• Title/Summary/Keyword: iteration algorithm

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GLOBAL CONVERGENCE PROPERTIES OF THE MODIFIED BFGS METHOD ASSOCIATING WITH GENERAL LINE SEARCH MODEL

  • Liu, Jian-Guo;Guo, Qiang
    • Journal of applied mathematics & informatics
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    • v.16 no.1_2
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    • pp.195-205
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    • 2004
  • To the unconstrained programme of non-convex function, this article give a modified BFGS algorithm. The idea of the algorithm is to modify the approximate Hessian matrix for obtaining the descent direction and guaranteeing the efficacious of the quasi-Newton iteration pattern. We prove the global convergence properties of the algorithm associating with the general form of line search, and prove the quadratic convergence rate of the algorithm under some conditions.

L$_\infty$-estimation based Algorithm for the Least Median of Squares Estimator

  • Bu Young Kim
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.299-307
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    • 1996
  • This article is concerned with the algorithms for the least median of squares estimator. An algorithm based on the $L{\infty}$ .inf.-estimation procedure is proposed in an attempt to improve the optimality of the estimate. And it is shown that the proposed algorithm yields more optimal estimate than the traditional resampling algorithms. The proposed algorithm employs a linear scaling transformation at each iteration of the$L{\infty}$-algorithm to deal with its computational inefficiency problem.

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The Improvement of Convergence Characteristic using the New RLS Algorithm in Recycling Buffer Structures

  • Kim, Gwang-Jun;Kim, Chun-Suck
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.7 no.4
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    • pp.691-698
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    • 2003
  • We extend the sue of the method of least square to develop a recursive algorithm for the design of adaptive transversal filters such that, given the least-square estimate of this vector of the filter at iteration n-l, we may compute the updated estimate of this vector at iteration n upon the arrival of new data. We begin the development of the RLS algorithm by reviewing some basic relations that pertain to the method of least squares. Then, by exploiting a relation in matrix algebra known as the matrix inversion lemma, we develop the RLS algorithm. An important feature of the RLS algorithm is that it utilizes information contained in the input data, extending back to the instant of time when the algorithm is initiated. In this paper, we propose new tap weight updated RLS algorithm in adaptive transversal filter with data-recycling buffer structure. We prove that convergence speed of learning curve of RLS algorithm with data-recycling buffer is faster than it of exiting RLS algorithm to mean square error versus iteration number. Also the resulting rate of convergence is typically an order of magnitude faster than the simple LMS algorithm. We show that the number of desired sample is portion to increase to converge the specified value from the three dimension simulation result of mean square error according to the degree of channel amplitude distortion and data-recycle buffer number. This improvement of convergence character in performance, is achieved at the B times of convergence speed of mean square error increase in data recycle buffer number with new proposed RLS algorithm.

Improved Parallel Loop Scheduling Algorithm on Shared Memory Systems (공유메모리 시스템에서 개선된 병렬 루프 스케쥴링 알고리즘)

  • 이영규;박두순
    • Proceedings of the Korea Multimedia Society Conference
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    • 2000.04a
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    • pp.453-457
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    • 2000
  • 병렬 시스템 환경에서 최적의 스케쥴링을 수행하기 위해서는 병렬성을 가진 iteration 들에 대해 최소의 동기화 오버헤드와 load balance 가 달성하도록 스케쥴링을 수행해야한다. 다중 프로세서들은 실행을 위하여 메모리로부터 iteration 들에 대한 chunk를 계산한 후 할당받게 된다. 이때, 각 프로세서들의 상호 배타적인 메모리 접근으로 많은 오버헤드 및 병목현상이 발생된다. 또한, 프로세서에게 할당된 chunk 내 iteration 들의 실행시간 분포가 서로 상이한 경우에는 load imbalance 의 원인이 되어 결과적으로 전체 스케쥴링에 나쁜 영향을 준다. 따라서, 최적의 스케쥴링을 수행하기 위해서 본 논문에서는 기존의 스케쥴링 방법들에서 문제점들을 도출하고 자료의 국부성과 프로세서 동족성을 고려한 개선된 병렬 루프 알고리즘을 제안하고, 성능평가를 통해 개선된 알고리즘이라는 것을 보였다.

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Design of an Adaptive Robust Controller Based on Explorized Policy Iteration for the Stabilization of Multimachine Power Systems (다기 전력 시스템의 안정화를 위한 탐색화된 정책 반복법 기반 적응형 강인 제어기 설계)

  • Chun, Tae Yoon;Park, Jin Bae
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.11
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    • pp.1118-1124
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    • 2014
  • This paper proposes a novel controller design scheme for multimachine power systems based on the explorized policy iteration. Power systems have several uncertainties on system dynamics due to the various effects of interconnections between generators. To solve this problem, the proposed method solves the LQR (Linear Quadratic Regulation) problem of isolated subsystems without the knowledge of a system matrix and the interconnection parameters of multimachine power systems. By selecting the proper performance indices, it guarantees the stability and convergence of the LQ optimal control. To implement the proposed scheme, the least squares based online method is also investigated in terms of PE (Persistency of Excitation), interconnection parameters and exploration signals. Finally, the performance and effectiveness of the proposed algorithm are demonstrated by numerical simulations of three-machine power systems with governor controllers.

A Study on an Iteration Method for the Determination the Initial shape of the Cable (연직하중을 받는 케이블의 형상결정을 위한 반복계산법의 개발)

  • 계만수;정진환;조현영
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2001.10a
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    • pp.83-90
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    • 2001
  • In the design of cable structures it is necessary to know the initial shape of the cable. The geometrical condition and the equilibrium equation of the cable are needed. Because the equilibrium equation is expressed by the simultaneous equations of second order, it is almost impossible to solve with elimination method. To solve it, we must use iteration method. In this study, the algorithm which can reduce the number of iteration and calculate shape of the cable is developed and compared with measured data through the laboratory test and the results represent good agreements.

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Improvement of Newton-Raphson Iteration Using ELS (강성등가하중을 이용한 Newton-Raphson Iteration 개선)

  • Kim, Chee-Kyeong;Hwang, Young-Chul
    • Proceeding of KASS Symposium
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    • 2006.05a
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    • pp.170-174
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    • 2006
  • This paper presents a new nonlinear analysis algorithm which uses the equivalent nodal load for the element stiffness. The equivalent nodal load represents the influence of the stiffness change such as the addition of elements, the deletion of elements, and/or the partial change of element stiffness. The nonlinear analysis of structures using the equivalent load improves the efficiency very much because the inverse of the structural stiffness matrix, which needs a large amount of computation to calculate, is reused in each loading step. In this paper, the concept of nonlinear analysis using the equivalent load for the element stiffness is described and some numerical examples are provided to verify it.

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Approximating Coupled Solutions of Coupled PBVPs of Non-linear First Order Ordinary Differential Equations

  • Dhage, Bapurao Chandrabhan
    • Kyungpook Mathematical Journal
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    • v.56 no.1
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    • pp.221-233
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    • 2016
  • The present paper proposes a new monotone iteration method for existence as well as approximation of the coupled solutions for a coupled periodic boundary value problem of first order ordinary nonlinear differential equations. A new hybrid coupled fixed point theorem involving the Dhage iteration principle is proved in a partially ordered normed linear space and applied to the coupled periodic boundary value problems for proving the main existence and approximation results of this paper. An algorithm for the coupled solutions is developed and it is shown that the sequences of successive approximations defined in a certain way converge monotonically to the coupled solutions of the related differential equations under some suitable mixed hybrid conditions. A numerical example is also indicated to illustrate the abstract theory developed in the paper.

A Proposal of 3 Point Search Algorithm for Optimal Design (최적 설계를 위한 3점 탐색 알고리즘의 제안)

  • 김주홍;공휘식
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.16 no.7
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    • pp.640-650
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    • 1991
  • In the paper, the threepoint search algorithm used direct search method for optimal design is proposed. Proposed algorithm is composed of two iteration procedure to determine the minimum value of performance index. The minumum value of three-point existing in the inner N-order searching is firstly determined and next searching space is then reduced by the result of first procedure. To compute performance index. 3N iteration for a searching is necessary. 3N searching method is also described and confirmed with exception of parameter included multiphicator and divisor. Proposed algorithm have good stability and reliability when performance index is linear or quadratic function.

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A Fast and Efficient Sliding Window based URV Decomposition Algorithm for Template Tracking (템플릿 추적 문제를 위한 효율적인 슬라이딩 윈도우 기반 URV Decomposition 알고리즘)

  • Lee, Geunseop
    • Journal of Korea Multimedia Society
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    • v.22 no.1
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    • pp.35-43
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    • 2019
  • Template tracking refers to the procedure of finding the most similar image patch corresponding to the given template through an image sequence. In order to obtain more accurate trajectory of the template, the template requires to be updated to reflect various appearance changes as it traverses through an image sequence. To do that, appearance images are used to model appearance variations and these are obtained by the computation of the principal components of the augmented image matrix at every iteration. Unfortunately, it is prohibitively expensive to compute the principal components at every iteration. Thus in this paper, we suggest a new Sliding Window based truncated URV Decomposition (TURVD) algorithm which enables updating their structure by recycling their previous decomposition instead of decomposing the image matrix from the beginning. Specifically, we show an efficient algorithm for updating and downdating the TURVD simultaneously, followed by the rank-one update to the TURVD while tracking the decomposition error accurately and adjusting the truncation level adaptively. Experiments show that the proposed algorithm produces no-meaningful differences but much faster execution speed compared to the typical algorithms in template tracking applications, thereby maintaining a good approximation for the principal components.