• Journal of the Korean Mathematical Society
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• v.47 no.4
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• pp.767-788
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• 2010

In this paper, we propose two limited memory BFGS algorithms with a nonmonotone line search technique for unconstrained optimization problems. The global convergence of the given methods will be established under suitable conditions. Numerical results show that the presented algorithms are more competitive than the normal BFGS method.

• Journal of the Korean Mathematical Society
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• v.47 no.6
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• pp.1253-1267
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• 2010

This paper considers the unconstrained global optimization with the revised filled function methods. The minimization sequence could leave from a local minimizer to a better minimizer of the objective function through minimizing an auxiliary function constructed at the local minimizer. Some promising numerical results are also included.

• Bulletin of the Korean Mathematical Society
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• v.50 no.3
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• pp.777-786
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• 2013

The purpose of this paper is to establish some relationships between proper efficiency of set-valued optimization problems and proper efficiency of vector variational-like inequalities under the assumptions of generalized cone-preinvexity. Our results extend and improve the corresponding results in the literature.

• Journal of the Chungcheong Mathematical Society
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• v.29 no.1
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• pp.29-35
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• 2016

In this paper, we consider a convex optimization problem with a convex integrable objective function and a geometric constraint set. We characterize the solution set of the problem when we know its one solution.

• Journal of the Chungcheong Mathematical Society
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• v.30 no.1
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• pp.31-40
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• 2017

In this paper, we consider a nonsmooth multiobjective robust optimization problem with more than two locally Lipschitz objective functions and locally Lipschitz constraint functions in the face of data uncertainty. We prove a nonsmooth sufficient optimality theorem for a weakly robust efficient solution of the problem. We formulate a Wolfe type dual problem for the problem, and establish duality theorems which hold between the problem and its Wolfe type dual problem.

• East Asian mathematical journal
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• v.27 no.5
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• pp.539-543
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• 2011

In this paper, we consider an optimization problem which consists a nonconvex quadratic objective function and two nonconvex quadratic constraint functions. We formulate its dual problem with semidefinite constraints, and we establish weak and strong duality theorems which hold between these two problems. And we give an example to illustrate our duality results. It is worth while noticing that our weak and strong duality theorems hold without convexity assumptions.

• Bulletin of the Korean Mathematical Society
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• v.30 no.1
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• pp.1-7
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• 1993

Vector optimization problems consist of two or more objective functions and constraints. Optimization entails obtaining efficient solutions. Geoffrion [3] introduced the definition of the properly efficient solution in order to eliminate efficient solutions causing unbounded trade-offs between objective functions. In 1974, Isermann [7] obtained a necessary and sufficient condition for an efficient solution of a linear vector optimization problem with linear constraints and showed that every efficient solution is a properly efficient solution. Since then, many authors [1, 2, 4, 5, 6] have extended the Isermann's results. In particular, Gulati and Islam [4] derived a necessary and sufficient condition for an efficient solution of a linear vector optimization problem with nonlinear constraints, under certain assumptions. In this paper, we consider the following nonlinear vector optimization problem (NVOP): (Fig.) where for each i, f$_{i}$ is a differentiable function from R$^{n}$ into R and g is a differentiable function from R$^{n}$ into R$^{m}$ .

• Proceeding of KASS Symposium
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• 2008.05a
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• pp.101-106
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• 2008

This paper describes a comparative study of genetic algorithm and mathematical programming technique applied in the design optimization of geodesic dome. In particular, the genetic algorithm adopted in this study uses the so-called re-birthing technique together with the standard GA operations such as fitness, selection, crossover and mutation to accelerate the searching process. The finite difference method is used to calculate the design sensitivity required in mathematical programming techniques and three different techniques such as sequential linear programming (SLP), sequential quadratic programming(SQP) and modified feasible direction method(MFDM) are consistently used in the design optimization of geodesic dome. The optimum member sizes of geodesic dome against several external loads is evaluated by the codes $ISADO-GA{\alpha}$ and ISADO-OPT. From a numerical example, we found that both optimization techniques such as GA and mathematical programming technique are very effective to calculate the optimum member sizes of three dimensional discrete structures and it can provide a very useful information on the existing structural system and it also has a great potential to produce new structural system for large spatial structures.

• Asian Pacific Journal of Cancer Prevention
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• v.14 no.10
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• pp.6151-6158
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• 2013

Radio frequency ablation (RFA) is an effective means of achieving local control of liver cancer. It is a particularly suitable mode of therapy for small and favorably located tumors. However, local progression rates are substantially higher for large tumors (>3.0 cm). In the current study, we report on a mathematical model based on geometric optimization to treat large liver tumors. A database of mathematical models relevant to the configuration of liver cancer was also established. The specific placement of electrodes and the frequency of ablation were also optimized. In addition, three types of liver cancer lesion were simulated by computer guidance incorporating mathematical models. This approach can be expected to provide a more effective and rationale mechanism for employing RFA in the therapy of hepatic carcinoma.

• Bulletin of the Korean Mathematical Society
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• v.51 no.1
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• pp.287-301
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• 2014

In this paper, we prove a necessary optimality theorem for a nonsmooth optimization problem in the face of data uncertainty, which is called a robust optimization problem. Recently, the robust optimization problems have been intensively studied by many authors. Moreover, we give examples showing that the convexity of the uncertain sets and the concavity of the constraint functions are essential in the optimality theorem. We present an example illustrating that our main assumptions in the optimality theorem can be weakened.