All previously known results concerned with attraction of Newton-type iterations for optimality systems to critical Lagrange multipliers were a posteriori by nature: they were showing that in case of convergence, the dual limit is in a sense unlikely to be noncritical. This paper suggests the first a priori result in this direction, showing that critical multipliers actually serve as attractors...

We present a smoothed particle hydrodynamic model for incompressible fluids. As opposed to solving a pressure Poisson equation in order to get a divergence-free velocity field, here incompressibility is achieved by requiring as a kinematic constraint that the volume of the fluid particles is constant. We use Lagrangian multipliers to enforce this restriction. These Lagrange multipliers play the...

Finite element approximations for the Dirichlet problem associated to a second–order elliptic differential equation are studied. The purpose of this paper is to discuss domain embedding preconditioners for discrete systems. The essential boundary condition on the interior interface is removed by introducing Lagrange multipliers. The associated discrete system, with a saddle point structure, is ...

In this work we propose two Lagrange multipliers with distinct coefficients for the light-front gauge that leads to the complete (non-reduced) propagator. This is accomplished via (n · A) 2 + (∂ · A) 2 terms in the La-grangian density. These lead to a well-defined and exact though Lorentz non invariant light front propagator.

A ctitious domain method based on boundary Lagrange multipliers is proposed for linear elasticity problems in two dimensional domains. The solution of arising saddle-point problem is obtained iteratively using MINRES method with a positive deenite block diagonal preconditioner which is based on a fast direct solver for diiusion problems. Numerical experiments demonstrate the behavior of conside...

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.