• Title/Summary/Keyword: Newton's optimization

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CONVERGENCE OF THE NEWTON METHOD FOR AUBIN CONTINUOUS MAPS

  • Argyros, Ioannis K.
    • East Asian mathematical journal
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    • v.25 no.2
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    • pp.153-157
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    • 2009
  • Motivated by optimization considerations we revisit the work by Dontchev in [7] involving the convergence of Newton's method to a solution of a generalized equation in a Banach space setting. Using the same hypotheses and under the same computational cost we provide a finer convergence analysis for Newton's method by using more precise estimates.

Performance Evaluation of a Time-domain Gauss-Newton Full-waveform Inversion Method (시간영역 Gauss-Newton 전체파형 역해석 기법의 성능평가)

  • Kang, Jun Won;Pakravan, Alireza
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.26 no.4
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    • pp.223-231
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    • 2013
  • This paper presents a time-domain Gauss-Newton full-waveform inversion method for the material profile reconstruction in heterogeneous semi-infinite solid media. To implement the inverse problem in a finite computational domain, perfectly-matchedlayers( PMLs) are introduced as wave-absorbing boundaries within which the domain's wave velocity profile is to be reconstructed. The inverse problem is formulated in a partial-differential-equations(PDE)-constrained optimization framework, where a least-squares misfit between measured and calculated surface responses is minimized under the constraint of PML-endowed wave equations. A Gauss-Newton-Krylov optimization algorithm is utilized to iteratively update the unknown wave velocity profile with the aid of a specialized regularization scheme. Through a series of one-dimensional examples, the solution of the Gauss-Newton inversion was close enough to the target profile, and showed superior convergence behavior with reduced wall-clock time of implementation compared to a conventional inversion using Fletcher-Reeves optimization algorithm.

The Design of Iron Loss Minimization of 600W IPMSM by Quasi-newton Method (Quasi-Newton Method에 의한 600W IPMSM의 철손 최소화 설계)

  • Baek, Sung-min;Cho, Gyu-won;Kim, Gyu-tak
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.66 no.7
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    • pp.1053-1058
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    • 2017
  • In this paper, the design of iron loss minimization of 600W was performed by using Quasi-Newton method. Stator shoe, the width of stator teeth and yoke, and the length of d-axis flux path were selected as design parameters, and the output characteristics according to each design variable were considered. The objective function was set to minimize iron loss. Using the Quasi-Newton method, the variables converged to the target value while changing simultaneously and multiple times. As the algorithm advanced optimization, the correlation with the behavior of each variable was compared and analyzed.

Maximization of Efficiency of IPMSM by Quasi-Newton Method (Quasi-Newton법을 이용한 IPMSM의 효율 최적화 설계)

  • Baek, Sung-min;Park, Byung-Jun;Kim, Yongn-Tae;Kim, Gyu-Tak
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.10
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    • pp.1292-1297
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    • 2018
  • In this paper, efficiency optimization design of 600W class IPMSM was performed by using Quasi-Newton method. The output was limited to 600W to meet the same output as the basic model. The behavior of each variable as the design progressed was judged on the efficiency, which is the target value through correlation analysis. The design variables were set as the width of the stator, the position of the permanent magnet from the end of the rotor, the thickness of the permanent magnet, and the width of the permanent magnet.

AN ADAPTIVE PRIMAL-DUAL FULL-NEWTON STEP INFEASIBLE INTERIOR-POINT ALGORITHM FOR LINEAR OPTIMIZATION

  • Asadi, Soodabeh;Mansouri, Hossein;Zangiabadi, Maryam
    • Bulletin of the Korean Mathematical Society
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    • v.53 no.6
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    • pp.1831-1844
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    • 2016
  • In this paper, we improve the full-Newton step infeasible interior-point algorithm proposed by Mansouri et al. [6]. The algorithm takes only one full-Newton step in a major iteration. To perform this step, the algorithm adopts the largest logical value for the barrier update parameter ${\theta}$. This value is adapted with the value of proximity function ${\delta}$ related to (x, y, s) in current iteration of the algorithm. We derive a suitable interval to change the parameter ${\theta}$ from iteration to iteration. This leads to more flexibilities in the algorithm, compared to the situation that ${\theta}$ takes a default fixed value.

License Plate Detection with Improved Adaboost Learning based on Newton's Optimization and MCT (뉴턴 최적화를 통해 개선된 아다부스트 훈련과 MCT 특징을 이용한 번호판 검출)

  • Lee, Young-Hyun;Kim, Dae-Hun;Ko, Han-Seok
    • Journal of the Korea Society of Computer and Information
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    • v.17 no.12
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    • pp.71-82
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    • 2012
  • In this paper, we propose a license plate detection method with improved Adaboost learning and MCT (Modified Census Transform). The MCT represents the local structure patterns as integer numbered feature values which has robustness to illumination change and memory efficiency. However, since these integer values are discrete, a lookup table is needed to design a weak classifier for Adaboost learning. Some previous research efforts have focused on minimization of exponential criterion for Adaboost optimization. In this paper, a method that uses MCT and improved Adaboost learning based on Newton's optimization to exponential criterion is proposed for license plate detection. Experimental results on license patch images and field images demonstrate that the proposed method yields higher performance of detection rates with low false positives than the conventional method using the original Adaboost learning.

Algorithm for stochastic Neighbor Embedding: Conjugate Gradient, Newton, and Trust-Region

  • Hongmo, Je;Kijoeng, Nam;Seungjin, Choi
    • Proceedings of the Korean Information Science Society Conference
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    • 2004.10b
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    • pp.697-699
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    • 2004
  • Stochastic Neighbor Embedding(SNE) is a probabilistic method of mapping high-dimensional data space into a low-dimensional representation with preserving neighbor identities. Even though SNE shows several useful properties, the gradient-based naive SNE algorithm has a critical limitation that it is very slow to converge. To overcome this limitation, faster optimization methods should be considered by using trust region method we call this method fast TR SNE. Moreover, this paper presents a couple of useful optimization methods(i.e. conjugate gradient method and Newton's method) to embody fast SNE algorithm. We compared above three methods and conclude that TR-SNE is the best algorithm among them considering speed and stability. Finally, we show several visualizing experiments of TR-SNE to confirm its stability by experiments.

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Wakeby Distribution and the Maximum Likelihood Estimation Algorithm in Which Probability Density Function Is Not Explicitly Expressed

  • Park Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.443-451
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    • 2005
  • The studied in this paper is a new algorithm for searching the maximum likelihood estimate(MLE) in which probability density function is not explicitly expressed. Newton-Raphson's root-finding routine and a nonlinear numerical optimization algorithm with constraint (so-called feasible sequential quadratic programming) are used. This algorithm is applied to the Wakeby distribution which is importantly used in hydrology and water resource research for analysis of extreme rainfall. The performance comparison between maximum likelihood estimates and method of L-moment estimates (L-ME) is studied by Monte-carlo simulation. The recommended methods are L-ME for up to 300 observations and MLE for over the sample size, respectively. Methods for speeding up the algorithm and for computing variances of estimates are discussed.

HIGHER ORDER INTERVAL ITERATIVE METHODS FOR NONLINEAR EQUATIONS

  • Singh, Sukhjit;Gupta, D.K.
    • Journal of applied mathematics & informatics
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    • v.33 no.1_2
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    • pp.61-76
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    • 2015
  • In this paper, a fifth order extension of Potra's third order iterative method is proposed for solving nonlinear equations. A convergence theorem along with the error bounds is established. The method takes three functions and one derivative evaluations giving its efficiency index equals to 1.495. Some numerical examples are also solved and the results obtained are compared with some other existing fifth order methods. Next, the interval extension of both third and fifth order Potra's method are developed by using the concepts of interval analysis. Convergence analysis of these methods are discussed to establish their third and fifth orders respectively. A number of numerical examples are worked out using INTLAB in order to demonstrate the efficacy of the methods. The results of the proposed methods are compared with the results of the interval Newton method.

A HIGHER ORDER ITERATIVE ALGORITHM FOR MULTIVARIATE OPTIMIZATION PROBLEM

  • Chakraborty, Suvra Kanti;Panda, Geetanjali
    • Journal of applied mathematics & informatics
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    • v.32 no.5_6
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    • pp.747-760
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    • 2014
  • In this paper a higher order iterative algorithm is developed for an unconstrained multivariate optimization problem. Taylor expansion of matrix valued function is used to prove the cubic order convergence of the proposed algorithm. The methodology is supported with numerical and graphical illustration.