• Journal of Korea Water Resources Association
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• v.35 no.5
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• pp.501-510
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• 2002

During drought or impending drought period, the reservoir operation method is required to incorporate demand-management policy rule. The objective of this study is focused to the development of demand reduction rule by incorporating hedging-effect for a single reservoir system. To improve the performance measure of the objective function and constraints, we could incorporate three risk performance criteria proposed by Hashimoto et al. (1982) by mixed-integer programming and also incorporate successive linear programming to overcome nonlinear hedging term from the previous study(Shih et al., 1994). To verify this model, this hedging rule was applied to the Daechung multi-purpose dam. As a result, we could evaluate optimal hedging parameters and monthly trigger volumes.

• Journal of Korea Water Resources Association
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• v.35 no.1
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• pp.51-64
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• 2002

In this study, the formulation of the developed mixed-integer programming model for a multi-reservoir system including hydro-electric power generation (park et al., 2001) has been improved for multiple reservoir system operation using risk evaluation criteria. Sequential linear programming(SLP) was applied for the linearization of the hydro-electric energy term in the model. In order to allocate monthly reservoir release reasonably the value of weight for hydro-electric energy was assigned by level of power generation hour. The improved model was applied to the five reservoirs system in the Han river. And could be confirmed the availibility of new formulation appling risk evaluation criteria.

• Journal of the Korean Society for Aviation and Aeronautics
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• v.23 no.2
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• pp.15-20
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• 2015

This paper introduces a new airspace design method for continuous climb operation (CCO). The optimization problem is formulated as Mixed-Integer Linear Program (MILP) to maximize the upper limits of altitude on the waypoints to facilitate continuous climb for aircraft. In the proposed method, the interactions with other flight procedures are considered as well as various aircraft flight performances. The proposed method is applied to one of the departure procedures of Incheon International Airport (ICN) to demonstrate its performances.

• Journal of Korea Society of Industrial Information Systems
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• v.1 no.1
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• pp.29-62
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• 1996

In this paper, the problem of determining cyclic schedules for a material handling hoist in the printed-circuit-board(PCB) electroplating line is considered. The objective of this research is to determine an optimal simple-cycle schedule of the hoist which in turn maximizes the line throughput rate. Previous approaches to the cyclic hoist scheduling problem are all mathematical programming-based approaches to develop cyclic schedules(Mixed Integer Programming, Linear Programming based Branch and Bound, Branch and Bound Search Method and so on). In this paper, a genetic algorithm-based approach for a single hoist scheduling in the PCB electroplating line is described. Through some experiments for the well known example data and randomly generated data, the proposed algorithm is shown to be more efficient than the previous mathematical programming-based algorithm.

• Journal of the Institute of Electronics Engineers of Korea SD
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• v.40 no.11
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• pp.62-72
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• 2003

This paper deals with a crosstalk minimization method by wire spacing. The suggested method uses linear programming method and consider crosstalk of both horizontal segments and vertical segments. In this paper, we suggest a method which can predict the coupling length between vertical segments in the final routing result using longest path algorithm. By the suggested method, we can make LP problem without integer variable. Therefore, it is much faster to solve the problem. In the case of crosstalk optimization, the suggested method optimized peak crosstalk 11.2%, and 3% total crosstalk more than wire perturbation method. The execution time of the suggested method is as fast as it takes 11 seconds when Deutsch is optimized.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.7 no.1
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• pp.89-95
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• 2006

Planning distributed manufacturing logistics is one of main issues in supply chain management. This paper proposes a hybrid heuristic approach for the Multi-Level, multi-item Capacitated Lot Sizing Problem (MLCLSP) in supply chain network. MLCLSP corresponds to a mixed integer programming (MIP) problem. With integer variable solutions determined by heuristic search, this MIP problem becomes linear program (LP). By repeatedly solving the relaxed MIP problems with a heuristic search method in a hybrid manner, this proposed approach allocates finite manufacturing resources fur each distributed facilities and generates feasible production plans. Meta heuristic search algorithm is presented to solve the MIP problems. The experimental test evaluates the computational performance under a variety of problem scenarios.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2002.05a
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• pp.1044-1051
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• 2002

This paper proposes a two-phase mathematical programming approach by considering classification gap to solve the proposed credit scoring problem so as to complement any theoretical shortcomings. Specifically, by using the linear programming (LP) approach, phase 1 is to make the associated decisions such as issuing grant of credit or denial of credit to applicants. or to seek any additional information before making the final decision. Phase 2 is to find a cut-off value, which minimizes any misclassification penalty (cost) to be incurred due to granting credit to 'bad' loan applicant or denying credit to 'good' loan applicant by using the mixed-integer programming (MIP) approach. This approach is expected to and appropriate classification scores and a cut-off value with respect to deviation and misclassification cost, respectively. Statistical discriminant analysis methods have been commonly considered to deal with classification problems for credit scoring. In recent years, much theoretical research has focused on the application of mathematical programming techniques to the discriminant problems. It has been reported that mathematical programming techniques could outperform statistical discriminant techniques in some applications, while mathematical programming techniques may suffer from some theoretical shortcomings. The performance of the proposed two-phase approach is evaluated in this paper with line data and loan applicants data, by comparing with three other approaches including Fisher's linear discriminant function, logistic regression and some other existing mathematical programming approaches, which are considered as the performance benchmarks. The evaluation results show that the proposed two-phase mathematical programming approach outperforms the aforementioned statistical approaches. In some cases, two-phase mathematical programming approach marginally outperforms both the statistical approaches and the other existing mathematical programming approaches.

• Journal of Korean Institute of Industrial Engineers
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• v.6 no.2
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• pp.21-29
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• 1980

This paper deals with the capital budgeting problem of a firm where investments are risky and interrelated. The established models might be classified into two categories; One is the chance-constrained programming model and the other is the expected utility maximization model. The former has a rather limited objective function and does not consider the risk in direct manner. The latter, on the other hand, might lead to a wrong decision because it uses an approximate value of expected utility. This paper attempts to extend the applicability of the chance-constrained programming model by modifying its objective function into a more general form. The capital budgeting problem is formulated as a nonlinear 0-1 integer programming problem first, and is formulated into a linear 0-1 integer programming problem for finding a lower-bound solution of the original problem. The optimal solution of the original problem is then obtained by branch & bound algorithm.

• International Journal of Highway Engineering
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• v.19 no.3
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• pp.65-70
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• 2017

PURPOSES : Pavement Management System contains the data that describe the condition of the road. Under limited budget, the data can be utilized for efficient plans. The objective of this research is to develop a mixed integer program model that maximizes remaining durable years (or Lane-Kilometer-Years) in road maintenance planning. METHODS : An optimization model based on a mixed integer program is developed. The model selects a cluster of sectors that are adjacent to each other according to the road condition. The model also considers constraints required by the Seoul Metropolitan Facilities Management Corporation. They select two lanes at most not to block the traffic and limit the number of sectors for one-time construction to finish the work in given time. We incorporate variable cost constraints. As the model selects more sectors, the unit cost of the construction becomes smaller. The optimal choice of the number of sectors is implemented using piecewise linear constraints. RESULTS : Data (SPI) collected from Pavement Management System managed by Seoul Metropolitan City are fed into the model. Based on the data and the model, the optimal maintenance plans are established. Some of the optimal plans cannot be generated directly in existing heuristic approach or by human intuition. CONCLUSIONS:The mathematical model using actual data generates the optimal maintenance plans.

• Journal of the Korea Institute of Information Security & Cryptology
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• v.27 no.3
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• pp.427-437
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• 2017

Impossible differential characteristics distinguish the corresponding block cipher from random substitution and can also be used for key recovery attack. Recently Cui et al. proposed an automatic method for searching impossible differential characteristics of several ARX - based block ciphers using Mixed Integer Linear Programming(MILP). By optimizing the method proposed by Cui et al., It was possible to find new impossible differential characteristics which could not be founded by the method by using less linear constraint expression than the existing method. It was applied to the SPECK family and LEA using the modified method. We found 7-rounds for SPECK32, SPECK48, SPECK64, SPECK96 and 8-rounds impossible differential characteristics of SPECK128. These impossible differential characteristics are all newly found. We also found existing 10-rounds of impossible differential characteristic and new 10-rounds of impossible differential characteristics of LEA.