• Title/Summary/Keyword: Least squares solution

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Development of Nonlinear Programming Approaches to Large Scale Linear Programming Problems (비선형계획법을 이용한 대규모 선형계획해법의 개발)

  • Chang, Soo-Y.
    • Journal of Korean Institute of Industrial Engineers
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    • v.17 no.2
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    • pp.131-142
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    • 1991
  • The concept of criterion function is proposed as a framework for comparing the geometric and computational characteristics of various nonlinear programming approaches to linear programming such as the method of centers, Karmakar's algorithm and the gravitational method. Also, we discuss various computational issues involved in obtaining an efficient parallel implementation of these methods. Clearly, the most time consuming part in solving a linear programming problem is the direction finding procedure, where we obtain an improving direction. In most cases, finding an improving direction is equivalent to solving a simple optimization problem defined at the current feasible solution. Again, this simple optimization problem can be seen as a least squares problem, and the computational effort in solving the least squares problem is, in fact, same as the effort as in solving a system of linear equations. Hence, getting a solution to a system of linear equations fast is very important in solving a linear programming problem efficiently. For solving system of linear equations on parallel computing machines, an iterative method seems more adequate than direct methods. Therefore, we propose one possible strategy for getting an efficient parallel implementation of an iterative method for solving a system of equations and present the summary of computational experiment performed on transputer based parallel computing board installed on IBM PC.

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Simple factor analysis of measured data

  • Kozar, Ivica;Kozar, Danila Lozzi;Malic, Neira Toric
    • Coupled systems mechanics
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    • v.11 no.1
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    • pp.33-41
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    • 2022
  • Quite often we have a lot of measurement data and would like to find some relation between them. One common task is to see whether some measured data or a curve of known shape fit into the cumulative measured data. The problem can be visualized since data could generally be presented as curves or planes in Cartesian coordinates where each curve could be represented as a vector. In most cases we have measured the cumulative 'curve', we know shapes of other 'curves' and would like to determine unknown coefficients that multiply the known shapes in order to match the measured cumulative 'curve'. This problem could be presented in more complex variants, e.g., a constant could be added, some missing (unknown) data vector could be added to the measured summary vector, and instead of constant factors we could have polynomials, etc. All of them could be solved with slightly extended version of the procedure presented in the sequel. Solution procedure could be devised by reformulating the problem as a measurement problem and applying the generalized inverse of the measurement matrix. Measurement problem often has some errors involved in the measurement data but the least squares method that is comprised in the formulation quite successfully addresses the problem. Numerical examples illustrate the solution procedure.

More Efficient Method for Determination of Match Quality in Adaptive Least Square Matching Algorithms

  • Lee, Hae-Yeoun;Kim, Tae-Jung;Lee, Heung-Kyu
    • Proceedings of the KSRS Conference
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    • 1998.09a
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    • pp.274-279
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    • 1998
  • For the accurate generation of DEMs, the determination of match quality in adaptive least square matching algorithm is significantly important. Traditionally, only the degree of convergence of a solution matrix in least squares estimation has been considered for the determination of match quality. It is, however, not enough to determine the true match quality. This paper reports two approaches of match quality determination based on adaptive least square correlation : the conventional if-then logic approaches with scene geometry and correlation as additional quality measures; and, the fuzzy logic approaches. Through these, accurate decision of match quality will minimize the number of blunder and maximize the number of exact match. The proposed methods have been tested on JERS and SPOT images and the results show good performance.

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Solution Space of Inverse Differential Kinematics (역미분기구학의 해 공간)

  • Kang, Chul-Goo
    • The Journal of Korea Robotics Society
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    • v.10 no.4
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    • pp.230-244
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    • 2015
  • Continuous-path motion control such as resolved motion rate control requires online solving of the inverse differential kinematics for a robot. However, the solution space of the inverse differential kinematics related to Jacobian J is not well-established. In this paper, the solution space of inverse differential kinematics is analyzed through categorization of mapping conditions between joint velocities and end-effector velocity of a robot. If end-effector velocity is within the column space of J, the solution or the minimum norm solution is obtained. If it is not within the column space of J, an approximate solution by least-squares is obtained. Moreover, this paper introduces an improved mapping diagram showing orthogonality and mapping clearly between subspaces, and concrete examples numerically showing the concept of several subspaces. Finally, a solver and graphics user interface (GUI) for inverse differential kinematics are developed using MATLAB, and the solution of inverse differential kinematics using the GUI is demonstrated for a vertically articulated robot.

Inversion of Resistivity Tomography Data Using EACB Approach (EACB법에 의한 전기비저항 토모그래피 자료의 역산)

  • Cho In-Ky;Kim Ki-Ju
    • Geophysics and Geophysical Exploration
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    • v.8 no.2
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    • pp.129-136
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    • 2005
  • The damped least-squares inversion has become a most popular method in finding the solution in geophysical problems. Generally, the least-squares inversion is to minimize the object function which consists of data misfits and model constraints. Although both the data misfit and the model constraint take an important part in the least-squares inversion, most of the studies are concentrated on what kind of model constraint is imposed and how to select an optimum regularization parameter. Despite that each datum is recommended to be weighted according to its uncertainty or error in the data acquisition, the uncertainty is usually not available. Thus, the data weighting matrix is inevitably regarded as the identity matrix in the inversion. We present a new inversion scheme, in which the data weighting matrix is automatically obtained from the analysis of the data resolution matrix and its spread function. This approach, named 'extended active constraint balancing (EACB)', assigns a great weighting on the datum having a high resolution and vice versa. We demonstrate that by applying EACB to a two-dimensional resistivity tomography problem, the EACB approach helps to enhance both the resolution and the stability of the inversion process.

A Monte-Carlo Least Squares Approach for CO2 Abatement Investment Options Analysis with Linearly Non-Separable Profits of Power Plants (분리불가 이윤함수를 가진 발전사의 온실가스 감축투자 옵션 연구: 몬테카를로 최소자승법)

  • Park, Hojeong
    • Environmental and Resource Economics Review
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    • v.24 no.4
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    • pp.607-627
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    • 2015
  • As observed and experienced in EU ETS, allowance price volatility is one of major concerns in decision making process for $CO_2$ abatement investment. The problem of linearly non-separable profits functions could emerge when one power company holds several power plants with different technology specifications. Under this circumstance, conventional analytical solution for investment option is no longer available, thereby calling for the development of numerical analysis. This paper attempts to develop a Monte-Carlo least squares model to analyze investment options for power companies under emission trading scheme regulations. Stochastic allowance price is considered, and simulation is performed to verify model performance.

An Efficient Implementation of Hybrid $l^1/l^2$ Norm IRLS Method as a Robust Inversion (강인한 역산으로서의 하이브리드 $l^1/l^2$ norm IRLS 방법의 효율적 구현기법)

  • Ji, Jun
    • Geophysics and Geophysical Exploration
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    • v.10 no.2
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    • pp.124-130
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    • 2007
  • Least squares ($l^2$ norm) solutions of seismic inversion tend to be very sensitive to data points with large errors. The $l^1$ norm minimization gives more robust solutions, but usually with higher computational cost. Iteratively reweighted least squares (IRLS) method gives efficient approximate solutions of these $l^1$ norm problems. I propose an efficient implementation of the IRLS method for a hybrid $l^1/l^2$ minimization problem that behaves as $l^2$ norm fit for small residual and $l^1$ norm fit for large residuals. The proposed algorithm shows more robust characteristics to the decision of the threshold value than the l1 norm IRLS inversion does with respect to the threshold value to avoid singularity.

APPLICATION OF MOVING LEAST SQUARE METHOD IN CHIMERA GRID METHOD (중첩격자에 대한 이동최소자승법 적용 연구)

  • Lee, K.;Lee, S.;Cho, J.Y.
    • Journal of computational fluids engineering
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    • v.13 no.1
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    • pp.49-56
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    • 2008
  • Chimera grid methods have been widely used in Computational Fluid Dynamics due to its simplicity in constructing grid systems over complex bodies, and suitability for unsteady flow computations with bodies in relative motion. However, the interpolation procedure for ensuring the continuity of the solution over overlapped regions fails when the so-called orphan cells are present. We have adopted the MLS(Moving Least Squares) method to replace commonly used linear interpolations in order to alleviate the difficulty associated with the orphan cells. MLS is one of the interpolation methods used in mesh-less methods. A number of examples with MLS are presented to show the validity and the accuracy of the method.

APPLICATION OF MOVING LEAST SQUARE METHOD IN CHIMERA GRID METHOD (중첩격자에 대한 이동최소자승법 적용 연구)

  • Lee, K.;Lee, S.
    • 한국전산유체공학회:학술대회논문집
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    • 2007.04a
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    • pp.17-22
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    • 2007
  • Chimera grid Method is widely used in Computational Fluid Dynamics due to its simplicity in constructing grid system over complex bodies. Especially, Chimera grid method is suitable for unsteady flow computations with bodies in relative motions. However, interpolation procedure for ensuring continuity of solution over overlapped region fails when so-call orphan cells are present. We have adopted MLS(Moving Least Squares) method to replace commonly used linear interpolations in order to alleviate the difficulty associated with orphan cells. MSL is one of interpolation methods used in mesh-less methods. A number of examples with MLS are presented to show the validity and the accuracy of the method.

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2D Image Reconstruction of Earth Model by Electrical Resistance Tomography (ERT를 이용한 2차원 대지모델 영상복원)

  • Boo, Chang-Jin;Kim, Ho-Chan;Kang, Min-Jae
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.14 no.7
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    • pp.3460-3467
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    • 2013
  • The In this paper, we have made numerical experiments to compare 2D image reconstruction algorithm of earth model by electrical resistance tomograpy (ERT). Gauss-Newton, simultaneous iterative reconstruction technieque (SIRT) and truncated least squares (TLS) approaches for Wenner and Schlumberger electrode arrays are presented for the solution of the ERT image reconstruction. Computer simulations show that the Gauss-Newton and TLS approach in ERT are proper for 2D image reconstruction of an earth model.