• Title/Summary/Keyword: method of Lagrange multipliers

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AN EFFICIENT IMPLEMENTATION OF BDM MIXED METHODS FOR SECOND ORDER ELLIPTIC PROBLEMS

  • Kim, J.H.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.7 no.2
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    • pp.95-111
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    • 2003
  • BDM mixed methods are obtained for a good approximation of velocity for flow equations. In this paper, we study an implementation issue of solving the algebraic system arising from the BDM mixed finite elements. First we discuss post-processing based on the use of Lagrange multipliers to enforce interelement continuity. Furthermore, we establish an equivalence between given mixed methods and projection finite element methods developed by Chen. Finally, we present the implementation of the first order BDM on rectangular grids and show it is as simple as solving the pressure equation.

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On Line LS-SVM for Classification

  • Kim, Daehak;Oh, KwangSik;Shim, Jooyong
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.595-601
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    • 2003
  • In this paper we propose an on line training method for classification based on least squares support vector machine. Proposed method enables the computation cost to be reduced and the training to be peformed incrementally, With the incremental formulation of an inverse matrix in optimization problem, current information and new input data can be used for building the new inverse matrix for the estimation of the optimal bias and Lagrange multipliers, so the large scale matrix inversion operation can be avoided. Numerical examples are included which indicate the performance of proposed algorithm.

An Accelerated Iterative Method for the Dynamic Analysis of Multibody Systems (반복 계산법 및 계산 가속기법에 의한 다물체 동역학 해법)

  • 이기수;임철호
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.16 no.5
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    • pp.899-909
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    • 1992
  • An iterative solution technique is presented to analyze the dynamic systems of rigid bodies subjected to kinematic constraints. Lagrange multipliers associated with the constraints are iteratively computed by monotonically reducing an appropriately defined constraint error vector, and the resulting equation of motion is solved by a well-established ODE technique. Constraints on the velocity and acceleration as well as the position are made to be satisfied at joints at each time step. Time integration is efficiently performed because decomposition or orthonormalization of the large matrix is not required at all. An acceleration technique is suggested for the faster convergence of the iterative scheme.

The finite Element Formulation and Analysis of the Dynamic Flexible Timoshenko Beam (유연한 Timoshenko 빔의 동역학적 유한요소 정식화 및 해석)

  • Liu Zhi-Qiang;Yun Seong-Ho
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2004.04a
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    • pp.17-24
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    • 2004
  • This paper established the dynamic model of a flexible Timoshenko beam with geometrical nonlinearities subject to large overall motions by using the finite element method. The equations of motion are derived by using Hamilton principle based on expressing the kinetic and potential energies of the flexible beam in terms of generalized coordinates. The nonlinear constraint equations are adjoined to the system equations of motion by using Lagrange multipliers.

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AN UPSTREAM PSEUDOSTRESS-VELOCITY MIXED FORMULATION FOR THE OSEEN EQUATIONS

  • Park, Eun-Jae;Seo, Boyoon
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.1
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    • pp.267-285
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    • 2014
  • An upstream scheme based on the pseudostress-velocity mixed formulation is studied to solve convection-dominated Oseen equations. Lagrange multipliers are introduced to treat the trace-free constraint and the lowest order Raviart-Thomas finite element space on rectangular mesh is used. Error analysis for several quantities of interest is given. Particularly, first-order convergence in $L^2$ norm for the velocity is proved. Finally, numerical experiments for various cases are presented to show the efficiency of this method.

Provisioning Quantity Determination of Partially Repairable Concurrent Spare Parts under the Availability Limitation (운용가용도제약하에서 일정 비율 수리가능한 동시조달부품의 구매량 결정)

  • 오근태;김명수
    • Journal of Applied Reliability
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    • v.2 no.2
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    • pp.85-97
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    • 2002
  • In this paper, partially repairable concurrent spare parts requirement determination problem of newly procured equipment systems is considered. “partially repairable” means that a portion of damaged parts can be recover their function and reused after repairs. A mathematical model is derived for making an CSP requirement determination subject to the constraint of satisfying any given operational availability limitation. We assume that the failure of a part follows a Poisson process and the repair time has an exponential distribution. Using the generalized Lagrange multipliers method, the solution procedure is derived.

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Optimization of Triple Response Systems by Using the Dual Response Approach and the Hooke-Jeeves Search Method

  • Fan, Shu-Kai S.;Huang, Chia-Fen;Chang, Ko-Wei;Chuang, Yu-Chiang
    • Industrial Engineering and Management Systems
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    • v.9 no.1
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    • pp.10-19
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    • 2010
  • This paper presents an extended computing procedure for the global optimization of the triple response system (TRS) where the response functions are nonconvex (nonconcave) quadratics and the input factors satisfy a radial region of interest. The TRS arising from response surface modeling can be approximated using a nonlinear mathematical program involving one primary (objective) function and two secondary (constraints) functions. An optimization algorithm named triple response surface algorithm (TRSALG) is proposed to determine the global optimum for the nondegenerate TRS. In TRSALG, the Lagrange multipliers of target (secondary) functions are computed by using the Hooke-Jeeves search method, and the Lagrange multiplier of the radial constraint is located by using the trust region (TR) method at the same time. To ensure global optimality that can be attained by TRSALG, included is the means for detecting the degenerate case. In the field of numerical optimization, as the family of TR approach always exhibits excellent mathematical properties during optimization steps, thus the proposed algorithm can guarantee the global optimal solution where the optimality conditions are satisfied for the nondegenerate TRS. The computing procedure is illustrated in terms of examples found in the quality literature where the comparison results with a gradient-based method are used to calibrate TRSALG.

A study for the system voltage and reactive power control (계통전압.무효전력 제어에 관한 연구)

  • 송길영
    • 전기의세계
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    • v.14 no.3
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    • pp.10-17
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    • 1965
  • This paper presents a method of the voltage-reactive power control in the long and short range operations and introduces a conception, "optimum control pattern." The optimum control pattern, aiming at the over-all system control, is defined as the optimum voltage distribution which minimizes the system operating cost under the conditions that the specified power be supplied and the system voltage be kept within the specified bounds. The following procedure was adopted to obtain this optimum pattern. In the first place, a power system was divided into three blocks, namely, load, substation and generator. Lagrange's, multiplier method is applied to each block in turn, paying attention only at the operating voltage distribution. Phase angles at each bus are then modified so that the continuity of active power is maintained. This procedure may be called "block relaxation method with Lagrange's multipliers." In a long range operation, this control pattern determines the optimum installation capacity of reactive power sources. In a short range operation, it also gives the reference state of real time control and the optimum switching capacity of reactive power souces. The real time control problem is also studied from the standpoint of cooperation of control devices such as generators, shunt capacitors, shunt reactors and ratio load controllers. A proposal for the real time control will contribute to the automation of power system operation in the near future. in the near future.

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Development of an analytical method for optimum design of reinforced concrete beams considering both flexural and shear effects

  • Zivari, Ahmad;Habibi, Alireza;Khaledy, Nima
    • Computers and Concrete
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    • v.24 no.2
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    • pp.117-123
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    • 2019
  • Optimization is an important subject which is widely used in engineering problems. In this paper, an analytical method is developed for optimum design of reinforced concrete beams considering both flexural and shear effects. A closed-form formulation is derived for optimal height and rebar of beams. The total material cost of steel and concrete is considered as the objective function which is minimized during the optimization process. The ultimate flexural and shear capacities of the beam are considered as the main constraints. The ultimate limit state is considered for deriving the relations for flexural capacity of the beam. The design requirements are considered according to the item 9 of the Iranian National Building. Analytical formulas and some curves are proposed to be used for optimum design of RC beams. The proposed method can be used to perform the optimization of RC beams without the need of any prior knowledge in optimization. Also, the results of the studied numerical example show that the proposed method results in a better design comparing with the other methods.

VARIATION OF PARAMETERS METHOD FOR SOLVING SIXTH-ORDER BOUNDARY VALUE PROBLEMS

  • Mohyud-Din, Syed Tauseef;Noor, Muhammad Aslam;Waheed, Asif
    • Communications of the Korean Mathematical Society
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    • v.24 no.4
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    • pp.605-615
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    • 2009
  • In this paper, we develop a reliable algorithm which is called the variation of parameters method for solving sixth-order boundary value problems. The proposed technique is quite efficient and is practically well suited for use in these problems. The suggested iterative scheme finds the solution without any perturbation, discritization, linearization or restrictive assumptions. Moreover, the method is free from the identification of Lagrange multipliers. The fact that the proposed technique solves nonlinear problems without using the Adomian's polynomials can be considered as a clear advantage of this technique over the decomposition method. Several examples are given to verify the reliability and efficiency of the proposed method. Comparisons are made to reconfirm the efficiency and accuracy of the suggested technique.