• Title/Summary/Keyword: Affine scaling

Search Result 23, Processing Time 0.028 seconds

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
    • /
    • v.29 no.1_2
    • /
    • pp.173-190
    • /
    • 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.

A Study on the Constrained Dispatch Scheduling Using Affine Scaling Interior Point Method (Affine Scaling Interior Point Method를 이용한 제약급전에 관한 연구)

  • Kim, Kyung-Min;Han, Seok-Man;Chung, Koo-Hyung;Kim, Bal-Ho
    • The Transactions of the Korean Institute of Electrical Engineers A
    • /
    • v.55 no.3
    • /
    • pp.133-138
    • /
    • 2006
  • This paper presents an Optimal Power Flow (OPF) algorithm using Interior Point Method (IPM) to swiftly and precisely perform the five minute dispatch. This newly suggested methodology is based on Affine Scaling Interior Point Method which is favorable for large-scale problems involving many constraints. It is also eligible for OPF problems in order to improve the calculation speed and the preciseness of its resultant solutions. Big-M Method is also used to improve the solution stability. Finally, this paper provides relevant case studies to confirm the efficiency of the proposed methodology.

Time-Discretization of Time Delayed Non-Affine System via Taylor-Lie Series Using Scaling and Squaring Technique

  • Zhang Yuanliang;Chong Kil-To
    • International Journal of Control, Automation, and Systems
    • /
    • v.4 no.3
    • /
    • pp.293-301
    • /
    • 2006
  • A new discretization method for calculating a sampled-data representation of a nonlinear continuous-time system is proposed. The proposed method is based on the well-known Taylor series expansion and zero-order hold (ZOH) assumption. The mathematical structure of the new discretization method is analyzed. On the basis of this structure, a sampled-data representation of a nonlinear system with a time-delayed input is derived. This method is applied to obtain a sampled-data representation of a non-affine nonlinear system, with a constant input time delay. In particular, the effect of the time discretization method on key properties of nonlinear control systems, such as equilibrium properties and asymptotic stability, is examined. 'Hybrid' discretization schemes that result from a combination of the 'scaling and squaring' technique with the Taylor method are also proposed, especially under conditions of very low sampling rates. Practical issues associated with the selection of the method parameters to meet CPU time and accuracy requirements are examined as well. The performance of the proposed method is evaluated using a nonlinear system with a time-delayed non-affine input.

A Method Identifying the Optimal Nonbasic Columns for the Problem Size Reduction in Affine Scaling Algorithm (애핀법에 있어서 문제 축소를 위한 최적비기저의 결정 방법)

  • ;;Park, Soondal
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.17 no.3
    • /
    • pp.59-65
    • /
    • 1992
  • A modified primal-dual affine scaling algorithm for linear programming is presented. This modified algorithm generates an elipsoid containing all optimal dual solutions at each iteration, then checks whether or not a dual hyperplane intersects this ellipsoid. If the dual hyperplane has no intersection with this ellipsoid, its corresponding column must be optimal nonbasic. By condensing these columns, the size of LP problem can be reduced.

  • PDF

Fractal Scaling of Permeability in Unsaturated Fractured Tuff: Wavelet-Based Approach

  • Hyun, Yunjung
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
    • /
    • 2003.09a
    • /
    • pp.140-143
    • /
    • 2003
  • Air permeabilities in unsaturated fractured tuff at the Apache Leap Research Site (ALRS) near Superior, Arizona, exhibit a self-affine behavior, thus renders a field random fractal. Based up fractal scaling, the observed scale effect has been interpreted [Hyun et al., 2002]. Recently, Frantziskonis and Hansen [2000] presented that fractal scaling can be represented based on wavelets. This study deals with the way of using wavelets for fractal scaling. A numerical study is presented to examine the applicability of wavelet-based approach to determining upscaled air permeability values on various data supports at the site. To characterize the scaling property of self-affine fields generated based upon wavelets, Hurst coefficient, H. was inferred by applying the average wavelet coefficient (AWC) method. The result yielded H = 0.24, which is very close to the result of geostatistical analysis using a power variogram (H = 0.22). The study concludes that wavelet-based scaling is a useful way of determining parameter values on different data supports, which is an essential task for modeling of subsurface flow and mass transport in a numeric grid with different resolutions (grid size).

  • PDF

A Study on the Constrained Dispatch Scheduling Using Affine Scaling Interior Point Methdod (Affine Scaling Interior Point Method를 이용한 제약급전계획에 관한 연구)

  • Kim, Kyung-Min;Han, Seok-Man;Kim, Kang-Won;Park, Jung-Sung;Chung, Koo-Hyung;Kim, Bal-Ho H.
    • Proceedings of the KIEE Conference
    • /
    • 2005.07a
    • /
    • pp.858-860
    • /
    • 2005
  • This paper presents an Optimal Power Flow (OPF) algorithm using Interior Point Method (IPM) to swiftly and precisely perform the five minute dispatch. This newly suggested methodology is based on Affine Scailing Interior Point Method (AS IPM), which is favorable for large-scale problems involving many constraints. It is also eligible for OPF problems in order to improve the calculation speed and the preciseness of its resultant solutions. Lastly, this paper provides a relevant case study to confirm the efficiency of the proposed methodology.

  • PDF

Optimal Power Flow Using Affine Scaling interior Point Method (Affine Scaling Interior Point Method를 이용한 최적조류계산)

  • Kim, Kyung-Min;Park, Jung-Sung;Han, Seok-Man;Chung, Koo-Hyung;Kim, Bal-Ho H.
    • Proceedings of the KIEE Conference
    • /
    • 2005.11b
    • /
    • pp.156-158
    • /
    • 2005
  • This paper presents an Optimal Power Flow (OPF) algorithm using Interior Point Method (IPM) to swiftly and precisely perform the five minute dispatch. This newly suggested methodology is based on Affine Sealing Interior Point Method (AS IPM), which is favorable for large-scale problems involving many constraints. It is also eligible for OPF problems in order to improve the calculation speed and the preciseness of its resultant solutions. Big-M Method is also used to improve the solution stability. Finally, this paper provides a relevant case study to confirm the efficiency of the proposed methodology.

  • PDF

Affine Transform Coding for Image Transmission (영상 전송을 위한 어핀변환 부호화)

  • 김정일
    • Journal of the Korea Society of Computer and Information
    • /
    • v.4 no.2
    • /
    • pp.135-140
    • /
    • 1999
  • This paper describes a affine transform coding which is reducing long time to take on image encoding by using scaling method and limited search area technique. For evaluating its performance, the proposed algorithm compare with Jacquin's method using traditional affine transform coding methods. Simulation results, the proposed algorithm considerably reduces encoding time by using scaling method and limited search area method. Also, the proposed algorithm provides much shorter encoding time with a little degradation of the decoded image quality than Jacquin's method.

  • PDF

Affine-Invariant Image normalization for Log-Polar Images using Momentums

  • Son, Young-Ho;You, Bum-Jae;Oh, Sang-Rok;Park, Gwi-Tae
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2003.10a
    • /
    • pp.1140-1145
    • /
    • 2003
  • Image normalization is one of the important areas in pattern recognition. Also, log-polar images are useful in the sense that their image data size is reduced dramatically comparing with conventional images and it is possible to develop faster pattern recognition algorithms. Especially, the log-polar image is very similar with the structure of human eyes. However, there are almost no researches on pattern recognition using the log-polar images while a number of researches on visual tracking have been executed. We propose an image normalization technique of log-polar images using momentums applicable for affine-invariant pattern recognition. We handle basic distortions of an image including translation, rotation, scaling, and skew of a log-polar image. The algorithm is experimented in a PC-based real-time vision system successfully.

  • PDF