• Title/Summary/Keyword: KKT conditions

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THE KARUSH-KUHN-TUCKER OPTIMALITY CONDITIONS IN INTERVAL-VALUED MULTIOBJECTIVE PROGRAMMING PROBLEMS

  • Hosseinzade, Elham;Hassanpour, Hassan
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1157-1165
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    • 2011
  • The Karush-Kuhn-Tucker (KKT) necessary optimality conditions for nonlinear differentiable programming problems are also sufficient under suitable convexity assumptions. The KKT conditions in multiobjective programming problems with interval-valued objective and constraint functions are derived in this paper. The main contribution of this paper is to obtain the Pareto optimal solutions by resorting to the sufficient optimality condition.

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

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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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.

OPTIMIZATION PROBLEMS WITH DIFFERENCE OF SET-VALUED MAPS UNDER GENERALIZED CONE CONVEXITY

  • DAS, K.;NAHAK, C.
    • Journal of applied mathematics & informatics
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    • v.35 no.1_2
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    • pp.147-163
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    • 2017
  • In this paper, we establish the necessary and sufficient Karush-Kuhn-Tucker (KKT) conditions for an optimization problem with difference of set-valued maps under generalized cone convexity assumptions. We also study the duality results of Mond-Weir (MW D), Wolfe (W D) and mixed (Mix D) types for the weak solutions of the problem (P).

VMI with Upper Limit of Inventory for Vendor and Retailer (판매자와 구매자의 재고상한이 존재하는 VMI)

  • Lee, Dongju
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.40 no.4
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    • pp.105-111
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    • 2017
  • Vendor Managed Inventory is a well-known vendor-retailer coordination approach in supply chain management where the vendor manages inventory of the retailer and determines the order interval and order quantity for the retailer. To consider practical situation, the upper limit of inventory for the retailer is set. If the inventory level for the retailer exceeds the upper limit, then the penalty cost is charged to the retailer. Furthermore, maximum allowable inventory level is set for the vendor to prevent the vendor from keeping much inventory. Single-vendor multi-retailer supply chain model with upper limit of inventory for vendor and retailers is studied. All the retailers' are assumed to have the common cycle time, and a vendor manages retailers' inventory and replenishes products. The mathematical formulation is introduced to minimize the total cost including the penalty cost violating the upper limit of inventory for retailers with the constraint of maximum allowable inventory level. The solution procedure based on Karush-Kuhn-Tucker (KKT) conditions is derived. KKT conditions are often applied to find an optimal solution of nonlinear programming problem with constraints. An illustrative example is used to show the application of the proposed solution procedure. Furthermore, sensitivity analysis is done to find out the relationship between maximum allowable inventory level and other values such as order quantity, the number of shipment, vendor's cost, retailer's cost, and total cost. As maximum allowable inventory level decreases, the number of shipment decreases but total cost increases. Order quantity has the trend of decline and is affected by the number of shipment.

Energy-Efficient Resource Allocation in Multi-User AF Two-Way Relay Channels

  • Kim, Seongjin;Yu, Heejung
    • Journal of Communications and Networks
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    • v.18 no.4
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    • pp.629-638
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    • 2016
  • In this paper, we investigate an energy-efficient resource allocation problem in a two-way relay (TWR) network consisting of multiple user pairs and an amplify-and-forward (AF) relay. As the users and relay have individual energy efficiencies (EE), we formulate a multi-objective optimization problem (MOOP). A single-objective optimization problem (SOOP) of the MOOP is introduced using a weighted-sum method, which achieves a single Pareto optimal point of the MOOP. To derive the algorithm for the SOOP, we propose a more tractable equivalent problem using the Karush-Kuhn-Tucker conditions of the SOOP, which guarantees convergence at the local optimal points. The proposed equivalent problem can be efficiently solved by the proposed iterative algorithm. Numerical results demonstrate the effectiveness of the proposed algorithm in achieving the optimal EE in multi-user AF TWR networks.

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.

GRID-BASED METHODS FOR LINEARLY EQUALITY CONSTRAINED OPTIMIZATION PROBLEMS

  • Feng, Yan;Zhang, Xuesheng;Liu, Liying
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.269-279
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    • 2007
  • This paper describes a direct search method for a class of linearly constrained optimization problem. Through research we find it can be treated as an unconstrained optimization problem. And with the decrease of dimension of the variables need to be computed in the algorithms, the implementation of convergence to KKT points will be simplified to some extent. Convergence is shown under mild conditions which allow successive frames to be rotated, translated, and scaled relative to one another.

Resource Allocation and EE-SE Tradeoff for H-CRAN with NOMA-Based D2D Communications

  • Wang, Jingpu;Song, Xin;Dong, Li
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.14 no.4
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    • pp.1837-1860
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    • 2020
  • We propose a general framework for studying resource allocation problem and the tradeoff between spectral efficiency (SE) and energy efficiency (EE) for downlink traffic in power domain-non-orthogonal multiple access (PD-NOMA) and device to device (D2D) based heterogeneous cloud radio access networks (H-CRANs) under imperfect channel state information (CSI). The aim is jointly optimize radio remote head (RRH) selection, spectrum allocation and power control, which is formulated as a multi-objective optimization (MOO) problem that can be solved with weighted Tchebycheff method. We propose a low-complexity algorithm to solve user association, spectrum allocation and power coordination separately. We first compute the CSI for RRHs. Then we study allocating the cell users (CUs) and D2D groups to different subchannels by constructing a bipartite graph and Hungrarian algorithm. To solve the power control and EE-SE tradeoff problems, we decompose the target function into two subproblems. Then, we utilize successive convex program approach to lower the computational complexity. Moreover, we use Lagrangian method and KKT conditions to find the global optimum with low complexity, and get a fast convergence by subgradient method. Numerical simulation results demonstrate that by using PD-NOMA technique and H-CRAN with D2D communications, the system gets good EE-SE tradeoff performance.