• Title/Summary/Keyword: convergence approach

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A STOCHASTIC VARIANCE REDUCTION METHOD FOR PCA BY AN EXACT PENALTY APPROACH

  • Jung, Yoon Mo;Lee, Jae Hwa;Yun, Sangwoon
    • Bulletin of the Korean Mathematical Society
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    • v.55 no.4
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    • pp.1303-1315
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    • 2018
  • For principal component analysis (PCA) to efficiently analyze large scale matrices, it is crucial to find a few singular vectors in cheaper computational cost and under lower memory requirement. To compute those in a fast and robust way, we propose a new stochastic method. Especially, we adopt the stochastic variance reduced gradient (SVRG) method [11] to avoid asymptotically slow convergence in stochastic gradient descent methods. For that purpose, we reformulate the PCA problem as a unconstrained optimization problem using a quadratic penalty. In general, increasing the penalty parameter to infinity is needed for the equivalence of the two problems. However, in this case, exact penalization is guaranteed by applying the analysis in [24]. We establish the convergence rate of the proposed method to a stationary point and numerical experiments illustrate the validity and efficiency of the proposed method.

A Capacity Planning Framework for a QoS-Guaranteed Multi-Service IP network (멀티서비스를 제공하는 IP 네트워크에서의 링크용량 산출 기법)

  • Choi, Yong-Min
    • 한국정보통신설비학회:학술대회논문집
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    • 2007.08a
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    • pp.327-330
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    • 2007
  • This article discusses a capacity planning method in QoS-guaranteed IP networks such as BcN (Broadband convergence Network). Since IP based networks have been developed to transport best-effort data traffic, the introduction of multi-service component in BcN requires fundamental modifications in capacity planning and network dimensioning. In this article, we present the key issues of the capacity planning in multi-service IP networks. To provide a foundation for network dimensioning procedure, we describe a systematic approach for classification and modeling of BcN traffic based on the QoS requirements of BcN services. We propose a capacity planning framework considering data traffic and real-time streaming traffic separately. The multi-service Erlang model, an extension of the conventional Erlang B loss model, is introduced to determine required link capacity for the call based real-time streaming traffic. The application of multi-service Erlang model can provide significant improvement in network planning due to sharing of network bandwidth among the different services.

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Structure Learning in Bayesian Networks Using Asexual Reproduction Optimization

  • Khanteymoori, Ali Reza;Menhaj, Mohammad Bagher;Homayounpour, Mohammad Mehdi
    • ETRI Journal
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    • v.33 no.1
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    • pp.39-49
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    • 2011
  • A new structure learning approach for Bayesian networks based on asexual reproduction optimization (ARO) is proposed in this paper. ARO can be considered an evolutionary-based algorithm that mathematically models the budding mechanism of asexual reproduction. In ARO, a parent produces a bud through a reproduction operator; thereafter, the parent and its bud compete to survive according to a performance index obtained from the underlying objective function of the optimization problem: This leads to the fitter individual. The convergence measure of ARO is analyzed. The proposed method is applied to real-world and benchmark applications, while its effectiveness is demonstrated through computer simulations. Results of simulations show that ARO outperforms genetic algorithm (GA) because ARO results in a good structure and fast convergence rate in comparison with GA.

Stochastic Model based Fault Diagnosis System of Induction Motors using Online Probability Density Estimation (온라인 확률분포 추정기법을 이용한 확률모델 기반 유도전동기의 고장진단 시스템)

  • Cho, Hyun-Cheol;Kim, Kwang-Soo;Lee, Kwon-Soon
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.57 no.10
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    • pp.1847-1853
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    • 2008
  • This paper presents stochastic methodology based fault detection algorithm for induction motor systems. We measure current of healthy induction motors by means of hall sensor systems and then establish its probability distribution. We propose online probability density estimation which is effective in real-time implementation due to its simplicity and low computational burden. In addition, we accomplish theoretical analysis to demonstrate convergence property of the proposed estimation by using statistical convergence and system stability theory. We apply our fault diagnosis approach to three-phase induction motors and achieve real-time experiment for evaluating its reliability and practicability in industrial fields.

Stochastic Response of a Hinged-Clamped Beam (Hinged-clamped 보의 확률적 응답특성)

  • Cho, Duk-Sang
    • Journal of the Korean Society of Industry Convergence
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    • v.3 no.1
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    • pp.43-51
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    • 2000
  • The response statistics of a hinged-clamped beam under broad-band random excitation is investigated. The random excitation is applied at the nodal point of the second mode. By using Galerkin's method the governing equation is reduced to a system of nonautonomous nonlinear ordinary differential equations. A method based upon the Markov vector approach is used to generate a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian and non-Gaussian closure methods the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinary differential equations. The case of two mode interaction is considered in order to compare it with the case of three mode interaction. The analytical results for two and three mode interactions are also compared with results obtained by Monte Carlo simulation.

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Handling a Multi-Tasking Environment via the Dynamic Search Genetic Algorithm

  • Koh, S.P.;Aris, I.B.;Bashi, S.M.;Chong, K.H.
    • Journal of Electrical Engineering and Technology
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    • v.3 no.1
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    • pp.125-129
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    • 2008
  • A new genetic algorithm for the solution of a multi-tasking problem is presented in this paper. The approach introduces innovative genetic operation that guides the genetic algorithm more directly towards better quality of the population. A wide variety of standard genetic parameters are explored, and results allow the comparison of performance for cases both with and without the new operator. The proposed algorithm improves the convergence speed by reducing the number of generations required to identify a near-optimal solution, significantly reducing the convergence time in each instance.

Development of Travelling Control Algorithm Based Fuzzy Perception and Neural Network for Two Wheel Driving Robot (퍼지추론 및 뉴럴네트워크 기반 2휠구동 로봇의 주행제어알고리즘 개발)

  • Kang, Eon-Uck;Yang, Jun-Seok;Cha, Bo-Nam;Park, In-Soo
    • Journal of the Korean Society of Industry Convergence
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    • v.17 no.2
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    • pp.69-76
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    • 2014
  • This paper proposes a new approach to the design of cruise control system of a mobile robot with two drive wheel. The proposed control scheme uses a Gaussian function as a unit function in the fuzzy neural network, and back propagation algorithm to train the fuzzy neural network controller in the framework of the specialized learning architecture. It is proposed a learning controller consisting of two neural network-fuzzy based on independent reasoning and a connection net with fixed weights to simply the neural networks-fuzzy. The performance of the proposed controller is shown by performing the computer simulation for trajectory tracking of the speed and azimuth of a mobile robot driven by two independent wheels.

A Study on the Optimization of Parameters for Muskingum Routing Method (Muskingum 홍수 추적방법의 매개변수 최적화에 관한 연구)

  • Cho, Hyeon-Kyeong
    • Journal of the Korean Society of Industry Convergence
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    • v.11 no.1
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    • pp.27-34
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    • 2008
  • This study presents techniques for the estimation of parameters in flood routing method of natural channel.. The Muskingum routing method is the most widely used method of hydrologic stream channel routing. In this paper, Genetic Algorithm and Fletcher-Powell method is applied to determine parameters(K and x) of the Muskingum routing method. The results of the approach shows that Genetic Algorithm method can be one of methods to determine parameters of the Muskingum routing method. Based on the analysis for estimated parameters and the comparison with the results from observed data, the applicability of Genetic Algorithm is verified.

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NUMERICAL SOLUTIONS FOR SPACE FRACTIONAL DISPERSION EQUATIONS WITH NONLINEAR SOURCE TERMS

  • Choi, Hong-Won;Chung, Sang-Kwon;Lee, Yoon-Ju
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.6
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    • pp.1225-1234
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    • 2010
  • Numerical solutions for the fractional differential dispersion equations with nonlinear forcing terms are considered. The backward Euler finite difference scheme is applied in order to obtain numerical solutions for the equation. Existence and stability of the approximate solutions are carried out by using the right shifted Grunwald formula for the fractional derivative term in the spatial direction. Error estimate of order $O({\Delta}x+{\Delta}t)$ is obtained in the discrete $L_2$ norm. The method is applied to a linear fractional dispersion equations in order to see the theoretical order of convergence. Numerical results for a nonlinear problem show that the numerical solution approach the solution of classical diffusion equation as fractional order approaches 2.

Discrete approaches in evolution strategies based optimum design of steel frames

  • Hasancebi, O.
    • Structural Engineering and Mechanics
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    • v.26 no.2
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    • pp.191-210
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    • 2007
  • The three different approaches (reformulations) of evolution strategies (ESs) have been proposed in the literature as extensions of the technique for solving discrete problems. This study implements an extensive research on application, evaluation and comparison of them in discrete optimum design of steel frames. A unified formulation is first developed to explain these approaches, so that differences and similarities between their inherent search mechanisms can clearly be identified. Two examples from practical design of steel frames are studied next to measure their performances in locating the optimum. Extensive numerical experimentations are performed in both examples to facilitate a statistical analysis of their convergence characteristics. The results obtained are presented in the histograms demonstrating the distribution of the best designs located by each approach. In addition, an average improvement of the best design during the course of evolution is plotted in each case to compare their relative convergence rates.