• Title/Summary/Keyword: Steepest descent method

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THE STEEPEST DESCENT METHOD AND THE CONJUGATE GRADIENT METHOD FOR SLIGHTLY NON-SYMMETRIC, POSITIVE DEFINITE MATRICES

  • Shin, Dong-Ho;Kim, Do-Hyun;Song, Man-Suk
    • Communications of the Korean Mathematical Society
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    • v.9 no.2
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    • pp.439-448
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    • 1994
  • It is known that the steepest descent(SD) method and the conjugate gradient(CG) method [1, 2, 5, 6] converge when these methods are applied to solve linear systems of the form Ax = b, where A is symmetric and positive definite. For some finite difference discretizations of elliptic problems, one gets positive definite matrices that are almost symmetric. Practically, the SD method and the CG method work for these matrices. However, the convergence of these methods is not guaranteed theoretically. The SD method is also called Orthores(1) in iterative method papers. Elman [4] states that the convergence proof for Orthores($\kappa$), with $\kappa$ a positive integer, is not heard. In this paper, we prove that the SD method and the CG method converge when the $\iota$$^2$ matrix norm of the non-symmetric part of a positive definite matrix is less than some value related to the smallest and the largest eigenvalues of the symmetric part of the given matrix.(omitted)

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Optimization Inverse Design Technique for Fluid Machinery Impellers (유체기계 임펠러의 최적 역설계 기법)

  • Kim J. S.;Park W. G.
    • Journal of computational fluids engineering
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    • v.3 no.1
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    • pp.37-45
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    • 1998
  • A new and efficient inverse design method based on the numerical optimization technique has been developed. The 2-D incompressible Navier-Stokes equations are solved for obtaining the objective functions and coupled with the optimization procedure to perform the inverse design. The steepest descent and the conjugate gradient method have been applied to find the searching direction. The golden section method was applied to compute the design variable intervals. It has been found that the airfoil and the pump impellers are well converged to their targeting shapes.

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AN EFFICIENT ALGORITHM FOR EVALUATION OF OSCILLATORY INTEGRALS HAVING CAUCHY AND JACOBI TYPE SINGULARITY KERNELS

  • KAYIJUKA, IDRISSA;EGE, SERIFE M.;KONURALP, ALI;TOPAL, FATMA S.
    • Journal of applied mathematics & informatics
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    • v.40 no.1_2
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    • pp.267-281
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    • 2022
  • Herein, an algorithm for efficient evaluation of oscillatory Fourier-integrals with Jacobi-Cauchy type singularities is suggested. This method is based on the use of the traditional Clenshaw-Curtis (CC) algorithms in which the given function is approximated by the truncated Chebyshev series, term by term, and the oscillatory factor is approximated by using Bessel function of the first kind. Subsequently, the modified moments are computed efficiently using the numerical steepest descent method or special functions. Furthermore, Algorithm and programming code in MATHEMATICA® 9.0 are provided for the implementation of the method for automatic computation on a computer. Finally, selected numerical examples are given in support of our theoretical analysis.

Carrying Out the Method of Steepest Ascent in a Response Surface Experiment with Split-Plot Structure (분할법 구조를 갖는 반응표면 실험에서 최대경사법 수행 방법)

  • Lee, Jong-Seong
    • Journal of Industrial Technology
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    • v.31 no.A
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    • pp.27-31
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    • 2011
  • In many industrial experiments, some practical constraints often force factors in an experiment to be much harder to change than others. Such an experiment involves randomization restrictions and it can be thought of as split-plot experiment. This paper investigates the path of steepest ascent/descent within a split-plot structure. A method is proposed for calculating the coordinates along the path.

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Fuzzy iterative learning controller for dynamic plants (퍼지 반복 학습제어기를 이용한 동적 플랜트 제어)

  • 유학모;이연정
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.499-502
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    • 1996
  • In this paper, we propose a fuzzy iterative learning controller(FILC). It can control fully unknown dynamic plants through iterative learning. To design learning controllers based on the steepest descent method, it is one of the difficult problems to identify the change of plant output with respect to the change of control input(.part.e/.part.u). To solve this problem, we propose a method as follows: first, calculate .part.e/.part.u using a similarity measure and information in consecutive time steps, then adjust the fuzzy logic controller(FLC) using the sign of .part.e/.part..u. As learning process is iterated, the value of .part.e/.part.u is reinforced. Proposed FILC has the simple architecture compared with previous other controllers. Computer simulations for an inverted pendulum system were conducted to verify the performance of the proposed FILC.

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Shape Optimization of a Permittivity Graded Solid Insulator in a Gas Insulated Switchgear (가스절연 개폐장치에서 유전율 구배를 갖는 고체 절연물의 형상 최적화)

  • Ju, Heugn-Jin;Kim, Dong-Kyue;Ko, Kwang-Cheol
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.25 no.6
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    • pp.467-473
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    • 2012
  • A functionally graded material (FGM) spacer, which the distribution of dielectric permittivity inside an insulator changes spatially, can considerably reduce the electric field concentration around a high-voltage electrode and along the gas-insulator interface when compared to a conventional spacer with a uniform permittivity distribution. In this research, we propose the FGM spacer with an elliptical permittivity distribution instead of that with a distribution of dielectric permittivity varying along a radial direction only in order to improve efficiently the insulation capability. The optimal design of the elliptical FGM spacer configuration is performed by using the response surface methodology (RSM) combined with the steepest descent method (SDM).

A Study on Numerical Optimization Method for Aerodynamic Design (공력설계를 위한 수치최적설계기법의 연구)

  • Jin, Xue-Song;Choi, Jae-Ho;Kim, Kwang-Yong
    • The KSFM Journal of Fluid Machinery
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    • v.2 no.1 s.2
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    • pp.29-34
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    • 1999
  • To develop the efficient numerical optimization method for the design of an airfoil, an evaluation of various methods coupled with two-dimensional Naviev-Stokes analysis is presented. Simplex method and Hook-Jeeves method we used as direct search methods, and steepest descent method, conjugate gradient method and DFP method are used as indirect search methods and are tested to determine the search direction. To determine the moving distance, the golden section method and cubic interpolation method are tested. The finite volume method is used to discretize two-dimensional Navier-Stokes equations, and SIMPLEC algorithm is used for a velocity-pressure correction method. For the optimal design of two-dimensional airfoil, maximum thickness, maximum ordinate of camber line and chordwise position of maximum ordinate are chosen as design variables, and the ratio of drag coefficient to lift coefficient is selected as an objective function. From the results, it is found that conjugate gradient method and cubic interpolation method are the most efficient for the determination of search direction and the moving distance, respectively.

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Capacity Planning in a Closed Queueing Network

  • Hahm, Juho
    • Journal of the Korean Operations Research and Management Science Society
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    • v.16 no.2
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    • pp.118-127
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    • 1991
  • In this paper, criteria and algorithms for the optimal service rate in a closed queueing network have been established. The objective is to minimize total cost. It is shown that system throughput is increasing concave over the service rate of a node and cycle time is increasing convex over the set of service times with a single calss of cubsomers. This enables developing an algorithm using a steepest descent method when the cost function for service rate is convex. The efficiency of the algorithm rests on the fact that the steepest descent direction is readily obtained at each iteration from the MVA algorithm. Several numerical examples are presented. The major application of this research is optimization of facility capacity in a manufacturing system.

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