• Title/Summary/Keyword: quadratic convergence

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Performance Comparison of CEALM and NPSOL

  • Seok, Hong-Young;Jea, Tahk-Min
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.169.4-169
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    • 2001
  • Conventional methods to solve the nonlinear programming problem range from augmented Lagrangian methods to sequential quadratic programming (SQP) methods. NPSOL, which is a SQP code, has been widely used to solve various optimization problems but is still subject to many numerical problems such as convergence to local optima, difficulties in initialization and in handling non-smooth cost functions. Recently, many evolutionary methods have been developed for constrained optimization. Among them, CEALM (Co-Evolutionary Augmented Lagrangian Method) shows excellent performance in the following aspects: global optimization capability, low sensitivity to the initial parameter guessing, and excellent constraint handling capability due to the benefit of the augmented Lagrangian function. This algorithm is ...

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AN ABS ALGORITHM FOR SOLVING SINGULAR NONLINEAR SYSTEMS WITH RANK DEFECTS

  • Ge, Rendong;Xia, Zun-Quan
    • Journal of applied mathematics & informatics
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    • v.12 no.1_2
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    • pp.1-20
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    • 2003
  • A modified ABS algorithm for solving a class of singular non-linear systems, $F(x) = 0, $F\;\in \;R^n$, constructed by combining the discreted ABS algorithm and a method of Hoy and Schwetlick (1990), is presented. The second differential operation of F at a point is not required to be calculated directly in this algorithm. Q-quadratic convergence of this algorithm is given.

Comparison of error estimation methods and adaptivity for plane stress/strain problems

  • Ozakca, Mustafa
    • Structural Engineering and Mechanics
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    • v.15 no.5
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    • pp.579-608
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    • 2003
  • This paper deals with adaptive finite element analysis of linearly elastic structures using different error estimators based on flux projection (or best guess stress values) and residual methods. Presentations are given on a typical h-type adaptive analysis, a mesh refinement scheme and the coupling of adaptive finite element analysis with automatic mesh generation. Details about different error estimators are provided and their performance, reliability and convergence are studied using six node quadratic triangular elements. Several examples are presented to demonstrate the reliability of different error estimators.

AN ABS ALGORITHM FOR SOLVING SINGULAR NONLINEAR SYSTEMS WITH RANK ONE DEFECT

  • Ge, Ren-Dong;Xia, Zun-Quan
    • Journal of applied mathematics & informatics
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    • v.9 no.1
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    • pp.167-183
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    • 2002
  • A modified discretization ABS algorithm for solving a class of singular nonlinear systems, F($\chi$)=0, where $\chi$, F $\in$ $R^n$, is presented, constructed by combining a discretization ABS algorithm arid a method of Hoy and Schwetlick (1990). The second order differential operation of F at a point is not required to be calculated directly in this algorithm. Q-quadratic convergence of this algorithm is given.

AN EXPONENTIALLY FITTED METHOD FOR TWO PARAMETER SINGULARLY PERTURBED PARABOLIC BOUNDARY VALUE PROBLEMS

  • Gemechis File Duressa;Tariku Birabasa Mekonnen
    • Communications of the Korean Mathematical Society
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    • v.38 no.1
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    • pp.299-318
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    • 2023
  • This article devises an exponentially fitted method for the numerical solution of two parameter singularly perturbed parabolic boundary value problems. The proposed scheme is able to resolve the two lateral boundary layers of the solution. Error estimates show that the constructed scheme is parameter-uniformly convergent with a quadratic numerical rate of convergence. Some numerical test examples are taken from recently published articles to confirm the theoretical results and demonstrate a good performance of the current scheme.

Load Carrying Capacity Evaluation of Composite PC Girder Bridges Based on the System Identification (구조특성확인기법에 의한 PC교의 내하력평가)

  • Kim, Kee-Dae
    • Journal of the Korean Society of Industry Convergence
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    • v.8 no.4
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    • pp.205-212
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    • 2005
  • This paper presents the application of system identification approaches for the load carrying capacity evaluation of composite PCI girder bridges based on the result of field test. For these problems, the moment of inertia of cross-sectional area and the natural frequency of bridge were used as structural parameters, the SAP2000 program for the structural analysis and the SLP method for the minimum error. As a result, it is found that the proposed algorithm for this study appears applicable to real structures with reasonable complexity. It is shown that the introduction of approximate quadratic equations is more realistic and timesaving than the common methods.

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A STOCHASTIC VARIANCE REDUCTION METHOD FOR PCA BY AN EXACT PENALTY APPROACH

  • Jung, Yoon Mo;Lee, Jae Hwa;Yun, Sangwoon
    • Bulletin of the Korean Mathematical Society
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    • v.55 no.4
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    • pp.1303-1315
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    • 2018
  • For principal component analysis (PCA) to efficiently analyze large scale matrices, it is crucial to find a few singular vectors in cheaper computational cost and under lower memory requirement. To compute those in a fast and robust way, we propose a new stochastic method. Especially, we adopt the stochastic variance reduced gradient (SVRG) method [11] to avoid asymptotically slow convergence in stochastic gradient descent methods. For that purpose, we reformulate the PCA problem as a unconstrained optimization problem using a quadratic penalty. In general, increasing the penalty parameter to infinity is needed for the equivalence of the two problems. However, in this case, exact penalization is guaranteed by applying the analysis in [24]. We establish the convergence rate of the proposed method to a stationary point and numerical experiments illustrate the validity and efficiency of the proposed method.

Control of Crane System Using Fuzzy Learning Method (퍼지학습법을 이용한 크레인 제어)

  • Noh, Sang-Hyun;Lim, Yoon-Kyu
    • Journal of the Korean Society of Industry Convergence
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    • v.2 no.1
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    • pp.61-67
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    • 1999
  • An active control for the swing of crane systems is very important for increasing the productivity. This article introduces the control for the position and the swing of a crane using the fuzzy learning method. Because the crane is a multi-variable system, learning is done to control both position and swing of the crane. Also the fuzzy control rules are separately acquired with the loading and unloading situation of the crane for more accurate control. And We designed controller by fuzzy learning method, and then compare fuzzy learning method with LQR. The result of simulations shows that the crane is controlled better than LQR for a very large swing angle of 1 radian within nearly one cycle.

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A Study on the Characteristics of Fast Distributed Power Control Schemes in Cellular Network under Dynamic Channel (셀룰러 네트워크의 동적채널에서 빠른 분산 전력 제어 기법의 특성에 대한 연구)

  • Lee, Young-Dae;Park, Hyun-Sook
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.8 no.2
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    • pp.49-55
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    • 2008
  • To address the convergence issue of power control algorithms, a number of algorithms have been developed hat shape the dynamics of up-link power control for cellular network. Power algorithms based on fixed point iterations can be accelerated by the use of various methods, one of the simplest being the use of Newton iterations, however, this method has the disadvantage which not only needs derivatives of the cost function but also may be weak to noisy environment. we showed performance of the power control schemes to solve the fixed point problem under static or stationary channel. They proved goof performance to solve the fixed point problem due to their predictor based optimal control and quadratic convergence rate. Here, we apply the proposed power control schemes to the problem of the dynamic channel or to dynamic time varying link gains. The rigorous simulation results demonstrated the validity of our approach.

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AN AFFINE SCALING INTERIOR ALGORITHM VIA CONJUGATE GRADIENT AND LANCZOS METHODS FOR BOUND-CONSTRAINED NONLINEAR OPTIMIZATION

  • Jia, Chunxia;Zhu, Detong
    • Journal of applied mathematics & informatics
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    • v.29 no.1_2
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    • pp.173-190
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    • 2011
  • In this paper, we construct a new approach of affine scaling interior algorithm using the affine scaling conjugate gradient and Lanczos methods for bound constrained nonlinear optimization. We get the iterative direction by solving quadratic model via affine scaling conjugate gradient and Lanczos methods. By using the line search backtracking technique, we will find an acceptable trial step length along this direction which makes the iterate point strictly feasible and the objective function nonmonotonically decreasing. Global convergence and local superlinear convergence rate of the proposed algorithm are established under some reasonable conditions. Finally, we present some numerical results to illustrate the effectiveness of the proposed algorithm.