• 제목/요약/키워드: Least squares solution

검색결과 206건 처리시간 0.03초

비선형계획법을 이용한 대규모 선형계획해법의 개발 (Development of Nonlinear Programming Approaches to Large Scale Linear Programming Problems)

  • 장수영
    • 대한산업공학회지
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    • 제17권2호
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    • pp.131-142
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    • 1991
  • The concept of criterion function is proposed as a framework for comparing the geometric and computational characteristics of various nonlinear programming approaches to linear programming such as the method of centers, Karmakar's algorithm and the gravitational method. Also, we discuss various computational issues involved in obtaining an efficient parallel implementation of these methods. Clearly, the most time consuming part in solving a linear programming problem is the direction finding procedure, where we obtain an improving direction. In most cases, finding an improving direction is equivalent to solving a simple optimization problem defined at the current feasible solution. Again, this simple optimization problem can be seen as a least squares problem, and the computational effort in solving the least squares problem is, in fact, same as the effort as in solving a system of linear equations. Hence, getting a solution to a system of linear equations fast is very important in solving a linear programming problem efficiently. For solving system of linear equations on parallel computing machines, an iterative method seems more adequate than direct methods. Therefore, we propose one possible strategy for getting an efficient parallel implementation of an iterative method for solving a system of equations and present the summary of computational experiment performed on transputer based parallel computing board installed on IBM PC.

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Simple factor analysis of measured data

  • Kozar, Ivica;Kozar, Danila Lozzi;Malic, Neira Toric
    • Coupled systems mechanics
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    • 제11권1호
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    • pp.33-41
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    • 2022
  • Quite often we have a lot of measurement data and would like to find some relation between them. One common task is to see whether some measured data or a curve of known shape fit into the cumulative measured data. The problem can be visualized since data could generally be presented as curves or planes in Cartesian coordinates where each curve could be represented as a vector. In most cases we have measured the cumulative 'curve', we know shapes of other 'curves' and would like to determine unknown coefficients that multiply the known shapes in order to match the measured cumulative 'curve'. This problem could be presented in more complex variants, e.g., a constant could be added, some missing (unknown) data vector could be added to the measured summary vector, and instead of constant factors we could have polynomials, etc. All of them could be solved with slightly extended version of the procedure presented in the sequel. Solution procedure could be devised by reformulating the problem as a measurement problem and applying the generalized inverse of the measurement matrix. Measurement problem often has some errors involved in the measurement data but the least squares method that is comprised in the formulation quite successfully addresses the problem. Numerical examples illustrate the solution procedure.

More Efficient Method for Determination of Match Quality in Adaptive Least Square Matching Algorithms

  • Lee, Hae-Yeoun;Kim, Tae-Jung;Lee, Heung-Kyu
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 1998년도 Proceedings of International Symposium on Remote Sensing
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    • pp.274-279
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    • 1998
  • For the accurate generation of DEMs, the determination of match quality in adaptive least square matching algorithm is significantly important. Traditionally, only the degree of convergence of a solution matrix in least squares estimation has been considered for the determination of match quality. It is, however, not enough to determine the true match quality. This paper reports two approaches of match quality determination based on adaptive least square correlation : the conventional if-then logic approaches with scene geometry and correlation as additional quality measures; and, the fuzzy logic approaches. Through these, accurate decision of match quality will minimize the number of blunder and maximize the number of exact match. The proposed methods have been tested on JERS and SPOT images and the results show good performance.

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역미분기구학의 해 공간 (Solution Space of Inverse Differential Kinematics)

  • 강철구
    • 로봇학회논문지
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    • 제10권4호
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    • pp.230-244
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    • 2015
  • Continuous-path motion control such as resolved motion rate control requires online solving of the inverse differential kinematics for a robot. However, the solution space of the inverse differential kinematics related to Jacobian J is not well-established. In this paper, the solution space of inverse differential kinematics is analyzed through categorization of mapping conditions between joint velocities and end-effector velocity of a robot. If end-effector velocity is within the column space of J, the solution or the minimum norm solution is obtained. If it is not within the column space of J, an approximate solution by least-squares is obtained. Moreover, this paper introduces an improved mapping diagram showing orthogonality and mapping clearly between subspaces, and concrete examples numerically showing the concept of several subspaces. Finally, a solver and graphics user interface (GUI) for inverse differential kinematics are developed using MATLAB, and the solution of inverse differential kinematics using the GUI is demonstrated for a vertically articulated robot.

EACB법에 의한 전기비저항 토모그래피 자료의 역산 (Inversion of Resistivity Tomography Data Using EACB Approach)

  • 조인기;김기주
    • 지구물리와물리탐사
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    • 제8권2호
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    • pp.129-136
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    • 2005
  • 감쇠최소자승법은 각종 물리탐사 자료에 가장 널리 사용되는 역산법이다. 일반적으로 최소자승법에서 최소화되는 목적함수는 자료오차(data misfit)와 모델제한자의 합으로 주어진다. 따라서 역산에서 자료오차와 모델제한자는 함께 중요한 역할을 담당한다. 하지만 역산에 관한 대부분의 연구는 주로 모델제한자의 설정방법과 적절한 라그랑지 곱수의 선정방법에 치중되어 왔다. 일반적으로 자료획득시 자료가 갖는 표준편차를 자료가중값의 계산에 사용하는 것이 추천되고 있지만, 실제 현장조사에서는 자료의 표준편차는 좀처럼 측정되지 않으며, 대부분의 역산에서 자료가중행렬은 어쩔 수 없이 단위행렬로 간주된다. 본 논문에서는 자료분해능행렬과 그 분산함수를 분석하여 자동적으로 계산된 자료가중행렬을 사용하는 역산법을 개발하였다. EACB법이라 명명한 이 역산법에서는 분해능이 높은 자료에는 높은 가중값을, 작은 자료에는 작은 가중값을 부여한다. 개발된 EACB 역산법을 전기비저항 토모그피법에 적용한 결과, 보다 안정적이고 분해능이 향상된 결과를 얻을 수 있었다.

분리불가 이윤함수를 가진 발전사의 온실가스 감축투자 옵션 연구: 몬테카를로 최소자승법 (A Monte-Carlo Least Squares Approach for CO2 Abatement Investment Options Analysis with Linearly Non-Separable Profits of Power Plants)

  • 박호정
    • 자원ㆍ환경경제연구
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    • 제24권4호
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    • pp.607-627
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    • 2015
  • 배출권 가격의 변동성은 기업의 온실가스 감축투자를 위한 의사결정 수립 시에 중요한 요인으로 고려된다. 본 논문의 목적은 우리나라 특성 상 재무구조가 연결된 발전사의 입장에서 배출권 가격의 불확실성을 고려하여 온실가스 저감투자의 실물옵션 가치를 평가할 수 있는 방법론을 제시하는 데 있다. 이윤함수가 선형적으로 분리불가한 경우에는 고전적인 실물옵션 기법으로 적정 투자임계 가격을 도출하는 것이 불가능하기 때문에, 몬테카를로 최소자승법을 적용하여 투자임계 가격을 산출하는 알고리즘을 제시하였으며, 가스, 석유, 석탄의 주요 화력발전원의 수치를 이용하여 투자임계 가격을 시뮬레이션 분석하였다. 배출권 가격으로 표시된 투자임계 가격이 가스와 석유가 석탄에 비해 현저히 낮은 것으로 평가되어, 온실가스 감축투자 측면에서 이들 화석연료가 석탄에 비해 상대적으로 유리한 것으로 나타났다.

강인한 역산으로서의 하이브리드 $l^1/l^2$ norm IRLS 방법의 효율적 구현기법 (An Efficient Implementation of Hybrid $l^1/l^2$ Norm IRLS Method as a Robust Inversion)

  • 지준
    • 지구물리와물리탐사
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    • 제10권2호
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    • pp.124-130
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    • 2007
  • 탄성파 역산에 있어서 가장 널리 사용되는 최소자승($l^2$ norm)해는 이상치(outlier)에 매우 민감하게 반응하는 경향이 있다. 이에 반해서 $l^1$ norm을 최소화하는 해는 이상치에 강인한 면을 보이나 일반적으로 좀 더 많은 계산이 필요하다. 반복적가중의 최소자승법(Iteratively reweighted least squares [IRLS] method)을 이용하면 이러한 $l^1$ norm 문제의 근사해(approximate solution)를 효율적으로 구할 수 있다. 본 논문에서는 작은 크기의 잔여분은 $l^2$ norm으로 처리하며, 큰 크기의 잔여분은 $l^1$ norm으로 처리하는 하이브리드 $l^1/l^2$ norm 최소화를 IRLS 방법에 쉽게 적용하는 구현 기법을 소개한다. 소개된 알고리즘은 특이치(singularity)처리를 위한 임계값의 결정에 민감하게 반응하는 기존의 $l^1$ norm IRLS 방법과는 달리 임계값 결정에 상관없이 늘 강인한 역산의 특성을 보여준다.

중첩격자에 대한 이동최소자승법 적용 연구 (APPLICATION OF MOVING LEAST SQUARE METHOD IN CHIMERA GRID METHOD)

  • 이관중;이승수;조진연
    • 한국전산유체공학회지
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    • 제13권1호
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    • pp.49-56
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    • 2008
  • Chimera grid methods have been widely used in Computational Fluid Dynamics due to its simplicity in constructing grid systems over complex bodies, and suitability for unsteady flow computations with bodies in relative motion. However, the interpolation procedure for ensuring the continuity of the solution over overlapped regions fails when the so-called orphan cells are present. We have adopted the MLS(Moving Least Squares) method to replace commonly used linear interpolations in order to alleviate the difficulty associated with the orphan cells. MLS is one of the interpolation methods used in mesh-less methods. A number of examples with MLS are presented to show the validity and the accuracy of the method.

중첩격자에 대한 이동최소자승법 적용 연구 (APPLICATION OF MOVING LEAST SQUARE METHOD IN CHIMERA GRID METHOD)

  • 이관중;이승수
    • 한국전산유체공학회:학술대회논문집
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    • 한국전산유체공학회 2007년도 춘계 학술대회논문집
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    • pp.17-22
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    • 2007
  • Chimera grid Method is widely used in Computational Fluid Dynamics due to its simplicity in constructing grid system over complex bodies. Especially, Chimera grid method is suitable for unsteady flow computations with bodies in relative motions. However, interpolation procedure for ensuring continuity of solution over overlapped region fails when so-call orphan cells are present. We have adopted MLS(Moving Least Squares) method to replace commonly used linear interpolations in order to alleviate the difficulty associated with orphan cells. MSL is one of interpolation methods used in mesh-less methods. A number of examples with MLS are presented to show the validity and the accuracy of the method.

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ERT를 이용한 2차원 대지모델 영상복원 (2D Image Reconstruction of Earth Model by Electrical Resistance Tomography)

  • 부창진;김호찬;강민제
    • 한국산학기술학회논문지
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    • 제14권7호
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    • pp.3460-3467
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    • 2013
  • 본 논문에서는 2차원 대지구조를 분석하기 위해 ERT(electrical resistance tomography) 방법을 사용하여 대지모델을 영상복원하는 방법들을 수치적인 실험방법들을 통해 비교분석한다. 영상복원을 위한 역산방법으로는 Gauss-Newton, TLS(truncated least squares), 그리고 SIRT(simultaneous iterative reconstruction technieque) 알고리즘들이 제시되고 대지저항을 측정하기 위한 전극법은 대표적인 웨너와 슐럼버거 측정방법을 사용한다. 컴퓨터 시뮬레이션을 통해 Gauss-Newton과 TLS 알고리즘이 대지모델의 2차원 영상복원에서 적합하다는 것을 보인다.