• Title/Summary/Keyword: Steepest descent optimization

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Acoustic Full-waveform Inversion using Adam Optimizer (Adam Optimizer를 이용한 음향매질 탄성파 완전파형역산)

  • Kim, Sooyoon;Chung, Wookeen;Shin, Sungryul
    • Geophysics and Geophysical Exploration
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    • v.22 no.4
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    • pp.202-209
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    • 2019
  • In this study, an acoustic full-waveform inversion using Adam optimizer was proposed. The steepest descent method, which is commonly used for the optimization of seismic waveform inversion, is fast and easy to apply, but the inverse problem does not converge correctly. Various optimization methods suggested as alternative solutions require large calculation time though they were much more accurate than the steepest descent method. The Adam optimizer is widely used in deep learning for the optimization of learning model. It is considered as one of the most effective optimization method for diverse models. Thus, we proposed seismic full-waveform inversion algorithm using the Adam optimizer for fast and accurate convergence. To prove the performance of the suggested inversion algorithm, we compared the updated P-wave velocity model obtained using the Adam optimizer with the inversion results from the steepest descent method. As a result, we confirmed that the proposed algorithm can provide fast error convergence and precise inversion results.

FIRST ORDER GRADIENT OPTIMIZATION IN LISP

  • Stanimirovic, Predrag;Rancic, Svetozar
    • Journal of applied mathematics & informatics
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    • v.5 no.3
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    • pp.701-716
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    • 1998
  • In this paper we develop algorithms in programming lan-guage SCHEME for implementation of the main first order gradient techniques for unconstrained optimization. Implementation of the de-scent techniques which use non-optimal descent steps as well as imple-mentation of the optimal descent techniques are described. Also we investigate implementation of the global problem called optimization along a line. Developed programs are effective and simpler with re-spect to the corresponding in the procedural programming languages. Several numerical examples are reported.

OPTIMIZATION FOR THE BUBBLE STABILIZED LEGENDRE GALERKIN METHODS BY STEEPEST DESCENT METHOD

  • Kim, Seung Soo;Lee, Yong Hun;Oh, Eun Jung
    • Honam Mathematical Journal
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    • v.36 no.4
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    • pp.755-766
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    • 2014
  • In the discrete formulation of the bubble stabilized Legendre Galerkin methods, the system of equations includes the artificial viscosity term as the parameter. We investigate the estimation of this parameter to get the optimal solution which minimizes the maximum error. Some numerical results are reported.

Principal Feature Extraction on Image Data Using Neural Networks of Learning Algorithm Based on Steepest Descent and Dynamic tunneling (기울기하강과 동적터널링에 기반을 둔 학습알고리즘의 신경망을 이용한 영상데이터의 주요특징추출)

  • Jo, Yong-Hyeon
    • The Transactions of the Korea Information Processing Society
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    • v.6 no.5
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    • pp.1393-1402
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    • 1999
  • This paper proposes an efficient principal feature extraction of the image data using neural networks of a new learning algorithm. The proposed learning algorithm is a backpropagation(BP) algorithm based on the steepest descent and dynamic tunneling. The BP algorithm based on the steepest descent is applied for high-speed optimization, and the BP algorithm based on the dynamic tunneling is also applied for global optimization. Converging to the local minimum by the BP algorithm of steepest descent, the new initial weights for escaping the local minimum is estimated by the BP algorithm of dynamic tunneling. The proposed algorithm has been applied to the 3 image data of 12${\times}$12pixels and the Lenna image of 128${\times}$128 pixels respectively. The simulation results shows that the proposed algorithm has better performances of the convergence and the feature extraction, in comparison with those using the Sanger method and the Foldiak method for single-layer neural networks and the BP algorithm for multilayer neural network.

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Optimization Inverse Design Technique for Fluid Machinery Impellers (유체기계 임펠러의 최적 역설계 기법)

  • Kim J. S.;Park W. G.
    • Journal of computational fluids engineering
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    • v.3 no.1
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    • pp.37-45
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    • 1998
  • A new and efficient inverse design method based on the numerical optimization technique has been developed. The 2-D incompressible Navier-Stokes equations are solved for obtaining the objective functions and coupled with the optimization procedure to perform the inverse design. The steepest descent and the conjugate gradient method have been applied to find the searching direction. The golden section method was applied to compute the design variable intervals. It has been found that the airfoil and the pump impellers are well converged to their targeting shapes.

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Parameter Learning of Dynamic Bayesian Networks using Constrained Least Square Estimation and Steepest Descent Algorithm (제약조건을 갖는 최소자승 추정기법과 최급강하 알고리즘을 이용한 동적 베이시안 네트워크의 파라미터 학습기법)

  • Cho, Hyun-Cheol;Lee, Kwon-Soon;Koo, Kyung-Wan
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.58 no.2
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    • pp.164-171
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    • 2009
  • This paper presents new learning algorithm of dynamic Bayesian networks (DBN) by means of constrained least square (LS) estimation algorithm and gradient descent method. First, we propose constrained LS based parameter estimation for a Markov chain (MC) model given observation data sets. Next, a gradient descent optimization is utilized for online estimation of a hidden Markov model (HMM), which is bi-linearly constructed by adding an observation variable to a MC model. We achieve numerical simulations to prove its reliability and superiority in which a series of non stationary random signal is applied for the DBN models respectively.

Design of Lyapunov Theory based State Feedback Controller for Time-Delay Systems (시간지연 시스템을 위한 리아푸노브 이론 기반 상태 피드백 제어기 설계)

  • Cho, Hyun Cheol;Shin, Chan Bai
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.62 no.1
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    • pp.95-100
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    • 2013
  • This paper presents a new state feedback control approach for communication networks based control systems in which control input and output observation time-delay natures are generally occurred in practice. We first establish a generic state feedback control framework based on well-known linear system theory. A maximum time-delay value which allows critical stability of whole control system are defined to make a positive definite Lyapunov function which is mathematically composed of controlled system states. We analytically derive its control parameters by using a steepest descent optimization method in order to guarantee a stability condition through Lyapunov theory. Computer simulation is numerically carried out for demonstrating reliability of the proposed NCS algorithm and a comparative study is accomplished to prove its superiority for which the traditional control approach for NCS is made use of under same simulation scenarios.

An Efficient Fault-diagnosis of Digital Circuits Using Multilayer Neural Networks (다층신경망을 이용한 디지털회로의 효율적인 결함진단)

  • 조용현;박용수
    • Proceedings of the IEEK Conference
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    • 1999.06a
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    • pp.1033-1036
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    • 1999
  • This paper proposes an efficient fault diagnosis for digital circuits using multilayer neural networks. The efficient learning algorithm is also proposed for the multilayer neural network, which is combined the steepest descent for high-speed optimization and the dynamic tunneling for global optimization. The fault-diagnosis system using the multilayer neural network of the proposed algorithm has been applied to the parity generator circuit. The simulation results shows that the proposed system is higher convergence speed and rate, in comparision with system using the backpropagation algorithm based on the gradient descent.

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A Study on the Fast Converging Algorithm for LMS Adaptive Filter Design (LMS 적응 필터 설계를 위한 고속 수렴 알고리즘에 관한 연구)

  • 신연기;이종각
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.19 no.5
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    • pp.12-19
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    • 1982
  • In general the design methods of adaptive filter are divided into two categories, one is based upon the local parameter optimization theory and the other is based upon stability theory. Among the various design techniques, the LMS algorithm by steepest-descent method which is based upon local parameter optimization theory is used widely. In designing the adaptive filter, the most important factor is the convergence rate of the algorithm. In this paper a new algorithm is proposed to improve the convergence rate of adaptive firter compared with the commonly used LMS algorithm. The faster convergence rate is obtained by adjusting the adaptation gain of LMS algorithm. And various aspects of improvement of the adaptive filter characteristics are discussed in detail.

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A Study on Numerical Optimization Method for Aerodynamic Design (공력설계를 위한 수치최적설계기법의 연구)

  • Jin, Xue-Song;Choi, Jae-Ho;Kim, Kwang-Yong
    • The KSFM Journal of Fluid Machinery
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    • v.2 no.1 s.2
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    • pp.29-34
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    • 1999
  • To develop the efficient numerical optimization method for the design of an airfoil, an evaluation of various methods coupled with two-dimensional Naviev-Stokes analysis is presented. Simplex method and Hook-Jeeves method we used as direct search methods, and steepest descent method, conjugate gradient method and DFP method are used as indirect search methods and are tested to determine the search direction. To determine the moving distance, the golden section method and cubic interpolation method are tested. The finite volume method is used to discretize two-dimensional Navier-Stokes equations, and SIMPLEC algorithm is used for a velocity-pressure correction method. For the optimal design of two-dimensional airfoil, maximum thickness, maximum ordinate of camber line and chordwise position of maximum ordinate are chosen as design variables, and the ratio of drag coefficient to lift coefficient is selected as an objective function. From the results, it is found that conjugate gradient method and cubic interpolation method are the most efficient for the determination of search direction and the moving distance, respectively.

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