• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.337-343
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• 2003

In this paper we present the prediction interval estimation method using bootstrap method for least squares support vector machine(LS-SVM) regression, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. The bootstrap method is applied to generate the bootstrap sample for estimation of the covariance of the regression parameters consisting of the optimal bias and Lagrange multipliers. Experimental results are then presented which indicate the performance of this algorithm.

• Nonlinear Functional Analysis and Applications
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• 제26권1호
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• pp.65-70
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• 2021

We characterize the solution set for a second-order cone linear fractional optimization problem (P). We present sequential Lagrange multiplier characterizations of the solution set for the problem (P) in terms of sequential Lagrange multipliers of a known solution of (P).

• 한국소성가공학회:학술대회논문집
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• 한국소성가공학회 1997년도 추계학술대회논문집
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• pp.40-44
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• 1997

The governing functional in plastic deformation has to satisfy the incompressible condition. This incompressible condition imposed on the velocity fields can be removed by introducing either the Langrange multiplier or the penalty function into the functional. In the study two-dimensional rigid plastic FEM programs using by Lagrange multiplier and penalty function are developed. A compression of cylinder and a spike forging are simulated to compare the data of loads, local mean stresses and reductions of volume.

• 조명전기설비학회논문지
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• 제19권1호
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• pp.59-63
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• 2005

전력계통을 효율적으로 운용하려면 관련량을 정확하고 신속히 계산하는 좋은 알고리즘이 필요하다. 최근 IEEE Transaction on Power System에 위상각 이동을 이용한 손실 최적화 알고리즘이 발표되었다. 동일한 손실최적화 문제를 본 논문에서는 Standard method of Lagrange Multiplier 기법을 적용하여 해석하였으며, 그 결과 저자들은 두 가지 방법이 수학적으로 동일함을 증명하였다.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제19권2호
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• pp.179-192
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• 2012

We find the solution minimizing the shortfall risk by using the Lagrange-multiplier method. The conventional duality method in the expected utility maximization problem is used and we get the same results as in the paper [21].

• 오토저널
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• 제11권2호
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• pp.24-33
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• 1989

본 고에서는 이러한 추세에 따라서, 보다 효율적인 optimization program에 대해서 소개하고자 한다. 사용한 최적화 알고리즘은 ALM(augmented lagrange multiplier) 방법을 적용해서 구속조건이 있는 문제를 구속조건이 없는 문제로 변환한 후, self-scaling BFGS(broydon-flecher-goldfarb-schanno)를 적용한다. BFGS의 각 descent 방향에서의 step 길이는, sequential search로 unimodal point를 구해서, golden section 방법으로 refine을 한후, cubic approximation을 적용해서 구한다.

• Journal of the Korean Data and Information Science Society
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• 제12권2호
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• pp.95-102
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• 2001

최적의 SVM 가중치를 선택하는 방법 중에서 메모리와 속도의 문제를 해결하는 방법 중 하나가 커널애더트론 방법(Kernel Adatron, KA)이다. 본 연구에서는 KA방법을 제곱무감각손실함수까지 확장을 한 알고리즘을 개발한다. 그리고 추정해야 될 라그랑제 배수(Lagrange multiplier)의 수를 반으로 줄이는 알고리즘을 제시한다. 그리고 제시된 알고리즘의 효율성을 여러 모의실험을 통해서 입증한다.

• Communications for Statistical Applications and Methods
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• 제11권3호
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• pp.475-484
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• 2004

This paper consider the testing problem of grouped heteroscedasticity in the linear regression model. We provide the Lagrange Multiplier(LM), Wald, Likelihood Ratio (LR) test statistis for testing of grouped heteroscedasticity. Monte Carlo experiments are conducted to study the performance of these tests.

• 산업경영시스템학회지
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• 제37권1호
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• pp.50-59
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• 2014

In this paper, we develop an efficient approach to solve a multiple-item budget-constraint newsboy problem with a reservation policy. A conventional approach for solving such problem utilizes an approximation for the evaluation of an inverse of a Gaussian cumulative density function when the argument of the function is small, and a heuristic method for finding an optimal Lagrangian multiplier. In contrast to the conventional approach, this paper proposes more accurate method of evaluating the function by using the normalization and an effective numerical integration method. We also propose an efficient way to find an optimal Lagrangian multiplier by proving that the equation for the budget-constraint is in fact a monotonically increasing function in the Lagrangian multiplier. Numerical examples are tested to show the performance of the proposed approach with emphases on the behaviors of the inverse of a Gaussian cumulative density function and the Lagrangian multiplier. By using sensitivity analysis of different budget constraints, we show that the reservation policy indeed provides greater expected profit than the classical model of not having the reservation policy.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제12권4호
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• pp.1471-1488
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• 2018

Interference mitigation is a significant issue in the cognitive heterogeneous networks, this paper studied how to reduce the interference to macrocell users (MU) and improve system throughput. Establish the interference model with imperfect spectrum sensing by analyzing the source of interference complexity. Based on the user topology, the optimize problem was built to maximize the downlink throughput under given interference constraint and the total power constraint. We decompose the resource allocation problem into subcarrier allocation and power allocation. In the subcarrier assignment step, the allocated number of subcarriers satisfies the requirement of the femtocell users (FU).Then, we designed the power allocation algorithm based on the Lagrange multiplier method and the improved water filling method. Simulation results and performance analyses show that the proposed algorithm causes less interference to MU than the algorithm without considering imperfect spectrum sensing, and the system achieves better throughput performance.