• 제목/요약/키워드: Broyden's method

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BROYDEN'S METHOD FOR OPERATORS WITH REGULARLY CONTINUOUS DIVIDED DIFFERENCES

  • Galperin, Anatoly M.
    • 대한수학회지
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    • 제52권1호
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    • pp.43-65
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    • 2015
  • We present a new convergence analysis of popular Broyden's method in the Banach/Hilbert space setting which is applicable to non-smooth operators. Moreover, we do not assume a priori solvability of the equation under consideration. Nevertheless, without these simplifying assumptions our convergence theorem implies existence of a solution and superlinear convergence of Broyden's iterations. To demonstrate practical merits of Broyden's method, we use it for numerical solution of three nontrivial infinite-dimensional problems.

A NEW QUASI-NEWTON METHOD BASED ON ADJOINT BROYDEN UPDATES FOR SYMMETRIC NONLINEAR EQUATIONS

  • Cao, Huiping
    • 대한수학회지
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    • 제53권6호
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    • pp.1371-1389
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    • 2016
  • In this paper, we propose a new rank two quasi-Newton method based on adjoint Broyden updates for solving symmetric nonlinear equations, which can be seen as a class of adjoint BFGS method. The new rank two quasi-Newton update not only can guarantee that $B_{k+1}$ approximates Jacobian $F^{\prime}(x_{k+1})$ along direction $s_k$ exactly, but also shares some nice properties such as positive deniteness and least change property with BFGS method. Under suitable conditions, the proposed method converges globally and superlinearly. Some preliminary numerical results are reported to show that the proposed method is effective and competitive.

정적효과를 포함한 자기지전류 자료의 효율적인 3차원 역산에 관하여 (On the Efficient Three-Dimensional Inversion of Static Shifted MT Data)

  • 장한누리;장한길로;김희준
    • 지구물리와물리탐사
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    • 제17권2호
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    • pp.95-103
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    • 2014
  • MT 자료에서 3차원 전기비저항 구조와 정적효과를 동시에 구하기 위한 실용적인 역산법을 소개한다. 이 방법은 감도행렬이 필요한 Gauss-Newton법을 기반으로 하고 반복과정에서 Broyden의 방식으로 감도를 수정하는 것을 기본으로 하고 있다. 이 논문에서는 합성 MT 자료에 대한 역산실험을 통해 근사역산법의 성능과 정적효과에 대한 가중치에 대해 검토하였다. 해석적으로 구해지는 초기감도를 Broyden의 방식으로 수정하는 역산법은 초기감도를 끝까지 쓰는 역산법보다 자료오차를 줄이는데 효과적이었다. 그리고 완전한 감도행렬을 반복 중간에서 단 한번만 사용하는 근사역산법으로서는 반복 전반부에서 완전한 감도를 사용할 때 자료오차를 가장 많이 줄이는 것으로 나타났다. 정적효과에 대한 가중치는 어느 특정 한계값 이하로 선택하면 최종 자료오차에는 결정적인 영향을 주지 않는다. 합성 MT 자료에 대한 실험 결과 이 역산법은 정적효과가 포함된 MT 자료로부터 3차원 전기비저항 구조를 재현하는데 효과적임을 확인하였다.

비선형 공정제어를 위한 매개변수 식별기법의 새로운 응용 (A Novel Application of the Identification Technique to Control of Nonlinear Processes)

  • 이지태;변증남
    • 대한전자공학회논문지
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    • 제21권2호
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    • pp.8-12
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    • 1984
  • 비선형 공정제어 문제에서 자주 요구되는 비선형 대수방정식들을 푸는 알고리즘을 제시하고자 한다. 먼저 방정식 변수들을 매개 변수화한 후 순환 식별 기법(recursive identification technique)을 적용하여 새로운 알고리즘을 구성한다. 결과적인 알고리즘의 형태와 그 특성은 Broyden의 Quasi-Newton법과 유사하지만, 그 유도과정과 순환식은 차이가 있으며, Broaden의 방법이 갖고 있는 거의 모든 장점을 갖고 있으면서 몇몇 풀기 어려운 함수에 대하여 더욱 빠르고 믿을 수 있음을 수치 비교로 알 수 있었다.

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이동 물체 포착을 위한 비젼 서보 제어 시스템 개발 (Development of Visual Servo Control System for the Tracking and Grabbing of Moving Object)

  • 최규종;조월상;안두성
    • 동력기계공학회지
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    • 제6권1호
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    • pp.96-101
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    • 2002
  • In this paper, we address the problem of controlling an end-effector to track and grab a moving target using the visual servoing technique. A visual servo mechanism based on the image-based servoing principle, is proposed by using visual feedback to control an end-effector without calibrated robot and camera models. Firstly, we consider the control problem as a nonlinear least squares optimization and update the joint angles through the Taylor Series Expansion. And to track a moving target in real time, the Jacobian estimation scheme(Dynamic Broyden's Method) is used to estimate the combined robot and image Jacobian. Using this algorithm, we can drive the objective function value to a neighborhood of zero. To show the effectiveness of the proposed algorithm, simulation results for a six degree of freedom robot are presented.

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Transient Response of The Optimal Taper-Flat Head Slider in Magnetic Storage Devices

  • Arayavongkul, R.;Mongkolwongrojn, M.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2004년도 ICCAS
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    • pp.990-994
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    • 2004
  • This paper presents a method to predict the transient characteristic of the air lubricated slider head in a hard disk drive by using optimization technique. The time dependent modified Reynolds equation based on the molecular slip flow approximation equations was used to describe the fluid flow within the air bearing and the implicit finite difference scheme is applied to calculate the pressure distribution under the slider head. The exhaustive search combined with the Broyden-Fletcher-Goldfarb-Shanno method were employed to obtain optimum design variables which are taper angle, rail width and taper length in order to keep the forces and moments acting on the slider head in dynamic equilibrium. The results show that the optimal head slider of the magnetic head has good stability characteristic that can reach the steady state within 0.5 microsecond.

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GaAs MESFET 모델 매개변수 추출에 관한 연구 (A Study on the GaAs MESFET Model Parameter Extraction)

  • 박의준;박진우
    • 한국통신학회논문지
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    • 제16권7호
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    • pp.628-639
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    • 1991
  • GaAs MESFET 모델의 정확한 매채변수 값을 구하기 위하여 바이어스 의존성을 바탕으로 3가지 바이어스 변화에 대한 S-,파라미터 측정만으로 모델 매개변수를 추출할 수 있는 새로운 계산 방법을 제시한다. Weighted Broyden update방법의 최적화 과정에서 얻어지는 오차 함수에 대한 매개 변수의 검토를 이용하여 전형 및 비전형 매개 변수의 유일해를 결정한다. 제안된 방법을 적용하기 위해 Marterka & Kacprzak 모델을 사용하였으며 추출한 매개변수 값의 정당성을 측정치와 비교함으로서 입증하였다.

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Modified gradient methods hybridized with Tikhonov regularization for damage identification of spatial structure

  • Naseralavi, S.S.;Shojaee, S.;Ahmadi, M.
    • Smart Structures and Systems
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    • 제18권5호
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    • pp.839-864
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    • 2016
  • This paper presents an efficient method for updating the structural finite element model. Model updating is performed through minimizing the difference between the recorded acceleration of a real damaged structure and a hypothetical damaged one. This is performed by updating physical parameters (module of elasticity in this study) in each step using iterative process of modified nonlinear conjugate gradient (M-NCG) and modified Broyden-Fletcher-Goldfarb-Shanno algorithm (M-BFGS) separately. These algorithms are based on sensitivity analysis and provide a solution for nonlinear damage detection problem. Three illustrative test examples are considered to assess the performance of the proposed method. Finally, it is demonstrated that the proposed method is satisfactory for detecting the location and ratio of structural damage in presence of noise.

A QUASI-NEWTON METHOD USING DIRECTIONAL DERIVATIVES FOR NONLINEAR EQUATIONS

  • Kim, Sun-Young
    • 대한수학회논문집
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    • 제9권2호
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    • pp.491-502
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    • 1994
  • Many problems arising in science and engineering require the numerical solution of a system of n nonlinear equations in n unknowns: (1) given F : $R^{n}$ $\rightarrow$ $R^{n}$ , find $x_{*}$ $\epsilon$ $R^{n}$ / such that F($x_{*}$) = 0. Nonlinear problems are generally solved by iteration. Davidson [3] and Broyden [1] introduced the methods which had led to a large amount of research and a class of algorithm. This work has been called by the quasi-Newton methods, secant updates, or modification methods. Newton's method is the classical method for the problem (1) and quasi-Newton methods have been proposed to circumvent computational disadvantages of Newton's method.(omitted)

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