is smooth.     

Some families of special Lagrangian tori

 We give an explicit proof of the local version of Bryant's result [1], stating that any 3-dimensional real-analytic Riemannian manifold can be isometrically embedded as a special Lagrangian submanifold in a Calabi-Yau manifold. We then refine the theorem proving that a certain class of real-analytic one-parameter families of metrics on a 3-torus can be isometrically embedded in a Calabi-Yau manifold as a one-parameter family of special Lagrangian submanifolds. Two applications of these results show how the geometry of the moduli space of 3-dimesional special Lagrangian submanifolds differs considerably from the 2-dimensional one. First of all, applying Bryant's theorem and a construction due to Calabi we show that nearby elements of the local moduli space of a special Lagrangian 3-torus can intersect themselves. Secondly, we use our examples of one-parameter families to show that in dimension three (and higher) the moduli space of special Lagrangian tori is not, in general, special Lagrangian in the sense of Hitchin [13]. Received: 18 December 2001 / Revised version: 31 January 2002 / Published online: 16 October 2002 Mathematics Subject Classification (2000): 53-XX, 53C38     

Some explicit examples of Hamiltonian minimal Lagrangian submanifolds in complex space forms

In this paper, we find some new explicit examples of Hamiltonian minimal Lagrangian submanifolds among the Lagrangian isometric immersions of a real space form in a complex space form.     

Minimal Lagrangian submanifolds of the complex hyperquadric

We introduce a structural approach to study Lagrangian submanifolds of the complex hyperquadric in arbitrary dimension by using its family of non-integrable almost product structures.In particular,we define local angle functions encoding the geometry of the Lagrangian submanifold at hand.We prove that these functions are constant in the special case that the Lagrangian immersion is the Gauss map of an isoparametric hypersurface of a sphere and give the relation with the constant principal curvatures of the hypersurface.We also use our techniques to classify all minimal Lagrangian submanifolds of the complex hyperquadric which have constant sectional curvatures and all minimal Lagrangian submanifolds for which all local angle functions,respectively all but one,coincide.     

Lagrangian Floer theory on compact toric manifolds II: bulk deformations

This is a continuation of part I in the series of the papers on Lagrangian Floer theory on toric manifolds. Using the deformations of Floer cohomology by the ambient cycles, which we call bulk deformations, we find a continuum of non-displaceable Lagrangian fibers on some compact toric manifolds. We also provide a method of finding all fibers with non-vanishing Floer cohomology with bulk deformations in arbitrary compact toric manifolds, which we call bulk-balanced Lagrangian fibers.     

Efficient and Adaptive Lagrange-Multiplier Methods for Nonlinear Continuous Global Optimization

Lagrangian methods are popular in solving continuous constrained optimization problems. In this paper, we address three important issues in applying Lagrangian methods to solve optimization problems with inequality constraints.First, we study methods to transform inequality constraints into equality constraints. An existing method, called the slack-variable method, adds a slack variable to each inequality constraint in order to transform it into an equality constraint. Its disadvantage is that when the search trajectory is inside a feasible region, some satisfied constraints may still pose some effect on the Lagrangian function, leading to possible oscillations and divergence when a local minimum lies on the boundary of the feasible region. To overcome this problem, we propose the MaxQ method that carries no effect on satisfied constraints. Hence, minimizing the Lagrangian function in a feasible region always leads to a local minimum of the objective function. We also study some strategies to speed up its convergence.Second, we study methods to improve the convergence speed of Lagrangian methods without affecting the solution quality. This is done by an adaptive-control strategy that dynamically adjusts the relative weights between the objective and the Lagrangian part, leading to better balance between the two and faster convergence.Third, we study a trace-based method to pull the search trajectory from one saddle point to another in a continuous fashion without restarts. This overcomes one of the problems in existing Lagrangian methods that converges only to one saddle point and requires random restarts to look for new saddle points, often missing good saddle points in the vicinity of saddle points already found.Finally, we describe a prototype Novel (Nonlinear Optimization via External Lead) that implements our proposed strategies and present improved solutions in solving a collection of benchmarks.     

Global saddle points of nonlinear augmented Lagrangian functions

We notice that the results for the existence of global (local) saddle points of augmented Lagrangian functions in the literature were only sufficient conditions of some special types of augmented Lagrangian. In this paper, we introduce a general class of nonlinear augmented Lagrangian functions for constrained optimization problem. In two different cases, we present sufficient and necessary conditions for the existence of global saddle points. Moreover, as corollaries of the two results above, we not only obtain sufficient and necessary conditions for the existence of global saddle points of some special types of augmented Lagrangian functions mentioned in the literature, but also give some weaker sufficient conditions than the ones in the literature. Compared with our recent work (Wang et al. in Math Oper Res 38:740–760, 2013), the nonlinear augmented Lagrangian functions in this paper are more general and the results in this paper are original. We show that some examples (such as improved barrier augmented Lagrangian) satisfy the assumptions of this paper, but not available in Wang et al. (2013).     

Hofer’s metric on the space of Lagrangian submanifolds and wrapped Floer homology

In this paper, we study the relationship between wrapped Floer homology and displaceability of a Lagrangian submanifold which we call vanishing theorem of wrapped Floer homology. We also use this theorem to study Hofer’s pseudometric on the space of Lagrangian submanifolds. We prove an inequality, the Lagrangian version of the inequality of Gromov width and displacement energy, which is called energy-capacity inequality.