• Korean Management Science Review
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• v.13 no.2
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• pp.205-213
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• 1996

This paper develops a simple interactive procedure which can be efficiently used to solve a bicriteria linear programming problem. The procedure exploits the relatively simple structure of the bicriterion linear programming problem. Its application to a transportation problem is also presented. The results demonstrate that the method developed in this paper could be easily applicable to any bicriteria linear program in general.

• Korean Management Science Review
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• v.10 no.2
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• pp.11-26
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• 1993

This paper presents a new interactive procedure for multiple objective linear programming problem (MOLP). In practical multiple objective linear programming applications, there is usually no need for the decision maker to consider solutions which are not efficient. Therefore, the interactive procedure presented here searches only among efficient solutions and terminates with a solution that is guaranteed to be efficient. It also can converge to nonextreme efficient final solutions rather than being restricted to only extreme efficient points of the feasible set. The procedure does not require sophisticated judgements or inputs from the decision maker. One of the most attractive features of the procedure however, is that the method allows the DM to examine the efficient faces it finds. As iteration goes, the DM can explore a wide variety of efficient faces rather than efficient faces confined to only certain subregion of the feasible set of problem MOLP since the efficient faces that the procedure finds need not be adjacent. This helps the DM explore the nature of the efficient set of problem MOLP and also helps the DM have confidence with a final solution. For these reasons, I feel that the procedure offer significant promise in solving multiple objective linear programs rapidly and in a satisfying manner to the DM.

• Journal of the Korean Operations Research and Management Science Society
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• v.13 no.2
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• pp.205-205
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• 1988

This paper develops a simple interactive procedure which can be efficiently used to solve a bicriteria linear programming problem. The procedure exploits the relatively simple structure of the bicriterion linear programming problem. Its application to a transportation problem is also presented. The results demonstrate that the method developed in this paper could be easily applicable to any bicriteria linear program in general.

• Journal of Korean Association for Spatial Structures
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• v.18 no.2
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• pp.129-135
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• 2018

Following a 5.8 magnitude earthquake on September 12, 2016 in Gyeongju Province, a magnitude 5.4 earthquake occurred in the northern region of Pohang City on November 15, 2017 in South Korea. Only 7.9 % of the building structures are earthquake-resistant, according to the recent survey conducted by the government agencies in October 2017. In this paper, the linear analysis seismic performance evaluation procedure of the existing school structures presented in the revised methodology(Seismic Performance Evaluation Procedure and Rehabilitation Manual for School Facilities) was introduced. In this paper, the linear analysis evaluation procedure presented in the revised methodology was introduced and the seismic performance index of the example structure was evaluated using the linear analysis evaluation procedure. The seismic retrofit was verified by the linear and nonlinear dynamic analyses using Perform 3D. The analysis results show that the dissipated inelastic energy is concentrated on the retrofitted shear wall and the maximum inter-story drift of the stadium model structure with damping system satisfies the requirement of the current code.

• Journal of the Korean Statistical Society
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• v.16 no.2
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• pp.80-91
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• 1987

Minimum $L_i$ norm estimation is a robust procedure ins the sense that it leads to an estimator which has greater statistical eficiency than the least squares estimator in the presence of outliers. And the $L_1$ norm estimator has some desirable statistical properties. In this paper a new computational procedure for $L_1$ norm estimation is proposed which combines the idea of reweighted least squares method and the linear programming approach. A modification of the projective transformation method is employed to solve the linear programming problem instead of the simplex method. It is proved that the proposed algorithm terminates in a finite number of iterations.

• Journal of the Korean Data and Information Science Society
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• v.24 no.2
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• pp.391-399
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• 2013

Partially linear regression is capable of providing more complete description of the linear and nonlinear relationships among random variables. In support vector regression (SVR) the hyper-parameters are known to affect the performance of regression. In this paper we propose an iterative reweighted least squares (IRWLS) procedure to solve the quadratic problem of partially linear support vector regression with a modified loss function, which enables us to use the generalized approximate cross validation function to select the hyper-parameters. Experimental results are then presented which illustrate the performance of the partially linear SVR using IRWLS procedure.

• Journal of the Korean Statistical Society
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• v.25 no.4
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• pp.603-611
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• 1996

In this article we consider a sequential procedure for the fixed width interval estimation of the means of two mutually independent linear processes. It is shown that the proposed stopping rule is asymptotically efficient as in iid samples (cf. Robbins, Simons and Starr(l967)).

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.719-729
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• 2001

Overlap Maximization is a sampling technique to reduce survey costs and costs associated with the survey. It was first studied by Keyfitz(1951). Ernst(1998) presented a remarkable procedure for maximizing the overlap when the sampling units can be selected for two identical stratified designs simultaneously, But the approach involves mimicking the behaviour of nonlinear function by linear function and so it is less direct, even though the stratification problem for the overlap corresponds directly to the linear programming problem. furthermore, it uses the controlled selection algorithm that repeatedly needs zero-restricted controlled roundings, which are solutions of capacitated transportation problems. In this paper we suggest a comparatively simple procedure to use linear programming in order to maximize the overlap. We show how this procedure can be implemented practically.

• Journal of the Korean Statistical Society
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• v.28 no.2
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• pp.211-223
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• 1999

We propose a simple estimation procedure in the mixed linear models with censored normal data, using both Buckly and James(1979) type pseudo random variables and Lee and Nelder's(1996) estimation procedure. The proposed method is illustrated with the matched pairs data in Pettitt(1986).

• Journal of the Institute of Electronics Engineers of Korea SC
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• v.39 no.2
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• pp.95-103
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• 2002

This paper deals with the H$_{\infty}$ control problems for discrete-time linear systems with time-varying delays in states. The existence condition and the design method of the H$_{\infty}$ state feedback controller are given. In this paper, the H$_{\infty}$ control law is assumed to be a memoryless state feedback, and the upper-bound of time-varying delay and S-procedure are used. Through some changes of variables and Schur complement, the obtained sufficient condition can be rewritten as an LMI(linear matrix inequality) form in terms of all variables.