• Title/Summary/Keyword: gradient-descent method

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THE STEEPEST DESCENT METHOD AND THE CONJUGATE GRADIENT METHOD FOR SLIGHTLY NON-SYMMETRIC, POSITIVE DEFINITE MATRICES

  • Shin, Dong-Ho;Kim, Do-Hyun;Song, Man-Suk
    • Communications of the Korean Mathematical Society
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    • v.9 no.2
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    • pp.439-448
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    • 1994
  • It is known that the steepest descent(SD) method and the conjugate gradient(CG) method [1, 2, 5, 6] converge when these methods are applied to solve linear systems of the form Ax = b, where A is symmetric and positive definite. For some finite difference discretizations of elliptic problems, one gets positive definite matrices that are almost symmetric. Practically, the SD method and the CG method work for these matrices. However, the convergence of these methods is not guaranteed theoretically. The SD method is also called Orthores(1) in iterative method papers. Elman [4] states that the convergence proof for Orthores($\kappa$), with $\kappa$ a positive integer, is not heard. In this paper, we prove that the SD method and the CG method converge when the $\iota$$^2$ matrix norm of the non-symmetric part of a positive definite matrix is less than some value related to the smallest and the largest eigenvalues of the symmetric part of the given matrix.(omitted)

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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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Selecting Fuzzy Rules for Pattern Classification Systems

  • Lee, Sang-Bum;Lee, Sung-joo;Lee, Mai-Rey
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.2 no.2
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    • pp.159-165
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    • 2002
  • This paper proposes a GA and Gradient Descent Method-based method for choosing an appropriate set of fuzzy rules for classification problems. The aim of the proposed method is to fond a minimum set of fuzzy rules that can correctly classify all training patterns. The number of inference rules and the shapes of the membership functions in the antecedent part of the fuzzy rules are determined by the genetic algorithms. The real numbers in the consequent parts of the fuzzy rules are obtained through the use of the descent method. A fitness function is used to maximize the number of correctly classified patterns, and to minimize the number of fuzzy rules. A solution obtained by the genetic algorithm is a set of fuzzy rules, and its fitness is determined by the two objectives, in a combinatorial optimization problem. In order to demonstrate the effectiveness of the proposed method, computer simulation results are shown.

Adaptive stochastic gradient method under two mixing heterogenous models (두 이종 혼합 모형에서의 수정된 경사 하강법)

  • Moon, Sang Jun;Jeon, Jong-June
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.6
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    • pp.1245-1255
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    • 2017
  • The online learning is a process of obtaining the solution for a given objective function where the data is accumulated in real time or in batch units. The stochastic gradient descent method is one of the most widely used for the online learning. This method is not only easy to implement, but also has good properties of the solution under the assumption that the generating model of data is homogeneous. However, the stochastic gradient method could severely mislead the online-learning when the homogeneity is actually violated. We assume that there are two heterogeneous generating models in the observation, and propose the a new stochastic gradient method that mitigate the problem of the heterogeneous models. We introduce a robust mini-batch optimization method using statistical tests and investigate the convergence radius of the solution in the proposed method. Moreover, the theoretical results are confirmed by the numerical simulations.

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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Improvement of convergence speed in FDICA algorithm with weighted inner product constraint of unmixing matrix (분리행렬의 가중 내적 제한조건을 이용한 FDICA 알고리즘의 수렴속도 향상)

  • Quan, Xingri;Bae, Keunsung
    • Phonetics and Speech Sciences
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    • v.7 no.4
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    • pp.17-25
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    • 2015
  • For blind source separation of convolutive mixtures, FDICA(Frequency Domain Independent Component Analysis) algorithms are generally used. Since FDICA algorithm such as Sawada FDICA, IVA(Independent Vector Analysis) works on the frequency bin basis with a natural gradient descent method, it takes much time to converge. In this paper, we propose a new method to improve convergence speed in FDICA algorithm. The proposed method reduces the number of iteration drastically in the process of natural gradient descent method by applying a weighted inner product constraint of unmixing matrix. Experimental results have shown that the proposed method achieved large improvement of convergence speed without degrading the separation performance of the baseline algorithms.

Design of Fuzzy-Sliding Model Control with the Self Tuning Fuzzy Inference Based on Genetic Algorithm and Its Application

  • Go, Seok-Jo;Lee, Min-Cheol;Park, Min-Kyn
    • Transactions on Control, Automation and Systems Engineering
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    • v.3 no.1
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    • pp.58-65
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    • 2001
  • This paper proposes a self tuning fuzzy inference method by the genetic algorithm in the fuzzy-sliding mode control for a robot. Using this method, the number of inference rules and the shape of membership functions are optimized without an expert in robotics. The fuzzy outputs of the consequent part are updated by the gradient descent method. And, it is guaranteed that he selected solution become the global optimal solution by optimizing the Akaikes information criterion expressing the quality of the inference rules. The trajectory tracking simulation and experiment of the polishing robot show that the optimal fuzzy inference rules are automatically selected by the genetic algorithm and the proposed fuzzy-sliding mode controller provides reliable tracking performance during the polishing process.

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Wavelet Neural Network Based Indirect Adaptive Control of Chaotic Nonlinear Systems

  • Choi, Yoon-Ho;Choi, Jong-Tae;Park, Jin-Bae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.14 no.1
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    • pp.118-124
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    • 2004
  • In this paper, we present a indirect adaptive control method using a wavelet neural network (WNN) for the control of chaotic nonlinear systems without precise mathematical models. The proposed indirect adaptive control method includes the off-line identification and on-line control procedure for chaotic nonlinear systems. In the off-line identification procedure, the WNN based identification model identifies the chaotic nonlinear system by using the serial-parallel identification structure and is trained by the gradient-descent method. And, in the on-line control procedure, a WNN controller is designed by using the off-line identification model and is trained by the error back-propagation algorithm. Finally, the effectiveness and feasibility of the proposed control method is demonstrated with applications to the chaotic nonlinear systems.

A New Identification Method for a Fuzzy Model (퍼지모델의 새로운 설정 방법)

  • 박민기;지승환;박민용
    • Journal of the Korean Institute of Intelligent Systems
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    • v.5 no.2
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    • pp.70-78
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    • 1995
  • The identification of a fuzzy model using input-output data consists of two parts :Structure identification and parameter identification. In this paper an algorithm to identify those parameters and structures is suggested to solve the problems of the conventional methods. Given a set of input-output data, the consequent parameters are identified by the Hough transform and clustering method, each of which considers the linearity and continuity respectively. The gradient descent algorithm is used to fine-tune parameters of a fuzzy model. Finally, it is shown that this method is useful for the identification of a fuzzy model by simulation, where we only consider a single input and single output system.

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A study of MIMO Fuzzy system with a Learning Ability (학습기능을 갖는 MIMO 퍼지시스템에 관한 연구)

  • Park, Jin-Hyun;Bae, Kang-Yul;Choi, Young-Kiu
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.13 no.3
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    • pp.505-513
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    • 2009
  • Z. Cao had proposed NFRM(new fuzzy reasoning method) which infers in detail using relation matrix. In spite of the small inference rules, it shows good performance than mamdani's fuzzy inference method. But the most of fuzzy systems are difficult to make fuzzy inference rules in the case of MIMO system. The past days, We had proposed the MIMO fuzzy inference which had extended a Z. Cao's fuzzy inference to handle MIMO system. But many times and effort needed to determine the relation matrix elements of MIMO fuzzy inference by heuristic and trial and error method in order to improve inference performances. In this paper, we propose a MIMO fuzzy inference method with the learning ability witch is used a gradient descent method in order to improve the performances. Through the computer simulation studies for the inverse kinematics problem of 2-axis robot, we show that proposed inference method using a gradient descent method has good performances.