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Constrained blackbox optimization is a difficult problem, with most approaches coming from the mathematical programming literature. The statistical literature is sparse, especially in addressing problems with nontrivial constraints. This…

We consider a recently introduced formulation for fluid-structure interaction problems which makes use of a distributed Lagrange multiplier in the spirit of the fictitious domain method. In this paper we focus on time integration methods of…

Numerical Analysis · Mathematics 2019-07-02 Daniele Boffi , Lucia Gastaldi , Sebastian Wolf

First-order methods (FOMs) have been widely used for solving large-scale problems. A majority of existing works focus on problems without constraint or with simple constraints. Several recent works have studied FOMs for problems with…

Optimization and Control · Mathematics 2021-02-10 Zichong Li , Yangyang Xu

In this paper, we discuss scalar Lagrangian multipliers and vector Lagrangian multipliers for constrained set-valued optimization problems. We obtain some necessary conditions, sufficient conditions, as well as necessary and sufficient…

Optimization and Control · Mathematics 2017-06-13 Renying Zeng

Hybrid dynamical systems pose significant challenges for effective planning and control, especially when additional constraints such as obstacle avoidance, state boundaries, and actuation limits are present. In this letter, we extend the…

Systems and Control · Electrical Eng. & Systems 2025-10-24 Pietro Noah Crestaz , Gokhan Alcan , Ville Kyrki

This paper proposes and analyzes an accelerated inexact dampened augmented Lagrangian (AIDAL) method for solving linearly-constrained nonconvex composite optimization problems. Each iteration of the AIDAL method consists of: (i) inexactly…

Optimization and Control · Mathematics 2023-02-08 Weiwei Kong , Renato D. C. Monteiro

Most recently, He and Yuan [arXiv:2108.08554, 2021] have proposed a balanced augmented Lagrangian method (ALM) for the canonical convex programming problem with linear constraints, which advances the original ALM by balancing its…

Optimization and Control · Mathematics 2021-12-30 Shengjie Xu

The inverse problem of the calculus of variations consists in determining if the solutions of a given system of second order differential equations correspond with the solutions of the Euler-Lagrange equations for some regular Lagrangian.…

Differential Geometry · Mathematics 2016-03-27 María Barbero-Liñán , Marta Farré Puiggalí , David Martín de Diego

Motivated by an inertial primal-dual dynamical system with vanishing damping, we propose a class of accelerated augmented Lagrangian methods with Nesterov extrapolation parameters for a linearly constrained convex optimization problem with…

Optimization and Control · Mathematics 2026-05-28 Xin He , Nan-Jing Huang , Yi-Bin Xiao , Ya-Ping Fang

Physics and equality constrained artificial neural networks (PECANN) are grounded in methods of constrained optimization to properly constrain the solution of partial differential equations (PDEs) with their boundary and initial conditions…

Machine Learning · Computer Science 2023-07-18 Shamsulhaq Basir , Inanc Senocak

We present a distributed Lagrange multiplier formulation of the Finite Element Immersed Boundary Method to couple incompressible fluids with compressible solids. This is a generalization of the formulation presented in Heltai and Costanzo…

Numerical Analysis · Mathematics 2017-12-08 Daniele Boffi , Lucia Gastaldi , Luca Heltai

This article considers the error analysis of finite element discretizations and adaptive mesh refinement procedures for nonlocal dynamic contact and friction, both in the domain and on the boundary. For a large class of parabolic…

Numerical Analysis · Mathematics 2019-05-14 Heiko Gimperlein , Jakub Stocek

In the present work, we propose to extend to the Stokes problem a fictitious domain approach inspired by eXtended Finite Element Method and studied for Poisson problem in [Renard]. The method allows computations in domains whose boundaries…

Numerical Analysis · Mathematics 2015-06-15 Sébastien Court , Michel Fournié , Alexei Lozinski

We present a numerical method for the local solution of nonlinear programming problems. The SUMT approach of Fiacco and McCormick results in a merit function with quadratic penalties and logarithmic barriers. Our NLP solver works by…

Numerical Analysis · Mathematics 2018-06-12 Martin Neuenhofen

A class of optimal control problems governed by semilinear parabolic equations with mixed pointwise constraints is considered. We give some criteria under which the first and second-order optimality conditions are of KKT-type. We then prove…

Optimization and Control · Mathematics 2024-02-06 Huynh Khanh , Bui Trong Kien

Fourth-order differential equations play an important role in many applications in science and engineering. In this paper, we present a three-field mixed finite-element formulation for fourth-order problems, with a focus on the effective…

Numerical Analysis · Mathematics 2022-10-13 Patrick E. Farrell , Abdalaziz Hamdan , Scott P. MacLachlan

In this paper, we accomplish a unified convergence analysis of a second-order method of multipliers (i.e., a second-order augmented Lagrangian method) for solving the conventional nonlinear conic optimization problems.Specifically, the…

Optimization and Control · Mathematics 2021-10-01 Liang Chen , Junyuan Zhu , Xinyuan Zhao

We introduce a family of proximal discontinuous Galerkin methods for variational inequalities, focusing on the obstacle problem as a didactic example. Each member of this family is born from applying a different well-known nonconforming…

Numerical Analysis · Mathematics 2026-04-23 Alexandre Ern , Brendan Keith , Dohyun Kim , Rami Masri , Beatrice Riviere

Augmented Lagrangian dual augments the classical Lagrangian dual with a non-negative non-linear penalty function of the violation of the relaxed/dualized constraints in order to reduce the duality gap. We investigate the cases in which…

Optimization and Control · Mathematics 2025-01-20 Avinash Bhardwaj , Vishnu Narayanan , Abhishek Pathapati

We present a numerical method for the minimization of objectives that are augmented with large quadratic penalties of overdetermined inconsistent equality constraints. Such objectives arise from quadratic integral penalty methods for the…

Optimization and Control · Mathematics 2020-09-15 Martin P. Neuenhofen , Eric C. Kerrigan
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