• Title/Summary/Keyword: Lagrange multiplier method

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

  • 전재완;윤한오;박홍배;김수중
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10a
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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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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
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    • 2007.04a
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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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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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    • v.24 no.2
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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.

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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    • v.14 no.10
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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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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
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    • v.8 no.1
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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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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.

Computational enhancement to the augmented lagrange multiplier method for the constrained nonlinear optimization problems (구속조건식이 있는 비선형 최적화 문제를 위한 ALM방법의 성능향상)

  • 김민수;김한성;최동훈
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.15 no.2
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    • pp.544-556
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    • 1991
  • The optimization of many engineering design problems requires a nonlinear programming algorithm that is robust and efficient. A general-purpose nonlinear optimization program IDOL (Interactive Design Optimization Library) is developed based on the Augmented Lagrange Mulitiplier (ALM) method. The ideas of selecting a good initial design point, using resonable initial values for Lagrange multipliers, constraints scaling, descent vector restarting, and dynamic stopping criterion are employed for computational enhancement to the ALM method. A descent vector is determined by using the Broydon-Fletcher-Goldfarb-Shanno (BFGS) method. For line search, the Incremental-Search method is first used to find bounds on the solution, then the bounds are reduced by the Golden Section method, and finally a cubic polynomial approximation technique is applied to locate the next design point. Seven typical test problems are solved to show IDOL efficient and robust.

Transient Response Analysis of Locally Nonlinear Structures Using Substructure-Based-State Equations (부분구조의 상태방정식을 이용한 국부 비선형계의 과도응답해석)

  • 김형근;박윤식
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.17 no.10
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    • pp.2457-2466
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    • 1993
  • A simple method is presented for determining transient responses of locally nonlinear structures using substructure eigenproperties and Lagrange multiplier technique. Although the method is based upon the mode synthesis formulation procedure, the equations of the combined whole structure are not constructed compared with the conventional methods. Lagrange multi-pliers are used to enforce the conditions of geometric compatibility between the substructure interfaces and they are treated as external forces on each substructure itself. Substructure eigenvalue problem is defined with the substructure interface free of fixed. The transient analysis is based upon the recurrence discrete-time state equations and offers the simplicity of the Euler integration method without requiring small time increment and iterative solution procedure. Numerical examples reveal that the method is very accurated and efficient in calculating transient responses compared with the direct numerical integration method.

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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    • v.2 no.2
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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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