• Title/Summary/Keyword: nonlinear Lagrangian function

Search Result 35, Processing Time 0.028 seconds

PROXIMAL AUGMENTED LAGRANGIAN AND APPROXIMATE OPTIMAL SOLUTIONS IN NONLINEAR PROGRAMMING

  • Chen, Zhe;Huang, Hai Qiao;Zhao, Ke Quan
    • Journal of applied mathematics & informatics
    • /
    • v.27 no.1_2
    • /
    • pp.149-159
    • /
    • 2009
  • In this paper, we introduce some approximate optimal solutions and an augmented Lagrangian function in nonlinear programming, establish dual function and dual problem based on the augmented Lagrangian function, discuss the relationship between the approximate optimal solutions of augmented Lagrangian problem and that of primal problem, obtain approximate KKT necessary optimality condition of the augmented Lagrangian problem, prove that the approximate stationary points of augmented Lagrangian problem converge to that of the original problem. Our results improve and generalize some known results.

  • PDF

CONVERGENCE ANALYSIS OF A NONLINEAR LAGRANGIAN ALGORITHM FOR NONLINEAR PROGRAMMING WITH INEQUALITY CONSTRAINTS

  • Zhang, Li-Wei;Liu, Yong-Jin
    • Journal of applied mathematics & informatics
    • /
    • v.13 no.1_2
    • /
    • pp.1-10
    • /
    • 2003
  • In this paper, we establish a nonlinear Lagrangian algorithm for nonlinear programming problems with inequality constraints. Under some assumptions, it is proved that the sequence of points, generated by solving an unconstrained programming, convergents locally to a Kuhn-Tucker point of the primal nonlinear programming problem.

Performance Comparison of CEALM and NPSOL

  • Seok, Hong-Young;Jea, Tahk-Min
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2001.10a
    • /
    • pp.169.4-169
    • /
    • 2001
  • Conventional methods to solve the nonlinear programming problem range from augmented Lagrangian methods to sequential quadratic programming (SQP) methods. NPSOL, which is a SQP code, has been widely used to solve various optimization problems but is still subject to many numerical problems such as convergence to local optima, difficulties in initialization and in handling non-smooth cost functions. Recently, many evolutionary methods have been developed for constrained optimization. Among them, CEALM (Co-Evolutionary Augmented Lagrangian Method) shows excellent performance in the following aspects: global optimization capability, low sensitivity to the initial parameter guessing, and excellent constraint handling capability due to the benefit of the augmented Lagrangian function. This algorithm is ...

  • PDF

A Study on the technique of impact analysis against concrete target using Lagrangian and Smoothed Particle Hydrodynamics (라그란지안 기법과 입자완화동력학 기법을 이용한 콘크리트 표적 충돌해석 기법 연구)

  • 하동호
    • Journal of the Korea Institute of Military Science and Technology
    • /
    • v.5 no.2
    • /
    • pp.207-216
    • /
    • 2002
  • In this paper, the study on the behavior of the deformation of brittle material, such as concrete, ceramic, was peformed by comparison of Lagrangian technique and Smoothed Particle Hydrodynamics using commercial nonlinear hydrodynamic numerical program, Autodyn_2D. The effect of SPH technique was proved by investigating the behavior of material deformation, velocity profile and pressure profile.

Economic Load Dispatch Using Modified Lagrangian ANN (Modified Lagrangian 신경망을 이용한 경제 급전)

  • Kim, Y.H.;Lee, S.C.
    • Proceedings of the KIEE Conference
    • /
    • 1996.11a
    • /
    • pp.133-136
    • /
    • 1996
  • In the paper, an artificial neural network (ANN) approach based on Lagrange multiplier method (Lagrangian ANN) is used to solve an economic load dispatch (ELD) problem. Traditionally ELD problem has one convex cost function as its objective function and nonlinear constraints such as power balance and maximum-minimum limits of real power. In this study, modification is given to the Lagrangian ANN proposed by Gong et all[5] to guarantee the convergence to the optimal solution. Simulation results demonstrate the effectiveness of the proposed method applied to the ELD problem.

  • PDF

Geometrically nonlinear analysis of FG doubly-curved and hyperbolical shells via laminated by new element

  • Rezaiee-Pajand, M.;Masoodi, Amir R.;Arabi, E.
    • Steel and Composite Structures
    • /
    • v.28 no.3
    • /
    • pp.389-401
    • /
    • 2018
  • An isoparametric six-node triangular element is utilized for geometrically nonlinear analysis of functionally graded (FG) shells. To overcome the shear and membrane locking, the element is improved by using strain interpolation functions. The Total Lagrangian formulation is employed to include the large displacements and rotations. Finding the nonlinear behavior of FG shells via laminated modeling is also the goal. A power function is employed to formulate the variation of elastic modulus through the thickness of shells. The results are presented in two ways, including the general FGM formulation and the laminated modeling. The equilibrium path is obtained by using the Generalized Displacement Control Method. Some popular benchmarks, including hyperbolical shell structures are solved to declare the correctness and accuracy of proposed formulations.

A dual approach to perform geometrically nonlinear analysis of plane truss structures

  • Habibi, AliReza;Bidmeshki, Shaahin
    • Steel and Composite Structures
    • /
    • v.27 no.1
    • /
    • pp.13-25
    • /
    • 2018
  • The main objective of this study is to develop a dual approach for geometrically nonlinear finite element analysis of plane truss structures. The geometric nonlinearity is considered using the Total Lagrangian formulation. The nonlinear solution is obtained by introducing and minimizing an objective function subjected to displacement-type constraints. The proposed method can fully trace the whole equilibrium path of geometrically nonlinear plane truss structures not only before the limit point but also after it. No stiffness matrix is used in the main approach and the solution is acquired only based on the direct classical stress-strain formulations. As a result, produced errors caused by linearization and approximation of the main equilibrium equation will be eliminated. The suggested algorithm can predict both pre- and post-buckling behavior of the steel plane truss structures as well as any arbitrary point of equilibrium path. In addition, an equilibrium path with multiple limit points and snap-back phenomenon can be followed in this approach. To demonstrate the accuracy, efficiency and robustness of the proposed procedure, numerical results of the suggested approach are compared with theoretical solution, modified arc-length method, and those of reported in the literature.

Hygro-thermal post-buckling analysis of a functionally graded beam

  • Akbas, Seref D.
    • Coupled systems mechanics
    • /
    • v.8 no.5
    • /
    • pp.459-471
    • /
    • 2019
  • This paper presents post-buckling analysis of a functionally graded beam under hygro-thermal effect. The material properties of the beam change though height axis with a power-law function. In the nonlinear kinematics of the post-buckling problem, the total Lagrangian approach is used. In the solution of the problem, the finite element method is used within plane solid continua. In the nonlinear solution, the Newton-Raphson method is used with incremental displacements. Comparison studies are performed. In the numerical results, the effects of the material distribution, the geometry parameters, the temperature and the moisture changes on the post-buckling responses of the functionally graded beam are presented and discussed.

A Study on the Optimal Design of Automotive Gas Spring (차량용 가스스프링의 최적설계에 관한 연구)

  • Lee, Choon Tae
    • Journal of Drive and Control
    • /
    • v.14 no.4
    • /
    • pp.45-50
    • /
    • 2017
  • The gas spring is a hydropneumatic adjusting element, consisting of a pressure tube, a piston rod, a piston and a connection fitting. The gas spring is filled with compressed nitrogen within the cylinder. The filling pressure acts on both sides of the piston and because of area difference it produces an extension force. Therefore, a gas spring is similar in function compare to mechanical coil spring. Conversely, optimization is a process of finding the best set of parameters to reach a goal while not violating certain constraints. The AMESim software provides NLPQL (Nonlinear Programming by Quadratic Lagrangian) and GA (genetic algorithm) for optimization. The NLPQL method builds a quadratic approximation to the Lagrange function and linear approximations to all output constraints at each iteration, starting with the identity matrix for the Hessian of the Lagrangian, and gradually updating it using the BFGS method. On each iteration, a quadratic programming problem is solved to find an improved design until the final convergence to the optimum design. In this study, we conducted optimization design of the gas spring reaction force with NLPQL.

NIPM -Based Optimal Power Flow Including Discrete Control Variables (이산 제어 변수를 포함한 비선형 내점법 기반 최적조류계산)

  • Rodel, D. Dosano;Song, Hwa-Chang;Kim, Tae-Kyun
    • Proceedings of the KIEE Conference
    • /
    • 2007.11b
    • /
    • pp.226-228
    • /
    • 2007
  • This paper proposes Nonlinear Interior Point Method (NIPM) including discrete control variables optimal power flow formulations. The algorithm utilizes the robustness in terms of starting point and fast convergence for large scale power system of NIPM and an introduction of rounding penalty function which is augmented in the Lagrangian function to handle discrete control variables. The derived formulation shows a simplified approach to deal with discrete control problems which is implementable in real large scale systems.

  • PDF