• Title/Summary/Keyword: conjugate-gradient method

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

  • 강승모;권용석;박창호
    • Journal of Korean Society of Transportation
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    • v.18 no.5
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    • pp.99-107
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    • 2000
  • Path-based assignment(PBA) is valuable to dynamic traffic control and routing in integrated ITS framework. As one of widely studied PBA a1gorithms, Gradient Projection(GP) a1gorithm typically fields rapid convergence to a neighborhood of an optimal solution. But once it comes near a solution, it tends to slow down. To overcome this problem, we develop more efficient path-based assignment algorithm by combining Conjugate Gradient method with GP algorithm. It determines more accurate moving direction near a solution in order to gain a significant advantage in speed of convergence. Also this algorithm is applied to the Sioux-Falls network and verified its efficiency. Then we demonstrate that this type of method is very useful in improving speed of convergence in the case of user equilibrium problem.

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Preconditioned Conjugate Gradient Method for Super Resolution Image Reconstruction (초고해상도 영상 복원을 위한 Preconditioned Conjugate Gradient 최적화 기법)

  • Lee Eun-Sung;Kim Jeong-Tae
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.8C
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    • pp.786-794
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    • 2006
  • We proposed a novel preconditioner based PCG(Preconditioned Conjugate Gradient) method for super resolution image reconstruction. Compared with the conventional block circulant type preconditioner, the proposed preconditioner can be more effectively applied for objective functions that include roughness penalty functions. The effectiveness of the proposed method was shown by simulations and experiments.

Elliptic Numerical Wave Model Using Generalized Conjugate Gradient Method (GCGM을 이용한 타원형 수치 파랑모형)

  • 윤종태
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.10 no.2
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    • pp.93-99
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    • 1998
  • Parabolic approximation and sponge layer are applied as open boundary condition for elliptic finite difference wave model. Generalized conjugate gradient method is used as a solution procedure. Using parabolic approximation a large part of spurious reflection is removed at the spherical shoal experiment and sponge layer boundary condition needs more than 2 wave lengths of sponge layer to give similar results. Simulating the propagation of waves on a rectangular harbor, it is identified that iterative scheme can be applied easily for the non-rectangular computational region.

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Minimization Method for Solving a Quadratic Matrix Equation

  • Kim, Hyun-Min
    • Kyungpook Mathematical Journal
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    • v.47 no.2
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    • pp.239-251
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    • 2007
  • We show how the minimization can be used to solve the quadratic matrix equation and then compare two different types of conjugate gradient method which are Polak and Ribi$\acute{e}$re version and Fletcher and Reeves version. Finally, some results of the global and local convergence are shown.

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

  • Kim, Jae-Hyun;Jo, Gwanghyun;Ha, Youn Doh
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.34 no.4
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    • pp.191-197
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    • 2021
  • To calculate the induced charge of atoms in molecular dynamics, linear equations for the induced charges need to be solved. As induced charges are determined at each time step, the process involves considerable computational costs. Hence, an efficient method for calculating the induced charge distribution is required when analyzing large systems. This paper introduces the Uzawa method for solving saddle point problems, which occur in linear systems, for the solution of the Lagrange equation with constraints. We apply the accelerated Uzawa algorithm, which reduces computational costs noticeably using the Schur complement and preconditioned conjugate gradient methods, in order to overcome the drawback of the Uzawa parameter, which affects the convergence speed, and increase the efficiency of the matrix operation. Numerical models of molecular dynamics in which two gold nanoparticles are placed under external electric fields reveal that the proposed method provides improved results in terms of both convergence and efficiency. The computational cost was reduced by approximately 1/10 compared to that for the Gaussian elimination method, and fast convergence of the conjugate gradient, as compared to the basic Uzawa method, was verified.

Conjugate finite-step length method for efficient and robust structural reliability analysis

  • Keshtegar, Behrooz
    • Structural Engineering and Mechanics
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    • v.65 no.4
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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.

Regularized iterative image resotoration by using method of conjugate gradient with constrain (구속 조건을 사용한 공액 경사법에 의한 정칙화 반복 복원 처리)

  • 김승묵;홍성용;이태홍
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.22 no.9
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    • pp.1985-1997
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    • 1997
  • This paper proposed a regularized iterative image restoration by using method of conjugate gradient. Compared with conventional iterative methods, method of conjugate gradient has a merit to converte toward a solution as a super-linear convergence speed. But because of those properties, there are several artifacts like ringing effects and the partial magnification of the noise in the course of restoring the images that are degraded by a defocusing blur and additive noise. So, we proposed the regularized method of conjugate gradient applying constraints. By applying the projectiong constraint and regularization parameter into that method, it is possible to suppress the magnification of the additive noise. As a experimental results, we showed the superior convergence ratio of the proposed mehtod compared with conventional iterative regularized methods.

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Conjugate Gradient Method for Solving a Quadratic Matrix Equation

  • 김현민
    • Proceedings of the Korean Society of Computational and Applied Mathematics Conference
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    • 2003.09a
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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.

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

  • Ko, Jin-Hwan;Lee, Byung-Chai
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.27 no.2
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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.

GLOBAL CONVERGENCE OF AN EFFICIENT HYBRID CONJUGATE GRADIENT METHOD FOR UNCONSTRAINED OPTIMIZATION

  • Liu, Jinkui;Du, Xianglin
    • Bulletin of the Korean Mathematical Society
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    • v.50 no.1
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    • pp.73-81
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    • 2013
  • In this paper, an efficient hybrid nonlinear conjugate gradient method is proposed to solve general unconstrained optimization problems on the basis of CD method [2] and DY method [5], which possess the following property: the sufficient descent property holds without any line search. Under the Wolfe line search conditions, we proved the global convergence of the hybrid method for general nonconvex functions. The numerical results show that the hybrid method is especially efficient for the given test problems, and it can be widely used in scientific and engineering computation.