• Journal of the Korean Mathematical Society
• /
• v.56 no.2
• /
• pp.311-327
• /
• 2019

The aim of this paper is to extend the applicability of Gauss-Newton method for solving underdetermined nonlinear least squares problems in cases not covered before. The novelty of the paper is the introduction of a restricted convergence domain. We find a more precise location where the Gauss-Newton iterates lie than in earlier studies. Consequently the Lipschitz constants are at least as small as the ones used before. This way and under the same computational cost, we extend the local as well the semilocal convergence of Gauss-Newton method. The new developmentes are obtained under the same computational cost as in earlier studies, since the new Lipschitz constants are special cases of the constants used before. Numerical examples further justify the theoretical results.

• Journal of the military operations research society of Korea
• /
• v.13 no.1
• /
• pp.91-100
• /
• 1987

This paper deals with an algorithm for solving nonlinear programming problems with equality constraints. Nonlinear programming problems are transformed into a square sums of nonlinear functions by the Lagrangian multiplier method. And an iteration method minimizing this square sums is suggested and then an algorithm is proposed. Also theoretical basis of the algorithm is presented.

• Communications of the Korean Mathematical Society
• /
• v.11 no.4
• /
• pp.1147-1157
• /
• 1996

Nonlinear ill-posed problems arise in many application including parameter estimation and inverse scattering. We introduce a least squares regularization method to solve nonlinear ill-posed problems with constraints robustly and efficiently. The regularization method uses Trust-Region approach to handle the constraints on variables. The Generalized Cross Validation is used to choose the regularization parameter in computational tests. Numerical results are given to exhibit faster convergence of the method over other methods.

• Communications for Statistical Applications and Methods
• /
• v.17 no.2
• /
• pp.141-151
• /
• 2010

Hybrid fuzzy regression analysis is used for integrating randomness and fuzziness into a regression model. Least squares support vector machine(LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate hybrid fuzzy linear and nonlinear regression models with crisp inputs and fuzzy output using weighted fuzzy arithmetic(WFA) and LS-SVM. LS-SVM allows us to perform fuzzy nonlinear regression analysis by constructing a fuzzy linear regression function in a high dimensional feature space. The proposed method is not computationally expensive since its solution is obtained from a simple linear equation system. In particular, this method is a very attractive approach to modeling nonlinear data, and is nonparametric method in the sense that we do not have to assume the underlying model function for fuzzy nonlinear regression model with crisp inputs and fuzzy output. Experimental results are then presented which indicate the performance of this method.

• Journal of the Korean Data and Information Science Society
• /
• v.21 no.5
• /
• pp.831-839
• /
• 2010

Least squares support vector machine (LS-SVM) is a kernel trick gaining a lot of popularities in the regression and classification problems. We use LS-SVM to propose a iterative algorithm for a nonlinear generalized autoregressive conditional heteroscedasticity model in the mean (GARCH-M) model to estimate the mean and the conditional volatility of stock market returns. The proposed method combines a weighted LS-SVM for the mean and unweighted LS-SVM for the conditional volatility. In this paper, we show that nonlinear GARCH-M models have a higher performance than the linear GARCH model and the linear GARCH-M model via real data estimations.

• Journal of Advanced Marine Engineering and Technology
• /
• v.31 no.1
• /
• pp.58-66
• /
• 2007

Genetic Algorithms (GA) have some difficulties in practical applications because of too many function evaluations. To overcome these limitations, an approximated modeling method such as Response Surface Modeling(RSM) is coupled to GAs. Original RSM method predicts linear or convex problems well but it is not good for highly nonlinear problems cause of the average effect of the least square method(LSM). So the locally approximated methods. so called as moving least squares method(MLSM) have been used to reduce the error of LSM. In this study, the efficient evolutionary GAs tightly coupled with RSM with MLSM are constructed and then a 2-dimensional inviscid airfoil shape optimization is performed to show its efficiency.

• IEIE Transactions on Smart Processing and Computing
• /
• v.5 no.5
• /
• pp.319-322
• /
• 2016

We propose a parametric blind deconvolution method for bi-level images with unknown intensity levels that estimates unknown parameters for point spread functions and images by minimizing a penalized nonlinear least squares objective function based on normalized correlation coefficients and two regularization functions. Unlike conventional methods, the proposed method does not require knowledge about true intensity values. Moreover, the objective function of the proposed method can be effectively minimized, since it has the special structure of nonlinear least squares. We demonstrate the effectiveness of the proposed method through simulations and experiments.

• Journal of the Computational Structural Engineering Institute of Korea
• /
• v.25 no.5
• /
• pp.439-446
• /
• 2012

This paper presents an implicit moving least squares(MLS) difference method for improving the solution accuracy of 1-D free boundary problems, which implicitly updates the topology change of moving interface. The conventional MLS difference method explicitly updates the moving interface; it requires no iterative solution procedure but results in the loss of accuracy. However, the newly developed implicit scheme makes the total system nonlinear involving iterative solution procedure, but numerical verification show that it dramatically elevates the solution accuracy with moderate computation increase. Through numerical experiments for melting problems having moving singularity, it is verified that the proposed method can achieve the second order accuracy.

• Journal of the Korean Society for Aeronautical & Space Sciences
• /
• v.36 no.5
• /
• pp.438-447
• /
• 2008

This study is focused on reliability based design optimization (RBDO) using moving least squares. A response surface is used to derive a limit-state equation for reliability based design optimization. Response surface method (RSM) with least square method (LSM) or Kriging will be used as a response surface. RSM is fast to make the response surface. On the other hand, RSM has disadvantage to make the response surface of nonlinear equation. Kriging can make the response surface in nonlinear equation precisely but needs considerable amount of computations. The moving least square method (MLSM) is made of both methods (RSM with LSM+Kriging). Numerical results by MLSM are compared with those by LMS in Rosenbrock function and six-hump carmel back function. The RBDO of engine duct of smart UAV is pursued in this paper. It is proved that RBDO is useful tool for aerospace structural optimal design problems.

• Industrial Engineering and Management Systems
• /
• v.14 no.3
• /
• pp.312-317
• /
• 2015

The dynamic system approach in time series has been used in many real problems. Based on Taken's embedding theorem, we can build the predictive function where input is the time delay coordinates vector which consists of the lagged values of the observed series and output is the future values of the observed series. Although the time delay coordinates vector from multivariate time series brings more information than the one from univariate time series, it can exhibit statistical redundancy which disturbs the performance of the prediction function. We apply dimension reduction techniques to solve this problem and analyze the effect of this approach for prediction. Our experiment uses delayed Lorenz series; least squares support vector regression approximates the predictive function. The result shows that linearly preserving projection improves the prediction performance.