• Title/Summary/Keyword: q iteration method

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NEW PRIMAL-DUAL INTERIOR POINT METHODS FOR P*(κ) LINEAR COMPLEMENTARITY PROBLEMS

  • Cho, Gyeong-Mi;Kim, Min-Kyung
    • Communications of the Korean Mathematical Society
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    • v.25 no.4
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    • pp.655-669
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    • 2010
  • In this paper we propose new primal-dual interior point methods (IPMs) for $P_*(\kappa)$ linear complementarity problems (LCPs) and analyze the iteration complexity of the algorithm. New search directions and proximity measures are defined based on a class of kernel functions, $\psi(t)=\frac{t^2-1}{2}-{\int}^t_1e{^{q(\frac{1}{\xi}-1)}d{\xi}$, $q\;{\geq}\;1$. If a strictly feasible starting point is available and the parameter $q\;=\;\log\;\(1+a{\sqrt{\frac{2{\tau}+2{\sqrt{2n{\tau}}+{\theta}n}}{1-{\theta}}\)$, where $a\;=\;1\;+\;\frac{1}{\sqrt{1+2{\kappa}}}$, then new large-update primal-dual interior point algorithms have $O((1\;+\;2{\kappa})\sqrt{n}log\;n\;log\;{\frac{n}{\varepsilon}})$ iteration complexity which is the best known result for this method. For small-update methods, we have $O((1\;+\;2{\kappa})q{\sqrt{qn}}log\;{\frac{n}{\varepsilon}})$ iteration complexity.

STRONG AND WEAK CONVERGENCE OF THE ISHIKAWA ITERATION METHOD FOR A CLASS OF NONLINEAR EQUATIONS

  • Osilike, M.O.
    • Bulletin of the Korean Mathematical Society
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    • v.37 no.1
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    • pp.153-169
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    • 2000
  • Let E be a real q-uniformly smooth Banach space which admits a weakly sequentially continuous duality map, and K a nonempty closed convex subset of E. Let T : K -> K be a mapping such that $F(T)\;=\;{x\;{\in}\;K\;:\;Tx\;=\;x}\;{\neq}\;0$ and (I - T) satisfies the accretive-type condition: $\;{\geq}\;{\lambda}$\mid$$\mid$x-Tx$\mid$$\mid$^2$, for all $x\;{\in}\;K,\;x^*\;{\in}\;F(T)$ and for some ${\lambda}\;>\;0$. The weak and strong convergence of the Ishikawa iteration method to a fixed point of T are investigated. An application of our results to the approximation of a solution of a certain linear operator equation is also given. Our results extend several important known results from the Mann iteration method to the Ishikawa iteration method. In particular, our results resolve in the affirmative an open problem posed by Naimpally and Singh (J. Math. Anal. Appl. 96 (1983), 437-446).

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NEWTON SCHULZ METHOD FOR SOLVING NONLINEAR MATRIX EQUATION Xp + AXA = Q

  • Kim, Hyun-Min;Kim, Young-jin;Meng, Jie
    • Journal of the Korean Mathematical Society
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    • v.55 no.6
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    • pp.1529-1540
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    • 2018
  • The matrix equation $X^p+A^*XA=Q$ has been studied to find the positive definite solution in several researches. In this paper, we consider fixed-point iteration and Newton's method for finding the matrix p-th root. From these two considerations, we will use the Newton-Schulz algorithm (N.S.A). We will show the residual relation and the local convergence of the fixed-point iteration. The local convergence guarantees the convergence of N.S.A. We also show numerical experiments and easily check that the N.S. algorithm reduce the CPU-time significantly.

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 $q{\geqq}1$.

A GENERALIZATION OF LOCAL SYMMETRIC AND SKEW-SYMMETRIC SPLITTING ITERATION METHODS FOR GENERALIZED SADDLE POINT PROBLEMS

  • Li, Jian-Lei;Luo, Dang;Zhang, Zhi-Jiang
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1167-1178
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    • 2011
  • In this paper, we further investigate the local Hermitian and skew-Hermitian splitting (LHSS) iteration method and the modified LHSS (MLHSS) iteration method for solving generalized nonsymmetric saddle point problems with nonzero (2,2) blocks. When A is non-symmetric positive definite, the convergence conditions are obtained, which generalize some results of Jiang and Cao [M.-Q. Jiang and Y. Cao, On local Hermitian and Skew-Hermitian splitting iteration methods for generalized saddle point problems, J. Comput. Appl. Math., 2009(231): 973-982] for the generalized saddle point problems to generalized nonsymmetric saddle point problems with nonzero (2,2) blocks. Numerical experiments show the effectiveness of the iterative methods.

Advances in solution of classical generalized eigenvalue problem

  • Chen, P.;Sun, S.L.;Zhao, Q.C.;Gong, Y.C.;Chen, Y.Q.;Yuan, M.W.
    • Interaction and multiscale mechanics
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    • v.1 no.2
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    • pp.211-230
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    • 2008
  • Owing to the growing size of the eigenvalue problem and the growing number of eigenvalues desired, solution methods of iterative nature are becoming more popular than ever, which however suffer from low efficiency and lack of proper convergence criteria. In this paper, three efficient iterative eigenvalue algorithms are considered, i.e., subspace iteration method, iterative Ritz vector method and iterative Lanczos method based on the cell sparse fast solver and loop-unrolling. They are examined under the mode error criterion, i.e., the ratio of the out-of-balance nodal forces and the maximum elastic nodal point forces. Averagely speaking, the iterative Ritz vector method is the most efficient one among the three. Based on the mode error convergence criteria, the eigenvalue solvers are shown to be more stable than those based on eigenvalues only. Compared with ANSYS's subspace iteration and block Lanczos approaches, the subspace iteration presented here appears to be more efficient, while the Lanczos approach has roughly equal efficiency. The methods proposed are robust and efficient. Large size tests show that the improvement in terms of CPU time and storage is tremendous. Also reported is an aggressive shifting technique for the subspace iteration method, based on the mode error convergence criteria. A backward technique is introduced when the shift is not located in the right region. The efficiency of such a technique was demonstrated in the numerical tests.

$\mu$-Controller Design using Genetic Algorithm (유전알고리즘을 이용한 $\mu$제어기 설계)

  • 기용상;안병하
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1996.11a
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    • pp.301-305
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    • 1996
  • $\mu$ theory can handle the parametric uncertainty and produces more non-conservative controller than H$_{\infty}$ control theory. However an existing solution of the theory, D-K iteration, creates a controller of huge order and cannot handle the real or mixed real-complex perturbation sets. In this paper, we use genetic algorithms to solve these problems of the D-K iteration method. The Youla parameterization is used to obtain all stabilizing controllers and the genetic algorithms determines the values of the state feedback gain, the observer gain, and Q parameter to minimize $\mu$, the structured singular value, of given system. From an example, we show that this method produces lower order controller which controls a real parameter-perturbed plant than D-K iteration method.

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Research on Numerical Calculation of Normal Modes in Nonlinear Vibrating Systems (비선형 진동계 정규모드의 수치적 계산 연구)

  • Lee, Kyoung-Hyun;Han, Hyung-Suk;Park, Sungho;Jeon, Soohong
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.26 no.7
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    • pp.795-805
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    • 2016
  • Nonlinear normal modes(NNMs) is a branch of periodic solution of nonlinear dynamic systems. Determination of stable periodic solution is very important in many engineering applications since the stable periodic solution can be an attractor of such nonlinear systems. Periodic solutions of nonlinear system are usually calculated by perturbation methods and numerical methods. In this study, numerical method is used in order to calculate the NNMs. Iteration of the solution is presented by multiple shooting method and continuation of solution is presented by pseudo-arclength continuation method. The stability of the NNMs is analyzed using Floquet multipliers, and bifurcation points are calculated using indirect method. Proposed analyses are applied to two nonlinear numerical models. In the first numerical model nonlinear spring-mass system is analyzed. In the second numerical model Jeffcott rotor system which has unstable equilibria is analyzed. Numerical simulation results show that the multiple shooting method can be applied to self excited system as well as the typical nonlinear system with stable equilibria.

Gain Tuning for SMCSPO of Robot Arm with Q-Learning (Q-Learning을 사용한 로봇팔의 SMCSPO 게인 튜닝)

  • Lee, JinHyeok;Kim, JaeHyung;Lee, MinCheol
    • The Journal of Korea Robotics Society
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    • v.17 no.2
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    • pp.221-229
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    • 2022
  • Sliding mode control (SMC) is a robust control method to control a robot arm with nonlinear properties. A high switching gain of SMC causes chattering problems, although the SMC allows the adequate control performance by giving high switching gain, without the exact robot model containing nonlinear and uncertainty terms. In order to solve this problem, SMC with sliding perturbation observer (SMCSPO) has been researched, where the method can reduce the chattering by compensating the perturbation, which is estimated by the observer, and then choosing a lower switching control gain of SMC. However, optimal gain tuning is necessary to get a better tracking performance and reducing a chattering. This paper proposes a method that the Q-learning automatically tunes the control gains of SMCSPO with an iterative operation. In this tuning method, the rewards of reinforcement learning (RL) are set minus tracking errors of states, and the action of RL is a change of control gain to maximize rewards whenever the iteration number of movements increases. The simple motion test for a 7-DOF robot arm was simulated in MATLAB program to prove this RL tuning algorithm. The simulation showed that this method can automatically tune the control gains for SMCSPO.