• Title/Summary/Keyword: augmented Lagrangian multipliers

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ON AUGMENTED LAGRANGIAN METHODS OF MULTIPLIERS AND ALTERNATING DIRECTION METHODS OF MULTIPLIERS FOR MATRIX OPTIMIZATION PROBLEMS

  • Gue Myung, Lee;Jae Hyoung, Lee
    • Nonlinear Functional Analysis and Applications
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    • v.27 no.4
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    • pp.869-879
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    • 2022
  • In this paper, we consider matrix optimization problems. We investigate augmented Lagrangian methods of multipliers and alternating direction methods of multipliers for the problems. Following the proofs of Eckstein [3], and Eckstein and Yao [5], we prove convergence theorems for augmented Lagrangian methods of multipliers and alternating direction methods of multipliers for the problems.

FINITE ELEMENT METHOD FOR SOLVING BOUNDARY CONTROL PROBLEM GOVERNED BY ELLIPTIC VARIATIONAL INEQUALITIES WITH AN INFINITE NUMBER OF VARIABLES

  • Ghada Ebrahim Mostafa
    • Nonlinear Functional Analysis and Applications
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    • v.28 no.3
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    • pp.613-622
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    • 2023
  • In this paper, finite element method is applied to solve boundary control problem governed by elliptic variational inequality with an infinite number of variables. First, we introduce some important features of the finite element method, boundary control problem governed by elliptic variational inequalities with an infinite number of variables in the case of the control and observation are on the boundary is introduced. We prove the existence of the solution by using the augmented Lagrangian multipliers method. A triangular type finite element method is used.

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.

Domain Decomposition Approach Applied for Two- and Three-dimensional Problems via Direct Solution Methodology

  • Kwak, Jun Young;Cho, Haeseong;Chun, Tae Young;Shin, SangJoon;Bauchau, Olivier A.
    • International Journal of Aeronautical and Space Sciences
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    • v.16 no.2
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    • pp.177-189
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    • 2015
  • This paper presents an all-direct domain decomposition approach for large-scale structural analysis. The proposed approach achieves computational robustness and efficiency by enforcing the compatibility of the displacement field across the sub-domain boundaries via local Lagrange multipliers and augmented Lagrangian formulation (ALF). The proposed domain decomposition approach was compared to the existing FETI approach in terms of the computational time and memory usage. The parallel implementation of the proposed algorithm was described in detail. Finally, a preliminary validation was attempted for the proposed approach, and the numerical results of two- and three-dimensional problems were compared to those obtained through a dual-primal FETI approach. The results indicate an improvement in the performance as a result of the implementing the proposed approach.

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 Error Constrained Backpropagation Algorithm (적응 오류 제약 Backpropagation 알고리즘)

  • 최수용;고균병;홍대식
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.10C
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    • pp.1007-1012
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    • 2003
  • In order to accelerate the convergence speed of the conventional BP algorithm, constrained optimization techniques are applied to the BP algorithm. First, the noise-constrained least mean square algorithm and the zero noise-constrained LMS algorithm are applied (designated the NCBP and ZNCBP algorithms, respectively). These methods involve an important assumption: the filter or the receiver in the NCBP algorithm must know the noise variance. By means of extension and generalization of these algorithms, the authors derive an adaptive error-constrained BP algorithm, in which the error variance is estimated. This is achieved by modifying the error function of the conventional BP algorithm using Lagrangian multipliers. The convergence speeds of the proposed algorithms are 20 to 30 times faster than those of the conventional BP algorithm, and are faster than or almost the same as that achieved with a conventional linear adaptive filter using an LMS algorithm.

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.

Electrical Impedance Tomography for Material Profile Reconstruction of Concrete Structures (콘크리트 구조의 재료 물성 재구성을 위한 전기 임피던스 단층촬영 기법)

  • Jung, Bong-Gu;Kim, Boyoung;Kang, Jun Won;Hwang, Jin-Ha
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.32 no.4
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    • pp.249-256
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    • 2019
  • This paper presents an optimization framework of electrical impedance tomography for characterizing electrical conductivity profiles of concrete structures in two dimensions. The framework utilizes a partial-differential-equation(PDE)-constrained optimization approach that can obtain the spatial distribution of electrical conductivity using measured electrical potentials from several electrodes located on the boundary of the concrete domain. The forward problem is formulated based on a complete electrode model(CEM) for the electrical potential of a medium due to current input. The CEM consists of a Laplace equation for electrical potential and boundary conditions to represent the current inputs to the electrodes on the surface. To validate the forward solution, electrical potential calculated by the finite element method is compared with that obtained using TCAD software. The PDE-constrained optimization approach seeks the optimal values of electrical conductivity on the domain of investigation while minimizing the Lagrangian function. The Lagrangian consists of least-squares objective functional and regularization terms augmented by the weak imposition of the governing equation and boundary conditions via Lagrange multipliers. Enforcing the stationarity of the Lagrangian leads to the Karush-Kuhn-Tucker condition to obtain an optimal solution for electrical conductivity within the target medium. Numerical inversion results are reported showing the reconstruction of the electrical conductivity profile of a concrete specimen in two dimensions.