• 제목/요약/키워드: Linear function

검색결과 4,300건 처리시간 0.031초

AN ELIGIBLE PRIMAL-DUAL INTERIOR-POINT METHOD FOR LINEAR OPTIMIZATION

  • Cho, Gyeong-Mi;Lee, Yong-Hoon
    • East Asian mathematical journal
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    • 제29권3호
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    • pp.279-292
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    • 2013
  • It is well known that each kernel function defines a primal-dual interior-point method(IPM). Most of polynomial-time interior-point algorithms for linear optimization(LO) are based on the logarithmic kernel function([2, 11]). In this paper we define a new eligible kernel function and propose a new search direction and proximity function based on this function for LO problems. We show that the new algorithm has ${\mathcal{O}}((log\;p){\sqrt{n}}\;log\;n\;log\;{\frac{n}{\epsilon}})$ and ${\mathcal{O}}((q\;log\;p)^{\frac{3}{2}}{\sqrt{n}}\;log\;{\frac{n}{\epsilon}})$ iteration bound for large- and small-update methods, respectively. These are currently the best known complexity results.

AN ELIGIBLE KERNEL BASED PRIMAL-DUAL INTERIOR-POINT METHOD FOR LINEAR OPTIMIZATION

  • Cho, Gyeong-Mi
    • 호남수학학술지
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    • 제35권2호
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    • pp.235-249
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    • 2013
  • It is well known that each kernel function defines primal-dual interior-point method (IPM). Most of polynomial-time interior-point algorithms for linear optimization (LO) are based on the logarithmic kernel function ([9]). In this paper we define new eligible kernel function and propose a new search direction and proximity function based on this function for LO problems. We show that the new algorithm has $\mathcal{O}(({\log}\;p)^{\frac{5}{2}}\sqrt{n}{\log}\;n\;{\log}\frac{n}{\epsilon})$ and $\mathcal{O}(q^{\frac{3}{2}}({\log}\;p)^3\sqrt{n}{\log}\;\frac{n}{\epsilon})$ iteration complexity for large- and small-update methods, respectively. These are currently the best known complexity results for such methods.

비선형 구조물에 대한 이동 점근법(MMA)의 적용 (Application of Method of Moving Asymptotes for Non-Linear Structures)

  • 진경욱;한석영;최동훈
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 1999년도 춘계학술대회 논문집
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    • pp.141-146
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    • 1999
  • A new method, so called MMA(Method of Moving Asymptotes) was applied to the optimization problems of non-linear functions and non-linear structures. In each step of the iterative process, tile MMA generates a strictly convex approximation subproblems and solves them by using the dual problems. The generation of these subproblems is controlled by so called 'moving asymptotes', which may both make no oscillation and speed up tile convergence rate of optimization process. By contrast in generalized dual function, the generated function by MMA is always explicit type. Both the objective and behaviour constraints which were approximated are optimized by dual function. As the results of some examples, it was found that this method is very effective to obtain the global solution for problems with many local solutions. Also it was found that MMA is a very effective approximate method using the original function and its 1st derivatives.

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Evolutionary Computation Approach to Wiener Model Identification

  • Oh, Kyu-Kwon;Okuyama, Yoshifumi
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.33.1-33
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    • 2001
  • We address a novel approach to identify a nonlinear dynamic system for Wiener models, which are composed of a linear dynamic system part followed by a nonlinear static part. The aim of system identification here is to provide the optimal mathematical model of both the linear dynamic and the nonlinear static parts in some appropriate sense. Assuming the nonlinear static part is invertible, we approximate the inverse function by a piecewise linear function. We estimate the piecewise linear inverse function by using the evolutionary computation approach such as genetic algorithm (GA) and evolution strategies (ES), while we estimate the linear dynamic system part by the least squares method. The results of numerical simulation studies indicate the usefulness of proposed approach to the Wiener model identification.

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3차 B-spline 함수를 이용한 열전도 및 유체문제의 해석 (Analysis for computing heat conduction and fluid problems using cubic B-spline function)

  • 김은필
    • 한국전산유체공학회지
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    • 제3권2호
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    • pp.1-8
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    • 1998
  • We make use of cubic B-spline interpolation function in two cases: heat conduction and fluid flow problems. Cubic B-spline test function is employed because it is superior to approximation of linear and non-linear problems. We investigated the accuracy of the numerical formulation and focused on the position of the breakpoints within the computational domain. When the domain is divided by partitions of equal space, the results show poor accuracy. For the case of a heat conduction problem this partition can not reflect the temperature gradient which is rapidly changed near the wall. To correct the problem, we have more grid points near the wall or the region which has a rapid change of variables. When we applied the unequally spaced breakpoints, the results show high accuracy. Based on the comparison of the linear problem, we extended to the highly non-linear fluid flow problems.

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시변시간지연을 갖는 이산시간 선형시스템의 점근안정도 (Asymptotic Stability of Discrete Time Linear Systems with Time Varying Delays)

  • 송성호;김점근;강창익
    • 대한전기학회논문지:전력기술부문A
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    • 제48권5호
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    • pp.580-585
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    • 1999
  • This paper deals with the stability of discrete time linear systems with time varying delays in state. In this paper, the magnitude of time-varying delays is assumed to be upper-bouded. The stability of discrete time linear systems with time-varying delays in state is related with the stability of discrete time linear systems with constant time delay in state. To show this, a new Lyapunov function is proposed. Using this Lyapunov function, a sufficient condition for the asymptotic stability is derived.

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유효해집합 위에서의 최적화 문제를 위한 선형계획모델에 관한 연구 (A linear program approach for optimizing a linear function over an efficient set)

  • 송정환
    • 대한산업공학회지
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    • 제26권3호
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    • pp.220-226
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    • 2000
  • The problem (P) of optimizing a linear function $d^Tx$ over the set of efficient points for a multiple objective linear program (M) is difficult because the efficient set is nonconvex. There are some interesting properties between the objective linear vector d and the matrix of multiple objectives C and those properties lead us to establish criteria to solve (P) with a linear program. In this paper we investigate a system of the linear equations $C^T{\alpha}$ = d and construct two linearly independent positive vectors u, v such that ${\alpha}$ = u - v. From those vectors u, v, solving an weighted sum linear program for finding an efficient extreme point for the (M) is a way of getting an optimal solution of the problem (P). Therefore the theorems presented in this paper provided us an easy way of solving nonconvex program (P) with a weighted sum linear program.

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최소자승법을 이용한 선형시불변시스템의 간소화 (Simplification of Linear Time-Invariant Systems by Least Squares Method)

  • 추연석;문환영
    • 제어로봇시스템학회논문지
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    • 제6권5호
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    • pp.339-344
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    • 2000
  • This paper is concerned with the simplification of complex linear time-invariant systems. A simple technique is suggested using the well-known least squares method in the frequency domain. Given a high-order transfer function in the s- or z-domain, the squared-gain function corresponding to a low-order model is computed by the least squares method. Then, the low-order transfer function is obtained through the factorization. Three examples are given to illustrate the efficiency of the proposed method.

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엑셀의 활용이 일차함수 문제해결에 미치는 효과 (The Effects on Problem Solving of Linear Function Using Excel)

  • 이광상;조민식;류희찬
    • 대한수학교육학회지:학교수학
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    • 제8권3호
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    • pp.265-290
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    • 2006
  • 본 연구의 목적은 엑셀의 활용이 일차함수의 문제해결에 어떤 영향을 미치는가를 알아보는데 있다. 엑셀을 활용한 교수실험 전과 후에 학생들의 함수에 관한 문제해결에서의 변화를 알아보기 위해 사전 사후 문제해결검사를 실시하였다. 문제해결검사 분석은 정확한 과정-대상관점, 근접한 과정-대상관점, 부정확한 과정-대상관점으로 범주화해 이루어졌다. 문제해결검사 분석 결과, 교수실험에 참여한 학생들 모두 일차함수에 관한 문제해결관점이 바람직한 방향으로 변화되었다. 엑셀을 활용한 탐구학습환경이 지필환경의 제한점을 보완할 수 있다는 시사점을 도출하였다.

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