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Lagrange Multiplier Approach to Variational Problems and Applications.

Ito, Kazufumi ; Kunisch, Karl

Verlag: Society for Industrial and Applied Mathematics, Philadelphia, 2008
ISBN 10: 0898716497 / ISBN 13: 9780898716498
/ Gebraucht / Zustand: As New / Softcover
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Titel: Lagrange Multiplier Approach to Variational ...

Verlag: Society for Industrial and Applied Mathematics, Philadelphia

Erscheinungsdatum: 2008

Einband: Soft cover

Zustand: As New

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360p blue paperback, excellent condition, still shrinkwrapped, as new, this title was published in the series Advances In Design and Control. Buchnummer des Verkäufers PAB 168661

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Inhaltsangabe: This comprehensive monograph analyses Lagrange multiplier theory, which 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 book shows its impact on the development of numerical algorithms for problems posed in a function space setting, and is motivated by the idea that a full treatment of a variational problem in function spaces would be incomplete without a discussion of infinite-dimensional analysis, proper discretisation, and the relationship between the two. The authors develop and analyse efficient algorithms for constrained optimisation and convex optimisation problems based on the augmented Lagrangian concept and cover such topics as sensitivity analysis and convex optimisation. 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.

Inhaltsangabe: A comprehensive analysis of Lagrange multiplier theory and its impact on the development of numerical algorithms for problems posed in a function space setting, which would be incomplete without a discussion of infinite-dimensional analysis, proper discretisation, and the relationship between the two.

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