• 한국경영과학회지
• /
• 제13권2호
• /
• pp.205-205
• /
• 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.

• 산업경영시스템학회지
• /
• 제12권20호
• /
• pp.97-104
• /
• 1989

본 연구는 계층구조를 갖는 시스템의 각 목적함수들에 퍼지(FUZZY)집합 개념을 적용한 이단계 선형계획 모형을 다목적계획법으로 다루었다. 선형멤버쉽 함수를 이용하여 전형적인 Bi-level Linear Programming Problem(BLPP)으로 변형시켰으며, 기존의 BLPP 해법을 이용한 변형된 해법을 주시하고 예제를 통한 계산결과를 제시하였다. 퍼지이단계선형계층 (FBLPP)은 BLPP보다 실제환경을 자연스럽게 묘사할 수 있다. FBLPP는 각 의사결정자가 다목적함수를 갖는 다목적 이단계수리계획 모형의 유효해를 구하는데 이용할 수 있다.

• 전산구조공학
• /
• 제5권1호
• /
• pp.133-142
• /
• 1992

본 논문은 수식화의 특이성 때문에 구조 최적화 문제에 거의 사용되지 않고 있는 선형 goal programming을 대규모 비선형 구조 최적화에 응용하는 방법을 제시한다. 이 방법은 다기준 최적화의 도구로 사용되는데 그 까닭은 goal programming이 목적함수와 제한조건등을 정의하는데 있어서 발생하는 난점들을 제거해 주기 때문이다. 이 방법은 비선형 goal 최적화 문제들의 해를 얻기 위해서 유한요소해석, 선형 goal programming기법, 그리고 계속적인 선형화 기법을 이용한다. 즉, 대규모 비선형 구조 최적화 문제를 비선형 goal programming형태로 전환시키는 일반적인 수식화 방법을 제시하고, 얻어진 비선형 goal 최적화 문제를 풀기 위한 계속적인 선형화 방법에 대해서도 논의한다. 설계도구로서 이 방법의 유효성을 논증하기 위하여 10, 25 및 200트러스의 사례를 가지고 응력제한조건들의 최소무게 구조 최적화 문제에 대한 해를 모색하며 이를 다른 연구결과와 비교검토한다.

• 경영과학
• /
• 제11권3호
• /
• pp.1-11
• /
• 1994

Recent advances in linear programming solution methodology have focused on interior point methods. This powerful new class of methods achieves significant reductions in computer time for large linear programs and solves problems significantly larger than previously possible. These methods can be examined from points of Fiacco and McCormick's barrier method, Lagrangian duality, Newton's method, and others. This study presents a primal-dual log barrier algorithm of interior point methods for linear programming. The primal-dual log barrier method is currently the most efficient and successful variant of interior point methods. This paper also addresses a Cholesky factorization method of symmetric positive definite matrices arising in interior point methods. A special structure of the matrices, called supernode, is exploited to use computational techniques such as direct addressing and loop-unrolling. Two dense matrix handling techniques are also presented to handle dense columns of the original matrix A. The two techniques may minimize storage requirement for factor matrix L and a smaller number of arithmetic operations in the matrix L computation.

• 한국경영과학회지
• /
• 제24권1호
• /
• pp.27-38
• /
• 1999

In this paper, Primal-Interior Dual-Simplex method(PIDS) and Dual-Interior Primal-Simplex method(DIPS) are developed for the general bounded linear programming. Two methods were implemented and compared with other pricing techniques for the Netlib. linear programming problems. For the PIDS, it shows superior performance to both most nagative rule and dual steepest-edge method since it practically reduces degenerate iterations and has property to reduce the problem. For the DIPS, pt requires less iterations and computational time than least reduced cost method. but it shows inferior performance to the dynamic primal steepest-edge method.

• 전기의세계
• /
• 제30권6호
• /
• pp.375-385
• /
• 1981

New algorithms are derived for nonlinear programming problems which are characterized by their large variables and equality and inequality constraints. The algorithms are based upon the introduction of the Dependent-Variable-Elimination method, Independent-Variable-Reduction method, Optimally-Ordered-Triangular-Factorization method, Equality-Inequality-Sequential-Satisfaction method, etc. For a case study problem relating to the optimal determination of load flow in a 10-bus, 13-line sample power system, several approaches are undertaken, such as SUMT, Lagrange's Multiplier method, sequential applications of linear and quadratic programming method. For applying the linear programming method, the conventional simplex algorithm is modified to the large-system-oriented one by the introduction of the Two-Phase method and Variable-Upper-Bounding method, thus resulting in remarkable savings in memory requirements and computing time. The case study shows the validity and effectivity of the algorithms presented herein.

• 대한전기학회:학술대회논문집
• /
• 대한전기학회 2004년도 심포지엄 논문집 정보 및 제어부문
• /
• pp.98-101
• /
• 2004

Linear Programming(LP) is the term used for defining a wide range of optimization problems in which the objective function to be minimized or maximized is linear in the unknown variables and the constraints are a combination of linear equalities and inequalities. LP problems occur in many real-life economic situations where profits are to be maximized or costs minimized with constraint limits on resources. While the simplex method introduced in a later reference can be used for hand solution of LP problems, computer use becomes necessary even for a small number of variables. Problems involving diet decisions, transportation, production and manufacturing, product mix, engineering limit analysis in design, airline scheduling, and so on are solved using computers. This technique is called Sequential Linear Programming (SLP). This paper describes LP's problems and solves a LP's problems using the neural networks.

• Journal of applied mathematics & informatics
• /
• 제17권1_2_3호
• /
• pp.121-144
• /
• 2005

In this paper, we propose unconstrained and constrained posynomial Geometric Programming (GP) problem with negative or positive integral degree of difficulty. Conventional GP approach has been modified to solve some special type of GP problems. In specific case, when the degree of difficulty is negative, the normality and the orthogonality conditions of the dual program give a system of linear equations. No general solution vector exists for this system of linear equations. But an approximate solution can be determined by the least square and also max-min method. Here, modified form of geometric programming method has been demonstrated and for that purpose necessary theorems have been derived. Finally, these are illustrated by numerical examples and applications.

• Journal of applied mathematics & informatics
• /
• 제29권3_4호
• /
• pp.831-846
• /
• 2011

There are several methods, in the literature, for finding the fuzzy optimal solution of fully fuzzy transportation problems (transportation problems in which all the parameters are represented by fuzzy numbers). In this paper, the shortcomings of some existing methods are pointed out and to overcome these shortcomings, a new method (based on fuzzy linear programming formulation) is proposed to find the fuzzy optimal solution of unbalanced fuzzy transportation problems with a new representation of trapezoidal fuzzy numbers. The advantages of the proposed method over existing method are discussed. Also, it is shown that it is better to use the proposed representation of trapezoidal fuzzy numbers instead of existing representation of trapezoidal fuzzy numbers for finding the fuzzy optimal solution of fuzzy transportation problems. To illustrate the proposed method a fuzzy transportation problem (FTP) is solved by using the proposed method and the obtained results are discussed. The proposed method is easy to understand and to apply for finding the fuzzy optimal solution of fuzzy transportation problems occurring in real life situations.

• Journal of the Korean Statistical Society
• /
• 제16권2호
• /
• pp.80-91
• /
• 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.