• 제목/요약/키워드: Quadratic Function Approximation.

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

  • 김종립;강우진;최동훈
    • 대한기계학회논문집A
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    • 제28권4호
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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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    • 제19권2호
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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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다변량 왜정규분포 기반 이차형식의 분포함수에 대한 안장점근사 (Saddlepoint approximation to the distribution function of quadratic forms based on multivariate skew-normal distribution)

  • 나종화
    • 응용통계연구
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    • 제29권4호
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    • pp.571-579
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    • 2016
  • 이차형식 통계량의 분포함수에 대한 연구는 주로 다변량 정규분포의 가정하에서 진행되어 왔다. 최근 다변량 정규분포를 포함하는 다변량 왜정규분포에 대한 연구가 활발하다. 본 논문에서는 다변량 왜정규분포의 가정하에서 이차형식 통계량의 분포함수에 대한 근사를 다루었다. 근사의 방법으로는 소표본에서도 정확도가 뛰어난 근사법으로 알려진 안장점근사를 사용하였으며, 모의실험을 통해 그 정도를 확인하였다.

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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    • 제14권3호
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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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함수근사를 위한 서포트 벡터 기계의 커널 애더트론 알고리즘 (Kernel Adatron Algorithm of Support Vector Machine for Function Approximation)

  • 석경하;황창하
    • 한국정보처리학회논문지
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    • 제7권6호
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    • pp.1867-1873
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    • 2000
  • 함수근사는 과학과 고학부야에서 공범위하게 응용된다. 시포트 벡터 기계(support vector machine, SVM)는 원래 분류를 위해 계안되어져 문자인식, 얼굴인식 등의 응용분야에서 좋은 결과를 보여주고 있다. 최근 SVM이론 함수근사로 확장되어 많이 활용되려 하고 있다. 그러나 함수근사를 위한 SVM 알고리즘은 QP(quadratic proramming)문제와 관련되어있어 계산에 시간이 걸리며 QP를 위한 패키지가 있어야 한다. 본 논문에서는 함수근사를 위해 커널-애더트론 알고리즘을 이용한 SVM을 제안하고 QP를 이용한 SVM과 성능을 비교하고자 한다.

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Multiclass Support Vector Machines with SCAD

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • 제19권5호
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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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    • 제49권4호
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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.

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

  • 박선호;정상진;정승현;최동훈
    • 대한기계학회논문집A
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    • 제35권3호
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    • pp.259-266
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    • 2011
  • 본 논문에서는 SD-TDQAO (Sequential Dual - Two-point Diagonal Quadratic Approximate Optimization)라는 쌍대기법을 이용한 순차적 최적설계 알고리즘을 제안한다. 이 방법은 비선형 목적함수와 제한조건이 포함되어 있는 공학적인 문제를 효과적으로 풀 수 있도록 하는데 목적이 있다. 기존의 볼록성과 분리성이 만족되지 않는 eTDQA2 방법을 이용하여 쌍대기법에 이용할 수 있도록 이차 근사함수의 헤시언 대각요소에 이를 적용하여 쉽게 볼록성과 분리성을 보장할 수 있도록 하였다. 또한 이를 수학적 예제와 위상 최적설계문제를 통해 기존의 쌍대기법 알고리즘인 MMA 와의 비교로 그 성능을 입증하였다.

Quick and Accurate Computation of Voltage Stability Margin

  • Karbalaei, Farid;Abasi, Shahriar
    • Journal of Electrical Engineering and Technology
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    • 제11권1호
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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.

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

  • 김민수;김종립;최동훈
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2001년도 춘계학술대회논문집C
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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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