Accession Number : ADA180952

Title :   Augmented Lagrangian Methods for the Solution of Variational Problems.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Glowinski,R. ; Le Tallec,P.

Report Date : JAN 1987

Pagination or Media Count : 113

Abstract : This report describes the use of augmented Langrangian methods and of decomposition principles for the numerical solution of variational problems. After a brief introduction, augmented Langrangian methods are introduced on a simple finite-dimensional model problem taking its origin in quadratic programming. These methods mainly consist in: 1) introducing an augmented Lagrangian and an associated dual formulation of the model problem; and 2) proposing different algorithms for its numerical solution, which all can be interpreted as descent methods operating on this dual formulation. Then, these initial ideas are generalized to an infinite dimensional framework in the particular case of the Stokes problem.

Descriptors :   *LAGRANGIAN FUNCTIONS, *VARIATIONAL METHODS, ALGORITHMS, AUGMENTATION, DESCENT, NUMERICAL ANALYSIS, SOLUTIONS(GENERAL), SIZES(DIMENSIONS), DECOMPOSITION, FORMULATIONS, QUADRATIC PROGRAMMING, PROBLEM SOLVING, EIGENVECTORS

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE