A Primal-Dual Augmented Lagrangian

Nonlinearly constrained optimization problems can be solved by minimizing a sequence of simpler unconstrained or linearly constrained subproblems. In this paper, we discuss the formulation of subproblems in which the objective is a primal-dual generalization of the Hestenes-Powell augmented Lagrangian function. This generalization has the crucial feature that it is minimized with respect to both the primal and the dual variables simultaneously. A benefit of this approach is that the quality of the dual variables is monitored explicitly during the solution of the subproblem. Moreover, each subproblem may be regularized by imposing explicit bounds on the dual variables. Two primal-dual variants of conventional primal methods are proposed: a primal-dual bound constrained Lagrangian (pdBCL) method and a primal-dual $\ell$1 linearly constrained Lagrangian (pd$\ell$1-LCL) method

A Unified Approach to Variational Derivatives of Modified Gravitational Actions

Our main aim in this paper is to promote the coframe variational method as a unified approach to derive field equations for any given gravitational action containing the algebraic functions of the scalars constructed from the Riemann curvature tensor and its contractions. We are able to derive a master equation which expresses the variational derivatives of the generalized gravitational actions in terms of the variational derivatives of its constituent curvature scalars. Using the Lagrange multiplier method relative to an orthonormal coframe, we investigate the variational procedures for modified gravitational Lagrangian densities in spacetime dimensions $n\geqslant 3$. We study well-known gravitational actions such as those involving the Gauss-Bonnet and Ricci-squared, Kretchmann scalar, Weyl-squared terms and their algebraic generalizations similar to generic $f(R)$ theories and the algebraic generalization of sixth order gravitational Lagrangians. We put forth a new model involving the gravitational Chern-Simons term and also give three dimensional New massive gravity equations in a new form in terms of the Cotton 2-form

R-adaptive multisymplectic and variational integrators

Moving mesh methods (also called r-adaptive methods) are space-adaptive strategies used for the numerical simulation of time-dependent partial differential equations. These methods keep the total number of mesh points fixed during the simulation, but redistribute them over time to follow the areas where a higher mesh point density is required. There are a very limited number of moving mesh methods designed for solving field-theoretic partial differential equations, and the numerical analysis of the resulting schemes is challenging. In this paper we present two ways to construct r-adaptive variational and multisymplectic integrators for (1+1)-dimensional Lagrangian field theories. The first method uses a variational discretization of the physical equations and the mesh equations are then coupled in a way typical of the existing r-adaptive schemes. The second method treats the mesh points as pseudo-particles and incorporates their dynamics directly into the variational principle. A user-specified adaptation strategy is then enforced through Lagrange multipliers as a constraint on the dynamics of both the physical field and the mesh points. We discuss the advantages and limitations of our methods. Numerical results for the Sine-Gordon equation are also presented.Comment: 65 pages, 13 figure