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| Lagrange Multiplier Approach to Variational Problems and Applications | Buy a book...
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| Author(s): | K. Ito and K. Kunisch |
| Publisher: | SIAM |
| ISBN: | 9780898716498 |
| Format: | softback |
| 341pp | |
| Price: | $99.00 |
| Review Date: | 26 October 2008 |
| Review: | Lagrange multiplier theory can be used to analyse a general class of nonlinear variational problems and is the basis for developing efficient and powerful iterative methods to solve these problems. This book looks at Lagrange multiplier theory and shows its impact on the development of numerical logarithms for problems posed in a function space setting. There are chapters on: the existence of Lagrange multipliers; sensitivity analysis; first-order augmented Lagrangians for equality and finite rank inequality constraints; augmented Lagrangian methods for non-smooth, convex optimization; Newton and SQP methods; augmented Lagrangian-SQP methods; the primal–dual active set method; semi-smooth Newton methods; parabolic variational inequalities; and shape optimisation. |