• Title/Summary/Keyword: constrained Newton method

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Performance Evaluation of a Time-domain Gauss-Newton Full-waveform Inversion Method (시간영역 Gauss-Newton 전체파형 역해석 기법의 성능평가)

  • Kang, Jun Won;Pakravan, Alireza
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.26 no.4
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    • pp.223-231
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    • 2013
  • This paper presents a time-domain Gauss-Newton full-waveform inversion method for the material profile reconstruction in heterogeneous semi-infinite solid media. To implement the inverse problem in a finite computational domain, perfectly-matchedlayers( PMLs) are introduced as wave-absorbing boundaries within which the domain's wave velocity profile is to be reconstructed. The inverse problem is formulated in a partial-differential-equations(PDE)-constrained optimization framework, where a least-squares misfit between measured and calculated surface responses is minimized under the constraint of PML-endowed wave equations. A Gauss-Newton-Krylov optimization algorithm is utilized to iteratively update the unknown wave velocity profile with the aid of a specialized regularization scheme. Through a series of one-dimensional examples, the solution of the Gauss-Newton inversion was close enough to the target profile, and showed superior convergence behavior with reduced wall-clock time of implementation compared to a conventional inversion using Fletcher-Reeves optimization algorithm.

A Jacobian Update-Free Newton's Method for Efficient Real-Time Vehicle Simulation (효율적인 실시간 차량 시뮬레이션을 위한 자코비안 갱신이 불필요한 뉴턴 적분방법)

  • Kang, Jong Su;Lim, Jun Hyun;Bae, Dae Sung
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.23 no.4
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    • pp.337-344
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    • 2014
  • While implicit integration methods such as Newton's method have excellent stability for the analysis of stiff and constrained mechanical systems, they have the drawback that the evaluation and LU-factorization of the system Jacobian matrix required at every time step are time-consuming. This paper proposes a Jacobian update-free Newton's method in order to overcome these defects. Because the motions of all bodies in a vehicle model are limited with respect to the chassis body, the equations are formulated with respect to the moving chassis-body reference frame instead of the fixed inertial reference frame. This makes the system Jacobian remain nearly constant, and thus allows the Newton's method to be free from the Jacobian update. Consequently, the proposed method significantly decreases the computational cost of the vehicle dynamic simulation. This paper provides detailed generalized formulation procedures for the equations of motion, constraint equations, and generalized forces of the proposed method.

Analysis of Dynamic Equilibrium Configuration of Speed Governor (조속기의 동적 평형위치 해석)

  • Kang, Juseok
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.14 no.10
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    • pp.4733-4738
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    • 2013
  • This paper proposes a method to obtain the dynamic equilibrium configuration of a constrained mechanical system by using multibody dynamic analysis. Dynamic equilibrium equations with independent coordinates are derived from the time-dependent constraint equations and dynamic equations of a multibody system. The Newton-Raphson method is used to find numerical solutions for nonlinear algebraic equations that are composed of the dynamic equilibrium and constraint equations. The proposed method is applied to obtain the dynamic equilibrium configuration of a speed governor, and the results are verified on the basis of the results from conventional dynamic analysis. Furthermore, vertical displacements at equilibrium configuration, which varied with the rotational velocity of the speed governor, are calculated, and design parameter analysis of the equilibrium configuration is presented.

A METHOD USING PARAMETRIC APPROACH WITH QUASINEWTON METHOD FOR CONSTRAINED OPTIMIZATION

  • Ryang, Yong-Joon;Kim, Won-Serk
    • Bulletin of the Korean Mathematical Society
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    • v.26 no.2
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    • pp.127-134
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    • 1989
  • This paper proposes a deformation method for solving practical nonlinear programming problems. Utilizing the nonlinear parametric programming technique with Quasi-Newton method [6,7], the method solves the problem by imbedding it into a suitable one-parameter family of problems. The approach discussed in this paper was originally developed with the aim of solving a system of structural optimization problems with frequently appears in various kind of engineering design. It is assumed that we have to solve more than one structural problem of the same type. It an optimal solution of one of these problems is available, then the optimal solutions of thel other problems can be easily obtained by using this known problem and its optimal solution as the initial problem of our parametric method. The method of nonlinear programming does not generally converge to the optimal solution from an arbitrary starting point if the initial estimate is not sufficiently close to the solution. On the other hand, the deformation method described in this paper is advantageous in that it is likely to obtain the optimal solution every if the initial point is not necessarily in a small neighborhood of the solution. the Jacobian matrix of the iteration formula has the special structural features [2, 3]. Sectioon 2 describes nonlinear parametric programming problem imbeded into a one-parameter family of problems. In Section 3 the iteration formulas for one-parameter are developed. Section 4 discusses parametric approach for Quasi-Newton method and gives algorithm for finding the optimal solution.

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A Formulation of the Differential Equation on the Equations of Motion and Dynamic Analysis for the Constrained Multibody Systems (구속된 다물체 시스템에 대한 운동 방정식의 미분 방정식화 및 동역학 해석)

  • 이동찬;이상호;한창수
    • Transactions of the Korean Society of Automotive Engineers
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    • v.5 no.1
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    • pp.154-161
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    • 1997
  • This paper presents the method to eliminate the constraint reaction in the Lagrange multiplier form equation of motion by using a generalized coordinate driveder from the velocity constraint equation. This method introduces a matrix method by considering the m dimensional space spanned by the rows of the constraint jacobian matrix. The orthogonal vectors defining the constraint manifold are projected to null vectors by the tangential vectors defined on the constraint manifold. Therefore the orthogonal projection matrix is defined by the tangential vectors. For correcting the generalized position coordinate, the optimization problem is formulated. And this correction process is analyzed by the quasi Newton method. Finally this method is verified through 3 dimensional vehicle model.

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An Analysis Algorithm to Overcome the Singularity of Time Integrations for Dynamics Problems (동역학 문제의 시간적분 특이성을 극복하기 위한 해석 알고리듬)

  • 엄기상;윤성호
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2004.04a
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    • pp.1-8
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    • 2004
  • For the linearized differential algebraic equation of the nonlinear constrained system, exact initial values of the acceleration are needed to solve itself. It may be very troublesome to perform the inverse operation for obtaining the incremental quantities since the mass matrix contains the zero element in the diagonal. This fact makes the mass matrix impossible to be positive definite. To overcome this singularity phenomenon the mass matrix needs to be modified to allow the feasible application of predictor and corrector in the iterative computation. In this paper the proposed numerical algorithm based on the modified mass matrix combines the conventional implicit algorithm, Newton-Raphson method and Newmark method. The numerical example presents reliabilities for the proposed algorithm via comparisons of the 4th order Runge-kutta method. The proposed algorithm seems to be satisfactory even though the acceleration, Lagrange multiplier, and energy show unstable behaviour. Correspondingly, it provides one important clue to another algorithm for the enhancement of the numerical results.

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A Computer Method for the Dynamic Analysis of a System of Rigid Bodies in Plane Motion

  • Attia, Hazem-Ali
    • Journal of Mechanical Science and Technology
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    • v.18 no.2
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    • pp.193-202
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    • 2004
  • This paper presents a computer method for the dynamic analysis of a system of rigid bodies in plane motion. The formulation rests upon the idea of replacing a rigid body by a dynamically equivalent constrained system of particles. Newton's second law is applied to study the motion of the resulting system of particles without introducing any rotational coordinates. A velocity transformation is used to transform the equations of motion to a reduced set. For an open-chain, this process automatically eliminates all of the non-working constraint forces and leads to an efficient integration of the equations of motion. For a closed-chain, suitable joints should be cut and few cut-joints constraint equations should be included. An example of a closed-chain is used to demonstrate the generality and efficiency of the proposed method.

Optimal vibration energy harvesting from nonprismatic piezolaminated beam

  • Biswal, Alok R;Roy, Tarapada;Behera, Rabindra K
    • Smart Structures and Systems
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    • v.19 no.4
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    • pp.403-413
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    • 2017
  • The present article encompasses a nonlinear finite element (FE) and genetic algorithm (GA) based optimal vibration energy harvesting from nonprismatic piezo-laminated cantilever beams. Three cases of cross section profiles (such as linear, parabolic and cubic) are modelled to analyse the geometric nonlinear effects on the output responses such as displacement, voltage, and power. The simultaneous effects of taper ratios (such as breadth and height taper) on the output power are also studied. The FE based nonlinear dynamic equation of motion has been solved by an implicit integration method (i.e., Newmark method in conjunction with the Newton-Raphson method). Besides this, a real coded GA based constrained optimization scheme has also been proposed to determine the best set of design variables for optimal harvesting of power within the safe limits of beam stress and PZT breakdown voltage.

A Fast EM Algorithm for Gaussian Mixtures

  • Jung, Hye-Kyung;Seo, Byung-Tae
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.157-168
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    • 2012
  • The EM algorithm is the most important tool to obtain the maximum likelihood estimator in finite mixture models due to its stability and simplicity. However, its convergence rate is often slow because the conventional EM algorithm is based on a large missing data space. Several techniques have been proposed in the literature to reduce the missing data space. In this paper, we review existing methods and propose a new EM algorithm for Gaussian mixtures, which reduces the missing data space while preserving the stability of the conventional EM algorithm. The performance of the proposed method is evaluated with other existing methods via simulation studies.

Reliability Optimization By using a Nonlinear Programming (비선형계량법(非線型計量法)을 이용한 신뢰성(信賴性)의 최적화(最適化))

  • Lee, Chang-Ho
    • Journal of Korean Society for Quality Management
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    • v.9 no.2
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    • pp.31-36
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    • 1981
  • This paper deals with the reliability optimization of parallel - in - series system subject to several linear constraints. The model of nonlinear constrained optimization is transformed to a saddle point problem by using Lagrange multipliers. Then Newton - Raphson method is used to solve the resulting problem and these step - by - step solution procedures are programmed in Basic Level II of micro - computer TRS-80. An example which has two linear constraints is solved and the results are analyzed.

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