Marcet and Marimon (1999) propose a recursive Lagrangian-based method for solving dynamic incentive problems. We show that this method is applicable to a large class of concave contracting problems that encompass many in the literature. This class includes problems with (potentially persistent) private information, non-commitment, differential private and societal discounting and potentially un...

Computational fluid dynamics (CFD) with the Lagrangian method has been widely used in predicting transient particle transport in indoor environments. The Lagrangian method calculates the trajectories of individual particles on the basis of Newton’s law. Statistically speaking, a large number of particles are needed in the calculations in order to ensure accuracy. Traditionally, modelers have co...

In this paper the problem of minimum cost communication network design is considered where the costs are piecewise linear concave. Several methods are compared: Simulated Annealing method, a heuristic based on the method proposed by Minoux, and a lagrangian method based on lower bounding procedure.

In this paper, we propose combining augmented Lagrangian optimization with the dual decomposition method to obtain a fast algorithm for approximate MAP (maximum a posteriori) inference on factor graphs. We also show how the proposed algorithm can efficiently handle problems with (possibly global) structural constraints. The experimental results reported testify for the state-of-the-art performa...

We provide a unifying geometric framework for the analysis of general classes of duality schemes and penalty methods for nonconvex constrained optimization problems. We present a separation result for nonconvex sets via general concave surfaces. We use this separation result to provide necessary and sufficient conditions for establishing strong duality between geometric primal and dual problems...

Exact penalty methods for the solution of constrained optimization problems are based on the construction of a function whose unconstrained minimizing points are also solution of the constrained problem. In the rst part of this paper we recall some deenitions concerning exactness properties of penalty functions, of barrier functions, of augmented Lagrangian functions, and discuss under which as...

Different implementations on a massively parallel computer system of a semi-Lagrangian method within the numerical weather forecast model HIRLAM are presented. In principle semi-Lagrangian methods on massively parallel architectures result in irregular communications, i.e., communications between arbitrary processors. It is shown that the fastest implementationincreases the total execution time...

It is shown that a Lagrangian exists for the nonrelativistic version of the Abraham{Lorentz{Dirac equation. The method used is an easy modiication of the procedure used by Levi Civita a century ago to construct a Lagrangian for the damped harmonic oscillator. It is then shown how a trivial adaptation of the method allows also to give a Lagrangian for the corresponding relativistic equation in t...