• 제목/요약/키워드: Unconstrained algorithm

검색결과 111건 처리시간 0.025초

ON A SECOND ORDER PARALLEL VARIABLE TRANSFORMATION APPROACH

  • Pang, Li-Ping;Xia, Zun-Quan;Zhang, Li-Wei
    • Journal of applied mathematics & informatics
    • /
    • 제11권1_2호
    • /
    • pp.201-213
    • /
    • 2003
  • In this paper we present a second order PVT (parallel variable transformation) algorithm converging to second order stationary points for minimizing smooth functions, based on the first order PVT algorithm due to Fukushima (1998). The corresponding stopping criterion, descent condition and descent step for the second order PVT algorithm are given.

주파수 영역 적응 디지탈 필터를 이용한 Magnitude-Squared Coherence 함수 추정 (On Estimating Magnitude-Squared Coherence Functions Using Frequency-Domain Adaptive Digital Filters)

  • 김도년;차일환;윤대희
    • 한국음향학회지
    • /
    • 제7권2호
    • /
    • pp.39-50
    • /
    • 1988
  • 한 쌍의 주파수 영역 적응 디지탈 필터를 이용하여 두 신호간의 magnitude squared coherence(MSC) 함수를 추정하는 방법을 제안하였다. 이와 같은 방법은 시간 영역에서 한 쌍의 적응디지탈 필터를 이용하는 LMS-MSC(least mean square-MSC)알고리즘에 비하여 적은 양의 계산으로 MSC 함수를 구할 수 있다. MSC함수 추정을 위하여 대표적인 주파수 영역 적응 필터링 알고리즘인 CFLMS(constrained frequency-domain LMS)와 UFLMS (unconstrained frequency-domain LMS)알고리즘을 사용하였으며, 컴퓨터 시뮬레이션을 통하여 LMS-MSC 알고리즘과 성능을 비교하였다.

  • PDF

유전자알고리즘에 의한 골조구조물의 부재설계 (Member Design of Frame Structure Using Genetic Algorithm)

  • 이홍우
    • 한국공간구조학회논문집
    • /
    • 제4권4호
    • /
    • pp.91-98
    • /
    • 2004
  • 유전자 알고리즘은 가장 훌륭한 이산최적화 기법 중 하나이다. 그러나, 유전자 알고리즘은 무제약 최적화 기법이기 때문에 제약조건은 간접적으로 표현된다. 가장 일반적인 방법은 벌칙함수를 사용하여 제약 문제를 무제약 문제로 변환하는 것이다. 본 연구에서는 적합도에 벌점함수를 적용하여 거부전략, 벌점전략, 복합전략 등에 따른 3가지 함수를 구성하였다. 그리고, 이 적합도 함수들을 사용한 설계프로그램을 구현하고, 산형골조와 2층 3경간 골조의 설계문제에 적용시켜 설계결과를 비교하였다. 이를 통하여 유전자 알고리즘을 이용한 유용한 골조 설계프로그램의 구현이 가능할 것으로 판단된다.

  • PDF

A HIGHER ORDER ITERATIVE ALGORITHM FOR MULTIVARIATE OPTIMIZATION PROBLEM

  • Chakraborty, Suvra Kanti;Panda, Geetanjali
    • Journal of applied mathematics & informatics
    • /
    • 제32권5_6호
    • /
    • pp.747-760
    • /
    • 2014
  • In this paper a higher order iterative algorithm is developed for an unconstrained multivariate optimization problem. Taylor expansion of matrix valued function is used to prove the cubic order convergence of the proposed algorithm. The methodology is supported with numerical and graphical illustration.

A NEW CONJUGATE GRADIENT MINIMIZATION METHOD BASED ON EXTENDED QUADRATIC FUNCTIONS

  • Moghrabi, Issam.A.R.
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • 제8권2호
    • /
    • pp.7-13
    • /
    • 2004
  • A Conjugate Gradient (CG) algorithm for unconstrained minimization is proposed which is invariant to a nonlinear scaling of a strictly convex quadratic function and which generates mutually conjugate directions for extended quadratic functions. It is derived for inexact line searches and is designed for the minimization of general nonlinear functions. It compares favorably in numerical tests with the original Dixon algorithm on which the new algorithm is based.

  • PDF

CONVERGENCE ANALYSIS OF A NONLINEAR LAGRANGIAN ALGORITHM FOR NONLINEAR PROGRAMMING WITH INEQUALITY CONSTRAINTS

  • Zhang, Li-Wei;Liu, Yong-Jin
    • Journal of applied mathematics & informatics
    • /
    • 제13권1_2호
    • /
    • pp.1-10
    • /
    • 2003
  • In this paper, we establish a nonlinear Lagrangian algorithm for nonlinear programming problems with inequality constraints. Under some assumptions, it is proved that the sequence of points, generated by solving an unconstrained programming, convergents locally to a Kuhn-Tucker point of the primal nonlinear programming problem.

경쟁적 전력시장 하에서의 선행급전계획 알고리즘 개발에 관한 연구 (Development of the Pre-Dispatch Scheduling Algorithm in the Competitive Electricity Market)

  • 정구형;강동주;김발호
    • 전기학회논문지
    • /
    • 제56권2호
    • /
    • pp.260-267
    • /
    • 2007
  • Systematic studies on the dispatch scheduling algorithm can enhance the efficiency of electricity market operation. In addition, as the dispatching policies in competitive electricity markets directly affect the market participants' profits, the dispatch scheduling procedure should be reasonable, systematic, and transparent. In this paper, we propose an unconstrained/constrained pre-dispatch scheduling algorithm and develop corresponding programs applicable to wholesale electricity markets.

A SYNCRO-PARALLEL NONSMOOTH PGD ALGORITHM FOR NONSMOOTH OPTIMIZATION

  • Feng, Shan;Pang, Li-Ping
    • Journal of applied mathematics & informatics
    • /
    • 제24권1_2호
    • /
    • pp.333-342
    • /
    • 2007
  • A nonsmooth PGD scheme for minimizing a nonsmooth convex function is presented. In the parallelization step of the algorithm, a method due to Pang, Han and Pangaraj (1991), [7], is employed to solve a subproblem for constructing search directions. The convergence analysis is given as well.

MINIMIZATION OF EXTENDED QUADRATIC FUNCTIONS WITH INEXACT LINE SEARCHES

  • Moghrabi, Issam A.R.
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • 제9권1호
    • /
    • pp.55-61
    • /
    • 2005
  • A Conjugate Gradient algorithm for unconstrained minimization is proposed which is invariant to a nonlinear scaling of a strictly convex quadratic function and which generates mutually conjugate directions for extended quadratic functions. It is derived for inexact line searches and for general functions. It compares favourably in numerical tests (over eight test functions and dimensionality up to 1000) with the Dixon (1975) algorithm on which this new algorithm is based.

  • PDF

자유단 공시체에 있어서 압축파, 전단파, 휨파의 공진특성 (Resonances of Unconstrained Compressive, Shear and Flexural Waves in Free-Free Cylinder Specimens)

  • 박병선;조성호;이상헌;강태호
    • 한국지반공학회:학술대회논문집
    • /
    • 한국지반공학회 2006년도 춘계 학술발표회 논문집
    • /
    • pp.582-589
    • /
    • 2006
  • Shear wane velocity is important property for grasping the dynamic characteristics of material. It is has been used in various fields such as non-destructive testings of structures, seismic analysis of geotechnical structures and maintenance of concrete structure, and etc. Usually, shear wave velocities of rock cores and concrete cylinders are determined by free-free resonance tests, Shear wave measurement in free-free resonance tests is not straightforward, as compared with rod wave and flexural wane measurements. In This study, a new technique using resonance features of flexural and shear waves were proposed in which the nodal points for the fundamental mode of flexural waves were employed to generate and measure the shear waves with the flexural waves minimized. The real measurements for aluminum cylinders proved validity and reliability of the proposed algorithm. In addition to the proposed algorithm, the effects of material properties on elastic-wave velocities in resonance measurements were also studied. In summary, a new framework of the resonance measurements for shear-wave velocity determination was established, based on the results of this thesis.

  • PDF