• Title/Summary/Keyword: iteration function

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CONVERGENCE THEOREMS OF PROXIMAL TYPE ALGORITHM FOR A CONVEX FUNCTION AND MULTIVALUED MAPPINGS IN HILBERT SPACES

  • Aggarwal, Sajan;Uddin, Izhar;Pakkaranang, Nuttapol;Wairojjana, Nopparat;Cholamjiak, Prasit
    • Nonlinear Functional Analysis and Applications
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    • v.26 no.1
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    • pp.1-11
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    • 2021
  • In this paper we study the weak and strong convergence to minimizers of convex function of proximal point algorithm SP-iteration of three multivalued nonexpansive mappings in a Hilbert space.

Large-Scale Phase Retrieval via Stochastic Reweighted Amplitude Flow

  • Xiao, Zhuolei;Zhang, Yerong;Yang, Jie
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.14 no.11
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    • pp.4355-4371
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    • 2020
  • Phase retrieval, recovering a signal from phaseless measurements, is generally considered to be an NP-hard problem. This paper adopts an amplitude-based nonconvex optimization cost function to develop a new stochastic gradient algorithm, named stochastic reweighted phase retrieval (SRPR). SRPR is a stochastic gradient iteration algorithm, which runs in two stages: First, we use a truncated sample stochastic variance reduction algorithm to initialize the objective function. The second stage is the gradient refinement stage, which uses continuous updating of the amplitude-based stochastic weighted gradient algorithm to improve the initial estimate. Because of the stochastic method, each iteration of the two stages of SRPR involves only one equation. Therefore, SRPR is simple, scalable, and fast. Compared with the state-of-the-art phase retrieval algorithm, simulation results show that SRPR has a faster convergence speed and fewer magnitude-only measurements required to reconstruct the signal, under the real- or complex- cases.

ON COMPLEXITY ANALYSIS OF THE PRIMAL-DUAL INTERIOR-POINT METHOD FOR SECOND-ORDER CONE OPTIMIZATION PROBLEM

  • Choi, Bo-Kyung;Lee, Gue-Myung
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.14 no.2
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    • pp.93-111
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    • 2010
  • The purpose of this paper is to obtain new complexity results for a second-order cone optimization (SOCO) problem. We define a proximity function for the SOCO by a kernel function. Furthermore we formulate an algorithm for a large-update primal-dual interior-point method (IPM) for the SOCO by using the proximity function and give its complexity analysis, and then we show that the new worst-case iteration bound for the IPM is $O(q\sqrt{N}(logN)^{\frac{q+1}{q}}log{\frac{N}{\epsilon})$, where $q{\geqq}1$.

Quick and Accurate Computation of Voltage Stability Margin

  • Karbalaei, Farid;Abasi, Shahriar
    • Journal of Electrical Engineering and Technology
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    • v.11 no.1
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    • pp.1-8
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    • 2016
  • It is well known that the behavior of PV curves is similar to a quadratic function. This is used in some papers to approximate PV curves and calculate the maximum-loading point by minimum number of power flow runs. This paper also based on quadratic approximation of the PV curves is aimed at completing previous works so that the computational efforts are reduced and the accuracy is maintained. To do this, an iterative method based on a quadratic function with two constant coefficients, instead of the three ones, is used. This simplifies the calculation of the quadratic function. In each iteration, to prevent the calculations from diverging, the equations are solved on the assumption that voltage magnitude at a selected load bus is known and the loading factor is unknown instead. The voltage magnitude except in the first iteration is selected equal to the one at the nose point of the latest approximated PV curve. A method is presented to put the mentioned voltage in the first iteration as close as possible to the collapse point voltage. This reduces the number of iterations needed to determine the maximum-loading point. This method is tested on four IEEE test systems.

SIF AND FINITE ELEMENT SOLUTIONS FOR CORNER SINGULARITIES

  • Woo, Gyungsoo;Kim, Seokchan
    • East Asian mathematical journal
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    • v.34 no.5
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    • pp.623-632
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    • 2018
  • In [7, 8] they introduced a new finite element method for accurate numerical solutions of Poisson equations with corner singularities. They consider the Poisson equations with homogeneous boundary conditions, compute the finite element solutions using standard FEM and use the extraction formula to compute the stress intensity factor(s), then they posed new PDE with a regular solution by imposing the nonhomogeneous boundary condition using the computed stress intensity factor(s), which converges with optimal speed. From the solution they could get an accurate solution just by adding the singular part. Their algorithm involves an iteration and the iteration number depends on the acuracy of stress intensity factors, which is usually obtained by extraction formula which use the finite element solutions computed by standard Finite Element Method. In this paper we investigate the dependence of the iteration number on the convergence of stress intensity factors and give a way to reduce the iteration number, together with some numerical experiments.

AN ADAPTIVE PRIMAL-DUAL FULL-NEWTON STEP INFEASIBLE INTERIOR-POINT ALGORITHM FOR LINEAR OPTIMIZATION

  • Asadi, Soodabeh;Mansouri, Hossein;Zangiabadi, Maryam
    • Bulletin of the Korean Mathematical Society
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    • v.53 no.6
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    • pp.1831-1844
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    • 2016
  • In this paper, we improve the full-Newton step infeasible interior-point algorithm proposed by Mansouri et al. [6]. The algorithm takes only one full-Newton step in a major iteration. To perform this step, the algorithm adopts the largest logical value for the barrier update parameter ${\theta}$. This value is adapted with the value of proximity function ${\delta}$ related to (x, y, s) in current iteration of the algorithm. We derive a suitable interval to change the parameter ${\theta}$ from iteration to iteration. This leads to more flexibilities in the algorithm, compared to the situation that ${\theta}$ takes a default fixed value.

Iterative Cumulant Moment Method for solution of Boltzmann Equation and its Application to Shock Wave Structure (반복적 Cumulant 모멘트 방법에 의한 Boltzmann 방정식의 해법과 충격파구조에 관한 연구)

  • Ohr, Young Gie
    • Journal of the Korean Chemical Society
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    • v.42 no.4
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    • pp.398-410
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    • 1998
  • For non-linear solution of the Boltzmann equation, the cumulant moment method has been studied. To apply the method to the normal shock wave problem, we restricted ourselves to the monatomic Maxwell molecular gases. The method is based on the iterative approach developed by Maxwell-Ikenberry-Truesdell (MIT). The original MIT approach employs the equilibrium distribution function for the initial values in beginning the iteration. In the present work, we use the Mott-Smith bimodal distribution function to calculate the initial values and follow the MIT iteration procedure. Calculations have been carried out up to the second iteration for the profiles of density, temperature, stress, heat flux, and shock thickness of strong shocks, including the weak shock thickness of Mach range less than 1.4. The first iteration gives a simple analytic expression for the shock profile, and the weak shock thickness limiting law which is in exact accord with the Navier-Stokes theory. The second iteration shows that the calculated strong shock profiles are consistent with the Monte Carlo values quantitatively.

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NEWTON'S METHOD FOR EQUATIONS RELATED TO EXPONENTIAL FUNCTION

  • Jeong, Moonja
    • Korean Journal of Mathematics
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    • v.9 no.1
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    • pp.67-73
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    • 2001
  • For some equation related with exponential function, we seek roots and find the properties of the roots. By using the relation of the roots and attractors, we find a region in the basin of attraction of the attractor at infinity for Newton's method for solving given equation.

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A New Method of Finding Real Roots of Nonlinear System Using Extended Fixed Point Iterations (확장된 고정점이론을 이용한 비선형시스템의 근을 구하는 방법)

  • Kim, Sung-Soo;Kim, Ji-Soo
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.2
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    • pp.277-284
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    • 2018
  • In this paper, a new numerical method of finding the roots of a nonlinear system is proposed, which extends the conventional fixed point iterative method by relaxing the constraints on it. The proposed method determines the real valued roots and expands the convergence region by relaxing the constraints on the conventional fixed point iterative method, which transforms the diverging root searching iterations into the converging iterations by employing the metric induced by the geometrical characteristics of a polynomial. A metric is set to measure the distance between a point of a real-valued function and its corresponding image point of its inverse function. The proposed scheme provides the convenience in finding not only the real roots of polynomials but also the roots of the nonlinear systems in the various application areas of science and engineering.

$\mu$optimal controller design using equivalent weighting function (동등하중함수를 이용한 $\mu$-최적제어기 설계)

  • 방경호;이연정;박홍배
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.34S no.1
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    • pp.65-71
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    • 1997
  • In this paper, we propose a new .mu.-controller design method using an equivalent weighting function $W_{\mu}$(s). The proposed mehtod is not guaranteed to converge to the minimum as D-K and .mu.-K iteration method. However, the robust performance problem can be converted into an equivalent $H^{\infty}$ optimization problem of unstructured uncertainty by using an equivalent weightng function $W_{\mu}$(s). Also we can find a .mu.-optimal controller iteratively using an error index $d_{\epsilon}$ of differnce between maximum singular value and .mu.-norm. And under the condition of the same order of scaling functions, the proposed method provides the .mu.-optimal controller with the degree less than that obtained by D-K iteration..

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