• 한국전산유체공학회:학술대회논문집
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• 2008.03b
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• pp.130-133
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• 2008

In this paper the trust region method is studied and applied in aerodynamic shape optimization. The trust region method is a gradient-based optimization method, but it is not as popular as other methods in engineering computations. Its theory will be explained for unconstrained optimization problems and a trust region subproblem will be solved with the dogleg method. After verifying the trust region method with analytical test problems, it is applied to aerodynamic shape design optimization and the performance of airfoil is improved successfully.

• Journal of applied mathematics & informatics
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• v.14 no.1_2
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• pp.123-136
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• 2004

In this paper, a combining trust region and line search algorithm for equality constrained optimization is proposed. At each iteration, we only need to solve the trust region subproblem once, when the trust region trial step can not be accepted, we switch to line search to obtain the next iteration. Hence, the difficulty of repeated solving trust region subproblem in an iterate is avoided. In order to allow the direction of negative curvature, we add second correction step in trust region step and employ nonmonotone technique in line search. The global convergence and local superlinearly rate are established under certain assumptions. Some numerical examples are given to illustrate the efficiency of the proposed algorithm.

• Journal of applied mathematics & informatics
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• v.18 no.1_2
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• pp.1-23
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• 2005

The decentralized static output feedback design problem is considered. A constrained trust region method is developed that solves this optimal control problem when a complete set of state variables is not available. The considered problem is interpreted as a non-linear (non-convex) constrained matrix optimization problem. Then, a decentralized constrained trust region method is developed for this problem class exploiting the diagonal structure of the problem and using inexact computations. Finally, numerical results are given for the proposed method.

• Journal of applied mathematics & informatics
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• v.27 no.1_2
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• pp.233-243
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• 2009

This paper concerns an algorithm that combines line search and trust region step for nonlinear optimization problems. Unlike traditional trust region methods, we incorporate the Armijo line search technique into trust region method to solve the subproblem. In addition, the subproblem is solved accurately, but instead solved by inaccurate method. If a trial step is not accepted, our algorithm performs the Armijo line search from the failed point to find a suitable steplength. At each iteration, the subproblem is solved only one time. In contrast to interior methods, the optimal solution is derived by iterating from outside of the feasible region. In numerical experiment, we apply the algorithm to nonlinear portfolio optimization problems, primary numerical results are presented.

• Proceedings of the Korean Information Science Society Conference
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• 2004.04b
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• pp.721-723
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• 2004

A trust-region method is a quite attractive optimization technique. It is, in general, faster than the steepest descent method and is free of a learning rate unlike the gradient-based methods. In addition to its convergence property (between linear and quadratic convergence), ifs stability is always guaranteed, in contrast to the Newton's method. In this paper, we present an efficient implementation of the maximum likelihood independent component analysis (ICA) using the trust-region method, which leads to trust-region-based ICA (TR-ICA) algorithms. The useful behavior of our TR-ICA algorithms is confimed through numerical experimental results.

• Asian Pacific Journal of Cancer Prevention
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• v.15 no.13
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• pp.5475-5482
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• 2014

Cervical cancer, the second most common malignancy all over the world, is associated with HPV infection. In a developing country like India, lack of early detection and treatment facilities is the main cause for its high burden. Therefore, through our study we e tried to present the current scenario of existing facilities for the detection and treatment of cervical cancer in hospitals and primary health centers (PHCs) of Delhi-NCR region. Data were collected from 312 healthcare facilities including public and private hospitals and PHCs of all nine districts from Delhi-NCR region. Healthcare providers including gynecologists, medical officers, women health care providers and paramedical staff were interviewed, using a questionnaire; the facilities for screening, diagnosing, and treating cervical cancer in each institution were recorded, using a previously designed checklist. Our study has shown that the basic facilities for the detection and treatment of cervical cancer are abhorrently lacking in Public hospitals and PHCs as compared to the Private hospitals in Delhi-NCR region. This study demonstrates that there is an urgent need for more investment in the diagnosis and treatment of cervical cancer facilities in public and rural healthcare facilities of Delhi-NCR region.

• Journal of applied mathematics & informatics
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• v.19 no.1_2
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• pp.165-177
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• 2005

In this paper, an adaptive trust region method based on the conic model for unconstrained optimization problems is proposed and analyzed. We establish the global and super linear convergence results of the method. Numerical tests are reported that confirm the efficiency of the new method.

• Journal of the Korean Mathematical Society
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• v.54 no.2
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• pp.613-626
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• 2017

For the overdetermined linear system, when both the data matrix and the observed data are contaminated by noise, Total Least Squares method is an appropriate approach. Since an ill-conditioned data matrix with noise causes a large perturbation in the solution, some kind of regularization technique is required to filter out such noise. In this paper, we consider a Dual regularized Total Least Squares problem. Unlike the Tikhonov regularization which constrains the size of the solution, a Dual regularized Total Least Squares problem considers two constraints; one constrains the size of the error in the data matrix, the other constrains the size of the error in the observed data. Our method derives two nonlinear equations to construct the iterative method. However, since the Jacobian matrix of two nonlinear equations is not guaranteed to be nonsingular, we adopt a trust-region based iteration method to obtain the solution.

• Journal of applied mathematics & informatics
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• v.29 no.3_4
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• pp.653-668
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• 2011

This paper presents a new hybrid method for solving nonlinear complementarity problems with $P_0$-functions. It can be regarded as a combination of smoothing trust region method with ODE-based method and line search technique. A feature of the proposed method is that at each iteration, a linear system is only solved once to obtain a trial step, thus avoiding solving a trust region subproblem. Another is that when a trial step is not accepted, the method does not resolve the linear system but generates an iterative point whose step-length is defined by a line search. Under some conditions, the method is proven to be globally and superlinearly convergent. Preliminary numerical results indicate that the proposed method is promising.

• Journal of applied mathematics & informatics
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• v.27 no.5_6
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• pp.981-1000
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• 2009

This paper considers asset liability management problems when their deterministic equivalent formulations are general nonlinear optimization problems. The presented approach uses a nonmonotone trust region strategy for solving a sequence of unconstrained subproblems parameterized by a scalar parameter. The objective function of each unconstrained subproblem is an augmented penalty-barrier function that involves both primal and dual variables. Each subproblem is solved approximately. The algorithm does not restrict a monotonic decrease of the objective function value at each iteration. If a trial step is not accepted, the algorithm performs a non monotone line search to find a new acceptable point instead of resolving the subproblem. We prove that the algorithm globally converges to a point satisfying the second-order necessary optimality conditions.