Lagrange Multiplier Approach to Variational Problems and Applications

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Lagrange Multiplier Approach to Variational Problems and Applications is written by Kazufumi Ito and published by SIAM. It's available with International Standard Book Number or ISBN identification 0898718619 (ISBN 10) and 9780898718614 (ISBN 13).

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.