• 제목/요약/키워드: Continuous programming

검색결과 141건 처리시간 0.024초

Multi-variate Fuzzy Polynomial Regression using Shape Preserving Operations

  • Hong, Dug-Hun;Do, Hae-Young
    • Journal of the Korean Data and Information Science Society
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    • 제14권1호
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    • pp.131-141
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    • 2003
  • In this paper, we prove that multi-variate fuzzy polynomials are universal approximators for multi-variate fuzzy functions which are the extension principle of continuous real-valued function under $T_W-based$ fuzzy arithmetic operations for a distance measure that Buckley et al.(1999) used. We also consider a class of fuzzy polynomial regression model. A mixed non-linear programming approach is used to derive the satisfying solution.

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프로세스 품질 개선과 셋업 절감을 고려한 연속 및 불연속 배송 환경에서의 최적 불완전 품질 재고 모형 (Optimal Imperfect-Quality Inventory Models for Continuous and Discrete Shipping with Process Improvement and Setup Reduction)

  • 김대수;유승호
    • 한국경영과학회지
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    • 제34권1호
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    • pp.11-28
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    • 2009
  • Intelligent investment in setup cost reduction and process reliability improvement is crucial to an emerging integrated lean six sigma practice today. This study examines a cost-minimizing problem of jointly determining production lot size, setup cost reduction, and process reliability improvement decisions for a manufacturer with an imperfect production process. We develop models for previously untapped discrete shipping in a supply chain context as well as continuous shipping and solve them optimally using differential calculus and nonlinear programming. We also conduct analytic and numerical sensitivity analyses to provide various important managerial insights into practices.

A two-step method for the optimum design of trusses with commercially available sections

  • Oral, Suha;Uz, Atilla
    • Structural Engineering and Mechanics
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    • 제5권1호
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    • pp.59-68
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    • 1997
  • A two-step method is presented for the optimum design of trusses with available sections under stress and Euler buckling constraints. The shape design of the truss is used as a means to convert the discrete solution into a continuous one. In the first step of the method, a continuous solution is obtained by sizing and shape design using an approximate polynomial expression for the buckling coefficients. In the second step, the member sizes obtained are changed to the nearest available sections and the truss is reconfigured by using the exact values for the buckling coefficients. The optimizer used is based on the sequential quadratic programming and the gradients are evaluated in closed form. The method is illustrated by two numerical examples.

A Risk-Averse Insider and Asset Pricing in Continuous Time

  • Lim, Byung Hwa
    • Management Science and Financial Engineering
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    • 제19권1호
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    • pp.11-16
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    • 2013
  • This paper derives an equilibrium asset price when there exist three kinds of traders in financial market: a risk-averse informed trader, noise traders, and risk neutral market makers. This paper is an extended version of Kyle's (1985, Econometrica) continuous time model by introducing insider's risk aversion. We obtain not only the equilibrium asset pricing and market depth parameter but also insider's value function and optimal insider's trading strategy explicitly. The comparative static shows that the market depth (the reciprocal of market pressure) increases with time and volatility of noise traders' trading.

자원제약조건을 갖는 연속흐름라인에서 Buffer 의 할당에 관한 연구 (The Buffer Allocation with Linear Resource Constraints in a Continuous Flow Line)

  • 성덕현;장수영;홍유신
    • 대한산업공학회지
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    • 제21권4호
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    • pp.541-553
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    • 1995
  • An efficient algorithm is proposed for a buffer allocation in a continuous flow line. The problem is formulated as a non-linear programming with linear constraints. The concept of pseudo gradient and gradient projection is employed in developing the algorithm. Numerical experiments show that the algorithm gives the actual optimal solutions to the problems with single linear constraint limiting the total buffer capacity. Also, even in longer production lines, it gives quite good solutions to the problems with the general linear resource constraints within a few seconds.

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Automatic modal identification and variability in measured modal vectors of a cable-stayed bridge

  • Ni, Y.Q.;Fan, K.Q.;Zheng, G.;Ko, J.M.
    • Structural Engineering and Mechanics
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    • 제19권2호
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    • pp.123-139
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    • 2005
  • An automatic modal identification program is developed for continuous extraction of modal parameters of three cable-supported bridges in Hong Kong which are instrumented with a long-term monitoring system. The program employs the Complex Modal Indication Function (CMIF) algorithm for identifying modal properties from continuous ambient vibration measurements in an on-line manner. By using the LabVIEW graphical programming language, the software realizes the algorithm in Virtual Instrument (VI) style. The applicability and implementation issues of the developed software are demonstrated by using one-year measurement data acquired from 67 channels of accelerometers permanently installed on the cable-stayed Ting Kau Bridge. With the continuously identified results, variability in modal vectors due to varying environmental conditions and measurement errors is observed. Such an observation is very helpful for selection of appropriate measured modal vectors for structural health monitoring use.

음성인식 기능을 가진 주소입력 시스템의 개발과 평가 (Development and Evaluation of an Address Input System Employing Speech Recognition)

  • 김득수;황철준;정현열
    • 한국음향학회지
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    • 제18권2호
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    • pp.3-10
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    • 1999
  • 본 논문은 음성인식 기술을 사용자 인터페이스로 하여 국내 행정 단위 시(도), 구(군), 동(읍,면), 번지로 구성되는 주소를 인식의 대상으로 하는 주소 입력 시스템 구축에 대하여 기술한다. 본 시스템은 사운드카드가 장착된 개인용 컴퓨터상의 윈도우 95환경에서 동작하며, 음성인식부는 인식의 기본단위로 유사음소단위(Phoneme Like Units: PLUs)를 이용하여 CHMM(Continuous Hidden Markov Model) 음소모델을 작성하고, 주소인식을 위해서 주소명의 특징을 고려하여 이에 적합한 유한상태 오토마타(Finite State Automata)를 구성하여 OPDP(One Pass Dynamic Programming)법으로 인식을 수행하였다. 실용성있는 시스템 성능을 얻기 위하여 마이크, 환경잡음 및 화자의 변화 등의 사용환경변화에 대해 최대사후확률추정법(Maximum A Posteriori Probability Estimation: MAP)으로 적응화시켜 인식률의 향상을 도모하였고, 개인용 컴퓨터상에서의 인식속도를 향상시키기 위하여 가변프루닝 문턱치를 이용한 고속화 기법을 제안하였다. 평가결과, 화자적응화 후의 성인 남자 3인에 대한 100개의 연결주소명의 연결단어 인식률은 평균 96.0%이상, 인식속도는 발성완료후 약 2초 이내로 인식이 완료되어 본 시스템의 유효성을 확인할 수 있었다.

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멀티모달 인터페이스를 위한 음성 및 문자 공용 인식시스템의 구현 (An On-line Speech and Character Combined Recognition System for Multimodal Interfaces)

  • 석수영;김민정;김광수;정호열;정현열
    • 한국멀티미디어학회논문지
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    • 제6권2호
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    • pp.216-223
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    • 2003
  • 본 논문에서는 음성과 온라인 문자를 단일시스템으로 인식할 수 있는 음성 문자 공용인식 시스템을 제안한다. 일반적으로 CHMM(Continuous Hidden Markov Model)은 음성인식과 온라인 문자인식을 위해 매우 유용한 도구로 잘 알려져 있으나, 인식을 위해서는 각각을 독립 시스템으로 구현하고 있어 추가적인 메모리와 계산량을 요구한다. 제안한 공용인식 시스템은 음성인식과 문자인식을 결합하기 위하여 이들을 동일한 CHMM모델로 구성한 후 상태단위로 지속정보를 제어하는 OPDP(One Pass Dynamic Programming) 알고리즘을 통하여 음성과 문자를 인식할 수 있는 확률 통계적 시스템을 구현하였다. 음성은 MFCC(Mel Frequency Cepstrum Coefficient) 파라미터, 문자는 위치 변화량 파라미터와 비트맵 파라미터를 사용하였으며, MLE(Maximum Likelihood Estimation) 추정법을 이용하여 음소와 자소를 결합한 115개의 3상태 9천이 CHMM모델을 구성하였다. 공용인식기의 실험결과 음소 인식률 51.65%, 음성 단어 인식률 88.6%, 자소 인식률 85.3%, 필기체 단어인식률 85.6%를 나타내어 공용인식의 유효함을 확인할 수 있었다.

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손실 비용을 고려한 공정 파라미터 허용차 산출 : 망대 특성치의 경우 (Tolerance Computation for Process Parameter Considering Loss Cost : In Case of the Larger is better Characteristics)

  • 김용준;김근식;박형근
    • 산업경영시스템학회지
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    • 제40권2호
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    • pp.129-136
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    • 2017
  • Among the information technology and automation that have rapidly developed in the manufacturing industries recently, tens of thousands of quality variables are estimated and categorized in database every day. The former existing statistical methods, or variable selection and interpretation by experts, place limits on proper judgment. Accordingly, various data mining methods, including decision tree analysis, have been developed in recent years. Cart and C5.0 are representative algorithms for decision tree analysis, but these algorithms have limits in defining the tolerance of continuous explanatory variables. Also, target variables are restricted by the information that indicates only the quality of the products like the rate of defective products. Therefore it is essential to develop an algorithm that improves upon Cart and C5.0 and allows access to new quality information such as loss cost. In this study, a new algorithm was developed not only to find the major variables which minimize the target variable, loss cost, but also to overcome the limits of Cart and C5.0. The new algorithm is one that defines tolerance of variables systematically by adopting 3 categories of the continuous explanatory variables. The characteristics of larger-the-better was presumed in the environment of programming R to compare the performance among the new algorithm and existing ones, and 10 simulations were performed with 1,000 data sets for each variable. The performance of the new algorithm was verified through a mean test of loss cost. As a result of the verification show, the new algorithm found that the tolerance of continuous explanatory variables lowered loss cost more than existing ones in the larger is better characteristics. In a conclusion, the new algorithm could be used to find the tolerance of continuous explanatory variables to minimize the loss in the process taking into account the loss cost of the products.

비균일 수렴허용오차 방법을 이용한 분지한계법 개선에 관한 연구 (A Non-Uniform Convergence Tolerance Scheme for Enhancing the Branch-and-Bound Method)

  • 정상진;;최경현;최동훈
    • 대한기계학회논문집A
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    • 제36권4호
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    • pp.361-371
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    • 2012
  • 혼합이산비선형계획법(mixed-discrete nonlinear programming) 문제의 최적화를 위한 대표적인 기법 중에 하나인 분지한계법(branch-and-bound method)은 다른 기법에 비해 강건하지만 분지한계법 내부의 각 노드마다 연속최적화를 수행해야 하기 때문에 많은 함수 계산이 요구되는 것으로 알려져 있다. 이러한 분지한계법의 단점을 극복하기 위하여 크게 두 가지 연구를 수행하였다. 먼저, 분지한계법의 각 노드마다 동일한 수렴허용오차를 설정해주던 기존의 방법을 대체할 수 있는 비균일 수렴허용오차 방법을 제안하였다. 또한 분지한계법에 적용할 수 있는 5 가지 분지순서 방법 중에서 분지한계법의 성능을 가장 극대화할 수 있는 분지순서 방법을 제시하였다. 수렴허용오차 방법과 분지순서 방법들을 각각 선택하여 분지한계법에 적용한 후 7 개의 수학예제와 4 개의 공학예제에 대하여 테스트를 수행한 결과, 제안된 비균일 수렴허용오차 방법과 5 가지 분지순서 방법 중 최소간 격차이법을 분지한계법에 함께 적용할 경우 분지한계법의 성능이 가장 극대화 됨을 확인할 수 있었다.