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    Dual Residual for Centralized Augmented Lagrangian Coordination Based on Optimality Conditions

    Source: Journal of Mechanical Design:;2015:;volume( 137 ):;issue: 006::page 61401
    Author:
    Xu, Meng
    ,
    Fadel, Georges
    ,
    Wiecek, Margaret M.
    DOI: 10.1115/1.4029788
    Publisher: The American Society of Mechanical Engineers (ASME)
    Abstract: Centralized augmented Lagrangian coordination (ALC) has drawn much attention due to its parallel computation capability, efficiency, and flexibility. The initial setting and update strategy of the penalty weights in this method are critical to its performance. The traditional weight update strategy always increases the weights and research shows that inappropriate initial weights may cause optimization failure. Making use of the Karush–Kuhn–Tucker (KKT) optimality conditions for the allinone (AIO) and decomposed problems, the terms “primal residualâ€‌ and “dual residualâ€‌ are introduced into the centralized ALC, and a new update strategy considering both residuals and thus guaranteeing the unmet optimality condition in the traditional update is introduced. Numerical tests show a decrease in the iteration number and significant improvements in solution accuracy with both calculated and finetuned initial weights using the new update. Additionally, the proposed approach is capable to start from a wide range of possible weights and achieve optimality, and therefore brings robustness to the centralized ALC.
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      Dual Residual for Centralized Augmented Lagrangian Coordination Based on Optimality Conditions

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    contributor authorXu, Meng
    contributor authorFadel, Georges
    contributor authorWiecek, Margaret M.
    date accessioned2017-05-09T01:20:55Z
    date available2017-05-09T01:20:55Z
    date issued2015
    identifier issn1050-0472
    identifier othermd_137_06_061401.pdf
    identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/158830
    description abstractCentralized augmented Lagrangian coordination (ALC) has drawn much attention due to its parallel computation capability, efficiency, and flexibility. The initial setting and update strategy of the penalty weights in this method are critical to its performance. The traditional weight update strategy always increases the weights and research shows that inappropriate initial weights may cause optimization failure. Making use of the Karush–Kuhn–Tucker (KKT) optimality conditions for the allinone (AIO) and decomposed problems, the terms “primal residualâ€‌ and “dual residualâ€‌ are introduced into the centralized ALC, and a new update strategy considering both residuals and thus guaranteeing the unmet optimality condition in the traditional update is introduced. Numerical tests show a decrease in the iteration number and significant improvements in solution accuracy with both calculated and finetuned initial weights using the new update. Additionally, the proposed approach is capable to start from a wide range of possible weights and achieve optimality, and therefore brings robustness to the centralized ALC.
    publisherThe American Society of Mechanical Engineers (ASME)
    titleDual Residual for Centralized Augmented Lagrangian Coordination Based on Optimality Conditions
    typeJournal Paper
    journal volume137
    journal issue6
    journal titleJournal of Mechanical Design
    identifier doi10.1115/1.4029788
    journal fristpage61401
    journal lastpage61401
    identifier eissn1528-9001
    treeJournal of Mechanical Design:;2015:;volume( 137 ):;issue: 006
    contenttypeFulltext
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    DSpace software copyright © 2002-2015  DuraSpace
    نرم افزار کتابخانه دیجیتال "دی اسپیس" فارسی شده توسط یابش برای کتابخانه های ایرانی | تماس با یابش
    yabeshDSpacePersian