• Journal of applied mathematics & informatics
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• 제31권3_4호
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• pp.353-363
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• 2013

A variant of the global conjugate gradient method for solving general linear systems with multiple right-hand sides is proposed. This method is called as the global conjugate gradient linear least squares (Gl-CGLS) method since it is based on the conjugate gradient least squares method(CGLS). We present how this method can be implemented for the image deblurring problems with Neumann boundary conditions. Numerical experiments are tested on some blurred images for the purpose of comparing the computational efficiencies of Gl-CGLS with CGLS and Gl-LSQR. The results show that Gl-CGLS method is numerically more efficient than others for the ill-posed problems.

• 한국해양공학회지
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• 제20권6호
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• pp.61-66
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• 2006

Two iterative solvers are applied to solve the modified mild slope equation. The elliptic formulation of the governing equation is selected for numerical treatment because it is partly suited for complex wave fields, like those encountered inside harbors. The requirement that the computational model should be capable of dealing with a large problem domain is addressed by implementing and testing two iterative solvers, which are based on the Stabilized Bi-Conjugate Gradient Method (BiCGSTAB) and Generalized Conjugate Gradient Method (GCGM). The characteristics of the solvers are compared, using the results for Berkhoff's shoal test, used widely as a benchmark in coastal modeling. It is shown that the GCGM algorithm has a better convergence rate than BiCGSTAB, and preconditioning of these algorithms gives more than half a reduction of computational cost.

• Journal of applied mathematics & informatics
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• 제29권1_2호
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• pp.173-190
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• 2011

In this paper, we construct a new approach of affine scaling interior algorithm using the affine scaling conjugate gradient and Lanczos methods for bound constrained nonlinear optimization. We get the iterative direction by solving quadratic model via affine scaling conjugate gradient and Lanczos methods. By using the line search backtracking technique, we will find an acceptable trial step length along this direction which makes the iterate point strictly feasible and the objective function nonmonotonically decreasing. Global convergence and local superlinear convergence rate of the proposed algorithm are established under some reasonable conditions. Finally, we present some numerical results to illustrate the effectiveness of the proposed algorithm.

• 한국통신학회논문지
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• 제31권8C호
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• pp.786-794
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• 2006

본 논문에서는 초고해상도 영상을 복원하기 위한 최적화 기법으로 널리 사용되는 PCG(Preconditioned Conjugate Gradient) 기법을 위한 새로운 preconditioner를 제안하였다. 제안된 preconditioner는 기존의 블록 circulant preconditioner를 확장하여 roughness 벌칙 함수에 대해서 효과적인 수렴이 가능하도록 한 것으로써, 잡음에 민감한 기존 방법의 성능을 개선할 수 있는 것이다. 제안된 preconditioner의 성능을 확인하기 위한 실험과 시뮬레이션에서 제안된 PCG 방법은 기존 방법보다 우수한 수렴 속도를 보였다.

• 한국해안해양공학회지
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• 제10권2호
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• pp.93-99
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• 1998

타원형 유한차분모형에서 개방 경계조건으로 포물선 근사식과 스폰지층 경계를 사용하여 모형의 개량을 도모하였다. 수치기법은 GCG(Generalized conjugate gradient)기법을 사용하였고 구형해저실험에서 포물형 근사식을 사용하여 부적절한 반사파를 상당 부분 제거할 수 있었다. 스폰지층 경계의 경우 2파장 이상의 스폰지층을 사용할 때 포물형 근사식과 유사한 결과를 얻을 수있었다. 직사각형 항만에 대한 실험을 통하여 임의 형상의 대상 해역에도 쉽게 모형을 적용할 수 있음을 확인하였다.

• Structural Engineering and Mechanics
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• 제65권4호
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• pp.415-422
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• 2018

The Conjugate Finite-Step Length" (CFSL) algorithm is proposed to improve the efficiency and robustness of first order reliability method (FORM) for reliability analysis of highly nonlinear problems. The conjugate FORM-based CFSL is formulated using the adaptive conjugate search direction based on the finite-step size with simple adjusting condition, gradient vector of performance function and previous iterative results including the conjugate gradient vector and converged point. The efficiency and robustness of the CFSL algorithm are compared through several nonlinear mathematical and structural/mechanical examples with the HL-RF and "Finite-Step-Length" (FSL) algorithms. Numerical results illustrated that the CFSL algorithm performs better than the HL-RF for both robust and efficient results while the CFLS is as robust as the FSL for structural reliability analysis but is more efficient.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제8권2호
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• pp.7-13
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• 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.

• Journal of applied mathematics & informatics
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• 제9권1호
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• pp.331-339
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• 2002

A preconditioned conjugate gradient(PCG) scheme with the aid of deflation for computing a few of the smallest eigenvalues arid their corresponding eigenvectors of the large generalized eigenproblems is considered. Topically there are two types of deflation techniques, the deflation with partial shifts and an arthogonal deflation. The efficient way of determining partial shifts is suggested and the deflation-PCG schemes with various partial shifts are investigated. Comparisons of theme schemes are made with orthogonal deflation-PCG, and their asymptotic behaviors with restart operation are also discussed.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제11권4호
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• pp.39-46
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• 2007

One of well known and much studied nonlinear matrix equations is the matrix polynomial which has the form G(X)=$A_0X^m+A_1X^{m-1}+{\cdots}+A_m$ where $A_0$, $A_1$, ${\cdots}$, $A_m$ and X are $n{\times}n$ real matrices. We show how the minimization methods can be used to solve the matrix polynomial G(X) and give some numerical experiments. We also compare Polak and Ribi$\acute{e}$re version and Fletcher and Reeves version of conjugate gradient method.

• 한국전산응용수학회:학술대회논문집
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• 한국전산응용수학회 2003년도 KSCAM 학술발표회 프로그램 및 초록집
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• pp.3.1-3
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• 2003

We show how the minimization can be used to solve the quadratic matrix equattion. We then compare two different types of conjugate gradient method and show Polak and Ribire version converge more rapidly than Fletcher and Reeves version in several examples.