• 제목/요약/키워드: KKT conditions

검색결과 15건 처리시간 0.023초

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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    • 제29권5_6호
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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.

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

  • Seung-Won An
    • Journal of Advanced Marine Engineering and Technology
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    • 제28권5호
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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

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

  • 지쳉장;장진홍;강대기
    • 한국정보통신학회:학술대회논문집
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    • 한국정보통신학회 2014년도 춘계학술대회
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    • pp.89-93
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    • 2014
  • 제품 리뷰들은 잠재적인 고객의 구매 선택에 매우 중요하다. 제품 리뷰들은 또한 제조사들로 하여금 자신들의 제품의 문제점을 찾고 경쟁자들의 비즈니스 정보를 수집하는 데 사용된다. 그러나 어떤 사람들은 가짜 리뷰를 쓰고, 잠재적인 고객들과 제조사들로 하여금 잘못된 선택을 하게 만든다. 따라서 가짜 리뷰 판별은 전자 상거래 사이트에서 주된 문제들 중 하나이다. 서포트 벡터 머신즈(SVM)는 좋은 성능을 보이는 중요한 텍스트 분류 알고리즘이다. 본 논문에서는 온라인 리뷰 스팸을 판별하기 위해 가중치, Karush-Kuhn-Tucker(KKT) 조건의 확장, 그리고 컨벡스 헐(Convex Hull)에 근거한 점증적 알고리즘을 제시한다. 최종적으로 우리는 제시된 알고리즘의 성능을 이론적으로 분석한다.

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

  • 정진곤
    • 한국통신학회논문지
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    • 제34권7A호
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    • pp.562-567
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    • 2009
  • 본 논문에서는 여러 송수신 안테나를 갖는 송신기(source node), 중계기(relay node), 수신기(destination node)로 구성된 두 홉(two-hop) 빔포밍(beamforming) 중계 시스템을 고려한다. 송수신 심벌간 평균제곱오차(mean square error: MSE)를 최소화하는 송수신기 빔포밍 벡터와 중계기 가중치 행렬을 설계한다. 이때, 송신기 또는 중계기에 송신 전력을 줄이기 위하여, 국소(local)부동식전력제약(inequality power constraint)을 사용한다. 제약식이 있는 평균제곱오차 최소화 문제는 라그랑즈(Lagrange) 방법을 써 제약식이 없는 최적화 문제로 바꿀 수 있고, Karush-Kuhn-Tucker (KKT) 조건으로부터 그 해를 얻을 수 있다. 제안한 중계 시스템에 송신기와 중계기 송신전력을 각각 국소부동식으로 제약하여, 그 결과 두 홉에 채널 상태가 다를 경우, 최대 신호대잡음비(signal-to-noise ratio: SNR)를 얻는 기존 방식과 대등한 성능을 내며, 동시에 송신기 또는 중계기 송신 전력을 줄일 수 있다. 이를 모의실험을 통해 확인하였다.

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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    • 제35권1_2호
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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).

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

  • 이동주
    • 산업경영시스템학회지
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    • 제40권4호
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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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    • 제18권4호
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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.

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

  • 강윤정;이재일;배진호;이종현
    • 전자공학회논문지
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    • 제50권4호
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    • pp.182-188
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    • 2013
  • 본 논문에서는 정지하고 있는 배경에서 움직이는 목표물을 식별하기 위해 PDR(pulse doppler radar)을 이용하여 수집한 복소수 신호를 처리하는 복소수 SVM(support vector machine)을 제안한다. SVM은 패턴인식 분야에서 널리 이용되나 분류에 이용되는 특징이 대부분 실수 데이터이다. 제안된 복소수 SVM은 실수 데이터, 허수 데이터 정보와 실수부와 허수부 사이의 교차 정보를 모두 이용하여 이동하는 목표물의 분류를 수행한다. 복소수 SVM을 설계하기 위해 최적화 조건 적용 시 실수축과 허수축에 대한 슬랙변수를 고려하였고, 복소수 데이터에 대한 KKT(Karush-Kuhn-Tucker) 조건을 이용하였다. 또한 복소수 거리를 이용한 RBF(radial basis function)를 커널함수로 적용하였다. 제안된 복소수 SVM의 성능을 평가하기 위해 PDR 센서로 수집된 복소 데이터를 기존의 SVM과 복소수 SVM을 이용하여 분류한 결과 기존의 SVM에 비해 복소수 SVM의 식별결과가 개와 사람 각각 8%, 10% 향상되었다.

GRID-BASED METHODS FOR LINEARLY EQUALITY CONSTRAINED OPTIMIZATION PROBLEMS

  • Feng, Yan;Zhang, Xuesheng;Liu, Liying
    • Journal of applied mathematics & informatics
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    • 제23권1_2호
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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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    • 제14권4호
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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.