• Title/Summary/Keyword: Gradient Search Method

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OPTIMAL DESIGN FOR CAPACITY EXPANSION OF EXISTING WATER SUPPLY SYSTEM

  • Ahn, Tae-Jin;Lyu, Heui-Jeong;Park, Jun-Eung;Yoon, Yong-Nam
    • Water Engineering Research
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    • v.1 no.1
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    • pp.63-74
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    • 2000
  • This paper presents a two- phase search scheme for optimal pipe expansion of expansion of existing water distribution systems. In pipe network problems, link flows affect the total cost of the system because the link flows are not uniquely determined for various pipe diameters. The two-phase search scheme based on stochastic optimization scheme is suggested to determine the optimal link flows which make the optimal design of existing pipe network. A sample pipe network is employed to test the proposed method. Once the best tree network is obtained, the link flows are perturbed to find a near global optimum over the whole feasible region. It should be noted that in the perturbation stage the loop flows obtained form the sample existing network are employed as the initial loop flows of the proposed method. It has been also found that the relationship of cost-hydraulic gradient for pipe expansion of existing network affects the total cost of the sample network. The results show that the proposed method can yield a lower cost design than the conventional design method and that the proposed method can be efficiently used to design the pipe expansion of existing water distribution systems.

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THE PERFORMANCE OF A MODIFIED ARMIJO LINE SEARCH RULE IN BFGS OPTIMIZATION METHOD

  • Kim, MinSu;Kwon, SunJoo;Oh, SeYoung
    • Journal of the Chungcheong Mathematical Society
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    • v.21 no.1
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    • pp.117-127
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    • 2008
  • The performance of a modified Armijo line search rule related to BFGS gradient type method with the results from other well-known line search rules are compared as well as analyzed. Although the modified Armijo rule does require as much computational cost as the other rules, it shows more efficient in finding local minima of unconstrained optimization problems. The sensitivity of the parameters used in the line search rules is also analyzed. The results obtained by implementing algorithms in Matlab for the test problems in [3] are presented.

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BACKPROPAGATION BASED ON THE CONJUGATE GRADIENT METHOD WITH THE LINEAR SEARCH BY ORDER STATISTICS AND GOLDEN SECTION

  • Choe, Sang-Woong;Lee, Jin-Choon
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1998.06a
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    • pp.107-112
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    • 1998
  • In this paper, we propose a new paradigm (NEW_BP) to be capable of overcoming limitations of the traditional backpropagation(OLD_BP). NEW_BP is based on the method of conjugate gradients with the normalized direction vectors and computes step size through the linear search which may be characterized by order statistics and golden section. Simulation results showed that NEW_BP was definitely superior to both the stochastic OLD_BP and the deterministic OLD_BP in terms of accuracy and rate of convergence and might sumount the problem of local minima. Furthermore, they confirmed us that stagnant phenomenon of training in OLD_BP resulted from the limitations of its algorithm in itself and that unessential approaches would never cured it of this phenomenon.

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Conjugate finite-step length method for efficient and robust structural reliability analysis

  • Keshtegar, Behrooz
    • Structural Engineering and Mechanics
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    • v.65 no.4
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    • pp.415-422
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    • 2018
  • The Conjugate Finite-Step Length" (CFSL) algorithm is proposed to improve the efficiency and robustness of first order reliability method (FORM) for reliability analysis of highly nonlinear problems. The conjugate FORM-based CFSL is formulated using the adaptive conjugate search direction based on the finite-step size with simple adjusting condition, gradient vector of performance function and previous iterative results including the conjugate gradient vector and converged point. The efficiency and robustness of the CFSL algorithm are compared through several nonlinear mathematical and structural/mechanical examples with the HL-RF and "Finite-Step-Length" (FSL) algorithms. Numerical results illustrated that the CFSL algorithm performs better than the HL-RF for both robust and efficient results while the CFLS is as robust as the FSL for structural reliability analysis but is more efficient.

Dynamic response optmization using approximate search (근사 선탐색을 이용한 동적 반응 최적화)

  • Kim, Min-Soo;Choi, Dong-hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.22 no.4
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    • pp.811-825
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    • 1998
  • An approximate line search is presented for dynamic response optimization with Augmented Lagrange Multiplier(ALM) method. This study empolys the approximate a augmented Lagrangian, which can improve the efficiency of the ALM method, while maintaining the global convergence of the ALM method. Although the approximate augmented Lagragian is composed of only the linearized cost and constraint functions, the quality of this approximation should be good since an approximate penalty term is found to have almost second-order accuracy near the optimum. Typical unconstrained optimization algorithms such as quasi-Newton and conjugate gradient methods are directly used to find exact search directions and a golden section method followed by a cubic polynomial approximation is empolyed for approximate line search since the approximate augmented Lagrangian is a nonlinear function of design variable vector. The numberical performance of the proposed approach is investigated by solving three typical dynamic response optimization problems and comparing the results with those in the literature. This comparison shows that the suggested approach is robust and efficient.

Sliding Mode Control for Robot Manipulator Usin Evolution Strategy (Evolution Strategy를 이용한 로봇 매니퓰레이터의 슬라이딩 모드 제어)

  • 김현식;박진현;최영규
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.379-382
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    • 1996
  • Evolution Strategy is used as an effective search algorithm in optimization problems and Sliding Mode Control is well known as a robust control algorithm. In this paper, we propose a Sliding Mode Control Method for robot manipulator using Evolution Strategy. Evolution Strategy is used to estimate Sliding Mode Control Parameters such as sliding surface gradient, continuous function boundary layer, unknown plant parameters and switching gain. Experimental results show the proposed control scheme has accurate and robust performances with effective search ability.

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A new conjugate gradient method for dynamic load identification of airfoil structure with randomness

  • Lin J. Wang;Jia H. Li;You X. Xie
    • Structural Engineering and Mechanics
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    • v.88 no.4
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    • pp.301-309
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    • 2023
  • In this paper, a new modified conjugate gradient (MCG) method is presented which is based on a new gradient regularizer, and this method is used to identify the dynamic load on airfoil structure without and with considering random structure parameters. First of all, the newly proposed algorithm is proved to be efficient and convergent through the rigorous mathematics theory and the numerical results of determinate dynamic load identification. Secondly, using the perturbation method, we transform uncertain inverse problem about force reconstruction into determinate load identification problem. Lastly, the statistical characteristics of identified load are evaluated by statistical methods. Especially, this newly proposed approach has successfully solved determinate and uncertain inverse problems about dynamic load identification. Numerical simulations validate that the newly developed method in this paper is feasible and stable in solving load identification problems without and with considering random structure parameters. Additionally, it also shows that most of the observation error of the proposed algorithm in solving dynamic load identification of deterministic and random structure is respectively within 11.13%, 20%.

Past Block Matching Motion Estimation based on Multiple Local Search Using Spatial Temporal Correlation (시공간적 상관성을 이용한 국소 다중 탐색기반 고속 블록정합 움직임 추정)

  • 조영창;남혜영;이태홍
    • Journal of Korea Multimedia Society
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    • v.3 no.4
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    • pp.356-364
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    • 2000
  • Block based fast motion estimation algorithm use the fixed search pattern to reduce the search point, and are based on the assumption that the error in the mean absolute error space monotonically decreases to the global minimum. Therefore, in case of many local minima in a search region we are likely to find local minima instead of the global minimum and highly rely on the initial search points. This situation is evident in the motion boundary. In this paper we define the candidate regions within the search region using the motion information of the neighbor blocks and we propose the multiple local search method (MLSM) which search for the solution throughout the candidate regions to reduce the possibilities of isolation to the local minima. In the MLSM we mark the candidate region in the search point map and we avoid to search the candidate regions already visited to reduce the calculation. In the simulation results the proposed method shows more excellent results than that of other gradient based method especially in the search of motion boundary. Especially, in PSNR the proposed method obtains similar estimate accuracy with the significant reduction of search points to that of full search.

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Simulation Optimization Methods with Application to Machining Process (시뮬레이션 최적화 기법과 절삭공정에의 응용)

  • 양병희
    • Journal of the Korea Society for Simulation
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    • v.3 no.2
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    • pp.57-67
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    • 1994
  • For many practical and industrial optimization problems where some or all of the system components are stochastic, the objective functions cannot be represented analytically. Therefore, modeling by computer simulation is one of the most effective means of studying such complex systems. In this paper, with discussion of simulation optimization techniques, a case study in machining process for application of simulation optimization is presented. Most of optimization techniques can be classified as single-or multiple-response techniques. The optimization of single-response category, these strategies are gradient based search methods, stochastic approximate method, response surface method, and heuristic search methods. In the multiple-response category, there are basically five distinct strategies for treating the responses and finding the optimum solution. These strategies are graphical method, direct search method, constrained optimization, unconstrained optimization, and goal programming methods. The choice of the procedure to employ in simulation optimization depends on the analyst and the problem to be solved.

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Optimal feature extraction for normally distributed multicall data (가우시안 분포의 다중클래스 데이터에 대한 최적 피춰추출 방법)

  • 최의선;이철희
    • Proceedings of the IEEK Conference
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    • 1998.10a
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    • pp.1263-1266
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    • 1998
  • In this paper, we propose an optimal feature extraction method for normally distributed multiclass data. We search the whole feature space to find a set of features that give the smallest classification error for the Gaussian ML classifier. Initially, we start with an arbitrary feature vector. Assuming that the feature vector is used for classification, we compute the classification error. Then we move the feature vector slightly and compute the classification error with this vector. Finally we update the feature vector such that the classification error decreases most rapidly. This procedure is done by taking gradient. Alternatively, the initial vector can be those found by conventional feature extraction algorithms. We propose two search methods, sequential search and global search. Experiment results show that the proposed method compares favorably with the conventional feature extraction methods.

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