Essays about: "augmented Lagrangian"

Found 2 essays containing the words augmented Lagrangian.

1. 1. Black Box Optimization Framework for Reinsurance of Large Claims

   University essay from Stockholms universitet/Statistiska institutionen

   Author : Sina Mozayyan; [2022]
   Keywords : augmented Lagrangian; constraint optimization by linear interpolation; derivative-free black box optimization; DIRECT L ; evolutionary optimization; NLopt package; mean-variance premium principle; risk management; Solvency II;

   Abstract : A framework for optimization of reinsurance strategy is proposed for an insurance company with several lines of business (LoB), maximizing the Economic Value of purchasing reinsurance. The economic value is defined as the sum of the average ceded loss, the deducted risk premium, and the reduction in the cost of capital. READ MORE

3. 2. Probabilistic Multidisciplinary Design Optimization on a high-pressure sandwich wall in a rocket engine application

   University essay from Umeå universitet/Institutionen för fysik

   Author : Dennis Wahlström; [2017]
   Keywords : Multidisciplinary Design Optimization; Analytical Target Cascading; Multidisciplinary Feasible; Space Nozzle; Ariane; Expander Cycle Engine; Upper stage space rocket engine; Probabilistic; Augmented Lagrangian relaxation; Finite element; Solid Mechanics; Thermodynamics; Aerodynamics; Industrial approach; Latin Hypercube Sampling; Factorial Analysis; Analysis of Variance;

   Abstract : A need to find better achievement has always been required in the space industrythrough time. Advanced technologies are provided to accomplish goals for humanityfor space explorer and space missions, to apprehend answers and widen knowledges. READ MORE