Related papers: The augmented Lagrangian method as a framework for…
A new formulation of the immersed boundary method, which facilitates accurate simulation of incompressible isothermal and natural convection flows around immersed bodies and which may be applied for accurate linear stability analysis of the…
In recent work (Maierhofer & Huybrechs, 2022, Adv. Comput. Math.), the authors showed that least-squares oversampling can improve the convergence properties of collocation methods for boundary integral equations involving operators of…
There has been a recent interest in imitation learning methods that are guaranteed to produce a stabilizing control law with respect to a known system. Work in this area has generally considered linear systems and controllers, for which…
In this article, we present new general results on existence of augmented Lagrange multipliers. We define a penalty function associated with an augmented Lagrangian, and prove that, under a certain growth assumption on the augmenting…
We study in this paper new developments of the Lagrange-Galerkin method for the advection equation. In the first part of the article we present a new improved error estimate of the conventional Lagrange-Galerkin method. In the second part,…
We propose a new Lagrange multiplier approach to construct positivity preserving schemes for parabolic type equations. The new approach introduces a space-time Lagrange multiplier to enforce the positivity with the Karush-Kuhn-Tucker (KKT)…
A discontinuous Galerkin method has been developed for strain gradient-dependent damage. The strength of this method lies in the fact that it allows the use of $C^0$ interpolation functions for continuum theories involving higher-order…
Lagrangian relaxation stands among the most efficient approaches for solving a Mixed Integer Linear Programs (MILP) with difficult constraints. Given any duals for these constraints, called Lagrangian Multipliers (LMs), it returns a bound…
Jump penalty stabilisation techniques have been recently proposed for continuous and discontinuous high order Galerkin schemes [1,2,3]. The stabilisation relies on the gradient or solution discontinuity at element interfaces to incorporate…
In this paper, we introduce a Lagrange multiplier approach to construct linearly implicit energy-preserving schemes of arbitrary order for general Hamiltonian PDEs. Unlike the widely used auxiliary variable methods, this novel approach does…
A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is proved under a uniform convexity condition on the cost…
In this paper, we present a new set-valued Lagrange multiplier theorem for constrained convex set-valued optimization problems. We introduce the novel concept of Lagrange process. This concept is a natural extension of the classical concept…
This paper considers a generic convex minimization template with affine constraints over a compact domain, which covers key semidefinite programming applications. The existing conditional gradient methods either do not apply to our template…
We propose a new discontinuous Galerkin method based on the least-squares patch reconstruction for the biharmonic problem. We prove the optimal error estimate of the proposed method. The two-dimensional and three-dimensional numerical…
In this paper, we propose a hybridized discontinuous Galerkin(HDG) method with reduced stabilization for the Poisson equation. The reduce stabilization proposed here enables us to use piecewise polynomials of degree $k$ and $k-1$ for the…
In this paper the author reviews a version of the global Galerkin that was developed and applied in a series of earlier publications. The method is based on divergence-free basis functions satisfying all the linear and homogeneous boundary…
We consider the convex minimization model with both linear equality and inequality constraints, and reshape the classic augmented Lagrangian method (ALM) by balancing its subproblems. As a result, one of its subproblems decouples the…
We present and analyze a new hybridizable discontinuous Galerkin (HDG) method for the steady state Maxwell equations. In order to make the problem well-posed, a condition of divergence is imposed on the electric field. Then a Lagrange…
We propose an explicit, single step discontinuous Galerkin (DG) method on moving grids using the arbitrary Lagrangian-Eulerian (ALE) approach for one dimensional Euler equations. The grid is moved with the local fluid velocity modified by…
This paper consists of a tutorial on the Augmented Lagrangian based Alternating Direction Inexact Newton method (ALADIN) and its application to distributed model predictive control (MPC). The focus is - for simplicity of presentation - on…