• Title/Summary/Keyword: Lagrange dual problem

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MODIFIED LAGRANGE FUNCTIONAL FOR SOLVING ELASTIC PROBLEM WITH A CRACK IN CONTINUUM MECHANICS

  • Namm, Robert V.;Tsoy, Georgiy I.;Woo, Gyungsoo
    • Communications of the Korean Mathematical Society
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    • v.34 no.4
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    • pp.1353-1364
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    • 2019
  • Modified Lagrange functional for solving an elastic problem with a crack is considered. Two formulations of a crack problem are investigated. The first formulation concerns a problem where a crack extending to the outer boundary of the domain. In the second formulation, we consider a problem with an internal crack. Duality ratio is established for initial and dual problem in both cases.

Development of Finite Element Domain Decomposition Method Using Local and Mixed Lagrange Multipliers (국부 및 혼합 Lagrange 승수법을 이용한 영역분할 기반 유한요소 구조해석 기법 개발)

  • Kwak, Jun Young;Cho, Hae Seong;Shin, Sang Joon;Bauchau, Olivier A.
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.25 no.6
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    • pp.469-476
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    • 2012
  • In this paper, a finite element domain decomposition method using local and mixed Lagrange multipliers for a large scal structural analysis is presented. The proposed algorithms use local and mixed Lagrange multipliers to improve computational efficiency. In the original FETI method, classical Lagrange multiplier technique was used. In the dual-primal FETI method, the interface nodes are used at the corner nodes of each sub-domain. On the other hand, the proposed FETI-local analysis adopts localized Lagrange multipliers and the proposed FETI-mixed analysis uses both global and local Lagrange multipliers. The numerical analysis results by the proposed algorithms are compared with those obtained by dual-primal FETI method.

Resource Allocation in Multi-User MIMO-OFDM Systems with Double-objective Optimization

  • Chen, Yuqing;Li, Xiaoyan;Sun, Xixia;Su, Pan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.12 no.5
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    • pp.2063-2081
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    • 2018
  • A resource allocation algorithm is proposed in this paper to simultaneously minimize the total system power consumption and maximize the system throughput for the downlink of multi-user multiple input multiple output-orthogonal frequency division multiplexing (MIMO-OFDM) systems. With the Lagrange dual decomposition method, we transform the original problem to its convex dual problem and prove that the duality gap between the two problems is zero, which means the optimal solution of the original problem can be obtained by solving its dual problem. Then, we use convex optimization method to solve the dual problem and utilize bisection method to obtain the optimal dual variable. The numerical results show that the proposed algorithm is superior to traditional single-objective optimization method in both the system throughput and the system energy consumption.

Energy-efficient Power Allocation based on worst-case performance optimization under channel uncertainties

  • Song, Xin;Dong, Li;Huang, Xue;Qin, Lei;Han, Xiuwei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.14 no.11
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    • pp.4595-4610
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    • 2020
  • In the practical communication environment, the accurate channel state information (CSI) is difficult to obtain, which will cause the mismatch of resource and degrade the system performance. In this paper, to account for the channel uncertainties, a robust power allocation scheme for a downlink Non-orthogonal multiple access (NOMA) heterogeneous network (HetNet) is designed to maximize energy efficiency (EE), which can ensure the quality of service (QoS) of users. We conduct the robust optimization model based on worse-case method, in which the channel gains belong to certain ellipsoid sets. To solve the non-convex non-liner optimization, we transform the optimization problem via Dinkelbach method and sequential convex programming, and the power allocation of small cell users (SCUs) is achieved by Lagrange dual approach. Finally, we analysis the convergence performance of proposed scheme. The simulation results demonstrate that the proposed algorithm can improve total EE of SCUs, and has a fast convergence performance.

Dual Generalized Maximum Entropy Estimation for Panel Data Regression Models

  • Lee, Jaejun;Cheon, Sooyoung
    • Communications for Statistical Applications and Methods
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    • v.21 no.5
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    • pp.395-409
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    • 2014
  • Data limited, partial, or incomplete are known as an ill-posed problem. If the data with ill-posed problems are analyzed by traditional statistical methods, the results obviously are not reliable and lead to erroneous interpretations. To overcome these problems, we propose a dual generalized maximum entropy (dual GME) estimator for panel data regression models based on an unconstrained dual Lagrange multiplier method. Monte Carlo simulations for panel data regression models with exogeneity, endogeneity, or/and collinearity show that the dual GME estimator outperforms several other estimators such as using least squares and instruments even in small samples. We believe that our dual GME procedure developed for the panel data regression framework will be useful to analyze ill-posed and endogenous data sets.

ADVANCED DOMAIN DECOMPOSITION METHOD BY LOCAL AND MIXED LAGRANGE MULTIPLIERS

  • Kwak, Junyoung;Chun, Taeyoung;Cho, Haeseong;Shin, Sangjoon;Bauchau, Olivier A.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.18 no.1
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    • pp.17-26
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    • 2014
  • This paper presents development of an improved domain decomposition method for large scale structural problem that aims to provide high computational efficiency. In the previous researches, we developed the domain decomposition algorithm based on augmented Lagrangian formulation and proved numerical efficiency under both serial and parallel computing environment. In this paper, new computational analysis by the proposed domain decomposition method is performed. For this purpose, reduction in computational time achieved by the proposed algorithm is compared with that obtained by the dual-primal FETI method under serial computing condition. It is found that the proposed methods significantly accelerate the computational speed for a linear structural problem.

Adaptive Data Association for Multi-Target Tracking using Relaxation

  • Lee, Yang-Weon;Hong Jeong
    • Journal of Electrical Engineering and information Science
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    • v.3 no.2
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    • pp.267-273
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    • 1998
  • This paper introduces an adaptive algorithm determining the measurement-track association problem in multi-target tracking(MTT). We model the target and measurement relationships with mean field theory and then define a MAP estimate for the optimal association. Based on this model, we introduce an energy function defined over the measurement space, that incorporates the natural constraints for target tracking. To find the minimizer of the energy function, we derived a new adaptive algorithm by introducing the Lagrange multipliers and local dual theory. Through the experiments, we show that this algorithm is stable and works well in general environments. Also the advantages of the new algorithm over other algorithms are discussed.

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A DUAL ITERATIVE SUBSTRUCTURING METHOD WITH A SMALL PENALTY PARAMETER

  • Lee, Chang-Ock;Park, Eun-Hee
    • Journal of the Korean Mathematical Society
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    • v.54 no.2
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    • pp.461-477
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    • 2017
  • A dual substructuring method with a penalty term was introduced in the previous works by the authors, which is a variant of the FETI-DP method. The proposed method imposes the continuity not only by using Lagrange multipliers but also by adding a penalty term which consists of a positive penalty parameter ${\eta}$ and a measure of the jump across the interface. Due to the penalty term, the proposed iterative method has a better convergence property than the standard FETI-DP method in the sense that the condition number of the resulting dual problem is bounded by a constant independent of the subdomain size and the mesh size. In this paper, a further study for a dual iterative substructuring method with a penalty term is discussed in terms of its convergence analysis. We provide an improved estimate of the condition number which shows the relationship between the condition number and ${\eta}$ as well as a close spectral connection of the proposed method with the FETI-DP method. As a result, a choice of a moderately small penalty parameter is guaranteed.