• Title/Summary/Keyword: conjugate search direction

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GLOBAL CONVERGENCE OF A NEW SPECTRAL PRP CONJUGATE GRADIENT METHOD

  • Liu, Jinkui
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1303-1309
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    • 2011
  • Based on the PRP method, a new spectral PRP conjugate gradient method has been proposed to solve general unconstrained optimization problems which produce sufficient descent search direction at every iteration without any line search. Under the Wolfe line search, we prove the global convergence of the new method for general nonconvex functions. The numerical results show that the new method is efficient for the given test problems.

Conjugate finite-step length method for efficient and robust structural reliability analysis

  • Keshtegar, Behrooz
    • Structural Engineering and Mechanics
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    • v.65 no.4
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    • pp.415-422
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    • 2018
  • The Conjugate Finite-Step Length" (CFSL) algorithm is proposed to improve the efficiency and robustness of first order reliability method (FORM) for reliability analysis of highly nonlinear problems. The conjugate FORM-based CFSL is formulated using the adaptive conjugate search direction based on the finite-step size with simple adjusting condition, gradient vector of performance function and previous iterative results including the conjugate gradient vector and converged point. The efficiency and robustness of the CFSL algorithm are compared through several nonlinear mathematical and structural/mechanical examples with the HL-RF and "Finite-Step-Length" (FSL) algorithms. Numerical results illustrated that the CFSL algorithm performs better than the HL-RF for both robust and efficient results while the CFLS is as robust as the FSL for structural reliability analysis but is more efficient.

BACKPROPAGATION BASED ON THE CONJUGATE GRADIENT METHOD WITH THE LINEAR SEARCH BY ORDER STATISTICS AND GOLDEN SECTION

  • Choe, Sang-Woong;Lee, Jin-Choon
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1998.06a
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    • pp.107-112
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    • 1998
  • In this paper, we propose a new paradigm (NEW_BP) to be capable of overcoming limitations of the traditional backpropagation(OLD_BP). NEW_BP is based on the method of conjugate gradients with the normalized direction vectors and computes step size through the linear search which may be characterized by order statistics and golden section. Simulation results showed that NEW_BP was definitely superior to both the stochastic OLD_BP and the deterministic OLD_BP in terms of accuracy and rate of convergence and might sumount the problem of local minima. Furthermore, they confirmed us that stagnant phenomenon of training in OLD_BP resulted from the limitations of its algorithm in itself and that unessential approaches would never cured it of this phenomenon.

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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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AN AFFINE SCALING INTERIOR ALGORITHM VIA CONJUGATE GRADIENT AND LANCZOS METHODS FOR BOUND-CONSTRAINED NONLINEAR OPTIMIZATION

  • Jia, Chunxia;Zhu, Detong
    • Journal of applied mathematics & informatics
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    • v.29 no.1_2
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    • pp.173-190
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    • 2011
  • In this paper, we construct a new approach of affine scaling interior algorithm using the affine scaling conjugate gradient and Lanczos methods for bound constrained nonlinear optimization. We get the iterative direction by solving quadratic model via affine scaling conjugate gradient and Lanczos methods. By using the line search backtracking technique, we will find an acceptable trial step length along this direction which makes the iterate point strictly feasible and the objective function nonmonotonically decreasing. Global convergence and local superlinear convergence rate of the proposed algorithm are established under some reasonable conditions. Finally, we present some numerical results to illustrate the effectiveness of the proposed algorithm.

Reliability analysis-based conjugate map of beams reinforced by ZnO nanoparticles using sinusoidal shear deformation theory

  • Keshtegar, Behrooz;Kolahchi, Reza
    • Steel and Composite Structures
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    • v.28 no.2
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    • pp.195-207
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    • 2018
  • First-order reliability method (FORM) is enhanced based on the search direction using relaxed conjugate reliability (RCR) approach for the embedded nanocomposite beam under buckling failure mode. The RCR method is formulated using discrete conjugate map with a limited scalar factor. A dynamical relaxed factor is proposed to control instability of proposed RCR, which is adjusted using sufficient descent condition. The characteristic of equivalent materials for nanocomposite beam are obtained by micro-electro-mechanical model. The probabilistic model of nanocomposite beam is simulated using the sinusoidal shear deformation theory (SSDT). The beam is subjected to external applied voltage in thickness direction and the surrounding elastic medium is modeled by Pasternak foundation. The governing equations are derived in terms of energy method and Hamilton's principal. Using exact solution, the implicit buckling limit state function of nanocomposite beam is proposed, which is involved various random variables including thickness of beam, length of beam, spring constant of foundation, shear constant of foundation, applied voltage, and volume fraction of ZnO nanoparticles in polymer. The robustness, accuracy and efficiency of proposed RCR method are evaluated for this engineering structural reliability problem. The results demonstrate that proposed RCR method is more accurate and robust than the excising reliability methods-based FORM. The volume fraction of ZnO nanoparticles and the applied voltage are the sensitive variables on the reliable levels of the nanocomposite beams.

Modified Diamond Search Algorithm For Fast Block-Matching Motion Estimation (빠른 블록 정합 움직임 추정을 위해 보완된 다이아몬드 탐색 알고리즘)

  • Lho, Hyung-Suk;Chwa, Dong-Kyung;Hong, Suk-Kyo
    • Proceedings of the KIEE Conference
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    • 2008.07a
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    • pp.1903-1904
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    • 2008
  • 이 논문에서는 영상 프레임사이의 움직임 벡터 연구에 기반을 둔 빠른 블록 정합 움직임 추정을 위해 보완된 다이아몬드 탐색 알고리즘을 제안한다. 실험 결과는 제안된 알고리즘이 기존의 다이아몬드 탐색 알고리즘 보다 더 적은 탐색으로 좀 더 빠르게 동작하는 것이 가능하다. 본 알고리즘의 특징은 움직임이 적은 블록에 대해서는 CDS(conjugate direction search) 알고리즘을 적용하여 탐색함으로써 탐색 점의 수를 줄일 수 있어 좀 더 빠르게 움직임 추정을 할 수 있다.

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AN OPTIMAL BOOSTING ALGORITHM BASED ON NONLINEAR CONJUGATE GRADIENT METHOD

  • CHOI, JOOYEON;JEONG, BORA;PARK, YESOM;SEO, JIWON;MIN, CHOHONG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.22 no.1
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    • pp.1-13
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    • 2018
  • Boosting, one of the most successful algorithms for supervised learning, searches the most accurate weighted sum of weak classifiers. The search corresponds to a convex programming with non-negativity and affine constraint. In this article, we propose a novel Conjugate Gradient algorithm with the Modified Polak-Ribiera-Polyak conjugate direction. The convergence of the algorithm is proved and we report its successful applications to boosting.

Application of Numerical Optimization Technique to the Design of Fans (송풍기 설계를 위한 수치최적설계기법의 응용)

  • Kim, K.Y.;Choi, J.H.;Kim, T.J.;Rew, H.S.
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.7 no.4
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    • pp.566-576
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    • 1995
  • A Computational code has been developed in order to design axial fans by the numerical optimization techniques incorporated with flow analysis code solving three-dimensional Navier-Stokes equation. The steepest descent method and the conjugate gradient method are used to look for the search direction in the design space, and the golden section method is used for one-dimensional search. To solve the constrained optimization problem, sequential unconstrained minimization technique, SUMT, is used with imposed quadratic extended interior penalty functions. In the optimization of two-dimensional cascade design, the ratio of drag coefficient to lift coefficient is minimized by the design variables such as maximum thickness, maximum ordinate of camber and chord wise position of maximum ordinate. In the application of this numerical optimization technique to the design of an axial fan, the efficiency is maximized by the design variables related to the sweep angle distributed by quadratic function along the hub to tip of fan.

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Optimum Inverse Design of 2-D Cascade Airfoil (2차원 익렬 익형의 최적역설계)

  • 조장근;박원규
    • Journal of the Society of Naval Architects of Korea
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    • v.39 no.4
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    • pp.17-23
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    • 2002
  • The present paper describes the optimum inverse design of 2-D linear cascade airfoil. The pressure coefficient of an airfoil surface is taken as the objective function, and non-orthogonal incompressible Navier-Stokes equation is applied to calculate the pressure coefficient. Both of steepest descent and conjugate gradient method have been used to make the objective function go to zero. The 1st order finite differential method is applied to the searching direction and the golden section method is used to compute the searching distance. As a result of the present work, a good convergence to the target airfoil has been obtained.