A Remark on Lagrange Multiplier Method (I)

2001 ◽  
Vol 2 (2) ◽  
Author(s):  
J.H. He
Keyword(s):  
Lagrange Multiplier ◽  
Lagrange Multiplier Method ◽  
Multiplier Method

scholarly journals Lagrange Multiplier Method for Drilling Oil Reservoir

2017 ◽  
Vol 06 (03) ◽  
Author(s):  
Vasant P ◽  
Maung MT ◽  
Min YW ◽  
Tun HM ◽  
Thant KZ
Keyword(s):  
Lagrange Multiplier ◽  
Lagrange Multiplier Method ◽  
Multiplier Method ◽  
Oil Reservoir

ON RELIABILITY-BASED STRUCTURAL OPTIMISATION USING STOCHASTIC QUASIGRADIENT METHODS/ZUR ZUVERLÄSSIGKEITSTHEORETISCH GESTÜTZTEN TRAGWERKS-OPTIMIERUNG MIT VERFAHREN DER STOCHASTISCHEN QUASIGRA-DIENTEN

1995 ◽  
Vol 1 (2) ◽  
pp. 43-64
Author(s):  
E. R. Vaidogas
Keyword(s):  
Objective Function ◽  
Lagrange Multiplier ◽  
Failure Probability ◽  
Stochastic Gradient ◽  
Lagrange Multiplier Method ◽  
Time Dependent ◽  
Multiplier Method ◽  
Structural Failure ◽  
Structural Optimisation ◽  
Constraint Function

Methodical aspects of the reliability-based structural optimisation using stochastic quasigradient methods are considered. For an example of the simply supported reinforced concrete beam, the employment of the Lagrange multiplier method that belongs to the class of stochastic quasigradient methods is demonstrated. The classical optimum design goal to minimise structural cost or weight under the constraint on the structural failure probability is taken for consideration. Optimisation problems solved with the Lagrangemultiplier method are formulated in form of general stochastic programming problem. The mathematical expectation of the concrete volume reduced with respect to the in-place cost of the beam materials is taken as the objective function. Constraint function is the limitation placed on the beam failure probability. The beam is considered as a series structural system. Values of the prescribed allowable failure probability belongs to the interval in which the estimation of the failure probabilities by the simple Monte-Carlomethod is possible with an acceptable confidence. The time-independent case as well as the time-dependent one is considered in the optimisation problems. The generalisation on the time-dependent case is undertaken through the introduction into the constraint function of the quasi-linear distribution law of the random variables. In the time-dependent case, the objective function is associated with beginning and the constraint function with end of the service period. An expression of the stochastic gradient based on the differentiation under the integral sign is used for calculations with the Lagrange multiplier method. The stochastic gradient used is computationally more effective in comparison with stochastic finite-difference formulae usual in stochastic quasigradient methods because it requires only one computation of the structure in search iteration of the optimisation process. Three rules based on statistical argumentation are used for the stopping of the seat according to the procedure of the Lagrange multiplier method. The optimising of the beam shows that the Lagrange multiplier method is applicable for the optimal design of structures in that cases when the structural reliability can be estimated by means of the simple Monte-Carlo method. Additional research is needed for integration in the Lagrange multiplier method of statistical simulation techniques for the estimation of small structural failure probabilities.

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