• Title/Summary/Keyword: Quadratic Function Approximation.

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Function Approximation Using an Enhanced Two-Point Diagonal Quadratic Approximation (개선된 이점 대각 이차 근사화를 이용한 함수 근사화)

  • Kim, Jong-Rip;Kang, Woo-Jin;Choi, Dong-Hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.4
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    • pp.475-480
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    • 2004
  • Function approximation is one of the most important and active research fields in design optimization. Accurate function approximations can reduce the repetitive computational effort fur system analysis. So this study presents an enhanced two-point diagonal quadratic approximation method. The proposed method is based on the Two-point Diagonal Quadratic Approximation method. But unlike TDQA, the suggested method has two quadratic terms, the diagonal term and the correction term. Therefore this method overcomes the disadvantage of TDQA when the derivatives of two design points are same signed values. And in the proposed method, both the approximate function and derivative values at two design points are equal to the exact counterparts whether the signs of derivatives at two design points are the same or not. Several numerical examples are presented to show the merits of the proposed method compared to the other forms used in the literature.

Saddlepoint Approximation to Quadratic Form and Application to Intraclass Correlation Coefficient

  • Na, Jong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.2
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    • pp.497-504
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    • 2008
  • In this paper we studied the saddlepoint approximations to the distribution of quadratic forms in normal variables. We derived the approximations as a special case of Na & Kim (2005). Also applications to a statistic which concerns intraclass correlation coefficient are presented. Simulations show the accuracy and availability of the suggested approximations.

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Saddlepoint approximation to the distribution function of quadratic forms based on multivariate skew-normal distribution (다변량 왜정규분포 기반 이차형식의 분포함수에 대한 안장점근사)

  • Na, Jonghwa
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.571-579
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    • 2016
  • Most of studies related to the distributions of quadratic forms are conducted under the assumption of multivariate normal distribution. In this paper, we suggested an approximation to the distribution of quadratic forms based on multivariate skew-normal distribution as alternatives for multivariate normal distribution. Saddlepoint approximations are considered and the accuracy of the approximations are verified through simulation studies.

Sensitivity Analysis in Principal Component Regression with Quadratic Approximation

  • Shin, Jae-Kyoung;Chang, Duk-Joon
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.623-630
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    • 2003
  • Recently, Tanaka(1988) derived two influence functions related to an eigenvalue problem $(A-\lambda_sI)\upsilon_s=0$ of real symmetric matrix A and used them for sensitivity analysis in principal component analysis. In this paper, we deal with the perturbation expansions up to quadratic terms of the same functions and discuss the application to sensitivity analysis in principal component regression analysis(PCRA). Numerical example is given to show how the approximation improves with the quadratic term.

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Kernel Adatron Algorithm of Support Vector Machine for Function Approximation (함수근사를 위한 서포트 벡터 기계의 커널 애더트론 알고리즘)

  • Seok, Kyung-Ha;Hwang, Chang-Ha
    • The Transactions of the Korea Information Processing Society
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    • v.7 no.6
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    • pp.1867-1873
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    • 2000
  • Function approximation from a set of input-output pairs has numerous applications in scientific and engineering areas. Support vector machine (SVM) is a new and very promising classification, regression and function approximation technique developed by Vapnik and his group at AT&TG Bell Laboratories. However, it has failed to establish itself as common machine learning tool. This is partly due to the fact that this is not easy to implement, and its standard implementation requires the use of optimization package for quadratic programming (QP). In this appear we present simple iterative Kernel Adatron (KA) algorithm for function approximation and compare it with standard SVM algorithm using QP.

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Multiclass Support Vector Machines with SCAD

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.19 no.5
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    • pp.655-662
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    • 2012
  • Classification is an important research field in pattern recognition with high-dimensional predictors. The support vector machine(SVM) is a penalized feature selector and classifier. It is based on the hinge loss function, the non-convex penalty function, and the smoothly clipped absolute deviation(SCAD) suggested by Fan and Li (2001). We developed the algorithm for the multiclass SVM with the SCAD penalty function using the local quadratic approximation. For multiclass problems we compared the performance of the SVM with the $L_1$, $L_2$ penalty functions and the developed method.

A Fixed Point Approach to the Stability of Quadratic Equations in Quasi Normed Spaces

  • Mirmostafaee, Alireza Kamel
    • Kyungpook Mathematical Journal
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    • v.49 no.4
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    • pp.691-700
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    • 2009
  • We use the fixed alternative theorem to establish Hyers-Ulam-Rassias stability of the quadratic functional equation where functions map a linear space into a complete quasi p-normed space. Moreover, we will show that the continuity behavior of an approximately quadratic mapping, which is controlled by a suitable continuous function, implies the continuity of a unique quadratic function, which is a good approximation to the mapping. We also give a few applications of our results in some special cases.

Sequential Approximate Optimization by Dual Method Based on Two-Point Diagonal Quadratic Approximation (이점 대각 이차 근사화 기법을 쌍대기법에 적용한 순차적 근사 최적설계)

  • Park, Seon-Ho;Jung, Sang-Jin;Jeong, Seung-Hyun;Choi, Dong-Hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.35 no.3
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    • pp.259-266
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    • 2011
  • We present a new dual sequential approximate optimization (SAO) algorithm called SD-TDQAO (sequential dual two-point diagonal quadratic approximate optimization). This algorithm solves engineering optimization problems with a nonlinear objective and nonlinear inequality constraints. The two-point diagonal quadratic approximation (TDQA) was originally non-convex and inseparable quadratic approximation in the primal design variable space. To use the dual method, SD-TDQAO uses diagonal quadratic explicit separable approximation; this can easily ensure convexity and separability. An important feature is that the second-derivative terms of the quadratic approximation are approximated by TDQA, which uses only information on the function and the derivative values at two consecutive iteration points. The algorithm will be illustrated using mathematical and topological test problems, and its performance will be compared with that of the MMA algorithm.

Quick and Accurate Computation of Voltage Stability Margin

  • Karbalaei, Farid;Abasi, Shahriar
    • Journal of Electrical Engineering and Technology
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    • v.11 no.1
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    • pp.1-8
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    • 2016
  • It is well known that the behavior of PV curves is similar to a quadratic function. This is used in some papers to approximate PV curves and calculate the maximum-loading point by minimum number of power flow runs. This paper also based on quadratic approximation of the PV curves is aimed at completing previous works so that the computational efforts are reduced and the accuracy is maintained. To do this, an iterative method based on a quadratic function with two constant coefficients, instead of the three ones, is used. This simplifies the calculation of the quadratic function. In each iteration, to prevent the calculations from diverging, the equations are solved on the assumption that voltage magnitude at a selected load bus is known and the loading factor is unknown instead. The voltage magnitude except in the first iteration is selected equal to the one at the nose point of the latest approximated PV curve. A method is presented to put the mentioned voltage in the first iteration as close as possible to the collapse point voltage. This reduces the number of iterations needed to determine the maximum-loading point. This method is tested on four IEEE test systems.

Design Optimization Using Two-Point Diagonal Quadratic Approximation(TDQA) (이점 대각 이차 근사화(TDQA) 기법을 적용한 최적설계)

  • Kim, Min-Soo;Kim, Jong-Rip;Choi, Dong-Hoon
    • Proceedings of the KSME Conference
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    • 2001.06c
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    • pp.386-391
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    • 2001
  • This paper presents a new two-point approximation method based on the exponential intervening variable. To avoid the lack of definition of the conventional exponential intervening variables due to zero- or negative-valued design variables the shifting level into each exponential intervening variable is introduced. Then a new quadratic approximation, whose Hessian matrix has only diagonal elements of different values, is proposed in terms of these intervening variables. These diagonal elements are computed in a closed form, which correct the typical error in the approximate gradient of the TANA series due to the lack of definition of exponential type intervening variables and their incomplete second-order terms. Also, a correction coefficient is multiplied to the pre-determined quadratic term to match the value of approximate function with that of the original function at the previous point. Finally, the authors developed a sequential approximate optimizer, solved several typical design problems used in the literature and compared these optimization results with those of TANA-3. These comparisons show that the proposed method gives more efficient and reliable results than TANA-3.

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