• Proceedings of the Korea Information Processing Society Conference
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• 2004.05a
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• pp.401-404
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• 2004

진화 알고리즘은 여러 개의 상충하는 목적을 갖는 다목적 최적화 문제를 해결하기에 적합한 방법이다. 특히, 파레토 지배관계에 기초하여 개체의 적합도를 평가하는 파레토 기반 진화알고리즘들은 그 성능에 있어서 우수한 평가를 받고 있다. 최근의 파레토 기반 진화알고리즘들은 전체 파레토 프론트에 균일하게 분포하는 해집합의 생성을 위해 개체들의 밀도를 개체의 적합도를 평가하기 위한 하나의 요소로 사용하고 있다. 그러나 밀도의 역할은 전체 진화과정에서 중요한 요소가 되기보다는 파레토 프론트에 어느 정도 수렴된 후, 개체의 균일 분포를 만들기 위해 사용된다. 본 논문에서 우리는 파레토 지배 순위와 밀도에 대한 적응적가중치를 이용한 다목적 최적화 진화알고리즘을 제안한다. 제안한 알고리즘은 진화 개체의 적합도를 평가하기위해 파레토 순위와 밀도에 대한 적응적 가중치를 적용하여 전체 진화과정에서 파레토 순위와 밀도가 전체 진화 개체집합의 상태를 고려하여 영향을 미치도록 하였다. 제안한 방법을 많은 지역해들을 포함하는 ZDT4문제에 적용한 결과 비교적 우수한 수렴 결과를 보였다.

• The KIPS Transactions:PartB
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• v.11B no.2
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• pp.213-220
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• 2004

Evolutionary algorithms are well-suited for multi-objective optimization problems involving several. often conflicting objective. Pareto-based evolutionary algorithms, in particular, have shown better performance than other multi-objective evolutionary algorithms in comparison. Recently, pareto-based evolutionary algorithms uses a density information in fitness assignment scheme for generating uniform distributed global pareto optimal front. However, the usage of density information is not Important elements in a whole evolution path but plays an auxiliary role in order to make uniform distribution. In this paper, we propose an evolutionary algorithms for multi-objective optimization which assigns the fitness using pareto dominance rank and density weighting, and thus pareto dominance rank and density have similar influence on the whole evolution path. Furthermore, the experimental results, which applied our method to the six multi-objective optimization problems, show that the proposed algorithms show more promising results.

• Journal of the Korean Data and Information Science Society
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• v.24 no.3
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• pp.495-504
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• 2013

Evolutionary algorithms have been applied to multi-objective optimization problems by approximation methods using computational intelligence. Those methods have been improved gradually in order to generate more exactly many approximate Pareto optimal solutions. The paper introduces a new method using support vector machine to find an approximate Pareto frontier in multi-objective optimization problems. Moreover, this paper applies an evolutionary algorithm to the proposed method in order to generate more exactly approximate Pareto frontiers. Then a decision making with two or three objective functions can be easily performed on the basis of visualized Pareto frontiers by the proposed method. Finally, a few examples will be demonstrated for the effectiveness of the proposed method.

• The KIPS Transactions:PartB
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• v.11B no.7 s.96
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• pp.841-848
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• 2004

Evolutionary a1gorithms are well-suited for multi-objective optimization problems involving several, often conflicting objectives. Pareto-based evolutionary algorithms, in particular, have shown better performance than other multi-objective evolutionary algorithms in comparison. However, generalized evolutionary multi-objective optimization algorithms have a weak point, in which the distribution of solutions are not uni-formly distributed onto Pareto optimal front. In this paper, we propose an evolutionary a1gorithm for multi-objective optimization which uses seed individuals in order to overcome weakness of algorithms Published. Seed individual means a solution which is not located in the crowded region on Pareto front. And the idea of our algorithm uses seed individuals for reproducing individuals for next generation. Thus, proposed a1go-rithm takes advantage of local searching effect because new individuals are produced near the seed individual with high probability, and is able to produce comparatively uniform distributed pareto optimal solutions. Simulation results on five testbed problems show that the proposed algo-rithm could produce uniform distributed solutions onto pareto optimal front, and is able to show better convergence compared to NSGA-II on all testbed problems except multi-modal problem.

• Journal of the Korean Data and Information Science Society
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• v.22 no.2
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• pp.171-177
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• 2011

With the development of the actuarial and insurance industries, the distributions of the insurance payments data are deeply studied by many authors. It is known that theses types of distribution are very highly positively skewed and have a long thick upper tail such as Pareto or lognormal distribution. In 2005, Cooray and Ananda proposed a new model which is composed lognormal distribution and Pareto distribution. They said it as composite lognormal-Preto distribution. They showed that the proposed distribution was better fitted than lognormal or Pareto distribution. On the other hand many agreements about the insurance payment have some options for a trivially small payment or extremely large one because of the limits of total payment. Appling these cases, in this paper we consider the parameter estimation on the composite lognormal-Pareto distribution based on doubly censored samples.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.1069-1076
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• 2014

Rainfall weather patterns have changed due to global warming and sudden heavy rainfalls have become more frequent. Economic loss due to heavy rainfall has increased. We study the generalized Pareto distribution for modelling rainfall in Seoul based on data from 1973 to 2008. We use several priors including Jeffrey's noninformative prior and Gibbs sampling method to derive Bayesian posterior predictive distributions. The probability of heavy rainfall has increased over the last ten years based on estimated posterior predictive distribution.

• The Korean Journal of Applied Statistics
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• v.17 no.3
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• pp.499-505
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• 2004

The Pareto diagram analysis of the experimental data by the two level orthogonal arrays has been used widely in practice since it is a graphical, quick and easy method to analyze experimental results, which does not use the analysis of variance to screen significant effects. For the analysis of the experimental data by $L_{18}(2 \times 3^7)$ orthogonal array, Park(1996) proposed Pareto ANOVA in which the size of effects is defined by the mean squares of effects and the Pareto principle is used. In this paper, a new approach of the Pareto diagram analysis of the experimental data by $L_{18}(2 \times 3^7)$ orthogonal array is proposed. The main idea is to partition the size of three level effects by that of linear and quadratic orthogonal contrasts of those effects.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2007.11a
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• pp.104-107
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• 2007

다목적 함수의 최적화 문제(Multiobjective optimization problems)의 경우에는 하나의 최적해가 존재하는 것이 아니라 '파레토 최적해 집합(Pareto optimal set)'이라고 알려진 해들의 집합이 존재한다. 이러한 이상적 파레토 최적해 집합과 가까운 최적해를 찾기 위한 다양한 해탐색 능력은 진화 알고리즘의 성능을 결정한다. 본 논문에서는 게임 모텔에 기반한 공진화 알고리즘(GCEA:Game model based Co-Evolutionary Algorithm)에서 해집단의 다양성을 유지하여, 다양한 비지배적 파레토 대안해(non-dominated alternatives)들을 찾기 위한 방법을 제안한다.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.30 no.11 s.254
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• pp.1358-1368
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• 2006

This paper proposes a Pareto artificial life algorithm for solving multi-objective optimization problems. The artificial life algorithm for optimization problem with a single objective function is improved to handle Pareto optimization problem through incorporating the new method to estimate the fitness value for a solution and the Pareto list to memorize and to improve the Pareto optimal set. The proposed algorithm was applied to the optimum design of a journal bearing which has two objective functions. The Pareto front and the optimal solution set for the application were presented to give the possible solutions to a decision maker or a designer. Furthermore, the relation between linearly combined single-objective optimization problem and Pareto optimization problem has been studied.

• Journal of the Korean Institute of Intelligent Systems
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• v.17 no.7
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• pp.869-874
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• 2007

In searching for solutions to multiobjective optimization problem, we find that there is no single optimal solution but rather a set of solutions known as 'Pareto optimal set'. To find approximation of ideal pareto optimal set, search capability of diverse individuals at population space can determine the performance of evolutionary algorithms. This paper propose the method to maintain population diversify and to find non-dominated alternatives in Game model based Co-Evolutionary Algorithm.