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We propose a new Lagrange Multiplier approach to design unconditional energy stable schemes for gradient flows. The new approach leads to unconditionally energy stable schemes that are as accurate and efficient as the recently proposed SAV…

Numerical Analysis · Mathematics 2020-06-24 Qing Cheng , Chun Liu , Jie Shen

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.…

Optimization and Control · Mathematics 2022-12-29 Kenya Onuma , Shun Sato

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…

Optimization and Control · Mathematics 2025-03-13 Henri Lefebvre , Anirudh Subramanyam

In this paper, we consider numerical approximations for the optimal partition problem using Lagrange multipliers. By rewriting it into constrained gradient flows, three and four steps numerical schemes based on the Lagrange multiplier…

Optimization and Control · Mathematics 2024-08-29 Qing Cheng , Jing Guo , Dong Wang

Two primary scalar auxiliary variable (SAV) approaches are widely applied for simulating gradient flow systems, i.e., the nonlinear energy-based approach and the Lagrange multiplier approach. The former guarantees unconditional energy…

Numerical Analysis · Mathematics 2024-11-27 Qiong-Ao Huang , Wei Jiang , Jerry Zhijian Yang , Cheng Yuan

Recently, a new Lagrange multiplier approach was introduced by Cheng, Liu and Shen in \cite{cheng2020new}, which has been broadly used to solve various challenging phase field problems. To design original energy stable schemes, they have to…

Numerical Analysis · Mathematics 2023-10-16 Zhengguang Liu , Nan Zheng , Xiaoli Li

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…

Optimization and Control · Mathematics 2018-10-30 Abderrahim Jourani , Francisco J. Silva

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…

Optimization and Control · Mathematics 2014-05-30 Felipe Alvarez , Salvador Flores

In the seminal book M\'echanique analitique, Lagrange, 1788, the notion of a Lagrange multiplier was first introduced in order to study a smooth minimization problem subject to equality constraints. The idea is that, under some regularity…

Optimization and Control · Mathematics 2024-02-12 Gabriel Haeser , Daiana Oliveira dos Santos

Solutions to nonlinear, nonconvex optimization problems can fail to satisfy the KKT optimality conditions even when they are optimal. This is due to the fact that unless constraint qualifications (CQ) are satisfied, Lagrange multipliers may…

Optimization and Control · Mathematics 2020-05-11 Adrian Hauswirth , Saverio Bolognani , Gabriela Hug , Florian Dörfler

In this paper, we accomplish a unified convergence analysis of a second-order method of multipliers (i.e., a second-order augmented Lagrangian method) for solving the conventional nonlinear conic optimization problems.Specifically, the…

Optimization and Control · Mathematics 2021-10-01 Liang Chen , Junyuan Zhu , Xinyuan Zhao

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

When studying the dynamics of incompressible fluids in bounded domains the only available data often provide average flow rate conditions on portions of the domain's boundary. In engineering applications a common practice to complete these…

Computational Engineering, Finance, and Science · Computer Science 2025-12-15 Luca Crugnola , Christian Vergara

We propose first-order pressure-correction scheme for the incompressible Navier-Stokes equations, incorporating the recently developed the Dynamically Regularized Lagrange Multiplier (DRLM) methods. The resulting algorithms are fully…

Numerical Analysis · Mathematics 2026-03-18 Yi Shen , Rihui Lan , Hua Wang

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…

Classical Physics · Physics 2021-08-11 Nivaldo A. Lemos , Marco Moriconi

The Cahn-Hilliard equation with Flory-Huggins potential serves as a fundamental phase field model for describing phase separation phenomena. Due to the presence of logarithmic singularities at $u=\pm 1$, the solution $u$ is constrained…

Numerical Analysis · Mathematics 2025-06-12 Ruo Li , Shengtong Liang , Zhonghua Qiao

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…

Fluid Dynamics · Physics 2015-12-17 Yuri Feldman , Yosef Gulberg

Anti-selfdual Lagrangians on a state space lift to path space provided one adds a suitable selfdual boundary Lagrangian. This process can be iterated by considering the path space as a new state space for the newly obtained anti-selfdual…

Analysis of PDEs · Mathematics 2007-05-23 Nassif Ghoussoub , Leo Tzou

Second-order sufficient conditions for local optimality have been playing an important role in local convergence analysis of optimization algorithms. In this paper, we demonstrate that this condition alone suffices to justify the linear…

Optimization and Control · Mathematics 2021-05-04 Nguyen T. V. Hang , M. Ebrahim Sarabi

We propose two different Lagrange multiplier methods for contact problems derived from the augmented Lagrangian variational formulation. Both the obstacle problem, where a constraint on the solution is imposed in the bulk domain and the…

Numerical Analysis · Mathematics 2016-09-13 Erik Burman , Peter Hansbo , Mats Larson
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