• Nonlinear Functional Analysis and Applications
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• v.26 no.1
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• pp.65-70
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• 2021

We characterize the solution set for a second-order cone linear fractional optimization problem (P). We present sequential Lagrange multiplier characterizations of the solution set for the problem (P) in terms of sequential Lagrange multipliers of a known solution of (P).

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.24 no.2
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• pp.199-214
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• 2020

This paper describes the development of a parallel computational algorithm based on the finite element tearing and interconnecting (FETI) method that uses a local Lagrange multiplier. In this approach, structural computational domain is decomposed into non-overlapping sub-domains using local Lagrange multiplier. The local Lagrange multipliers are imposed at interconnecting nodes. 8-node solid element using extra shape function is adopted by using the representative volume element (RVE). The parallel computational algorithm is further established based on message passing interface (MPI). Finally, the present FETI-local approach is implemented on parallel hardware and shows improved performance.

• 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.

• 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.

• 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.

• Proceedings of the Optical Society of Korea Conference
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• 2000.08a
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• pp.40-41
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• 2000

광학설계의 최적화에서는 최소자승법과 감쇠최소자승법이 주로 사용되고 있다. 최소자승법은 error의 제곱의 합을 최소화하는 방법으로, 이 방법은 최적점 부근에서의 불안정성이 발생하는 문제점이 있다. 감쇠최소자자승법은 최소자승법에 적절한 감쇠항을 부가함으로써 최적점 부근에서의 불안정성을 줄여주고 있다. 본 연구에서는 광학설계의 제한조건을 Lagrange 부정승수$^{(1)}$ 를 사용하여 감쇠최소자승법의 정규방정식에 결합하여 제한조건을 유지하면서 merit function을 줄이는 방법에 대하여 연구하였다. 이 방법에서는 제한조건이 merit function의 error 함수보다 우선적으로 보정되며, 이를 이용하여 매 iteration 마다 merit function에서 절대값이 큰 error를 감쇠최소자승법의 정규방정식에서 제거하고 이 보정조건을 제한조건에 추가함으로서 다른 error항 보다 우선적으로 보정되도록 하였다. 이 때 이 error를 한번에 보정하는 경우에는 merit function의 진동이 심하고 광학계가 사용불가능한 형태로 변화하는 경우가 많아 적절한 target ratio를 설정하여 반복과정을 통하여 점진적으로 보정되도록 하였으며, 이를 통하여 최적화의 안정성을 개선할 수 있었다. (중략)

• Journal of Applied and Pure Mathematics
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• v.6 no.3_4
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• pp.141-154
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• 2024

This article offers a thorough exploration of a modified Black-Scholes model featuring two assets. The determination of option prices is accomplished through the Black-Scholes partial differential equation, leveraging the variational iteration method. This approach represents a semi-analytical technique that incorporates the use of Lagrange multipliers. The Lagrange multiplier emerges as a beacon of efficiency, adeptly streamlining the computational intricacies, and elevating the model's efficacy to unprecedented heights. For better understanding of the presented system, a graphical and tabular interpretation is presented with the help of Maple software.

• 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.

• Structural Engineering and Mechanics
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• v.65 no.4
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• pp.369-380
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• 2018

In this paper, a multi-layered finite element model for laminated glass plates is introduced. A layer-wise theory is applied to the analysis of laminated glass due to the combination of stiff and soft layers; the independent layers are connected via Lagrange multipliers. The von $K{\acute{a}}rm{\acute{a}}n$ large deflection plate theory and the constant Poisson ratio for constitutive equations are assumed to capture the possible effects of geometric nonlinearity and the time/temperature-dependent response of the plastic foil. The linear viscoelastic behavior of a polymer foil is included by the generalized Maxwell model. The proposed layer-wise model was implemented into the MATLAB code and verified against detailed three-dimensional models in ADINA solver using different hexahedral finite elements. The effects of temperature, load duration, and creep/relaxation are demonstrated by examples.

• Structural Engineering and Mechanics
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• v.88 no.2
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• pp.129-140
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• 2023

To increase the stiffness and strength of a reinforced concrete shear wall, steel plates are bolted to the sides of the wall. The general behavior of a composite concrete-steel shear wall is dependent on the buckling of the steel plates that should be prevented. In this paper, the unilateral buckling of steel plates of a composite shear wall is studied using the Rayleigh-Ritz method. To model the unilateral buckling of steel plate, the restraining concrete wall is described as an elastic foundation with high stiffness in compression and zero stiffness in tension. To consider the effect of bolt connections on the plate's buckling, a constrained optimization problem is solved by using Lagrange multipliers method. This process is used to obtain the critical elastic local buckling coefficients of unilaterally-restrained steel plates with various numbers of bolts, subjected to pure compression, bending and shear loading, and the interaction between them. Using these results, the spacing between shear bolts in composite steel plate shear walls is estimated and compared with the results of the AISC seismic provisions (2016). The results show that the AISC seismic provisions(2016) are overly conservative in obtaining the spacing between shear bolts.