Skip to content

All SAP systems will be unavailable on Saturday 10th December 2022 from 0800-1800 UK Time.

If you can’t place an order, please contact Customer Services to complete your order.

UK/ROW +44 (0) 1223 326050 | US 1 800 872 7423 or 1 212 337 5000 | Australia/New Zealand 61 3 86711400 or 1800 005 210, New Zealand 0800 023 520

Register Sign in Wishlist
Lagrange Multiplier Approach to Variational Problems and Applications

Lagrange Multiplier Approach to Variational Problems and Applications


Part of Advances in Design and Control

  • Date Published: November 2008
  • availability: Available in limited markets only
  • format: Paperback
  • isbn: 9780898716498

£ 80.00

Available in limited markets only
Unavailable Add to wishlist

Looking for an inspection copy?

This title is not currently available on inspection

Product filter button
About the Authors
  • This comprehensive monograph analyses Lagrange multiplier theory, which 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 book shows its impact on the development of numerical algorithms for problems posed in a function space setting, and is motivated by the idea that a full treatment of a variational problem in function spaces would be incomplete without a discussion of infinite-dimensional analysis, proper discretisation, and the relationship between the two. The authors develop and analyse efficient algorithms for constrained optimisation and convex optimisation problems based on the augmented Lagrangian concept and cover such topics as sensitivity analysis and convex optimisation. 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.

    • For researchers in optimisation and control theory, numerical PDEs, and applied analysis
    • Also suitable for advanced graduate students in applied analysis and PDE optimisation
    • Applies general theory to a variety of challenging problems
    Read more

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity


    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?


    Product details

    • Date Published: November 2008
    • format: Paperback
    • isbn: 9780898716498
    • length: 360 pages
    • dimensions: 255 x 179 x 19 mm
    • weight: 0.66kg
    • availability: Available in limited markets only
  • Table of Contents

    1. Existence of Lagrange multipliers
    2. Sensitivity analysis
    3. First Order augmented Lagrangians for equality and finite rank inequality constraints
    4. Augmented Lagrangian methods for nonsmooth, convex optimization
    5. Newton and SQP methods
    6. Augmented Lagrangian-SQP methods
    7. The primal-dual active set method
    8. Semismooth Newton methods I
    9. Semismooth Newton methods II: applications
    10. Parabolic variational inequalities
    11. Shape optimization

  • Authors

    Kazufumi Ito, North Carolina State University
    Kazufumi Ito is Professor in the Department of Mathematics and an affiliate of the Center for Research in Scientific Computation at North Carolina State University. He was co-recipient of the SIAM Outstanding Paper Award in 2006.

    Karl Kunisch, Karl-Franzens-Universität Graz, Austria
    Karl Kunisch is Professor in the Institute of Mathematics at the University of Graz, Austria. He was co-recipient of the SIAM Outstanding Paper Award in 2006.

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner Please see the permission section of the catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×
warning icon

Turn stock notifications on?

You must be signed in to your Cambridge account to turn product stock notifications on or off.

Sign in Create a Cambridge account arrow icon

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.


Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

Please fill in the required fields in your feedback submission.