• Title/Summary/Keyword: Hessian Matrix

Search Result 63, Processing Time 0.026 seconds

Effective Calculation Method Finding the Limit of Voltage-Stability (효율적인 전압안정도 한계점 계산에 관한 연구)

  • Song, K.Y.;Kim, S.Y.;Choi, S.G.
    • Proceedings of the KIEE Conference
    • /
    • 1991.11a
    • /
    • pp.35-38
    • /
    • 1991
  • Recent, problems on the voltage-instability have been paid attention in power system and methods to find the limit of voltage-stability, concerned with these problems, were developed. However, these methods are short of precision on the limit of voltage-instability. Here, using the second-order load flow, constraint equation(d Pi/d Vi=0) and its patial differentiations are precisely formulated. Also, since the taylor series expansion of power flow equations terminates at the second-order terms, partial differentiations of constraint equation, that is Hessian, are constant. Then, Hessian matrix are calculated once during iteration process.

  • PDF

Finding Optimal Controls for Helicopter Maneuvers Using the Direct Multiple-Shooting Method

  • Kim, Min-Jae;Hong, Ji-Seung;Kim, Chang-Joo
    • International Journal of Aeronautical and Space Sciences
    • /
    • v.11 no.1
    • /
    • pp.10-18
    • /
    • 2010
  • The purpose of this paper deals with direct multiple-shooting method (DMS) to resolve helicopter maneuver problems of helicopters. The maneuver problem is transformed into nonlinear problems and solved DMS technique. The DMS method is easy in handling constraints and it has large convergence radius compared to other strategies. When parameterized with piecewise constant controls, the problems become most effectively tractable because the search direction is easily estimated by solving the structured Karush-Kuhn-Tucker (KKT) system. However, generally the computation of function, gradients and Hessian matrices has considerably time-consuming for complex system such as helicopter. This study focused on the approximation of the KKT system using the matrix exponential and its integrals. The propose method is validated by solving optimal control problems for the linear system where the KKT system is exactly expressed with the matrix exponential and its integrals. The trajectory tracking problem of various maneuvers like bob up, sidestep near hovering flight speed and hurdle hop, slalom, transient turn, acceleration and deceleration are analyzed to investigate the effects of algorithmic details. The results show the matrix exponential approach to compute gradients and the Hessian matrix is most efficient among the implemented methods when combined with the mixed time integration method for the system dynamics. The analyses with the proposed method show good convergence and capability of tracking the prescribed trajectory. Therefore, it can be used to solve critical areas of helicopter flight dynamic problems.

Solving a Matrix Polynomial by Conjugate Gradient Methods

  • Ko, Hyun-Ji;Kim, Hyun-Min
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.11 no.4
    • /
    • pp.39-46
    • /
    • 2007
  • One of well known and much studied nonlinear matrix equations is the matrix polynomial which has the form G(X)=$A_0X^m+A_1X^{m-1}+{\cdots}+A_m$ where $A_0$, $A_1$, ${\cdots}$, $A_m$ and X are $n{\times}n$ real matrices. We show how the minimization methods can be used to solve the matrix polynomial G(X) and give some numerical experiments. We also compare Polak and Ribi$\acute{e}$re version and Fletcher and Reeves version of conjugate gradient method.

  • PDF

Adaptable Center Detection of a Laser Line with a Normalization Approach using Hessian-matrix Eigenvalues

  • Xu, Guan;Sun, Lina;Li, Xiaotao;Su, Jian;Hao, Zhaobing;Lu, Xue
    • Journal of the Optical Society of Korea
    • /
    • v.18 no.4
    • /
    • pp.317-329
    • /
    • 2014
  • In vision measurement systems based on structured light, the key point of detection precision is to determine accurately the central position of the projected laser line in the image. The purpose of this research is to extract laser line centers based on a decision function generated to distinguish the real centers from candidate points with a high recognition rate. First, preprocessing of an image adopting a difference image method is conducted to realize image segmentation of the laser line. Second, the feature points in an integral pixel level are selected as the initiating light line centers by the eigenvalues of the Hessian matrix. Third, according to the light intensity distribution of a laser line obeying a Gaussian distribution in transverse section and a constant distribution in longitudinal section, a normalized model of Hessian matrix eigenvalues for the candidate centers of the laser line is presented to balance reasonably the two eigenvalues that indicate the variation tendencies of the second-order partial derivatives of the Gaussian function and constant function, respectively. The proposed model integrates a Gaussian recognition function and a sinusoidal recognition function. The Gaussian recognition function estimates the characteristic that one eigenvalue approaches zero, and enhances the sensitivity of the decision function to that characteristic, which corresponds to the longitudinal direction of the laser line. The sinusoidal recognition function evaluates the feature that the other eigenvalue is negative with a large absolute value, making the decision function more sensitive to that feature, which is related to the transverse direction of the laser line. In the proposed model the decision function is weighted for higher values to the real centers synthetically, considering the properties in the longitudinal and transverse directions of the laser line. Moreover, this method provides a decision value from 0 to 1 for arbitrary candidate centers, which yields a normalized measure for different laser lines in different images. The normalized results of pixels close to 1 are determined to be the real centers by progressive scanning of the image columns. Finally, the zero point of a second-order Taylor expansion in the eigenvector's direction is employed to refine further the extraction results of the central points at the subpixel level. The experimental results show that the method based on this normalization model accurately extracts the coordinates of laser line centers and obtains a higher recognition rate in two group experiments.

Optimal Active-Control & Development of Optimization Algorithm for Reduction of Drag in Flow Problems(3) -Construction of the Formulation for True Newton Method and Application to Viscous Drag Reduction of Three-Dimensional Flow (드래그 감소를 위한 유체의 최적 엑티브 제어 및 최적화 알고리즘의 개발(3) - 트루 뉴턴법을 위한 정식화 개발 및 유체의 3차원 최적 엑티브 제어)

  • Bark, Jai-Hyeong
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.20 no.6
    • /
    • pp.751-759
    • /
    • 2007
  • We have developed several methods for the optimization problem having large-scale and highly nonlinear system. First, step by step method in optimization process was employed to improve the convergence. In addition, techniques of furnishing good initial guesses for analysis using sensitivity information acquired from optimization iteration, and of manipulating analysis/optimization convergency criterion motivated from simultaneous technique were used. We applied them to flow control problem and verified their efficiency and robustness. However, they are based on quasi-Newton method that approximate the Hessian matrix using exact first derivatives. However solution of the Navier-Stokes equations are very cost, so we want to improve the efficiency of the optimization algorithm as much as possible. Thus we develop a true Newton method that uses exact Hessian matrix. And we apply that to the three-dimensional problem of flow around a sphere. This problem is certainly intractable with existing methods for optimal flow control. However, we can attack such problems with the methods that we developed previously and true Newton method.

A DUAL ALGORITHM FOR MINIMAX PROBLEMS

  • HE SUXIANG
    • Journal of applied mathematics & informatics
    • /
    • v.17 no.1_2_3
    • /
    • pp.401-418
    • /
    • 2005
  • In this paper, a dual algorithm, based on a smoothing function of Bertsekas (1982), is established for solving unconstrained minimax problems. It is proven that a sequence of points, generated by solving a sequence of unconstrained minimizers of the smoothing function with changing parameter t, converges with Q-superlinear rate to a Kuhn-Thcker point locally under some mild conditions. The relationship between the condition number of the Hessian matrix of the smoothing function and the parameter is studied, which also validates the convergence theory. Finally the numerical results are reported to show the effectiveness of this algorithm.

Confidence Interval Estimation Using SV in LS-SVM

  • Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.3
    • /
    • pp.451-459
    • /
    • 2003
  • The present paper suggests a method to estimate confidence interval using SV(Support Vector) in LS-SVM(Least-Squares Support Vector Machine). To get the proposed method we used the fact that the values of the hessian matrix obtained by full data set and SV are not different significantly. Since the suggested method implement only SV, a part of full data, we can save computing time and memory space. Through simulation study we justified the proposed method.

  • PDF

GLOBAL CONVERGENCE PROPERTIES OF THE MODIFIED BFGS METHOD ASSOCIATING WITH GENERAL LINE SEARCH MODEL

  • Liu, Jian-Guo;Guo, Qiang
    • Journal of applied mathematics & informatics
    • /
    • v.16 no.1_2
    • /
    • pp.195-205
    • /
    • 2004
  • To the unconstrained programme of non-convex function, this article give a modified BFGS algorithm. The idea of the algorithm is to modify the approximate Hessian matrix for obtaining the descent direction and guaranteeing the efficacious of the quasi-Newton iteration pattern. We prove the global convergence properties of the algorithm associating with the general form of line search, and prove the quadratic convergence rate of the algorithm under some conditions.

Impedance Imaging of Binary-Mixture Systems with Regularized Newton-Raphson Method

  • Kim, Min-Chan;Kim, Sin;Kim, Kyung-Youn
    • Journal of Energy Engineering
    • /
    • v.10 no.3
    • /
    • pp.183-187
    • /
    • 2001
  • Impedance imaging for binary mixture is a kind of nonlinear inverse problem, which is usually solved iteratively by the Newton-Raphson method. Then, the ill-posedness of Hessian matrix often requires the use of a regularization method to stabilize the solution. In this study, the Levenberg-Marquredt regularization method is introduced for the binary-mixture system with various resistivity contrasts (1:2∼1:1000). Several mixture distribution are tested and the results show that the Newton-Raphson iteration combined with the Levenberg-Marquardt regularization can reconstruct reasonably good images.

  • PDF

TOPOLOGICAL ASPECTS OF THE THREE DIMENSIONAL CRITICAL POINT EQUATION

  • CHANG, JEONGWOOK
    • Honam Mathematical Journal
    • /
    • v.27 no.3
    • /
    • pp.477-485
    • /
    • 2005
  • Let ($M^n$, g) be a compact oriented Riemannian manifold. It has been conjectured that every solution of the equation $z_g=D_gdf-{\Delta}_gfg-fr_g$ is an Einstein metric. In this article, we deal with the 3 dimensional case of the equation. In dimension 3, if the conjecture fails, there should be a stable minimal hypersurface in ($M^3$, g). We study some necessary conditions to guarantee that a stable minimal hypersurface exists in $M^3$.

  • PDF