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In this paper we introduce the essential Lagrange multiplier and establish the solid mathematical foundation of constrained optimization in Hilbert spaces with sharp results on the mathematical foundation of quadratic-programming based…

Optimization and Control · Mathematics 2026-03-12 Zhiyu Tan

We propose an enriched finite element formulation to address the computational modeling of contact problems and the coupling of non-conforming discretizations in the small deformation setting. The displacement field is augmented by enriched…

Computational Engineering, Finance, and Science · Computer Science 2021-12-30 Dongyu Liu , Sanne J. van den Boom , Angelo Simone , Alejandro M. Aragón

Augmented Lagrangian method (also called as method of multipliers) is an important and powerful optimization method for lots of smooth or nonsmooth variational problems in modern signal processing, imaging, optimal control and so on.…

Optimization and Control · Mathematics 2021-08-31 Hongpeng Sun

The Augmented Lagrangian Method (ALM) is an iterative method for the solution of equality-constrained non-linear programming problems. In contrast to the quadratic penalty method, the ALM can satisfy equality constraints in an exact way.…

Numerical Analysis · Mathematics 2018-04-24 Martin Neuenhofen

We expand the scope of the alternating direction method of multipliers (ADMM). Specifically, we show that ADMM, when employed to solve problems with multiaffine constraints that satisfy certain verifiable assumptions, converges to the set…

Optimization and Control · Mathematics 2019-10-24 Wenbo Gao , Donald Goldfarb , Frank E. Curtis

In this two-part study, we develop a general theory of the so-called exact augmented Lagrangians for constrained optimization problems in Hilbert spaces. In contrast to traditional nonsmooth exact penalty functions, these augmented…

Optimization and Control · Mathematics 2024-04-23 M. V. Dolgopolik

We consider the surface Stokes equation with Lagrange multiplier and approach it numerically. Using a Taylor-Hood surface finite element method, along with an appropriate estimate for the additional Lagrange multiplier, we derive a new…

Numerical Analysis · Mathematics 2025-07-03 Charles M. Elliott , Achilleas Mavrakis

The paper proposes an approach for the efficient model order reduction of dynamic contact problems in linear elasticity. Instead of the augmented Lagrangian method that is widely used for mechanical contact problems, we prefer here the…

Numerical Analysis · Mathematics 2021-07-27 Diana Manvelyan , Bernd Simeon , Utz Wever

We present a robust and efficient method for simulating Lagrangian solid-fluid coupling based on a new operator splitting strategy. We use variational formulations to approximate fluid properties and solid-fluid interactions, and introduce…

Graphics · Computer Science 2023-01-06 Tianyi Xie , Minchen Li , Yin Yang , Chenfanfu Jiang

Necessary optimality conditions in Lagrangian form and the sequential minimization framework are extended to mixed-integer nonlinear optimization, without any convexity assumptions. Building upon a recently developed notion of local…

Optimization and Control · Mathematics 2026-04-10 Alberto De Marchi

This paper studies a class of double-loop (inner-outer) algorithms for convex composite optimization. For unconstrained problems, we develop a restarted accelerated composite gradient method that attains the optimal first-order complexity…

Optimization and Control · Mathematics 2026-02-23 Matthew X. Burns , Jiaming Liang

We propose a boundary value correction approach for cases when curved boundaries are approximated by straight lines (planes) and Lagrange multipliers are used to enforce Dirichlet boundary conditions. The approach allows for optimal order…

Numerical Analysis · Mathematics 2019-03-19 Erik Burman , Peter Hansbo , Mats G. Larson

Lagrange multipliers are present in any gauge theory. They possess peculiar gauge transformation which is not generated by the constraints in the model as it is the case with the other variables. For rank one gauge theories we show how to…

High Energy Physics - Theory · Physics 2007-05-23 M. N. Stoilov

We propose a modified primal-dual method for general convex optimization problems with changing constraints. We obtain properties of Lagrangian saddle points for these problems which enable us to establish convergence of the proposed…

Optimization and Control · Mathematics 2022-01-04 Igor Konnov

We propose an augmented Lagrangian-type algorithm for the solution of generalized Nash equilibrium problems (GNEPs). Specifically, we discuss the convergence properties with regard to both feasibility and optimality of limit points. This is…

Optimization and Control · Mathematics 2018-07-13 Christian Kanzow , Daniel Steck

We develop a decomposition method based on the augmented Lagrangian framework to solve a broad family of semidefinite programming problems, possibly with nonlinear objective functions, nonsmooth regularization, and general linear…

Optimization and Control · Mathematics 2023-03-08 Yifei Wang , Kangkang Deng , Haoyang Liu , Zaiwen Wen

This paper addresses problems of second-order cone programming important in optimization theory and applications. The main attention is paid to the augmented Lagrangian method (ALM) for such problems considered in both exact and inexact…

Optimization and Control · Mathematics 2021-07-07 Nguyen T. V. Hang , Boris S. Mordukhovich , M. Ebrahim Sarabi

In this paper we study a class of constrained minimax problems. In particular, we propose a first-order augmented Lagrangian method for solving them, whose subproblems turn out to be a much simpler structured minimax problem and are…

Optimization and Control · Mathematics 2024-10-29 Zhaosong Lu , Sanyou Mei

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…

Optimization and Control · Mathematics 2016-12-02 Carola Schrage

In the present work, a general formulation is proposed to implement the contact angle boundary conditions for the second-order Phase-Field models, which is applicable to $N$-phase $(N \geqslant 2)$ moving contact line problems. To remedy…

Fluid Dynamics · Physics 2022-09-27 Ziyang Huang , Guang Lin , Arezoo M. Ardekani