登入選單
返回Google圖書搜尋
Lagrange Multiplier Approach to Variational Problems and Applications
Kazufumi ItoKarl Kunisch
出版SIAM, 2008-01-01
主題Mathematics / AppliedMathematics / GeneralMathematics / Differential Equations / General
ISBN08987186199780898718614
URLhttp://books.google.com.hk/books?id=h0b8s6ASY-oC&hl=&source=gbs_api
EBookSAMPLE
註釋Lagrange multiplier theory 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 comprehensive monograph analyzes Lagrange multiplier theory and shows its impact on the development of numerical algorithms for problems posed in a function space setting. The authors develop and analyze efficient algorithms for constrained optimization and convex optimization problems based on the augumented Lagrangian concept and cover such topics as sensitivity analysis, convex optimization, second order methods, and shape sensitivity calculus. 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.