Related papers: A simple proof of existence of Lagrange multiplier…
The main objective of this work is to study the existence of Lagrange multipliers for infinite dimensional problems under G\^ateux differentiability assumptions on the data. Our investigation follows two main steps: the proof of the…
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…
We develop a Lagrange multiplier theory for nonconvex set-valued optimization problems under Lipschitz-type regularity conditions. Instead of classical continuous linear functionals, we introduce closed convex processes -- set-valued…
Constrained optimization problems exist in many domains of science, such as thermodynamics, mechanics, economics, etc. These problems are classically solved with the help of the Lagrange multipliers and the Lagrangian function. However, the…
Variational problems under uniform quasiconvex constraints on the gradient are studied. In particular, existence of solutions to such problems is proved as well as existence of lagrange multipliers associated to the uniform constraint. They…
Many physical problems involving heterogeneous spatial scales, such as the flow through fractured porous media, the study of fiber-reinforced materials, or the modeling of the small circulation in living tissues -- just to mention a few…
We give a general Lagrange multiplier rule for mathematical programming problems in a Hausdorff locally convex space. We consider infinitely many inequality and equality constraints. Our results gives in particular a generalisation of the…
Problems involving rolling without slipping or no sideways skidding, to name a few, introduce velocity-dependent constraints that can be efficiently treated by the method of Lagrange multipliers in the Lagrangian formulation of the…
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…
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 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…
We present a new kind of Lagrangian duality theory for set-valued convex optimization problems whose objective and constraint maps are defined between preordered normed spaces. The theory is accomplished by introducing a new set-valued…
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…
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…
We examine two central regularization strategies for monotone variational inequalities, the first a direct regularization of the operative monotone mapping, and the second via regularization of the associated dual gap function. A key link…
We provide a correction to the sufficient conditions under which closed-form expressions for the optimal Lagrange multiplier are provided in arXiv:2112.13138 [math.OC]. We first present a simple counterexample where the original conditions…
Estimating the unconstrained mean and covariance matrix is a popular topic in statistics. However, estimation of the parameters of $N_p(\mu,\Sigma)$ under joint constraints such as $\Sigma\mu = \mu$ has not received much attention. It can…
The paper concerns the study of criticality of Lagrange multipliers in variational systems that has been recognized in both theoretical and numerical aspects of optimization and variational analysis. In contrast to the previous developments…
In a space of 4-dimensions, I will examine constrained variational problems in which the Lagrangian, and constraint scalar density, are concomitants of a (pseudo-Riemannian) metric tensor and its first two derivatives. The Lagrange…
In this paper we will review recent advances in the application of the augmented Lagrange multiplier method as a general approach for generating multiplier--free stabilised methods. We first show how the method generates Galerkin/Least…