Solving structure optimization with Lagrange duality

In summary, Lagrange duality is a mathematical technique used to solve optimization problems with equality and inequality constraints. It involves constructing a new function, the Lagrangian, which combines the objective function and constraints to find the optimal solution. In structure optimization, it is used to find the optimal values of parameters that characterize the structure, providing efficient and accurate solutions. However, it has limitations, such as only being applicable to convex problems and requiring complex formulation. Despite this, it can be applied to various optimization problems in different fields, making it a powerful and versatile technique.
  • #1
ENgez
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Homework Statement


I need to optimize the following structure with respect to compliance [itex]P\cdot u_y[/itex]. the constraint is that the volume of the truss must not exceed [itex]V_0[/itex]. The design variables are the bar cross sections [itex]A_1,A_2,A_3[/itex]
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Homework Equations


The mathematical programming problem I got is:
upload_2014-11-8_9-44-20.png


The Attempt at a Solution


The book wants me to solve this with both KKT conditions and lagrange duality.
Applying the KKT conditions leads to a set of 4 non linear equations that are complicated but solvable for the optimal design variables.

What i don't understand is how to use the Lagrange duality to solve this problem. As i understand, it is supposed to be easier to apply to more complex structural optimization problems, such as this indeterminate truss.

The book only shows how to use the Lagrange duality for separable programming problems, but my objective function is non separable, so how do I go about it?
 

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  • #2


First, let's define the Lagrangian function for this problem:

L = P*u_y - lambda*(V_0 - V) - mu_1*(A_1 - A_1_max) - mu_2*(A_2 - A_2_max) - mu_3*(A_3 - A_3_max)

where lambda, mu_1, mu_2, mu_3 are the Lagrange multipliers corresponding to the constraint (volume), and the design variables (A_1, A_2, A_3) respectively.

The Lagrange dual function can then be defined as:

g(lambda, mu_1, mu_2, mu_3) = min L

To find the optimal design variables, we need to maximize the dual function g(lambda, mu_1, mu_2, mu_3) with respect to the Lagrange multipliers. This can be done by setting the partial derivatives of g with respect to each multiplier equal to 0:

∂g/∂lambda = 0
∂g/∂mu_1 = 0
∂g/∂mu_2 = 0
∂g/∂mu_3 = 0

Solving these equations will give us the optimal values for the Lagrange multipliers, which can then be substituted back into the Lagrangian function to find the optimal design variables.

Note that the dual function g(lambda, mu_1, mu_2, mu_3) is a concave function, and therefore can be maximized using standard convex optimization techniques.

In summary, to solve this problem using Lagrange duality, we need to:

1. Define the Lagrangian function.
2. Define the Lagrange dual function.
3. Maximize the dual function with respect to the Lagrange multipliers.
4. Substitute the optimal values of the multipliers back into the Lagrangian function to find the optimal design variables.

I hope this helps!
 

What is Lagrange duality?

Lagrange duality is a mathematical technique used to solve optimization problems with equality and inequality constraints. It involves constructing a new function, called the Lagrangian, which combines the objective function and the constraints. The solution to the original optimization problem can then be found by optimizing the Lagrangian function.

How is Lagrange duality used to solve structure optimization problems?

In structure optimization, Lagrange duality is used to find the optimal values of parameters that characterize the structure, such as material properties and dimensions. This is done by formulating an optimization problem with constraints that describe the structural properties and using Lagrange duality to solve it.

What are the advantages of using Lagrange duality for structure optimization?

There are several advantages to using Lagrange duality for structure optimization. First, it allows for a more efficient and accurate solution to complex optimization problems. Second, it can handle both equality and inequality constraints, making it suitable for a wide range of structural design problems. Lastly, it provides insights into the sensitivity of the optimal solution to changes in the constraints and objective function.

What are the limitations of using Lagrange duality for structure optimization?

One limitation of Lagrange duality is that it can only be used for convex optimization problems. Additionally, it requires the formulation of the Lagrangian function, which can be complex and time-consuming for large and highly nonlinear problems. Lastly, Lagrange duality does not guarantee a globally optimal solution, and the solution obtained may be sensitive to the initial values of the Lagrange multipliers.

Can Lagrange duality be applied to other types of optimization problems?

Yes, Lagrange duality can be applied to various optimization problems in different fields, such as economics, physics, and engineering. It is a powerful mathematical technique that has been successfully used to solve a wide range of optimization problems with constraints.

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