• Title/Summary/Keyword: Lagrange’s Multiplier

Search Result 36, Processing Time 0.026 seconds

Algorithm for optimum operation of large-scale systems by the mathematical programming (수리계획법에 의한 대형시스템의 최적운용 앨고리즘)

  • 박영문;이봉용;백영식;김영창;김건중;김중훈;양원영
    • 전기의세계
    • /
    • v.30 no.6
    • /
    • pp.375-385
    • /
    • 1981
  • New algorithms are derived for nonlinear programming problems which are characterized by their large variables and equality and inequality constraints. The algorithms are based upon the introduction of the Dependent-Variable-Elimination method, Independent-Variable-Reduction method, Optimally-Ordered-Triangular-Factorization method, Equality-Inequality-Sequential-Satisfaction method, etc. For a case study problem relating to the optimal determination of load flow in a 10-bus, 13-line sample power system, several approaches are undertaken, such as SUMT, Lagrange's Multiplier method, sequential applications of linear and quadratic programming method. For applying the linear programming method, the conventional simplex algorithm is modified to the large-system-oriented one by the introduction of the Two-Phase method and Variable-Upper-Bounding method, thus resulting in remarkable savings in memory requirements and computing time. The case study shows the validity and effectivity of the algorithms presented herein.

  • PDF

Development of An Optimal Design Program for Open-Chain Dynamic Systems (불구속연쇄 동적시스템을 위한 최적설계 프로그램 개발)

  • 최동훈;한창수;이동수;서문석
    • Transactions of the Korean Society of Mechanical Engineers
    • /
    • v.18 no.1
    • /
    • pp.12-23
    • /
    • 1994
  • This paper proposes an optimal design software for the open-chain dynamic systems whose governing equations are expressed as differential equation. In this software, an input module and an automatic creation module of the equation of motion are developed to contrive the user's convenience. To analyze the equation of motion of the dynamic systems, variable-order and variable-stepsize Adams-Bashforth-Moulton predictor-corrector method is used to improve the efficiency. For the optimization and the design sensitivity analysis, ALM(augmented lagrange multiplier)method and adjoint variable method are adopted respectively. An output module with which the user can compare and investigate the analysis and the optimization results through tables and graphs is also provided. The developed software is applied to three typical dynamic response optimization problems, and the results compare very well with those available in the literature, demonstrating its effectiveness.

Economic Load Dispatch Using Modified Lagrangian ANN (Modified Lagrangian 신경망을 이용한 경제 급전)

  • Kim, Y.H.;Lee, S.C.
    • Proceedings of the KIEE Conference
    • /
    • 1996.11a
    • /
    • pp.133-136
    • /
    • 1996
  • In the paper, an artificial neural network (ANN) approach based on Lagrange multiplier method (Lagrangian ANN) is used to solve an economic load dispatch (ELD) problem. Traditionally ELD problem has one convex cost function as its objective function and nonlinear constraints such as power balance and maximum-minimum limits of real power. In this study, modification is given to the Lagrangian ANN proposed by Gong et all[5] to guarantee the convergence to the optimal solution. Simulation results demonstrate the effectiveness of the proposed method applied to the ELD problem.

  • PDF

An analysis of the effect of the inequality of income to the inequality of health: Using Panel Analysis of the OECD Health data from 1980 to 2013

  • Lee, Hun-Hee;Lee, Jung-Seo
    • Journal of the Korea Society of Computer and Information
    • /
    • v.22 no.10
    • /
    • pp.145-150
    • /
    • 2017
  • This study aims to analyze panel data using OECD Health data of 34 years to examine how significant the inequality of income is to the inequality of health. The data was from OECD's pooled Health data of 32 countries from 1980 to 2013. The process of determining analysis model was as follows; First, through the descriptive statistics, we examined averages and standard deviation of variables. Second, Lagrange multiplier test has done. Third, through the F-test, we compared Least squares method and Fixed effect model. Lastly, by Hausman test, we determined proper model and examined effective factor using the model. As a result, rather than Pooled OLS Model, Fixed Effect Model was shown as effective in order to consider the characteristics of individual in the panel. The results are as follows: First, as relative poverty rate(${\beta}=-19.264$, p<.01) grows, people's life expectancy decreases. Second, as the rate of smoking(${\beta}=-.125$, p<.05) and the rate of unemployment (${\beta}=-.081$, p<.01) grows, people's life expectancy decreases. Third, as health expenditure(${\beta}=.414$, p<.01) shares more amount of GDP and as the number of hospital beds(${\beta}=-.190$, p<.05) grows, people's life expectancy increases.

Further Improvement of Direct Solution-based FETI Algorithm (직접해법 기반의 FETI 알고리즘의 개선)

  • Kang, Seung-Hoon;Gong, DuHyun;Shin, SangJoon
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.35 no.5
    • /
    • pp.249-257
    • /
    • 2022
  • This paper presents an improved computational framework for the direct-solution-based finite element tearing and interconnecting (FETI) algorithm. The FETI-local algorithm is further improved herein, and localized Lagrange multipliers are used to define the interface among its subdomains. Selective inverse entry computation, using a property of the Boolean matrix, is employed for the computation of the subdomain interface stiffness and load, in which the original FETI-local algorithm requires a full matrix inverse computation of a high computational cost. In the global interface computation step, the original serial computation is replaced by a parallel multi-frontal method. The performance of the improved FETI-local algorithm was evaluated using a numerical example with 64 million degrees of freedom (DOFs). The computational time was reduced by up to 97.8% compared to that of the original algorithm. In addition, further stable and improved scalability was obtained in terms of a speed-up indicator. Furthermore, a performance comparison was conducted to evaluate the differences between the proposed algorithm and commercial software ANSYS using a large-scale computation with 432 million DOFs. Although ANSYS is superior in terms of computational time, the proposed algorithm has an advantage in terms of the speed-up increase per processor increase.

An Optimal Design of the Front Wheel Drive Engine Mount System (전륜구동형 승용차의 엔진마운트 시스템 최적설계)

  • Kim, M.S.;Kim, H.S.;Choi, D.H.
    • Transactions of the Korean Society of Automotive Engineers
    • /
    • v.1 no.3
    • /
    • pp.74-82
    • /
    • 1993
  • Optimal designs of a 3-point and a 4-point engine mount system are presented for reducing the idle shake of a Front Wheel Drive(FWD) vehicle. Design variables used in this study are the locations, the angles and the stiffness of an engine mount system. The goal of the optimization is minimizing the transmitted force without violating the constraints such as static weight sag, resonant frequency and side limits of design variables. The Augmented Lagrange Multiplier(ALM) Method is used for solving the nonlinear constrained optimization. The generalized Jacobi and the impedence method are employed for a free vibration analysis and a forced response analysis. The trend of analysis results well meet that of the experimental results. The optimization results reveal that the 4-point system transmits less torque than the 3-point system. It is also found from the design sensitivity analysis that the vibration characteristics of the 4-point system is less sensitive than those of the 3-point system.

  • PDF

Dynamic Optimization Algorithm of Constrained Motion

  • Eun, Hee-Chang;Yang, Keun-Heok;Chung, Heon-Soo
    • Journal of Mechanical Science and Technology
    • /
    • v.16 no.8
    • /
    • pp.1072-1078
    • /
    • 2002
  • The constrained motion requires the determination of constraint force acting on unconstrained systems for satisfying given constraints. Most of the methods to decide the force depend on numerical approaches such that the Lagrange multiplier method, and the other methods need vector analysis or complicated intermediate process. In 1992, Udwadia and Kalaba presented the generalized inverse method to describe the constrained motion as well as to calculate the constraint force. The generalized inverse method has the advantages which do not require any linearization process for the control of nonlinear systems and can explicitly describe the motion of holonomically and/or nongolonomically constrained systems. In this paper, an explicit equation to describe the constrained motion is derived by minimizing the performance index, which is a function of constraint force vector, with respect to the constraint force. At this time, it is shown that the positive-definite weighting matrix in the performance index must be the inverse of mass matrix on the basis of the Gauss's principle and the derived differential equation coincides with the generalized inverse method. The effectiveness of this method is illustrated by means of two numerical applications.

An Implementation Method of Linearized Equations of Motion for Multibody Systems with Closed Loops

  • Bae, D.S.
    • Transactions of the Korean Society of Machine Tool Engineers
    • /
    • v.12 no.2
    • /
    • pp.71-78
    • /
    • 2003
  • This research proposes an implementation method of linearized equations of motion for multibody systems with closed loops. The null space of the constraint Jacobian is first pre-multiplied to the equations of motion to eliminate the Lagrange multiplier and the equations of motion are reduced down to a minimum set of ordinary differential equations. The resulting differential equations are functions of all relative coordinates, velocities, and accelerations. Since the variables are tightly coupled by the position, velocity, and acceleration level coordinates, direct substitution of the relationships among these variables yields very complicated equations to be implemented. As a consequence, the reduced equations of motion are perturbed with respect to the variations of all variables, which are coupled by the constraints. The position velocity and acceleration level constraints are also perturbed to obtain the relationships between the variations of all relative coordinates, velocities, and accelerations and variations of the independent ones. The Perturbed constraint equations are then simultaneously solved for variations of all variables only in terms of the variations of the independent variables. Finally, the relationships between the variations of all variables and these of the independent ones are substituted into the variational equations of motion to obtain the linearized equations of motion only in terms of the independent variables variations.

An Optimal Ordering policy on Both Way Substitutable Two-Commodity Inventory Control System

  • Tanaka, Masatoshi;Yoshikawa, Shin-ichi;Tabata, Yoshio
    • Industrial Engineering and Management Systems
    • /
    • v.4 no.2
    • /
    • pp.145-157
    • /
    • 2005
  • There are a lot of raw materials, work-in-processes and finished goods in manufacturing industry. Here, the less stock of materials and work-in-processes manufacturing industry has, the worse the rate of the production is. Inversely, the more manufacturing industry has, the more expensive the cost to support them is. Thus, it is important for us to balance them efficiently. In general, inventory problems are to decide appropriate times to produce goods and to determine appropriate quantities of goods. Therefore, inventory problems require as more useful information as possible. For example, there are demand, lead time, ordering point and so on. In this paper, we deal with an optimal ordering policy on both way substitutable two-commodity inventory control system. That is, there is a problem of how to allocate the produced two kinds of goods in a factory to m areas so as to minimize the total expected inventory cost. The demand of each area is probabilistic, and we adopt the exponential distribution as a probability density function of demand. Moreover, we provide numerical examples of the problem.

Optimal Impulsive Maneuver for Satellite FormationKeeping with Fuel Balancing (연료 균형을 고려한 인공위성 편대비행유지 최적 임펄스 제어)

  • Mok, Sung-Hoon;Choi, Yoon-Huck;Cho, Dong-Hyun;Bang, Hyo-Choong
    • Journal of the Korean Society for Aeronautical & Space Sciences
    • /
    • v.38 no.2
    • /
    • pp.141-149
    • /
    • 2010
  • This paper contains impulsive maneuver which considers fuel consumption balance of chief satellite and deputy satellite in satellite formation flying. Thrust input is obtained by Lagrange' Multiplier method which is constructed by cost function with weight parameter of each satellite. Energy matching constraint is applied for boundedness of relative orbit, and theoretical solutions are verified by simulation results. Simulations are divided into two scenarios, with or without air-drag effect. This paper's results are expected to be used in real satellite formation flying, when fuel-balancing impulsive maneuver for relative orbit boundedness is needed.