• Journal of applied mathematics & informatics
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• 제5권3호
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• pp.701-716
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• 1998

In this paper we develop algorithms in programming lan-guage SCHEME for implementation of the main first order gradient techniques for unconstrained optimization. Implementation of the de-scent techniques which use non-optimal descent steps as well as imple-mentation of the optimal descent techniques are described. Also we investigate implementation of the global problem called optimization along a line. Developed programs are effective and simpler with re-spect to the corresponding in the procedural programming languages. Several numerical examples are reported.

• 전자공학회논문지C
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• 제34C권12호
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• pp.61-69
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• 1997

This paper proposes a new method for improving the performances of the neural network for optimization using a hyubrid of gradient descent method and dynamic tunneling system. The update rule of gradient descent method, which has the fast convergence characteristic, is applied for high-speed optimization. The update rule of dynamic tunneling system, which is the deterministic method with a tunneling phenomenon, is applied for global optimization. Having converged to the for escaping the local minima by applying the dynamic tunneling system. The proposed method has been applied to the travelling salesman problems and the optimal task partition problems to evaluate to that of hopfield model using the update rule of gradient descent method.

• 실천공학교육논문지
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• 제14권2호
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• pp.305-312
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• 2022

본 논문에서는 기초적인 데이터 예측 모델을 만들고 최적화하는 교육에 초점을 맞추었다. 그리고 데이터 예측 모델을 최적화하는 데 널리 사용되는 머신러닝의 경사하강법 교육 방법을 제안하였다. 미분법을 적용하여 데이터 예측 모델에 필요한 파라미터 값들을 최적화하는 과정에 사용되는 경사하강법의 전체 동작과정을 시각적으로 보여주며, 수학의 미분법이 머신러닝에 효과적으로 사용되는 것을 교육한다. 경사하강법의 전체 동작과정을 시각적으로 설명하기위해, 스프레드시트로 경사하강법 SW를 구현한다. 본 논문에서는 첫번째로, 2변수 경사하강법 교육 방법을 제시하고, 오차 최소제곱법과 비교하여 2변수 데이터 예측모델의 정확도를 검증한다. 두번째로, 3변수 경사하강법 교육 방법을 제시하고, 3변수 데이터 예측모델의 정확도를 검증한다. 이후, 경사하강법 최적화 실습 방향을 제시하고, 비전공자 교육 만족도 결과를 통해, 제안한 경사하강법 교육방법이 갖는 교육 효과를 분석하였다.

• ETRI Journal
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• 제45권1호
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• pp.119-130
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• 2023

We propose a quantized gradient search algorithm that can achieve global optimization by monotonically reducing the quantization step with respect to time when quantization is composed of integer or fixed-point fractional values applied to an optimization algorithm. According to the white noise hypothesis states, a quantization step is sufficiently small and the quantization is well defined, the round-off error caused by quantization can be regarded as a random variable with identically independent distribution. Thus, we rewrite the searching equation based on a gradient descent as a stochastic differential equation and obtain the monotonically decreasing rate of the quantization step, enabling the global optimization by stochastic analysis for deriving an objective function. Consequently, when the search equation is quantized by a monotonically decreasing quantization step, which suitably reduces the round-off error, we can derive the searching algorithm evolving from an optimization algorithm. Numerical simulations indicate that due to the property of quantization-based global optimization, the proposed algorithm shows better optimization performance on a search space to each iteration than the conventional algorithm with a higher success rate and fewer iterations.

• 대한수학회보
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• 제50권1호
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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.

• Nonlinear Functional Analysis and Applications
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• 제26권4호
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• pp.811-837
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• 2021

In this paper, we propose a new conjugate gradient method for solving unconstrained optimization models. By using exact and strong Wolfe line searches, the proposed method possesses the sufficient descent condition and global convergence properties. Numerical results show that the proposed method is efficient at small, medium, and large dimensions for the given test functions. In addition, the proposed method was applied to solve practical application problems in portfolio selection.

• Communications for Statistical Applications and Methods
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• 제31권2호
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• pp.203-212
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• 2024

The area under the ROC curve (AUC) is one of the most common criteria used to measure the overall performance of binary classifiers for a wide range of machine learning problems. In this article, we propose a L₁-penalized AUC-optimization classifier that directly maximizes the AUC for high-dimensional data. Toward this, we employ the AUC-consistent surrogate loss function and combine the L₁-norm penalty which enables us to estimate coefficients and select informative variables simultaneously. In addition, we develop an efficient optimization algorithm by adopting k-means clustering and proximal gradient descent which enjoys computational advantages to obtain solutions for the proposed method. Numerical simulation studies demonstrate that the proposed method shows promising performance in terms of prediction accuracy, variable selectivity, and computational costs.

• 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.

• 한국전산유체공학회지
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• 제3권1호
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• pp.37-45
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• 1998

A new and efficient inverse design method based on the numerical optimization technique has been developed. The 2-D incompressible Navier-Stokes equations are solved for obtaining the objective functions and coupled with the optimization procedure to perform the inverse design. The steepest descent and the conjugate gradient method have been applied to find the searching direction. The golden section method was applied to compute the design variable intervals. It has been found that the airfoil and the pump impellers are well converged to their targeting shapes.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2012년도 춘계학술대회 논문집
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• pp.157-162
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• 2012

A structural modification of baseframe is an effective method to avoid resonance in marine diesel generator (D/G) set which consists of diesel engine, generator and baseframe. However the reinforcement with thick plates or additional parts to increase the natural frequency can be less effective because of increased weight. Especially fine control of target mode based on the experience is difficult because the weight and interference of system have to be considered. In this paper, the design optimization of baseframe was performed to reduce the resonant vibration using a gradient descent method. The design parameters such as thickness, shape and location of baseframe parts are optimized to increase the torsional natural frequency of D/G set. From the actual test, the new designed baseframe reduced the vibration level in resonance by 55% without any increase of weight and interference. interference.