• Title/Summary/Keyword: Gradient Search Method

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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 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.

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.

Gradient-Search Based CDMA Multiuser Detection with Estimation of User Powers (Gradient 탐색에 기초한 CDMA 다중사용자 검출과 전력 추정)

  • Choi Yang-Ho
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.9C
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    • pp.882-888
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    • 2006
  • Multiuser detection can significantly increase system capacity and improve service quality compared with the existing matched filter. In this paper, we introduce an method which efficiently calculates the maximum likelihood (ML) metric based on the gradient search (GS). The ML detection needs user powers as well as their spreading codes. A method is also proposed that allows us to detect data bits with the estimation of user powers when they are unknown. Computer simulation shows that the proposed method can nearly achieve the same performance as the GS with perfectly hewn user powers.

GLOBAL CONVERGENCE OF AN EFFICIENT HYBRID CONJUGATE GRADIENT METHOD FOR UNCONSTRAINED OPTIMIZATION

  • Liu, Jinkui;Du, Xianglin
    • Bulletin of the Korean Mathematical Society
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    • v.50 no.1
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    • pp.73-81
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    • 2013
  • In this paper, an efficient hybrid nonlinear conjugate gradient method is proposed to solve general unconstrained optimization problems on the basis of CD method [2] and DY method [5], which possess the following property: the sufficient descent property holds without any line search. Under the Wolfe line search conditions, we proved the global convergence of the hybrid method for general nonconvex functions. The numerical results show that the hybrid method is especially efficient for the given test problems, and it can be widely used in scientific and engineering computation.

A Study on Numerical Optimization Method for Aerodynamic Design (공력설계를 위한 수치최적설계기법의 연구)

  • Jin, Xue-Song;Choi, Jae-Ho;Kim, Kwang-Yong
    • The KSFM Journal of Fluid Machinery
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    • v.2 no.1 s.2
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    • pp.29-34
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    • 1999
  • To develop the efficient numerical optimization method for the design of an airfoil, an evaluation of various methods coupled with two-dimensional Naviev-Stokes analysis is presented. Simplex method and Hook-Jeeves method we used as direct search methods, and steepest descent method, conjugate gradient method and DFP method are used as indirect search methods and are tested to determine the search direction. To determine the moving distance, the golden section method and cubic interpolation method are tested. The finite volume method is used to discretize two-dimensional Navier-Stokes equations, and SIMPLEC algorithm is used for a velocity-pressure correction method. For the optimal design of two-dimensional airfoil, maximum thickness, maximum ordinate of camber line and chordwise position of maximum ordinate are chosen as design variables, and the ratio of drag coefficient to lift coefficient is selected as an objective function. From the results, it is found that conjugate gradient method and cubic interpolation method are the most efficient for the determination of search direction and the moving distance, respectively.

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Likelihood search method with variable division search

  • Koga, Masaru;Hirasawa, Kotaro;Murata, Junichi;Ohbayashi, Masanao
    • 제어로봇시스템학회:학술대회논문집
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    • 1995.10a
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    • pp.14-17
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    • 1995
  • Various methods and techniques have been proposed for solving optimization problems; the methods have been applied to various practical problems. However the methods have demerits. The demerits which should be covered are, for example, falling into local minima, or, a slow convergence speed to optimal points. In this paper, Likelihood Search Method (L.S.M.) is proposed for searching for a global optimum systematically and effectively in a single framework, which is not a combination of different methods. The L.S.M. is a sort of a random search method (R.S.M.) and thus can get out of local minima. However exploitation of gradient information makes the L.S.M. superior in convergence speed to the commonly used R.S.M..

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A Simulation Study on the Fast Gradient-based Peak Searching Method (기울기 기반 빠른 정상점 탐색에 대한 연구)

  • Ahn, Jung-Ho
    • Journal of Digital Contents Society
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    • v.11 no.1
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    • pp.39-45
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    • 2010
  • In this paper we propose a new fast peak searching method using the gradient and present simulation results. The proposed method is a solution to the problem that finds the peak(maximum) of the unimodal function on a finite interval with minimum searching steps. Its main application is the auto-focus in the mobile phone. We propose the three steps to find the peak; periodic search, gradient-based search and detail search. In simulation we generated the Gaussian functions with white noise and have the result of about 8 searching steps and 1.04 errors on average.

Multiple Candidate Region Search Based Fast Block Matching Motion Estimation (다중 후보영역 탐색기반 고속 블록정합 움직임 추정)

  • 조영창;윤정오;이태홍
    • Proceedings of the IEEK Conference
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    • 2000.06d
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    • pp.47-49
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    • 2000
  • In this paper we propose the multiple local search method(MLSM) based on the motion information of the neighbor blocks. In the proposed method motions are estimated from the multiple searches of many candidate local search regions. To reduce the additional search points we avoid to search the same candidate regions previously visited using the distance from the initial search point to the recently found vector points. In the simulation the proposed method shows more excellent results than that of other gradient based method especially in the search of motion boundary.

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Fast Multiuser Detection in CDMA Systems Using Gradient Guided Search (Gradient Guided 탐색을 이용한 고속 CDMA 다중사용자 검출)

  • Choi, Yang-Ho
    • Journal of Industrial Technology
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    • v.24 no.B
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    • pp.143-148
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    • 2004
  • We present a fast algorithm for CDMA (code division multiple access) multiuser detection using the gradient guided search. The fast algorithm calculates the maximum likelihood (ML) metric so efficiently that it needs only O(K) additions in the presence of K users once some initialization is completed. The computational advantages of the fast algorithm over the conventional method are more noticeable as more iterations are required to obtain a suboptimal solution as in the initialization with matched filters.

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