• Title/Summary/Keyword: Quasi-Newton method

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Hybrid evolutionary identification of output-error state-space models

  • Dertimanis, Vasilis K.;Chatzi, Eleni N.;Spiridonakos, Minas D.
    • Structural Monitoring and Maintenance
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    • v.1 no.4
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    • pp.427-449
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    • 2014
  • A hybrid optimization method for the identification of state-space models is presented in this study. Hybridization is succeeded by combining the advantages of deterministic and stochastic algorithms in a superior scheme that promises faster convergence rate and reliability in the search for the global optimum. The proposed hybrid algorithm is developed by replacing the original stochastic mutation operator of Evolution Strategies (ES) by the Levenberg-Marquardt (LM) quasi-Newton algorithm. This substitution results in a scheme where the entire population cloud is involved in the search for the global optimum, while single individuals are involved in the local search, undertaken by the LM method. The novel hybrid identification framework is assessed through the Monte Carlo analysis of a simulated system and an experimental case study on a shear frame structure. Comparisons to subspace identification, as well as to conventional, self-adaptive ES provide significant indication of superior performance.

A TYPE OF MODIFIED BFGS ALGORITHM WITH ANY RANK DEFECTS AND THE LOCAL Q-SUPERLINEAR CONVERGENCE PROPERTIES

  • Ge Ren-Dong;Xia Zun-Quan;Qiang Guo
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.193-208
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    • 2006
  • A modified BFGS algorithm for solving the unconstrained optimization, whose Hessian matrix at the minimum point of the convex function is of rank defects, is presented in this paper. The main idea of the algorithm is first to add a modified term to the convex function for obtain an equivalent model, then simply the model to get the modified BFGS algorithm. The superlinear convergence property of the algorithm is proved in this paper. To compared with the Tensor algorithms presented by R. B. Schnabel (seing [4],[5]), this method is more efficient for solving singular unconstrained optimization in computing amount and complication.

Numerical convergence and validation of the DIMP inverse particle transport model

  • Nelson, Noel;Azmy, Yousry
    • Nuclear Engineering and Technology
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    • v.49 no.6
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    • pp.1358-1367
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    • 2017
  • The data integration with modeled predictions (DIMP) model is a promising inverse radiation transport method for solving the special nuclear material (SNM) holdup problem. Unlike previous methods, DIMP is a completely passive nondestructive assay technique that requires no initial assumptions regarding the source distribution or active measurement time. DIMP predicts the most probable source location and distribution through Bayesian inference and quasi-Newtonian optimization of predicted detector responses (using the adjoint transport solution) with measured responses. DIMP performs well with forward hemispherical collimation and unshielded measurements, but several considerations are required when using narrow-view collimated detectors. DIMP converged well to the correct source distribution as the number of synthetic responses increased. DIMP also performed well for the first experimental validation exercise after applying a collimation factor, and sufficiently reducing the source search volume's extent to prevent the optimizer from getting stuck in local minima. DIMP's simple point detector response function (DRF) is being improved to address coplanar false positive/negative responses, and an angular DRF is being considered for integration with the next version of DIMP to account for highly collimated responses. Overall, DIMP shows promise for solving the SNM holdup inverse problem, especially once an improved optimization algorithm is implemented.

An Efficient Dynamic Response Optimization Using the Design Sensitivities Approximated Within the Estimate Confidence Radius

  • Park, Dong-Hoon;Kim, Min-Soo
    • Journal of Mechanical Science and Technology
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    • v.15 no.8
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    • pp.1143-1155
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    • 2001
  • In order to reduce the expensive CPU time for design sensitivity analysis in dynamic response optimization, this study introduces the design sensitivities approximated within estimated confidence radius in dynamic response optimization with ALM method. The confidence radius is estimated by the linear approximation with Hessian of quasi-Newton formula and qualifies the approximate gradient to be validly used during optimization process. In this study, if the design changes between consecutive iterations are within the estimated confidence radius, then the approximate gradients are accepted. Otherwise, the exact gradients are used such as analytical or finite differenced gradients. This hybrid design sensitivity analysis method is embedded in an in-house ALM based dynamic response optimizer, which solves three typical dynamic response optimization problems and one practical design problem for a tracked vehicle suspension system. The optimization results are compared with those of the conventional method that uses only exact gradients throughout optimization process. These comparisons show that the hybrid method is more efficient than the conventional method. Especially, in the tracked vehicle suspension system design, the proposed method yields 14 percent reduction of the total CPU time and the number of analyses than the conventional method, while giving similar optimum values.

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Automatic Generation System for Quadrilateral Meshes on NURBS Surfaces (NURBS 곡면에서 사각형 요소망의 자동생성 시스템)

  • Kim, Hyung-Il;Park, Jang-Won;Kwon, Ki-Youn;Cho, Yun-Won;Chae, Soo-Won
    • Proceedings of the KSME Conference
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    • 2000.04a
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    • pp.894-899
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    • 2000
  • An automatic mesh generation system with unstructured quadrilateral elements on trimmed NURBS surfaces has been developed.. In this paper, NURBS surface geometries in the IGES format have been used to represent model shape. NURBS surface is represented as parametric surface. So each surface could be mapped to a 2D parametric plane through the parametric domain. And then meshes with quadrilateral elements are constructed in this plane. Finally, the constructed meshes are mapped back to the original 3D surface through the parametric domain. In this paper, projection plane, quasi-expanded plane and parametric Plane are used as 2D mesh generation plane. For mapping 3D surface to parametric domain, Newton-Rhapson Method is employed. For unstructured mesh generation with quadrilateral elements on 2D plane, a domain decomposition algorithm using loop operators has been employed. Sample meshes are represented to demonstrate the effectiveness of the proposed algorithm.

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Efficient Approximation Method for Constructing Quadratic Response Surface Model

  • Park, Dong-Hoon;Hong, Kyung-Jin;Kim, Min-Soo
    • Journal of Mechanical Science and Technology
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    • v.15 no.7
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    • pp.876-888
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    • 2001
  • For a large scaled optimization based on response surface methods, an efficient quadratic approximation method is presented in the context of the trust region model management strategy. If the number of design variables is η, the proposed method requires only 2η+1 design points for one approximation, which are a center point and tow additional axial points within a systematically adjusted trust region. These design points are used to uniquely determine the main effect terms such as the linear and quadratic regression coefficients. A quasi-Newton formula then uses these linear and quadratic coefficients to progressively update the two-factor interaction effect terms as the sequential approximate optimization progresses. In order to show the numerical performance of the proposed method, a typical unconstrained optimization problem and two dynamic response optimization problems with multiple objective are solved. Finally, their optimization results compared with those of the central composite designs (CCD) or the over-determined D-optimality criterion show that the proposed method gives more efficient results than others.

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Progressive Quadratic Approximation Method for Effective Constructing the Second-Order Response Surface Models in the Large Scaled System Design (대형 설계 시스템의 효율적 반응표면 근사화를 위한 점진적 이차 근사화 기법)

  • Hong, Gyeong-Jin;Kim, Min-Su;Choe, Dong-Hun
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.12
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    • pp.3040-3052
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    • 2000
  • For effective construction of second-order response surface models, an efficient quad ratic approximation method is proposed in the context of trust region model management strategy. In the proposed method, although only the linear and quadratic terms are uniquely determined using 2n+1 design points, the two-factor interaction terms are mathematically updated by normalized quasi-Newton formula. In order to show the numerical performance of the proposed approximation method, a sequential approximate optimizer is developed and solves a typical unconstrained optimization problem having 2, 6, 10, 15, 30 and 50 design variables, a gear reducer system design problem and two dynamic response optimization problems with multiple objectives, five objectives for one and two objectives for the other. Finally, their optimization results are compared with those of the CCD or the 50% over-determined D-optimal design combined with the same trust region sequential approximate optimizer. These comparisons show that the proposed method gives more efficient than others.

A Constitutive Equation with Impulse-Momentum Theory for the Expanded Polypropylene (충격량-운동량 이론을 접목시킨 발포 폴리프로필렌의 구성방정식)

  • Kim, Byeong Kil;Cho, Jae Ung;Jeong, Kwang Young;Kim, Nam Hoon;Oh, Bum S.;Hahn, Youngwon;Cheon, Seong S.
    • Composites Research
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    • v.29 no.3
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    • pp.91-97
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    • 2016
  • In this paper, impulse-momentum theory was coupled to a constitutive equation both for implementing quasi-static and impact characteristics of EPP (Expanded polypropylene). Also, parameters which have physical meanings were expressed as functions of relative density. Simultaneous nonlinear Newton-Raphson method was applied to find the proper values for parameters in the constitutive equation along with quasi-static test data. Results from the impulse-momentum theory coupled constitutive equation showed good agreement with experimental data and the potential to be applied to different material type polymeric foam.

Reflectance estimation for infrared and visible image fusion

  • Gu, Yan;Yang, Feng;Zhao, Weijun;Guo, Yiliang;Min, Chaobo
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.8
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    • pp.2749-2763
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    • 2021
  • The desirable result of infrared (IR) and visible (VIS) image fusion should have textural details from VIS images and salient targets from IR images. However, detail information in the dark regions of VIS image has low contrast and blurry edges, resulting in performance degradation in image fusion. To resolve the troubles of fuzzy details in dark regions of VIS image fusion, we have proposed a method of reflectance estimation for IR and VIS image fusion. In order to maintain and enhance details in these dark regions, dark region approximation (DRA) is proposed to optimize the Retinex model. With the improved Retinex model based on DRA, quasi-Newton method is adopted to estimate the reflectance of a VIS image. The final fusion outcome is obtained by fusing the DRA-based reflectance of VIS image with IR image. Our method could simultaneously retain the low visibility details in VIS images and the high contrast targets in IR images. Experiment statistic shows that compared to some advanced approaches, the proposed method has superiority on detail preservation and visual quality.

Divergence-free algorithms for moment-thrust-curvature analysis of arbitrary sections

  • Chen, Liang;Liu, Si-Wei;Chan, Siu-Lai
    • Steel and Composite Structures
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    • v.25 no.5
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    • pp.557-569
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    • 2017
  • Moment-thrust-curvatures ($M-P-{\Phi}$ curves) are fundamental quantities for detailed descriptions of basic properties such as stiffness and strength of a section under axial loads required for accurate computation of the deformations of reinforced concrete or composite columns. Currently, the finite-element-based methods adopting small fibers for analyzing a section are commonly used for generating the $M-P-{\Phi}$ curves and they require large amounts of computational time and effort. Further, the conventional numerical procedure using the force-control method might encounter divergence problems under high compression or tension. Therefore, this paper proposes a divergence-free approach, combining the use of the displacement-control and the Quasi-Newton scheme in the incremental-iterative procedure, for generating the $M-P-{\Phi}$ curves of arbitrary sections. An efficient method for computing the strength from concrete components is employed, where the stress integration is executed by layer-based algorithms. For easy modeling of residual stress, cross sections of structural steel components are meshed into fibers for strength resultants. The numerical procedure is elaborated in detail with flowcharts. Finally, extensive validating examples from previously published research are given for verifying the accuracy of the proposed method.