The conjugategradient (CG) algorithm is almost always the iterative method of choice for solving linear systems with symmetric positive definite matrices. This book describes and analyzes techniques based on Gauss qu...
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ISBN:
(数字)9781611977868
ISBN:
(纸本)9781611977851
The conjugategradient (CG) algorithm is almost always the iterative method of choice for solving linear systems with symmetric positive definite matrices. This book describes and analyzes techniques based on Gauss quadrature rules to cheaply compute bounds on norms of the error. The techniques can be used to derive reliable stopping criteria. Computation of estimates of the smallest and largest eigenvalues during CG iterations is also shown. The algorithms are illustrated by many numerical experiments, and they can be easily incorporated into existing CG codes.
In Andrei [Scaled memoryless BFGS preconditioned conjugategradient (CG) algorithm for unconstrained optimization, Optim. Meth. Softw. 22(4) (2007), pp. 561-571], an efficient CG algorithm has been proposed for solvin...
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In Andrei [Scaled memoryless BFGS preconditioned conjugategradient (CG) algorithm for unconstrained optimization, Optim. Meth. Softw. 22(4) (2007), pp. 561-571], an efficient CG algorithm has been proposed for solving unconstrained optimization problems. However, due to a wrong inequality used in Andrei to show the sufficient descent property for the search directions, the proof of Theorem 2, the global convergence theorem, is incorrect. In what follows, the necessary corrections will be mentioned. Throughout, we use the same notations as in Andrei.
Problems of electrical circuits’ simulation are known for a long time. However, the simulation quality and speed are far from perfect, especially when it comes to non-linear circuits. The method offered is based on t...
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Problems of electrical circuits’ simulation are known for a long time. However, the simulation quality and speed are far from perfect, especially when it comes to non-linear circuits. The method offered is based on table form of electrical circuits’ equations. Differential-algebraic equations of electrical circuits are converted to the systems of linear algebraic equations (SLAE) with finite differences method. It is important that SLAE are solved with conjugate gradient algorithm (CGA) that is well adapted to systems with sparse matrixes. The solution of the SLAE at previous time step is a good initial approximation of the solution at present time step. That is why CGA reduces calculations to 20-40% of the full algorithm typically. The possibility of using CGA for solving SLAE with matrixes that have no specific sign is proved by numerical experiments. A method for acceleration of solving electrical circuits’ SLAE is proposed. It differs from the Nodal Voltages Method as no apparent avatar of circuit SLAE is formed. A comparison of program “Electroscope” based on proposed method with programs “PSIM” and “Fastmean” is presented. “Electroscope” is leading in terms of quality and speed of test circuits’ simulations.
The fast convergence without initial value dependence is the key to solving large angle relative ***,a hybrid conjugate gradient algorithm is proposed in this *** concrete process is:①stochastic hill climbing(SHC)alg...
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The fast convergence without initial value dependence is the key to solving large angle relative ***,a hybrid conjugate gradient algorithm is proposed in this *** concrete process is:①stochastic hill climbing(SHC)algorithm is used to make a random disturbance to the given initial value of the relative orientation element,and the new value to guarantee the optimization direction is generated.②In local optimization,a super-linear convergent conjugategradient method is used to replace the steepest descent method in relative orientation to improve its convergence rate.③The global convergence condition is that the calculation error is less than the prescribed limit *** comparison experiment shows that the method proposed in this paper is independent of the initial value,and has higher accuracy and fewer iterations.
The l(1)-norm regularized minimization problem is a non-differentiable problem and has a wide range of applications in the field of compressive sensing. Many approaches have been proposed in the literature. Among them...
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The l(1)-norm regularized minimization problem is a non-differentiable problem and has a wide range of applications in the field of compressive sensing. Many approaches have been proposed in the literature. Among them, smoothing l(1)-norm is one of the effective approaches. This paper follows this path, in which we adopt six smoothing functions to approximate the l(1)-norm. Then, we recast the signal recovery problem as a smoothing penalized least squares optimization problem, and apply the nonlinear conjugategradient method to solve the smoothing model. The algorithm is shown globally convergent. In addition, the simulation results not only suggest some nice smoothing functions, but also show that the proposed algorithm is competitive in view of relative error.
In this work, a constrained adaptive filtering strategy based on conjugategradient (CG) and set-membership techniques is presented for adaptive beamforming. A constraint on the magnitude of the array output is impose...
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In this work, a constrained adaptive filtering strategy based on conjugategradient (CG) and set-membership techniques is presented for adaptive beamforming. A constraint on the magnitude of the array output is imposed to derive an adaptive algorithm that performs data-selective updates when calculating the beamformer's parameters. A linearly constrained minimum variance optimisation problem is consider with the bounded constraint based on this strategy and propose a CG-type algorithm for implementation. The proposed algorithm has data-selective updates, a variable forgetting factor and performs one iteration per update to reduce the computational complexity. The updated parameters construct a space of feasible solutions that enforce the constraints. The authors also introduce two time-varying bounding schemes to measure the quality of the parameters that could be included in the parameter space. A comprehensive complexity and performance analysis between the proposed and existing algorithms are provided. Simulations are performed to show the enhanced convergence and tracking performance of the proposed algorithm as compared with existing techniques.
In this paper, we consider the nonconvex quadratically constrained quadratic programming (QCQP) with one quadratic constraint. By employing the conjugategradient method, an efficient algorithm is proposed to solve QC...
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In this paper, we consider the nonconvex quadratically constrained quadratic programming (QCQP) with one quadratic constraint. By employing the conjugategradient method, an efficient algorithm is proposed to solve QCQP that exploits the sparsity of the involved matrices and solves the problem via solving a sequence of positive definite system of linear equations after identifying suitable generalized eigenvalues. Specifically, we analyze how to recognize hard case (case 2) in a preprocessing step, fixing an error in Sect.2.2.2 of Pong and Wolkowicz (Comput Optim Appl 58(2):273-322, 2014) which studies the same problem with the two-sided constraint. Some numerical experiments are given to show the effectiveness of the proposed method and to compare it with some recent algorithms in the literature.
This communication addresses a new problem which is the Non-Unitary Joint Zero-Block Diagonalization of a given set of complex matrices. This problem can occur in fields of applications such as blind separation of con...
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ISBN:
(纸本)9781479988518
This communication addresses a new problem which is the Non-Unitary Joint Zero-Block Diagonalization of a given set of complex matrices. This problem can occur in fields of applications such as blind separation of convolutive mixtures of sources and generalizes the non unitary Joint Zero-Diagonalization problem. We present a new method based on the conjugate gradient algorithm. Our algorithm uses a numerical diagram of optimization which requires the calculation of the complex gradient matrix. The main advantages of the proposed method stem from the conjugategradient properties: it is fast, stable and robust. Computer simulations are provided in order to illustrate the good behavior of the proposed method in different contexts. Two cases are studied: in the first scenario, a set of exactly zero-block-diagonal matrices are considered, then these matrices are progressively perturbed by an additive gaussian noise.
In Andrei [Scaled memoryless BFGS preconditioned conjugategradient (CG) algorithm for unconstrained optimization, Optim. Meth. Softw. 22(4) (2007), pp. 561-571], an efficient CG algorithm has been proposed for solvin...
详细信息
In Andrei [Scaled memoryless BFGS preconditioned conjugategradient (CG) algorithm for unconstrained optimization, Optim. Meth. Softw. 22(4) (2007), pp. 561-571], an efficient CG algorithm has been proposed for solving unconstrained optimization problems. However, due to a wrong inequality used in Andrei to show the sufficient descent property for the search directions, the proof of Theorem 2, the global convergence theorem, is incorrect. In what follows, the necessary corrections will be mentioned. Throughout, we use the same notations as in Andrei. [PUBLICATION ABSTRACT]
In this paper, we propose a new smoothing strategy along with conjugate gradient algorithm for the signal reconstruction problem. Theoretically, the proposed conjugate gradient algorithm along with the smoothing funct...
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In this paper, we propose a new smoothing strategy along with conjugate gradient algorithm for the signal reconstruction problem. Theoretically, the proposed conjugate gradient algorithm along with the smoothing functions for the absolute value function is shown to possess some nice properties which guarantee global convergence. Numerical experiments and comparisons suggest that the proposed algorithm is an efficient approach for sparse recovery. Moreover, we demonstrate that the approach has some advantages over some existing solvers for the signal reconstruction problem.
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