• International Journal of Reliability and Applications
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• v.4 no.1
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• pp.41-50
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• 2003

This paper represents the first comprehensive comparison of the Newton-Raphson's method and Simple Iterative Procedure (SIP) in the maximum likelihood estimation of the two-parameter Weibull distribution. Computer simulation is employed to compare these two methods for multiply censored, singly censored data (Type I or Type Ⅱ censoring) and complete data. Results indicate the Newton-Raphson's with the Menon's estimated value, as an initial point remains the effective iterative procedure for estimating the parameters.

• Proceedings of the Korean Information Science Society Conference
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• 2004.10b
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• pp.697-699
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• 2004

Stochastic Neighbor Embedding(SNE) is a probabilistic method of mapping high-dimensional data space into a low-dimensional representation with preserving neighbor identities. Even though SNE shows several useful properties, the gradient-based naive SNE algorithm has a critical limitation that it is very slow to converge. To overcome this limitation, faster optimization methods should be considered by using trust region method we call this method fast TR SNE. Moreover, this paper presents a couple of useful optimization methods(i.e. conjugate gradient method and Newton's method) to embody fast SNE algorithm. We compared above three methods and conclude that TR-SNE is the best algorithm among them considering speed and stability. Finally, we show several visualizing experiments of TR-SNE to confirm its stability by experiments.

• Communications for Statistical Applications and Methods
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• v.20 no.3
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• pp.217-223
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• 2013

Two influence diagnostic methods for the common mean model are proposed. First, an investigation of the influence of observations according to minor perturbations of the common mean model is made by adapting the local influence method which is based on the likelihood displacement. It is well known that the maximum likelihood estimates are in general sensitive to influential observations. Case-deletions can be a candidate for detecting influential observations. However, the maximum likelihood estimators are iteratively computed and therefore case-deletions involve an enormous amount of computations. An approximation by Newton's method to the maximum likelihood estimator obtained after a single observation was deleted can reduce much of computational burden, which will be treated in this work. A numerical example is given for illustration and it shows that the proposed diagnostic methods can be useful tools.

• Communications for Statistical Applications and Methods
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• v.12 no.2
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• pp.443-451
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• 2005

The studied in this paper is a new algorithm for searching the maximum likelihood estimate(MLE) in which probability density function is not explicitly expressed. Newton-Raphson's root-finding routine and a nonlinear numerical optimization algorithm with constraint (so-called feasible sequential quadratic programming) are used. This algorithm is applied to the Wakeby distribution which is importantly used in hydrology and water resource research for analysis of extreme rainfall. The performance comparison between maximum likelihood estimates and method of L-moment estimates (L-ME) is studied by Monte-carlo simulation. The recommended methods are L-ME for up to 300 observations and MLE for over the sample size, respectively. Methods for speeding up the algorithm and for computing variances of estimates are discussed.

• Nuclear Engineering and Technology
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• v.54 no.1
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• pp.49-60
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• 2022

Motivated by the high-resolution properties of high-order Weighted Essentially Non-Oscillatory (WENO) and flux limiter (FL) for steep-gradient problems and the robust convergence of Jacobian-free Newton-Krylov (JFNK) methods for nonlinear systems, the preconditioned JFNK fully implicit high-order WENO and FL schemes are proposed to solve the transient two-phase two-fluid models. Specially, the second-order fully-implicit BDF2 is used for the temporal operator and then the third-order WENO schemes and various flux limiters can be adopted to discrete the spatial operator. For the sake of the generalization of the finite-difference-based preconditioning acceleration methods and the excellent convergence to solve the complicated and various operational conditions, the random vector instead of the initial condition is skillfully chosen as the solving variables to obtain better sparsity pattern or more positions of non-zero elements in this paper. Finally, the WENO_JFNK and FL_JFNK codes are developed and then the two-phase steep-gradient problem, phase appearance/disappearance problem, U-tube problem and linear advection problem are tested to analyze the convergence, computational cost and efficiency in detailed. Numerical results show that WENO_JFNK and FL_JFNK can significantly reduce numerical diffusion and obtain better solutions than traditional methods. WENO_JFNK gives more stable and accurate solutions than FL_JFNK for the test problems and the proposed finite-difference-based preconditioning acceleration methods based on the random vector can significantly improve the convergence speed and efficiency.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.15 no.4
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• pp.675-691
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• 2002

The focus of this work is on the development of large-scale numerical optimization methods for optimal control of steady incompressible Navier-Stokes flows. The control is affected by the suction or injection of fluid on portions of the boundary, and the objective function of fluid on portions of the boundary, and the objective function represents the rate at which energy is dissipated in the fluid. We develop reduced Hessian sequential quadratic programming. Both quasi-Newton and Newton variants are developed and compared to the approach of eliminating the flow equations and variables, which is effectively the generalized reduced gradient method. Optimal control problems we solved for two-dimensional flow around a cylinder. The examples demonstrate at least an order-of-magnitude reduction in time taken, allowing the optimal solution of flow control problems in as little as half an hour on a desktop workstation.

• Journal of IKEEE
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• v.19 no.1
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• pp.33-40
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• 2015

Inverse problem in electrical impedance tomography (EIT) is highly ill-posed therefore prior information is used to mitigate the ill-posedness. Regularization methods are often adopted in solving EIT inverse problem to have satisfactory reconstruction performance. In solving the EIT inverse problem, iterative Gauss-Newton method is generally used due to its accuracy and fast convergence. However, its performance is still suboptimal and mainly depends on the selection of regularization parameter. Although, there are few methods available to determine the regularization parameter such as L-curve method they are sometimes not applicable for all cases. Moreover, regularization parameter is a scalar and it is fixed during iteration process. Therefore, in this paper, a novel method is used to determine the regularization parameter to improve reconstruction performance. Conductivity norm is calculated at each iteration step and it used to obtain the regularization parameter which is a diagonal matrix in this case. The proposed method is applied to human thorax imaging and the reconstruction performance is compared with traditional methods. From numerical results, improved performance of proposed method is seen as compared to conventional methods.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.15 no.3
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• pp.481-490
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• 2002

The purpose of this paper is to evaluate the efficiency of various solution techniques and propose new efficient solution techniques for space trusses. Solution techniques used in this study are three load control methods (Newton-Raphson Method, modified Newton-Raphson Method, Secant-Newton Method), two load-displacement control methods(Arc-length Method, Work Increment Control Method) and three combined load-displacement control methods(Combined Arc-length Method I , Combined Arc-length MethodⅡ, Combined Work Increment Control Method). To evaluate the efficiency of these solution techniques, we must examine accuracy of their solutions, convergences and computing times of numerical examples. The combined load-displacement control methods are the most efficient in the geometric nonlinear solution techniques and in tracing post-buckling behavior of space truss. The combined work increment control method is the most efficient in tracing the buckling load of spate trusses with high degrees of freedom.

• Journal of the Korean Institute of Telematics and Electronics
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• v.21 no.2
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• pp.8-12
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• 1984

Algorithms for solving a set of nonlinear simultaneous equations, which is frequently required in problems of controlling nonlinear processes, are proposed. Here the equation variables are first parameterized and a recursive identification technique is utilized. The forms and characteristics of the resultant algorithms are vary similar to the Broyden's quasi-Newton method, but their derivations and final recursion equations are different. Our methods possess almost all the merits of the Broyden's and numerical comparisons show our methods to be more efficient and reliable for some difficult problems.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• v.1
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• pp.485-489
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• 2006

In last decades, several linearization methods for the AOA measurements have been proposed, for example, Gauss-Newton method and closed-form solution. Gauss-Newton method can achieve high accuracy, but the convergence of the iterative process is not always ensured if the initial guess is not accurate enough. Closed-form solution provides a non-iterative solution and it is less computational. It does not suffer from convergence problem, but estimation error is somewhat larger. This paper proposes a self-tuning weighted least square AOA algorithm that is a modified version of the conventional closed-form solution. In order to estimate the error covariance matrix as a weight, two-step estimation technique is used. Simulation results show that the proposed method has smaller positioning error compared to the existing methods.