• 산업경영시스템학회지
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• 제37권1호
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• pp.50-59
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• 2014

In this paper, we develop an efficient approach to solve a multiple-item budget-constraint newsboy problem with a reservation policy. A conventional approach for solving such problem utilizes an approximation for the evaluation of an inverse of a Gaussian cumulative density function when the argument of the function is small, and a heuristic method for finding an optimal Lagrangian multiplier. In contrast to the conventional approach, this paper proposes more accurate method of evaluating the function by using the normalization and an effective numerical integration method. We also propose an efficient way to find an optimal Lagrangian multiplier by proving that the equation for the budget-constraint is in fact a monotonically increasing function in the Lagrangian multiplier. Numerical examples are tested to show the performance of the proposed approach with emphases on the behaviors of the inverse of a Gaussian cumulative density function and the Lagrangian multiplier. By using sensitivity analysis of different budget constraints, we show that the reservation policy indeed provides greater expected profit than the classical model of not having the reservation policy.

• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.919-925
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• 2006

Maximum likelihood estimate(MLE) is obtained from the partial log-likelihood function for the cell probabilities of two way incomplete contingency tables proposed by Chen and Fienberg(1974). The partial log-likelihood function is modified by adding lagrangian multiplier that constraints can be incorporated with. Variances of MLE estimators of population proportions are derived from the matrix of second derivatives of the loglikelihood with respect to cell probabilities. Simulation results, when data are missing at random, reveal that Complete-case(CC) analysis produces biased estimates of joint probabilities under MAR and less efficient than either MLE or MI. MLE and MI provides consistent results under either the MAR situation. MLE provides more efficient estimates of population proportions than either multiple imputation(MI) based on data augmentation or complete case analysis. The standard errors of MLE from the proposed method using lagrangian multiplier are valid and have less variation than the standard errors from MI and CC.

• Journal of Mechanical Science and Technology
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• 제14권10호
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• pp.1122-1130
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• 2000

Based on the value of the Lagrange multiplier and the degree of constraint activeness, a new update rule is proposed for penalty parameters of the ALM method. The theoretical exposition of this suggested update rule is presented by using the algorithmic interpretation and the geometric interpretation of the augmented Lagrangian. This interpretation shows that the penalty parameters can effect the performance of the ALM method. Also, it offers a lower limit on the penalty parameters that makes the augmented Lagrangian to be bounded. This lower limit forms the backbone of the proposed update rule. To investigate the numerical performance of the update rule, it is embedded in our ALM based dynamic response optimizer, and the optimizer is applied to solve six typical dynamic response optimization problems. Our optimization results are compared with those obtained by employing three conventional update rules used in the literature, which shows that the suggested update rule is more efficient and more stable than the conventional ones.

• Korea-Australia Rheology Journal
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• 제19권4호
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• pp.233-242
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• 2007

We performed a numerical investigation to find out the optimal choice of the spatial discretization in the distributed-Lagrangian-multiplier/fictitious-domain (DLM/FD) method for the solid/fluid interaction problem. The elastic solid bar attached on the bottom in a pressure-driven channel flow of a Newtonian fluid was selected as a model problem. Our formulation is based on the scheme of Yu (2005) for the interaction between flexible bodies and fluid. A fixed regular rectangular discretization was applied for the description of solid and fluid domain by using the fictitious domain concept. The hydrodynamic interaction between solid and fluid was treated implicitly by the distributed Lagrangian multiplier method. Considering a simplified problem of the Stokes flow and the linearized elasticity, two numerical factors were investigated to clarify their effects and to find the optimum condition: the distribution of Lagrangian multipliers and the solid/fluid interfacial condition. The robustness of this method was verified through the mesh convergence and a pseudo-time step test. We found that the fluid stress in a fictitious solid domain can be neglected and that the Lagrangian multipliers are better to be applied on the entire solid domain. These results will be used to extend our study to systems of elastic particle in the Stokes flow, and of particles in the viscoelastic fluid.

• Steel and Composite Structures
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• 제29권2호
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• pp.243-256
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• 2018

This study conducts an optimization and sensitivity analysis on rectangular reinforced concrete (RC) beam using Lagrangian Multiplier Method (LMM) as programming optimization computer soft ware. The analysis is conducted to obtain the minimum design cost for both singly and doubly RC beams according to the specifications of three regulations of American concrete institute (ACI), British regulation (BS), and Iranian concrete regulation (ICS). Moreover, a sensitivity analysis on cost is performed with respect to the effective parameters such as length, width, and depth of beam, and area of reinforcement. Accordingly, various curves are developed to be feasibly utilized in design of RC beams. Numerical examples are also represented to better illustrate the design steps. The results indicate that instead of complex optimization relationships, the LMM can be used to minimize the cost of singly and doubly reinforced beams with different boundary conditions. The results of the sensitivity analysis on LMM indicate that each regulation can provide the most optimal values at specific situations. Therefore, using the graphs proposed for different design conditions can effectively help the designer (without necessity of primary optimization knowledge) choose the best regulation and values of design parameters.

• 한국강구조학회 논문집
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• 제10권3호통권36호
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• pp.393-406
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• 1998

본 연구는 수평보강된 직교이방성판의 좌굴거동에 관한 것으로서 면내 선형분포하중을 받는 수평보강된 직교이방성판의 좌굴해석식을 Rayleigh-Ritz법을 사용하여 유도하였으며 보강재의 위치에 따른 좌굴응력의 상한치를 Lagrangian multiplier법을 사용하여 결정하였다. 판의 네 변은 단순지지되어 있다고 가정하였으며, 보강재는 보요소로 간주하였다. 유도된 식을 사용하여 보강재와 판의 폭비와 보강재의 위치를 변화시켜가며 좌굴해석을 수행한 결과 면내 선형분포하중을 받는 네 변이 단순지지된 수평보강된 직교이방성판의 효과적인 보강재의 설치 위치는 판의 좌굴응력의 상한치가 최대가 되는 위치임을 알 수 있었다.

• 한국콘텐츠학회논문지
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• 제9권4호
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• pp.27-33
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• 2009

비디오 부호화에서의 라그랑지안 계수의 선정은 Rate-Distortion Optimization의 성능을 결정하는 중요한 요소이다. H.264의 참조소프트웨어인 JM에서는 모든 매크로블록에 하나의 RDO모델을 사용한다. 그러나 각각의 매크로블록의 특성은 다르기 때문에 그에 맞는 RDO모델을 적용함으로써 성능향상을 기대할 수 있다. 본 논문에서는 매크로블록의 특성에 따라서 적응적인 RDO알고리즘을 제안한다. 우리는 실험적으로 각 매크로블록의 특성에 따른 최적의 라그랑지안 계수를 얻었다. 성능평가를 위하여 제안한 알고리즘은 참조 소프트웨어 JM10.2에 적용되었고, 실험결과 약 0.2dB정도의 화질 향상을 얻을 수 있었다.

• 응용통계연구
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• 제28권2호
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• pp.189-200
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• 2015

본 논문에서는 정상적 부트스트래핑을 금융 자산 가격에서 시장 미시구조 잡음에 대한 라그랑지 승수 검정에 적용한다. 몬테 카를로 실험을 통해 부트스트래핑 방법이 조건부 이분산 모형을 적용한 기존 라그랑지 승수 검정의 유의수준 왜곡 문제를 개선함을 보인다. 이 검정을 KOSPI 지수와 원-달러 환율과 같은 실제 데이터에 적용한다.

• 한국복합재료학회:학술대회논문집
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• 한국복합재료학회 2001년도 추계학술발표대회 논문집
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• pp.17-20
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• 2001

This paper presents the results of an elastic buckling analysis of elastically restrained orthotropic plate with a longitudinal stiffener under in-plane linearly distributed load. It is assumed that the loaded edges of web plate are simply supported and other two edges are elastically restrained against rotation. The stiffener is modeled as a beam element and its torsional rigidity is neglected. For the buckling analysis Lagrangian multiplier method is employed. The effects of restraint and longitudinal stiffener are presented in a graphical form.

• 전기학회논문지
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• 제58권1호
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• pp.23-27
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• 2009

The joint dispatch of regional electricity markets can improve the overall economic efficiency of interconnected markets by increasing the combined social welfare of the interconnected markets. This paper presents a new decentralized optimization technique based on Augmented Lagrangian Relaxation (ALR) to perform the joint dispatch of interconnected electricity markets. The Block Coordinate Descent (BCD) technique is applied to decompose the inseparable quadratic term of the augmented Lagrangian equation into individual market optimization problems. The Interior Point/Cutting Plane (IP/CP) method is used to update the Lagrangian multiplier in the decomposed market optimization problem. The numerical example is presented to validate the effectiveness of the proposed decentralized method.