• Journal of the Korean Statistical Society
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• v.28 no.4
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• pp.489-501
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• 1999

In this paper, we consider the panel data regression model in which the disturbances have nested error component. We derive a Lagrange Multiplier(LM) test which is jointly testing for the presence of random individual effects and nested effects under the normality assumption of the disturbances. This test extends the earlier work of Breusch and Pagan(1980) and Baltagi and Li(1991). Further, it is shown that this LM test has the same asymptotic distribution without normality assumption of the disturbances.

• Journal of Mechanical Science and Technology
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• v.19 no.3
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• pp.731-742
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• 2005

A magnetic bearing even with multiple coil failure can produce the same decoupled magnetic forces as those before failure if the remaining coil currents are properly redistributed. This fault-tolerant, force invariance control can be achieved with simply replacing the distribution matrix with the appropriate one shortly after coils fail, without modifying feedback control law. The distribution gain matrix that satisfies the necessary constraint conditions of decoupling linearized magnetic forces is determined with the Lagrange Multiplier optimization method.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1997.04a
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• pp.312-317
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• 1997

This paper present an optimum design for the rotor-bearing system of a high-speed (80000RPM) ultra-centrifuge supported by ball bearings with nonlinear stiffness characteristics. To obtain the nonlinear bearing stiffnesses, a ball bearing is modelled in five degrees of freedom and is analyzed quasi-statically. The dynamic behaviors of the nonlinear rotor-bearing system are analyed by using a transfer-matrix method iteratively. For optimum design, minimizing the weight of a rotor is used as a cost function and the Augmented Lagrange Multiplier (ALM) method is employed. The result shows that the rotor-bearing system is optimized to obtain 8% weight reduction.

• Proceedings of the IEEK Conference
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• 1999.11a
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• pp.728-731
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• 1999

This paper concerns a development of LQ-servo PI controller design on the basis of time-domain approach. This is because the previous design techniques developed on the frequency-domain is not well suited to meet the time-domain design specifications. Our development techniques used in this paper is based on the convex optimization methods including Lagrange multiplier, dual concept, semidefinite programming.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.13 no.22
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• pp.25-34
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• 1990

This paper is to maximize the reliability subject to certain constraints on amounts of resources available for control of the parameters. The lagrange multiplier method is used to optimize t-th lognormal stress-lognormal strength problem. This optimization problem can be reduced to a search problem in one variable. A numerical example is presented to illustrate the optimization problem.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2004.05a
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• pp.826-830
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• 2004

Fault tolerant control method for 6-pole homopolar magnetic bearings are presented. If some of the coils or power amplifiers suddenly fail, the remaining coil currents change via a novel distribution matrix such that the same magnetic forces are maintained before and after failure. Lagrange multiplier optimization with equality constraints is utilized to calculate the optimal distribution matrix that maximizes the load capacity of the failed bearing. Some numerical examples of distribution matrices are provided to illustrate this control method.

• Journal of the Korean Mathematical Society
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• v.47 no.1
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• pp.83-100
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• 2010

In this article, an optimal control problem associated with convection-diffusion equation is considered. Using Lagrange multiplier, the optimality system is obtained. The derived optimal system becomes coupled, non-symmetric partial differential equations. For discretizations and implementations, the finite element multigrid V-cycle is employed. The convergence analysis of finite element multigrid methods for the derived optimal system is shown. Some numerical simulations are performed.

• Journal of the Korean Statistical Society
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• v.30 no.4
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• pp.541-550
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• 2001

This paper considers a panel data regression model in which the disturbances follow a nested error components with serial correlation. Given this model, this paper derives several Lagrange Multiplier(LM) testis for the presence of serial correlation as well as random individual effects, nested effects, and for existence of serial correlation given random individual and nested effects.

• Journal of the Korean Statistical Society
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• v.29 no.2
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• pp.231-245
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• 2000

This paper considers a linear regression model with space and time data in where the disturbances follow spatially correlated error components. We provide the best linear unbiased predictor for the one way error components. We provide the best linear unbiased predictor for the one way error component model with spatial autocorrelation. Further, we derive two diagnostic test statistics for the assessment of model specification due to spatial dependence and random effects as an application of the Lagrange Multiplier principle.

• Journal of the Korean Statistical Society
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• v.36 no.4
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• pp.447-456
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• 2007

On the basis of marginal likelihood of the residual vector which is free of nuisance mean parameters, we propose new Lagrange Multiplier seasonal unit root tests in seasonal autoregressive process. The limiting null distribution of the tests is the standardized ${\chi}^2-distribution$. A Monte-Carlo simulation shows the new tests are more powerful than the tests based on the ordinary least squares (OLS) estimator, especially for large number of seasons and short time spans.