We present a method for integrating the Progressive Hedging (PH) algorithm and the Dual Decomposition (DD) algorithm of Carøe and Schultz for stochastic mixed-integer programs. Based on the correspondence between lower bounds obtained with PH and DD, a method to transform weights from PH to Lagrange multipliers in DD is found. Fast progress in early iterations of PH speeds up convergence of DD ...

This work presents a method to find the exact solutions for the free vibration analysis of a delaminated beam based on the Timoshenko type with different boundary conditions. The solutions are obtained by the method of Lagrange multipliers in which the free vibration problem is posed as a constrained variational problem. The Legendre orthogonal polynomials are used as the beam eigenfunctions. N...

We show existence and uniqueness of a solution for the non-local vector-valued Allen-Cahn variational inequality in a formulation involving Lagrange multipliers for local and non-local constraints. Furthermore, we propose and analyze a primal-dual active set method for local and non-local vector-valued Allen-Cahn variational inequalities. Convergence of the primal-dual active set algorithm is s...

We present well-known interpretations of Lagrange multipliers in physical and economic applications, and introduce a new interpretation in nonlinear pricing problem. The multipliers can be interpreted as a network of directed flows between the buyer types. The structure of the digraph and the fact that the multipliers usually have distinctive values can be used in solving the optimization probl...

We consider optimization problems with inequality and abstract set constraints, and we derive sensitivity properties of Lagrange multipliers under very weak conditions. In particular, we do not assume uniqueness of a Lagrange multiplier or continuity of the perturbation function. We show that the Lagrange multiplier of minimum norm defines the optimal rate of improvement of the cost per unit co...

In this paper goal-oriented error control based on dual weighted residual error estimations (DWR) is applied to frictional contact problems. A mixed formulation of the contact problem is used to derive a discretization. It relies on the introduction of Lagrange multipliers to capture the frictional contact conditions. The discretization error is estimated in terms of functionals (the quantities...

This work presents the coupling of two locally conservative methods for elliptic problems: namely, the discontinuous Galerkin method and the mixed finite element method. The couplings can be defined with or without interface Lagrange multipliers. The formulations are shown to be equivalent. Optimal error estimates are given; penalty terms may or may not be included. In addition, the analysis fo...

We combine the controllability and fictitious domain methods to compute time-periodic solution for a wave equation describing scattering by an obstacle. The fictitious domain method uses distributed Lagrange multipliers to satisfy the Dirichlet boundary condition on the scatterer. The controllability technique leads to an optimization problem which we solve with a preconditioned conjugate gradi...