• Title/Summary/Keyword: Broyden's method

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BROYDEN'S METHOD FOR OPERATORS WITH REGULARLY CONTINUOUS DIVIDED DIFFERENCES

  • Galperin, Anatoly M.
    • Journal of the Korean Mathematical Society
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    • v.52 no.1
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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
    • Journal of the Korean Mathematical Society
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    • v.53 no.6
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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.

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

  • Jang, Hannuree;Jang, Hangilro;Kim, Hee Joon
    • Geophysics and Geophysical Exploration
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    • v.17 no.2
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    • pp.95-103
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    • 2014
  • This paper presents a practical inversion method for recovering a three-dimensional (3D) resistivity model and static shifts simultaneously. Although this method is based on a Gauss-Newton approach that requires a sensitivity matrix, the computer time can be greatly reduced by implementing a simple and effective procedure for updating the sensitivity matrix using the Broyden's algorithm. In this research, we examine the approximate inversion procedure and the weighting factor ${\beta}$ for static shifts through inversion experiments using synthetic MT data. In methods using the full sensitivity matrix constructed only once in the iteration process, a procedure using the full sensitivity in the earlier stage is useful to produce the smallest rms data misfit. The choice of ${\beta}$ is not critical below some threshold value. Synthetic examples demonstrate that the method proposed in this paper is effective in reconstructing a 3D resistivity structure from static-shifted MT data.

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

  • 이지태;변증남
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.21 no.2
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    • pp.8-12
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    • 1984
  • Algorithms for solving a set of nonlinear simultaneous equations, which is frequently required in problems of controlling nonlinear processes, are proposed. Here the equation variables are first parameterized and a recursive identification technique is utilized. The forms and characteristics of the resultant algorithms are vary similar to the Broyden's quasi-Newton method, but their derivations and final recursion equations are different. Our methods possess almost all the merits of the Broyden's and numerical comparisons show our methods to be more efficient and reliable for some difficult problems.

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

  • Choi, G.J.;Cho, W.S.;Ahn, D.S.
    • Journal of Power System Engineering
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    • v.6 no.1
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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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    • 2004.08a
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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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A Study on the GaAs MESFET Model Parameter Extraction (GaAs MESFET 모델 매개변수 추출에 관한 연구)

  • 박의준;박진우
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.16 no.7
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    • pp.628-639
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    • 1991
  • A new efficient method for GaAs MESFET model parameter extraction is proposed, which is based on the bias dependance of each parameter characteristics derved from the analytic model. The requiremnts of the method are only small-signal S-parameter measurements under the three bias variations. Fixation of the linear model parameter values in the optimization process is made using the sensitivity information of the model parameter obtained by the weighted Broyden update method, it is to improve the uniqueness and reliablility of the solution. The validity of the extracted values of the FET model parameters is confirmed by comparing the simulation results with the experimental data.

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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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    • v.18 no.5
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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
    • Communications of the Korean Mathematical Society
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    • v.9 no.2
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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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