• Title/Summary/Keyword: Conjugate gradient

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GLOBAL CONVERGENCE OF A NEW SPECTRAL PRP CONJUGATE GRADIENT METHOD

  • Liu, Jinkui
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1303-1309
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    • 2011
  • Based on the PRP method, a new spectral PRP conjugate gradient method has been proposed to solve general unconstrained optimization problems which produce sufficient descent search direction at every iteration without any line search. Under the Wolfe line search, we prove the global convergence of the new method for general nonconvex functions. The numerical results show that the new method is efficient for the given test problems.

A BLOCKED VARIANT OF THE CONJUGATE GRADIENT METHOD

  • Yun, Jae Heon;Lee, Ji Young;Kim, Sang Wook
    • Journal of the Chungcheong Mathematical Society
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    • v.11 no.1
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    • pp.129-142
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    • 1998
  • In this paper, we propose a blocked variant of the Conjugate Gradient method which performs as well as and has coarser parallelism than the classical Conjugate Gradient method.

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Interior Point Methods for Network Problems (An Efficient Conjugate Gradient Method for Interior Point Methods) (네트워크 문제에서 내부점 방법의 활용 (내부점 선형계획법에서 효율적인 공액경사법))

  • 설동렬
    • Journal of the military operations research society of Korea
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    • v.24 no.1
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    • pp.146-156
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    • 1998
  • Cholesky factorization is known to be inefficient to problems with dense column and network problems in interior point methods. We use the conjugate gradient method and preconditioners to improve the convergence rate of the conjugate gradient method. Several preconditioners were applied to LPABO 5.1 and the results were compared with those of CPLEX 3.0. The conjugate gradient method shows to be more efficient than Cholesky factorization to problems with dense columns and network problems. The incomplete Cholesky factorization preconditioner shows to be the most efficient among the preconditioners.

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Compression of Image Data Using Neural Networks based on Conjugate Gradient Algorithm and Dynamic Tunneling System

  • Cho, Yong-Hyun;Kim, Weon-Ook;Bang, Man-Sik;Kim, Young-il
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1998.06a
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    • pp.740-749
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    • 1998
  • This paper proposes compression of image data using neural networks based on conjugate gradient method and dynamic tunneling system. The conjugate gradient method is applied for high speed optimization .The dynamic tunneling algorithms, which is the deterministic method with tunneling phenomenon, is applied for global optimization. Converging to the local minima by using the conjugate gradient method, the new initial point for escaping the local minima is estimated by dynamic tunneling system. The proposed method has been applied the image data compression of 12 ${\times}$12 pixels. The simulation results shows the proposed networks has better learning performance , in comparison with that using the conventional BP as learning algorithm.

An Acoustic Noise Cancellation Using Subband Block Conjugate Gradient Algorithm (부밴드 블록 공액 경사 알고리듬을 이용한 음향잡음 제거)

  • 김대성;배현덕
    • The Journal of the Acoustical Society of Korea
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    • v.20 no.3
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    • pp.8-14
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    • 2001
  • In this paper, we present a new cost function for subband block adaptive algorithm and block conjugate gradient algorithm for noise cancellation of acoustic signal. For the cost function, we process the subband signals with data blocks for each subbands and recombine it a whole data block. After these process, the cost function has a quadratic form in adaptive filter coefficients, it guarantees the convergence of the suggested block conjugate gradient algorithm. And the block conjugate gradient algorithm which minimizes the suggested cost function has better performance than the case of full-band block conjugate gradient algorithm, the computer simulation results of noise cancellation show the efficiency of the suggested algorithm.

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A Development of a Path-Based Traffic Assignment Algorithm using Conjugate Gradient Method (Conjugate Gradient 법을 이용한 경로기반 통행배정 알고리즘의 구축)

  • 강승모;권용석;박창호
    • Journal of Korean Society of Transportation
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    • v.18 no.5
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    • pp.99-107
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    • 2000
  • Path-based assignment(PBA) is valuable to dynamic traffic control and routing in integrated ITS framework. As one of widely studied PBA a1gorithms, Gradient Projection(GP) a1gorithm typically fields rapid convergence to a neighborhood of an optimal solution. But once it comes near a solution, it tends to slow down. To overcome this problem, we develop more efficient path-based assignment algorithm by combining Conjugate Gradient method with GP algorithm. It determines more accurate moving direction near a solution in order to gain a significant advantage in speed of convergence. Also this algorithm is applied to the Sioux-Falls network and verified its efficiency. Then we demonstrate that this type of method is very useful in improving speed of convergence in the case of user equilibrium problem.

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CONVERGENCE PROPERTIES OF A CORRELATIVE POLAK-RIBIERE CONJUGATE GRADIENT METHOD

  • Hu Guofang;Qu Biao
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.461-466
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    • 2006
  • In this paper, an algorithm with a new Armijo-type line search is proposed that ensure global convergence of a correlative Polak-Ribiere conjugate method for the unconstrained minimization of non-convex differentiable function.

An Inverse Analysis of Two-Dimensional Heat Conduction Problem Using Regular and Modified Conjugate Gradient Method (표준공액구배법과 수정공액구배법을 이용한 2차원 열전도 문제의 역해석)

  • Choi, Eui-Rak;Kim, Woo-Seung
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.22 no.12
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    • pp.1715-1725
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    • 1998
  • A two-dimensional transient inverse heat conduction problem involving the estimation of the unknown location, ($X^*$, $Y^*$), and timewise varying unknown strength, $G({\tau})$, of a line heat source embedded inside a rectangular bar with insulated boundaries has been solved simultaneously. The regular conjugate gradient method, RCGM and the modified conjugate gradient method, MCGM with adjoint equation, are used alternately to estimate the unknown strength $G({\tau})$ of the source term, while the parameter estimation approach is used to estimate the unknown location ($X^*$, $Y^*$) of the line heat source. The alternate use of the regular and the modified conjugate gradient methods alleviates the convergence difficulties encountered at the initial and final times (i.e ${\tau}=0$ and ${\tau}={\tau}_f$), hence stabilizes the computation and fastens the convergence of the solution. In order to examine the effectiveness of this approach under severe test conditions, the unknown strength $G({\tau})$ is chosen in the form of rectangular, triangular and sinusoidal functions.

A NONLINEAR CONJUGATE GRADIENT METHOD AND ITS GLOBAL CONVERGENCE ANALYSIS

  • CHU, AJIE;SU, YIXIAO;DU, SHOUQIANG
    • Journal of applied mathematics & informatics
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    • v.34 no.1_2
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    • pp.157-165
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    • 2016
  • In this paper, we develop a new hybridization conjugate gradient method for solving the unconstrained optimization problem. Under mild assumptions, we get the sufficient descent property of the given method. The global convergence of the given method is also presented under the Wolfe-type line search and the general Wolfe line search. The numerical results show that the method is also efficient.