• Title/Summary/Keyword: Lagrange’s Multiplier

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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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Development of optimum design curves for reinforced concrete beams based on the INBR9

  • Habibi, Alireza;Ghawami, Fouad;Shahidzadeh, Mohammad S.
    • Computers and Concrete
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    • v.18 no.5
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    • pp.983-998
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    • 2016
  • Structural optimization is one of the most important topics in structural engineering and has a wide range of applicability. Therefore, the main objective of the present study is to apply the Lagrange Multiplier Method (LMM) for minimum cost design of singly and doubly reinforced rectangular concrete beams. Concrete and steel material costs are used as objective cost function to be minimized in this study, and ultimate flexural strength of the beam is considered to be as the main constraint. The ultimate limit state method with partial material strength factors and equivalent concrete stress block is used to derive general relations for flexural strength of RC beam and empirical coefficients are taken from topic 9 of the Iranian National Building Regulation (INBR9). Optimum designs are obtained by using the LMM and are presented in closed form solutions. Graphical representation of solutions are presented and it is shown that proposed design curves can be used for minimum cost design of the beams without prior knowledge of optimization and without the need for iterative trials. The applicability of the proposed relations and curves are demonstrated through two real life examples of SRB and DRB design situations and it is shown that the minimum cost design is actually reached using proposed method.

Reliability Optimum Design of Slab System based on Lagrange Multipliers (Lagrange Multipliers에 의한 슬래브시스템의 신뢰성 최적설계)

  • Kim, Hyeon-Seak;Lee, Jeung-Bin;Jung, Chul-Won
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.1 no.1
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    • pp.113-124
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    • 1997
  • Based on the recent developments of the reliability-based structural analysis and design as well as the extending knowledge on the probabilistic characteristics of load and resistances, the probability based design criteria have been successfully developed for many standards. Since the probabilistic characteristics depend highly on the local load and resistances, it is recognized to develop the design criterion compatible with domestic requirements. The existing optimum design methods, which are generally based on the structural theory and certain engineering exprience, do not realistically consider the uncertainties of load and resistances and the basic reliability concepts. This study is directed to propose a optimum design based Expected Total Cost Minimization on two-way slab system which could possibly replace optimum design based traditional provisions of the current code, based on the AFOSM reliablity theory.

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Plastic Design Method for Moment Resisting Frame based on Designer's Acceptable Matrix (설계자 만족도 매트릭스를 이용한 골조 구조물의 소성해석법)

  • Song, Ki-Young;Lee, Seung-Jae;Oh, Sang-Hoon;Kang, Chang-Hoon
    • Proceeding of KASS Symposium
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    • 2006.05a
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    • pp.165-169
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    • 2006
  • This study presents a new stress analysis method to be substituted for the elastic analysis in such a plastic design procedure. This method is accompanied by an efficient mathematical tool which can be easily handled by personal computer. The method also easily accepts arbitrary strategies by the designer for selection member size.

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Adaptive Lagrange Multiplier Selection Scheme using Characteristics of Macroblocks (매크로블록의 특성을 이용한 적응적인 라그랑지안 계수의 선정 방법)

  • Choi, Kyung-Seok;Kang, Hyun-Soo
    • The Journal of the Korea Contents Association
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    • v.9 no.4
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    • pp.27-33
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    • 2009
  • Selection of the Lagrangian multiplier is a key factor to determine the performance of Rate-Distortion Optimization (RDO) in video coding. JM, reference S/W of H.264, employs only one RDO model for all macroblock. However, since the characteristics of macroblocks are different, RDO model adaptive to their characteristics can give some performance improvement. In this paper, we propose an RDO algorithm adaptive to characteristics of macroblocks. We empirically obtain the optimal Lagrangian multipliers considering characteristics of macroblocks. For performance evaluation, the proposed method is applied to JM10.2 and, as a result, we have PSNR gain of 0.2dB on average.

A study for the system voltage and reactive power control (계통전압.무효전력 제어에 관한 연구)

  • 송길영
    • 전기의세계
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    • v.14 no.3
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    • pp.10-17
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    • 1965
  • This paper presents a method of the voltage-reactive power control in the long and short range operations and introduces a conception, "optimum control pattern." The optimum control pattern, aiming at the over-all system control, is defined as the optimum voltage distribution which minimizes the system operating cost under the conditions that the specified power be supplied and the system voltage be kept within the specified bounds. The following procedure was adopted to obtain this optimum pattern. In the first place, a power system was divided into three blocks, namely, load, substation and generator. Lagrange's, multiplier method is applied to each block in turn, paying attention only at the operating voltage distribution. Phase angles at each bus are then modified so that the continuity of active power is maintained. This procedure may be called "block relaxation method with Lagrange's multipliers." In a long range operation, this control pattern determines the optimum installation capacity of reactive power sources. In a short range operation, it also gives the reference state of real time control and the optimum switching capacity of reactive power souces. The real time control problem is also studied from the standpoint of cooperation of control devices such as generators, shunt capacitors, shunt reactors and ratio load controllers. A proposal for the real time control will contribute to the automation of power system operation in the near future. in the near future.

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Optimization of Triple Response Systems by Using the Dual Response Approach and the Hooke-Jeeves Search Method

  • Fan, Shu-Kai S.;Huang, Chia-Fen;Chang, Ko-Wei;Chuang, Yu-Chiang
    • Industrial Engineering and Management Systems
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    • v.9 no.1
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    • pp.10-19
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    • 2010
  • This paper presents an extended computing procedure for the global optimization of the triple response system (TRS) where the response functions are nonconvex (nonconcave) quadratics and the input factors satisfy a radial region of interest. The TRS arising from response surface modeling can be approximated using a nonlinear mathematical program involving one primary (objective) function and two secondary (constraints) functions. An optimization algorithm named triple response surface algorithm (TRSALG) is proposed to determine the global optimum for the nondegenerate TRS. In TRSALG, the Lagrange multipliers of target (secondary) functions are computed by using the Hooke-Jeeves search method, and the Lagrange multiplier of the radial constraint is located by using the trust region (TR) method at the same time. To ensure global optimality that can be attained by TRSALG, included is the means for detecting the degenerate case. In the field of numerical optimization, as the family of TR approach always exhibits excellent mathematical properties during optimization steps, thus the proposed algorithm can guarantee the global optimal solution where the optimality conditions are satisfied for the nondegenerate TRS. The computing procedure is illustrated in terms of examples found in the quality literature where the comparison results with a gradient-based method are used to calibrate TRSALG.

DEVELOPMENT OF A ROBUST MESHLESS METHOD FOR 2-D COMPRESSIBLE FLOW (2차원 압축성 유동 해석을 위한 강건한 무격자 해석기법 개발)

  • Huh, J.Y.;Rhee, J.S.;Kim, K.H.;Jung, S.Y.
    • Journal of computational fluids engineering
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    • v.19 no.3
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    • pp.85-90
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    • 2014
  • The purpose of this study is to develop a new Meshless Method to solve 2-D compressible flow problems numerically. This paper includes a revised Least Square method that improves robustness compared with its original version by removing excessive numerical oscillation which occurs when points are randomly distributed. Numerical analyses of hypersonic flow over a blunt body were carried out using the method, then robustness, accuracy and convergence of their results were compared with those obtained from the original method.

Explicit Motion of Dynamic Systems with Position Constraints

  • Eun, Hee-Chang;Yang, Keun-Hyuk;Chung, Heon-Soo
    • Journal of Mechanical Science and Technology
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    • v.17 no.4
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    • pp.538-544
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    • 2003
  • Although many methodologies exist for determining the constrained equations of motion, most of these methods depend on numerical approaches such as the Lagrange multiplier's method expressed in differential/algebraic systems. In 1992, Udwadia and Kalaba proposed explicit equations of motion for constrained systems based on Gauss's principle and elementary linear algebra without any multipliers or complicated intermediate processes. The generalized inverse method was the first work to present explicit equations of motion for constrained systems. However, numerical integration results of the equation of motion gradually veer away from the constraint equations with time. Thus, an objective of this study is to provide a numerical integration scheme, which modifies the generalized inverse method to reduce the errors. The modified equations of motion for constrained systems include the position constraints of index 3 systems and their first derivatives with respect to time in addition to their second derivatives with respect to time. The effectiveness of the proposed method is illustrated by numerical examples.

Simultaneous Unit Roots Tests for Both Regular and Seasonal Unit Roots

  • Sinsup Cho;Jeong Hyeong Lee;Young Jin Park;Heon Jin Park
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.663-676
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    • 1997
  • We obtain the simultaneous unit roots test statistics for both regular and seasonal unit roots in a time series with possible seasonal deterministic trends. The limiting distributions of the proposed test statistics are derived and empirical percentiles of the test statistics are tabulated for some seasonal periods. The power and size of the test statistics are examined for finite samples through a Monte Carlo simulation and Compared with those of the Lagrange multiplier test.

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