• Title/Summary/Keyword: lagrangian dual

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PROXIMAL AUGMENTED LAGRANGIAN AND APPROXIMATE OPTIMAL SOLUTIONS IN NONLINEAR PROGRAMMING

  • Chen, Zhe;Huang, Hai Qiao;Zhao, Ke Quan
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.149-159
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    • 2009
  • In this paper, we introduce some approximate optimal solutions and an augmented Lagrangian function in nonlinear programming, establish dual function and dual problem based on the augmented Lagrangian function, discuss the relationship between the approximate optimal solutions of augmented Lagrangian problem and that of primal problem, obtain approximate KKT necessary optimality condition of the augmented Lagrangian problem, prove that the approximate stationary points of augmented Lagrangian problem converge to that of the original problem. Our results improve and generalize some known results.

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Evaluation of Two Lagrangian Dual Optimization Algorithms for Large-Scale Unit Commitment Problems

  • Fan, Wen;Liao, Yuan;Lee, Jong-Beom;Kim, Yong-Kab
    • Journal of Electrical Engineering and Technology
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    • v.7 no.1
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    • pp.17-22
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    • 2012
  • Lagrangian relaxation is the most widely adopted method for solving unit commitment (UC) problems. It consists of two steps: dual optimization and primal feasible solution construction. The dual optimization step is crucial in determining the overall performance of the solution. This paper intends to evaluate two dual optimization methods - one based on subgradient (SG) and the other based on the cutting plane. Large-scale UC problems with hundreds of thousands of variables and constraints have been generated for evaluation purposes. It is found that the evaluated SG method yields very promising results.

A study on Effects of Parameters in the Lagrangian Code based on F.E.M. through Oblique Dual-Plates Perforation Phenomena (관통자에 의한 경사복판의 관통현상에서 유한요소법을 근간으로한 라그랑지 코드의 변수의 영향에 관한 연구)

  • Kim, Ha-youn
    • Proceedings of the KSME Conference
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    • 2004.11a
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    • pp.55-60
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    • 2004
  • This study is concerned to the perforation phenomena of the oblique dual-plate by projectile. Experiment and simulation related to that was carried out. the variables considered in this phenomena include the electrolytic zinc coated steel sheet and carbon steel rod. In the former, the confirmation and projectile velocity possible phenomena of real phenomena is done, the latter, the effect of parameter such as time-step and grid space length is analized by using the three-dimensional Lagrangian explicit time-integration finite element code, HEMP. this code use the eight node hexahedral elements and in this study, Von-Mises Criteria is used as the strength model, Mie-Gruneisen is as the Equation of State. the simulation was performed by contrast with the experiment. through the calibration of the parameter of lagrangian code, reasonable result was approached.

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Capacity Assignment and Routing for Interactive Multimedia Service Networks

  • Lim, Byung-Ha;Park, June-Sung
    • Journal of Communications and Networks
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    • v.12 no.3
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    • pp.246-252
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    • 2010
  • A binary linear integer program is formulated for the problem of expanding the capacity of a fiber optic network and routing the traffic to deliver new interactive multimedia services. A two-phase Lagrangian dual search procedure and a Lagrangian heuristic are developed. Computational results show superior performance of the two-phase subgradient optimization compared with the conventional one-phase approach.

A New Kernelized Approach to Recommender System (커널 함수를 도입한 새로운 추천 시스템)

  • Lee, Jae-Hun;Hwang, Jae-Pil;Kim, Eun-Tai
    • Journal of the Korean Institute of Intelligent Systems
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    • v.21 no.5
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    • pp.624-629
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    • 2011
  • In this paper, a new kernelized approach for use in a recommender system (RS) is proposed. Using a machine learning technique, the proposed method predicts the user's preferences for unknown items and recommends items which are likely to be preferred by the user. Since the ratings of the users are generally inconsistent and noisy, a robust binary classifier called a dual margin Lagrangian support vector machine (DMLSVM) is employed to suppress the noise. The proposed method is applied to MovieLens databases, and its effectiveness is demonstrated via simulations.

An Optimal Distribution Model under Consideration of Delivery Unit and Backlogging Costs (수송단위에 의한 지연납기를 고려한 최적 수송량 결정 모형)

  • Lee, Yang Ho;An, Joon-Hong;Choi, Gyunghyun
    • Journal of Korean Institute of Industrial Engineers
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    • v.29 no.3
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    • pp.206-212
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    • 2003
  • In this paper, we propose a mathematical optimization model with a suitable algorithm to determine delivery and backlogging quantities by minimizing the total cost including the penalty costs for delay. The system has fixed transshipment costs and demands are fulfilled by some delivery units that represent the volume of delivery amount to be shipped in a single time period. Since, backlogging is allowed, demands could be delivered later at the expense of some penalty costs. The model provides the optimal decisions on when and how much to he delivered while minimizing the total costs. To solve the problem, we propose an algorithm that uses the Lagrangian dual in conjunction with some primal heuristic techniques that exploit the special structure of the problem. Finally, we present some computational test results along with comments on the further study.

A dual approach to perform geometrically nonlinear analysis of plane truss structures

  • Habibi, AliReza;Bidmeshki, Shaahin
    • Steel and Composite Structures
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    • v.27 no.1
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    • pp.13-25
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    • 2018
  • The main objective of this study is to develop a dual approach for geometrically nonlinear finite element analysis of plane truss structures. The geometric nonlinearity is considered using the Total Lagrangian formulation. The nonlinear solution is obtained by introducing and minimizing an objective function subjected to displacement-type constraints. The proposed method can fully trace the whole equilibrium path of geometrically nonlinear plane truss structures not only before the limit point but also after it. No stiffness matrix is used in the main approach and the solution is acquired only based on the direct classical stress-strain formulations. As a result, produced errors caused by linearization and approximation of the main equilibrium equation will be eliminated. The suggested algorithm can predict both pre- and post-buckling behavior of the steel plane truss structures as well as any arbitrary point of equilibrium path. In addition, an equilibrium path with multiple limit points and snap-back phenomenon can be followed in this approach. To demonstrate the accuracy, efficiency and robustness of the proposed procedure, numerical results of the suggested approach are compared with theoretical solution, modified arc-length method, and those of reported in the literature.

Adaptive Mean Value Cross Decomposition Algorithms for Capacitated Facility Location Problems (제한용량이 있는 설비입지결정 문제에 대한 적응형 평균치교차분할 알고리즘)

  • Kim, Chul-Yeon;Choi, Gyung-Hyun
    • Journal of Korean Institute of Industrial Engineers
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    • v.37 no.2
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    • pp.124-131
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    • 2011
  • In this research report, we propose a heuristic algorithm with some primal recovery strategies for capacitated facility location problems (CFLP), which is a well-known combinatorial optimization problem with applications in distribution, transportation and production planning. Many algorithms employ the branch-and-bound technique in order to solve the CFLP. There are also some different approaches which can recover primal solutions while exploiting the primal and dual structure simultaneously. One of them is a MVCD (Mean Value Cross Decomposition) ensuring convergence without solving a master problem. The MVCD was designed to handle LP-problems, but it was applied in mixed integer problems. However the MVCD has been applied to only uncapacitated facility location problems (UFLP), because it was very difficult to obtain "Integrality" property of Lagrangian dual subproblems sustaining the feasibility to primal problems. We present some heuristic strategies to recover primal feasible integer solutions, handling the accumulated primal solutions of the dual subproblem, which are used as input to the primal subproblem in the mean value cross decomposition technique, without requiring solutions to a master problem. Computational results for a set of various problem instances are reported.