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Ha-Ninh Nguyen 20210702
Ha-Ninh Nguyen 20210702
Ha-Ninh Nguyen
2021/07/02
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Table of content
I. BFGS
IV. Conclusion
V. Future work
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I. BFGS
In numerical optimization, the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm is an iterative method for
solving unconstrained nonlinear optimization problems. Like the related Davidon–Fletcher–Powell method,
BFGS determines the descent direction by preconditioning the gradient with curvature information. It does so
by gradually improving an approximation to the Hessian matrix of the loss function, obtained only from
gradient evaluations (or approximate gradient evaluations) via a generalized secant method.
The algorithm is named after Charles George Broyden, Roger Fletcher, Donald Goldfarb and David Shanno
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II. Newton Raphson method by ADCME
Given that x3 + 2x – 2 = 0 has a root between 0 and 1. Find the root to 2 decimal places using the Newton-
Raphson method.
Solution
f(x) = x3 + 2x – 2
f’(x) = 3x2 + 2
According to Newton Raphson formula, we have
Let x1 = 1
(1)3 +2 1 −2 (0.8)3 +2 0.8 −2
x2 = 1 - = 0.8; x3 = 0.8 - = 0.77142…; x4 = 0.7709… x5 = 0.7709…
3 (1)2 +2 3 (0.8)2 +2
x = 0.77 (2dp)
If we try x1 = 0.5 then x1 = 0.5; x2 = 0.81; x3 = 0.722; x4 = 0.7709…; x5 = 0.7709…
x = 0.77 (2dp)
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II. Newton Raphson method by ADCME
Bring the problem into ACDME platform for implementation
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II. Newton Raphson method by ADCME
Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm
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III. Parameter Inverse Problem
When X is just a scalar/vector, we call this type of problem parameter inverse problem. We consider a manufactured
solution: the exact x=1 and u(x) = x(1-x), so we have
φ(x) = 2
Assume we can observe u(0.5) = 0.25and the initial guess for X0 = 10. We use finite difference method to discretize the
1
PDE and the interval [0,1] is divided uniformly to 0 = x0 < x1 < … < xn=1, with n = 100, xi + 1 – xi = h =
𝑛
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III. Parameter Inverse Problem
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III. Conclusion
• ADCME is the gateway to inverse modeling with physics machine learning
• ADCME is necessary to optimize the value and constraint of numerical analysis (amount of heat
flux/location of heat flux)
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V. Future work
Continue implement on structural analysis and numerical method
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