• 제목/요약/키워드: lagrange

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ALM방법에 의한 수치해석적 최적화 (Numerical optimization via ALM method)

  • 김민수;이재원
    • 오토저널
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    • 제11권2호
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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.

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서포터벡터학습의 효율적 알고리즘

  • 석경하
    • Journal of the Korean Data and Information Science Society
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    • 제12권2호
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    • pp.95-102
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    • 2001
  • 최적의 SVM 가중치를 선택하는 방법 중에서 메모리와 속도의 문제를 해결하는 방법 중 하나가 커널애더트론 방법(Kernel Adatron, KA)이다. 본 연구에서는 KA방법을 제곱무감각손실함수까지 확장을 한 알고리즘을 개발한다. 그리고 추정해야 될 라그랑제 배수(Lagrange multiplier)의 수를 반으로 줄이는 알고리즘을 제시한다. 그리고 제시된 알고리즘의 효율성을 여러 모의실험을 통해서 입증한다.

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원자로 자동제어계의 최적설계에 관한 연구 (A Study of Optimum design for Reactor Control System)

  • 고병준;신현국
    • 대한전자공학회논문지
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    • 제12권5호
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    • pp.25-30
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    • 1975
  • 원자로제어계에 필요한 전력요구량을 과거방법과는 달리 원자여불규칙잡음을 최소화하는 N. Wiener 해법과 Bode-Shonnon방법을 이용하여 최적화하였고 원자로내부귀환을 고려하므로서 더 복잡한 System의 이용을 가능하게 하였다. 결정된 Lagrange 미정승수 값은 1.2였으며, 이에 대한 시간응답을 HITICHI-505 Analog계산기로 입증하였다.

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Testing for Grouped Heteroscedasticity in Linear Regression Model

  • Song, Seuck Heun;Choi, Moon Kyung
    • Communications for Statistical Applications and Methods
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    • 제11권3호
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    • pp.475-484
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    • 2004
  • This paper consider the testing problem of grouped heteroscedasticity in the linear regression model. We provide the Lagrange Multiplier(LM), Wald, Likelihood Ratio (LR) test statistis for testing of grouped heteroscedasticity. Monte Carlo experiments are conducted to study the performance of these tests.

Interference-limited Resource Allocation Algorithm in Cognitive Heterogeneous Networks

  • Zhuang, Ling;Yin, Yaohu;Guan, Juan;Ma, Xiao
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제12권4호
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    • pp.1471-1488
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    • 2018
  • Interference mitigation is a significant issue in the cognitive heterogeneous networks, this paper studied how to reduce the interference to macrocell users (MU) and improve system throughput. Establish the interference model with imperfect spectrum sensing by analyzing the source of interference complexity. Based on the user topology, the optimize problem was built to maximize the downlink throughput under given interference constraint and the total power constraint. We decompose the resource allocation problem into subcarrier allocation and power allocation. In the subcarrier assignment step, the allocated number of subcarriers satisfies the requirement of the femtocell users (FU).Then, we designed the power allocation algorithm based on the Lagrange multiplier method and the improved water filling method. Simulation results and performance analyses show that the proposed algorithm causes less interference to MU than the algorithm without considering imperfect spectrum sensing, and the system achieves better throughput performance.

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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    • 제16권2호
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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.

유체-구조 연성 문제의 형상 최적설계 (Shape Design Optimization of Fluid-Structure Interaction Problems)

  • 하윤도;김민근;조현규;조선호
    • 대한조선학회논문집
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    • 제44권2호
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    • pp.130-138
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    • 2007
  • A coupled variational equation for fluid-structure interaction (FSI) problems is derived from a steady state Navier-Stokes equation for incompressible Newtonian fluid and an equilibrium equation for geometrically nonlinear structures. For a fully coupled FSI formulation, between fluid and structures, a traction continuity condition is considered at interfaces where a no-slip condition is imposed. Under total Lagrange formulation in the structural domain, finite rotations are well described by using the second Piola-Kirchhoff stress and Green-Lagrange strain tensors. An adjoint shape design sensitivity analysis (DSA) method based on material derivative approach is applied to the FSI problem to develop a shape design optimization method. Demonstrating some numerical examples, the accuracy and efficiency of the developed DSA method is verified in comparison with finite difference sensitivity. Also, for the FSI problems, a shape design optimization is performed to obtain a maximal stiffness structure satisfying an allowable volume constraint.

암환자에게 반코마이신의 집단약물동태학 모델연구 (Population Pharmacokinetic Modeling of Vancomycin in Patients with Cancer)

  • 최준식;민영돈;범진필
    • 약학회지
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    • 제43권2호
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    • pp.160-168
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    • 1999
  • The purpose of this study was to determine pharmacokinetic parameters of vancomycin using peak and trough plasma level (PTL) and Bayesian analysis in 20 Korean normal volunteers, 16 gastric cancer and 12 lymphoma patients and also using the compartment model dependent (nonlinear least squares regression: NLSR) and compartment model independent (Lagrange) analysis in 10 ovarian cancer patients. Nonparametric expected maximum (NPEM) algorithm for calculation of the population pharmacokinetic parameters was used, and these parameters were applied for clinical pharmacokinetic parameters by Bayesian analysis. Vancomycin was administered as dose of 1.0 g every 12 hrs for 3 days by IV infusion over 60 minutes in normal volunteers, gastric cancer and lymphoma patients. Population pharmacokinetic parameters, K and Vd in gastric cancer and lymphoma patients using NPEM algorithm were $0.158{\pm}0.014{\;}hr^{-1},{\;}0.630{\pm}0.043{\;}L/kg{\;}and{\;}0.131{\pm}0.0261{\;}hr^{-1},{\;}0.631{\pm}0.089{\;}L/kg$ respectively. The K and Vd in gastric cancer and lymphoma patients using Bayesian analysis were $0.151{\pm}0.027,{\;}0.126{\pm}0.056{\;}hr^{-1}{\;}and{\;}0.62{\pm}0.105,{\;}0.63{\pm}0.095{\;}L/kg$. The K and Vd in ovarian cancer patient using the NLSR and Lagrange analysis were $0.109{\pm}0.008,{\;}0.126{\pm}0.012{\;}hr^{-1}{\;}and{\;} 0.76{\pm}0.08,{\;}0.69{\pm}0.19{\;}L/kg$, respectively. It is necessary for effective dosage regimen of vancomycin in cancer patients to use these population parameters.

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유체를 이송하는 직선관의 진동 해석을 위한 새로운 비선형 모델링 (New Non-linear Modelling for Vibration Analysis of a Straight Pipe Conveying Fluid)

  • 이수일;정진태;임형빈
    • 대한기계학회논문집A
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    • 제26권3호
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    • pp.514-520
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    • 2002
  • A new non-linear modelling of a straight pipe conveying fluid is presented for vibration analysis when the pipe is fixed at both ends. Using the Euler-Bernoulli beam theory and the non-linear Lagrange strain theory, from the extended Hamilton's principle are derived the coupled non-linear equations of motion for the longitudinal and transverse displacements. These equations of motion are discretized by using the Galerkin method. After the discretized equations are linearized in the neighbourhood of the equilibrium position, the natural frequencies are computed from the linearized equations. On the other hand, the time histories for the displacements are also obtained by applying the generalized-$\alpha$ time integration method to the non-linear discretized equations. The validity of the new modelling is provided by comparing results from the proposed non-linear equations with those from the equations proposed by Paidoussis.