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Results for “LAGRANGE MULTIPLIER”

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At least 19 records

Sensitivity of constrained linear inversions to the selection of the Lagrange multiplier

The influence of the choice of the Lagrange multiplier on constrained linear inversions is explored, with reference made to applications in inferring the columnar aerosol size distributions from spectral aerosol optical depth measurements. A range of the Lagrange multiplier is examined to find all positive solutions for the solution vector, which represents modifying factors to the assumed form of the size distribution. An iterative method is devised to constrain the calculations to consideration of only positive quantities and a requirement that the regression fit to data be consistent with measurement errors. The determination of the variances and covariances is formulated and applied to existing data sets for optical depth. Variances in the solution are found to be large for particle radii when the information content of the data is small.

King, M. D.↗

Technique to eliminate computational instability in multibody simulations employing the Lagrange multiplier

A programming technique to eliminate computational instability in multibody simulations that use the Lagrange multiplier is presented. The computational instability occurs when the attached bodies drift apart and violate the constraints. The programming technique uses the constraint equation, instead of integration, to determine the coordinates that are not independent. Although the equations of motion are unchanged, a complete derivation of the incorporation of the Lagrange multiplier into the equation of motion for two bodies is presented. A listing of a digital computer program which uses the programming technique to eliminate computational instability is also presented. The computer program simulates a solid rocket booster and parachute connected by a frictionless swivel.

Watts, G.↗

Modeling Principles Using the Relation Between Lagrange Multipliers and Bond Graphs

Final document is attached. Modeling dynamic systems by bond graphs has become state of the art technology since hundreds of researchers around the world have incorporated the technology in many fields of engineering and science. The legacy of its invertor Prof. Henry Paynter at MIT in 1959 is now a fundamental and practical technique to understand reality by building computer models. This paper addresses a particular aspect of this technology when modeling of mechanical systems require relaxation of constraints by means of Lagrange principles. Lagrange's equations are a useful means of describing and solving systems with kinematic constraints. Lagrange multipliers are variables used in equations to find the extremes of multivariate functions. Here we explore the relation of Lagrange multipliers to solve modeling difficulties of a space vehicle with equations with dependent derivatives. Lagrange multipliers were used in conjunction with bond graphs to simulate a system where joints of kinematic linkages produce dependent derivatives. NASA's Morpheus Project lunar lander was used as a case study. The Morpheus Project is a terrestrial test vehicle designed to fly the terminal descent trajectory of a lunar lander to advance the Autonomous Landing Hazard Avoidance Technology (ALHAT). An objective of this study is to apply the modeling approach herein to capture the dynamic movement of the lander as the propellant is sloshed and consumed. This paper expands further the analysis presented by (Granda, J J. Nguyen, L, Carlson, T, Sahragard-Monfared, G., Fornalski, E., Brocker 2016). Using an automated approach bond graph models of state space equations were generated using the Computer Aided Modeling Program (CAMPG). Integral causality models and derivative causality models were considered in order to find the simpler solution for the mathematical dependencies produced in modeling this vehicle.

Granda, Jose J.↗

Power system design optimization using Lagrange multiplier techniques

An optimization technique using the Lagrange Multiplier Method is proposed to facilitate design of switching power converter systems. The essence of the optimization is to identify the optimal battery voltage level and switching frequency along with the detailed converter design so that the total system weight including the battery and the packaged converter is minimized, and concurrently all specified power circuit performances are satisfied.

Yu, Y.↗

Convergence of a Substructuring Method with LaGrange Multipliers

We analyze the convergence of a substructuring iterative method with Lagrange multipliers, proposed recently by Farhat and Roux. The method decomposes finite element discretization of an elliptic boundary value problem into Neumann problems on the subdomains and a coarse problem for the subdomain nullspace components. For linear conforming elements and preconditioning by the Dirichlet problems on the subdomains, we prove the asymptotic bound on the condition number C(1 + log(H/h))(sup gamma), gamma = 2 or 3, where h is the characteristic element size and H is the subdomain size.

Mandel, Jan↗

Analysis of complex elastic structures by a Rayleigh-Ritz component modes method using Lagrange multipliers

The free vibrations of elastic structures of arbitrary complexity were analyzed in terms of their component modes. The method was based upon the use of the normal unconstrained modes of the components in a Rayleigh-Ritz analysis. The continuity conditions were enforced by means of Lagrange Multipliers. Examples of the structures considered are: (1) beams with nonuniform properties; (2) airplane structures with high or low aspect ratio lifting surface components; (3) the oblique wing airplane; and (4) plate structures. The method was also applied to the analysis of modal damping of linear elastic structures. Convergence of the method versus the number of modes per component and/or the number of components is discussed and compared to more conventional approaches, ad-hoc methods, and experimental results.

Klein, L. R.↗

A Lagrange multiplier based divide and conquer finite element algorithm

A novel domain decomposition method based on a hybrid variational principle is presented. Prior to any computation, a given finite element mesh is torn into a set of totally disconnected submeshes. First, an incomplete solution is computed in each subdomain. Next, the compatibility of the displacement field at the interface nodes is enforced via discrete, polynomial and/or piecewise polynomial Lagrange multipliers. In the static case, each floating subdomain induces a local singularity that is resolved very efficiently. The interface problem associated with this domain decomposition method is, in general, indefinite and of variable size. A dedicated conjugate projected gradient algorithm is developed for solving the latter problem when it is not feasible to explicitly assemble the interface operator. When implemented on local memory multiprocessors, the proposed methodology requires less interprocessor communication than the classical method of substructuring. It is also suitable for parallel/vector computers with shared memory and compares favorably with factorization based parallel direct methods.

Farhat, C.↗

Application of Newton modified barrier method (NMBM) to structural optimization

This paper presents the application of the NMBM to obtain a minimum weight structure with constraints on displacements and minimum sizes. The solution to the problem is obtained via minimizing the Modified Barrier Function (MBF) at each step by using the Newton Method and updating Lagrange multipliers. The Lagrange multipliers are updated by using the value of the constraints at the minimum of the MBF. Three truss problems with a different number of design variables are solved. The convergence to the minimum weight design was found to be monotonic and the algorithm is potentially robust for solving problems with a large number of design variables.

Khot, N. S.↗

The Newton Modified Barrier Method for QP Problems

The Modified Barrier Functions (MBF) have elements of both Classical Lagrangians (CL) and Classical Barrier Functions (CBF). The MBF methods find an unconstrained minimizer of some smooth barrier function in primal space and then update the Lagrange multipliers, while the barrier parameter either remains fixed or can be updated at each step. The numerical realization of the MBF method leads to the Newton MBF method, where the primal minimizer is found by using Newton's method. This minimizer is then used to update the Lagrange multipliers. In this paper, we examine the Newton MBF method for the Quadratic Programming (QP) problem. It will be shown that under standard second-order optimality conditions, there is a ball around the primal solution and a cut cone in the dual space such that for a set of Lagrange multipliers in this cut cone, the method converges quadratically to the primal minimizer from any point in the aforementioned ball, and continues to do so after each Lagrange multiplier update. The Lagrange multipliers remain within the cut cone and converge linearly to their optimal values. Any point in this ball will be called a "hot start". Starting at such a "hot start", at most Omicron(1n 1n epsilon(exp -1)) Newton steps are sufficient to perform the primal minimization which is necessary for the Lagrange multiplier update. Here, epsilon > 0 is the desired accuracy. Because of the linear convergence of the Lagrange multipliers, this means that only Omicron(1n epsilon(exp -1))omicron(ln 1n epsilon(exp-1)) Newton steps are required to reach an epsilon-approximation to the solution from any "hot start". In order to reach the "hot start", one has to perform Omicron(square root(m) 1n C) Newton steps, where m characterizes the size of the problem and C > 0 is the condition number of the QP problem. This condition number will be characterized explicitly in terms of key parameters of the QP problem, which in turn depend on the input data and the size of the problem.

Melman, A.↗

Modified Interior Distance Functions (Theory and Methods)

In this paper we introduced and developed the theory of Modified Interior Distance Functions (MIDF's). The MIDF is a Classical Lagrangian (CL) for a constrained optimization problem which is equivalent to the initial one and can be obtained from the latter by monotone transformation both the objective function and constraints. In contrast to the Interior Distance Functions (IDF's), which played a fundamental role in Interior Point Methods (IPM's), the MIDF's are defined on an extended feasible set and along with center, have two extra tools, which control the computational process: the barrier parameter and the vector of Lagrange multipliers. The extra tools allow to attach to the MEDF's very important properties of Augmented Lagrangeans. One can consider the MIDFs as Interior Augmented Lagrangeans. It makes MIDF's similar in spirit to Modified Barrier Functions (MBF's), although there is a fundamental difference between them both in theory and methods. Based on MIDF's theory, Modified Center Methods (MCM's) have been developed and analyzed. The MCM's find an unconstrained minimizer in primal space and update the Lagrange multipliers, while both the center and the barrier parameter can be fixed or updated at each step. The MCM's convergence was investigated, and their rate of convergence was estimated. The extension of the feasible set and the special role of the Lagrange multipliers allow to develop MCM's, which produce, in case of nondegenerate constrained optimization, a primal and dual sequences that converge to the primal-dual solutions with linear rate, even when both the center and the barrier parameter are fixed. Moreover, every Lagrange multipliers update shrinks the distance to the primal dual solution by a factor 0 less than gamma less than 1 which can be made as small as one wants by choosing a fixed interior point as a 'center' and a fixed but large enough barrier parameter. The numericai realization of MCM leads to the Newton MCM (NMCM). The approximation for the primal minimizer one finds by Newton Method followed by the Lagrange multipliers update. Due to the MCM convergence, when both the center and the barrier parameter are fixed, the condition of the MDF Hessism and the neighborhood of the primal ninimizer where Newton method is 'well' defined remains stable. It contributes to both the complexity and the numerical stability of the NMCM.

Polyak, Roman A.↗

Finite element analysis of hyperelastic structures

The use of the penalty function, to account for near incompressibility is discussed and compared to that of Lagrange multiplier. A scheme to use Lagrange multiplier, without having to treat it as unknown, is also presented.

Tabaddor, F.↗