Kazufumi Ito, Karl Kunisch

Lagrange Multiplier Approach to Variational Problems and Applications

• Broschiertes Buch

Produktbeschreibung

Analyses Lagrange multiplier theory and demonstrates its impact on the development of numerical algorithms for variational problems in function spaces.

Produktdetails

• Verlag: European Community
• Seitenzahl: 360
• Erscheinungstermin: 6. November 2008
• Englisch
• Abmessung: 247mm x 174mm x 19mm
• Gewicht: 662g
• ISBN-13: 9780898716498
• ISBN-10: 0898716497
• Artikelnr.: 35485118

Autorenporträt

Kazufumi Ito is Professor in the Department of Mathematics and an affiliate of the Center for Research in Scientific Computation at North Carolina State University. He was co-recipient of the SIAM Outstanding Paper Award in 2006.

Inhaltsangabe

Preface
1. Existence of Lagrange multipliers
2. Sensitivity analysis
3. First Order augmented Lagrangians for equality and finite rank inequality constraints
4. Augmented Lagrangian methods for nonsmooth, convex optimization
5. Newton and SQP methods
6. Augmented Lagrangian-SQP methods
7. The primal-dual active set method
8. Semismooth Newton methods I
9. Semismooth Newton methods II: applications
10. Parabolic variational inequalities
11. Shape optimization
Bibliography
Index.