Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented.

Instability of equilibrium points of some Lagrangian systems

In this work we show that, if L is a natural Lagrangian system such that the k-jet of the potential energy ensures it does not have a minimum at the equilibrium and such that its Hessian has rank at least n - 2, then there is an asymptotic trajectory to the associated equilibrium point and so the equilibrium is unstable. This applies, in particular, to analytic potentials with a saddle point and a Hessian with at most 2 null eigenvalues. The result is proven for Lagrangians in a specific form, and we show that the class of Lagrangians we are interested can be taken into this specific form by a subtle change of spatial coordinates. We also consider the extension of this results to systems subjected to gyroscopic forces. (C) 2008 Elsevier Inc. All rights reserved.

Minimal Lagrangian surfaces in the tangent bundle of a Riemannian surface

Given an oriented Riemannian surface (Sigma, g), its tangent bundle T Sigma enjoys a natural pseudo-Kahler structure, that is the combination of a complex structure 2, a pseudo-metric G with neutral signature and a symplectic structure Omega. We give a local classification of those surfaces of T Sigma which are both Lagrangian with respect to Omega and minimal with respect to G. We first show that if g is non-flat, the only such surfaces are affine normal bundles over geodesics. In the flat case there is, in contrast, a large set of Lagrangian minimal surfaces, which is described explicitly. As an application, we show that motions of surfaces in R(3) or R(1)(3) induce Hamiltonian motions of their normal congruences, which are Lagrangian surfaces in TS(2) or TH(2) respectively. We relate the area of the congruence to a second-order functional F = f root H(2) - K dA on the original surface. (C) 2010 Elsevier B.V. All rights reserved.

Construction of Hamiltonian-Minimal Lagrangian submanifolds in Complex Euclidean Space

We describe several families of Lagrangian submanifolds in complex Euclidean space which are H-minimal, i.e. critical points of the volume functional restricted to Hamiltonian variations. We make use of various constructions involving planar, spherical and hyperbolic curves, as well as Legendrian submanifolds of the odd-dimensional unit sphere.

An algebraic theory for generalized Jordan chains and partial signatures in the Lagrangian Grassmannian

We discuss an algebraic theory for generalized Jordan chains and partial signatures, that are invariants associated to sequences of symmetric bilinear forms on a vector space. We introduce an intrinsic notion of partial signatures in the Lagrangian Grassmannian of a symplectic space that does not use local coordinates, and we give a formula for the Maslov index of arbitrary real analytic paths in terms of partial signatures.

A general lagrangian approach for non-concave moral hazard problems

We establish a general Lagrangian for the moral hazard problem which generalizes the well known first order approach (FOA). It requires that besides the multiplier of the first order condition, there exist multipliers for the second order condition and for the binding actions of the incentive compatibility constraint. Some examples show that our approach can be useful to treat the finite and infinite state space cases. One of the examples is solved by the second order approach. We also compare our Lagrangian with 1\1irrlees'.

A general lagrangian approach for non-concave moral hazard problems

We establish a general Lagrangian for the moral hazard problem which generalizes the well known first order approach (FOA). It requires that besides the multiplier of the first order condition, there exist multipliers for the second order condition and for the binding actions of the incentive compatibility constraint. Some examples show that our approach can be useful to treat the finite and infinite state space cases. One of the examples is solved by the second order approach. We also compare our Lagrangian with 1\1irrlees'.

Optimal reactive power flow via the modified barrier Lagrangian function approach

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Calculating the Best Dual Bound for Problems with Multiple Lagrangian Relaxations

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

An approach using Lagrangian/surrogate relaxation for lot-sizing with transportation costs

Neste trabalho estuda-se um problema de dimensionamento de lotes e distribuição que envolve além de custos de estoques, produção e preparação, custos de transportes para o armazém da empresa. Os custos logísticos estão associados aos contêineres necessários para empacotar os produtos produzidos. A empresa negocia um contrato de longo prazo onde um custo fixo por período é associado ao transporte dos itens, em contrapartida um limite de contêineres é disponibilizado com custo mais baixo que o custo padrão. Caso ocorra um aumento ocasional de demanda, novos contêineres podem ser utilizados, no entanto, seu custo é mais elevado. Um modelo matemático foi proposto na literatura e resolvido utilizando uma heurística Lagrangiana. No presente trabalho a resolução do problema por uma heurística Lagrangiana/surrogate é avaliada. Além disso, é considerada uma extensão do modelo da literatura adicionando restrições de capacidade e permitindo atraso no atendimento a demanda. Testes computacionais mostraram que a heurística Lagrangiana/surrogate é competitiva especialmente quando se têm restrições de capacidade apertada.

The Teleparallel Lagrangian and Hamilton-Jacobi formalism

We analyze the Teleparallel Equivalent of General Relativity (TEGR) from the point of view of Hamilton-Jacobi approach for singular systems.

Galilean covariant Lagrangian models

We construct non-relativistic Lagrangian field models by enforcing Galilean covariance with a (4, 1) Minkowski manifold followed by a projection onto the (3, 1) Newtonian spacetime. We discuss scalar, Fermi and gauge fields, as well as interactions between these fields, preparing the stage for their quantization. We show that the Galilean covariant formalism provides an elegant construction of the Lagrangians which describe the electric and magnetic limits of Galilean electromagnetism. Similarly we obtain non-relativistic limits for the Proca field. Then we study Dirac Lagrangians and retrieve the Levy-Leblond wave equations when the Fermi field interacts with an Abelian gauge field.

The quadratic spinor Lagrangian, axial torsion current and generalizations

We show that the Einstein-Hilbert, the Einstein-Palatini, and the Holst actions can be derived from the Quadratic Spinor Lagrangian (QSL), when the three classes of Dirac spinor fields, under Lounesto spinor field classification, are considered. To each one of these classes, there corresponds an unique kind of action for a covariant gravity theory. In other words, it is shown to exist a one-to-one correspondence between the three classes of non-equivalent solutions of the Dirac equation, and Einstein-Hilbert, Einstein-Palatini, and Holst actions. Furthermore, it arises naturally, from Lounesto spinor field classification, that any other class of spinor field-Weyl, Majorana, flagpole, or flag-dipole spinor fields-yields a trivial (zero) QSL, up to a boundary term. To investigate this boundary term, we do not impose any constraint on the Dirac spinor field, and consequently we obtain new terms in the boundary component of the QSL. In the particular case of a teleparallel connection, an axial torsion one-form current density is obtained. New terms are also obtained in the corresponding Hamiltonian formalism. We then discuss how these new terms could shed new light on more general investigations.

Robust tori-like Lagrangian coherent structures

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Dynamics of a spacecraft and normalization around Lagrangian points in the Neptune-Triton system

The problem of a spacecraft orbiting the Neptune-Triton system is presented. The new ingredients in this restricted three body problem are the Neptune oblateness and the high inclined and retrograde motion of Triton. First we present some interesting simulations showing the role played by the oblateness on a Neptune's satellite, disturbed by Triton. We also give an extensive numerical exploration in the case when the spacecraft orbits Triton, considering Sun, Neptune and its planetary oblateness as disturbers. In the plane a x I (a = semi-major axis, I = inclination), we give a plot of the stable regions where the massless body can survive for thousand of years. Retrograde and direct orbits were considered and as usual, the region of stability is much more significant for the case of direct orbit of the spacecraft (Triton's orbit is retrograde). Next we explore the dynamics in a vicinity of the Lagrangian points. The Birkhoff normalization is constructed around L-2, followed by its reduction to the center manifold. In this reduced dynamics, a convenient Poincare section shows the interplay of the Lyapunov and halo periodic orbits, Lissajous and quasi-halo tori as well as the stable and unstable manifolds of the planar Lyapunov orbit. To show the effect of the oblateness, the planar Lyapunov family emanating from the Lagrangian points and three-dimensional halo orbits are obtained by the numerical continuation method. Published by Elsevier Ltd. on behalf of COSPAR.