• Title/Summary/Keyword: Newton algorithm

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A Study on Primal-Dual Interior-Point Method (PRIMAL-DUAL 내부점법에 관한 연구)

  • Seung-Won An
    • Journal of Advanced Marine Engineering and Technology
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    • v.28 no.5
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    • pp.801-810
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    • 2004
  • The Primal-Dual Interior-Point (PDIP) method is currently one of the fastest emerging topics in optimization. This method has become an effective solution algorithm for large scale nonlinear optimization problems. such as the electric Optimal Power Flow (OPF) and natural gas and electricity OPF. This study describes major theoretical developments of the PDIP method as well as practical issues related to implementation of the method. A simple quadratic problem with linear equality and inequality constraints

Structural Damage Identification by Using the Structurally Damped Spectral Element Model (구조감쇠가 고려된 스펙트럴요소 모델을 이용한 구조손상규명)

  • Kim, Jung-Soo;Cho, Joo-Yong;Lee, U-Sik
    • Proceedings of the KSR Conference
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    • 2004.10a
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    • pp.121-126
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    • 2004
  • In this paper, a nonlinear structural damage identification algorithm is derived by taking into account the structurally damped spectral element model thinking over a real situation. The structural damage identification analyses are conducted by using the Newton-Raphson method. It is found that, in general Structural Damage Identification by using the Structurally Damped Spectral Element Model provides the same exact damage identification results when compared with the results obtained by the structurally undamped spectral model.

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Inhomogeneous Poisson Intensity Estimation via Information Projections onto Wavelet Subspaces

  • Kim, Woo-Chul;Koo, Ja-Yong
    • Journal of the Korean Statistical Society
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    • v.31 no.3
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    • pp.343-357
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    • 2002
  • This paper proposes a method for producing smooth and positive estimates of the intensity function of an inhomogeneous Poisson process based on the shrinkage of wavelet coefficients of the observed counts. The information projection is used in conjunction with the level-dependent thresholds to yield smooth and positive estimates. This work is motivated by and demonstrated within the context of a problem involving gamma-ray burst data in astronomy. Simulation results are also presented in order to show the performance of the information projection estimators.

Independent Component Analysis Using Fixed Point Algorithm Based on Newton and Secant Method Including Moment (모멘트와 뉴우턴법 및 할선법에 기초한 고정점 알고리즘의 독립성분분석 기법)

  • 민성재;조용현
    • Proceedings of the Korea Multimedia Society Conference
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    • 2002.05c
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    • pp.320-324
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    • 2002
  • 본 연구에서는 모멘트와 뉴우턴법 및 모멘트와 할선법에 각각 기초한 고정점 알고리즘의 신경망 기반 독립성분분석 기법을 제안하였다. 여기서 뉴우턴법과 할선법은 각각 엔트로피에 기초한 목적함수의 근을 구하는 근사화 방법으로 빠른 경신을 위함이고, 모멘트는 근사화에 의한 역혼합행렬의 경신과정에서 발생하는 발진을 줄여 좀 더 빠른 학습을 위함이다. 제안된 기법을 256×256 픽셀(pixel)의 8개 지문영상으로부터 임의의 혼합행렬에 따라 발생되는 영상들을 각각 대상으로 시뮬레이션 한 결과, 모멘트와 할선법에 기초한 알고리즘이 모멘트와 뉴우턴에 기초한 알고리즘보다 우수한 분리성능과 빠른 학습속도가 있음을 확인하였다.

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ADAPTATION OF THE MINORANT FUNCTION FOR LINEAR PROGRAMMING

  • Leulmi, S.;Leulmi, A.
    • East Asian mathematical journal
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    • v.35 no.5
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    • pp.597-612
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    • 2019
  • In this study, we propose a new logarithmic barrier approach to solve linear programming problem using the projective method of Karmarkar. We are interested in computation of the direction by Newton's method and of the step-size using minorant functions instead of line search methods in order to reduce the computation cost. Our new approach is even more beneficial than classical line search methods. We reinforce our purpose by many interesting numerical simulations proved the effectiveness of the algorithm developed in this work.

FINDING A ZERO OF THE SUM OF TWO MAXIMAL MONOTONE OPERATORS WITH MINIMIZATION PROBLEM

  • Abdallah, Beddani
    • Nonlinear Functional Analysis and Applications
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    • v.27 no.4
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    • pp.895-902
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    • 2022
  • The aim of this paper is to construct a new method for finding the zeros of the sum of two maximally monotone mappings in Hilbert spaces. We will define a simple function such that its set of zeros coincide with that of the sum of two maximal monotone operators. Moreover, we will use the Newton-Raphson algorithm to get an approximate zero. In addition, some illustrative examples are given at the end of this paper.

Incremental Displacement Estimation Algorithm for Real-Time Structural Displacement Monitoring (실시간 구조물 변위 모니터링을 위한 증분형 변위 측정 알고리즘)

  • Jeon, Hae-Min;Shin, Jae-Uk;Myeong, Wan-Cheol;Myung, Hyun
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.6
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    • pp.579-583
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    • 2012
  • The purpose of this paper is to suggest IDE (Incremental Displacement Estimation) algorithm for the previously proposed visually servoed paired structured light system. The system is composed of two sides facing with each other, each with one or two lasers with a 2-DOF manipulator, a camera, and a screen. The 6-DOF displacement between two sides can be estimated by calculating the positions of the projected laser beams and rotation angles of the manipulators. In the previous study, Newton-Raphson or EKF (Extended Kalman Filter) has been used as an estimation algorithm. Although the various experimental tests have validated the performance of the system and estimation algorithms, the computation time is relatively long since aforementioned algorithms are iterative methods. Therefore, in this paper, a non-iterative incremental displacement estimation algorithm which updates the previously estimated displacement with a difference of the previous and the current observed data is introduced. To verify the performance of the algorithm, experimental tests have been performed. The results show that the proposed non-iterative algorithm estimates the displacement with the same level of accuracy compared to the EKF with multiple iterations with significantly less computation time.

A Novel Algorithm of Joint Probability Data Association Based on Loss Function

  • Jiao, Hao;Liu, Yunxue;Yu, Hui;Li, Ke;Long, Feiyuan;Cui, Yingjie
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.7
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    • pp.2339-2355
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    • 2021
  • In this paper, a joint probabilistic data association algorithm based on loss function (LJPDA) is proposed so that the computation load and accuracy of the multi-target tracking algorithm can be guaranteed simultaneously. Firstly, data association is divided in to three cases based on the relationship among validation gates and the number of measurements in the overlapping area for validation gates. Also the contribution coefficient is employed for evaluating the contribution of a measurement to a target, and the loss function, which reflects the cost of the new proposed data association algorithm, is defined. Moreover, the equation set of optimal contribution coefficient is given by minimizing the loss function, and the optimal contribution coefficient can be attained by using the Newton-Raphson method. In this way, the weighted value of each target can be achieved, and the data association among measurements and tracks can be realized. Finally, we compare performances of LJPDA proposed and joint probabilistic data association (JPDA) algorithm via numerical simulations, and much attention is paid on real-time performance and estimation error. Theoretical analysis and experimental results reveal that the LJPDA algorithm proposed exhibits small estimation error and low computation complexity.

Analytical Approximation Algorithm for the Inverse of the Power of the Incomplete Gamma Function Based on Extreme Value Theory

  • Wu, Shanshan;Hu, Guobing;Yang, Li;Gu, Bin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.12
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    • pp.4567-4583
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    • 2021
  • This study proposes an analytical approximation algorithm based on extreme value theory (EVT) for the inverse of the power of the incomplete Gamma function. First, the Gumbel function is used to approximate the power of the incomplete Gamma function, and the corresponding inverse problem is transformed into the inversion of an exponential function. Then, using the tail equivalence theorem, the normalized coefficient of the general Weibull distribution function is employed to replace the normalized coefficient of the random variable following a Gamma distribution, and the approximate closed form solution is obtained. The effects of equation parameters on the algorithm performance are evaluated through simulation analysis under various conditions, and the performance of this algorithm is compared to those of the Newton iterative algorithm and other existing approximate analytical algorithms. The proposed algorithm exhibits good approximation performance under appropriate parameter settings. Finally, the performance of this method is evaluated by calculating the thresholds of space-time block coding and space-frequency block coding pattern recognition in multiple-input and multiple-output orthogonal frequency division multiplexing. The analytical approximation method can be applied to other related situations involving the maximum statistics of independent and identically distributed random variables following Gamma distributions.

A STUDY ON NUMERICAL SIMULATION OF TOWED LOW-TENSION CABLE WITH NONUNIFORM CHARACTERISTICS (불균일 단면을 갖는 저장력 예인케이블에 관한 수치해석적 연구)

  • Jung, Dong-Ho;Park, Han-Il
    • Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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    • 2002.05a
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    • pp.161-166
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    • 2002
  • Low-tension cables have been increasingly used in recent years due to deep-sea developments and the advent of synthetic cables. In the case of low-tension cables, large displacements may happen due to relatively small restoring forces of tension and thus the effects of fluid and geometric non-linearities become predominant. In this study, three-dimensional (3-D) dynamic behavior of a towed low-tension cable with non-uniform characteristics is numerically analyzed by considering fluid and geometric non-linearities and bending stiffness. A Fortran program is developed by employing a finite difference method. In the algorithm, an implicit time integration and Newton-Raphson iteration are adopted. For the calculation of huge size of matrices, block tri-diagonal matrix method is applied, which is much faster than the well-known Gauss-Jordan method in two point boundary value problems. Some case studies are carried out and the results of numerical simulations are compared with a in-house program of WHOI Cable with good agreements.

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