• 제목/요약/키워드: conjugate gradient

검색결과 252건 처리시간 0.031초

GLOBAL CONVERGENCE OF A NEW SPECTRAL PRP CONJUGATE GRADIENT METHOD

  • Liu, Jinkui
    • Journal of applied mathematics & informatics
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    • 제29권5_6호
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    • pp.1303-1309
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    • 2011
  • Based on the PRP method, a new spectral PRP conjugate gradient method has been proposed to solve general unconstrained optimization problems which produce sufficient descent search direction at every iteration without any line search. Under the Wolfe line search, we prove the global convergence of the new method for general nonconvex functions. The numerical results show that the new method is efficient for the given test problems.

A BLOCKED VARIANT OF THE CONJUGATE GRADIENT METHOD

  • Yun, Jae Heon;Lee, Ji Young;Kim, Sang Wook
    • 충청수학회지
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    • 제11권1호
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    • pp.129-142
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    • 1998
  • In this paper, we propose a blocked variant of the Conjugate Gradient method which performs as well as and has coarser parallelism than the classical Conjugate Gradient method.

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네트워크 문제에서 내부점 방법의 활용 (내부점 선형계획법에서 효율적인 공액경사법) (Interior Point Methods for Network Problems (An Efficient Conjugate Gradient Method for Interior Point Methods))

  • 설동렬
    • 한국국방경영분석학회지
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    • 제24권1호
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    • pp.146-156
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    • 1998
  • Cholesky factorization is known to be inefficient to problems with dense column and network problems in interior point methods. We use the conjugate gradient method and preconditioners to improve the convergence rate of the conjugate gradient method. Several preconditioners were applied to LPABO 5.1 and the results were compared with those of CPLEX 3.0. The conjugate gradient method shows to be more efficient than Cholesky factorization to problems with dense columns and network problems. The incomplete Cholesky factorization preconditioner shows to be the most efficient among the preconditioners.

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Compression of Image Data Using Neural Networks based on Conjugate Gradient Algorithm and Dynamic Tunneling System

  • Cho, Yong-Hyun;Kim, Weon-Ook;Bang, Man-Sik;Kim, Young-il
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 1998년도 The Third Asian Fuzzy Systems Symposium
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    • pp.740-749
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    • 1998
  • This paper proposes compression of image data using neural networks based on conjugate gradient method and dynamic tunneling system. The conjugate gradient method is applied for high speed optimization .The dynamic tunneling algorithms, which is the deterministic method with tunneling phenomenon, is applied for global optimization. Converging to the local minima by using the conjugate gradient method, the new initial point for escaping the local minima is estimated by dynamic tunneling system. The proposed method has been applied the image data compression of 12 ${\times}$12 pixels. The simulation results shows the proposed networks has better learning performance , in comparison with that using the conventional BP as learning algorithm.

부밴드 블록 공액 경사 알고리듬을 이용한 음향잡음 제거 (An Acoustic Noise Cancellation Using Subband Block Conjugate Gradient Algorithm)

  • 김대성;배현덕
    • 한국음향학회지
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    • 제20권3호
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    • pp.8-14
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    • 2001
  • 본 논문에서는 부밴드 적응 필터 구조에서 음향 신호에 부가된 잡음을 제거하기 위한 새로운 비용함수와 블록 공액 경사 알고리듬을 제안하였다. 제안한 비용함수를 위하여 부밴드로 나뉘는 신호를 블록으로 구성한 후 각 대역에서의 신호를 하나의 블록으로 조합하였다. 이러한 과정을 통해 제시된 비용함수는 부밴드 적응 필터 구조에서 적응 필터에 대한 2차 형식을 가짐으로서 제안한 알고리듬의 수렴성이 보장되었다. 또한 제안한 비용함수를 최소화하는 알고리듬으로 사용한 부밴드 블록 공액 경사 알고리듬은 전대역 블록 공액 경사 알고리듬에 비해 잡음제거 성능이 뛰어난 것을 컴퓨터 모의 실험으로 확인하였다.

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Conjugate Gradient 법을 이용한 경로기반 통행배정 알고리즘의 구축 (A Development of a Path-Based Traffic Assignment Algorithm using Conjugate Gradient Method)

  • 강승모;권용석;박창호
    • 대한교통학회지
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    • 제18권5호
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    • pp.99-107
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    • 2000
  • 경로기반 통행 배정은 실시간 통행 배정에서 이용되는 경로기반 해를 제공할 수 있기 때문에 첨단 교통 체계(ITS)의 실시간 교통 제어 및 교통 안내 등에 유용하게 이용될 수 있다. 많이 사용되고 있는 경로기반 통행배정 알고리즘의 하나인 Gradient Projection(GP) 알고리즘은 일반적으로 최적해 근처로는 빠른 접근 속도를 보이나. 일단 최적해에 근접하면 수렴 속도가 다소 느려지게되는 단점이 있다. 기존 알고리즘의 이러한 단점을 극복하기 위해 기존의 GP 알고리즘에 Conjugate Gradient 법을 결합시켜 보다 효율적인 경로기반 통행배정 알고리즘을 구축하였다. 이는 최적해 근처에서 더욱 정확한 이동방향을 결정하여 빠른 시간 내에 최적해를 도출해 내도록 하기 위한 것이다. 또한, 구축된 알고리즘을 가로망에 적용, 그 효율성을 검증하여 Conjugate Gradient 법이 통행 배정 모형의 사용자 평형 모형에서와 같은 목적함수의 경우에서도 매우 빠른 수렴을 위해 유용하게 쓰일 수 있다는 것을 보였다.

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CONVERGENCE PROPERTIES OF A CORRELATIVE POLAK-RIBIERE CONJUGATE GRADIENT METHOD

  • Hu Guofang;Qu Biao
    • Journal of applied mathematics & informatics
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    • 제22권1_2호
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    • pp.461-466
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    • 2006
  • In this paper, an algorithm with a new Armijo-type line search is proposed that ensure global convergence of a correlative Polak-Ribiere conjugate method for the unconstrained minimization of non-convex differentiable function.

표준공액구배법과 수정공액구배법을 이용한 2차원 열전도 문제의 역해석 (An Inverse Analysis of Two-Dimensional Heat Conduction Problem Using Regular and Modified Conjugate Gradient Method)

  • 최의락;김우승
    • 대한기계학회논문집B
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    • 제22권12호
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    • pp.1715-1725
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    • 1998
  • A two-dimensional transient inverse heat conduction problem involving the estimation of the unknown location, ($X^*$, $Y^*$), and timewise varying unknown strength, $G({\tau})$, of a line heat source embedded inside a rectangular bar with insulated boundaries has been solved simultaneously. The regular conjugate gradient method, RCGM and the modified conjugate gradient method, MCGM with adjoint equation, are used alternately to estimate the unknown strength $G({\tau})$ of the source term, while the parameter estimation approach is used to estimate the unknown location ($X^*$, $Y^*$) of the line heat source. The alternate use of the regular and the modified conjugate gradient methods alleviates the convergence difficulties encountered at the initial and final times (i.e ${\tau}=0$ and ${\tau}={\tau}_f$), hence stabilizes the computation and fastens the convergence of the solution. In order to examine the effectiveness of this approach under severe test conditions, the unknown strength $G({\tau})$ is chosen in the form of rectangular, triangular and sinusoidal functions.

A NONLINEAR CONJUGATE GRADIENT METHOD AND ITS GLOBAL CONVERGENCE ANALYSIS

  • CHU, AJIE;SU, YIXIAO;DU, SHOUQIANG
    • Journal of applied mathematics & informatics
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    • 제34권1_2호
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    • pp.157-165
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    • 2016
  • In this paper, we develop a new hybridization conjugate gradient method for solving the unconstrained optimization problem. Under mild assumptions, we get the sufficient descent property of the given method. The global convergence of the given method is also presented under the Wolfe-type line search and the general Wolfe line search. The numerical results show that the method is also efficient.