Related papers: The augmented Lagrangian method as a framework for…
In this paper, we employ the concept of quasi-relative interior to analyze the method of Lagrange multipliers and establish strong Lagrangian duality for nonsmooth convex optimization problems in Hilbert spaces. Then, we generalize the…
This article discusses the uncertainty quantification (UQ) for time-independent linear and nonlinear partial differential equation (PDE)-based systems with random model parameters carried out using sampling-free intrusive stochastic…
In this paper a hybridized weak Galerkin (HWG) finite element method for solving the Stokes equations in the primary velocity-pressure formulation is introduced. The WG method uses weak functions and their weak derivatives which are defined…
There are many important practical optimization problems whose feasible regions are not known to be nonempty or not, and optimizers of the objective function with the least constraint violation prefer to be found. A natural way for dealing…
This paper deals with the geometric numerical integration of gradient flow and its application to optimization. Gradient flows often appear as model equations of various physical phenomena, and their dissipation laws are essential.…
We propose a novel parameter-free and locking-free enriched Galerkin (EG) method for solving the linear elasticity problem in both two and three dimensions. Unlike existing locking-free EG methods, our method enriches the first-order…
We propose an extension of the F-maximization principle to take into account the effects of non-superconformality. Guided by a four-dimensional analog, we formulate a modification of the free energy via the Lagrange multiplier technique. We…
We present a reduced basis stochastic Galerkin method for partial differential equations with random inputs. In this method, the reduced basis methodology is integrated into the stochastic Galerkin method, resulting in a significant…
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…
We study in detail the two main algorithms which have been considered for fitting constrained marginal models to discrete data, one based on Lagrange multipliers and the other on a regression model. We show that the updates produced by the…
We propose a locally conservative enriched Galerkin scheme that preserves the physical bounds for an elliptic problem. To this end, we use a substantial over-penalization of the discrete solution's jumps to obtain optimal convergence. To…
We develop a cut Discontinuous Galerkin method (cutDGM) for a diffusion-reaction equation in a bulk domain which is coupled to a corresponding equation on the boundary of the bulk domain. The bulk domain is embedded into a structured,…
The design of numerical boundary conditions is a challenging problem that has been tackled in different ways depending on the nature of the problem and the numerical scheme used to solve it. In this paper we present a new weighted…
In this paper, we present a pressure-robust enriched Galerkin (EG) scheme for solving the Stokes equations, which is an enhanced version of the EG scheme for the Stokes problem proposed in [Son-Young Yi, Xiaozhe Hu, Sanghyun Lee, James H.…
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…
In this paper, we develop an oscillation free local discontinuous Galerkin (OFLDG) method for solving nonlinear degenerate parabolic equations. Following the idea of our recent work [J. Lu, Y. Liu, and C.-W. Shu, SIAM J. Numer. Anal.…
Recently, lower-level constrained bilevel optimization has attracted increasing attention. However, existing methods mostly focus on either deterministic cases or problems with linear constraints. The main challenge in stochastic cases with…
This paper presents a hybridized formulation for the weak Galerkin mixed finite element method (WG-MFEM) which was introduced and analyzed for second order elliptic equations. The WG-MFEM method was designed by using discontinuous piecewise…
Within the framework of the augmented Lagrangian (AL), we propose a novel distributed optimization method, termed Distributed Augmented Lagrangian Decomposition (DALD), and provide a rigorous convergence proof for its standard version. To…
Local convergence analysis of the augmented Lagrangian method (ALM) is established for a large class of composite optimization problems with nonunique Lagrange multipliers under a second-order sufficient condition. We present a new…