• Title/Summary/Keyword: Lagrangian Multiplier Method

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Economic Load Dispatch Using Modified Lagrangian ANN (Modified Lagrangian 신경망을 이용한 경제 급전)

  • Kim, Y.H.;Lee, S.C.
    • Proceedings of the KIEE Conference
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    • 1996.11a
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    • pp.133-136
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    • 1996
  • In the paper, an artificial neural network (ANN) approach based on Lagrange multiplier method (Lagrangian ANN) is used to solve an economic load dispatch (ELD) problem. Traditionally ELD problem has one convex cost function as its objective function and nonlinear constraints such as power balance and maximum-minimum limits of real power. In this study, modification is given to the Lagrangian ANN proposed by Gong et all[5] to guarantee the convergence to the optimal solution. Simulation results demonstrate the effectiveness of the proposed method applied to the ELD problem.

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A Least Squares Iterative Method For Solving Nonlinear Programming Problems With Equality Constraints

  • Sok Yong U.
    • Journal of the military operations research society of Korea
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    • v.13 no.1
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    • pp.91-100
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    • 1987
  • This paper deals with an algorithm for solving nonlinear programming problems with equality constraints. Nonlinear programming problems are transformed into a square sums of nonlinear functions by the Lagrangian multiplier method. And an iteration method minimizing this square sums is suggested and then an algorithm is proposed. Also theoretical basis of the algorithm is presented.

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A Lagrangian Relaxation Approach to Capacity Planning for a Manufacturing System with Flexible and Dedicated Machines

  • Lim, Seung-Kil;Kim, Yeong-Dae
    • Journal of the Korean Operations Research and Management Science Society
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    • v.23 no.2
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    • pp.47-65
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    • 1998
  • We consider a multiperiod capacity planning problem for determining a mix of flexible and dedicated capacities under budget restriction. These capacities are controlled by purchasing flexible machines and/or new dedicated machines and disposing old dedicated machines. Acquisition and replacement schedules are determined and operations are assigned to the flexible or dedicated machines for the objective of minimizing the sum of discounted costs of acquisition and operation of flexible machines, new dedicated machines, and old dedicated machines. In this research, the Problem is formulated as a mixed integer linear Program and solved by a Lagrangian relaxation approach. A subgradient optimization method is employed to obtain lower bounds and a multiplier adjustment method is devised to improve the bounds. We develop a linear programming based Lagrangian heuristic algorithm to find a good feasible solution of the original problem. Results of tests on randomly generated test problems show that the algorithm gives relatively good solutions in a reasonable amount of computation time.

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Optimal Control of Multireservoirs Using Discrete Laguerre Polynomials (Laguerre Polynomial을 이용한 저수지군의 최적제어)

  • Lee, Jae Hyoung;Kim, Min Hwan
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.11 no.4
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    • pp.91-102
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    • 1991
  • Traditionally, a dynamic programming(DP) technique has been used to the multireservoir control system. The algorithm has inherent problem to increase computational requirements exponentially due to discretization of variables and expanding the dimension of the system. To solve this problem, this paper describes transforming the optimal control system into a quadratic programming(QP), using Laguerre polynomials(LP) and its properties. The objective function of the proposed QP is independent of time variable. The solution of the QP is obtained by nonlinear programming(NLP) using augmented Lagrangian multiplier method. The numerical experiment shows that the water level of reservoirs is higher than Lee's and the evaluated benefit value is about the same as other researcher's.

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Thermal and Flow Analysis of the Flat Tube with Micro-Channels (미세유로를 갖는 납작관의 열·유동 해석)

  • Chung, Kilyoan;Lee, Kwan-Soo;Kim, Woo-Seung
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.23 no.8
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    • pp.978-986
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    • 1999
  • In this study, the general thermal and flow characteristics of flat tube with micro-channels has been studied and the correlation of Nusselt number and friction factor is proposed. The optimal flat tube geometry is determined by optimal design process. It is assumed to be a three dimensional laminar flow in the analysis of thermal and flow characteristics. The periodic boundary condition is applied since the geometry of flat tube with micro-channels shows uniform cross-section in primary flow direction. Local Nusselt number is examined for thermal characteristics of each membrane, and module average Nusselt number and friction factor are calculated to determine the characteristics of the heat transfer and pressure drop in overall flat tube with microchannels. The correlations between Nusselt number and friction factor are given by Reynolds number, aspect ratio of membranes, and the width of flat tube. ALM (Augmented Lagrangian Multiplier) method is applied to the correlations to determine an optimal shape of flat tube. It is shown that the optimal aspect ratio of flat tube is approximately 1.0, irrespective of the width of flat tube and Reynolds number.

DEVELOPMENT OF A NUMERICAL TECHNIQUE FOR CAPILLARY SPREADING OF A DROPLET CONTAINING PARTICLES ON THE SOLID SUBSTRATE (미세입자분산 액적의 고체면에서 모세퍼짐 현상에 관한 직접수치해석 기법개발)

  • Hwang, Wook-Ryol;Jeong, Hyun-Jun;Kim, See-Jo;Kim, Chong-Youp
    • Journal of computational fluids engineering
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    • v.12 no.4
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    • pp.14-19
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    • 2007
  • We present a direct numerical simulation technique and some preliminary results of the capillary spreading of a droplet containing particles on the solid substrate. We used the level-set method with the continuous surface stress for description of droplet spreading with interfacial tension and employed the discontinuous Galerkin method for the stabilization of the interface advection equation. The distributed Lagrangian-multipliers method has been combined for the implicit treatment of rigid particles. We investigated the droplet spreading by the capillary force and discussed effects of the presence of particles on the spreading behavior. It has been observed that a particulate drop spreads less than the pure liquid drop. The amount of spread of a particulate drop has been found smaller than that of the liquid with effectively the same viscosity as the particulate drop.

Numerical method to impose constraint conditions in phase transformation (상변태의 구속 조건을 부가하기 위한 수치 방법)

  • Yang, Seung-Yong;Goo, Byeong-Choon
    • Proceedings of the KSME Conference
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    • 2004.04a
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    • pp.706-709
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    • 2004
  • A numerical method was developed that imposes constraint condition on the order parameters in martensitic phase transformation. In the method, an amplitude function having values of 1 or 0 was multiplied to transformation rates. The merit of the method is that the imposition of the constraint condition is more straightforward than a method with Lagrangian multiplier and easy to implement in the tangent modulus method. The developed method is applied to three-dimensional finite element analyses of single and poly crystalline shape memory alloys.

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Dynamic response optmization using approximate search (근사 선탐색을 이용한 동적 반응 최적화)

  • Kim, Min-Soo;Choi, Dong-hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.22 no.4
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    • pp.811-825
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    • 1998
  • An approximate line search is presented for dynamic response optimization with Augmented Lagrange Multiplier(ALM) method. This study empolys the approximate a augmented Lagrangian, which can improve the efficiency of the ALM method, while maintaining the global convergence of the ALM method. Although the approximate augmented Lagragian is composed of only the linearized cost and constraint functions, the quality of this approximation should be good since an approximate penalty term is found to have almost second-order accuracy near the optimum. Typical unconstrained optimization algorithms such as quasi-Newton and conjugate gradient methods are directly used to find exact search directions and a golden section method followed by a cubic polynomial approximation is empolyed for approximate line search since the approximate augmented Lagrangian is a nonlinear function of design variable vector. The numberical performance of the proposed approach is investigated by solving three typical dynamic response optimization problems and comparing the results with those in the literature. This comparison shows that the suggested approach is robust and efficient.

Double Fourier Sine Series Method for The Free Vibration of a Rectangular Plate (이중 사인 시리즈법에 의한 직사각형 평판의 자유 진동해석)

  • 윤종욱;이장무
    • Journal of KSNVE
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    • v.6 no.6
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    • pp.771-779
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    • 1996
  • In this paper, double Fourier sine series is used as a modal displacement functions of a rectangular plate and applied to the free vibration analysis of a rectangular plate under various boundary conditions. The method of stationary potential energy is used to obtain the modal displacements of a plate. To enhance the flexibility of the double Fourier sine series, Lagrangian multipliers are utilized to match the geometric boundary conditions, and Stokes' transformation is used to handle the displacements that are not satisfied by the double Fourier sine series. The frequency parameters and mode shapes obtained by the present method are compared with those obtained by MSC/NASTRAN and other analysis.

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A New Approach to Optimal Power Flow using Conjugate Gradient Method (공액 경사법을 사용한 최적조류계산에 대한 새로운 접근법)

  • Jo, Han-Hyung;Kim, Weon-Kyum;Kim, Kern-Joong
    • Proceedings of the KIEE Conference
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    • 1990.07a
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    • pp.139-142
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    • 1990
  • This paper presents a new approach to optimal power flow (OPF) problem using conjugate gradient method, using this method. We can obtain initial feasible solution and lagrangian multiplier without calculation of matrix inversion.Test experiment shows a desiriable result and a stable convergence characteristic.

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