• 제목/요약/키워드: conjugate gradient algorithm

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Signal parameter estimation through hierarchical conjugate gradient least squares applied to tensor decomposition

  • Liu, Long;Wang, Ling;Xie, Jian;Wang, Yuexian;Zhang, Zhaolin
    • ETRI Journal
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    • 제42권6호
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    • pp.922-931
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    • 2020
  • A hierarchical iterative algorithm for the canonical polyadic decomposition (CPD) of tensors is proposed by improving the traditional conjugate gradient least squares (CGLS) method. Methods based on algebraic operations are investigated with the objective of estimating the direction of arrival (DoA) and polarization parameters of signals impinging on an array with electromagnetic (EM) vector-sensors. The proposed algorithm adopts a hierarchical iterative strategy, which enables the algorithm to obtain a fast recovery for the highly collinear factor matrix. Moreover, considering the same accuracy threshold, the proposed algorithm can achieve faster convergence compared with the alternating least squares (ALS) algorithm wherein the highly collinear factor matrix is absent. The results reveal that the proposed algorithm can achieve better performance under the condition of fewer snapshots, compared with the ALS-based algorithm and the algorithm based on generalized eigenvalue decomposition (GEVD). Furthermore, with regard to an array with a small number of sensors, the observed advantage in estimating the DoA and polarization parameters of the signal is notable.

수정완경사방정식을 위한 반복기법의 효율성 비교 (Efficient Iterative Solvers for Modified Mild Slope Equation)

  • 윤종태;박승민
    • 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.

Algorithm for stochastic Neighbor Embedding: Conjugate Gradient, Newton, and Trust-Region

  • Hongmo, Je;Kijoeng, Nam;Seungjin, Choi
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2004년도 가을 학술발표논문집 Vol.31 No.2 (2)
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    • pp.697-699
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    • 2004
  • Stochastic Neighbor Embedding(SNE) is a probabilistic method of mapping high-dimensional data space into a low-dimensional representation with preserving neighbor identities. Even though SNE shows several useful properties, the gradient-based naive SNE algorithm has a critical limitation that it is very slow to converge. To overcome this limitation, faster optimization methods should be considered by using trust region method we call this method fast TR SNE. Moreover, this paper presents a couple of useful optimization methods(i.e. conjugate gradient method and Newton's method) to embody fast SNE algorithm. We compared above three methods and conclude that TR-SNE is the best algorithm among them considering speed and stability. Finally, we show several visualizing experiments of TR-SNE to confirm its stability by experiments.

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Optimizations of Multi-hop Cooperative Molecular Communication in Cylindrical Anomalous-Diffusive Channel

  • Xuancheng Jin;Zhen Cheng;Zhian Ye;Weihua Gong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제18권4호
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    • pp.1075-1089
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    • 2024
  • In this paper, the optimizations of multi-hop cooperative molecular communication (CMC) system in cylindrical anomalous-diffusive channel in three-dimensional enviroment are investigated. First, we derive the performance of bit error probability (BEP) of CMC system under decode-and-forward relay strategy. Then for achieving minimum average BEP, the optimization variables are detection thresholds at cooperative nodes and destination node, and the corresponding optimization problem is formulated. Furthermore, we use conjugate gradient (CG) algorithm to solve this optimization problem to search optimal detection thresholds. The numerical results show the optimal detection thresholds can be obtained by CG algorithm, which has good convergence behaviors with fewer iterations to achieve minimized average BEP compared with gradient decent algorithm and Bisection method which are used in molecular communication.

Air-Launched Weapon Engagement Zone Development Utilizing SCG (Scaled Conjugate Gradient) Algorithm

  • Hansang JO;Rho Shin MYOUNG
    • 한국인공지능학회지
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    • 제12권2호
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    • pp.17-23
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    • 2024
  • Various methods have been developed to predict the flight path of an air-launched weapon to intercept a fast-moving target in the air. However, it is also getting more challenging to predict the optimal firing zone and provide it to a pilot in real-time during engagements for advanced weapons having new complicated guidance and thrust control. In this study, a method is proposed to develop an optimized weapon engagement zone by the SCG (Scaled Conjugate Gradient) algorithm to achieve both accurate and fast estimates and provide an optimized launch display to a pilot during combat engagement. SCG algorithm is fully automated, includes no critical user-dependent parameters, and avoids an exhaustive search used repeatedly to determine the appropriate stage and size of machine learning. Compared with real data, this study showed that the development of a machine learning-based weapon aiming algorithm can provide proper output for optimum weapon launch zones that can be used for operational fighters. This study also established a process to develop one of the critical aircraft-weapon integration software, which can be commonly used for aircraft integration of air-launched weapons.

AN OPTIMAL BOOSTING ALGORITHM BASED ON NONLINEAR CONJUGATE GRADIENT METHOD

  • CHOI, JOOYEON;JEONG, BORA;PARK, YESOM;SEO, JIWON;MIN, CHOHONG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제22권1호
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    • pp.1-13
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    • 2018
  • Boosting, one of the most successful algorithms for supervised learning, searches the most accurate weighted sum of weak classifiers. The search corresponds to a convex programming with non-negativity and affine constraint. In this article, we propose a novel Conjugate Gradient algorithm with the Modified Polak-Ribiera-Polyak conjugate direction. The convergence of the algorithm is proved and we report its successful applications to boosting.

가속 Uzawa 방법을 이용한 유도전하계산법 (Induced Charge Distribution Using Accelerated Uzawa Method)

  • 김재현;조광현;하윤도
    • 한국전산구조공학회논문집
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    • 제34권4호
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    • pp.191-197
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    • 2021
  • 분자동역학에서의 원자들의 유도전하를 계산하기 위해서는 유도전하를 미지수로 하는 선형방정식을 풀어야 하는데 원자들의 위치가 변화할 때마다 필요한 계산이므로 상당한 계산비용이 요구된다. 따라서 효율적인 유도전하 계산 방법은 다양한 시스템을 해석하기 위해서 필수적이다. 본 연구에서는 constraints가 존재하는 Lagrange 방정식의 해에 대한 선형 시스템, 즉 saddle point를 가지는 문제를 해결하기 위해서 Uzawa method를 도입하였다. Uzawa 매개변수가 수렴 속도에 영향을 미치는 단점을 극복하고 행렬 연산의 효율성을 위해서 Schur complement와 preconditioned conjugate gradient (PCG) 방법을 통해 계산의 효율성을 극대화하는 가속 Uzawa algorithm을 적용한다. 두 금속 나노입자가 전기장에 놓여진 분자동역학 수치모델을 통해서 제시된 방법이 유도전하계산의 수렴성, 효율성 측면에서 모두 향상된 결과를 도출함을 확인하였다. 특히 기존의 가우스 소거법에 의한 계산보다 약 1/10으로 계산비용이 절감되었고, 기본 Uzawa method에 비하여 conjugate gradient (CG)의 높은 수렴성이 입증되었다.

A new conjugate gradient method for dynamic load identification of airfoil structure with randomness

  • Lin J. Wang;Jia H. Li;You X. Xie
    • Structural Engineering and Mechanics
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    • 제88권4호
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    • pp.301-309
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    • 2023
  • In this paper, a new modified conjugate gradient (MCG) method is presented which is based on a new gradient regularizer, and this method is used to identify the dynamic load on airfoil structure without and with considering random structure parameters. First of all, the newly proposed algorithm is proved to be efficient and convergent through the rigorous mathematics theory and the numerical results of determinate dynamic load identification. Secondly, using the perturbation method, we transform uncertain inverse problem about force reconstruction into determinate load identification problem. Lastly, the statistical characteristics of identified load are evaluated by statistical methods. Especially, this newly proposed approach has successfully solved determinate and uncertain inverse problems about dynamic load identification. Numerical simulations validate that the newly developed method in this paper is feasible and stable in solving load identification problems without and with considering random structure parameters. Additionally, it also shows that most of the observation error of the proposed algorithm in solving dynamic load identification of deterministic and random structure is respectively within 11.13%, 20%.

A new conjugate gradient algorithm for solving dynamic load identification

  • Wang, Lin J.;Deng, Qi C.;Xie, You X.
    • Structural Engineering and Mechanics
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    • 제64권2호
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    • pp.271-278
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    • 2017
  • In this paper, we propose a new conjugate gradient method which possesses the global convergence and apply it to solve inverse problems of the dynamic loads identification. Moreover, we strictly prove the stability and convergence of the proposed method. Two engineering numerical examples are presented to demonstrate the effectiveness and speediness of the present method which is superior to the Landweber iteration method. The results of numerical simulations indicate that the proposed method is stable and effective in solving the multi-source dynamic loads identification problems of practical engineering.

불완전분해법을 전처리로 하는 공액구배법의 안정화에 대한 연구 (Study on Robustness of Incomplete Cholesky Factorization using Preconditioning for Conjugate Gradient Method)

  • 고진환;이병채
    • 대한기계학회논문집A
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    • 제27권2호
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    • pp.276-284
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    • 2003
  • The preconditioned conjugate gradient method is an efficient iterative solution scheme for large size finite element problems. As preconditioning method, we choose an incomplete Cholesky factorization which has efficiency and easiness in implementation in this paper. The incomplete Cholesky factorization mettled sometimes leads to breakdown of the computational procedure that means pivots in the matrix become minus during factorization. So, it is inevitable that a reduction process fur stabilizing and this process will guarantee robustness of the algorithm at the cost of a little computation. Recently incomplete factorization that enhances robustness through increasing diagonal dominancy instead of reduction process has been developed. This method has better efficiency for the problem that has rotational degree of freedom but is sensitive to parameters and the breakdown can be occurred occasionally. Therefore, this paper presents new method that guarantees robustness for this method. Numerical experiment shows that the present method guarantees robustness without further efficiency loss.