• Title/Summary/Keyword: Global Newton method

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GLOBAL CONVERGENCE PROPERTIES OF THE MODIFIED BFGS METHOD ASSOCIATING WITH GENERAL LINE SEARCH MODEL

  • Liu, Jian-Guo;Guo, Qiang
    • Journal of applied mathematics & informatics
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    • v.16 no.1_2
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    • pp.195-205
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    • 2004
  • To the unconstrained programme of non-convex function, this article give a modified BFGS algorithm. The idea of the algorithm is to modify the approximate Hessian matrix for obtaining the descent direction and guaranteeing the efficacious of the quasi-Newton iteration pattern. We prove the global convergence properties of the algorithm associating with the general form of line search, and prove the quadratic convergence rate of the algorithm under some conditions.

GLOBAL CONVERGENCE PROPERTIES OF TWO MODIFIED BFGS-TYPE METHODS

  • Guo, Qiang;Liu, Jian-Guo
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.311-319
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    • 2007
  • This article studies a modified BFGS algorithm for solving smooth unconstrained strongly convex minimization problem. The modified BFGS method is based on the new quasi-Newton equation $B_k+1{^s}_k=yk\;where\;y_k^*=yk+A_ks_k\;and\;A_k$ is a matrix. Wei, Li and Qi [WLQ] have proven that the average performance of two of those algorithms is better than that of the classical one. In this paper, we prove the global convergence of these algorithms associated to a general line search rule.

CONVERGENCE OF THE NONMONOTONE PERRY-SHANNO METHOD FOR UNCONSTRAINED OPTIMIZATION

  • Ou, Yigui;Ma, Wei
    • Journal of applied mathematics & informatics
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    • v.30 no.5_6
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    • pp.971-980
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    • 2012
  • In this paper, a method associating with one new form of nonmonotone linesearch technique is proposed, which can be regarded as a generalization of the Perry-Shanno memoryless quasi-Newton type method. Under some reasonable conditions, the global convergence of the proposed method is proven. Numerical tests show its efficiency.

UAV(Unmanned Aerial Vehicle) image stabilization algorithm based on estimating averaged vehicle motion (기체의 평균 움직임 추정에 기반한 무인항공기 영상 안정화 알고리즘)

  • Lee, Hong-Suk;Ko, Yun-Ho;Kim, Byoung-Soo
    • Proceedings of the IEEK Conference
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    • 2009.05a
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    • pp.216-218
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    • 2009
  • This paper proposes an image processing algorithm to stabilize shaken scenes of UAV(Unmanned Aerial Vehicle) caused by vehicle self-vibration and aerodynamic disturbance. The proposed method stabilizes images by compensating estimated shake motion which is evaluated from global motion. The global motion between two continuous images modeled by 6 parameter warping model is estimated by non-linear square method based on Gauss-Newton algorithm with excluding outlier region. The shake motion is evaluated by subtracting the global motion from aerial vehicle motion obtained by averaging global motion. Experimental results show that the proposed method stabilize shaken scenes effectively.

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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.

New Nonlinear Analysis Algorithm Using Equivalent Load for Stiffness (강성등가하중을 이용한 새로운 비선형해석 알고리즘)

  • Kim, Yeong-Min;Kim, Chee-Kyeong;Kim, Tae-Jin
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.20 no.6
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    • pp.731-742
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    • 2007
  • This paper presents a new nonlinear analysis algorithm, that is, adaptive Newton-Raphson iteration method, The presented algorithm is based on the existing Newton-Raphson method, and the concept of it can be summarized as calculating the equivalent load for stiffness(ELS) and adapting this to the initial global stiffness matrix which has already been calculated and saved in initial analysis and finally calculating the correction displacements for the nonlinear analysis, The key characteristics of the proposed algorithm is that it calculates the inverse matrix of the global stiffness matrix only once irresponsive of the number of load steps. The efficiency of the proposed algorithm depends on the ratio of the active Dofs - the Dofs which are directly connected to the members of which the element stiffness are changed - to the total Dofs, and based on this ratio by using the proposed algorithm as a complementary method to the existing algorithm the efficiency of the nonlinear analysis can be improved dramatically.

A SMOOTHING NEWTON METHOD FOR NCP BASED ON A NEW CLASS OF SMOOTHING FUNCTIONS

  • Zhu, Jianguang;Hao, Binbin
    • Journal of applied mathematics & informatics
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    • v.32 no.1_2
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    • pp.211-225
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    • 2014
  • A new class of smoothing functions is introduced in this paper, which includes some important smoothing complementarity functions as its special cases. Based on this new smoothing function, we proposed a smoothing Newton method. Our algorithm needs only to solve one linear system of equations. Without requiring the nonemptyness and boundedness of the solution set, the proposed algorithm is proved to be globally convergent. Numerical results indicate that the smoothing Newton method based on the new proposed class of smoothing functions with ${\theta}{\in}(0,1)$ seems to have better numerical performance than those based on some other important smoothing functions, which also demonstrate that our algorithm is promising.

GLOBAL CONVERGENCE OF A MODIFIED BFGS-TYPE METHOD FOR UNCONSTRAINED NON-CONVEX MINIMIZATION

  • Guo, Qiang;Liu, Jian-Guo
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.325-331
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    • 2007
  • To the unconstrained programme of non-convex function, this article give a modified BFGS algorithm associated with the general line search model. The idea of the algorithm is to modify the approximate Hessian matrix for obtaining the descent direction and guaranteeing the efficacious of the new quasi-Newton iteration equation $B_{k+1}s_k=y^*_k,\;where\;y^*_k$ is the sum of $y_k\;and\;A_ks_k,\;and\;A_k$ is some matrix. The global convergence properties of the algorithm associating with the general form of line search is proved.

ANALYSIS OF SMOOTHING NEWTON-TYPE METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS

  • Zheng, Xiuyun
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1511-1523
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    • 2011
  • In this paper, we consider the smoothing Newton method for the nonlinear complementarity problems with $P_0$-function. The proposed algorithm is based on a new smoothing function and it needs only to solve one linear system of equations and perform one line search per iteration. Under the condition that the solution set is nonempty and bounded, the proposed algorithm is proved to be convergent globally. Furthermore, the local superlinearly(quadratic) convergence is established under suitable conditions. Preliminary numerical results show that the proposed algorithm is very promising.

Inelastic Transient Dynamic Analysis of Two- and Three-dimensional Stress Problems by Particular Integral Boundary Element Method (특수 적분해 경계요소법에 의한 2차원 및 3차원 동적 탄소성 응력 해석)

  • Kim, Jae-Suk;Owatsiriwong, Adisorn;Park, Kyung-Ho
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.21 no.4
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    • pp.375-382
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    • 2008
  • The particular integral formulation for two(2D) and three(3D) dimensional inelastic transient dynamic stress analysis is presented. The elastostatic equation is used for the complementary solution. Using the concept of global shape function, the particular integrals for displacement and traction rates are obtained to approximate acceleration of the inhomogeneous equation. The Houbolt time integration scheme is used for the time-marching process. The Newton-Raphson algorithm for plastic multiplier is used to solve the system equation. Numerical results of four example problems are given to demonstrate the validity and accuracy of the present formulation.