Related papers: Lagrange multipliers and characteristic functions
A way to obtain a correspondence between the first order and second order formalism is studied. By introducing a Lagrange multiplier coupled to the covariant derivative of the metric, a metricity constraint is implemented. The new…
The well-known Cahn-Hilliard equation entails mass conservation if a suitable boundary condition is prescribed. In the case when the equation is also coupled with a dynamic boundary condition, including the Laplace-Beltrami operator on the…
A variant of the usual Lagrangian scheme is developed which describes both the equations of motion and the variational equations of a system. The required (prolonged) Lagrangian is defined in an extended configuration space comprising both…
The Lagrange problem is established in the discrete field theory subject to constraints with values in a Lie group. For the admissible sections that satisfy a certain regularity condition, we prove that the critical sections of such…
In this note, three Lagrange multiplier rules introduced in the literature for set valued optimization problems are compared. A generalization of all three results is given which proves that under rather mild assumptions, $x$ is a weak…
We seek to impose linear, equality constraints in feedforward neural networks. As top layer predictors are usually nonlinear, this is a difficult task if we seek to deploy standard convex optimization methods and strong duality. To overcome…
Any surface is completely characterized by a metric and a symmetric tensor satisfying the Gauss-Codazzi-Mainardi equations (GCM), which identifies the latter as its curvature. We demonstrate that physical questions relating to a surface…
In this paper, we study some problems with continuously differentiable quasiconvex objective function. We prove that exactly one of the following two alternatives holds: (I) the gradient of the objective function is different from zero over…
In this paper the necessary conditions of optimality in the form of maximum principle are derived for a very general class of variational problems. This class includes problems with any optimization criteria and constraints that can be…
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…
In this work, we focus on separable convex optimization problems with linear and box constraints and compute the solution in closed-form as a function of some Lagrange multipliers that can be easily computed in a finite number of…
In this work, we develop a control-theoretic framework for constrained optimization problems with composite objective functions including non-differentiable terms. Building on the proximal augmented Lagrangian formulation, we construct a…
We consider a mixed formulation of parametrized elasticity problems in terms of stress, displacement, and rotation. The latter two variables act as Lagrange multipliers to enforce conservation of linear and angular momentum. Due to the…
Modeling the chemical, electric, and thermal transport as well as phase transitions and the accompanying mesoscale microstructure evolution within a material in an electronic device setting involves the solution of partial differential…
This paper deals with the Lipschitz regularity of minimizers for a class of variational obstacle problems with possible occurance of the Lavrentiev phenomenon. In order to overcome this problem, the availment of the notions of relaxed…
We consider the variational inequality problem over the intersection of fixed point sets of firmly nonexpansive operators. In order to solve the problem, we present an algorithm and subsequently show the strong convergence of the generated…
This paper studies equality-constrained composite minimization problems. This class of problems, capturing regularization terms and inequality constraints, naturally arises in a wide range of engineering and machine learning applications.…
The method of characteristics is extended to set-valued Hamilton-Jacobi equations. This problems arises from a calculus of variations' problem with a multicriteria Lagrangian function: through an embedding into a set-valued framework, a…
The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…
This work deals with a numerical method for solving a mean-field type control problem with congestion. It is the continuation of an article by the same authors, in which suitably defined weak solutions of the system of partial differential…