• 대한수학회보
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• 제54권2호
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• pp.647-654
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• 2017

Duality methods based on modified Lagrangian functional for solving a model crack problem is considered. Without additional assumptions of regularity of the solution of an initial problem duality ratio is established for initial and dual problem.

• 산업경영시스템학회지
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• 제9권13호
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• pp.45-50
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• 1986

본 연구에서 고찰한 surrogate relaxation은 Lagrangian relaxation 방법과는 달리 제약식들을 선형조합으로 묶어 문제를 푼다. 수리계획 분계가 convexity를 만족하지 못하는 경우에는 Lagrangian의 경우와 마찬가지로 surrogate gap이 발생한다. Lagrangian 쌍대이론을 토대로 surrogate optimality condition을 알아보고 수리계획법의 특별 형태인 정수선형계획법에 적용해 보았다. 일반적으로 surrogate gap은 Lagrangian gap 보다 작기 때문에 좀더 근사하게 원 문제의 최적 목적 함수값에 접근할 수 있다. 따라서 branch and bound 알고리즘을 개발할 때 중요한 정보를 제공하는 것이다.

• 대한수학회지
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• 제49권4호
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• pp.843-854
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• 2012

In this paper, the iterative Uzawa method with a modified Lagrangian functional is investigated to seek a saddle point for the semicoercive variational Signorini inequality.

• Journal of Communications and Networks
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• 제11권2호
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• pp.166-174
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• 2009

In this paper, a distributed power and end-to-end rate control algorithm is proposed in the presence of licensed users. By Lagrangian duality theory, the optimal power and rate control solution is given for the unlicensed users while satisfying the interference temperature limits to licensed users. It is obtained that transmitting with either 0 or the maximum node power is the optimal scheme. The synchronous and asynchronous distributed algorithms are proposed to be implemented at the nodes and links. The convergence of the proposed algorithms are proved. Finally, further discussion on the utility-based fairness is provided for the proposed algorithms. Numerical results show that the proposed algorithm can limit the interference to licensed user under a predefined threshold.

• 한국통신학회논문지
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• 제36권11A호
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• pp.878-891
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• 2011

본 논문에서는 사용자들 간의 간섭이 존재하는 무선망에서 상하향 링크의 수율 최대화를 동시에 고려한다. 상향 링크에서는 라그랑지안 완화기법에 기반으로 하는 분산적이고 반복적인 알고리즘을 제안하다. 상향 링크에서의 라그랑지 곱수와 네트워크 쌍대성 성질을 이용하여 채널 이득과 최대 전력 제약이 상향 링크와 동일한 듀얼 하향 링크에서의 수율 최대화를 얻을 수 있다. 본 논문에서 증명한 네트워크 쌍대성 성질은 기존의 연구에 비해 보다 일반적인 형태를 가진다. 또한, 모의실험 결과는 채널의 상관 계수가 ${\theta}{\in}$(0.5, 1] 일 때, 상하향 링크에서 제안된 기법들이 각각 최적값에 근접하다는 것을 보여준다. 반면에 채널의 상관 계수가 낮을 때 (${\theta}{\in}$(0, 0.5]), 하향 링크에서의 성능 열화를 관찰할 수 있다. 네트워크 쌍대성 성질은 상향 링크에 비해 채널 이득과 최대 전력 제약이 다른 실제 하향 링크로 확장된다. 이러한 쌍대성 성질에 기반으로 하는 기법은 실제 하향 링크에서도 충분히 적용될 수 있음이 모의실험 결과로 보여진다. 기존에 제안된 알고리즘의 복잡도를 고려하였을때, 본 논문의 결과는 일반화된 네트워크 쌍대성 성질의 성능과 실제 적용면에서 상당히 유용하다고 할 수 있다.

• Korean Journal of Mathematics
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• 제6권1호
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• pp.27-46
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• 1998

We are concerned with an optimal control problem governed by a Poisson equation in which body force acts like a control parameter. The cost functional to be optimized is taken to represent the error from the desired observation and the cost due to the control. We recast the problem into the mixed formulation to take advantage of the minimax principle for the duality method. The existence of a saddle point for the Lagrangian shall be shown and the optimality system will be derived therein. Finally, to attain an optimal control, we combine the optimality system with an operational technique. By achieving the gradient of the cost functional, a convergent algorithm based on the projected gradient method is established.

• Journal of applied mathematics & informatics
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• 제15권1_2호
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• pp.185-200
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• 2004

A stochastic optimal LQR control problem under some integral quadratic (IQ) constraints is studied, with cross terms in both the cost and the constraint functionals, allowing all the control weighting matrices being indefinite. Sufficient conditions for the well-posedness of this problem are given. When these conditions are satisfied, the optimal control is explicitly derived via dual theory.

• Nonlinear Functional Analysis and Applications
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• 제26권3호
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• pp.611-628
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• 2021

In this paper, we propose a new branch-reduction-and-bound algorithm to solve the nonlinear knapsack problems by using general discrete monotonic optimization techniques. The specific properties of the problem are exploited to increase the efficiency of the algorithm. Computational experiments of the algorithm on problems with up to 30 variables and 5 different constraints are reported.

• 한국경영과학회지
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• 제23권2호
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• pp.187-200
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• 1998

This paper presents an original approach for solving short-term power scheduling in extended power system with two fuels in a unit and a limited fuel using Lagrangian relaxations. The underlying model incorporates the full set of costs and constraints including setup, production, ramping, and operational status, and takes the form of a mixed integer nonlinear control problem. Moreover, the mathematical model developed includes two fuels in a unit and a limited fuel, regulation reserve requirements of prespecified group of units. Lagrangian relaxation is used to disaggregate the model by generator into separate subproblems which are then solved with a nested dynamic program including empirical knowledges. The strength of the methodology lies partially in its ability to construct good feasible solutions from information provided by the dual. Thus, the need for branch-and-bound is eliminated. In addition, the inclusion of two fuels in a unit and a limited fuel provides new insight into the limitations of current techniques. Computational experience with the proposed algorithm indicates that Problems containing up to 23 units including 8 unit used two fuels and 24 time periods can be readily solved in reasonable times. Duality gaps of less than 4％ were achieved.

• Structural Engineering and Mechanics
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• 제7권4호
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• pp.345-360
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• 1999

A general framework for the nonlinear geometric analysis of elastic space trusses is presented. Both total Lagrangian and finite incremental formulations are derived from the three key ingredients of statics, kinematics and constitutive law. Particular features of the general methodology include the preservation of static-kinematic duality through the concept of fictitious forces and deformations, and an exact description for arbitrarily large displacements, albeit small strain, that can be specialized to any order of geometrical nonlinearity. As for the numerical algorithm, we consider specifically the finite incremental case and suggest the use of a conventional, simple and flexible arc-length based method. Numerical examples are presented to illustrate and validate the accuracy of the approach.