• 제목/요약/키워드: Lagrange Multiplier

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

  • 전재완;윤한오;박홍배;김수중
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1991년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 22-24 Oct. 1991
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    • pp.40-45
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    • 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..

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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
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    • 제32권2호
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    • pp.93-101
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    • 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.

Relations Between the Lagrange Multiplier Tests and t-statistics for Seasonal Unit Roots

  • Park, Young-Jin;Cho, Sin-Sup
    • Journal of the Korean Statistical Society
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    • 제24권1호
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    • pp.77-90
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    • 1995
  • The Lagrange multiplier test statistics for seasonal unit roots are derived and the asymptotic distributions of the derived statistics are obtained. The relationship between the derived LM test statistics and the "DHF" type regression t statistics are shown.are shown.

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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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    • 제24권2호
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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.

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

  • 이상재;조종래;배원병
    • 소성∙가공
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    • 제8권1호
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    • pp.47-56
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    • 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.

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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
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    • 제14권10호
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    • pp.1122-1130
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    • 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.

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Lagrange Multiplier Test for both Regular and Seasonal Unit Roots

  • Park, Young-J.;Cho, Sin-Sup
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.101-114
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    • 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.

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

  • 지광습;티몬�d��;김지환
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2007년도 정기 학술대회 논문집
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    • pp.507-512
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    • 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.

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

  • 이기수;임철호
    • 대한기계학회논문집
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    • 제16권5호
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    • pp.899-909
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    • 1992
  • 본 연구에서는 대수 미분 방정식을 풀기위한 새로운 방법을 소개한다. 본 작업에서는 Lagrange multiplier의 값이 사전에 주어졌다고 생각하여, 즉 대수 미분 방정식을 순수한 상미분 방정식으로 변환하여, 잘 알려진 시간 적분법을 적용한다. 또 정확한 Lagrange Multiplier값은 반복 계산법(iterative scheme)에 의하여 계산한 다. 시간 적분의 정확도와 제한 조건의 정확도는 모두 보장된다. 특히 제한 조건 의 경우, 위치, 속도 및 가속도의 제한 조건이 모두 만족된다. 또 정확한 Lagrange multiplier의 값을 계산 가속기법(acceleration technique)에 의하여 대단히 빨리 계 산한다. 독립 좌표를 구할 필요가 없으므로 거대한 행열을 decomposition하는 등의 복잡한 절차가 불필요하며 N-R 반복법 역시 불필요하다. 이러한 사항들 및 Jacobian 행열의 sparsity로 인하여 경제적인 계산이 가능하게 된다.