• 제목/요약/키워드: Lagrangian Multiplier Method

검색결과 42건 처리시간 0.019초

Modified Lagrangian 신경망을 이용한 경제 급전 (Economic Load Dispatch Using Modified Lagrangian ANN)

  • 김용환;이승철
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1996년도 추계학술대회 논문집 학회본부
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    • pp.133-136
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    • 1996
  • In the paper, an artificial neural network (ANN) approach based on Lagrange multiplier method (Lagrangian ANN) is used to solve an economic load dispatch (ELD) problem. Traditionally ELD problem has one convex cost function as its objective function and nonlinear constraints such as power balance and maximum-minimum limits of real power. In this study, modification is given to the Lagrangian ANN proposed by Gong et all[5] to guarantee the convergence to the optimal solution. Simulation results demonstrate the effectiveness of the proposed method applied to the ELD problem.

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A Least Squares Iterative Method For Solving Nonlinear Programming Problems With Equality Constraints

  • Sok Yong U.
    • 한국국방경영분석학회지
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    • 제13권1호
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    • pp.91-100
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    • 1987
  • This paper deals with an algorithm for solving nonlinear programming problems with equality constraints. Nonlinear programming problems are transformed into a square sums of nonlinear functions by the Lagrangian multiplier method. And an iteration method minimizing this square sums is suggested and then an algorithm is proposed. Also theoretical basis of the algorithm is presented.

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A Lagrangian Relaxation Approach to Capacity Planning for a Manufacturing System with Flexible and Dedicated Machines

  • Lim, Seung-Kil;Kim, Yeong-Dae
    • 한국경영과학회지
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    • 제23권2호
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    • pp.47-65
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    • 1998
  • We consider a multiperiod capacity planning problem for determining a mix of flexible and dedicated capacities under budget restriction. These capacities are controlled by purchasing flexible machines and/or new dedicated machines and disposing old dedicated machines. Acquisition and replacement schedules are determined and operations are assigned to the flexible or dedicated machines for the objective of minimizing the sum of discounted costs of acquisition and operation of flexible machines, new dedicated machines, and old dedicated machines. In this research, the Problem is formulated as a mixed integer linear Program and solved by a Lagrangian relaxation approach. A subgradient optimization method is employed to obtain lower bounds and a multiplier adjustment method is devised to improve the bounds. We develop a linear programming based Lagrangian heuristic algorithm to find a good feasible solution of the original problem. Results of tests on randomly generated test problems show that the algorithm gives relatively good solutions in a reasonable amount of computation time.

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Laguerre Polynomial을 이용한 저수지군의 최적제어 (Optimal Control of Multireservoirs Using Discrete Laguerre Polynomials)

  • 이재형;김민환
    • 대한토목학회논문집
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    • 제11권4호
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    • pp.91-102
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    • 1991
  • 저수지군을 최적으로 운영하려고 할때 일반적으로 동적계획법을 이용하는데 저수지 수의 증가와 변수의 이산화에 따라 계산 용량이 지수적으로 팽창하는 결점을 내포하고 있다. 이 문제를 해결하기 위해서 본 논문에서는 저수지 시스템 변수가 LP(Laguerre Polynomial)로 표현된 새로운 모형 개발을 시도하였다. 새로운 계획모형은 QP(Quadratic Programming) 형태이다. 이 모형의 해는 확장 라그란지안 곱수 방법(Augmented Lagrangian Multiplier Method)의 비선형계획법에 의해서 QP해를 구하였다. 그 결과 저수 수준은 기존의 결과보다 높게 유지하려는 경향을 보였으며, 평가된 편익 값은 다른 방법들과 비슷한 값이었다.

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미세유로를 갖는 납작관의 열·유동 해석 (Thermal and Flow Analysis of the Flat Tube with Micro-Channels)

  • 정길완;이관수;김우승
    • 대한기계학회논문집B
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    • 제23권8호
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    • pp.978-986
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    • 1999
  • In this study, the general thermal and flow characteristics of flat tube with micro-channels has been studied and the correlation of Nusselt number and friction factor is proposed. The optimal flat tube geometry is determined by optimal design process. It is assumed to be a three dimensional laminar flow in the analysis of thermal and flow characteristics. The periodic boundary condition is applied since the geometry of flat tube with micro-channels shows uniform cross-section in primary flow direction. Local Nusselt number is examined for thermal characteristics of each membrane, and module average Nusselt number and friction factor are calculated to determine the characteristics of the heat transfer and pressure drop in overall flat tube with microchannels. The correlations between Nusselt number and friction factor are given by Reynolds number, aspect ratio of membranes, and the width of flat tube. ALM (Augmented Lagrangian Multiplier) method is applied to the correlations to determine an optimal shape of flat tube. It is shown that the optimal aspect ratio of flat tube is approximately 1.0, irrespective of the width of flat tube and Reynolds number.

미세입자분산 액적의 고체면에서 모세퍼짐 현상에 관한 직접수치해석 기법개발 (DEVELOPMENT OF A NUMERICAL TECHNIQUE FOR CAPILLARY SPREADING OF A DROPLET CONTAINING PARTICLES ON THE SOLID SUBSTRATE)

  • 황욱렬;정현준;김시조;김종엽
    • 한국전산유체공학회지
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    • 제12권4호
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    • pp.14-19
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    • 2007
  • We present a direct numerical simulation technique and some preliminary results of the capillary spreading of a droplet containing particles on the solid substrate. We used the level-set method with the continuous surface stress for description of droplet spreading with interfacial tension and employed the discontinuous Galerkin method for the stabilization of the interface advection equation. The distributed Lagrangian-multipliers method has been combined for the implicit treatment of rigid particles. We investigated the droplet spreading by the capillary force and discussed effects of the presence of particles on the spreading behavior. It has been observed that a particulate drop spreads less than the pure liquid drop. The amount of spread of a particulate drop has been found smaller than that of the liquid with effectively the same viscosity as the particulate drop.

상변태의 구속 조건을 부가하기 위한 수치 방법 (Numerical method to impose constraint conditions in phase transformation)

  • 양승용;구병춘
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2004년도 춘계학술대회
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    • pp.706-709
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    • 2004
  • A numerical method was developed that imposes constraint condition on the order parameters in martensitic phase transformation. In the method, an amplitude function having values of 1 or 0 was multiplied to transformation rates. The merit of the method is that the imposition of the constraint condition is more straightforward than a method with Lagrangian multiplier and easy to implement in the tangent modulus method. The developed method is applied to three-dimensional finite element analyses of single and poly crystalline shape memory alloys.

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근사 선탐색을 이용한 동적 반응 최적화 (Dynamic response optmization using approximate search)

  • 김민수;최동훈
    • 대한기계학회논문집A
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    • 제22권4호
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    • pp.811-825
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    • 1998
  • An approximate line search is presented for dynamic response optimization with Augmented Lagrange Multiplier(ALM) method. This study empolys the approximate a augmented Lagrangian, which can improve the efficiency of the ALM method, while maintaining the global convergence of the ALM method. Although the approximate augmented Lagragian is composed of only the linearized cost and constraint functions, the quality of this approximation should be good since an approximate penalty term is found to have almost second-order accuracy near the optimum. Typical unconstrained optimization algorithms such as quasi-Newton and conjugate gradient methods are directly used to find exact search directions and a golden section method followed by a cubic polynomial approximation is empolyed for approximate line search since the approximate augmented Lagrangian is a nonlinear function of design variable vector. The numberical performance of the proposed approach is investigated by solving three typical dynamic response optimization problems and comparing the results with those in the literature. This comparison shows that the suggested approach is robust and efficient.

이중 사인 시리즈법에 의한 직사각형 평판의 자유 진동해석 (Double Fourier Sine Series Method for The Free Vibration of a Rectangular Plate)

  • 윤종욱;이장무
    • 소음진동
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    • 제6권6호
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    • pp.771-779
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    • 1996
  • In this paper, double Fourier sine series is used as a modal displacement functions of a rectangular plate and applied to the free vibration analysis of a rectangular plate under various boundary conditions. The method of stationary potential energy is used to obtain the modal displacements of a plate. To enhance the flexibility of the double Fourier sine series, Lagrangian multipliers are utilized to match the geometric boundary conditions, and Stokes' transformation is used to handle the displacements that are not satisfied by the double Fourier sine series. The frequency parameters and mode shapes obtained by the present method are compared with those obtained by MSC/NASTRAN and other analysis.

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공액 경사법을 사용한 최적조류계산에 대한 새로운 접근법 (A New Approach to Optimal Power Flow using Conjugate Gradient Method)

  • 조한형;김원겸;김건중
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1990년도 하계학술대회 논문집
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    • pp.139-142
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    • 1990
  • This paper presents a new approach to optimal power flow (OPF) problem using conjugate gradient method, using this method. We can obtain initial feasible solution and lagrangian multiplier without calculation of matrix inversion.Test experiment shows a desiriable result and a stable convergence characteristic.

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