Lagrangian methods are popular in solving continuous constrained optimization problems. In this paper, we address three important issues in applying Lagrangian methods to solve optimization problems with inequality constraints. First, we study methods to transform inequality constraints into equality constraints. An existing method, called the slack-variable method, adds a slack variable to eac...

This paper introduces a dual way to price American options, based on simulating the paths of the option payoff, and of a judiciously chosen Lagrangian martingale. Taking the pathwise maximum of the payoff less the martingale provides an upper bound for the price of the option, and this bound is sharp for the optimal choice of Lagrangian martingale. As a first exploration of this method, four ex...

in this paper we study isotropic lagrangian submanifolds , in complex space forms . it is shown that they are either totally geodesic or minimal in the complex projective space , if . when , they are either totally geodesic or minimal in . we also give a classification of semi-parallel lagrangian h-umbilical submanifolds.

We present a Lagrangian decomposition approach for the Knapsack Constrained Maximum Spanning Tree problem yielding upper bounds as well as heuristic solutions. This method is further combined with an evolutionary algorithm to a sequential hybrid approach. Experimental investigations, including a comparison to a previously suggested simpler Lagrangian relaxation based method, document the advant...

We present a Lagrangian decomposition approach for the Knapsack Constrained Maximum Spanning Tree problem yielding upper bounds as well as heuristic solutions. This method is further combined with an evolutionary algorithm to a sequential hybrid approach. Thorough experimental investigations, including a comparison to a previously suggested simpler Lagrangian relaxation based method, document t...

a fundamental topic in computational fluid dynamics is the role of coordinate particularly for searching optimized coordinates. the objective of this study is the numerical modeling of supersonic flows using a new coordinate system i.e. unified coordinate system (ucs) uses moving mesh with motionless viewing window technique. ucs has an advantage over traditional coordinate systems (eulerian an...

The semi-Lagrangian discontinuous Galerkin method, coupled with a splitting approach in time, has recently been introduced for the Vlasov–Poisson equation. Since these methods are conservative, local in space, and able to limit numerical diffusion, they are considered a promising alternative to more traditional semi-Lagrangian schemes. In this paper we study the conservation of important invari...

The paper focuses on the convergence rate of the augmented Lagrangian method for nonlinear second-order cone optimization problems. Under a set of assumptions of sufficient conditions, including the componentwise strict complementarity condition, the constraint nondegeneracy condition and the second order sufficient condition, we first study some properties of the augmented Lagrangian and then ...

Three-dimensional particle tracking velocimetry (3D-PTV) measurements have provided accurate Eulerian and Lagrangian high-order statistics of velocity and acceleration fluctuations and correlations at Reynolds number 10,300, based on the bulk velocity and the pipe diameter. Spatial resolution required in the analysis method and number of correlation samples required for Lagrangian and Eulerian ...