We consider optimization problems with inequality and abstract set constraints, and we derive sensitivity properties of Lagrange multipliers under very weak conditions. In particular, we do not assume uniqueness of a Lagrange multiplier or continuity of the perturbation function. We show that the Lagrange multiplier of minimum norm defines the optimal rate of improvement of the cost per unit co...

We obtain the equations of motion for a Lagrangian dynamical system under nonholonomic constraints making use of the D’Alembert principle. We show that the Lagrange multipliers can be expressed in terms of the Poisson bracket of the Hamiltonian and the constraint. This appealing result greatly simplifies the derivation of the equations of motion. The existence of at least two conserved quantiti...

In this paper goal-oriented error control based on dual weighted residual error estimations (DWR) is applied to frictional contact problems. A mixed formulation of the contact problem is used to derive a discretization. It relies on the introduction of Lagrange multipliers to capture the frictional contact conditions. The discretization error is estimated in terms of functionals (the quantities...

The paper analyzes dynamic problems of stochastic optimization in discrete time. The problems under consideration are concerned with maximizing concave functionals on convex sets of feasible strategies (programs). Feasibility is defined in terms of linear inequality constraints in L∞ holding almost surely. The focus of the work is the existence of dual variables – stochastic Lagrange multiplier...

The paper deals with a general optimal control problem for age-structured systems. A necessary optimality condition of Pontryagin type is obtained, where the novelty is in that mixed control-state constraints are present. The proof uses an abstract Lagrange multiplier theorem, and the main difficulty is to obtain regularity of the Lagrange multipliers in the particular problem at hand.

A class of optimal control problems for semilinear elliptic equations with mixed control-state constraints is considered. The existence of bounded and measurable Lagrange multipliers is proven. As a particular application, the Lavrentiev type regularization of pointwise state constraints is discussed. Here, the existence of associated regular multipliers is shown, too.

Lagrange multipliers are central to analytical and computational studies in linear and nonlinear optimization and have applications in a wide variety of fields, including communication, networking, economics, and manufacturing. In the past, the main research in Lagrange multiplier theory has focused on developing general and easily verifiable conditions on the constraint set, called constraint ...

A quadratic programming problem with positive definite Hessian and bound constraints is solved, using a Lagrange multiplier approach. The proposed method falls in the category of exterior point, active set techniques. An iteration of our algorithm modifies both the minimization parameters in the primal space and the Lagrange multipliers in the dual space. Comparative results of numerical experi...

In this paper, a computational intelligence method is used for the solution of fractional optimal control problems (FOCP)'s with equality and inequality constraints. According to the Ponteryagin minimum principle (PMP) for FOCP with fractional derivative in the Riemann- Liouville sense and by constructing a suitable error function, we define an unconstrained minimization problem. In the optimiz...