• 제목/요약/키워드: Duality techniques

검색결과 13건 처리시간 0.023초

MONOTONIC OPTIMIZATION TECHNIQUES FOR SOLVING KNAPSACK PROBLEMS

  • Tran, Van Thang;Kim, Jong Kyu;Lim, Won Hee
    • Nonlinear Functional Analysis and Applications
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    • 제26권3호
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    • pp.611-628
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    • 2021
  • In this paper, we propose a new branch-reduction-and-bound algorithm to solve the nonlinear knapsack problems by using general discrete monotonic optimization techniques. The specific properties of the problem are exploited to increase the efficiency of the algorithm. Computational experiments of the algorithm on problems with up to 30 variables and 5 different constraints are reported.

선형계획을 위한 내부점법의 원문제-쌍대문제 로그장벽법 (A primal-dual log barrier algorithm of interior point methods for linear programming)

  • 정호원
    • 경영과학
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    • 제11권3호
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    • pp.1-11
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    • 1994
  • Recent advances in linear programming solution methodology have focused on interior point methods. This powerful new class of methods achieves significant reductions in computer time for large linear programs and solves problems significantly larger than previously possible. These methods can be examined from points of Fiacco and McCormick's barrier method, Lagrangian duality, Newton's method, and others. This study presents a primal-dual log barrier algorithm of interior point methods for linear programming. The primal-dual log barrier method is currently the most efficient and successful variant of interior point methods. This paper also addresses a Cholesky factorization method of symmetric positive definite matrices arising in interior point methods. A special structure of the matrices, called supernode, is exploited to use computational techniques such as direct addressing and loop-unrolling. Two dense matrix handling techniques are also presented to handle dense columns of the original matrix A. The two techniques may minimize storage requirement for factor matrix L and a smaller number of arithmetic operations in the matrix L computation.

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NECESSARY CONDITIONS FOR OPTIMAL CONTROL PROBLEM UNDER STATE CONSTRAINTS

  • KIM KYUNG-EUNG
    • 대한수학회지
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    • 제42권1호
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    • pp.17-35
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    • 2005
  • Necessary conditions for a deterministic optimal control problem which involves states constraints are derived in the form of a maximum principle. The conditions are similar to those of F.H. Clarke, R.B. Vinter and G. Pappas who assume that the problem's data are Lipschitz. On the other hand, our data are not continuously differentiable but only differentiable. Fermat's rule and Rockafellar's duality theory of convex analysis are the basic techniques in this paper.

APPLICATION OF CONVOLUTION THEORY ON NON-LINEAR INTEGRAL OPERATORS

  • Devi, Satwanti;Swaminathan, A.
    • Korean Journal of Mathematics
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    • 제24권3호
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    • pp.409-445
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    • 2016
  • The class $\mathcal{W}^{\delta}_{\beta}({\alpha},{\gamma})$ defined in the domain ${\mid}z{\mid}$ < 1 satisfying $Re\;e^{i{\phi}}\((1-{\alpha}+2{\gamma})(f/z)^{\delta}+\({\alpha}-3{\gamma}+{\gamma}\[1-1/{\delta})(zf^{\prime}/f)+1/{\delta}\(1+zf^{\prime\prime}/f^{\prime}\)\]\)(f/z)^{\delta}(zf^{\prime}/f)-{\beta}\)$ > 0, with the conditions ${\alpha}{\geq}0$, ${\beta}$ < 1, ${\gamma}{\geq}0$, ${\delta}$ > 0 and ${\phi}{\in}{\mathbb{R}}$ generalizes a particular case of the largest subclass of univalent functions, namely the class of $Bazilevi{\check{c}}$ functions. Moreover, for 0 < ${\delta}{\leq}{\frac{1}{(1-{\zeta})}}$, $0{\leq}{\zeta}$ < 1, the class $C_{\delta}({\zeta})$ be the subclass of normalized analytic functions such that $Re(1/{\delta}(1+zf^{\prime\prime}/f^{\prime})+1-1/{\delta})(zf^{\prime}/f))$ > ${\zeta}$, ${\mid}z{\mid}$<1. In the present work, the sucient conditions on ${\lambda}(t)$ are investigated, so that the non-linear integral transform $V^{\delta}_{\lambda}(f)(z)=\({\large{\int}_{0}^{1}}{\lambda}(t)(f(tz)/t)^{\delta}dt\)^{1/{\delta}}$, ${\mid}z{\mid}$ < 1, carries the fuctions from $\mathcal{W}^{\delta}_{\beta}({\alpha},{\gamma})$ into $C_{\delta}({\zeta})$. Several interesting applications are provided for special choices of ${\lambda}(t)$. These results are useful in the attempt to generalize the two most important extremal problems in this direction using duality techniques and provide scope for further research.

무작위 초 보유 자원을 이용한 신뢰성 모델

  • Kim, Songkyoo
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2001년도 추계학술대회 논문집
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    • pp.199-202
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    • 2001
  • This article deals with stochastic reliability systems that include a repair facility and unreliable machines: the main facility of working and an auxiliary facility of "super-reserve" machines. The number of super-reserve machines are random number with a arbitrarily distribution and working machines break down exponentially. Defective machines line up for repair, whose durations are arbitrarily distributed. Refurbished machines return to the main facility. If the main facility is restored to its original quantity, the repair facility leaves on routine maintenance until all of super-reserve machines are exhausted. Then, the busy period is regenerated. The whole system also falls into the category of closed queues, with more options than those of basic models. The techniques include two-variate Markov and semi-regenerative processes, and a duality principle, to find the probability distribution of the number of intact machines. Explicit formulas obtained demonstrate a relatively effortless use of functionals of the main stochastic characteristics (such as expenses due to repair, maintenance, waiting, and rewards for higher reliability) and optimization of their objective function. Applications include computer networking, human resources, and manufacturing processes.

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Analysis of Time, Duality, Difference, and Virtual Image in Partially Moving Image Cinemagraph

  • Kim, Young Il
    • Journal of Multimedia Information System
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    • 제6권4호
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    • pp.191-196
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    • 2019
  • Humans use images on a daily basis-so much so that images are integral to their lives. Seeing is represented by an image, created or lived in it. Images required and developed a new paradigm from past to present. Today, images are in digital formats, and new techniques are increasing. Among them, cinemagraphs can find features that differ from previous images. The keywords found by comparing them in the image development are analyzed in detail through four characteristics in this paper. Cinemagraphs appearing in the keywords are interpreted in terms of each keyword and, through the example, the cinemagraph image can be approached concretely.

이동객체의 궤적에 대한 연속 최근접 질의에 관한 연구 (Study on Continuous Nearest Neighbor Query on Trajectory of Moving Objects)

  • 정지문
    • 디지털융복합연구
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    • 제3권1호
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    • pp.149-163
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    • 2005
  • Researches for NN(nearest neighbor) query which is often used in LBS system, have been worked. However. Conventional NN query processing techniques are usually meaningless in moving object management system for LBS since their results may be invalidated as soon as the query and data objects move. To solve these problems, in this paper we propose a new nearest neighbor query processing technique, called CTNN, which is possible to meet continuous trajectory nearest neighbor query processing. The proposed technique consists of Approximate CTNN technique which has quick response time, and Exact CTNN technique which makes it possible to search accurately nearest neighbor objects. Experimental results using GSTD datasets shows that the Exact CTNN technique has high accuracy, but has a little low performance for response time. They also shows that the Approximate CTNN technique has low accuracy comparing with the Exact CTNN, but has high response time.

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시공간 데이타베이스의 엔트로피 기반 동적 히스토그램 (Entropy-based Dynamic Histogram for Spatio-temporal Databases)

  • 박현규;손진현;김명호
    • 한국정보과학회논문지:데이타베이스
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    • 제30권2호
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    • pp.176-183
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    • 2003
  • 질의 최적화에 사용하기 위한 선택도 추정 방법은 히스토그램, 샘플링 그리고 패러미터에 의한 요약 방법 등이 제시되고 있다. 히스토그램을 이용한 선택도 추정은 상용 데이타베이스 시스템에서 가장 보편적으로 사용되는 방법이지만, 이동 객체를 위한 시공간 데이타베이스에서는 데이타 분포가 지속적으로 변화함으로써 기존의 히스토그램 방법을 이용하는 것은 제한이 많게 된다. 특히 미래 질의를 위해서는 데이타 갱신을 반영하는 동적 관리가 가능하며, 정화도를 유지할 수 있는 다른 접근 방법이 필요하다. 따라서 시공간 객체를 위한 선택도 추정 방법은 질의 술어가 요구하는 데이타 분포에 대한 히스토그램이 필요하며, 본 논문에서는 미래의 시공간 영역 질의 술어에 대하여 신속히 히스토그램을 생성할 수 있도록 쌍대성과 한계 분포 방법을 이용한 히스토그램을 제안한다. 쌍대 공간에서 이동 객체에 대한 데이타 시놉시스를 이용하여 구성된 시공간 히스토그램은 이동 궤적의 선형성이 유지하는 시간 동안 정확성을 보장하면서 빠른 시간에 생성이 가능하다. 또한 동적 갱신을 점증적으로 지원함으로써 효율적으로 갱신된 정보를 반영할 수 있고 추정 결과의 정확성을 향상시킬 수 있다.

확장된 발전시스템에서 지식기반 해법을 이용한 단기운영계획 수립에 관한 연구 (Knowledge-based Approach for Solving Short-term Power Scheduling in Extended Power Systems)

  • 김철수
    • 한국경영과학회지
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    • 제23권2호
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    • pp.187-200
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    • 1998
  • This paper presents an original approach for solving short-term power scheduling in extended power system with two fuels in a unit and a limited fuel using Lagrangian relaxations. The underlying model incorporates the full set of costs and constraints including setup, production, ramping, and operational status, and takes the form of a mixed integer nonlinear control problem. Moreover, the mathematical model developed includes two fuels in a unit and a limited fuel, regulation reserve requirements of prespecified group of units. Lagrangian relaxation is used to disaggregate the model by generator into separate subproblems which are then solved with a nested dynamic program including empirical knowledges. The strength of the methodology lies partially in its ability to construct good feasible solutions from information provided by the dual. Thus, the need for branch-and-bound is eliminated. In addition, the inclusion of two fuels in a unit and a limited fuel provides new insight into the limitations of current techniques. Computational experience with the proposed algorithm indicates that Problems containing up to 23 units including 8 unit used two fuels and 24 time periods can be readily solved in reasonable times. Duality gaps of less than 4% were achieved.

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통신 시스템을 위한 공유 메모리 기반 CORBA 연동 프로토콜 설계 및 구현 (Design and Implementation of CORBA Inter-ORB Protocol Based on Shared Memory for Communication Systems)

  • 장종현;이동길;최완;한치문;장익현
    • 정보처리학회논문지A
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    • 제10A권3호
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    • pp.231-238
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    • 2003
  • 최근 분산컴퓨팅 시스템은 서로 이질적인 시스템간 상호 연동성 문제를 해결하기 위한 새로운 시스템 아키텍처를 제시하고 있다. 본 논문에서는 기존 CORBA 연통 프로토콜의 성능 및 프로세스간 통신 기법의 분석을 통하여 통신 시스템용 소프트웨어에 적합한 공유 메모리 기반의 CORBA 연동 프로토콜 모델을 제시한다. 동일 호스트상에서 메시지 전달 오버헤드를 최소화하기 위해, 제안된 모델을 통신 시스템 개발에 표준화된 CORBA 메커니즘을 적용함으로써 목적 통신 시스템의 하드웨어 구조에 독립적이며 융통성 및 확장성 있는 소프트웨어 구조의 개발이 가능하고 소프트웨어의 생산성과 품질 및 재사용성을 향상시킬 수 있다.