• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.23 no.3
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• pp.167-173
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• 2023

The cash flow matching problem(CFMP) aims to minimize the initial investment by paying the total amount due for the T-year in principal and interest of bonds or bank deposits without paying the full amount in cash. Linear programming(LP) is the only known way to solve CFMP. The linear programming method is a problem that optimizes T linear functions, and it cannot be solved by handwriting, so LINGO, which is a solution to the linear programming method, is used. This paper proposes an algorithm that obtains the solution of CFMP solely by handwriting without the help of LINGO. The proposed algorithm determines the amount of bond purchases by covering payments until the previous year of the next maturity bond in the order that the maturity date falls from the longest to the short term. In addition, until the year before the maturity of the shortest maturity bond, the amount of deposit covered by the principal and interest of the bank deposit was determined. As a result of applying the proposed algorithm to two experimental data, it was shown that more accurate results can be obtained compared to the linear programming method.

• Journal of Korean Society of Forest Science
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• v.99 no.6
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• pp.802-807
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• 2010

The objective of this study was to estimate potential of domestic long-term wood supply by using fuzzy linear programming (FLP). In order to construct a numerical formula model, maximization of total timber production was used for the objective function. Size limit of harvesting and sustained yield were used as the constraints. The results of comparison between LP and FLP were shown that LP is more suitable than FLP in terms of the amount of timber production and final forest stock. However, as long-term sustained yield was limitedly achieved by using LP, FLP was more desirable for prediction of potential wood supply. According to the results of this study, the potential of annual domestic wood supply was estimated about 10.5 million cubic meters. Gyeong buk, Jeon nam, Gangwon and Gyeong nam province were highly ranked in order of provincial potential of wood supply.

• Journal of Korea Water Resources Association
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• v.52 no.8
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• pp.565-573
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• 2019

An optimization model of water intake planning is developed based on a linear programming (LP) for the intelligent water purification plant operation system. The proposed optimization model minimizes the water treatment costs of raw water purification by considering a time-delay of treatment process and hourly electricity tariff, which is subject to various operation constraints, such as water intake limit, storage tank capacity, and water demand forecasts. For demonstration, the developed model is applied to H water purification center. Here, we have tested three optimization strategies and the results are compared and analyzed in economic and safety aspects. The optimization model is expected to be used as a decision support tool for optimal water intake scheduling of domestic water purification centers.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.67 no.7
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• pp.833-839
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• 2018

This paper presents an analysis and the methodology of optimal operation strategy of the ESS(Energy Storage System) for reduce electricity charges. Electricity charges consist of a basic charge based on the contract capacity and energy charge according to the power usage. In order to use electrical energy at minimal charge, these two factors are required to be reduced at the same time. QP(Quadratic Programming) is appropriate for minimization of the basic charge and LP(Linear Programmin) is adequate to minimize the energy charge. However, the integer variable have to be introduced for modelling of different charge and discharge efficiency of ESS PCS(Power Conversion System), where MILP(Mixed Integer Linear Programming) can be used. In this case, the extent to which the peak load savings is accomplished should be assumed before the energy charge is minimized. So, to minimize the electricity charge exactly, optimization is sequentially performed in this paper, so-called the Two Stage Hybird optimization, where the extent to which the peak load savings is firstly accomplished through optimization of basic charge and then the optimization of energy charge is performed with different charge and discharge efficiency of ESS PCS. Finally, the proposed method is analyzed quantitatively with other optimization methods.

• Journal of the Korean Operations Research and Management Science Society
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• v.11 no.1
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• pp.51-58
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• 1986

The propose of this study is to presnet a generalized linear/goal programming software, which has been developed to run on mickrocomputers with at least 512 K bytes of memory. The main characteristics of our algorithm for solving LP/GP problems are outlined as follows ; First, it uses the revised simplex algorithm, which is the most efficient computational procedure for computers. Second, it employs the sparse matrix technique to overcome the limited memory of microcomputers. Last, it uses the modified product form of invers (MPFI) to reduce round-off errors. The test runs with our code written in FORTRAN show that it can be used as an effective tool for solving linear/goal programming problems of considerable size.

• Korean Management Science Review
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• v.19 no.1
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• pp.67-75
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• 2002

This paper deals with the visualization method of solutions of the linear programming Problem. We used the revised simplex method for the LP algorithm. To represent the solutions at each iteration, we need the informations of feasible legion and animated effect of solutions. For the visualization in high dimension space, we used the method of Projection to the three dimensions if the decision variable vector is over three dimensions, and we studied the technique of preserving original Polyhedral information such as the number of vertices. In addtion, we studied the method of visualizing unbounded feasible region and the adjacency relationship of the vortices welch is Indispensable to cisualize feasible legion.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.21 no.4
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• pp.177-182
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• 2021

Generally, the linear programming (LP) with O(n⁴) time complexity is applied to mixture optimization problem that can be produce the given ingredients grade product with minimum cost from mixture of various raw materials. This paper suggests heuristic algorithm with O(n log n) time complexity to obtain the solution of this problem. The proposed algorithm meets the content range of the components required by the alloy steel plate while obtaining the minimum raw material cost, decides the quantity of raw material that is satisfied with ingredients grade for ascending order of unit cost. Although the proposed algorithm applies simple decision technique with O(n log n) time complexity, it can be obtains same solution as or more than optimization technique of linear programing.

• Journal of applied mathematics & informatics
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• v.26 no.1_2
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• pp.349-353
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• 2008

Using the recently developed ABS algorithm for solving linear Diophantine equations we introduce an algorithm for solving a system of m linear integer inequalities in n variables, m $\leq$ n, with full rank coefficient matrix. We apply this result to solve linear integer programming problems with m $\leq$ n inequalities.

• Management Science and Financial Engineering
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• v.2 no.1
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• pp.19-51
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• 1996

We suggest a distributed framework for task assignment in the computer-controlled shop floor where each of the resource agents and part agents acts like an independent profit maker. The job allocation problem is formulated as a linear programming problem. The LP formulation is analyzed to provide a rationale for the distributed task assignment procedure. We suggest an auction based negotiation procedure including a price-based bid construction and a price revising mechanism. The performance of the suggested procedure is compared with those of an LP formulation and conventional dispatching procedures by simulation experiments.

• Journal of the Institute of Electronics and Information Engineers
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• v.50 no.8
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• pp.67-75
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• 2013

The advantages of the orthogonal frequency division multiplexing (OFDM) are high spectral efficiency, resiliency to RF interference, and lower multi-path distortion. To further utilize vast channel capacity of the multiuser OFDM, one has to find the efficient adaptive subchannel and bit allocation among users. In this paper, we compare the performance of the linear programming dual of the 0-1 integer programming formulation with the existing convex optimization approach for the optimal subchannel and bit allocation problem of the multiuser OFDM. Utilizing tight lower bound provided by the LP dual formulation, we develop a primal heurisitc algorithm based on the LP dual solution. The performance of the primal heuristic is compared with MAO, ESA heuristic solutions, and integer programming solution on MATLAB simulation on a system employing M-ary quadrature amplitude modulation (MQAM) assuming a frequency-selective channel consisting of three independent Rayleigh multi-paths.