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Interpretation of Lagrange multipliers in nonlinear pricing problem

✍ Scribed by Kimmo Berg; Harri Ehtamo


Book ID
107403257
Publisher
Springer-Verlag
Year
2009
Tongue
English
Weight
213 KB
Volume
4
Category
Article
ISSN
1862-4472

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A Lagrange multiplier decomposition meth
✍ Jonas Koko πŸ“‚ Article πŸ“… 2007 πŸ› Elsevier Science 🌐 English βš– 225 KB

We study a Lagrange multiplier based non-overlapping domain decomposition method for the nonlinear over-pressure equation. Using an additional unknown, the problem is restated as a linearly constrained minimization problem. The resulting Uzawa-type algorithm requires at each iteration the solution o