• Title/Summary/Keyword: Newton Iteration

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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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    • 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.

An Euler Parameter Updating Method for Multibody Kinematics and Dynamics (다물체의 기구해석 및 동적거동해석을 위한 오일러 매개변수의 교정방법)

  • 김성주;배대성;최창곤;양성모
    • Transactions of the Korean Society of Automotive Engineers
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    • v.4 no.4
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    • pp.9-17
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    • 1996
  • This paper develops a sequential updating method of the Euler parameter generalized coordinates for the machine kinematics and dynamics, The Newton's method is slightly modified so as to utilize the Jacobian matrix with respect to the virtual rotation instead of this with repect to the Euler parameters. An intermediate variable is introduced and the modified Newton's method solves for the variable first. Relational equation of the intermediate variable is then solved for the Euler parameters. The solution process is carried out efficiently by symoblic inversion of the relational equation of the intermediate variable and the iteration equation of the Euler parameter normalization constraint. The proposed method is applied to a kinematic and dynamic analysis with the Generalized Coordinate Partitioning method. Covergence analysis is performed to guarantee the local convergence of the proposed method. To demonstrate the validity and practicalism of the proposed method, kinematic analysis of a motion base system and dynamic analysis of a vehicle are carried out.

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Morphing Technique using Scanned Data and Level-Set Method (스캔 데이터와 레벨셋 방법을 이용한 몰핑 기법)

  • Lee, Tae-Ho;Lee, Seung-Wook;Cho, Seon-Ho
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2011.04a
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    • pp.565-568
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    • 2011
  • NURBS는 매개변수를 이용하여 3차원에서 곡면을 표현한 방법으로서 노트벡터, 조정점, 가중치로 구성된다. 레벨셋은 공간을 음함수로 정의된 장으로 형성하여 음함수의 일정한 값을 추적하여 곡면을 표현한 방법이다. 본 논문에서는 스캔 데이터를 NURBS 형태로 추출한 뒤 이를 정밀한 레벨셋 모델로 변환하였다. 레벨셋 모델을 구성하기 위해서 형성된 음함수는 부호를 갖는 거리함수를 사용하였고, 거리함수를 정밀하게 나타내기 위해 Newton 순환법을 이용하였다. 변환된 레벨셋 모델을 이용하여 형상의 몰핑을 수행하였다. 몰핑은 초기 형상을 목표 형상으로 변화시켜 나가는 과정으로서 레벨셋 모델을 이용한 몰핑은 용이성과 질적인 측면에서 우수하다. 수치 예제에서는 스캔 데이터의 레벨셋 모델 변환과 변환된 형상이 자연스럽게 목표형상으로 변화하는지를 확인한다.

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Optimal Power Flow Study by The Newton's Method (뉴톤법에 의한 최적전력 조류계산의 개선)

  • Hwang, Kab-Ju
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.3
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    • pp.223-231
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    • 1990
  • Optimal Power Flow (OPF) solution by the Newton's method provides a reliable and robust method to classical OPF problems. The major challenge in algorithm development is to identify the binding inequalities efficiently. This paper proposes a simple strategy to identify the binding set. From the mechanism of penalty shifting with soft penalty in trial iteration, an active binding set is identidied automatically. This paper also suggests a technique to solve the linear system whose coefficients are presented in the matrix from. This implementation is highly efficient for sparsity programming. Case studies for 3, 5, 14, 118 bus and practical TPC-190, KEPCO-306 bus systems are performed as well.

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A Study on the Stability Boundaries for Single Layer Latticed Domes under Combined Loads (조합하중을 받는 단층 래티스 돔의 안정경계에 관한 연구)

  • 한상을;이갑수
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2000.04b
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    • pp.85-91
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    • 2000
  • The smallest value of the load when the equilibrium condition becomes to be unstable is defined as the buckling load. The primary objective of this paper is to analyse stability boundaries for star dome under combined loads and is to investigate the iteration diagram under the independent loading parameter In numerical procedure of the geometrically nonlinear problems, Arc Length Method and Newton-Raphson iteration method is used to find accurate critical point(bifurcation point and limit point). In this paper independent loading vector is combined as proportional value and star dome was used as numerical analysis model to find stability boundary among load parameters and many other models as multi-star dome and arches were studied. Through this study we can find the type of buckling mode and the value of buckling load.

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Free Vibration Analysis of Non-Proportionally Damped Structures with Multiple or Close Frequencies (중복 또는 근접 고유치를 갖는 비비례 감쇠 구조물의 자유진동 해석)

  • 김만철;정형조;박선규;이인원
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1998.10a
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    • pp.431-438
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    • 1998
  • An efficient solution method is presented to solve the eigenvalue problem arising in tile dynamic analysis of non-proportionally damped structural systems with multiple or close eigenvalues. The proposed method is obtained by applying the modified Newton-Raphson technique and the orthonormal condition of the eigenvectors to the quadratic eigenvalue problem. Even if the shift value is an eigenvalue of the system, the proposed method guarantees nonsingularity, which is analytically proved. The initial values of the proposed method can be taken as the intermediate results of iteration methods or results of approximate methods. Two numerical examples are also presented to demonstrate the effectiveness of the proposed method and the results are compared with those of the well-known subspace iteration method and the Lanczos method.

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Fraud Detection in E-Commerce

  • Alqethami, Sara;Almutanni, Badriah;AlGhamdi, Manal
    • International Journal of Computer Science & Network Security
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    • v.21 no.6
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    • pp.200-206
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    • 2021
  • Fraud in e-commerce transaction increased in the last decade especially with the increasing number of online stores and the lockdown that forced more people to pay for services and groceries online using their credit card. Several machine learning methods were proposed to detect fraudulent transaction. Neural networks showed promising results, but it has some few drawbacks that can be overcome using optimization methods. There are two categories of learning optimization methods, first-order methods which utilizes gradient information to construct the next training iteration whereas, and second-order methods which derivatives use Hessian to calculate the iteration based on the optimization trajectory. There also some training refinements procedures that aims to potentially enhance the original accuracy while possibly reduce the model size. This paper investigate the performance of several NN models in detecting fraud in e-commerce transaction. The backpropagation model which is classified as first learning algorithm achieved the best accuracy 96% among all the models.

LINEARIZED MODELLING TECHNIQUES

  • Chang, Young-Woo;Lee, Kyong-Ho
    • Journal of the Chungcheong Mathematical Society
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    • v.8 no.1
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    • pp.1-10
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    • 1995
  • For analyzing systems of multi-variate nonlinear equations, the linearized modelling techniques are elaborated. The technique applies Newton-Raphson iteration, partial differentiation and matrix operation providing solvable solutions to complicated problems. Practical application examples are given in; determining the zero point of functions, determining maximum (or minimum) point of functions, nonlinear regression analysis, and solving complex co-efficient polynomials. Merits and demerits of linearized modelling techniques are also discussed.

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A Study on the Optimal Power Flow Solution (최적 전력 조류 해법에 관한 연구)

  • You, Seok-Koo;Min, Pyoung-Oh
    • Proceedings of the KIEE Conference
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    • 1989.11a
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    • pp.176-179
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    • 1989
  • Newton's OPF algorithm, for each iteration, solves with second order approximation of Lagraqngian function and sparse matrix technique. When load model is applied to this technique, load voltages have tendency to be fixed at lower limit. It makes the solution inadequte. In this paper, reference bus voltage specification technique suggested to make adequate load voltage. This method is verified useful 6-bus Ward-Hale sample system.

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An analysis of progressing buckles of thin compressed beam with contact treatment (접촉을 고려한 보의 탄소성 좌굴진행 해석)

  • 김종봉;양동열
    • Proceedings of the Korean Society for Technology of Plasticity Conference
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    • 1997.10a
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    • pp.28-31
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    • 1997
  • Buckling analysis of thin compressed beam has been carried out. Pre-buckling and post-buckling are simulated by finite element method incorporating with the incremental nonlinear theory and the Newton-Raphson solution technique. In order to find the bifurcation point, the determinent of the stiffness matrix is calculated at every iteration procedure. For post-buckling analysis, a small perturbed initial guess is given along the eigenvector direction at the bifurcation point. Nonlinear elastic buckling and elastic-plastic buckling of cantilever beam are analyzed. The buckling load and buckled shape of the two models are compared.

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