Abstract A class of inverse identification problems constrained by variational inequalities is studied with respect to its shape differentiability. The specific problem appearing in failure analysis describes elastic bodies a breaking line subject simplified adhesive contact conditions between faces. Based on the Lagrange multiplier approach and smooth Lavrentiev penalization, semi-analytic for...

Pembentukan suatu portofolio investasi dan pengukuran risiko adalah cara yang dapat dilakukan oleh para investor untuk mengurangi tingkat investasi. Maka, dalam penelitian ini dua hal, yaitu pembentukan model optimasi dikembangkan dengan menggunakan teknik Lagrangian Multiplier menentukan proporsi aset akan diinvestasikan melakukan perhitungan estimasi expected shortfall. Kemudian pada perluasa...

Lagrange multiplier methods are standard fare in elementary calculus courses, and they play a central role in economic applications of calculus because they often turn out to have interpretations as prices or shadow prices. You have seen them generalized to cover dynamic, non-stochastic models as Hamiltonian methods, or as byproducts of using Pontryagin’s maximum principle. In static models Lag...

Lagrange multiplier methods are standard fare in elementary calculus courses, and they play a central role in economic applications of calculus because they often turn out to have interpretations as prices or shadow prices. You have seen them generalized to cover dynamic, non-stochastic models as Hamiltonian methods, or as byproducts of using Pontryagin’s maximum principle. In static models Lag...

The objective of this paper is to investigate a multi-objective linear quadratic Gaussian (LQG) control problem. Specifically, we examine an optimal problem that minimizes cost over finite time horizon for stochastic systems subject energy constraints. To tackle problem, propose efficient bisection line search algorithm outperforms other approaches such as semidefinite programming in terms comp...

Multiplication is a basic operation in any signal processing application. Multiplication is the most important one among the four arithmetic operations like addition, subtraction, and division. Multipliers are usually hardware intensive, and the main parameters of concern are high speed, low cost, and less VLSI area. The propagation time and power consumption in the multiplier are always high. ...

In this paper Mathematical structure of time-dependent Lagrangian systems and their symmetries are extended and the explicit relation between constants of motion and infinitesimal symmetries of time-dependent Lagrangian systems are considered. Starting point is time-independent Lagrangian systems ,then we extend mathematical concepts of these systems such as equivalent lagrangian systems to th...

We present a new evolutionary algorithm to solve the 0-1 multidimensional knapsack problem.We tackle the problem using duality concept, differently from traditional approaches. Ourmethod is based on Lagrangian relaxation. Lagrangemultipliers transform the problem, keeping the optimality as well as decreasing the complexity. However, it is not easy to find Lagrange multipliers nearest to the cap...

In this thesis, we present a new theory of discrete constrained optimization using Lagrange multipliers and an associated first-order search procedure (DLM) to solve general constrained optimization problems in discrete, continuous and mixed-integer space. The constrained problems are general in the sense that they do not assume the differentiability or convexity of functions. Our proposed theo...