• Title/Summary/Keyword: KKT 조건

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A Study on Primal-Dual Interior-Point Method (PRIMAL-DUAL 내부점법에 관한 연구)

  • Seung-Won An
    • Journal of Advanced Marine Engineering and Technology
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    • v.28 no.5
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    • pp.801-810
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    • 2004
  • The Primal-Dual Interior-Point (PDIP) method is currently one of the fastest emerging topics in optimization. This method has become an effective solution algorithm for large scale nonlinear optimization problems. such as the electric Optimal Power Flow (OPF) and natural gas and electricity OPF. This study describes major theoretical developments of the PDIP method as well as practical issues related to implementation of the method. A simple quadratic problem with linear equality and inequality constraints

MSE-Based Power Saving Method for Relay Systems (중계 시스템을 위한 MSE-기반 송신 전력 감소 기법)

  • Joung, Jin-Gon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.34 no.7A
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    • pp.562-567
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    • 2009
  • In this paper, two-hop beamforming relay system, with source, relay, and destination nodes, is considered and the transmit- and receive-beamforming vectors and the relay processing matrix are designed for minimizing a mean square error (MMSE) between the transmit and receive signals. Here, to reduce the transmit power of the source or the relay, two local inequality constraints are involved with MMSE problem. By adopting the Lagrange method, closed formed Karush-Kuhn-Tucker (KKT) conditions (equalities) are derived and an iterative algorithm is developed to solve the entangled KKT equalities. Due to the inequality power constraints, the source or the relay can reduce its transmit power when the received signal-to-noise ratios (SNRs) of the first- and the second-hop are different. Meanwhile, the destination can achieve almost identical bit-error-rate performance compared to an optimal beamforming system maximizing the received SNR. This claim is supported by a computer simulation.

Incremental SVM for Online Product Review Spam Detection (온라인 제품 리뷰 스팸 판별을 위한 점증적 SVM)

  • Ji, Chengzhang;Zhang, Jinhong;Kang, Dae-Ki
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2014.05a
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    • pp.89-93
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    • 2014
  • Reviews are very important for potential consumer' making choices. They are also used by manufacturers to find problems of their products and to collect competitors' business information. But someone write fake reviews to mislead readers to make wrong choices. Therefore detecting fake reviews is an important problem for the E-commerce sites. Support Vector Machines (SVMs) are very important text classification algorithms with excellent performance. In this paper, we propose a new incremental algorithm based on weight and the extension of Karush-Kuhn-Tucker(KKT) conditions and Convex Hull for online Review Spam Detection. Finally, we analyze its performance in theory.

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Target Classification Algorithm Using Complex-valued Support Vector Machine (복소수 SVM을 이용한 목표물 식별 알고리즘)

  • Kang, Youn Joung;Lee, Jaeil;Bae, Jinho;Lee, Chong Hyun
    • Journal of the Institute of Electronics and Information Engineers
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    • v.50 no.4
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    • pp.182-188
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    • 2013
  • In this paper, we propose a complex-valued support vector machine (SVM) classifier which process the complex valued signal measured by pulse doppler radar (PDR) to identify moving targets from the background. SVM is widely applied in the field of pattern recognition, but features which used to classify are almost real valued data. Proposed complex-valued SVM can classify the moving target using real valued data, imaginary valued data, and cross-information data. To design complex-valued SVM, we consider slack variables of real and complex axis, and use the KKT (Karush-Kuhn-Tucker) conditions for complex data. Also we apply radial basis function (RBF) as a kernel function which use a distance of complex values. To evaluate the performance of the complex-valued SVM, complex valued data from PDR were classified using real-valued SVM and complex-valued SVM. The proposed complex-valued SVM classification was improved compared to real-valued SVM for dog and human, respectively 8%, 10%, have been improved.

Optimum Sensitivity of Objective Function Using Equality Constraint (등제한조건을 이용한 목적함수에 대한 최적민감도)

  • Shin Jung-Kyu;Lee Sang-Il;Park Gyung-Jin
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.29 no.12 s.243
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    • pp.1629-1637
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    • 2005
  • Optimum sensitivity analysis (OSA) is the process to find the sensitivity of optimum solution with respect to the parameter in the optimization problem. The prevalent OSA methods calculate the optimum sensitivity as a post-processing. In this research, a simple technique is proposed to obtain optimum sensitivity as a result of the original optimization problem, provided that the optimum sensitivity of objective function is required. The parameters are considered as additional design variables in the original optimization problem. And then, it is endowed with equality constraints to penalize the additional variables. When the optimization problem is solved, the optimum sensitivity of objective function is simultaneously obtained as Lagrange multiplier. Several mathematical and engineering examples are solved to show the applicability and efficiency of the method compared to other OSA ones.

Optimum Sensitivity of Objective Function using Equality Constraint (등제한조건을 이용한 목적함수에 대한 최적민감도)

  • Yi S.I.;Shin J.K.;Park G.J.
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2005.10a
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    • pp.464-469
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    • 2005
  • Optimum sensitivity analysis (OSA) is the process to find the sensitivity of optimum solution with respect to the parameter in the optimization problem. The prevalent OSA methods calculate the optimum sensitivity as a post-processing. In this research, a simple technique is proposed to obtain optimum sensitivity as a result of the original optimization problem, provided that the optimum sensitivity of objective function is required. The parameters are considered as additional design variables in the original optimization problem. And then, it is endowed with equality constraints to penalize the additional variables. When the optimization problem is solved, the optimum sensitivity of objective function is simultaneously obtained as Lagrange multiplier. Several mathematical and engineering examples are solved to show the applicability and efficiency of the method compared to other OSA ones.

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Energy Efficiency Enhancement of Macro-Femto Cell Tier (매크로-펨토셀의 에너지 효율 향상)

  • Kim, Jeong-Su;Lee, Moon-Ho
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.18 no.1
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    • pp.47-58
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    • 2018
  • The heterogeneous cellular network (HCN) is most significant as a key technology for future fifth generation (5G) wireless networks. The heterogeneous network considered consists of randomly macrocell base stations (MBSs) overlaid with femtocell base stations (BSs). The stochastic geometry has been shown to be a very powerful tool to model, analyze, and design networks with random topologies such as wireless ad hoc, sensor networks, and multi- tier cellular networks. The HCNs can be energy-efficiently designed by deploying various BSs belonging to different networks, which has drawn significant attention to one of the technologies for future 5G wireless networks. In this paper, we propose switching off/on systems enabling the BSs in the cellular networks to efficiently consume the power by introducing active/sleep modes, which is able to reduce the interference and power consumption in the MBSs and FBSs on an individual basis as well as improve the energy efficiency of the cellular networks. We formulate the minimization of the power onsumption for the MBSs and FBSs as well as an optimization problem to maximize the energy efficiency subject to throughput outage constraints, which can be solved the Karush Kuhn Tucker (KKT) conditions according to the femto tier BS density. We also formulate and compare the coverage probability and the energy efficiency in HCNs scenarios with and without coordinated multi-point (CoMP) to avoid coverage holes.

A Study on Teaching the Method of Lagrange Multipliers in the Era of Digital Transformation (라그랑주 승수법의 교수·학습에 대한 소고: 라그랑주 승수법을 활용한 주성분 분석 사례)

  • Lee, Sang-Gu;Nam, Yun;Lee, Jae Hwa
    • Communications of Mathematical Education
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    • v.37 no.1
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    • pp.65-84
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    • 2023
  • The method of Lagrange multipliers, one of the most fundamental algorithms for solving equality constrained optimization problems, has been widely used in basic mathematics for artificial intelligence (AI), linear algebra, optimization theory, and control theory. This method is an important tool that connects calculus and linear algebra. It is actively used in artificial intelligence algorithms including principal component analysis (PCA). Therefore, it is desired that instructors motivate students who first encounter this method in college calculus. In this paper, we provide an integrated perspective for instructors to teach the method of Lagrange multipliers effectively. First, we provide visualization materials and Python-based code, helping to understand the principle of this method. Second, we give a full explanation on the relation between Lagrange multiplier and eigenvalues of a matrix. Third, we give the proof of the first-order optimality condition, which is a fundamental of the method of Lagrange multipliers, and briefly introduce the generalized version of it in optimization. Finally, we give an example of PCA analysis on a real data. These materials can be utilized in class for teaching of the method of Lagrange multipliers.