• Title/Summary/Keyword: Conjugate Gradient 법

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Interior Point Methods for Network Problems (An Efficient Conjugate Gradient Method for Interior Point Methods) (네트워크 문제에서 내부점 방법의 활용 (내부점 선형계획법에서 효율적인 공액경사법))

  • 설동렬
    • Journal of the military operations research society of Korea
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    • v.24 no.1
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    • pp.146-156
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    • 1998
  • Cholesky factorization is known to be inefficient to problems with dense column and network problems in interior point methods. We use the conjugate gradient method and preconditioners to improve the convergence rate of the conjugate gradient method. Several preconditioners were applied to LPABO 5.1 and the results were compared with those of CPLEX 3.0. The conjugate gradient method shows to be more efficient than Cholesky factorization to problems with dense columns and network problems. The incomplete Cholesky factorization preconditioner shows to be the most efficient among the preconditioners.

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A Development of a Path-Based Traffic Assignment Algorithm using Conjugate Gradient Method (Conjugate Gradient 법을 이용한 경로기반 통행배정 알고리즘의 구축)

  • 강승모;권용석;박창호
    • Journal of Korean Society of Transportation
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    • v.18 no.5
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    • pp.99-107
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    • 2000
  • Path-based assignment(PBA) is valuable to dynamic traffic control and routing in integrated ITS framework. As one of widely studied PBA a1gorithms, Gradient Projection(GP) a1gorithm typically fields rapid convergence to a neighborhood of an optimal solution. But once it comes near a solution, it tends to slow down. To overcome this problem, we develop more efficient path-based assignment algorithm by combining Conjugate Gradient method with GP algorithm. It determines more accurate moving direction near a solution in order to gain a significant advantage in speed of convergence. Also this algorithm is applied to the Sioux-Falls network and verified its efficiency. Then we demonstrate that this type of method is very useful in improving speed of convergence in the case of user equilibrium problem.

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Regularized iterative image resotoration by using method of conjugate gradient with constrain (구속 조건을 사용한 공액 경사법에 의한 정칙화 반복 복원 처리)

  • 김승묵;홍성용;이태홍
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.22 no.9
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    • pp.1985-1997
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    • 1997
  • This paper proposed a regularized iterative image restoration by using method of conjugate gradient. Compared with conventional iterative methods, method of conjugate gradient has a merit to converte toward a solution as a super-linear convergence speed. But because of those properties, there are several artifacts like ringing effects and the partial magnification of the noise in the course of restoring the images that are degraded by a defocusing blur and additive noise. So, we proposed the regularized method of conjugate gradient applying constraints. By applying the projectiong constraint and regularization parameter into that method, it is possible to suppress the magnification of the additive noise. As a experimental results, we showed the superior convergence ratio of the proposed mehtod compared with conventional iterative regularized methods.

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An Inverse Analysis of Two-Dimensional Heat Conduction Problem Using Regular and Modified Conjugate Gradient Method (표준공액구배법과 수정공액구배법을 이용한 2차원 열전도 문제의 역해석)

  • Choi, Eui-Rak;Kim, Woo-Seung
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.22 no.12
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    • pp.1715-1725
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    • 1998
  • A two-dimensional transient inverse heat conduction problem involving the estimation of the unknown location, ($X^*$, $Y^*$), and timewise varying unknown strength, $G({\tau})$, of a line heat source embedded inside a rectangular bar with insulated boundaries has been solved simultaneously. The regular conjugate gradient method, RCGM and the modified conjugate gradient method, MCGM with adjoint equation, are used alternately to estimate the unknown strength $G({\tau})$ of the source term, while the parameter estimation approach is used to estimate the unknown location ($X^*$, $Y^*$) of the line heat source. The alternate use of the regular and the modified conjugate gradient methods alleviates the convergence difficulties encountered at the initial and final times (i.e ${\tau}=0$ and ${\tau}={\tau}_f$), hence stabilizes the computation and fastens the convergence of the solution. In order to examine the effectiveness of this approach under severe test conditions, the unknown strength $G({\tau})$ is chosen in the form of rectangular, triangular and sinusoidal functions.

Elliptic Numerical Wave Model Using Generalized Conjugate Gradient Method (GCGM을 이용한 타원형 수치 파랑모형)

  • 윤종태
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.10 no.2
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    • pp.93-99
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    • 1998
  • Parabolic approximation and sponge layer are applied as open boundary condition for elliptic finite difference wave model. Generalized conjugate gradient method is used as a solution procedure. Using parabolic approximation a large part of spurious reflection is removed at the spherical shoal experiment and sponge layer boundary condition needs more than 2 wave lengths of sponge layer to give similar results. Simulating the propagation of waves on a rectangular harbor, it is identified that iterative scheme can be applied easily for the non-rectangular computational region.

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Conjugate Gradient Least-Squares Algorithm for Three-Dimensional Magnetotelluric Inversion (3차원 MT 역산에서 CG 법의 효율적 적용)

  • Kim, Hee-Joon;Han, Nu-Ree;Choi, Ji-Hyang;Nam, Myung-Jin;Song, Yoon-Ho;Suh, Jung-Hee
    • Geophysics and Geophysical Exploration
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    • v.10 no.2
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    • pp.147-153
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    • 2007
  • The conjugate gradient (CG) method is one of the most efficient algorithms for solving a linear system of equations. In addition to being used as a linear equation solver, it can be applied to a least-squares problem. When the CG method is applied to large-scale three-dimensional inversion of magnetotelluric data, two approaches have been pursued; one is the linear CG inversion in which each step of the Gauss-Newton iteration is incompletely solved using a truncated CG technique, and the other is referred to as the nonlinear CG inversion in which CG is directly applied to the minimization of objective functional for a nonlinear inverse problem. In each procedure we only need to compute the effect of the sensitivity matrix or its transpose multiplying an arbitrary vector, significantly reducing the computational requirements needed to do large-scale inversion.

Regularized Iterative Image Restoration by using Method of Conjugate Gradient (공액경사법을 이용한 정칙화 반복 복원 방법)

  • 홍성용
    • Journal of the Korea Society of Computer and Information
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    • v.3 no.2
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    • pp.139-146
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    • 1998
  • This paper proposes a regularized iterative image restoration using method of conjugate gradient considering a priori information. Compared with conventional regularized method of conjugate gradient, this method has merits to prevent the artifacts by ringing effects and the partial magnification of the noise in the course of restoring the image degraded by blur and additive noise. Proposed method applies the constraints to accelerate the convergence ratio near the edge portions, and the regularized parameter suppresses the magnification of the noise. As experimental results, I show the superior convergence ratio and the suppression by the artifacts of the proposed method compared with conventional methods.

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A Study on the Application of Conjugate Gradient Method in Nonlinear Magnetic Field Analysis by FEM. (유한요소법에 의한 비선형 자계 해석에 공액 구배법 적응 연구)

  • 임달호;신흥교
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.1
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    • pp.22-28
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    • 1990
  • This paper is a study on the reduction of computation time in case of nonlinear magnetic field analysis by finite element method and Newton-Raphson method. For the purpose, the nonlinear convergence equation is computed by the conjugate gradient method which is known to be applicable to symmetric positive definite matrix equations only. As the results, we can not prove mathematically that the system Jacobian is positive definite, but when we applied this method, the diverging case did not occur. And the computation time is reduced by 25-55% and 15-45% in comparison with the case of direct and successive over-relaxation method, respectively. Therefore, we proved the utility of conjugate gradient method.

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A New Approach to Optimal Power Flow using Conjugate Gradient Method (공액 경사법을 사용한 최적조류계산에 대한 새로운 접근법)

  • Jo, Han-Hyung;Kim, Weon-Kyum;Kim, Kern-Joong
    • Proceedings of the KIEE Conference
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    • 1990.07a
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    • pp.139-142
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    • 1990
  • This paper presents a new approach to optimal power flow (OPF) problem using conjugate gradient method, using this method. We can obtain initial feasible solution and lagrangian multiplier without calculation of matrix inversion.Test experiment shows a desiriable result and a stable convergence characteristic.

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