• Title/Summary/Keyword: Conjugate Gradient method

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A new conjugate gradient algorithm for solving dynamic load identification

  • Wang, Lin J.;Deng, Qi C.;Xie, You X.
    • Structural Engineering and Mechanics
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    • v.64 no.2
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    • pp.271-278
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    • 2017
  • In this paper, we propose a new conjugate gradient method which possesses the global convergence and apply it to solve inverse problems of the dynamic loads identification. Moreover, we strictly prove the stability and convergence of the proposed method. Two engineering numerical examples are presented to demonstrate the effectiveness and speediness of the present method which is superior to the Landweber iteration method. The results of numerical simulations indicate that the proposed method is stable and effective in solving the multi-source dynamic loads identification problems of practical engineering.

A Study on the Application of Conjugate Gradient Method in Nonlinear Magnetic Field Analysis by FEM. (유한요소법에 의한 비선형 자계 해석에 공액 구배법 적응 연구)

  • 임달호;신흥교
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.1
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    • pp.22-28
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    • 1990
  • This paper is a study on the reduction of computation time in case of nonlinear magnetic field analysis by finite element method and Newton-Raphson method. For the purpose, the nonlinear convergence equation is computed by the conjugate gradient method which is known to be applicable to symmetric positive definite matrix equations only. As the results, we can not prove mathematically that the system Jacobian is positive definite, but when we applied this method, the diverging case did not occur. And the computation time is reduced by 25-55% and 15-45% in comparison with the case of direct and successive over-relaxation method, respectively. Therefore, we proved the utility of conjugate gradient method.

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A Study on the Estimation of Scattering Coefficient in the Spheres Using an Inverse Analysis (역해석을 이용한 구형 공간 내의 산란계수 추정에 관한 연구)

  • Kim, Woo-Seung;Kwag, Dong-Seong
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.23 no.3
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    • pp.364-373
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    • 1999
  • A combination of conjugate gradient and Levenberg-Marquardt method is used to estimate the spatially varying scattering coefficient, ${\sigma}(r)$, in the solid and hollow spheres by utilizing the measured transmitted beams from the solution of an inverse analysis. The direct radiation problem associated with the inverse problem is solved by using the $S_{12}-approximation$ of the discrete ordinates method. The accuracy of the computations increased when the results from the conjugate gradient method are used as an initial guess for the Levenberg-Marquardt method of minimization. Optical thickness up to ${\tau}_0=3$ is used for the computations. Three different values of standard deviation are considered to examine the accuracy of the solution from the inverse analysis.

Comparison of Regularization Techniques For an Inverse Radiation Boundary Analysis (역복사경계해석을 위한 다양한 조정기법 비교)

  • Kim, Ki-Wan;Baek, Seung-Wook
    • Proceedings of the KSME Conference
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    • 2004.11a
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    • pp.1288-1293
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    • 2004
  • Inverse radiation problems are solved for estimating the boundary conditions such as temperature distribution and wall emissivity in axisymmetric absorbing, emitting and scattering medium, given the measured incident radiative heat fluxes. Various regularization methods, such as hybrid genetic algorithm, conjugate-gradient method and Newton method, were adopted to solve the inverse problem, while discussing their features in terms of estimation accuracy and computational efficiency. Additionally, we propose a new combined approach of adopting the genetic algorithm as an initial value selector, whereas using the conjugate-gradient method and Newton method to reduce their dependence on the initial value.

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A NEW CLASS OF NONLINEAR CONJUGATE GRADIENT METHOD FOR UNCONSTRAINED OPTIMIZATION MODELS AND ITS APPLICATION IN PORTFOLIO SELECTION

  • Malik, Maulana;Sulaiman, Ibrahim Mohammed;Mamat, Mustafa;Abas, Siti Sabariah;Sukono, Sukono
    • Nonlinear Functional Analysis and Applications
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    • v.26 no.4
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    • pp.811-837
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    • 2021
  • In this paper, we propose a new conjugate gradient method for solving unconstrained optimization models. By using exact and strong Wolfe line searches, the proposed method possesses the sufficient descent condition and global convergence properties. Numerical results show that the proposed method is efficient at small, medium, and large dimensions for the given test functions. In addition, the proposed method was applied to solve practical application problems in portfolio selection.

AN AFFINE SCALING INTERIOR ALGORITHM VIA CONJUGATE GRADIENT AND LANCZOS METHODS FOR BOUND-CONSTRAINED NONLINEAR OPTIMIZATION

  • Jia, Chunxia;Zhu, Detong
    • Journal of applied mathematics & informatics
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    • v.29 no.1_2
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    • pp.173-190
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    • 2011
  • In this paper, we construct a new approach of affine scaling interior algorithm using the affine scaling conjugate gradient and Lanczos methods for bound constrained nonlinear optimization. We get the iterative direction by solving quadratic model via affine scaling conjugate gradient and Lanczos methods. By using the line search backtracking technique, we will find an acceptable trial step length along this direction which makes the iterate point strictly feasible and the objective function nonmonotonically decreasing. Global convergence and local superlinear convergence rate of the proposed algorithm are established under some reasonable conditions. Finally, we present some numerical results to illustrate the effectiveness of the proposed algorithm.

Solving a Matrix Polynomial by Conjugate Gradient Methods

  • Ko, Hyun-Ji;Kim, Hyun-Min
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.11 no.4
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    • pp.39-46
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    • 2007
  • One of well known and much studied nonlinear matrix equations is the matrix polynomial which has the form G(X)=$A_0X^m+A_1X^{m-1}+{\cdots}+A_m$ where $A_0$, $A_1$, ${\cdots}$, $A_m$ and X are $n{\times}n$ real matrices. We show how the minimization methods can be used to solve the matrix polynomial G(X) and give some numerical experiments. We also compare Polak and Ribi$\acute{e}$re version and Fletcher and Reeves version of conjugate gradient method.

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Numerical Solution of the Mild Slope Equation by Conjugate Gradient Method (CGM을 이용한 완경사방정식의 수치해석)

  • 윤종태
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.5 no.2
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    • pp.84-90
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    • 1993
  • Iterative solution procedure (Conjugate Gradient Method, Panchang et al., 1991) is implemented for solving the complete mild slope equation for the spherical shoal and the coast with detached breakwater. The numerical results agreed well with the experimental data. The disadvantage that mild slope eguation could be solved only for small domains is now overcome by using this solution procedure. Moreover it can be easily applied to the coastal regions with complex geometry and structures, and needs not so much computer time as the conventional models.

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A NEW CONJUGATE GRADIENT MINIMIZATION METHOD BASED ON EXTENDED QUADRATIC FUNCTIONS

  • Moghrabi, Issam.A.R.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.8 no.2
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    • pp.7-13
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    • 2004
  • A Conjugate Gradient (CG) algorithm for unconstrained minimization is proposed which is invariant to a nonlinear scaling of a strictly convex quadratic function and which generates mutually conjugate directions for extended quadratic functions. It is derived for inexact line searches and is designed for the minimization of general nonlinear functions. It compares favorably in numerical tests with the original Dixon algorithm on which the new algorithm is based.

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A Deflation-Preconditioned Conjugate Gradient Method for Symmetric Eigenproblems

  • Jang, Ho-Jong
    • Journal of applied mathematics & informatics
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    • v.9 no.1
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    • pp.331-339
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    • 2002
  • A preconditioned conjugate gradient(PCG) scheme with the aid of deflation for computing a few of the smallest eigenvalues arid their corresponding eigenvectors of the large generalized eigenproblems is considered. Topically there are two types of deflation techniques, the deflation with partial shifts and an arthogonal deflation. The efficient way of determining partial shifts is suggested and the deflation-PCG schemes with various partial shifts are investigated. Comparisons of theme schemes are made with orthogonal deflation-PCG, and their asymptotic behaviors with restart operation are also discussed.