Lagrange multiplier approach to variational problems and applications [electronic resource] / Kazufumi Ito, Karl Kunisch.
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| Online Access: |
Full Text (via SIAM) |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Philadelphia, Pa. :
Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104),
2008.
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| Series: | Advances in design and control ;
15. |
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| Abstract: | Lagrange multiplier theory provides a tool for the analysis of a general class of nonlinear variational problems and is the basis for developing efficient and powerful iterative methods for solving these problems. This comprehensive monograph analyzes Lagrange multiplier theory and shows its impact on the development of numerical algorithms for problems posed in a function space setting. The authors develop and analyze efficient algorithms for constrained optimization and convex optimization problems based on the augumented Lagrangian concept and cover such topics as sensitivity analysis, convex optimization, second order methods, and shape sensitivity calculus. General theory is applied to challenging problems in optimal control of partial differential equations, image analysis, mechanical contact and friction problems, and American options for the Black-Scholes model. |
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| Physical Description: | 1 online resource (xvii, 341 pages) |
| Bibliography: | Includes bibliographical references (pages 327-338) and index. |
| ISBN: | 9780898718614 0898718619 |
| Language: | English. |
| Source of Description, Etc. Note: | Title page of print version. |