• Korean Journal of Mathematics
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• v.3 no.2
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• pp.299-307
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• 1995

• Journal of the Chungcheong Mathematical Society
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• v.26 no.4
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• pp.723-734
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• 2013

A robust optimization problem, which has a maximum function of continuously differentiable functions as its objective function, continuously differentiable functions as its constraint functions and a geometric constraint, is considered. We prove a necessary optimality theorem and a sufficient optimality theorem for the robust optimization problem. We formulate a Wolfe type dual problem for the robust optimization problem, which has a differentiable Lagrangean function, and establish the weak duality theorem and the strong duality theorem which hold between the robust optimization problem and its Wolfe type dual problem. Moreover, saddle point theorems for the robust optimization problem are given under convexity assumptions.

• Kyungpook Mathematical Journal
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• v.53 no.3
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• pp.479-495
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• 2013

Taking the weighted geometric mean [11] on the cone of positive definite matrix, we propose an iterative mean algorithm involving weighted arithmetic and geometric means of $n$-positive definite matrices which is a weighted version of Carlson mean presented by Lee and Lim [13]. We show that each sequence of the weigthed Carlson iterative mean algorithm has a common limit and the common limit of satisfies weighted multidimensional versions of all properties like permutation symmetry, concavity, monotonicity, homogeneity, congruence invariancy, duality, mean inequalities.

• Communications for Statistical Applications and Methods
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• v.11 no.2
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• pp.213-225
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• 2004

A fixed-strike lookback option is an option whose payoff is determined by the maximum (or minimum) price of the underlying asset within the option's life. Under the Black-Scholes framework, the time-t price of an equity asset follows a geometric Brownian motion. Applying the method of Esscher transforms, this paper will derive explicit pricing formulas for fixed-strike lookback call and put options, respectively. In addition, this paper will show a relationship (duality property) between the pricing formulas of the call and put options. Finally, this paper will derive explicit pricing formulas for the fixed-strike lookback options when their underlying asset pays dividends continuously at a rate proportional to its price.

• The Mathematical Education
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• v.53 no.4
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• pp.493-507
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• 2014

The purpose of this study is to analyze how high school students form and interpret the mental image in the process of solving regular polyhedron problems. For this purpose, a set of problems about the regular polyhedron's vertex is developed on the base of the regular polyhedron's duality and circulation. and applied to 2 students of the 12th graders in D high school. After 2 hours of teaching and learning and another 2 hours of mental image-analysis process, the following research findings are obtained. Fisrt, a student who recorded medium high-level grade in the national scholastic test can build the dynamic image or the patten image in the process of solving regular polyhedron's vertex problems by utilizing the 3D geometry program. However, the other student who recorded low-level grade can build the concrete-pictorial image. Second, pattern image or dynamic image can help students solve the regular polyhedron's vertex problems by proper transformation of informations and the mental images while the concrete-pictorial image does not help. Hence, it is recommended that the mathematics teachers should develop teaching and learning materials about the regular polyhedron's duality and circulation and also give students suitable questions to build the various mental images.

• Structural Engineering and Mechanics
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• v.7 no.4
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• pp.345-360
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• 1999

A general framework for the nonlinear geometric analysis of elastic space trusses is presented. Both total Lagrangian and finite incremental formulations are derived from the three key ingredients of statics, kinematics and constitutive law. Particular features of the general methodology include the preservation of static-kinematic duality through the concept of fictitious forces and deformations, and an exact description for arbitrarily large displacements, albeit small strain, that can be specialized to any order of geometrical nonlinearity. As for the numerical algorithm, we consider specifically the finite incremental case and suggest the use of a conventional, simple and flexible arc-length based method. Numerical examples are presented to illustrate and validate the accuracy of the approach.

• Bulletin of the Korean Mathematical Society
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• v.34 no.2
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• pp.273-285
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• 1997

The aim of this paper is to present theorems on the exitence of zeros for mappings defined on convex subsets of topological vector spaces with values in a vector space. In addition to natural assumptions of continuity, convexity, and compactness, the mappings are subject to some geometric conditions. In the first theorem, the mapping satisfies a "Darboux-type" property expressed in terms of an auxiliary numerical function. Typically, this functions is, in this case, related to an order structure on the target space. We derive an existence theorem for "obtuse" quasiconvex mappings with values in an ordered vector space. In the second theorem, we prove the existence of a "common zero" for an arbitrary (not necessarily countable) family of mappings satisfying a general "inwardness" condition againg expressed in terms of numerical functions (these numerical functions could be duality pairings (more generally, bilinear forms)). Our inwardness condition encompasses classical inwardness conditions of Leray-Schauder, Altman, or Bergman-Halpern types.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.3C
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• pp.241-248
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• 2007

In predictive image coding, a LS (Least Squares)-based adaptive predictor is an efficient method to improve image edge predictions. This paper proposes a hybrid interpolation with weighted edge detector. A hybrid approach of switching between bilinear interpolation and EDI (Edge-Directed Interpolation) is proposed in order to reduce the overall computational complexity The objective and subjective quality is also similar to the bilinear interpolation and EDI. Experimental results demonstrate that this hybrid interpolation method that utilizes a weighted edge detector can achieve reduction in complexity with minimal degradation in the interpolation results.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.46 no.6
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• pp.68-77
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• 2009

A single field deinterlacing method, namely interpolation algorithm derived from low resolution (ILR), is presented in this paper. Traditional deinterlacing methods usually employ edge-based interpolation technique within pixel-based estimation. However, edge-based methods are somehow sensitive to noise and intensity variation in the image. Moreover, the methods are not satisfied in deciding the exact edge direction which controls the performance of the interpolation. In order to reduce the sensitivity, the proposed algorithm investigates low-resolution characteristics of the pixel to be interpolated, and applies it to high-resolution image. Simulation results demonstrates that the proposed method gives not only a better objective performance in terms of PSNR results compare to conventional edge-based interpolation methods, but also better subjective image quality.