• 제목/요약/키워드: lagrangian dual

검색결과 37건 처리시간 0.016초

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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    • 제27권1_2호
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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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    • 제7권1호
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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.

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

  • 김하윤
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2004년도 추계학술대회
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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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    • 제12권3호
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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.

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

  • 이제헌;황재필;김은태
    • 한국지능시스템학회논문지
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    • 제21권5호
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    • pp.624-629
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    • 2011
  • 본 논문에서는 커널 함수를 이용한 기법을 통한 추천 시스템을 제안한다. 제안된 추천 시스템은 기계 학습 기법을 이용하여 새로운 아이템에 대한 사용자의 선호도를 예측하고 예측된 결과를 바탕으로 사용자가 선호할만한 아이템들을 추천한다. 일반적으로 사용자의 평가 정보는 잡음이 포함되어 있고 일관성이 적으므로 잡음에 영향을 적게 받는 이원 분류기인 이중 마진 Lagrangian support vector machine (DMLSVM) 을 사용한다. 제안된 기법은 MovieLens 데이터베이스에 적용하였다. 또한 시뮬레이션을 통해 제안된 방법의 우수성을 확인하였다.

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

  • 이양호;안준홍;최경현
    • 대한산업공학회지
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    • 제29권3호
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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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    • 제27권1호
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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.

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

  • 김철연;최경현
    • 대한산업공학회지
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    • 제37권2호
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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.