• 제목/요약/키워드: Global Newton method

검색결과 29건 처리시간 0.018초

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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    • 제16권1_2호
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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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    • 제23권1_2호
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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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    • 제30권5_6호
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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.

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

  • 이홍석;고윤호;김병수
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2009년도 정보 및 제어 심포지움 논문집
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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
    • 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.

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

  • 김영민;김치경;김태진
    • 한국전산구조공학회논문집
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    • 제20권6호
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    • pp.731-742
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    • 2007
  • 본 연구에서는 새로운 비선형해석 알고리즘인 적응형 Newton-Raphson 반복기법을 제안한다. 제안된 기법은 기존 Newton-Raphson 기법을 근간으로 적응형 부구조물화 기법을 이용하여 강성등가하중을 구하고, 이미 역행렬이 계산되어 있는 초기강성행렬에 강성등가하중을 적용하여 보정변위를 구하는 것으로 요약된다. 제안된 알고리즘의 가장 큰 특징은 하중 구간의 수에 관계없이 구조물 강성행렬에 대한 역행렬 계산을 단 한번만 수행한다는 것이다. 제안된 기법의 효율성은 강성행렬 및 역행렬 계산 후 부재강성행렬이 변경된 부재들이 연결된 자유도 수와 전체 자유도 수의 비율에 직접 관계된다. 이 비율에 따라 제안된 기법을 기존 비선형해석 기법과 보완적으로 사용함으로써 전체 비선형해석 효율을 향상시킬 수 있다.

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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    • 제32권1_2호
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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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    • 제24권1_2호
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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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    • 제29권5_6호
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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.

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

  • 김재석;;박경호
    • 한국전산구조공학회논문집
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    • 제21권4호
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    • pp.375-382
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    • 2008
  • 본 연구는 2차원 및 3차원 동적 탄소성 응력 해석을 위한 특수 적분해 경계요소법의 공식 개발을 제시한다 정적 탄성에 대한 기본식이 일반해를 구하는데 이용되었으며, 전체형상함수 개념을 이용하여, 변위율과 traction rate의 특수 적분해를 구함으로써 지배 방정식의 가속도 부분을 근사화시켰다. 시간 적분을 위하여 Houbolt 시적분 방법을 이용하였으며, Newton-Raphson 알고리즘을 이용하여 수치 연산을 행하였다. 제시된 공식에 따른 예제 해석을 통하여 그 방법의 유효성과 정확성을 설명하였다.