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Keywords = accelerated quasi-Newton method

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26 pages, 4522 KB  
Article
an-QNA: An Adaptive Nesterov Quasi-Newton Acceleration-Optimized CMOS LNA for 65 nm Automotive Radar Applications
by Unal Aras, Lee Sun Woo, Tahesin Samira Delwar, Abrar Siddique, Anindya Jana, Yangwon Lee and Jee-Youl Ryu
Sensors 2024, 24(18), 6141; https://doi.org/10.3390/s24186141 - 23 Sep 2024
Viewed by 1630
Abstract
An adaptive Nesterov quasi-Newton acceleration (an-QNA)-optimized low-noise amplifier (LNA) is proposed in this paper. An optimized single-ended-to-differential two-stage LNA circuit is presented. It includes an improved post-linearization (IPL) technique to enhance the linearity. Traditional methods like conventional quasi-Newton (c-QN) often suffer [...] Read more.
An adaptive Nesterov quasi-Newton acceleration (an-QNA)-optimized low-noise amplifier (LNA) is proposed in this paper. An optimized single-ended-to-differential two-stage LNA circuit is presented. It includes an improved post-linearization (IPL) technique to enhance the linearity. Traditional methods like conventional quasi-Newton (c-QN) often suffer from slow convergence and the tendency to get trapped in local minima. However, the proposed an-QNA method significantly accelerates the convergence speed. Furthermore, in this paper, modifications have been made to the an-QNA algorithm using a quadratic estimation to guarantee global convergence. The optimized an-QNA-based LNA, using standard 65 nm CMOS technology, achieves a simulated gain of 17.5 dB, a noise figure (NF) of 3.7 dB, and a 1 dB input compression point (IP1dB) of −13.1 dBm. It is also noted that the optimized LNA achieves a measured gain of 12.9 dB and an NF of 4.98 dB, and the IP1dB is −17.8 dB. The optimized LNA has a chip area of 0.67 mm2. Full article
(This article belongs to the Special Issue CMOS Integrated Circuits for Sensor Applications)
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20 pages, 1485 KB  
Article
Portfolio Optimization with Multi-Trend Objective and Accelerated Quasi-Newton Method
by Caiming Lin and Xinyi He
Symmetry 2024, 16(7), 821; https://doi.org/10.3390/sym16070821 - 30 Jun 2024
Viewed by 1925
Abstract
We propose a portfolio optimization method with a multi-trend objective and an accelerated quasi-Newton method (MTO-AQNM). It leverages a BFGS-based quasi-Newton algorithm and incorporates an 1 regularization term and the self-funding constraint. The MTO is designed to identify multiple trend reversals. Different [...] Read more.
We propose a portfolio optimization method with a multi-trend objective and an accelerated quasi-Newton method (MTO-AQNM). It leverages a BFGS-based quasi-Newton algorithm and incorporates an 1 regularization term and the self-funding constraint. The MTO is designed to identify multiple trend reversals. Different trend reversals are asymmetric, and we hoped to extract rich and effective information from them. The AQNM adopts the BFGS method with the Wolfe conditions, which reduces computational complexity and improves convergence speed. We wanted to evaluate the performance of our algorithm through financial markets that were asymmetric in all respects. To this end, we conducted comprehensive experimental approaches on six benchmark data sets of real-world financial markets that were asymmetric in time, frequency, and asset type. Our method demonstrated superior performance over other state-of-the-art competitors across several mainstream evaluation metrics. Full article
(This article belongs to the Special Issue Symmetry or Asymmetry in Machine Learning)
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17 pages, 2220 KB  
Article
Robust Bias Compensation Method for Sparse Normalized Quasi-Newton Least-Mean with Variable Mixing-Norm Adaptive Filtering
by Ying-Ren Chien, Han-En Hsieh and Guobing Qian
Mathematics 2024, 12(9), 1310; https://doi.org/10.3390/math12091310 - 25 Apr 2024
Cited by 6 | Viewed by 1571
Abstract
Input noise causes inescapable bias to the weight vectors of the adaptive filters during the adaptation processes. Moreover, the impulse noise at the output of the unknown systems can prevent bias compensation from converging. This paper presents a robust bias compensation method for [...] Read more.
Input noise causes inescapable bias to the weight vectors of the adaptive filters during the adaptation processes. Moreover, the impulse noise at the output of the unknown systems can prevent bias compensation from converging. This paper presents a robust bias compensation method for a sparse normalized quasi-Newton least-mean (BC-SNQNLM) adaptive filtering algorithm to address these issues. We have mathematically derived the biased-compensation terms in an impulse noisy environment. Inspired by the convex combination of adaptive filters’ step sizes, we propose a novel variable mixing-norm method, BC-SNQNLM-VMN, to accelerate the convergence of our BC-SNQNLM algorithm. Simulation results confirm that the proposed method significantly outperforms other comparative works regarding normalized mean-squared deviation (NMSD) in the steady state. Full article
(This article belongs to the Special Issue Advanced Research in Data-Centric AI)
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13 pages, 266 KB  
Article
Hybrid Modified Accelerated Gradient Method for Optimization Processes
by Milena J. Petrović, Ana Vučetić and Tanja Jovanović Spasojević
Mathematics 2024, 12(5), 632; https://doi.org/10.3390/math12050632 - 21 Feb 2024
Cited by 1 | Viewed by 1304
Abstract
This research reveals a hybrid variant of the modified accelerated gradient method. We prove that derived iteration is linearly convergent on the set of uniformly convex functions. Performance profiles of the introduced hybrid method were numerically compared with its non-hybrid version. The analyzed [...] Read more.
This research reveals a hybrid variant of the modified accelerated gradient method. We prove that derived iteration is linearly convergent on the set of uniformly convex functions. Performance profiles of the introduced hybrid method were numerically compared with its non-hybrid version. The analyzed characteristics were CPU time, the number of iterations and the number of function evaluations. The results of the numerical experiments show a better performance in favor of the derived hybrid accelerated model compared with its forerunner. Full article
21 pages, 4654 KB  
Article
Hydropower Planning in Combination with Batteries and Solar Energy
by Hasan Huseyin Coban
Sustainability 2023, 15(13), 10002; https://doi.org/10.3390/su151310002 - 24 Jun 2023
Cited by 18 | Viewed by 4332
Abstract
Battery storage is an important factor for power systems made up of renewable energy sources. Technologies for battery storage are crucial to accelerating the transition from fossil fuels to renewable energy. Between responding to electricity demand and using renewable energy sources, battery storage [...] Read more.
Battery storage is an important factor for power systems made up of renewable energy sources. Technologies for battery storage are crucial to accelerating the transition from fossil fuels to renewable energy. Between responding to electricity demand and using renewable energy sources, battery storage devices will become increasingly important. The aim of this study is to examine how battery storage affects a power system consisting of solar and hydroelectric energy and to draw conclusions about whether energy storage recommends a power system. The method involves designing a model of eight real cascade hydropower power plants and solving an optimization problem. This power system model is based on existing hydroelectric power plants powered by solar energy and batteries in the Turkish cities of Yozgat and Tokat. A case study with four different battery capacities in the system was carried out to assess the implications of energy storage in the power system. The stochastic nonlinear optimization problem was modeled for 72 h and solved with the MATLAB programming tool. The stochastic Quasi-Newton method performs very well in hybrid renewable problems arising from large-scale machine learning. When solar energy and batteries were added to the system, the maximum installed wind power was found to be 2 MW and 3.6 MW, respectively. In terms of profit and hydropower planning, a medium-proportion battery was found to be the most suitable. Increased variability in hydropower generation results from the installation of an energy storage system. Full article
(This article belongs to the Special Issue Advanced Technologies Applied to Renewable Energy)
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18 pages, 501 KB  
Article
Enhancing Quasi-Newton Acceleration for Fluid-Structure Interaction
by Kyle Davis, Miriam Schulte and Benjamin Uekermann
Math. Comput. Appl. 2022, 27(3), 40; https://doi.org/10.3390/mca27030040 - 6 May 2022
Cited by 8 | Viewed by 3620
Abstract
We propose two enhancements of quasi-Newton methods used to accelerate coupling iterations for partitioned fluid-structure interaction. Quasi-Newton methods have been established as flexible, yet robust, efficient and accurate coupling methods of multi-physics simulations in general. The coupling library preCICE provides several variants, the [...] Read more.
We propose two enhancements of quasi-Newton methods used to accelerate coupling iterations for partitioned fluid-structure interaction. Quasi-Newton methods have been established as flexible, yet robust, efficient and accurate coupling methods of multi-physics simulations in general. The coupling library preCICE provides several variants, the so-called IQN-ILS method being the most commonly used. It uses input and output differences of the coupled solvers collected in previous iterations and time steps to approximate Newton iterations. To make quasi-Newton methods both applicable for parallel coupling (where these differences contain data from different physical fields) and to provide a robust approach for re-using information, a combination of information filtering and scaling for the different physical fields is typically required. This leads to good convergence, but increases the cost per iteration. We propose two new approaches—pre-scaling weight monitoring and a new, so-called QR3 filter, to substantially improve runtime while not affecting convergence quality. We evaluate these for a variety of fluid-structure interaction examples. Results show that we achieve drastic speedups for the pure quasi-Newton update steps. In the future, we intend to apply the methods also to volume-coupled scenarios, where these gains can be decisive for the feasibility of the coupling approach. Full article
(This article belongs to the Special Issue Computational Methods for Coupled Problems in Science and Engineering)
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12 pages, 1899 KB  
Communication
An Adaptive Lp Norm Minimization Algorithm for Direction of Arrival Estimation
by Lutao Liu and Zejing Rao
Remote Sens. 2022, 14(3), 766; https://doi.org/10.3390/rs14030766 - 7 Feb 2022
Cited by 18 | Viewed by 3244
Abstract
In this paper, we propose a new direction of arrival (DOA) estimation algorithm, in which DOA estimation is achieved by finding the sparsest support set of multiple measurement vectors (MMV) in an over-complete dictionary. The proposed algorithm is based on p norm [...] Read more.
In this paper, we propose a new direction of arrival (DOA) estimation algorithm, in which DOA estimation is achieved by finding the sparsest support set of multiple measurement vectors (MMV) in an over-complete dictionary. The proposed algorithm is based on p norm minimization, which belongs to non-convex optimization. Therefore, the quasi-Newton method is used to converge the iterative process. There are two advantages of this algorithm: one is the higher possibility and resolution of distinguishing closely spaced sources, and the other is the adaptive regularization parameter adjustment. Moreover, an accelerating strategy is applied in the computation, and a weighted method of the proposed algorithm is also introduced to improve the accuracy. We conducted experiments to validate the effectiveness of the proposed algorithm. The performance was compared with several popular DOA estimation algorithms and the Cramer–Rao bound (CRB). Full article
(This article belongs to the Special Issue Recent Advances in Signal Processing and Radar for Remote Sensing)
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16 pages, 1013 KB  
Article
Accelerating Symmetric Rank-1 Quasi-Newton Method with Nesterov’s Gradient for Training Neural Networks
by S. Indrapriyadarsini, Shahrzad Mahboubi, Hiroshi Ninomiya, Takeshi Kamio and Hideki Asai
Algorithms 2022, 15(1), 6; https://doi.org/10.3390/a15010006 - 24 Dec 2021
Cited by 9 | Viewed by 4662
Abstract
Gradient-based methods are popularly used in training neural networks and can be broadly categorized into first and second order methods. Second order methods have shown to have better convergence compared to first order methods, especially in solving highly nonlinear problems. The BFGS quasi-Newton [...] Read more.
Gradient-based methods are popularly used in training neural networks and can be broadly categorized into first and second order methods. Second order methods have shown to have better convergence compared to first order methods, especially in solving highly nonlinear problems. The BFGS quasi-Newton method is the most commonly studied second order method for neural network training. Recent methods have been shown to speed up the convergence of the BFGS method using the Nesterov’s acclerated gradient and momentum terms. The SR1 quasi-Newton method, though less commonly used in training neural networks, is known to have interesting properties and provide good Hessian approximations when used with a trust-region approach. Thus, this paper aims to investigate accelerating the Symmetric Rank-1 (SR1) quasi-Newton method with the Nesterov’s gradient for training neural networks, and to briefly discuss its convergence. The performance of the proposed method is evaluated on a function approximation and image classification problem. Full article
(This article belongs to the Special Issue Stochastic Algorithms and Their Applications)
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44 pages, 1809 KB  
Article
Comparison of Recent Acceleration Techniques for the EM Algorithm in One- and Two-Parameter Logistic IRT Models
by Marie Beisemann, Ortrud Wartlick and Philipp Doebler
Psych 2020, 2(4), 209-252; https://doi.org/10.3390/psych2040018 - 10 Nov 2020
Cited by 3 | Viewed by 3340
Abstract
The expectation–maximization (EM) algorithm is an important numerical method for maximum likelihood estimation in incomplete data problems. However, convergence of the EM algorithm can be slow, and for this reason, many EM acceleration techniques have been proposed. After a review of acceleration techniques [...] Read more.
The expectation–maximization (EM) algorithm is an important numerical method for maximum likelihood estimation in incomplete data problems. However, convergence of the EM algorithm can be slow, and for this reason, many EM acceleration techniques have been proposed. After a review of acceleration techniques in a unified notation with illustrations, three recently proposed EM acceleration techniques are compared in detail: quasi-Newton methods (QN), “squared” iterative methods (SQUAREM), and parabolic EM (PEM). These acceleration techniques are applied to marginal maximum likelihood estimation with the EM algorithm in one- and two-parameter logistic item response theory (IRT) models for binary data, and their performance is compared. QN and SQUAREM methods accelerate convergence of the EM algorithm for the two-parameter logistic model significantly in high-dimensional data problems. Compared to the standard EM, all three methods reduce the number of iterations, but increase the number of total marginal log-likelihood evaluations per iteration. Efficient approximations of the marginal log-likelihood are hence an important part of implementation. Full article
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26 pages, 25663 KB  
Article
Symmetrical Rank-Three Vectorized Loading Scores Quasi-Newton for Identification of Hydrogeological Parameters and Spatiotemporal Recharges
by Chien-Lin Huang, Nien-Sheng Hsu, Fu-Jian Hsu, Gene J.-Y. You and Chun-Hao Yao
Water 2020, 12(4), 995; https://doi.org/10.3390/w12040995 - 1 Apr 2020
Viewed by 3026
Abstract
In a multi-layered groundwater model, achieving accurate spatiotemporal identification and solving the ill-posed problem is the vital topic for model calibration. This study proposes a symmetry rank three vectorized loading scores (SR3 VLS) quasi-Newton algorithm by modifying the Levenberg–Marquardt algorithm and importing a [...] Read more.
In a multi-layered groundwater model, achieving accurate spatiotemporal identification and solving the ill-posed problem is the vital topic for model calibration. This study proposes a symmetry rank three vectorized loading scores (SR3 VLS) quasi-Newton algorithm by modifying the Levenberg–Marquardt algorithm and importing a rank three structure from Broyden–Fletcher–Goldfarb–Shanno algorithm for identification of hydrogeological parameters and spatiotemporal recharge simultaneously. To accelerate directional convergence and approach a global optimum, this study uses a vectorized limited switchable step size in the transmissive groundwater inverse problem. The Hessian approximation rank three uses high and low-rank factor loading scores analyzed from simulated storage fluctuation between adjacent iterations for calculation and matrix correction. Two numerical experiments were designed to validate the proposing algorithm, showing the SR3 VLS quasi-Newton reduced the error percentages of the identified parameters by 1.63% and 9.65% compared to the Jacobian quasi-Newton. The proposing method is applied to the Chou-Shui River alluvial fan groundwater system in Taiwan. Results show that the simulated storage error decreased rapidly in six iterations, and has good head convergence as small as 0.11% with a root-mean-square-error (RMSE) of 0.134 m, indicating that the proposing algorithm reduces the computational cost to converge to the true solution. Full article
(This article belongs to the Special Issue Computational Methods in Water Resources)
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18 pages, 3081 KB  
Article
Bio-Inspired Real-Time Prediction of Human Locomotion for Exoskeletal Robot Control
by Pu Duan, Shilei Li, Zhuoping Duan and Yawen Chen
Appl. Sci. 2017, 7(11), 1130; https://doi.org/10.3390/app7111130 - 2 Nov 2017
Cited by 8 | Viewed by 4964
Abstract
Human motion detection is of fundamental importance for control of human–robot coupled systems such as exoskeletal robots. Inertial measurement units have been widely used for this purpose, although delay is a major challenge for inertial measurement unit-based motion capture systems. In this paper, [...] Read more.
Human motion detection is of fundamental importance for control of human–robot coupled systems such as exoskeletal robots. Inertial measurement units have been widely used for this purpose, although delay is a major challenge for inertial measurement unit-based motion capture systems. In this paper, we use previous and current inertial measurement unit readings to predict human locomotion based on their kinematic properties. Human locomotion is a synergetic process of the musculoskeletal system characterized by smoothness, high nonlinearity, and quasi-periodicity. Takens’ reconstruction method can well characterize quasi-periodicity and nonlinear systems. With Takens’ reconstruction framework, we developed improving methods, including Gaussian coefficient weighting and offset correction (which is based on the smoothness of human locomotion), Kalman fusion with complementary joint data prediction and united source of historical embedding generation (which is synergy-inspired), and Kalman fusion with the Newton-based method with a velocity and acceleration high-gain observer (also based on smoothness). After thorough analysis of the parameters and the effect of these improving techniques, we propose a novel prediction method that possesses the combined advantages of parameter robustness, high accuracy, trajectory smoothness, zero dead time, and adaptability to irregularities. The proposed methods were tested and validated by experiments, and the real-time applicability in a human locomotion capture system was also validated. Full article
(This article belongs to the Special Issue Bio-Inspired Robotics)
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24 pages, 6226 KB  
Article
Multi-Sensor Data Fusion Identification for Shearer Cutting Conditions Based on Parallel Quasi-Newton Neural Networks and the Dempster-Shafer Theory
by Lei Si, Zhongbin Wang, Xinhua Liu, Chao Tan, Jing Xu and Kehong Zheng
Sensors 2015, 15(11), 28772-28795; https://doi.org/10.3390/s151128772 - 13 Nov 2015
Cited by 33 | Viewed by 6289
Abstract
In order to efficiently and accurately identify the cutting condition of a shearer, this paper proposed an intelligent multi-sensor data fusion identification method using the parallel quasi-Newton neural network (PQN-NN) and the Dempster-Shafer (DS) theory. The vibration acceleration signals and current signal of [...] Read more.
In order to efficiently and accurately identify the cutting condition of a shearer, this paper proposed an intelligent multi-sensor data fusion identification method using the parallel quasi-Newton neural network (PQN-NN) and the Dempster-Shafer (DS) theory. The vibration acceleration signals and current signal of six cutting conditions were collected from a self-designed experimental system and some special state features were extracted from the intrinsic mode functions (IMFs) based on the ensemble empirical mode decomposition (EEMD). In the experiment, three classifiers were trained and tested by the selected features of the measured data, and the DS theory was used to combine the identification results of three single classifiers. Furthermore, some comparisons with other methods were carried out. The experimental results indicate that the proposed method performs with higher detection accuracy and credibility than the competing algorithms. Finally, an industrial application example in the fully mechanized coal mining face was demonstrated to specify the effect of the proposed system. Full article
(This article belongs to the Section Physical Sensors)
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