It is known that when the set of Lagrange multipliers associated with a stationary point of a constrained optimization problem is not a singleton, this set may contain so-called critical multipliers. This special subset of Lagrange multipliers defines, to a great extent, stability pattern of the solution in question subject to parametric perturbations. Criticality of a Lagrange multiplier can b...

We use the meshless local Bubnov–Galerkin (MLPG6) formulation to analyze free and forced vibrations of a segmented bar. Three different techniques are employed to satisfy the continuity of the axial stress at the interface between two materials: Lagrange multipliers, jump functions, and modified moving least square basis functions with discontinuous derivatives. The essential boundary condition...

This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange multipliers. The distinguished features of the method are full use of the BFGS quasi-Newton method in the corrector procedure, and an application of the conjugate gradient method with an effective preconditioning matrix ...

In this paper, we study a mean-variance portfolio selection problem that has a probabilistic benchmark constraint. This constraint changes the problem into a nonconvex one but could be solved via the method of Lagrange multipliers, whose existence is crucial in the solution.

This paper proves the existence of competitive equilibrium in a single-sector dynamic economy with heterogeneous agents and elastic labor supply. The method of proof relies on some recent results concerning the existence of Lagrange multipliers in infinite dimensional spaces and their representation as a summable sequence and a direct application of the Brouwer fixed point theorem.

An extended variational iteration method within the local fractional derivative is introduced for first time, where two Lagrange multipliers are adopted. Moreover, sufficient conditions convergence of new also established.

This paper proposes a new primal-dual predictor-corrector interior-point method for a class of semideenite programs, which numerically traces the central trajectory in a space of Lagrange multipliers. The distinguishing features of the method are full use of the BFGS quasi-Newton method in the corrector procedure and an application of the conjugate gradient method with an eeective preconditioni...

The alternating direction method of multipliers (ADMM) is an application of the Douglas-Rachford splitting method; and the symmetric version of ADMM which updates the Lagrange multiplier twice at each iteration is an application of the Peaceman-Rachford splitting method. Sometimes the symmetric ADMM works empirically; but theoretically its convergence is not guaranteed. It was recently found th...

It is shown that the Lagrange’s equations for a Lagrangian system on a Lie algebroid are obtained as the equations for the critical points of the action functional defined on a Banach manifold of curves. The theory of Lagrangian reduction and the relation with the method of Lagrange multipliers are also studied.

We presents a parallel algorithm for extrapolation methods on distributed memory multiprocessors combining diierent levels of par-allelism. A detailed analysis that uses appropriate primitives for communication shows that a sophisticated load balancing scheme is required to achieve a good speedup. We characterize an optimal load balancing based on Lagrange multipliers and investigate several si...