We propose an efficient computational method for linearly constrained quadratic optimization problems (QOPs) with complementarity constraints based on their Lagrangian and doubly nonnegative (DNN) relaxation and first-order algorithms. The simplified Lagrangian-CPP relaxation of such QOPs proposed by Arima, Kim, and Kojima in 2012 takes one of the simplest forms, an unconstrained conic linear o...

An augmented Lagrangian method with second-order update is developed, and its relationship to the sequential quadratic programming method is described. The rate of convergence proof depends on a second-order sufficient optimality condition, which is shown to be satisfied for a class of nonlinear optimal control problems of tracking type. Numerical examples are included which demonstrate the glo...

A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the εk-global minimization of the Augmented Lagrangian with simple constraints, where εk → ε. Global convergence to an ε-global minimizer of the original problem is proved. The subproblems are solved...

Tchebychev iteration may be used for acceleration convergence of an iterative algorithm to solve a general linear system equation. Associating it with the Uzawa method, we suggest a new iterative solution method for the Stokes problems. The new algorithm retains the simplicity and robustness of the Uzawa method. So it requires almost no additional cost of computation, in terms of storage or CPU...

The MFCAV Riemann solver is practically used in many Lagrangian or ALE methods due to its merit of sharp shock profiles and rarefaction corners, though very often with numerical oscillations. By viewing it as a modification of the WWAM Riemann solver, we apply the MFCAV Riemann solver to the Lagrangian method recently developed by Maire. P. H et. al.. The numerical experiments show that the app...

1) A comprehensive testing and validation of a method, which relies on assimilation of Lagrangian data into Lagrangian particle models in order to estimate the velocity field in the vicinity of buoy trajectories and to address the problem of prediction of Lagrangian trajectories have been completed, leading to the publication of 3 papers (Ozgokmen et al., 2000a; Castellari et al., 2001; Ozgokme...

A numerical method for passive scalar and self-advection dynamics, Lagrangian rearrangement, is proposed. This fully Lagrangian advection algorithm introduces no artificial numerical dissipation or interpolation of parcel values. In the zero-viscosity limit, it preserves all of the Casimir invariants associated with parcel rearrangement. In the twodimensional case presented here, these invarian...

Potentially this paper contains some results that may be of interest to NPG, but not in its present form. The main issue is that the authors describe the method of Lagrangian descriptors in a variety of misleading and wrong ways, and they also have neglected to mention a large amount of relevant literature. The authors develop a new Lagrangian descriptor based on integrating the magnitude of th...

The aim of this work is to propose a new numerical method for solving the mechanical frictional contact problem in the general case of multi-bodies in a three dimensional space. This method is called adapted augmented Lagrangian method (AALM) and can be used in a multi-physical context (like thermo-electro-mechanical fields problems). This paper presents this new method and its advantages over ...

A method is proposed of constructing quantum correlators for a general gauge system whose classical equations of motion do not necessarily follow from the least action principle. The idea of the method is in assigning a certain BRST operator Ω̂ to any classical equations of motion, Lagrangian or not. The generating functional of Green’s functions is defined by the equation Ω̂Z(J) = 0 that is redu...