• Title/Summary/Keyword: Lagrange Multiplier

Search Result 191, Processing Time 0.024 seconds

$H^{\infty}$ Optomal Control Using the Lagrange Multiplier Method (Lagrange 승산자 방법을 이용한$H^{\infty}$최적제어)

  • 전재완;윤한오;박홍배;김수중
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1991.10a
    • /
    • pp.40-45
    • /
    • 1991
  • This paper deals with the design of feedback controllers which minimize the $H^{\infty}$-norm of the weighted sensitivity function. Using the Lagrange multiplier method and the Nevanlinna-Pick interpolation theory, an algorithm which stabilizes a plant and makes the output to track the reference signal is proposed..

  • PDF

ON TESTING THE EQUALITY OF THE COEFFICIENTS OF VARIATION IN TWO INVERSE GAUSSIAN POPULATIONS

  • Choi, Byung-Jin;Kim, Kee-Young
    • Journal of the Korean Statistical Society
    • /
    • v.32 no.2
    • /
    • pp.93-101
    • /
    • 2003
  • This paper deals with testing the equality of the coefficients of variation in two inverse Gaussian populations. The likelihood ratio, Lagrange-multiplier and Wald tests are presented. Monte-Carlo simulations are performed to compare the powers of these tests. In a simulation study, the likelihood ratio test appears to be consistently more powerful than the Lagrange-multiplier and Wald tests when sample size is small. The powers of all the tests tend to be similar when sample size increases.

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
    • /
    • v.24 no.2
    • /
    • pp.199-214
    • /
    • 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.

A Comparative Study of the Incompressibility Constraint on the Rigid Plastic Finite Element Method (강소성 유한요소법에서 비압축성조건의 비교 연구)

  • 이상재;조종래;배원병
    • Transactions of Materials Processing
    • /
    • v.8 no.1
    • /
    • pp.47-56
    • /
    • 1999
  • The governing functional in plastic deformation has to satisfy the incompressibility constraint. This incompressibility constraint imposed on velocity fields can be removed by introducing either Lagrange multiplier or the penalty constant into the functional. In this study, two-dimensional rigid plastic FEM programs using these schemes were developed. These two programs and DEFORM were applied in a cylinder upsetting and a closed die forging to compare the values of load, local mean stress and volume loss. As the results, the program using Lagrange multiplier obtained a more exact and stable solution, but it took more computational time than the program using the penalty constant. Therefore, according to user's need, one of these two programs can be chosen to simulate a metal forming processes.

  • PDF

A New Penalty Parameter Update Rule in the Augmented Lagrange Multiplier Method for Dynamic Response Optimization

  • Kim, Min-Soo;Choi, Dong-Hoon
    • Journal of Mechanical Science and Technology
    • /
    • v.14 no.10
    • /
    • pp.1122-1130
    • /
    • 2000
  • Based on the value of the Lagrange multiplier and the degree of constraint activeness, a new update rule is proposed for penalty parameters of the ALM method. The theoretical exposition of this suggested update rule is presented by using the algorithmic interpretation and the geometric interpretation of the augmented Lagrangian. This interpretation shows that the penalty parameters can effect the performance of the ALM method. Also, it offers a lower limit on the penalty parameters that makes the augmented Lagrangian to be bounded. This lower limit forms the backbone of the proposed update rule. To investigate the numerical performance of the update rule, it is embedded in our ALM based dynamic response optimizer, and the optimizer is applied to solve six typical dynamic response optimization problems. Our optimization results are compared with those obtained by employing three conventional update rules used in the literature, which shows that the suggested update rule is more efficient and more stable than the conventional ones.

  • PDF

Lagrange Multiplier Test for both Regular and Seasonal Unit Roots

  • Park, Young-J.;Cho, Sin-Sup
    • Communications for Statistical Applications and Methods
    • /
    • v.2 no.2
    • /
    • pp.101-114
    • /
    • 1995
  • In this paper we consider the multiple unit root tests both for the regular and seasonal unit roots based on the Lagrange Multiplier(LM) principle. Unlike Li(1991)'s method, by plugging the restricted maximum likelihood estimates of the nuisance parameters in the model, we propose a Lagrange multiplier test which does not depend on the existence of the nuisance parameters. The asymptotic distribution of the proposed statistic is derived and empirical percentiles of the test statistic for selected seasonal periods are provided. The power and size of the test statistic for examined for finite samples through a Monte Carlo simularion.

  • PDF

An Extended Meshfree Method without the Blending Region (혼합영역이 없는 확장무요소법)

  • Zi, Goang-Seup;Rabczuk, Timon;Kim, Ji-Hwan
    • Proceedings of the Computational Structural Engineering Institute Conference
    • /
    • 2007.04a
    • /
    • pp.507-512
    • /
    • 2007
  • A new type of extended element-free Galerkin method (XFEM) is proposed on this paper. The blending region which was inevitable in the extended finite element method and the extended meshfree method is removed in this method. For this end, two different techniques are developed. The first one is the modification of the domain of influence so that the crack tip is always placed on the edge of a domain of influence. The second method is the use of the Lagrange multiplier. The crack is virtually extended beyond the actual crack tip. The virtual extension was forced close by the Lagrange multiplier. The first method can be applied to two dimensional problems only Lagrange multiplier method can be used in both two and three dimensions.

  • PDF

An Accelerated Iterative Method for the Dynamic Analysis of Multibody Systems (반복 계산법 및 계산 가속기법에 의한 다물체 동역학 해법)

  • 이기수;임철호
    • Transactions of the Korean Society of Mechanical Engineers
    • /
    • v.16 no.5
    • /
    • pp.899-909
    • /
    • 1992
  • An iterative solution technique is presented to analyze the dynamic systems of rigid bodies subjected to kinematic constraints. Lagrange multipliers associated with the constraints are iteratively computed by monotonically reducing an appropriately defined constraint error vector, and the resulting equation of motion is solved by a well-established ODE technique. Constraints on the velocity and acceleration as well as the position are made to be satisfied at joints at each time step. Time integration is efficiently performed because decomposition or orthonormalization of the large matrix is not required at all. An acceleration technique is suggested for the faster convergence of the iterative scheme.