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This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

Optimization and Control · Mathematics 2022-04-20 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz , Gerd Wachsmuth

Polyhedral convex set optimization problems are the simplest optimization problems with set-valued objective function. Their role in set optimization is comparable to the role of linear programs in scalar optimization. Vector linear…

Optimization and Control · Mathematics 2024-01-26 Andreas Löhne

This paper presents a hybridized formulation for the weak Galerkin finite element method for the biharmonic equation. The hybridized weak Galerkin scheme is based on the use of a Lagrange multiplier defined on the element boundaries. The…

Numerical Analysis · Mathematics 2014-02-06 Chunmei Wang , Junping Wang

The paper is devoted to the study and applications of criticality of Lagrange multipliers in variational systems, which are associated with the class of problems in composite optimization known as extended nonlinear programming (ENLP). The…

Optimization and Control · Mathematics 2019-01-08 Hong Do , Boris Mordukhovich , M. Ebrahim Sarabi

We consider a stationary variational inequality with gradient constraint and obstacle. We prove that this problem can be described by an equation using a Lagrange multiplier and a characteristic function. The Lagrange multiplier contains…

Analysis of PDEs · Mathematics 2025-05-12 Davide Azevedo , Lisa Santos

We show that many machine learning goals, such as improved fairness metrics, can be expressed as constraints on the model's predictions, which we call rate constraints. We study the problem of training non-convex models subject to these…

Machine Learning · Computer Science 2018-09-13 Andrew Cotter , Heinrich Jiang , Serena Wang , Taman Narayan , Maya Gupta , Seungil You , Karthik Sridharan

When deploying machine learning solutions, they must satisfy multiple requirements beyond accuracy, such as fairness, robustness, or safety. These requirements are imposed during training either implicitly, using penalties, or explicitly,…

Machine Learning · Computer Science 2024-01-12 Ignacio Hounie , Alejandro Ribeiro , Luiz F. O. Chamon

Recent developments in set optimization are surveyed and extended including various set relations as well as fundamental constructions of a convex analysis for set- and vector-valued functions, and duality for set optimization problems.…

Optimization and Control · Mathematics 2024-01-26 Andreas H. Hamel , Frank Heyde , Andreas Löhne , Birgit Rudloff , Carola Schrage

Variable selection is one of the most important tasks in statistics and machine learning. To incorporate more prior information about the regression coefficients, the constrained Lasso model has been proposed in the literature. In this…

Optimization and Control · Mathematics 2019-03-13 Zengde Deng , Anthony Man-Cho So

We present some new regularity criteria for ``suitable weak solutions'' of the Navier-Stokes equations near the boundary in dimension three. We prove that suitable weak solutions are H\"older continuous up to the boundary provided that the…

Analysis of PDEs · Mathematics 2007-05-23 Stephen Gustafson , Kyungkeun Kang , Tai-Peng Tsai

Two are the main objectives of this article: first, we introduce a method for determining and analyzing constrained local extrema that provides a different alternative to all previous works on the topic, by eliminating Lagrange multipliers…

Classical Analysis and ODEs · Mathematics 2013-03-14 Salvador Gigena

Set-valued prediction is a well-known concept in multi-class classification. When a classifier is uncertain about the class label for a test instance, it can predict a set of classes instead of a single class. In this paper, we focus on…

Machine Learning · Computer Science 2022-03-15 Thomas Mortier , Eyke Hüllermeier , Krzysztof Dembczyński , Willem Waegeman

This work investigates the convergence behavior of augmented Lagrangian methods (ALMs) when applied to convex optimization problems that may be infeasible. ALMs are a popular class of algorithms for solving constrained optimization…

Optimization and Control · Mathematics 2026-03-17 Roland Andrews , Justin Carpentier , Adrien Taylor

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

The augmented Lagrange method is employed to address the optimal control problem involving pointwise state constraints in parabolic equations. The strong convergence of the primal variables and the weak convergence of the dual variables are…

Optimization and Control · Mathematics 2024-12-02 Weilong You , Fu Zhang

To verify theoretical results it is sometimes important to use a numerical example where the solution has a particular regularity. The paper describes one approach to construct such examples. It is based on the regularity theory for…

Numerical Analysis · Mathematics 2025-03-10 Thomas Apel , Katharina Lorenz , Serge Nicaise

This study investigates imposing hard inequality constraints on the outputs of convolutional neural networks (CNN) during training. Several recent works showed that the theoretical and practical advantages of Lagrangian optimization over…

Computer Vision and Pattern Recognition · Computer Science 2023-08-31 Hoel Kervadec , Jose Dolz , Jing Yuan , Christian Desrosiers , Eric Granger , Ismail Ben Ayed

We discretize the Lagrange multiplier formulation of the obstacle problem by mixed and stabilized finite element methods. A priori and a posteriori error estimates are derived and numerically verified.

Numerical Analysis · Mathematics 2017-11-16 Tom Gustafsson , Rolf Stenberg , Juha Videman

The unique solvability and error analysis of the original Lagrange multiplier approach proposed in [8] for gradient flows is studied in this paper. We identify a necessary and sufficient condition that must be satisfied for the nonlinear…

Numerical Analysis · Mathematics 2024-05-07 Qing Cheng , Jie Shen , Cheng Wang

Lagrangian Relaxation (LR) is a powerful technique for solving large-scale Mixed Integer Linear Programming (MILP), particularly those with decomposable structures, such as vehicle routing or unit commitment problems. By relaxing the…

Machine Learning · Statistics 2026-05-27 Tung Quoc Le , Anh Tuan Nguyen , Viet Anh Nguyen
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