Related papers: The Ritz method with Lagrange multipliers
In this note, three Lagrange multiplier rules introduced in the literature for set valued optimization problems are compared. A generalization of all three results is given which proves that under rather mild assumptions, $x$ is a weak…
We develop a general framework for estimating function-valued parameters under equality or inequality constraints in infinite-dimensional statistical models. Such constrained learning problems are common across many areas of statistics and…
Using cumulative residual processes, we propose joint goodness-of-fit tests for conditional means and variances functions in the context of nonlinear time series with martingale difference innovations. The main challenge comes from the fact…
We apply the method of inverse iteration to the Laplace eigenvalue problem with Robin and mixed Dirichlet-Neumann boundary conditions, respectively. For each problem, we prove convergence of the iterates to a non-trivial principal…
An extension of Riewe's fractional Hamiltonian formulation is presented for fractional constrained systems. The conditions of consistency of the set of constraints with equations of motion are investigated. Three examples of fractional…
An extension of the Legendre transform to non-convex functions with vanishing Hessian as a mix of envelope and general solutions of the Clairaut equation is proposed. Applying this to systems with constraints, the procedure of finding a…
Lagrangian relaxation is a versatile mathematical technique employed to relax constraints in an optimization problem, enabling the generation of dual bounds to prove the optimality of feasible solutions and the design of efficient…
We study for the first time a two-phase free boundary problem in which the solution satisfies a Robin boundary condition. We consider the case in which the solution is continuous across the free boundary and we prove an existence and a…
The paper considers a boundary value problem for the high-order Lavrent'ev-Bitsadze equation. Necessary and sufficient conditions for the uniqueness of the solution are found. When substantiating the existence, the problem of "small…
We prove conditions for existence of analytical solutions for boundary value problems with the Hilfer fractional derivative, generalizing the commonly used Riemann-Liouville and Caputo operators. The boundary values, referred to in this…
We provide a correction to the sufficient conditions under which closed-form expressions for the optimal Lagrange multiplier are provided in arXiv:2112.13138 [math.OC]. We first present a simple counterexample where the original conditions…
The potential applications of boundary functionals of random processes, such as the extreme values of these processes, the moment of first reaching a fixed level, the value of the process at the moment of reaching the level, the moment of…
We provide a general approach to Lipschitz regularity of solutions for a large class of vector-valued, nonautonomous variational problems exhibiting nonuniform ellipticity. The functionals considered here range amongst those with unbalanced…
A new method is introduced for studying boundary value problems for a class of linear PDEs with {\it variable} coefficients. This method is based on ideas recently introduced by the author for the study of boundary value problems for PDEs…
This paper revisits the Lagrange multiplier type test for the null hypothesis of no cross-sectional dependence in large panel data models. We propose a unified test procedure and its power enhancement version, which show robustness for a…
We prove convergence of piecewise polynomial collocation methods applied to periodic boundary value problems for functional differential equations with state-dependent delays. The state dependence of the delays leads to nonlinearities that…
We provide an abstract multivariate central limit theorem with the Lindeberg-type error bounded in terms of Lipschitz functions (Wasserstein 1-distance) or functions with bounded second or third derivatives. The result is proved by means of…
We introduce a mathematical technique based on modifying a given Riemannian metric and we investigate its applicability to controlling and stabilizing constrained mechanical systems. In essence our result is based on the construction of a…
Constrained optimization problems exist in many domains of science, such as thermodynamics, mechanics, economics, etc. These problems are classically solved with the help of the Lagrange multipliers and the Lagrangian function. However, the…
We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…