• Title/Summary/Keyword: method of Lagrange multipliers

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Computational enhancement to the augmented lagrange multiplier method for the constrained nonlinear optimization problems (구속조건식이 있는 비선형 최적화 문제를 위한 ALM방법의 성능향상)

  • 김민수;김한성;최동훈
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.15 no.2
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    • pp.544-556
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    • 1991
  • The optimization of many engineering design problems requires a nonlinear programming algorithm that is robust and efficient. A general-purpose nonlinear optimization program IDOL (Interactive Design Optimization Library) is developed based on the Augmented Lagrange Mulitiplier (ALM) method. The ideas of selecting a good initial design point, using resonable initial values for Lagrange multipliers, constraints scaling, descent vector restarting, and dynamic stopping criterion are employed for computational enhancement to the ALM method. A descent vector is determined by using the Broydon-Fletcher-Goldfarb-Shanno (BFGS) method. For line search, the Incremental-Search method is first used to find bounds on the solution, then the bounds are reduced by the Golden Section method, and finally a cubic polynomial approximation technique is applied to locate the next design point. Seven typical test problems are solved to show IDOL efficient and robust.

PARALLEL COMPUTATIONAL APPROACH FOR THREE-DIMENSIONAL SOLID ELEMENT USING EXTRA SHAPE FUNCTION BASED ON DOMAIN DECOMPOSITION APPROACH

  • JOO, HYUNSHIG;GONG, DUHYUN;KANG, SEUNG-HOON;CHUN, TAEYOUNG;SHIN, SANG-JOON
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.24 no.2
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    • pp.199-214
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    • 2020
  • This paper describes the development of a parallel computational algorithm based on the finite element tearing and interconnecting (FETI) method that uses a local Lagrange multiplier. In this approach, structural computational domain is decomposed into non-overlapping sub-domains using local Lagrange multiplier. The local Lagrange multipliers are imposed at interconnecting nodes. 8-node solid element using extra shape function is adopted by using the representative volume element (RVE). The parallel computational algorithm is further established based on message passing interface (MPI). Finally, the present FETI-local approach is implemented on parallel hardware and shows improved performance.

Structural Modal Analysis Using Substructure Hybrid Interface Modes (혼합경계의 부분구조 모드를 이용한 구조물의 모드해석)

  • 김형근;박윤식
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.17 no.5
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    • pp.1138-1149
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    • 1993
  • A new mode synthesis method using Lagrange multipliers and substructure hybrid interface modes is presented. Substruture governing equations of motion are derived using Lagrange equations and the constraints of geometric compatibility between the substructures are treated with Lagrange multipliers. Fixed, free, and loaded interface modes can be employed for the modal bases of each substructure. In cases of the fixed and loaded interface modes, two successive modal transformation relations are used. Compared with the conventional mode synthesis methods, the suggested method does not construct the equations of motion of the coupled structure and the final characteristic equation becomes a polynomial. Only modal parameters of each substructure and geometric compatibility conditions are needed. The suggested method is applied to a simple lumped mass model and parametric study is performed.

Evaluation of unilateral buckling of steel plates in composite concrete-steel shear walls

  • Shamsedin Hashemi;Samaneh Ramezani
    • Structural Engineering and Mechanics
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    • v.88 no.2
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    • pp.129-140
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    • 2023
  • To increase the stiffness and strength of a reinforced concrete shear wall, steel plates are bolted to the sides of the wall. The general behavior of a composite concrete-steel shear wall is dependent on the buckling of the steel plates that should be prevented. In this paper, the unilateral buckling of steel plates of a composite shear wall is studied using the Rayleigh-Ritz method. To model the unilateral buckling of steel plate, the restraining concrete wall is described as an elastic foundation with high stiffness in compression and zero stiffness in tension. To consider the effect of bolt connections on the plate's buckling, a constrained optimization problem is solved by using Lagrange multipliers method. This process is used to obtain the critical elastic local buckling coefficients of unilaterally-restrained steel plates with various numbers of bolts, subjected to pure compression, bending and shear loading, and the interaction between them. Using these results, the spacing between shear bolts in composite steel plate shear walls is estimated and compared with the results of the AISC seismic provisions (2016). The results show that the AISC seismic provisions(2016) are overly conservative in obtaining the spacing between shear bolts.

THE DYNAMICS OF EUROPEAN-STYLE OPTION PRICING IN THE FINANCIAL MARKET UTILIZING THE BLACK-SCHOLES MODEL WITH TWO ASSETS, SUPPORTED BY VARIATIONAL ITERATION TECHNIQUE

  • FAROOQ AHMED SHAH;TAYYAB ZAMIR;EHSAN UL HAQ;IQRA ABID
    • Journal of Applied and Pure Mathematics
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    • v.6 no.3_4
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    • pp.141-154
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    • 2024
  • This article offers a thorough exploration of a modified Black-Scholes model featuring two assets. The determination of option prices is accomplished through the Black-Scholes partial differential equation, leveraging the variational iteration method. This approach represents a semi-analytical technique that incorporates the use of Lagrange multipliers. The Lagrange multiplier emerges as a beacon of efficiency, adeptly streamlining the computational intricacies, and elevating the model's efficacy to unprecedented heights. For better understanding of the presented system, a graphical and tabular interpretation is presented with the help of Maple software.

Layer-wise numerical model for laminated glass plates with viscoelastic interlayer

  • Zemanova, Alena;Zeman, Jan;Janda, Tomas;Sejnoha, Michal
    • Structural Engineering and Mechanics
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    • v.65 no.4
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    • pp.369-380
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    • 2018
  • In this paper, a multi-layered finite element model for laminated glass plates is introduced. A layer-wise theory is applied to the analysis of laminated glass due to the combination of stiff and soft layers; the independent layers are connected via Lagrange multipliers. The von $K{\acute{a}}rm{\acute{a}}n$ large deflection plate theory and the constant Poisson ratio for constitutive equations are assumed to capture the possible effects of geometric nonlinearity and the time/temperature-dependent response of the plastic foil. The linear viscoelastic behavior of a polymer foil is included by the generalized Maxwell model. The proposed layer-wise model was implemented into the MATLAB code and verified against detailed three-dimensional models in ADINA solver using different hexahedral finite elements. The effects of temperature, load duration, and creep/relaxation are demonstrated by examples.

The Mixed Finite Element Analysis for Saturated Porous Media using FETI Method

  • Lee, Kyung-Jae;Tak, Moon-Ho;Park, Tae-Hyo
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.23 no.6
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    • pp.693-702
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    • 2010
  • In this paper, FETI(Finite Element Tearing and Interconnecting) method is introduced in order to improve numerical efficiency of Staggered method. The porous media theory, the Staggered method and the FETI method are briefly introduced in this paper. In addition, we account for the MPI(Message Passing Interface) library for parallel analysis, and the proposed combined Staggered method with FETI method. Finally Lagrange multipliers and CG(Conjugate Gradient) algorithm to solve decomposed domain are proposed, and then the proposed method is verified to be numerically efficient by MPI library.

Convergence and Measurement of Inter-Departure Processes in a Pull Serial Line: Entropy and Augmented Lagrange Multiplier Approach

  • Choe, Sang-Woong
    • Industrial Engineering and Management Systems
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    • v.1 no.1
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    • pp.29-45
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    • 2002
  • In this study, we consider infinite supply of raw materials and backlogged demands as given two boundary conditions. And we need not make any specific assumptions about the inter-arrival of external demand and service time distributions. We propose a numeric model and an algorithm in order to compute the first two moments of inter-departure process. Entropy enables us to examine the convergence of this process and to derive measurable relations of this process. Also, lower bound on the variance of inter-departure process plays an important role in proving the existence and uniqueness of an optimal solution for a numeric model and deriving the convergence order of augmented Lagrange multipliers method applied to a numeric model. Through these works, we confirm some structural properties and numeric examples how the validity and applicability of our study.

Active control of optimization process in lens design by using Lagrange's undetermined multiplier method (광학설계의 최적화에서 Lagrange 부정승수법을 이용한 능동적 제어)

  • 조용주;이종웅
    • Korean Journal of Optics and Photonics
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    • v.12 no.2
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    • pp.109-114
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    • 2001
  • Optical system has some optical and mechanical constraints. The constraints should be preserved in optimization of optical system. For the purpose, the constraints are combined with the merit function by using Lagrange's undetermined multipliers. We propose an active optimization control by using the fact that the errors of constraints are corrected with higher priority than the other errors of the merit function. In this control, the errors which have large contribution to the merit function are converted into constraints. At that time, if the errors are corrected at once, the optimization will be unstable because of their non-linearity. Hence we introduce a target rate which represents a fraction of error to be corrected, and the errors are corrected progressively. An optimization program was developed on the bases of the proposed active control, and applied to design a photographic lens system. By using the active control, we could get better results compared with conventional damped least squares method. ethod.

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Domain Decomposition Approach Applied for Two- and Three-dimensional Problems via Direct Solution Methodology

  • Kwak, Jun Young;Cho, Haeseong;Chun, Tae Young;Shin, SangJoon;Bauchau, Olivier A.
    • International Journal of Aeronautical and Space Sciences
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    • v.16 no.2
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    • pp.177-189
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    • 2015
  • This paper presents an all-direct domain decomposition approach for large-scale structural analysis. The proposed approach achieves computational robustness and efficiency by enforcing the compatibility of the displacement field across the sub-domain boundaries via local Lagrange multipliers and augmented Lagrangian formulation (ALF). The proposed domain decomposition approach was compared to the existing FETI approach in terms of the computational time and memory usage. The parallel implementation of the proposed algorithm was described in detail. Finally, a preliminary validation was attempted for the proposed approach, and the numerical results of two- and three-dimensional problems were compared to those obtained through a dual-primal FETI approach. The results indicate an improvement in the performance as a result of the implementing the proposed approach.