• Journal of Korean Society of Industrial and Systems Engineering
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• v.37 no.1
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• pp.165-171
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• 2014

We develop an optimization algorithm for a periodic review inventory system under a stochastic budget constraint. While most conventional studies on the periodic review inventory system consider a simple budget limit in terms of the inventory investment being less than a fixed budget, this study adopts more realistic assumption in that purchasing costs are paid at the time an order is arrived. Therefore, probability is employed to express the budget constraint. That is, the probability of total inventory investment to be less than budget must be greater than a certain value assuming that purchasing costs are paid at the time an order is arrived. We express the budget constraint in terms of the Lagrange multiplier and suggest a numerical method to obtain optional values of the cycle time and the safety factor to the system. We also perform the sensitivity analysis in order to investigate the dependence of important quantities on the budget constraint. We find that, as the amount of budget increases, the cycle time and the average inventory level increase, whereas the Lagrange multiplier decreases. In addition, as budget increases, the safety factor increases and reaches to a certain level. In particular, we derive the condition for the maximum safety factor.

• Communications of Mathematical Education
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• v.37 no.1
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• pp.65-84
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• 2023

The method of Lagrange multipliers, one of the most fundamental algorithms for solving equality constrained optimization problems, has been widely used in basic mathematics for artificial intelligence (AI), linear algebra, optimization theory, and control theory. This method is an important tool that connects calculus and linear algebra. It is actively used in artificial intelligence algorithms including principal component analysis (PCA). Therefore, it is desired that instructors motivate students who first encounter this method in college calculus. In this paper, we provide an integrated perspective for instructors to teach the method of Lagrange multipliers effectively. First, we provide visualization materials and Python-based code, helping to understand the principle of this method. Second, we give a full explanation on the relation between Lagrange multiplier and eigenvalues of a matrix. Third, we give the proof of the first-order optimality condition, which is a fundamental of the method of Lagrange multipliers, and briefly introduce the generalized version of it in optimization. Finally, we give an example of PCA analysis on a real data. These materials can be utilized in class for teaching of the method of Lagrange multipliers.

• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.595-601
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• 2003

In this paper we propose an on line training method for classification based on least squares support vector machine. Proposed method enables the computation cost to be reduced and the training to be peformed incrementally, With the incremental formulation of an inverse matrix in optimization problem, current information and new input data can be used for building the new inverse matrix for the estimation of the optimal bias and Lagrange multipliers, so the large scale matrix inversion operation can be avoided. Numerical examples are included which indicate the performance of proposed algorithm.

• 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 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 Industrial Technology
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• v.31 no.A
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• pp.27-31
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• 2011

In many industrial experiments, some practical constraints often force factors in an experiment to be much harder to change than others. Such an experiment involves randomization restrictions and it can be thought of as split-plot experiment. This paper investigates the path of steepest ascent/descent within a split-plot structure. A method is proposed for calculating the coordinates along the path.

• Transactions of the Korean Society of Mechanical Engineers
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• v.12 no.1
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• pp.106-115
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• 1988

A numerical procedure for determining the airfoil shape that maximizes the lift is presented. The structure of the flow field is calculated by iteratively coupling potential flow and boundary analysis using the viscous-inviscid interaction method. The potential flow field is obtained by the vortex panel method and boundary layer flow is analyzed by means of integral approximation method which is capable of handling the laminar, transition and turbulent flow regimes. As the result of this study, it is found that the calculated flow regimes have good agreement with the existing experimented data. Davidon-Fletcher-Powell method and Augmented Lagrange Multiplier method are used for the optimal techniques. NACA 23012, NACA 65-3-21, NACA 64-2-415, NACA 64-2-A215 airfoils are used for determining the optimal airfoil shapes as a basic and compensate airfoils. Optimal design showed that the lift coefficients are increased by 17.4% at M$_{0}$=0.2 and 29% at M$_{0}$=0.3, compared with those of basic airfoil.oil.

• Transactions of the Korean Society of Mechanical Engineers
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• v.17 no.5
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• pp.1138-1149
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• 1993

A new mode synthesis method using Lagrange multipliers and substructure hybrid interface modes is presented. Substruture governing equations of motion are derived using Lagrange equations and the constraints of geometric compatibility between the substructures are treated with Lagrange multipliers. Fixed, free, and loaded interface modes can be employed for the modal bases of each substructure. In cases of the fixed and loaded interface modes, two successive modal transformation relations are used. Compared with the conventional mode synthesis methods, the suggested method does not construct the equations of motion of the coupled structure and the final characteristic equation becomes a polynomial. Only modal parameters of each substructure and geometric compatibility conditions are needed. The suggested method is applied to a simple lumped mass model and parametric study is performed.

• Proceedings of the IEEK Conference
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• 2006.06a
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• pp.291-292
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• 2006

This paper presents rate-distortion optimization that is considered sequence statistics(complexity) to choose the best macroblock mode decision in H.264. In previous work, Lagrange multiplier is derived by the function of constant value 0.85 and QP so that is not the proper Lagrange multilplier for any image sequence. The proposed algorithm solves the problem by changing constant value 0.85 into adaptive value which is influenced by image complexity, and by reducing the encoder complexity to estimate the image statistics with the multiplication of transformed, quantized rate and distortion. Proposed algorithm is achieved the bit-rate saving up to 5% better than previous method.