• Title/Summary/Keyword: steepest gradient descent

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Assessment of Numerical Optimization Algorithms in Design of Low-Noise Axial-Flow Fan (축류송풍기의 저소음 설계에서 수치최적화기법들의 평가)

  • Choi, Jae-Ho;Kim, Kwang-Yong
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.24 no.10
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    • pp.1335-1342
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    • 2000
  • Three-dimensional flow analysis and numerical optimization methods are presented for the design of an axial-flow fan. Steady, incompressible, three-dimensional Reynolds-averaged Navier-Stokes equations are used as governing equations, and standard k- ${\varepsilon}$ turbulence model is chosen as a turbulence model. Governing equations are discretized using finite volume method. Steepest descent method, conjugate gradient method and BFGS method are compared to determine the searching directions. Golden section method and quadratic fit-sectioning method are tested for one dimensional search. Objective function is defined as a ratio of generation rate of the turbulent kinetic energy to pressure head. Two variables concerning sweep angle distribution are selected as the design variables. Performance of the final fan designed by the optimization was tested experimentally.

Assessment of Optimization Methods for Design of Axial-Flow Fan (축류송풍기 설계를 위한 최적설계기법의 평가)

  • Choi, Jae-Ho;Kim, Kwang-Yong
    • 유체기계공업학회:학술대회논문집
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    • 1999.12a
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    • pp.221-226
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    • 1999
  • Three-dimensional flow analysis and numerical optimization methods are presented for the design of an axial-flow fan. Steady, Incompressible, three-dimensional Reynolds-averaged Wavier-Stokes equations are used as governing equations, and standard k-$\epsilon$ turbulence model is chosen as a turbulence model. Governing equations are discretized using finite volume method. Steepest descent method, conjugate gradient method and BFGS method are compared to determine the searching directions. Golden section method and quadratic fit-sectioning method are tested for one dimensional search. Objective function is defined as a ratio of generation rate of the turbulent kinetic energy to pressure head. Sweep angle distributions are used as design variables.

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Numerical Optimization Applied to Estimate the Composition of Nonlinear Electric Loads (비선형 전기부하구성 예측을 위한 최적화 기법 비교 평가)

  • Lee, Soon;Park, Jung-Wook
    • Proceedings of the KIEE Conference
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    • 2007.07a
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    • pp.576-577
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    • 2007
  • 본 논문은 전력시스템 수용가를 구성하는 비선형 부하에 흐르는 왜곡된 파형을 가진 전류의 상대적 비율을 결정하여 비선형 전기부하구성을 예측하기 위한 연구이다. 본 논문에서는 수용가 전기부하 구성 예측을 위한 해결 절차로써 수용가의 수리적 모델링을 통한 시스템 방정식을 도출하였고 최적화 이론을 적용하였다. 또한, 본 시스템에 적용한 최적화 알고리즘으로 steepest descent, conjugate gradient, Broydon-Fletcher-Goldfarb-Shanno (BFGS) 기법을 사용하였고, 예측된 결과들의 성능을 나타내는 지표인 수렴 속도와 정확도 비교를 통하여 분산 전력시스템의 전기부하구성 예측을 위해 BFGS 기법을 적용하는 것이 가장 효율적인 방안임을 보였다.

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A Trust-Region ICA algorithm (Trust-Region ICA 알고리듬)

  • Park, Heeyoul;Kim, Sookjeong;Park, Seungjin
    • Proceedings of the Korean Information Science Society Conference
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    • 2004.04b
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    • pp.721-723
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    • 2004
  • A trust-region method is a quite attractive optimization technique. It is, in general, faster than the steepest descent method and is free of a learning rate unlike the gradient-based methods. In addition to its convergence property (between linear and quadratic convergence), ifs stability is always guaranteed, in contrast to the Newton's method. In this paper, we present an efficient implementation of the maximum likelihood independent component analysis (ICA) using the trust-region method, which leads to trust-region-based ICA (TR-ICA) algorithms. The useful behavior of our TR-ICA algorithms is confimed through numerical experimental results.

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Fraud Detection in E-Commerce

  • Alqethami, Sara;Almutanni, Badriah;AlGhamdi, Manal
    • International Journal of Computer Science & Network Security
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    • v.21 no.6
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    • pp.200-206
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    • 2021
  • Fraud in e-commerce transaction increased in the last decade especially with the increasing number of online stores and the lockdown that forced more people to pay for services and groceries online using their credit card. Several machine learning methods were proposed to detect fraudulent transaction. Neural networks showed promising results, but it has some few drawbacks that can be overcome using optimization methods. There are two categories of learning optimization methods, first-order methods which utilizes gradient information to construct the next training iteration whereas, and second-order methods which derivatives use Hessian to calculate the iteration based on the optimization trajectory. There also some training refinements procedures that aims to potentially enhance the original accuracy while possibly reduce the model size. This paper investigate the performance of several NN models in detecting fraud in e-commerce transaction. The backpropagation model which is classified as first learning algorithm achieved the best accuracy 96% among all the models.

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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Optimal Tuning of Nonlinear Parameters of a Dual-Input Power System Stabilizer Based on Analysis of Trajectory Sensitivities (궤도민감도 분석에 기반하여 복입력 전력시스템 안정화 장치(Dual-Input PSS)의 비선형 파라미터 최적화 기법)

  • Baek, Seung-Mook;Park, Jung-Wook
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.57 no.6
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    • pp.915-923
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    • 2008
  • This paper focuses on optimal tuning of nonlinear parameters of a dual-input power system stabilizer(dual-input PSS), which can improve the system damping performance immediately following a large disturbance. Until recently, various PSS models have developed to bring stability and reliability to power systems, and some of these models are used in industry applications. However, due to non-smooth nonlinearities from the interaction between linear parameters(gains and time constants of linear controllers) and nonlinear parameters(saturation output limits), the output limit parameters cannot be determined by the conventional tuning methods based on linear analysis. Only ad hoc tuning procedures('trial and error' approach) have been used. Therefore, the steepest descent method is applied to implement the optimal tuning of the nonlinear parameters of the dual-input PSS. The gradient required in this optimization technique can be computed from trajectory sensitivities in hybrid system modeling with the differential-algebraic-impulsive-switched(DAIS) structure. The optimal output limits of the dual-input PSS are evaluated by time-domain simulation in both a single machine infinite bus(SMIB) system and a multi-machine power system in comparison with those of a single-input PSS.

Analysis of Microwave Inverse Scattering Using the Broadband Electromagnetic waves (광대역 전자파를 이용한 역산란 해석 연구)

  • Lee, Jung-Hoon;Chung, Young-Seek
    • Proceedings of the Korea Electromagnetic Engineering Society Conference
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    • 2005.11a
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    • pp.169-174
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    • 2005
  • In this paper, we proposed a new algorithm of the inverse scattering for the reconstruction of unknown dielectric scatterers using the finite-difference time-domain method and the design sensitivity analysis. We introduced the design sensitivity analysis based on the gradient for the fast convergence of the reconstruction. By introducing the adjoint variable method for the efficient calculation, we derived the adjoint variable equation. As an optimal algorithm we used the steepest descent method and reconstructed the dielectric targets using the iterative estimation. To verify our algorithm we will show the numerical examples for the two-dimensional $TM^2$ cases.

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Anisotropic Total Variation Denoising Technique for Low-Dose Cone-Beam Computed Tomography Imaging

  • Lee, Ho;Yoon, Jeongmin;Lee, Eungman
    • Progress in Medical Physics
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    • v.29 no.4
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    • pp.150-156
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    • 2018
  • This study aims to develop an improved Feldkamp-Davis-Kress (FDK) reconstruction algorithm using anisotropic total variation (ATV) minimization to enhance the image quality of low-dose cone-beam computed tomography (CBCT). The algorithm first applies a filter that integrates the Shepp-Logan filter into a cosine window function on all projections for impulse noise removal. A total variation objective function with anisotropic penalty is then minimized to enhance the difference between the real structure and noise using the steepest gradient descent optimization with adaptive step sizes. The preserving parameter to adjust the separation between the noise-free and noisy areas is determined by calculating the cumulative distribution function of the gradient magnitude of the filtered image obtained by the application of the filtering operation on each projection. With these minimized ATV projections, voxel-driven backprojection is finally performed to generate the reconstructed images. The performance of the proposed algorithm was evaluated with the catphan503 phantom dataset acquired with the use of a low-dose protocol. Qualitative and quantitative analyses showed that the proposed ATV minimization provides enhanced CBCT reconstruction images compared with those generated by the conventional FDK algorithm, with a higher contrast-to-noise ratio (CNR), lower root-mean-square-error, and higher correlation. The proposed algorithm not only leads to a potential imaging dose reduction in repeated CBCT scans via lower mA levels, but also elicits high CNR values by removing noisy corrupted areas and by avoiding the heavy penalization of striking features.

Depth Scaling Strategy Using a Flexible Damping Factor forFrequency-Domain Elastic Full Waveform Inversion

  • Oh, Ju-Won;Kim, Shin-Woong;Min, Dong-Joo;Moon, Seok-Joon;Hwang, Jong-Ha
    • Journal of the Korean earth science society
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    • v.37 no.5
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    • pp.277-285
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    • 2016
  • We introduce a depth scaling strategy to improve the accuracy of frequency-domain elastic full waveform inversion (FWI) using the new pseudo-Hessian matrix for seismic data without low-frequency components. The depth scaling strategy is based on the fact that the damping factor in the Levenberg-Marquardt method controls the energy concentration in the gradient. In other words, a large damping factor makes the Levenberg-Marquardt method similar to the steepest-descent method, by which shallow structures are mainly recovered. With a small damping factor, the Levenberg-Marquardt method becomes similar to the Gauss-Newton methods by which we can resolve deep structures as well as shallow structures. In our depth scaling strategy, a large damping factor is used in the early stage and then decreases automatically with the trend of error as the iteration goes on. With the depth scaling strategy, we can gradually move the parameter-searching region from shallow to deep parts. This flexible damping factor plays a role in retarding the model parameter update for shallow parts and mainly inverting deeper parts in the later stage of inversion. By doing so, we can improve deep parts in inversion results. The depth scaling strategy is applied to synthetic data without lowfrequency components for a modified version of the SEG/EAGE overthrust model. Numerical examples show that the flexible damping factor yields better results than the constant damping factor when reliable low-frequency components are missing.