• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제25권4호
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• pp.162-172
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• 2021

This paper proposes stochastic methods to find an approximate solution for the L²-Wasserstein least squares problem of Gaussian measures. The variable for the problem is in a set of positive definite matrices. The first proposed stochastic method is a type of classical stochastic gradient methods combined with projection and the second one is a type of variance reduced methods with projection. Their global convergence are analyzed by using the framework of proximal stochastic gradient methods. The convergence of the classical stochastic gradient method combined with projection is established by using diminishing learning rate rule in which the learning rate decreases as the epoch increases but that of the variance reduced method with projection can be established by using constant learning rate. The numerical results show that the present algorithms with a proper learning rate outperforms a gradient projection method.

• 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.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1987년도 전기.전자공학 학술대회 논문집(II)
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• pp.1595-1597
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• 1987

Two gradient methods, steepest descent method and conjugate gradient descent method, are compar ed through application to vector linear predictors. It is found that the convergence rate of the conju-gate gradient descent method is much faster than that of the steepest descent method.

• 한국항공운항학회지
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• 제15권2호
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• pp.18-24
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• 2007

The high ionospheric spatial gradient during ionospheric storm is the most concern when applying GNSS(Global Navigation Satellite System) augmentation systems for aircraft precision approach. Since the ionospheric gradient level depends on geographical location as well as the storm, understanding the ionospheric gradient statistics over a specific regional area is necessary for operating the augmentation systems. This paper compares three ionosphere gradient computation methods, direct differentiation between two receivers' ionospheric delay signal for a common satellite, derivation from a grid ionosphere map, and derivation from a plate ionosphere map. The plate map method provides a good indication on the gradient variation behavior over a regional area with limited number of GNSS receivers. The residual analysis for the ionosphere storm detection is discussed as well.

• 대한수학회지
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• 제56권4호
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• pp.1001-1016
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• 2019

We are concerned with optimization methods for the $L^2$-Wasserstein least squares problem of Gaussian measures (alternatively the n-coupling problem). Based on its equivalent form on the convex cone of positive definite matrices of fixed size and the strict convexity of the variance function, we are able to present an implementable (accelerated) gradient method for finding the unique minimizer. Its global convergence rate analysis is provided according to the derived upper bound of Lipschitz constants of the gradient function.

• 한국지능시스템학회논문지
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• 제11권6호
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• pp.454-458
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• 2001

이 논문에서는 디지털 영상의 퍼지 시스템 표현으로부터 유도된 Edge 검출 알고리듬에 대하여 기술한다. 이 알고리듬은 Gradient을 기반으로 한 것으로 Convolution Kernel이 기존의 Roberts, Prewitt 또는 Sobel등이 제안한 Gradient Kernel과 다른 새로운 것이다. 사용한 퍼지시스템은 디지털 영상을 근사적으로 표현한 Bicubic Spline 함수를 퍼지시스템 화한것으로서 2차 도함수가 연속이기 때문에 Gradient나 Laplacian 연산이 가능하다. Grid 점들에서 이 함수의 Gradient는 두 개의 축 방향으로 각각 한개의 3$\times$3행렬과 영상과의 Covolution에 의하여 산출됨을 보였으며 이를 이용하여 검출된 Edge들은 기존의 다른 방법을 사용하여 검출된 Edge 영상보다 훨씬 선명함을 확인하였다. 이 알고리듬 적용사례 2개에 대한 기술에 포함되어 있다.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제24권1호
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• pp.1-22
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• 2020

An accurate and efficient gradient estimation method on unstructured grid is presented by proposing a switching process between two Least-Square methods. Diverse test cases show that the gradient estimation by Least-Square methods exhibit better characteristics compared to Green-Gauss approach. Based on the investigation, switching between the two Least-Square methods, whose merit complements each other, is pursued. The condition number of the Least-Square matrix is adopted as the switching criterion, because it shows clear correlation with the gradient error, and it can be easily calculated from the geometric information of the grid. To illustrate switching process on general grid, condition number is analyzed using stencil vectors and trigonometric relations. Then, the threshold of switching criterion is established. Finally, the capability of Switching Weighted Least-Square method is demonstrated through various two- and three-dimensional applications.

• Genomics & Informatics
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• 제5권3호
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• pp.95-101
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• 2007

In this paper, we consider the variable selection methods in the Cox model when a large number of gene expression levels are involved with survival time. Deciding which genes are associated with survival time has been a challenging problem because of the large number of genes and relatively small sample size (n<

• Journal of applied mathematics & informatics
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• 제29권1_2호
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• pp.173-190
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• 2011

In this paper, we construct a new approach of affine scaling interior algorithm using the affine scaling conjugate gradient and Lanczos methods for bound constrained nonlinear optimization. We get the iterative direction by solving quadratic model via affine scaling conjugate gradient and Lanczos methods. By using the line search backtracking technique, we will find an acceptable trial step length along this direction which makes the iterate point strictly feasible and the objective function nonmonotonically decreasing. Global convergence and local superlinear convergence rate of the proposed algorithm are established under some reasonable conditions. Finally, we present some numerical results to illustrate the effectiveness of the proposed algorithm.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2001년도 추계학술대회 학술발표 논문집
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• pp.283-286
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• 2001

Based on a fuzzy system representation of gray scale images, we derive an edge detection algorithm whose convolution kernel is different from the known kernels such as those of Roberts', Prewitt's or Sobel's gradient. Our fuzzy system representation is an exact representation of the bicubic spline function which represents the gray scale image approximately. Hence the fuzzy system is a continuous function and it provides a natural way to define the gradient and the Laplacian operator. We show that the gradient at grid points can be evaluated by taking the convolution of the image with a 3 3 kernel. We also show that our gradient coupled with the approximate value of the continuous function generates an edge detection method which creates edge images clearer than those by other methods. A few examples of applying our methods are included.