• Title/Summary/Keyword: Quasi-Newton method

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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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    • v.28 no.2
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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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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 (드래그 감소를 위한 유체의 최적 엑티브 제어 및 최적화 알고리즘의 개발(3) - 트루 뉴턴법을 위한 정식화 개발 및 유체의 3차원 최적 엑티브 제어)

  • Bark, Jai-Hyeong
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.20 no.6
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    • pp.751-759
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    • 2007
  • We have developed several methods for the optimization problem having large-scale and highly nonlinear system. First, step by step method in optimization process was employed to improve the convergence. In addition, techniques of furnishing good initial guesses for analysis using sensitivity information acquired from optimization iteration, and of manipulating analysis/optimization convergency criterion motivated from simultaneous technique were used. We applied them to flow control problem and verified their efficiency and robustness. However, they are based on quasi-Newton method that approximate the Hessian matrix using exact first derivatives. However solution of the Navier-Stokes equations are very cost, so we want to improve the efficiency of the optimization algorithm as much as possible. Thus we develop a true Newton method that uses exact Hessian matrix. And we apply that to the three-dimensional problem of flow around a sphere. This problem is certainly intractable with existing methods for optimal flow control. However, we can attack such problems with the methods that we developed previously and true Newton method.

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

  • Kim Ki-Wan;Kim Dong-Min;Baek Seung-Wook
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.30 no.3 s.246
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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.

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

  • 이동찬;이상호;한창수
    • Transactions of the Korean Society of Automotive Engineers
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    • v.5 no.1
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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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    • v.8 no.6
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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.

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.

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

  • Cho, S.B.;Ahn, S.H.;Yoo, H.S.
    • Transactions of the Korean Society of Automotive Engineers
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    • v.3 no.5
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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
    • The Bulletin of The Korean Astronomical Society
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    • v.41 no.1
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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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Optimal Control of steady Incompressible Navier-Stokes Flows (Navier-Stokes 유체의 최적 제어)

  • Bark, Jai-Hyeong;Hong, Soon-Jo
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.15 no.4
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    • pp.661-674
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    • 2002
  • The objective of this study is to develop efficient numerical method to enable solution of optimal control problems of Navier-Stokes flows and to apply these technique to the problem of viscous drag minimization on a bluff body by controlling boundary velocities on the surface of the body. In addition to the industrial importance of the drag reduction problem, it serves as a model for other more complex flow optimization settings, and allows us to study, modify, and improve the behavior of the optimal control methods proposed here. The control is affected by the suction or injection of fluid on portions of the boundary, and the objective function represents the rate at which energy is dissipated in the fluid. This study shows how reduced Hessian successive quadratic programming method, which avoid converging the flow equations at each iteration, can be tailored to these problems.

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

  • 반종억;김경웅
    • Tribology and Lubricants
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    • v.14 no.2
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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.