• Title/Summary/Keyword: Nonlinear conjugate gradient method

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Conjugate Gradient Least-Squares Algorithm for Three-Dimensional Magnetotelluric Inversion (3차원 MT 역산에서 CG 법의 효율적 적용)

  • Kim, Hee-Joon;Han, Nu-Ree;Choi, Ji-Hyang;Nam, Myung-Jin;Song, Yoon-Ho;Suh, Jung-Hee
    • Geophysics and Geophysical Exploration
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    • v.10 no.2
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    • pp.147-153
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    • 2007
  • The conjugate gradient (CG) method is one of the most efficient algorithms for solving a linear system of equations. In addition to being used as a linear equation solver, it can be applied to a least-squares problem. When the CG method is applied to large-scale three-dimensional inversion of magnetotelluric data, two approaches have been pursued; one is the linear CG inversion in which each step of the Gauss-Newton iteration is incompletely solved using a truncated CG technique, and the other is referred to as the nonlinear CG inversion in which CG is directly applied to the minimization of objective functional for a nonlinear inverse problem. In each procedure we only need to compute the effect of the sensitivity matrix or its transpose multiplying an arbitrary vector, significantly reducing the computational requirements needed to do large-scale inversion.

AN OPTIMAL BOOSTING ALGORITHM BASED ON NONLINEAR CONJUGATE GRADIENT METHOD

  • CHOI, JOOYEON;JEONG, BORA;PARK, YESOM;SEO, JIWON;MIN, CHOHONG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.22 no.1
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    • pp.1-13
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    • 2018
  • Boosting, one of the most successful algorithms for supervised learning, searches the most accurate weighted sum of weak classifiers. The search corresponds to a convex programming with non-negativity and affine constraint. In this article, we propose a novel Conjugate Gradient algorithm with the Modified Polak-Ribiera-Polyak conjugate direction. The convergence of the algorithm is proved and we report its successful applications to boosting.

Modified gradient methods hybridized with Tikhonov regularization for damage identification of spatial structure

  • Naseralavi, S.S.;Shojaee, S.;Ahmadi, M.
    • Smart Structures and Systems
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    • v.18 no.5
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    • pp.839-864
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    • 2016
  • This paper presents an efficient method for updating the structural finite element model. Model updating is performed through minimizing the difference between the recorded acceleration of a real damaged structure and a hypothetical damaged one. This is performed by updating physical parameters (module of elasticity in this study) in each step using iterative process of modified nonlinear conjugate gradient (M-NCG) and modified Broyden-Fletcher-Goldfarb-Shanno algorithm (M-BFGS) separately. These algorithms are based on sensitivity analysis and provide a solution for nonlinear damage detection problem. Three illustrative test examples are considered to assess the performance of the proposed method. Finally, it is demonstrated that the proposed method is satisfactory for detecting the location and ratio of structural damage in presence of noise.

A two-level parallel algorithm for material nonlinearity problems

  • Lee, Jeeho;Kim, Min Seok
    • Structural Engineering and Mechanics
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    • v.38 no.4
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    • pp.405-416
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    • 2011
  • An efficient two-level domain decomposition parallel algorithm is suggested to solve large-DOF structural problems with nonlinear material models generating unsymmetric tangent matrices, such as a group of plastic-damage material models. The parallel version of the stabilized bi-conjugate gradient method is developed to solve unsymmetric coarse problems iteratively. In the present approach the coarse DOF system is solved parallelly on each processor rather than the whole system equation to minimize the data communication between processors, which is appropriate to maintain the computing performance on a non-supercomputer level cluster system. The performance test results show that the suggested algorithm provides scalability on computing performance and an efficient approach to solve large-DOF nonlinear structural problems on a cluster system.

Dynamic response optmization using approximate search (근사 선탐색을 이용한 동적 반응 최적화)

  • Kim, Min-Soo;Choi, Dong-hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.22 no.4
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    • pp.811-825
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    • 1998
  • An approximate line search is presented for dynamic response optimization with Augmented Lagrange Multiplier(ALM) method. This study empolys the approximate a augmented Lagrangian, which can improve the efficiency of the ALM method, while maintaining the global convergence of the ALM method. Although the approximate augmented Lagragian is composed of only the linearized cost and constraint functions, the quality of this approximation should be good since an approximate penalty term is found to have almost second-order accuracy near the optimum. Typical unconstrained optimization algorithms such as quasi-Newton and conjugate gradient methods are directly used to find exact search directions and a golden section method followed by a cubic polynomial approximation is empolyed for approximate line search since the approximate augmented Lagrangian is a nonlinear function of design variable vector. The numberical performance of the proposed approach is investigated by solving three typical dynamic response optimization problems and comparing the results with those in the literature. This comparison shows that the suggested approach is robust and efficient.

Optimum Location of Electrode of Cathodic Protection System by using Boundary Element Method (BEM을 이용한 Cathode 방식 시스템에서 전극 위치 최적화)

  • Lee, Kwang-Ho;Chung, Koon-Seok;Baik, Dong-Chul;Cho, Yun-Hyun
    • Proceedings of the KIEE Conference
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    • 2000.07b
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    • pp.772-774
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    • 2000
  • The objective of a cathodic protection system (CP) is to protect the buried metallic structure against the corrosion caused by chemical reaction between the buried structure and the surrounding medium, such as soil. This paper presents a boundary element application to determine the optimal impressed current densities in a cathodic protection system. The potential within the electrolyte is described by the Laplace's equation with nonlinear boundary conditions which are enforced based on experimentally determined electrochemical polarization curves. The optimal impressed current densities are determined in order to minimize the power supply for protection. The solution is obtained by using the conjugate gradient method in which the governing equations and the protecting conditions are taken into account by the penalty function method. Numerical example are presented to demonstrate the practical applicability of the proposed method.

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A Numerical Model of PCGM for Mild Slope Equation (완경사 파랑식에 대한 PCGM 수치모형)

  • 서승남;연영진
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.6 no.2
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    • pp.164-173
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    • 1994
  • A numerical model to solve mild slope equation is developed by use of a preconditioned conjugate gradient method (PCGM). In the present paper. accurate boundary conditions and a better preconditioner are employed which are improved from the existing method of Panchang et al. (1991). Computational procedures are focused on weakly nonlinear waves, and emerged problems to make a more accurate model are discussed. The results of model are tested against laboratory results of both circular and elliptic shoals. Model results of wave amplitude show excellent agreement with laboratory data and thes thus model can be used as a powerful tool to calculate wave transformation in shallow waters with complex bathymetry.

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Adaptive Marquardt Algorithm based on Mobile environment (모바일 환경에 적합한 적응형 마쿼트 알고리즘 제시)

  • Lee, Jongsu;Hwang, Eunhan;Song, Sangseob
    • Smart Media Journal
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    • v.3 no.2
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    • pp.9-13
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    • 2014
  • The Levenberg-Marquardt (LM) algorithm is the most widely used fitting algorithm. It outperforms simple gradient descent and other conjugate gradient methods in a wide variety of problems. Based on the work of paper[1], we propose a modified Levenberg-Marquardt algorithm for better performance of mobile system. The LM parameter at the $k_{th}$ iteration is chosen ${\mu}=A{\bullet}{\parallel}f(x){\parallel}{\bullet}I$ where f is the residual function, and J is the Jacobi of f. In this paper, we show this method is more efficient than traditional method under the situation that the system iteration is limited.

Neural network simulator for semiconductor manufacturing : Case study - photolithography process overlay parameters (신경망을 이용한 반도체 공정 시뮬레이터 : 포토공정 오버레이 사례연구)

  • Park Sanghoon;Seo Sanghyok;Kim Jihyun;Kim Sung-Shick
    • Journal of the Korea Society for Simulation
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    • v.14 no.4
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    • pp.55-68
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    • 2005
  • The advancement in semiconductor technology is leading toward smaller critical dimension designs and larger wafer manufactures. Due to such phenomena, semiconductor industry is in need of an accurate control of the process. Photolithography is one of the key processes where the pattern of each layer is formed. In this process, precise superposition of the current layer to the previous layer is critical. Therefore overlay parameters of the semiconductor photolithography process is targeted for this research. The complex relationship among the input parameters and the output metrologies is difficult to understand and harder yet to model. Because of the superiority in modeling multi-nonlinear relationships, neural networks is used for the simulator modeling. For training the neural networks, conjugate gradient method is employed. An experiment is performed to evaluate the performance among the proposed neural network simulator, stepwise regression model, and the currently practiced prediction model from the test site.

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Development of 3-D Flow Analysis Code Using Unstructured Grid System (I) - Numerical Method - (비정렬격자계를 사용하는 3차원 유동해석코드 개발 (I) - 수치해석방법 -)

  • Kim, Jong-Tae;Myong, Hyon-Kook
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.29 no.9 s.240
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    • pp.1049-1056
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    • 2005
  • A conservative pressure-based finite-volume numerical method has been developed for computing flow and heat transfer by using an unstructured grid system. The method admits arbitrary convex polyhedra. Care is taken in the discretization and solution procedures to avoid formulations that are cell-shape-specific. A collocated variable arrangement formulation is developed, i.e. all dependent variables such as pressure and velocity are stored at cell centers. Gradients required for the evaluation of diffusion fluxes and for second-order-accurate convective operators are found by a novel second-order accurate spatial discretization. Momentum interpolation is used to prevent pressure checkerboarding and the SIMPLE algorithm is used for pressure-velocity coupling. The resulting set of coupled nonlinear algebraic equations is solved by employing a segregated approach, leading to a decoupled set of linear algebraic equations fer each dependent variable, with a sparse diagonally dominant coefficient matrix. These equations are solved by an iterative preconditioned conjugate gradient solver which retains the sparsity of the coefficient matrix, thus achieving a very efficient use of computer resources.