• Title/Summary/Keyword: Quasi-Newton method

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다자유도계를 갖는 듀핑 진동계의 강제진동해석 (Forced Vibration Analysis for Duffing's Vibration Systems with the Multi-Degree-of-Freedom Systems)

  • 전진영;박용남;김정렬;김의간
    • Journal of Advanced Marine Engineering and Technology
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    • 제24권1호
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    • pp.18-24
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    • 2000
  • As ship's propulsion shafting system has been complicated, many linear methods that have been used until now are not sufficient enough to produce proper solutions and these solutions are ofter unreasonable. So we need to solve nonlinear systems, and many methods for solving nonlinear vibration system have been developed. In this study, the propulsion shafting system was modeled with Duffing's nonlinear vibration system and multi-degree-of-freedom, and analyzed by using Quasi-Newton method. And for the purpose of confirming the reliability of the calculating results for nonlinear forced torsional vibration of the propulsion shafting system, the nonlinear calculated results were compared with the linear calculated ones for ship's propulsion shafting system. In the result, for analysis of the forced torsional vibration of the propulsion systems with nonlinear elements, the modified Newton's method is confirmed reasonable.

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SCALING METHODS FOR QUASI-NEWTON METHODS

  • MOGHRABI, ISSAM A.R.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제6권1호
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    • pp.91-107
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    • 2002
  • This paper presents two new self-scaling variable-metric algorithms. The first is based on a known two-parameter family of rank-two updating formulae, the second employs an initial scaling of the estimated inverse Hessian which modifies the first self-scaling algorithm. The algorithms are compared with similar published algorithms, notably those due to Oren, Shanno and Phua, Biggs and with BFGS (the best known quasi-Newton method). The best of these new and published algorithms are also modified to employ inexact line searches with marginal effect. The new algorithms are superior, especially as the problem dimension increases.

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Quasi-Likelihood Approach for Linear Models with Censored Data

  • Ha, Il-Do;Cho, Geon-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.219-225
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    • 1998
  • The parameters in linear models with censored normal responses are usually estimated by the iterative maximum likelihood and least square methods. However, the iterative least square method is simple but hardly has theoretical justification, and the iterative maximum likelihood estimating equations are complicatedly derived. In this paper, we justify these methods via Wedderburn (1974)'s quasi-likelihood approach. This provides an explicit justification for the iterative least square method and also directly the iterative maximum likelihood method for estimating the regression coefficients.

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초고밀도 광디스크 시스템용 슬라이더 부상상태 해석을 위한 Dual Solver 개발 (Development of Dual Solver to Analyze the Flying State of ODD Head Slider)

  • 이상순;김광선
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2001년도 춘계학술대회논문집
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    • pp.702-705
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    • 2001
  • This paper deals with a method to predict the flying state of the head slider in a optical disk drive(ODD). The Dual Solver based on the Quasi-Newton method and the Newton method has been developed to simulate the steady-state flying conditions. The numerical results show the effectiveness and reliability of this new solver.

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뉴톤-랩슨 반복법의 점근비율 (Convergence Rate of Newton-Raphson Method)

  • 이관제
    • 응용통계연구
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    • 제6권2호
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    • pp.319-328
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    • 1993
  • 뉴톤-랩슨 반복법이 최우추정량에 접근하는 비율이 초기값에 따라 가속화함을 보았다. 그러 므로 최우추정량을 구하기 어려운 경우에 통계적 목적 - Bahadur 효율, 콰지(Quasi) 우도비 검정 통계량의 점근분포, Bartlett 정정계수(correction factor)등 - 에 따라 뉴톤-랩슨 반복 의 횟수를 정하여 쓸 수 있다.

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Navier-Stokes 유체의 최적제어를 위한 SQP 기법의 개발 (Large-scale SQP Methods for Optimal Control of steady Incompressible Navier-Stokes Flows)

  • Bark, Jai-Hyeong;Hong, Soon-Jo
    • 한국전산구조공학회논문집
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    • 제15권4호
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    • pp.675-691
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    • 2002
  • 본 연구의 목적은 Navier-Stokes 유체와 같은 대용량 문제를 위한 최적화 기법의 개발에 있다. 이를 위해 본 연구에서는 reduced Hessian sequential quadratic programming을 개발하였다. 첫째, 유체의 해석을 위한 평형 방정식을 최적화 과정에서 제거하여 변수를 줄였고, 또한 평형방정식과 최적화 과정에서 연속기법을 사용하여 최적해를 보장하면서 더욱 해에 쉽게 접근하도록 하였다. 그리고 각 단계에서는 테일러 시리즈를 이용한 근사치를 이용하여 각 단계에서 대단히 좋은 초기치 값을 제공하여 최적해에 더욱 빠르게 접근하게 하고 아울러 유체의 평형방정식을 풀 때에도 해에 더욱 빠르고 쉽게 접근하도록 하였다. 이 기법을 항력을 줄이기 위한 유체의 최적 제어를 위한 문제에 적용하였다. 유체의 흐름을 제어하기 위하여 물체의 경계면에서 유체의 흡입(suction)과 방축(injection)이라는 기법을 사용하여 경계면에서 속도를 제어하였고, 목적함수로써 항력을 표현하기 위하여 에너지 소실의 변화율을 사용하였다. 예제를 통해 본 연구에서 개발한 최적화 기법의 효용성을 입증하였다.

GLOBAL CONVERGENCE OF A MODIFIED BFGS-TYPE METHOD FOR UNCONSTRAINED NON-CONVEX MINIMIZATION

  • Guo, Qiang;Liu, Jian-Guo
    • Journal of applied mathematics & informatics
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    • 제24권1_2호
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    • pp.325-331
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    • 2007
  • To the unconstrained programme of non-convex function, this article give a modified BFGS algorithm associated with the general line search model. The idea of the algorithm is to modify the approximate Hessian matrix for obtaining the descent direction and guaranteeing the efficacious of the new quasi-Newton iteration equation $B_{k+1}s_k=y^*_k,\;where\;y^*_k$ is the sum of $y_k\;and\;A_ks_k,\;and\;A_k$ is some matrix. The global convergence properties of the algorithm associating with the general form of line search is proved.

A METHOD USING PARAMETRIC APPROACH WITH QUASINEWTON METHOD FOR CONSTRAINED OPTIMIZATION

  • Ryang, Yong-Joon;Kim, Won-Serk
    • 대한수학회보
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    • 제26권2호
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    • pp.127-134
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    • 1989
  • This paper proposes a deformation method for solving practical nonlinear programming problems. Utilizing the nonlinear parametric programming technique with Quasi-Newton method [6,7], the method solves the problem by imbedding it into a suitable one-parameter family of problems. The approach discussed in this paper was originally developed with the aim of solving a system of structural optimization problems with frequently appears in various kind of engineering design. It is assumed that we have to solve more than one structural problem of the same type. It an optimal solution of one of these problems is available, then the optimal solutions of thel other problems can be easily obtained by using this known problem and its optimal solution as the initial problem of our parametric method. The method of nonlinear programming does not generally converge to the optimal solution from an arbitrary starting point if the initial estimate is not sufficiently close to the solution. On the other hand, the deformation method described in this paper is advantageous in that it is likely to obtain the optimal solution every if the initial point is not necessarily in a small neighborhood of the solution. the Jacobian matrix of the iteration formula has the special structural features [2, 3]. Sectioon 2 describes nonlinear parametric programming problem imbeded into a one-parameter family of problems. In Section 3 the iteration formulas for one-parameter are developed. Section 4 discusses parametric approach for Quasi-Newton method and gives algorithm for finding the optimal solution.

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비선형 공정제어를 위한 매개변수 식별기법의 새로운 응용 (A Novel Application of the Identification Technique to Control of Nonlinear Processes)

  • 이지태;변증남
    • 대한전자공학회논문지
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    • 제21권2호
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    • pp.8-12
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    • 1984
  • 비선형 공정제어 문제에서 자주 요구되는 비선형 대수방정식들을 푸는 알고리즘을 제시하고자 한다. 먼저 방정식 변수들을 매개 변수화한 후 순환 식별 기법(recursive identification technique)을 적용하여 새로운 알고리즘을 구성한다. 결과적인 알고리즘의 형태와 그 특성은 Broyden의 Quasi-Newton법과 유사하지만, 그 유도과정과 순환식은 차이가 있으며, Broaden의 방법이 갖고 있는 거의 모든 장점을 갖고 있으면서 몇몇 풀기 어려운 함수에 대하여 더욱 빠르고 믿을 수 있음을 수치 비교로 알 수 있었다.

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기관축계의 비선형 다자유도 강제 비틀림진동에 관한 연구 (A Study on the Non-linear Forced Torsional Vibration for Propulsion Shaftings with Multi-Degree-of-Freedom System)

  • 김수철;이문식;장민오;김의간
    • Journal of Advanced Marine Engineering and Technology
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    • 제24권6호
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    • pp.7-14
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    • 2000
  • Nowadays, the viscous damper using high viscosity oil was much to be used for engine shafting system to reduce the excessive additional stress by torsional vibration. In general, it was assumed that the viscous damper could be modelled having only damping coefficient, that is to say, whose stiffness be ignored. But it is found that there exists a jump phenomenon, as a kind of non-linear vibration, in the actual engine shafting system with a damper of high viscosity. Therefore the damper ring and the casing are modelled as two mass elastic system with a complex viscosity. Also, to analyze a non-linear phenomenon, it is assumed that the viscous damper has a linear stiffness coefficient in proportion to the angular amplitude and a non-linear stiffness coefficient in proportion to cube of the angular amplitude. For the analysis, Quasi-Newton method with BFGS(Broyden-Fletcher-Goldfarb-Shanno) formula is used. Both calculated and measured values are provided in this paper which confirm the possibility of applying non-linear theory to engine shafting system with viscous damper.

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