• 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.

• Industrial Engineering and Management Systems
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• v.1 no.1
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• pp.29-45
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• 2002

In this study, we consider infinite supply of raw materials and backlogged demands as given two boundary conditions. And we need not make any specific assumptions about the inter-arrival of external demand and service time distributions. We propose a numeric model and an algorithm in order to compute the first two moments of inter-departure process. Entropy enables us to examine the convergence of this process and to derive measurable relations of this process. Also, lower bound on the variance of inter-departure process plays an important role in proving the existence and uniqueness of an optimal solution for a numeric model and deriving the convergence order of augmented Lagrange multipliers method applied to a numeric model. Through these works, we confirm some structural properties and numeric examples how the validity and applicability of our study.

• 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.

• 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.

• Journal of the korean Society of Automotive Engineers
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• v.11 no.2
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• pp.24-33
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• 1989

본 고에서는 이러한 추세에 따라서, 보다 효율적인 optimization program에 대해서 소개하고자 한다. 사용한 최적화 알고리즘은 ALM(augmented lagrange multiplier) 방법을 적용해서 구속조건이 있는 문제를 구속조건이 없는 문제로 변환한 후, self-scaling BFGS(broydon-flecher-goldfarb-schanno)를 적용한다. BFGS의 각 descent 방향에서의 step 길이는, sequential search로 unimodal point를 구해서, golden section 방법으로 refine을 한후, cubic approximation을 적용해서 구한다.

• 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.

• 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.

• 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 of Broadcast Engineers Conference
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• 2015.11a
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• pp.108-109
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• 2015

본 논문은 low-rank 행렬의 truncated nuclear norm 최소화를 이용한 HDR (high dynamic range) 영상 합성 기법을 제안한다. 제안하는 기법에서는 기존의 LDR (low dynamic range) 영상에서 얻은 밝기의 선형 관계에 기반하여 HDR 합성을 low-rank 행렬 완성 문제로 변환한 후, ALM (augmented Lagrange multiplier) 기법을 이용하여 효율적으로 최적의 해를 구한다. 컴퓨터 모의실험을 통해 제안하는 기법이 기존 기법에 비해서 낮은 계산 복잡도를 보이면서도 더 높은 품질의 HDR 영상을 합성하는 것을 확인한다.

• Transactions of the Korean Society of Automotive Engineers
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• v.6 no.2
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• pp.43-53
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• 1998

This paper addresses an optimization for reducing a steering error of a rack-and-pinion steering linkage with a MacPherson strut independent front suspension system. The length, orientations and inner joint positions of a tie-rod are selected as design variables and Ackerman geonetry, understeer effect, minimum turn radius, wheel alignment and packaging are considered as design constraints. Nonlinear kinematic analysis of the steering system is performed for calculating the values of cost and constraints, and Augmented Lagrange Multiplier(ALM) method is used for solving the constrained optinization problem. The optimization results show that the steering error are considerably reduced while satisfying all the constraints.