• Korean Journal of Mathematics
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• 제3권2호
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• pp.299-307
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• 1995

• 충청수학회지
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• 제26권4호
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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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• 제53권3호
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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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• 제11권2호
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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.

• 한국수학교육학회지시리즈A:수학교육
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• 제53권4호
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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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• 제7권4호
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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.

• 대한수학회보
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• 제34권2호
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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.

• 한국통신학회논문지
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• 제32권3C호
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• pp.241-248
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• 2007

예측(predictive) 이미지 코딩에서는 최소 자승법을 기반으로 하는 적응적인 예측기가 에지 주변에 있는 픽셀(pixel)의 예측 결과를 향상시키는데 효과적인 방법으로 알려져있다. 본 논문에서는 가중치 윤곽선 검출기 (weighted edge detector)를 이용한 하이브리드 보간 알고리듬(hybrid interpolation algorithm)을 제안한다 전체적인 계산의 복잡도를 감소시키기 위해서 2차원 선형 보긴(bilinear interpolation)과 에지 방향성을 이용한 보간(edge directed interpolation) 알고리듬을 선택적으로 적용시키는 하이브리드 접근방법을 이용한다. 이런 접근 방법을 2차원 선형 보간 알고리듬과 에지 방향성을 이용한 보간 알고리듬을 적용했을 경우와 비교하기 위해서 PSNR과 SSIM 측정값을 이용하여 객관적이고 주관적인 영상의 화질 비교는 제안한 알고리듬이 비슷한 성능을 나타냄을 보여준다. 또한 제안하는 가중치 윤곽선 검출기를 이용한 하이브리드 보간 알고리듬은 정규화된 CPU 수행 시간을 에지 방향성을 이용한 보간 알고리듬과 비교하면 최대 20배의 복잡도 감소 효과를 얻을 수 있다.

• 대한전자공학회논문지SP
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• 제46권6호
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• pp.68-77
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• 2009

본 논문에서는 저해상도 유추 보간법(interpolation algorithm derived from low resolution: ILR)을 이용한 공간적 디인터레이싱 기법을 제안한다. 일반적인 에지 기반 디인터레이싱 방법들은 화소 단위의 상관도를 이용하기 때문에 잡음과 밝기의 변화에 민감하다는 단점이 있다. 또 보간의 성능을 좌우하는 정확한 에지 방향을 판단함에 있어서 만족스럽지 못한 성능을 보인다. 이러한 한계를 극복하기 위해 본 논문에서는 먼저 보간 하고자 하는 픽셀 주위의 저해상도 블록의 특성을 먼저 탐구하고 이를 고해상도 블록에 적용함으로써 missing pixel 을 보간 하는 방법을 제안한다. 실험결과 제안하는 방법은 기존의 화소 단위의 에지 기반 디인터레이싱 방법보다 PSNR로 대표되는 객관적 성능과 주관적 화질 측면에서 우수한 결과를 나타내는 것을 볼 수 있었다.