In this paper,we propose a three-term conjugate gradient method for solving unconstrained optimization problems based on the Hestenes-Stiefel(HS)conjugate gradient method and Polak-Ribiere-Polyak(PRP)conjugate gradien...In this paper,we propose a three-term conjugate gradient method for solving unconstrained optimization problems based on the Hestenes-Stiefel(HS)conjugate gradient method and Polak-Ribiere-Polyak(PRP)conjugate gradient method.Under the condition of standard Wolfe line search,the proposed search direction is the descent direction.For general nonlinear functions,the method is globally convergent.Finally,numerical results show that the proposed method is efficient.展开更多
With the continuous development of full tensor gradiometer （FTG） measurement techniques, three-dimensional （3D） inversion of FTG data is becoming increasingly used in oil and gas exploration. In the fast processin...With the continuous development of full tensor gradiometer （FTG） measurement techniques, three-dimensional （3D） inversion of FTG data is becoming increasingly used in oil and gas exploration. In the fast processing and interpretation of large-scale high-precision data, the use of the graphics processing unit process unit （GPU） and preconditioning methods are very important in the data inversion. In this paper, an improved preconditioned conjugate gradient algorithm is proposed by combining the symmetric successive over-relaxation （SSOR） technique and the incomplete Choleksy decomposition conjugate gradient algorithm （ICCG）. Since preparing the preconditioner requires extra time, a parallel implement based on GPU is proposed. The improved method is then applied in the inversion of noise- contaminated synthetic data to prove its adaptability in the inversion of 3D FTG data. Results show that the parallel SSOR-ICCG algorithm based on NVIDIA Tesla C2050 GPU achieves a speedup of approximately 25 times that of a serial program using a 2.0 GHz Central Processing Unit （CPU）. Real airbome gravity-gradiometry data from Vinton salt dome （south- west Louisiana, USA） are also considered. Good results are obtained, which verifies the efficiency and feasibility of the proposed parallel method in fast inversion of 3D FTG data.展开更多
A subspace projected conjugate gradient method is proposed for solving large bound constrained quadratic programming. The conjugate gradient method is used to update the variables with indices outside of the active se...A subspace projected conjugate gradient method is proposed for solving large bound constrained quadratic programming. The conjugate gradient method is used to update the variables with indices outside of the active set, while the projected gradient method is used to update the active variables. At every iterative level, the search direction consists of two parts, one of which is a subspace trumcated Newton direction, another is a modified gradient direction. With the projected search the algorithm is suitable to large problems. The convergence of the method is proved and same numerical tests with dimensions ranging from 5000 to 20000 are given.展开更多
Large-scale multi-objective optimization problems(LSMOPs)pose challenges to existing optimizers since a set of well-converged and diverse solutions should be found in huge search spaces.While evolutionary algorithms a...Large-scale multi-objective optimization problems(LSMOPs)pose challenges to existing optimizers since a set of well-converged and diverse solutions should be found in huge search spaces.While evolutionary algorithms are good at solving small-scale multi-objective optimization problems,they are criticized for low efficiency in converging to the optimums of LSMOPs.By contrast,mathematical programming methods offer fast convergence speed on large-scale single-objective optimization problems,but they have difficulties in finding diverse solutions for LSMOPs.Currently,how to integrate evolutionary algorithms with mathematical programming methods to solve LSMOPs remains unexplored.In this paper,a hybrid algorithm is tailored for LSMOPs by coupling differential evolution and a conjugate gradient method.On the one hand,conjugate gradients and differential evolution are used to update different decision variables of a set of solutions,where the former drives the solutions to quickly converge towards the Pareto front and the latter promotes the diversity of the solutions to cover the whole Pareto front.On the other hand,objective decomposition strategy of evolutionary multi-objective optimization is used to differentiate the conjugate gradients of solutions,and the line search strategy of mathematical programming is used to ensure the higher quality of each offspring than its parent.In comparison with state-of-the-art evolutionary algorithms,mathematical programming methods,and hybrid algorithms,the proposed algorithm exhibits better convergence and diversity performance on a variety of benchmark and real-world LSMOPs.展开更多
The fast convergence without initial value dependence is the key to solving large angle relative orientation.Therefore,a hybrid conjugate gradient algorithm is proposed in this paper.The concrete process is:①stochast...The fast convergence without initial value dependence is the key to solving large angle relative orientation.Therefore,a hybrid conjugate gradient algorithm is proposed in this paper.The 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 conjugate gradient 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 error.The comparison experiment shows that the method proposed in this paper is independent of the initial value,and has higher accuracy and fewer iterations.展开更多
This paper designs a 3 mm radiometer and validate with experiments based on the principle of passive millimeter wave （PMMW） imaging. The poor spatial resolution, which is limited by antenna size, should be improved ...This paper designs a 3 mm radiometer and validate with experiments based on the principle of passive millimeter wave （PMMW） imaging. The poor spatial resolution, which is limited by antenna size, should be improved by post data processing. A conjugate-gradient （CG） algorithm is adopted to circumvent this drawback. Simulation and real data collected in laboratory environment are given, and the results show that the CG algorithm improves the spatial resolution and convergent rate. Further, it can reduce the ringing effects which are caused by regularizing the image restoration. Thus, the CG algorithm is easily implemented for PMMW imaging.展开更多
The dropping off of data during information transmission and the storage device’s damage etc.often leads the sampled data to be non-uniform.The paper, based on the stability theory of irregular wavelet frame and the ...The dropping off of data during information transmission and the storage device’s damage etc.often leads the sampled data to be non-uniform.The paper, based on the stability theory of irregular wavelet frame and the irregular weighted wavelet frame operator,proposed an irregular weighted wavelet fame conjugate gradient iterative algorithm for the reconstruction of non-uniformly sampling signal. Compared the experiment results with the iterative algorithm of the Ref.[5],the new algorithm has remarkable advantages in approximation error,running time and so on.展开更多
This study proposes a novel time-synchronization protocol inspired by stochastic gradient algorithms.The clock model of each network node in this synchronizer is configured as a generic adaptive filter where different...This study proposes a novel time-synchronization protocol inspired by stochastic gradient algorithms.The clock model of each network node in this synchronizer is configured as a generic adaptive filter where different stochastic gradient algorithms can be adopted for adaptive clock frequency adjustments.The study analyzes the pairwise synchronization behavior of the protocol and proves the generalized convergence of the synchronization error and clock frequency.A novel closed-form expression is also derived for a generalized asymptotic error variance steady state.Steady and convergence analyses are then presented for the synchronization,with frequency adaptations done using least mean square(LMS),the Newton search,the gradient descent(GraDes),the normalized LMS(N-LMS),and the Sign-Data LMS algorithms.Results obtained from real-time experiments showed a better performance of our protocols as compared to the Average Proportional-Integral Synchronization Protocol(AvgPISync)regarding the impact of quantization error on synchronization accuracy,precision,and convergence time.This generalized approach to time synchronization allows flexibility in selecting a suitable protocol for different wireless sensor network applications.展开更多
This paper proposed a new normalized transform domain conjugate gradient algorithm (NT-CGA), which applies the data independent normalized orthogonal transform technique to approximately whiten the input signal and ut...This paper proposed a new normalized transform domain conjugate gradient algorithm (NT-CGA), which applies the data independent normalized orthogonal transform technique to approximately whiten the input signal and utilises the modified conjugate gradient method to perform sample-by-sample updating of the filter weights more efficiently. Simulation results illustrated that the proposed algorithm has the ability to provide a fast convergence speed and lower steady-error compared to that of traditional least mean square algorithm (LMSA), normalized transform domain least mean square algorithm (NT- LMSA), Quasi-Newton least mean square algorithm (Q-LMSA) and time domain conjugate gradient algorithm (TD-CGA) when the input signal is heavily coloured.展开更多
Two new formulaes of the main parameter βk of the conjugate gradient method are presented, which respectively can be seen as the modifications of method HS and PRP. In comparison with classic conjugate gradient metho...Two new formulaes of the main parameter βk of the conjugate gradient method are presented, which respectively can be seen as the modifications of method HS and PRP. In comparison with classic conjugate gradient methods, the new methods take both available gradient and function value information. Furthermore, their modifications are proposed. These methods are shown to be global convergent under some assumptions. Numerical results are also reported.展开更多
This paper discusses a special class of mathematical programs with equilibrium constraints. At first, by using a generalized complementarity function, the discussed problem is transformed into a family of general nonl...This paper discusses a special class of mathematical programs with equilibrium constraints. At first, by using a generalized complementarity function, the discussed problem is transformed into a family of general nonlinear optimization problems containing additional variable μ. Furthermore, combining the idea of penalty function, an auxiliary problem with inequality constraints is presented. And then, by providing explicit searching direction, we establish a new conjugate projection gradient method for optimization with nonlinear complementarity constraints. Under some suitable conditions, the proposed method is proved to possess global and superlinear convergence rate.展开更多
It is well known that Newton and quasi-Newton algorithms are effective to small and medium scale smooth problems because they take full use of corresponding gradient function’s information but fail to solve nonsmooth...It is well known that Newton and quasi-Newton algorithms are effective to small and medium scale smooth problems because they take full use of corresponding gradient function’s information but fail to solve nonsmooth problems.The perfect algorithm stems from concept of‘bundle’successfully addresses both smooth and nonsmooth complex problems,but it is regrettable that it is merely effective to small and medium optimization models since it needs to store and update relevant information of parameter’s bundle.The conjugate gradient algorithm is effective both large-scale smooth and nonsmooth optimization model since its simplicity that utilizes objective function’s information and the technique of Moreau-Yosida regularization.Thus,a modified three-term conjugate gradient algorithm was proposed,and it has a sufficiently descent property and a trust region character.At the same time,it possesses the global convergence under mild assumptions and numerical test proves it is efficient than similar optimization algorithms.展开更多
Based on the analysis of the conjugate gradient algorithm, we implement a threedimensional （3D） conjugate gradient inversion algorithm with magnetotelluric impedance data. During the inversion process, the 3D conjug...Based on the analysis of the conjugate gradient algorithm, we implement a threedimensional （3D） conjugate gradient inversion algorithm with magnetotelluric impedance data. During the inversion process, the 3D conjugate gradient inversion algorithm doesn＇ t need to compute and store the Jacobian matrix but directly updates the model from the computation of the Jacobian matrix. Requiring only one forward and four pseudo-forward modeling applications per frequency to produce the model update at each iteration, this algorithm efficiently reduces the computation of the inversion. From a trial inversion with synthetic magnetotelluric data, the validity and stability of the 3D conjugate gradient inversion algorithm is verified.展开更多
In seismic data processing, blind deconvolution is a key technology. Introduced in this paper is a flow of one kind of blind deconvolution. The optimal precondition conjugate gradients (PCG) in Kyrlov subspace is als...In seismic data processing, blind deconvolution is a key technology. Introduced in this paper is a flow of one kind of blind deconvolution. The optimal precondition conjugate gradients (PCG) in Kyrlov subspace is also used to improve the stability of the algorithm. The computation amount is greatly decreased.展开更多
Although conventional reverse time migration can be perfectly applied to structural imaging it lacks the capability of enabling detailed delineation of a lithological reservoir due to irregular illumination. To obtain...Although conventional reverse time migration can be perfectly applied to structural imaging it lacks the capability of enabling detailed delineation of a lithological reservoir due to irregular illumination. To obtain reliable reflectivity of the subsurface it is necessary to solve the imaging problem using inversion. The least-square reverse time migration （LSRTM） （also known as linearized refleetivity inversion） aims to obtain relatively high-resolution amplitude preserving imaging by including the inverse of the Hessian matrix. In practice, the conjugate gradient algorithm is proven to be an efficient iterative method for enabling use of LSRTM. The velocity gradient can be derived from a cross-correlation between observed data and simulated data, making LSRTM independent of wavelet signature and thus more robust in practice. Tests on synthetic and marine data show that LSRTM has good potential for use in reservoir description and four-dimensional （4D） seismic images compared to traditional RTM and Fourier finite difference （FFD） migration. This paper investigates the first order approximation of LSRTM, which is also known as the linear Born approximation. However, for more complex geological structures a higher order approximation should be considered to improve imaging quality.展开更多
The intelligent optimization of a multi-objective evolutionary algorithm is combined with a gradient algorithm. The hybrid multi-objective gradient algorithm is framed by the real number. Test functions are used to an...The intelligent optimization of a multi-objective evolutionary algorithm is combined with a gradient algorithm. The hybrid multi-objective gradient algorithm is framed by the real number. Test functions are used to analyze the efficiency of the algorithm. In the simulation case of the water phantom, the algorithm is applied to an inverse planning process of intensity modulated radiation treatment （IMRT）. The objective functions of planning target volume （PTV） and normal tissue （NT） are based on the average dose distribution. The obtained intensity profile shows that the hybrid multi-objective gradient algorithm saves the computational time and has good accuracy, thus meeting the requirements of practical applications.展开更多
A new algorithm, called the adaptive exponent smoothing gradient algorithm (AESGA), is developed from Widrow′s LMS algorithm. It is based on the fact that LMS algorithm has properties of time delaying and low pass ...A new algorithm, called the adaptive exponent smoothing gradient algorithm (AESGA), is developed from Widrow′s LMS algorithm. It is based on the fact that LMS algorithm has properties of time delaying and low pass filtering. This paper shows that the algorithm, on the domain of {Ω 1:α∈(0,1)}×{Ω 2:β(0,∞)} , unbiasedly and asymptotically converges to the Winner solution when the signal is a stationary Gauss stochastic process. The convergent property and the performance misadjustment are analyzed in theory. And calculation method of the algorithm is also suggested. Numerical results given by computer simulations show that the algorithm is effective.展开更多
In this paper, we present a new hybrid conjugate gradient algorithm for unconstrained optimization. This method is a convex combination of Liu-Storey conjugate gradient method and Fletcher-Reeves conjugate gradient me...In this paper, we present a new hybrid conjugate gradient algorithm for unconstrained optimization. This method is a convex combination of Liu-Storey conjugate gradient method and Fletcher-Reeves conjugate gradient method. We also prove that the search direction of any hybrid conjugate gradient method, which is a convex combination of two conjugate gradient methods, satisfies the famous D-L conjugacy condition and in the same time accords with the Newton direction with the suitable condition. Furthermore, this property doesn't depend on any line search. Next, we also prove that, moduling the value of the parameter t,the Newton direction condition is equivalent to Dai-Liao conjugacy condition.The strong Wolfe line search conditions are used.The global convergence of this new method is proved.Numerical comparisons show that the present hybrid conjugate gradient algorithm is the efficient one.展开更多
We developed a three-dimensional（3D） conjugate gradient inversion algorithm for in-verting magnetotelluric impedance tensor measurements.In order to show the importance of including diagonal components of magnetotel...We developed a three-dimensional（3D） conjugate gradient inversion algorithm for in-verting magnetotelluric impedance tensor measurements.In order to show the importance of including diagonal components of magnetotelluric impedance tensor in 3D inversion,synthetic data were inverted using the 3D conjugate gradient inversion,and the inversion results were compared and analyzed.The results from the 3D inversion of synthetic data indicate that both the off-diagonal and the diagonal components are required in inversions to obtain better inversion results when there are no enough data sites to recover the target resistivity structure.These examples show that lots of information about 3D structure is also contained in the diagonal components;as a result,diagonal components should be in-cluded in 3D inversions.The inversion algorithm was also used to invert the impedance tensor data ac-quired in the Kayabe area in Japan.Inversions with the synthetic and real data demonstrated the va-lidity and practicability of the inversion algorithm.展开更多
基金Supported by the Science and Technology Project of Guangxi(Guike AD23023002)。
文摘In this paper,we propose a three-term conjugate gradient method for solving unconstrained optimization problems based on the Hestenes-Stiefel(HS)conjugate gradient method and Polak-Ribiere-Polyak(PRP)conjugate gradient method.Under the condition of standard Wolfe line search,the proposed search direction is the descent direction.For general nonlinear functions,the method is globally convergent.Finally,numerical results show that the proposed method is efficient.
基金the Sub-project of National Science and Technology Major Project of China(No.2016ZX05027-002-003)the National Natural Science Foundation of China(No.41404089)+1 种基金the State Key Program of National Natural Science of China(No.41430322)the National Basic Research Program of China(973 Program)(No.2015CB45300)
文摘With the continuous development of full tensor gradiometer （FTG） measurement techniques, three-dimensional （3D） inversion of FTG data is becoming increasingly used in oil and gas exploration. In the fast processing and interpretation of large-scale high-precision data, the use of the graphics processing unit process unit （GPU） and preconditioning methods are very important in the data inversion. In this paper, an improved preconditioned conjugate gradient algorithm is proposed by combining the symmetric successive over-relaxation （SSOR） technique and the incomplete Choleksy decomposition conjugate gradient algorithm （ICCG）. Since preparing the preconditioner requires extra time, a parallel implement based on GPU is proposed. The improved method is then applied in the inversion of noise- contaminated synthetic data to prove its adaptability in the inversion of 3D FTG data. Results show that the parallel SSOR-ICCG algorithm based on NVIDIA Tesla C2050 GPU achieves a speedup of approximately 25 times that of a serial program using a 2.0 GHz Central Processing Unit （CPU）. Real airbome gravity-gradiometry data from Vinton salt dome （south- west Louisiana, USA） are also considered. Good results are obtained, which verifies the efficiency and feasibility of the proposed parallel method in fast inversion of 3D FTG data.
基金This research was supported by Chinese NNSF grant and NSF grant of Jiangsu Province
文摘A subspace projected conjugate gradient method is proposed for solving large bound constrained quadratic programming. The conjugate gradient method is used to update the variables with indices outside of the active set, while the projected gradient method is used to update the active variables. At every iterative level, the search direction consists of two parts, one of which is a subspace trumcated Newton direction, another is a modified gradient direction. With the projected search the algorithm is suitable to large problems. The convergence of the method is proved and same numerical tests with dimensions ranging from 5000 to 20000 are given.
基金supported in part by the National Key Research and Development Program of China(2018AAA0100100)the National Natural Science Foundation of China(61906001,62136008,U21A20512)+1 种基金the Key Program of Natural Science Project of Educational Commission of Anhui Province(KJ2020A0036)Alexander von Humboldt Professorship for Artificial Intelligence Funded by the Federal Ministry of Education and Research,Germany。
文摘Large-scale multi-objective optimization problems(LSMOPs)pose challenges to existing optimizers since a set of well-converged and diverse solutions should be found in huge search spaces.While evolutionary algorithms are good at solving small-scale multi-objective optimization problems,they are criticized for low efficiency in converging to the optimums of LSMOPs.By contrast,mathematical programming methods offer fast convergence speed on large-scale single-objective optimization problems,but they have difficulties in finding diverse solutions for LSMOPs.Currently,how to integrate evolutionary algorithms with mathematical programming methods to solve LSMOPs remains unexplored.In this paper,a hybrid algorithm is tailored for LSMOPs by coupling differential evolution and a conjugate gradient method.On the one hand,conjugate gradients and differential evolution are used to update different decision variables of a set of solutions,where the former drives the solutions to quickly converge towards the Pareto front and the latter promotes the diversity of the solutions to cover the whole Pareto front.On the other hand,objective decomposition strategy of evolutionary multi-objective optimization is used to differentiate the conjugate gradients of solutions,and the line search strategy of mathematical programming is used to ensure the higher quality of each offspring than its parent.In comparison with state-of-the-art evolutionary algorithms,mathematical programming methods,and hybrid algorithms,the proposed algorithm exhibits better convergence and diversity performance on a variety of benchmark and real-world LSMOPs.
基金National Natural Science Foundation of China(Nos.4156108241161061)。
文摘The fast convergence without initial value dependence is the key to solving large angle relative orientation.Therefore,a hybrid conjugate gradient algorithm is proposed in this paper.The 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 conjugate gradient 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 error.The comparison experiment shows that the method proposed in this paper is independent of the initial value,and has higher accuracy and fewer iterations.
基金supported partly by the State Key Program of National Natural Science Foundation of China(60632020)the Youth Science Foundation of University of Electronic Science and Technology of China(JX0823).
文摘This paper designs a 3 mm radiometer and validate with experiments based on the principle of passive millimeter wave （PMMW） imaging. The poor spatial resolution, which is limited by antenna size, should be improved by post data processing. A conjugate-gradient （CG） algorithm is adopted to circumvent this drawback. Simulation and real data collected in laboratory environment are given, and the results show that the CG algorithm improves the spatial resolution and convergent rate. Further, it can reduce the ringing effects which are caused by regularizing the image restoration. Thus, the CG algorithm is easily implemented for PMMW imaging.
基金supported by Hunan Education Office Foundation under Grant 06C260
文摘The dropping off of data during information transmission and the storage device’s damage etc.often leads the sampled data to be non-uniform.The paper, based on the stability theory of irregular wavelet frame and the irregular weighted wavelet frame operator,proposed an irregular weighted wavelet fame conjugate gradient iterative algorithm for the reconstruction of non-uniformly sampling signal. Compared the experiment results with the iterative algorithm of the Ref.[5],the new algorithm has remarkable advantages in approximation error,running time and so on.
基金funded by Universiti Putra Malaysia under a Geran Putra Inisiatif(GPI)research grant with reference to GP-GPI/2023/9762100.
文摘This study proposes a novel time-synchronization protocol inspired by stochastic gradient algorithms.The clock model of each network node in this synchronizer is configured as a generic adaptive filter where different stochastic gradient algorithms can be adopted for adaptive clock frequency adjustments.The study analyzes the pairwise synchronization behavior of the protocol and proves the generalized convergence of the synchronization error and clock frequency.A novel closed-form expression is also derived for a generalized asymptotic error variance steady state.Steady and convergence analyses are then presented for the synchronization,with frequency adaptations done using least mean square(LMS),the Newton search,the gradient descent(GraDes),the normalized LMS(N-LMS),and the Sign-Data LMS algorithms.Results obtained from real-time experiments showed a better performance of our protocols as compared to the Average Proportional-Integral Synchronization Protocol(AvgPISync)regarding the impact of quantization error on synchronization accuracy,precision,and convergence time.This generalized approach to time synchronization allows flexibility in selecting a suitable protocol for different wireless sensor network applications.
文摘This paper proposed a new normalized transform domain conjugate gradient algorithm (NT-CGA), which applies the data independent normalized orthogonal transform technique to approximately whiten the input signal and utilises the modified conjugate gradient method to perform sample-by-sample updating of the filter weights more efficiently. Simulation results illustrated that the proposed algorithm has the ability to provide a fast convergence speed and lower steady-error compared to that of traditional least mean square algorithm (LMSA), normalized transform domain least mean square algorithm (NT- LMSA), Quasi-Newton least mean square algorithm (Q-LMSA) and time domain conjugate gradient algorithm (TD-CGA) when the input signal is heavily coloured.
基金supported by the Teaching and Research Award Program for the Outstanding Young Teachers in Higher Education Institutesof Ministry of Educationthe Natural Science Foundation of Inner Mongolia Autonomous Region (2010BS0108)SPH-IMU (Z20090135)
文摘Two new formulaes of the main parameter βk of the conjugate gradient method are presented, which respectively can be seen as the modifications of method HS and PRP. In comparison with classic conjugate gradient methods, the new methods take both available gradient and function value information. Furthermore, their modifications are proposed. These methods are shown to be global convergent under some assumptions. Numerical results are also reported.
文摘This paper discusses a special class of mathematical programs with equilibrium constraints. At first, by using a generalized complementarity function, the discussed problem is transformed into a family of general nonlinear optimization problems containing additional variable μ. Furthermore, combining the idea of penalty function, an auxiliary problem with inequality constraints is presented. And then, by providing explicit searching direction, we establish a new conjugate projection gradient method for optimization with nonlinear complementarity constraints. Under some suitable conditions, the proposed method is proved to possess global and superlinear convergence rate.
基金This work is supported by the National Natural Science Foundation of China(Grant No.11661009)the Guangxi Science Fund for Distinguished Young Scholars(No.2015GXNSFGA139001)+1 种基金the Guangxi Natural Science Key Fund(No.2017GXNSFDA198046)Innovation Project of Guangxi Graduate Education(No.YCSW2018046).
文摘It is well known that Newton and quasi-Newton algorithms are effective to small and medium scale smooth problems because they take full use of corresponding gradient function’s information but fail to solve nonsmooth problems.The perfect algorithm stems from concept of‘bundle’successfully addresses both smooth and nonsmooth complex problems,but it is regrettable that it is merely effective to small and medium optimization models since it needs to store and update relevant information of parameter’s bundle.The conjugate gradient algorithm is effective both large-scale smooth and nonsmooth optimization model since its simplicity that utilizes objective function’s information and the technique of Moreau-Yosida regularization.Thus,a modified three-term conjugate gradient algorithm was proposed,and it has a sufficiently descent property and a trust region character.At the same time,it possesses the global convergence under mild assumptions and numerical test proves it is efficient than similar optimization algorithms.
基金sponsored by National Natural Science Foundation of China (Grant Nos. 40774029, 40674037, and 40374024)the National Hi-tech Research and Development Program of China (863 Program) (No. 2007AA09Z310)the Program for New Century Excellent Talents in University (NCET).
文摘Based on the analysis of the conjugate gradient algorithm, we implement a threedimensional （3D） conjugate gradient inversion algorithm with magnetotelluric impedance data. During the inversion process, the 3D conjugate gradient inversion algorithm doesn＇ t need to compute and store the Jacobian matrix but directly updates the model from the computation of the Jacobian matrix. Requiring only one forward and four pseudo-forward modeling applications per frequency to produce the model update at each iteration, this algorithm efficiently reduces the computation of the inversion. From a trial inversion with synthetic magnetotelluric data, the validity and stability of the 3D conjugate gradient inversion algorithm is verified.
基金With the support of the key project of Knowledge Innovation, CAS(KZCX1-y01, KZCX-SW-18), Fund of the China National Natural Sciences and the Daqing Oilfield with Grant No. 49894190
文摘In seismic data processing, blind deconvolution is a key technology. Introduced in this paper is a flow of one kind of blind deconvolution. The optimal precondition conjugate gradients (PCG) in Kyrlov subspace is also used to improve the stability of the algorithm. The computation amount is greatly decreased.
基金sponsored by The National Natural Science Fund(No.41574098)Sinopec Geophysical Key Laboratory Open Fund(No.wtyjy-wx2016-04-2)
文摘Although conventional reverse time migration can be perfectly applied to structural imaging it lacks the capability of enabling detailed delineation of a lithological reservoir due to irregular illumination. To obtain reliable reflectivity of the subsurface it is necessary to solve the imaging problem using inversion. The least-square reverse time migration （LSRTM） （also known as linearized refleetivity inversion） aims to obtain relatively high-resolution amplitude preserving imaging by including the inverse of the Hessian matrix. In practice, the conjugate gradient algorithm is proven to be an efficient iterative method for enabling use of LSRTM. The velocity gradient can be derived from a cross-correlation between observed data and simulated data, making LSRTM independent of wavelet signature and thus more robust in practice. Tests on synthetic and marine data show that LSRTM has good potential for use in reservoir description and four-dimensional （4D） seismic images compared to traditional RTM and Fourier finite difference （FFD） migration. This paper investigates the first order approximation of LSRTM, which is also known as the linear Born approximation. However, for more complex geological structures a higher order approximation should be considered to improve imaging quality.
基金Supported by the National Basic Research Program of China ("973" Program)the National Natural Science Foundation of China (60872112, 10805012)+1 种基金the Natural Science Foundation of Zhejiang Province(Z207588)the College Science Research Project of Anhui Province (KJ2008B268)~~
文摘The intelligent optimization of a multi-objective evolutionary algorithm is combined with a gradient algorithm. The hybrid multi-objective gradient algorithm is framed by the real number. Test functions are used to analyze the efficiency of the algorithm. In the simulation case of the water phantom, the algorithm is applied to an inverse planning process of intensity modulated radiation treatment （IMRT）. The objective functions of planning target volume （PTV） and normal tissue （NT） are based on the average dose distribution. The obtained intensity profile shows that the hybrid multi-objective gradient algorithm saves the computational time and has good accuracy, thus meeting the requirements of practical applications.
文摘A new algorithm, called the adaptive exponent smoothing gradient algorithm (AESGA), is developed from Widrow′s LMS algorithm. It is based on the fact that LMS algorithm has properties of time delaying and low pass filtering. This paper shows that the algorithm, on the domain of {Ω 1:α∈(0,1)}×{Ω 2:β(0,∞)} , unbiasedly and asymptotically converges to the Winner solution when the signal is a stationary Gauss stochastic process. The convergent property and the performance misadjustment are analyzed in theory. And calculation method of the algorithm is also suggested. Numerical results given by computer simulations show that the algorithm is effective.
文摘In this paper, we present a new hybrid conjugate gradient algorithm for unconstrained optimization. This method is a convex combination of Liu-Storey conjugate gradient method and Fletcher-Reeves conjugate gradient method. We also prove that the search direction of any hybrid conjugate gradient method, which is a convex combination of two conjugate gradient methods, satisfies the famous D-L conjugacy condition and in the same time accords with the Newton direction with the suitable condition. Furthermore, this property doesn't depend on any line search. Next, we also prove that, moduling the value of the parameter t,the Newton direction condition is equivalent to Dai-Liao conjugacy condition.The strong Wolfe line search conditions are used.The global convergence of this new method is proved.Numerical comparisons show that the present hybrid conjugate gradient algorithm is the efficient one.
基金supported by the National Natural Science Foundation of China (Nos. 40774029, 41004028)the Special Fund for Basic Scientific Research of Central Colleges (No. 2010ZY53)the Program for New Century Excellent Talents in University (NCET)
文摘We developed a three-dimensional（3D） conjugate gradient inversion algorithm for in-verting magnetotelluric impedance tensor measurements.In order to show the importance of including diagonal components of magnetotelluric impedance tensor in 3D inversion,synthetic data were inverted using the 3D conjugate gradient inversion,and the inversion results were compared and analyzed.The results from the 3D inversion of synthetic data indicate that both the off-diagonal and the diagonal components are required in inversions to obtain better inversion results when there are no enough data sites to recover the target resistivity structure.These examples show that lots of information about 3D structure is also contained in the diagonal components;as a result,diagonal components should be in-cluded in 3D inversions.The inversion algorithm was also used to invert the impedance tensor data ac-quired in the Kayabe area in Japan.Inversions with the synthetic and real data demonstrated the va-lidity and practicability of the inversion algorithm.
