Title
An augmented Lagrangian approach to the numerical solution of a non-smooth eigenvalue problem.
Abstract
In this article, we address the numerical solution of a non- smooth eigenvalue problem, which has implications in plasticity theory and image processing. The smallest eigenvalue of the nonsmooth operator under consideration is shown to be the same for all bounded, sufficiently smooth, domains in two space dimensions. Piecewise linear finite elements are used for the discretization of eigenfunctions and eigenvalues. An augmented Lagrangian method is proposed for the computation of the minima of the associated non-convex optimization problem. The convergence of finite element approximations of generalized eigenpairs is investigated. Numerical solutions are presented for the first eigenvalue and eigenfunction. For non-simply connected domains, the augmented Lagrangian method also captures larger eigenvalues as local minima. Bifurcation between the first and second eigenvalues is investigated numerically.
Year
DOI
Venue
2009
10.1515/JNUM.2009.002
JOURNAL OF NUMERICAL MATHEMATICS
Keywords
Field
DocType
Eigenvalue problems,non-smooth optimization,augmented Lagrangian methods,finite elements methods,bifurcation phenomenon
Mathematical optimization,Mathematical analysis,Augmented Lagrangian method,Divide-and-conquer eigenvalue algorithm,Lagrangian relaxation,Eigenvalues and eigenvectors,Mathematics
Journal
Volume
Issue
ISSN
17
1
1570-2820
Citations 
PageRank 
References 
7
0.63
5
Authors
3
Name
Order
Citations
PageRank
Alexandre Caboussat1226.24
Roland Glowinski218850.44
V. Pons370.63