• 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.

• 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.

• Journal of the Korean Institute of Telematics and Electronics A
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• v.31A no.6
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• pp.34-44
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• 1994

In this paper, an iterative inversion method in angular spectral domain is presented for microwave imaging of a perfectly conducting cylinder. Angular spectra are calculated from measured far-field scattered fields. And then both the propagating modes and the evanescent modes are defined. The center and initial shape of an unknown conductor may be obtained by the characteristics of angular spectra and the total scattering cross section (TSCS). Finally, the orignal shape is reconstructed by the modified Newton algorithm. By using well estimated initial shape the local minima can be avoided, which might appear when the nonlinear equation is solved with Newton algorithm. It is shown to be robust to noise in scattered fields via numerical examples by keeping only the propagating modes and filtering out the evanescent modes.

• 제어로봇시스템학회:학술대회논문집
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• 2004.08a
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• pp.32-35
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• 2004

In boundary estimation in Electrical Impedance Tomography (EIT), conventional method is the modified Newton Raphson (mNR) method .The mNR is famous for good method since has good convergence and robustness against noisy data. But the mNR is low efficiency to get and update Jacobian matrix. So, the mNR become very slow algorithm. We propose the Quasi Newton (QN) method to improve efficiency which will lead to speed up in boundary estimation. The QN can improve a low efficiency by using estimated Jacobian matrix contrary to using exactly calculated Jacobian matrix, this used by the mNR. And finally, we propose the modified Quasi Newton (mQN) method because the QN has some problems such as bad early convergence rate and instability of 'divided by zero'. For the verification of the propose method, numerical experiments are conducted and the results show a good performance.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.134-137
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• 2003

Newton-Raphson is most used algorithm in EIT(electrical impedance tomography), cross-sectional distribution of resistivity is reconstructed by mean of both generating and sensing electrodes attached onto the surface of the object. EIT has been suffered from the severe ill-posedness which is caused by the inherent low sensitivity of boundary measurements to any changes of internal resistivity values. In this paper, we propose modified cost function and weighting factor that compensate for low sensitivity between boundary measurements and internal resistivity and improve performance of Newton-Raphson for EIT in region of interest.

• Proceedings of the KIEE Conference
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• 1998.11a
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• pp.259-262
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• 1998

This paper presents a new eigenvalue calculation methods in AESOPS algorithm. The source program of the AESOPS algorithm is modified to practice in PC environment. Window95 is used as an operating system of PC and MicroSoft Power Station is used to compile the fortran source program. The heuristically approximated eigenvalue calculation method of the AESOPS algorithm is transformed to the Newton Raphson Method which is largely used in the nonlinear numerical analysis. The new methods are developed from the AESOPS algorithm and thus only a few calculation steps are added to practice the proposed algorithm.

• 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.

• Journal of the Korean Data and Information Science Society
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• v.9 no.2
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• pp.289-298
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• 1998

We investigate the distribution of likelihood ratio test(LRT) of null hypothesis a sample is from single gamma with unknown shape and scale against the alternative hypothesis a sample is from a mixture of two gammas, each with unknown scale and unknown (but equal) scale. To obtain stable maximum likelihood estimates(MLE) of a mixture of two gamma distributions, the EM(Dempster, Laird, and Robin(1977))and Modified Newton(Jensen and Johansen(1991)) algorithms were implemented. Based on EM, we made a simple structure likelihood equation for each parameter and could obtain stable solution by Modified Newton Algorithms. Simulation study was conducted to investigate the distribution of LRT for sample size n = 25, 50, 75, 100, 50, 200, 300, 400, 500 with 2500 replications. To determine the small sample distribution of LRT, I considered the model of a gamma distribution with shape parameter equal to 1 + f(n) and scale parameter equal to 2. The simulation results indicate that the null distribution is essentially invariant to the value of the shape parameter. Modeling of the null distribution indicates that it is well approximated by a gamma distribution with shape parameter equal to the quantity $0.927+1.18/\sqrt{n}$ and scale parameter equal to 2.16.

• Journal of applied mathematics & informatics
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• v.22 no.1_2
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• pp.193-208
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• 2006

A modified BFGS algorithm for solving the unconstrained optimization, whose Hessian matrix at the minimum point of the convex function is of rank defects, is presented in this paper. The main idea of the algorithm is first to add a modified term to the convex function for obtain an equivalent model, then simply the model to get the modified BFGS algorithm. The superlinear convergence property of the algorithm is proved in this paper. To compared with the Tensor algorithms presented by R. B. Schnabel (seing [4],[5]), this method is more efficient for solving singular unconstrained optimization in computing amount and complication.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.570-574
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• 2003

In most boundary estimation algorithms estimation in EIT (Electrical Impedance Tomography), anomaly boundaries can be expressed with Fourier series and the unknown coefficients are estimated with proper inverse algorithms. Furthermore, the number of anomalies is assumed to be available a priori. The prior knowledge on the number of anomalies may be unavailable in some cases, and we need to determine the number of anomalies with other methods. This paper presents an algorithm for the boundary estimation in EIT (Electrical Impedance Tomography) using the prior information from the conventional Newton-Raphson method. Although Newton-Raphson method generates so poor spatial resolution that the anomaly boundaries are hardly reconstructed, even after a few iterations it can give general feature of the object to be imaged such as the number of anomalies, their sizes and locations, as long as the anomalies are big enough. Some numerical experiments indicate that the Newton-Raphson method can be used as a good predictor of the unknown boundaries and the proposed boundary discrimination algorithm has a good performance.