• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.25 no.4
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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.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.52 no.9
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• pp.550-556
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• 2003

Price-based unit commitment is one of bidding strategies which a Genco may take in a practical manner. For that purpose, it is required for a Genco to decide output levels of its generators at each trade period. In this paper, an economic dispatch of thermal units is proposed considering the quantity of reserve contracts. A gradient projection algorithm is adopted as an optimization tool. A direct form of a projection matrix without any calculation of matrix inverse and multiplications is induced. Besides, it is proved that there is no need to check one of the two optimality conditions in the gradient projection method, which also requires matrix inverse and multiplications.

• Journal of the Korean Society of Manufacturing Technology Engineers
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• v.5 no.4
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• pp.74-81
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• 1996

This paper is to estimate sizing design sensitivity of linear and nonlinear vehicle frame structure using structural ananlysis result from ANSYS. Using design sensitivity results, optimal design of plane vehicle frame structure with buckling constraint is carried out the gradient projection method. Optimal design results are compares gradient projection method resrult with SUMT result.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1994.04a
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• pp.38-45
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• 1994

The general conceptual constitution of structural optimization is formulated. The algorithm using the gradient projection method and design sensitivity analysis is discussed. Examples of minimum-weight design for six-story steel plane frame are taken to illustrate the application of this algorithm. The advantages of this algorithm such as marginal cost and design sensitivity analysis as well as system analysis are explained.

• Journal of the Korean Mathematical Society
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• v.56 no.4
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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.

• Computational Structural Engineering
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• v.8 no.4
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• pp.99-106
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• 1995

The General conceptual constitution of structural optimization is formulated and the algorithm using the gradient projection method and design sensitivity analysis is discussed. Examples of minimum-weight design for six-story steel plane frame are taken to illustrate the applicability of this algorithm. The advantages of this algorithm such as marginal cost and design sensitivity analysis as well as system analysis are explained.

• 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.

• Structural Engineering and Mechanics
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• v.65 no.6
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• pp.707-719
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• 2018

In this article, a new method is introduced to improve the local search capability of meta-heuristic algorithms using the projection of the path on the border of constraints. In a mathematical point of view, the Gradient Projection Method is applied through a new approach, while the imposed limitations are removed. Accordingly, the gradient vector is replaced with a new meta-heuristic based vector. Besides, the active constraint identification algorithm, and the projection method are changed into less complex approaches. As a result, if a constraint is violated by an agent, a new path will be suggested to correct the direction of the agent's movement. The presented procedure includes three main steps: (1) the identification of the active constraint, (2) the neighboring point determination, and (3) the new direction and step length. Moreover, this method can be applied to some meta-heuristic algorithms. It increases the chance of convergence in the final phase of the search process, especially when the number of the violations of the constraints increases. The method is applied jointly with the authors' newly developed meta-heuristic algorithm, entitled Star Graph. The capability of the resulted hybrid method is examined using the optimal design of truss and frame structures. Eventually, the comparison of the results with other meta-heuristics of the literature shows that the hybrid method is successful in the global as well as local search.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.29 no.10C
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• pp.1402-1413
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• 2004

In non-rigid image registration, the Jacobian determinant of the estimated deformation should be positive everywhere since physical deformations are always invertible. We propose a constrained optimization technique at ensures the positiveness of Jacobian determinant for cubic B-spline based deformation. We derived sufficient conditions for positive Jacobian determinant by bounding the differences of consecutive coefficients. The parameter set that satisfies the conditions is convex; it is the intersection of simple half spaces. We solve the optimization problem using a gradient projection method with Dykstra's cyclic projection algorithm. Analytical results, simulations and experimental results with inhale/exhale CT images with comparison to other methods are presented.

• Journal of the Korean Operations Research and Management Science Society
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• v.6 no.2
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• pp.25-34
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• 1981

In this paper, we propose a non-edge following method for linear programs. Unlike alledged poor performance of algorithms of this type, this method performs well at least with 25 randomly generated problems. This method is comparable to Rosen's gradient projection method as applied to the dual formulation. The latter is of general purpose, and no implementation rules are available for linear program applications. This paper suggests ways of finding improving dual feasible directions, and of allowing to move across the extreme faces of a higher dimension polyhedron. Rather simple computational rules are provided for projection operations needed at each iteration.