• Title/Summary/Keyword: Dual problem

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A New Approach to Solve the Rate Control Problem in Wired-cum-Wireless Networks

  • Loi Le Cong;Hwang Won-Joo
    • Journal of Korea Multimedia Society
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    • v.9 no.12
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    • pp.1636-1648
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    • 2006
  • In this paper, we propose a new optimization approach to the rate control problem in a wired-cum-wireless network. A primal-dual interior-point(PDIP) algorithm is used to find the solution of the rate optimization problem. We show a comparison between the dual-based(DB) algorithm and PDIP algorithm for solving the rate control problem in the wired-cum-wireless network. The PDIP algorithm performs much better than the DB algorithm. The PDIP can be considered as an attractive method to solve the rate control problem in network. We also present a numerical example and simulation to illustrate our conclusions.

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Cross Decomposition Applied to the Intermediate Warehouse Location Problem (교차분해법을 이용한 이단계유통체계에서의 중간창고의 입지선정)

  • 차동완;정기호;허원수
    • Journal of the Korean Operations Research and Management Science Society
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    • v.9 no.2
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    • pp.3-8
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    • 1984
  • This paper considers the intermediate warehouse location problem in a two stage distribution system where commodities are delivered from the given set of capacitated factories to customers via uncapacitated intermediate warehouses. In order to determine the subset of warehouses to open which minimizes the total distribution costs including the fixed costs associated with opening warehouses, the cross decomposition method for mixed integer programming recently developed by T.J. Van Roy is used. The cross decomposition unifies Benders decomposition and Lagrangean relaxation into a single framework that involves successive solutions to a primal subproblem and a dual subproblem. In our problem model, primal subproblem turns out to be a transshipment problem and dual subproblem turns out to be an intermediate warehouse location problem with uncapacitated factories.

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A dual based heuristic for the hub location and network design problem with single assignment constraint (단일연결 제약하의 설비입지를 고려한 망설계 문제의 쌍대기반 해법)

  • 윤문길
    • Journal of the Korean Operations Research and Management Science Society
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    • v.25 no.1
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    • pp.67-84
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    • 2000
  • In this paper, we address a network design problem including the decision of hub facility locatiions which is typically found in a communicatio and a transportation network design studies. Due to the administrative and the geographical restrictions, it is common to assume that each user should be assigned to only one hub facility. To construct such a network, three types of network costs should be considered: the fixed costs of establishing the hubs and the arcs in the network, and the variable costs associated with transversing the network. The complex problem is formulated as a mixed IP embedding a multicommodity flow problem. Exploiting its special structure, a dual-based heuristic is then developed, which yields near-optimal design plans. The test results indicate that the heuristic is an effective way to solve this computationally complex problem.

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ROBUST SEMI-INFINITE INTERVAL-VALUED OPTIMIZATION PROBLEM WITH UNCERTAIN INEQUALITY CONSTRAINTS

  • Jaichander, Rekha R.;Ahmad, Izhar;Kummari, Krishna
    • Korean Journal of Mathematics
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    • v.30 no.3
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    • pp.475-489
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    • 2022
  • This paper focuses on a robust semi-infinite interval-valued optimization problem with uncertain inequality constraints (RSIIVP). By employing the concept of LU-optimal solution and Extended Mangasarian-Fromovitz Constraint Qualification (EMFCQ), necessary optimality conditions are established for (RSIIVP) and then sufficient optimality conditions for (RSIIVP) are derived, by using the tools of convexity. Moreover, a Wolfe type dual problem for (RSIIVP) is formulated and usual duality results are discussed between the primal (RSIIVP) and its dual (RSIWD) problem. The presented results are demonstrated by non-trivial examples.

A NEW CLASS OF GENERALIZED CONVEX PROGRAMMING

  • YAN ZHAOXIANG;LI SHIZHENG
    • Journal of applied mathematics & informatics
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    • v.17 no.1_2_3
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    • pp.351-360
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    • 2005
  • This paper finds a new class of generalized convex function which satisfies the following properties: It's level set is $\eta$-convex set; Every feasible Kuhn-Tucker point is a global minimum; If Slater's constraint qualification holds, then every minimum point is Kuhn-Tucker point; Weak duality and strong duality hold between primal problem and it's Mond-Weir dual problem.

Causal Effects Along Transitive Causal Routes: Reconsidering Two Concepts of Effects Founded on Structural Equation Model (이행적 인과 경로를 통한 원인 효과에 대한 해명: 구조 방정식에 토대한 인과 모형의 원인 효과 개념에 대한 평가와 대안)

  • Kim, Joonsung
    • Korean Journal of Logic
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    • v.18 no.1
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    • pp.83-133
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    • 2015
  • In this paper, I pose a problem for Hitchcock's arguments for two concepts of effects that are intended to explicate double causal effects, and put forth a theory that is intended not just to meet the problem but also to accommodate Hitchcock's theory and Eells' theory both. First, I introduce an example of dual causal effects, and examine the accounts of Otte(1985) and Eells(1987) on how to explicate the dual effects. I show that their accounts of the dual effects help us understand the problem of dual effects and see how different it is for Cartwright(1979, 1989, 1995), Eells(1991, 1995), and Hitchcock(2001a) to meet the problem. Second, I introduce two concepts of effects on Hitchcock(2001a), that is, net effect and component effect that are allegedly analogous to two effects of structural equation model. Third, I reveal the significance of homogeneous subpopulation and causal interaction regarding the problem of dual effects while examining Cartwright's theory and Elles' theory. Fourth, I critically examine the two concepts of effects on Hitchcock and argue against Hitchcock's criticism of Eells' theory. Fifth, I take a moderator variable of structural equation model and a moderator effect into the probabilistic theory of causality, and formally generalize causal interaction due to the dual effects in terms of disjunctive relation and counterfactual conditionals. I expect my account of disjunctive relation and counterfactual conditionals to contribute not just to several problems the received theories of causal modelling confront but also to the structural equation models many people exploit as a promising statistical methodology.

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Dual Generalized Maximum Entropy Estimation for Panel Data Regression Models

  • Lee, Jaejun;Cheon, Sooyoung
    • Communications for Statistical Applications and Methods
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    • v.21 no.5
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    • pp.395-409
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    • 2014
  • Data limited, partial, or incomplete are known as an ill-posed problem. If the data with ill-posed problems are analyzed by traditional statistical methods, the results obviously are not reliable and lead to erroneous interpretations. To overcome these problems, we propose a dual generalized maximum entropy (dual GME) estimator for panel data regression models based on an unconstrained dual Lagrange multiplier method. Monte Carlo simulations for panel data regression models with exogeneity, endogeneity, or/and collinearity show that the dual GME estimator outperforms several other estimators such as using least squares and instruments even in small samples. We believe that our dual GME procedure developed for the panel data regression framework will be useful to analyze ill-posed and endogenous data sets.

ON A MARTINGALE PROBLEM AND A RELAXED CONTROL PROBLEM W.R.T. SDE

  • Cho, Nhan-Sook
    • Journal of the Korean Mathematical Society
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    • v.33 no.4
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    • pp.777-791
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    • 1996
  • Let $S(R^d)$ be the Schwartz space of infinitely differentiable functions on $R^d$ which vanish at $\infty$ and $S'(R^d)$ be its dual space. The theory of stochastic differential equations(SDEs) governing processes that takes values in the dual of countably Hilbertian nuclear space such as $S'(R^d)$ studied by many authors(e.g [M],[KM]). Let M be a martingale measure defined by Walsh[W], then M can be considered as a $S'(R^d)$-valued process in a certain condition i.e. M has a version of $S'(R^d)$-valued martingale process. (See [W] for detailed discussion)

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A dual approach to input/output variance constrained control problem

  • Kim, Jac-Hoon
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.28-33
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    • 1994
  • An optimal controller, e.g. LQG controller, may not be realistic in the sense that the required control power may not be achieved by existing actuators, and the measured output is not satisfactory. To be realistic, the controller should meet such constraints as sensor or actuator limitation, performance limit, etc. In this paper, the lnput/Output Variance Constrained (IOVC) control problem will be considered from the viewpoint of mathematical programming. A dual version shall be developed to solve the IOVC control problem, whose objective is to find a stabilizing control law attaining a minimum value of a quadratic cost function subject to the inequality constraint on each input and output variance for a stabilizable and detectable plant. One approach to the constrained optimization problem is to use the Kuhn-Tucker necessary conditions for the optimality and to seek an optimal point by an iterative algorithm. However, since the algorithm uses only the necessary conditions, the convergent point may not be optimal solution. Our algorithm will guarantee a sufficiency.

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