• Title/Summary/Keyword: 볼록최적화

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Concrete Optimum Mixture Proportioning Based on a Database Using Convex Hulls (최소 볼록 집합을 이용한 데이터베이스 기반 콘크리트 최적 배합)

  • Lee, Bang-Yeon;Kim, Jae-Hong;Kim, Jin-Keun
    • Journal of the Korea Concrete Institute
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    • v.20 no.5
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    • pp.627-634
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    • 2008
  • This paper presents an optimum mixture design method for proportioning a concrete. In the proposed method, the search space is constrained as the domain defined by the minimal convex region of a database, instead of the available range of each component and the ratio composed of several components. The model for defining the search space which is expressed by the effective region is proposed. The effective region model evaluates whether a mix-proportion is effective on processing for optimization, yielding highly reliable results. Three concepts are adopted to realize the proposed methodology: A genetic algorithm for the optimization; an artificial neural network for predicting material properties; and a convex hull for evaluating the effective region. And then, it was applied to an optimization problem wherein the minimum cost should be obtained under a given strength requirement. Experimental test results show that the mix-proportion obtained from the proposed methodology using convex hulls is found to be more accurate and feasible than that obtained from a general optimum technique that does not consider this aspect.

Determination of Parameter Value in Constraint of Sparse Spectrum Fitting DOA Estimation Algorithm (희소성 스펙트럼 피팅 도래각 추정 알고리즘의 제한조건에 포함된 상수 결정법)

  • Cho, Yunseung;Paik, Ji-Woong;Lee, Joon-Ho
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.41 no.8
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    • pp.917-920
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    • 2016
  • SpSF algorithm is direction-of-arrival estimation algorithm based on sparse representation of incident signlas. Cost function to be optimized for DOA estimation is multi-dimensional nonlinear function, which is hard to handle for optimization. After some manipulation, the problem can be cast into convex optimiztion problem. Convex optimization problem tuns out to be constrained optimization problem, where the parameter in the constraint has to be determined. The solution of the convex optimization problem is dependent on the specific parameter value in the constraint. In this paper, we propose a rule-of-thumb for determining the parameter value in the constraint. Based on the fact that the noise in the array elements is complex Gaussian distributed with zero mean, the average of the Frobenius norm of the matrix in the constraint can be rigorously derived. The parameter in the constrint is set to be two times the average of the Frobenius norm of the matrix in the constraint. It is shown that the SpSF algorithm actually works with the parameter value set by the method proposed in this paper.

Design Optimization Using the Two-Point Convex Approximation (이점 볼록 근사화 기법을 적용한 최적설계)

  • Kim, Jong-Rip;Choi, Dong-Hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.27 no.6
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    • pp.1041-1049
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    • 2003
  • In this paper, a new local two-point approximation method which is based on the exponential intervening variable is proposed. This new algorithm, called the Two-Point Convex Approximation(TPCA), use the function and design sensitivity information from the current and previous design points of the sequential approximate optimization to generate a sequence of convex, separable subproblems. This paper describes the derivation of the parameters associated with the approximation and the numerical solution procedure. In order to show the numerical performance of the proposed method, a sequential approximate optimizer is developed and applied to solve several typical design problems. These optimization results are compared with those of other optimizers. Numerical results obtained from the test examples demonstrate the effectiveness of the proposed method.

Pairwise fusion approach to cluster analysis with applications to movie data (영화 데이터를 위한 쌍별 규합 접근방식의 군집화 기법)

  • Kim, Hui Jin;Park, Seyoung
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.265-283
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    • 2022
  • MovieLens data consists of recorded movie evaluations that was often used to measure the evaluation score in the recommendation system research field. In this paper, we provide additional information obtained by clustering user-specific genre preference information through movie evaluation data and movie genre data. Because the number of movie ratings per user is very low compared to the total number of movies, the missing rate in this data is very high. For this reason, there are limitations in applying the existing clustering methods. In this paper, we propose a convex clustering-based method using the pairwise fused penalty motivated by the analysis of MovieLens data. In particular, the proposed clustering method execute missing imputation, and at the same time uses movie evaluation and genre weights for each movie to cluster genre preference information possessed by each individual. We compute the proposed optimization using alternating direction method of multipliers algorithm. It is shown that the proposed clustering method is less sensitive to noise and outliers than the existing method through simulation and MovieLens data application.

Sequential Convex Programming Based Performance Analysis of UAV Design (순차 컨벡스 프로그래밍 기반 무인기 설계 형상의 성능 분석)

  • Ko, Hyo-Sang;Choi, Hanlim;Jang, Jong-Youn;Kim, Joon;Ryu, Gu-Hyun
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.50 no.11
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    • pp.771-781
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    • 2022
  • Sequential convex programming based performance analysis of the designed UAV is performed. The nonlinear optimization problems generated by aerodynamics are approximated to socond order program by discretization and convexification. To improve the performance of the algorithm, the solution of the relaxed problem is used as the initial trajectory. Dive trajectory optimization problem is analyzed through iterative solution procedure of approximated problem. Finally, the maximum final velocity according to the performance of the actuator model was compared.

Finding Optimized Curves Passing through a Polygon (다각형을 통과하는 곡선의 최적화)

  • Choo, Yeon-Woon;Koo, Ja-Young
    • The Transactions of the Korea Information Processing Society
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    • v.5 no.9
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    • pp.2388-2394
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    • 1998
  • Methods of enerating curves through a polygon are proposed. One is minimizing the sum of second order discontinuities of curve segments shile satisfying the first order continuities. The other is minimizint the energy consumption under the viscosity resistance while satisfying the first order continuities.

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LQ-servo PI Controller Design Using Convex Optimization (볼록형 최적화기법을 이용한 LQ-서보형 PI제어기 설계)

  • 이응석;서병설
    • Proceedings of the IEEK Conference
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    • 1999.11a
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    • pp.724-727
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    • 1999
  • The previous LQ-servo PI design methods have some serious design problems happened from the frequency matching of the maximum and minimum singular values of loop transfer function at both low and high frequency regions on the Bode plot. To solve these problems, this paper proposes a new design technique based on the inverse-optimal control and convex optimization.

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Optimizing Portfolio Weights for the First Degree Stochastic Dominance (1차 확률적 지배를 하는 포트폴리오 가중치의 탐색에 관한 연구)

  • 류춘호
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2002.05a
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    • pp.851-858
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    • 2002
  • 본 연구는 주식시장에서 투자종목을 선택할 때에 주로 사용되고 있는 '평균-분산(Mean-Variance)접근방법'과는 달리, '확률적 지배(stochastic dominance)'의 개념을 적용하여 포트폴리오를 구성하는 방법을 연구하였다. 즉, 기준이 되는 확률분포 (KOSPI)를 1차 확률적으로 지배하는 포트폴리오를 구성하는 최적가중치를 체계적으로 탐색하는 방법을 모색하였다. 최적화 과정에서 고려해야 하는 함수의 모양과 볼록성 여부를 알아보았고, 일차도함수를 분석적으로 구해서 도함수기법을 이용하는 알고리즘을 개발하여 그 효율성을 시험해 보았다.

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Robust $H_{\infty}$ filtering for discrete-time polytopic uncertain systems (이산시간 폴리토프형 불확실성 시스템의 견실 $H_{\infty}$ 필터링)

  • Kim, Jong-Hae;Oh, Do-Chang;Lee, Kap-Rai
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.39 no.5
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    • pp.26-33
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    • 2002
  • The design method of robust $H_{\infty}$ filtering for discrete-time uncertain linear systems is investigated in this paper. The uncertain parameters are assumed to be unknown but belonging to known convex compact set of polytope type. The objective is to design a stable robust $H_{\infty}$ filter guaranteeing the asymptotic stability of filtering error dynamics and present an $L_2$ induced norm bound analytically for the modified $H_{\infty}$ performance measure. The sufficient condition for the existence of robust $H_{\infty}$ filter and the filter design method are established by LMI(linear matrix inequality) approach, which can be solved efficiently by convex optimization. The proposed algorithm is checked through an example.

A Weighted Mean Squared Error Approach Based on the Tchebycheff Metric in Multiresponse Optimization (Tchebycheff Metric 기반 가중평균제곱오차 최소화법을 활용한 다중반응표면 최적화)

  • Jeong, In-Jun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.16 no.1
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    • pp.97-105
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    • 2015
  • Multiresponse optimization (MRO) seeks to find the setting of input variables, which optimizes the multiple responses simultaneously. The approach of weighted mean squared error (WMSE) minimization for MRO imposes a different weight on the squared bias and variance, which are the two components of the mean squared error (MSE). To date, a weighted sum-based method has been proposed for WMSE minimization. On the other hand, this method has a limitation in that it cannot find the most preferred solution located in a nonconvex region in objective function space. This paper proposes a Tchebycheff metric-based method to overcome the limitations of the weighted sum-based method.