• 제목/요약/키워드: Quasi-Newton method

검색결과 59건 처리시간 0.025초

Estimating Methods on Exponential Regression Models with Censored Data

  • Ha, Il-Do;Lee, Youngjo;Song, Jae-Kee
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.195-210
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    • 1999
  • We consider a large class of exponential regression models with censored data and propose two modified Fisher scoring methods with corresponding algorithms. These proposed methods improve the Newton-Raphson method in estimating the model parameters. The simulated and real examples are illustrated in aspect of convergence.

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드래그 감소를 위한 유체의 최적 엑티브 제어 및 최적화 알고리즘의 개발(3) - 트루 뉴턴법을 위한 정식화 개발 및 유체의 3차원 최적 엑티브 제어 (Optimal Active-Control & Development of Optimization Algorithm for Reduction of Drag in Flow Problems(3) -Construction of the Formulation for True Newton Method and Application to Viscous Drag Reduction of Three-Dimensional Flow)

  • 박재형
    • 한국전산구조공학회논문집
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    • 제20권6호
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    • pp.751-759
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    • 2007
  • 저자는 기존의 연구에서 대용량-비선형성을 가지는 유체의 최적화를 수행하기 위해 몇 가지 강력한 방법들을 제시한 바 있다. 즉, 최적화 과정에서 수렴성을 높이기 위해 step by step기법을 사용하였고, 또한 수렴속도를 높이기 위하여 최적화이터레이션 과정에서 얻어지는 민감도정보를 이용하여 시스템 평형방정식의 해석을 위한 좋은 초기치를 제공하는 방법과, 평형방정식을 구속조건으로 사용하는 동시기법(simultaneous technique)에서 착안하여 해석과 최적화 수렴 판정치를 조작하는 방법을 제시한 바 있다. 그러나 그들 기법은 기본적으로 유사뉴턴법에 기본을 두고 있다. 현재까지 최적화에서 SQP기법을 사용할 때는 정확한 헤시안 매트릭스의 유도가 매우 까다롭고 힘들기 때문에 유사뉴턴법을 사용하고 있는 실정이다. 그러나 3차원 문제와 같이 더욱 큰 용량의 문제를 위해서는 진정한 의미에서의 뉴턴법, 트루 뉴턴법(true Newton method)을 사용할 필요가 있다. 본 연구에서는 트루 뉴턴법을 사용하기 위해 헤시안 매트릭스의 정확치를 얻는 과정을 유도하고 이를 기본으로 트루 뉴턴법을 이용한 최적화 루틴을 만들었다. 그리고 이를 3차원 문제에 적용하여 그 효과를 검증하였다.

자동미분법과 Broyden 혼합법을 이용한 2차원 원통형상에서의 경계온도 역추정 (Inverse Boundary Temperature Estimation in a Two-Dimensional Cylindrical Enclosure Using Automatic Differentiation and Broyden Combined Method)

  • 김기완;김동민;백승욱
    • 대한기계학회논문집B
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    • 제30권3호
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    • pp.270-277
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    • 2006
  • Inverse radiation problems were solved for estimating boundary temperature distribution in a way of function estimation approach in an axisymmetric absorbing, emitting and scattering medium, given the measured radiative data. In order to reduce the computational time fur the calculation of sensitivity matrix, automatic differentiation and Broyden combined method were adopted, and their computational precision and efficiency were compared with the result obtained by finite difference approximation.. In inverse analysis, the effects of the precision of sensitivity matrix, the number of measurement points and measurement error on the estimation accuracy had been inspected using quasi-Newton method as an inverse method. Inverse solutions were validated with the result acquired by additional inverse methods of conjugate-gradient method or Levenberg-Marquardt method.

구속된 다물체 시스템에 대한 운동 방정식의 미분 방정식화 및 동역학 해석 (A Formulation of the Differential Equation on the Equations of Motion and Dynamic Analysis for the Constrained Multibody Systems)

  • 이동찬;이상호;한창수
    • 한국자동차공학회논문집
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    • 제5권1호
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    • pp.154-161
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    • 1997
  • This paper presents the method to eliminate the constraint reaction in the Lagrange multiplier form equation of motion by using a generalized coordinate driveder from the velocity constraint equation. This method introduces a matrix method by considering the m dimensional space spanned by the rows of the constraint jacobian matrix. The orthogonal vectors defining the constraint manifold are projected to null vectors by the tangential vectors defined on the constraint manifold. Therefore the orthogonal projection matrix is defined by the tangential vectors. For correcting the generalized position coordinate, the optimization problem is formulated. And this correction process is analyzed by the quasi Newton method. Finally this method is verified through 3 dimensional vehicle model.

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DYNAMIC ANALYSIS AND DESIGN CALCULATION METHODS FOR POWERTRAIN MOUNTING SYSTEMS

  • Shangguan, W.B.;Zhao, Y.
    • International Journal of Automotive Technology
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    • 제8권6호
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    • pp.731-744
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    • 2007
  • A method for dynamic analysis and design calculation of a Powertrain Mounting System(PMS) including Hydraulic Engine Mounts(HEM) is developed with the aim of controlling powertrain motion and reducing low-frequency vibration in pitch and bounce modes. Here the pitch mode of the powertrain is defined as the mode rotating around the crankshaft of an engine for a transversely mounted powertrain. The powertrain is modeled as a rigid body connected to rigid ground by rubber mounts and/or HEMs. A mount is simplified as a three-dimensional spring with damping elements in its Local Coordinate System(LCS). The relation between force and displacement of each mount in its LCS is usually nonlinear and is simplified as piecewise linear in five ranges in this paper. An equation for estimating displacements of the powertrain center of gravity(C.G.) under static or quasi-static load is developed using Newton's second law, and an iterative algorithm is presented to calculate the displacements. Also an equation for analyzing the dynamic response of the powertrain under ground and engine shake excitations is derived using Newton's second law. Formulae for calculating reaction forces and displacements at each mount are presented. A generic PMS with four rubber mounts or two rubber mounts and two HEMs are used to validate the dynamic analysis and design calculation methods. Calculated displacements of the powertrain C.G. under static or quasi-static loads show that a powertrain motion can meet the displacement limits by properly selecting the stiffness and coordinates of the tuning points of each mount in its LCS using the calculation methods developed in this paper. Simulation results of the dynamic responses of a powertrain C.G. and the reaction forces at mounts demonstrate that resonance peaks can be reduced effectively with HEMs designed on the basis of the proposed methods.

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

  • 김민수;최동훈
    • 대한기계학회논문집A
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    • 제22권4호
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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.

디이젤 엔진의 크랭크축 최적설계에 관한 연구 (A Study on Optimization of Crankshaft in Diesel Engine)

  • 조상범;안상호;유형선
    • 한국자동차공학회논문집
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    • 제3권5호
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    • pp.10-16
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    • 1995
  • In this study, the optimum design is carried out upon the crankshaft of in-line 6-cylinder internal combustion diesel engine with the mechanical analysis for the layout design, which is standard calculation whose process contains quadratic curve fitting method and quasi newton method about cost function, design variables and constraint conditions, Without finite element analysis, this process in wich mechanical analysis is performed upon the most critical part in crankshaft gives necessary and satisfied output in layout design and saves time and cost in developing a new diesel engine. In this study, also, the 3-dimensional finite element method is used in confirming the standard calculation for the optimization of crankshaft and the shape optimization in crankweb is obtained.

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Comparison of the Damped Oscillations in between the Solar and Stellar flares

  • Cho, Kyung-Suk;Cho, Il-Hyun;Kim, Su-Jin
    • 천문학회보
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    • 제41권1호
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    • pp.46.2-46.2
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    • 2016
  • We explore the similarity and difference of the quasi-periodic pulsations (QPPs) observed during the solar and stellar X-ray flares. For this, we identified 59 solar QPPs in the X-ray observed by the Reuven Ramaty High-Energy Solar Spectroscopic Imager (RHESSI) and 52 stellar QPPs from X-ray Multi Mirror Newton observatory (XMM-Newton). The Empirical Mode Decomposition (EMD) method and least-square-fit with the damped sine function are applied to obtain the periods and damping times of the QPPs. We found that (1) the periods and damping times of the stellar QPPs are 7.80 and 13.80 min, which are comparable with those of the solar QPPs 0.55 and 0.97 min. (2) The ratio of the damping times to the periods observed in the stellar QPPs are found to be statistically identical to the solar QPPs, (3) The damping times are well describe by the power law. The power indices of the solar and stellar QPPs are $0.891{\pm}0.172$ and $0.953{\pm}0.198$, which are consistent with the previous results. Thus, we conclude that the underlying mechanism responsible for the stellar QPPs are the natural oscillations of the flaring or adjacent coronal loops as in the Sun.

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Navier-Stokes 유체의 최적 제어 (Optimal Control of steady Incompressible Navier-Stokes Flows)

  • 박재형;홍순조
    • 한국전산구조공학회논문집
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    • 제15권4호
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    • pp.661-674
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    • 2002
  • 본 연구의 목적은 Navier-Stokes 유체의 최적 제어 문제의 해를 얻을 수 있는 효과적인 수치해석기법을 개발하고, 이를 물체의 항력(drag)을 최소화하는 문제에 적용하는데 있다. 본 연구는 항력을 줄인다는 산업적인 중요성과 함께 최적 제어를 위한 하나의 효과적인 최적화 기법의 모델을 제공하고 있다. 항력을 줄이기 위한 방법으로써 물체의 경계면에서 유체의 흡입(suction)과 방출(injection)이라는 기법을 사용하여 경계면에서 속도를 제어하였고, 목적함수로써 항력을 표현하기 위하여 에너지 소실의 변화율을 사용하였다. 컴퓨터 용량을 최소화하고 최적화에서의 해의 보장성과 경제성을 위하여, Navier-Stokes의 해석을 위하여 페널티 방법을 사용하였고 최적화 기법을 위해서는 SQP 방법을 사용하였다. 그리고 Navier-Stokes 유체는 대단히 비선형성을 나타내기 때문에 최적화를 수행하기에는 매우 힘들다. 이를 위하여 연속기법(continuation technique)을 사용하였다.

축방향 하중을 받는 고속 세라믹 볼베어링에 대한 EHD 윤활영역에서의 성능 해석 (Performance Analysis of High-Speed Ceramic Ball Bearings Under Thrust Loads in EHD Lubrication)

  • 반종억;김경웅
    • Tribology and Lubricants
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    • 제14권2호
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    • pp.26-34
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    • 1998
  • This paper presents a high-speed performance analysis of ball bearings with ceramic balls under thrust loads. The sliding velocity profiles between a ball and raceways were obtained by the 3-D quasi-dynamic equations of motion including both centrifugal force and gyroscopic moment derived by vector matrix algebra. The friction at the contact areas was obtained by the Bair-Winer's non-Newtonian rheological model and the Hamrock-Dowson's central film thickness in EHL analysis. The nonlinear equations were solved by the Newton-Raphson method and the underrelaxation iterative method. The friction torques and ball behaviors with various loads, ball materials, and contact angles were predicted by this model. It was shown that the friction torque was sensitive to thrust load and contact angle, and that the friction torque and the pitch angle of the bearing with ceramic balls are smaller than those of the bearing with steel balls.