• Title/Summary/Keyword: penalty method

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A PRIORI ERROR ESTIMATES OF A DISCONTINUOUS GALERKIN METHOD FOR LINEAR SOBOLEV EQUATIONS

  • Ohm, Mi-Ray;Shin, Jun-Yong;Lee, Hyun-Young
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.13 no.3
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    • pp.169-180
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    • 2009
  • A discontinuous Galerkin method with interior penalty terms is presented for linear Sobolev equation. On appropriate finite element spaces, we apply a symmetric interior penalty Galerkin method to formulate semidiscrete approximate solutions. To deal with a damping term $\nabla{\cdot}({\nabla}u_t)$ included in Sobolev equations, which is the distinct character compared to parabolic differential equations, we choose special test functions. A priori error estimate for the semidiscrete time scheme is analyzed and an optimal $L^\infty(L^2)$ error estimation is derived.

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Design of a Low-Order H Controller Using an Iterative LMI Method (반복 선형행렬부등식을 이용한 저차원 H 제어기 설계)

  • Kim Chun-Kyung;Kim Kook-Hun;Moon Young-Hyun;Kim Seog-Joo
    • Journal of Institute of Control, Robotics and Systems
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    • v.11 no.4
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    • pp.279-283
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    • 2005
  • This paper deals with the design of a low-order H/sub ∞/ controller by using an iterative linear matrix inequality (LMI) method. The low-order H/sub ∞/ controller is represented in terms of LMIs with a rank condition. To solve the non-convex rank-constrained LMI problem, the recently developed penalty function method is applied. With an increasing sequence of the penalty parameter, the solution of the penalized optimization problem moves towards the feasible region of the original non-convex problem. Numerical experiments showed the effectiveness of the proposed algorithm.

Optimal Power Flow Study by The Newton's Method (뉴톤법에 의한 최적전력 조류계산의 개선)

  • Hwang, Kab-Ju
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.3
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    • pp.223-231
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    • 1990
  • Optimal Power Flow (OPF) solution by the Newton's method provides a reliable and robust method to classical OPF problems. The major challenge in algorithm development is to identify the binding inequalities efficiently. This paper proposes a simple strategy to identify the binding set. From the mechanism of penalty shifting with soft penalty in trial iteration, an active binding set is identidied automatically. This paper also suggests a technique to solve the linear system whose coefficients are presented in the matrix from. This implementation is highly efficient for sparsity programming. Case studies for 3, 5, 14, 118 bus and practical TPC-190, KEPCO-306 bus systems are performed as well.

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Different penalty methods for assessing interval from first to successful insemination in Japanese Black heifers

  • Setiaji, Asep;Oikawa, Takuro
    • Asian-Australasian Journal of Animal Sciences
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    • v.32 no.9
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    • pp.1349-1354
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    • 2019
  • Objective: The objective of this study was to determine the best approach for handling missing records of first to successful insemination (FS) in Japanese Black heifers. Methods: Of a total of 2,367 records of heifers born between 2003 and 2015 used, 206 (8.7%) of open heifers were missing. Four penalty methods based on the number of inseminations were set as follows: C1, FS average according to the number of inseminations; C2, constant number of days, 359; C3, maximum number of FS days to each insemination; and C4, average of FS at the last insemination and FS of C2. C5 was generated by adding a constant number (21 d) to the highest number of FS days in each contemporary group. The bootstrap method was used to compare among the 5 methods in terms of bias, mean squared error (MSE) and coefficient of correlation between estimated breeding value (EBV) of non-censored data and censored data. Three percentages (5%, 10%, and 15%) were investigated using the random censoring scheme. The univariate animal model was used to conduct genetic analysis. Results: Heritability of FS in non-censored data was $0.012{\pm}0.016$, slightly lower than the average estimate from the five penalty methods. C1, C2, and C3 showed lower standard errors of estimated heritability but demonstrated inconsistent results for different percentages of missing records. C4 showed moderate standard errors but more stable ones for all percentages of the missing records, whereas C5 showed the highest standard errors compared with noncensored data. The MSE in C4 heritability was $0.633{\times}10^{-4}$, $0.879{\times}10^{-4}$, $0.876{\times}10^{-4}$ and $0.866{\times}10^{-4}$ for 5%, 8.7%, 10%, and 15%, respectively, of the missing records. Thus, C4 showed the lowest and the most stable MSE of heritability; the coefficient of correlation for EBV was 0.88; 0.93 and 0.90 for heifer, sire and dam, respectively. Conclusion: C4 demonstrated the highest positive correlation with the non-censored data set and was consistent within different percentages of the missing records. We concluded that C4 was the best penalty method for missing records due to the stable value of estimated parameters and the highest coefficient of correlation.

A study on the improvement method of the stress field analysis in a domain composed of dissimilar materials (이종재료로 구성된 영역의 응력장 해석 개선방안 연구)

  • Song, Kee-Nam
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.21 no.11
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    • pp.1844-1851
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    • 1997
  • Displacement fields and interface stresses are obtained by modifying the potential energy functional with a penalty function which enforces the continuity of stresses at the interface of two-materials. Based on the displacement field and the interface stresses, a new methodology to generate a continuous stress field over the entire domain including the interface of the dissimilar materials has been proposed by combining the L$^{2}$ projection method of stress-smoothing and the Loubignac's iterative method of improving the displacement field. Stress analysis was carried out on two examples which are made of highly dissimilar materials. As a result of the analysis, it is found that the proposed method provides improved continuity of the stress field over the entire domain as well as predicting accurate nodal stresses at the interface. In contrast, the conventional displacement-based finite element method provides significant stress discontinuties at the interfaces. In addition, it was found that the total strain energy evaluated from the improved continuous stress field converge to the exact value as increasing the number of iterations in the proposed method.

Probabilistic penalized principal component analysis

  • Park, Chongsun;Wang, Morgan C.;Mo, Eun Bi
    • Communications for Statistical Applications and Methods
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    • v.24 no.2
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    • pp.143-154
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    • 2017
  • A variable selection method based on probabilistic principal component analysis (PCA) using penalized likelihood method is proposed. The proposed method is a two-step variable reduction method. The first step is based on the probabilistic principal component idea to identify principle components. The penalty function is used to identify important variables in each component. We then build a model on the original data space instead of building on the rotated data space through latent variables (principal components) because the proposed method achieves the goal of dimension reduction through identifying important observed variables. Consequently, the proposed method is of more practical use. The proposed estimators perform as the oracle procedure and are root-n consistent with a proper choice of regularization parameters. The proposed method can be successfully applied to high-dimensional PCA problems with a relatively large portion of irrelevant variables included in the data set. It is straightforward to extend our likelihood method in handling problems with missing observations using EM algorithms. Further, it could be effectively applied in cases where some data vectors exhibit one or more missing values at random.

Resolution of kinematic redundancy using contrained optimization techniques under kinematic inequality contraints

  • Park, Ki-Cheol;Chang, Pyung-Hun
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10a
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    • pp.69-72
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    • 1996
  • This paper considers a global resolution of kinematic redundancy under inequality constraints as a constrained optimal control. In this formulation, joint limits and obstacles are regarded as state variable inequality constraints, and joint velocity limits as control variable inequality constraints. Necessary and sufficient conditions are derived by using Pontryagin's minimum principle and penalty function method. These conditions leads to a two-point boundary-value problem (TPBVP) with natural, periodic and inequality boundary conditions. In order to solve the TPBVP and to find a global minimum, a numerical algorithm, named two-stage algorithm, is presented. Given initial joint pose, the first stage finds the optimal joint trajectory and its corresponding minimum performance cost. The second stage searches for the optimal initial joint pose with globally minimum cost in the self-motion manifold. The effectiveness of the proposed algorithm is demonstrated through a simulation with a 3-dof planar redundant manipulator.

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Design of a reduced-order $H_{\infty}$ controller using an LMI method (LMI를 이용한 축소차수 $H_{\infty}$ 제어기 설계)

  • Kim, Seog-Joo;Chung, Soon-Hyun;Cheon, Jong-Min;Kim, Chun-Kyung;Lee, Jong-Moo;Kwon, Soon-Man
    • Proceedings of the KIEE Conference
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    • 2004.11c
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    • pp.729-731
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    • 2004
  • This paper deals with the design of a low order $H_{\infty}$ controller by using an iterative linear matrix inequality (LMI) method. The low order $H_{\infty}$ controller is represented in terms of LMIs with a rank condition. To solve the non-convex rank-constrained LMI problem, a linear penalty function is incorporated into the objective function so that minimizing the penalized objective function subject to LMIs amounts to a convex optimization problem. With an increasing sequence of the penalty parameter, the solution of the penalized optimization problem moves towards the feasible region of the original non-convex problem. The proposed algorithm is, therefore, convergent. Numerical experiments show the effectiveness of the proposed algorithm.

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Variable selection in L1 penalized censored regression

  • Hwang, Chang-Ha;Kim, Mal-Suk;Shi, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.951-959
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    • 2011
  • The proposed method is based on a penalized censored regression model with L1-penalty. We use the iteratively reweighted least squares procedure to solve L1 penalized log likelihood function of censored regression model. It provide the efficient computation of regression parameters including variable selection and leads to the generalized cross validation function for the model selection. Numerical results are then presented to indicate the performance of the proposed method.

Effective Compensation of the Distorted 1.12 Tbps WDM Signals Using Optimization of Total Dispersion

  • Lee, Seong-Real
    • Journal of information and communication convergence engineering
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    • v.5 no.4
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    • pp.377-381
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    • 2007
  • Nonlinear effects and chromatic dispersion are the main causes of pulse degradation in high bit-rate WDM transmission systems and several architectures have been proposed to compensate them by means of optical phase conjugation. In this paper, a new method to exploit an optical phase conjugator (OPC) for nonlinearity and dispersion cancellation is disclosed. The proposed method is using optimal total dispersion of each fiber sections and it is simpler than those previously described in literature. Power penalty between WDM channels and the maximum launch power in $28{\times}40$ Gbps WDM transmission system designed by optimal total dispersion are more decreased and more increased than those in the conventional WDM transmission system with OPC, respectively. Furthermore, optimal total dispersion proposed in this research should provide the flexible design of WDM system, which less depends on OPC position.