• 제목/요약/키워드: Newton iteration function

검색결과 28건 처리시간 0.022초

NEWTON'S METHOD FOR EQUATIONS RELATED TO EXPONENTIAL FUNCTION

  • Jeong, Moonja
    • Korean Journal of Mathematics
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    • 제9권1호
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    • pp.67-73
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    • 2001
  • For some equation related with exponential function, we seek roots and find the properties of the roots. By using the relation of the roots and attractors, we find a region in the basin of attraction of the attractor at infinity for Newton's method for solving given equation.

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이방성 재료의 소성변형 해석을 위한 고정점 축차 (Fixed-point Iteration for the Plastic Deformation Analysis of Anisotropic Materials)

  • 양승용;김정한
    • 한국분말재료학회지
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    • 제30권1호
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    • pp.29-34
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    • 2023
  • A fixed-point iteration is proposed to integrate the stress and state variables in the incremental analysis of plastic deformation. The Conventional Newton-Raphson method requires a second-order derivative of the yield function to generate a complicated code, and the convergence cannot be guaranteed beforehand. The proposed fixed-point iteration does not require a second-order derivative of the yield function, and convergence is ensured for a given strain increment. The fixed-point iteration is easier to implement, and the computational time is shortened compared with the Newton-Raphson method. The plane-stress condition is considered for the biaxial loading conditions to confirm the convergence of the fixed-point iteration. 3-dimensional tensile specimen is considered to compare the computational times in the ABAQUS/explicit finite element analysis.

AN ADAPTIVE PRIMAL-DUAL FULL-NEWTON STEP INFEASIBLE INTERIOR-POINT ALGORITHM FOR LINEAR OPTIMIZATION

  • Asadi, Soodabeh;Mansouri, Hossein;Zangiabadi, Maryam
    • 대한수학회보
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    • 제53권6호
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    • pp.1831-1844
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    • 2016
  • In this paper, we improve the full-Newton step infeasible interior-point algorithm proposed by Mansouri et al. [6]. The algorithm takes only one full-Newton step in a major iteration. To perform this step, the algorithm adopts the largest logical value for the barrier update parameter ${\theta}$. This value is adapted with the value of proximity function ${\delta}$ related to (x, y, s) in current iteration of the algorithm. We derive a suitable interval to change the parameter ${\theta}$ from iteration to iteration. This leads to more flexibilities in the algorithm, compared to the situation that ${\theta}$ takes a default fixed value.

GLOBAL CONVERGENCE PROPERTIES OF THE MODIFIED BFGS METHOD ASSOCIATING WITH GENERAL LINE SEARCH MODEL

  • Liu, Jian-Guo;Guo, Qiang
    • Journal of applied mathematics & informatics
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    • 제16권1_2호
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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.

ANALYSIS OF SMOOTHING NEWTON-TYPE METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS

  • Zheng, Xiuyun
    • Journal of applied mathematics & informatics
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    • 제29권5_6호
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    • pp.1511-1523
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    • 2011
  • In this paper, we consider the smoothing Newton method for the nonlinear complementarity problems with $P_0$-function. The proposed algorithm is based on a new smoothing function and it needs only to solve one linear system of equations and perform one line search per iteration. Under the condition that the solution set is nonempty and bounded, the proposed algorithm is proved to be convergent globally. Furthermore, the local superlinearly(quadratic) convergence is established under suitable conditions. Preliminary numerical results show that the proposed algorithm is very promising.

COMPUTATIONAL PITFALLS OF HIGH-ORDER METHODS FOR NONLINEAR EQUATIONS

  • Sen, Syamal K.;Agarwal, Ravi P.;Khattri, Sanjay K.
    • Journal of applied mathematics & informatics
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    • 제30권3_4호
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    • pp.395-411
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    • 2012
  • Several methods with order higher than that of Newton methods which are of order 2 have been reported in literature for solving nonlinear equations. The focus of most of these methods was to economize on/minimize the number of function evaluations per iterations. We have demonstrated here that there are several computational pit-falls, such as the violation of fixed-point theorem, that one could encounter while using these methods. Further it was also shown that the overall computational complexity could be more in these high-order methods than that in the second-order Newton method.

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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    • 제24권1_2호
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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.

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

  • 유석구;민평오
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1989년도 추계학술대회 논문집 학회본부
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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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QR DECOMPOSITION IN NONLINEAR EXPERIMENTAL DESIGN

  • Oh, Im-Geol
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제2권2호
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    • pp.133-140
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    • 1995
  • The D-optimal design criterion for precise parameter estimation in nonlinear regression analysis is called the determinant criterion because the determinant of a matrix is to be maximized. In this thesis, we derive the gradient and the Hessian of the determinant criterion, and apply a QR decomposition for their efficient computations. We also propose an approximate form of the Hessian matrix which can be calculated from the first derivative of a model function with respect to the design variables. These equations can be used in a Gauss-Newton type iteration procedure.

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QUASI-LIKELIHOOD REGRESSION FOR VARYING COEFFICIENT MODELS WITH LONGITUDINAL DATA

  • Kim, Choong-Rak;Jeong, Mee-Seon;Kim, Woo-Chul;Park, Byeong-U.
    • Journal of the Korean Statistical Society
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    • 제33권4호
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    • pp.367-379
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    • 2004
  • This article deals with the nonparametric analysis of longitudinal data when there exist possible correlations among repeated measurements for a given subject. We consider a quasi-likelihood regression model where a transformation of the regression function through a link function is linear in time-varying coefficients. We investigate the local polynomial approach to estimate the time-varying coefficients, and derive the asymptotic distribution of the estimators in this quasi-likelihood context. A real data set is analyzed as an illustrative example.