• East Asian mathematical journal
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• 제36권1호
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• pp.91-99
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• 2020

This paper obtains an explicit expression for a debtor's consumption, porfolio and time for filing for bankruptcy when the debtor is subject to upper bound on consumption rate. The utility of consumption is CRRA type and the dynamic programming principle is applied.

• 충청수학회지
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• 제26권1호
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• pp.85-90
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• 2013

We use the dynamic programming method to investigate the optimal consumption and investment problem with regime-switching. We derive the optimal solutions in closed-form with constant absolute risk aversion (CARA) utility.

• East Asian mathematical journal
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• 제35권3호
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• pp.289-296
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• 2019

We establish necessary and sufficient optimality conditions for a nonsmooth fractional robust optimization programming problems. Moreover, we prove the weak and strong duality theorems under (V, ${\rho}$)-invexity assumption.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 1994년도 춘계공동학술대회논문집; 창원대학교; 08월 09일 Apr. 1994
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• pp.504-504
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• 1994

• 응용통계연구
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• 제18권2호
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• pp.421-434
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• 2005

기계학습은 패턴분류의 한 도구로써 광범위하게 연구되고 있다. 기계학습 방법들 중에서 서포트 벡터 기계(Support Vector Machines)는 많은 분야에서 연구되어지는 것으로 이진 패턴 분류문제에서 고차원의 특징공간에서 두 집합들 사이에 가장 큰 분리를 제공하는 최대 여유도(margin)를 가지는 분리 초평면을 찾는 것이다. 최대 여유도의 분리의 개념에 기초하여 Mangasarian(1968)은 다중-표면 방법(multi-surface method)을 제안하였고, 1980년대에 목적 계획법을 이용한 방법들이 광범위하게 개발되었다. 본 논문에서는 다목적 계획법과 목적 계획법을 이용한 수리계획법인 서포트 벡터 기계의 두가지 방법들을 제안하고 수치 예제들을 통하여 효용성에 대하여 논의하고자 한다.

• Journal of Electrical Engineering and Technology
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• 제3권3호
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• pp.320-330
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• 2008

This paper presents an improved dynamic programming (IDP) approach to solve the economic power dispatch problem including transmission losses in power systems. A detailed mathematical derivation of recursive dynamic programming approach for the economic power dispatch problem with transmission losses is presented. The transmission losses are augmented with the objective function using price factor. The generalized expression for optimal scheduling of thermal generating units derived in this article can be implemented for the solution of the economic power dispatch problem of a large-scale system. Six-unit, fifteen-unit, and forty-unit sample systems with non-linear characteristics of the generator, such as ramp-rate limits and prohibited operating zones are considered to illustrate the effectiveness of the proposed method. The proposed method results have been compared with the results of genetic algorithm and particle swarm optimization methods reported in the literature. Test results show that the proposed IDP approach can obtain a higher quality solution with better performance.

• 한국경영과학회지
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• 제6권1호
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• pp.57-64
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• 1981

The continuous increase of crude oil consumption has struck great impact into the world economy, When we consider disadvantageous articles in contract for oil import, it would be desirable to import in batch the total quantity of crude oil contracted, but which is not available under the present situation which has many constraints This paper treats of the ways to deliver the crude oil in a given period so as to maximize the profit derived from the sales of oil products, To do this we should consider the prices of crude oil and oil products, inventory cost, transportation cost, oil refinement cost, and fluctuations of these parameters in a given period. The case of Korea Oil Corporation is treated in this paper to generalize the problem of crude oil transportation from Middle East and formulated in a mathematical programming. This programming is transformed into Dynamic Programming through specifing states, stages, payoffs, and recursive function. To clarify these procedure and methods, the case of Korea Oil Corporation is dealt with again and demonstrated in detail.

• 대한산업공학회지
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• 제23권1호
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• pp.39-54
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• 1997

This paper presents four process models for machining processes : 1) an economical mathematical model of machining process, 2) a prediction model for surface roughness, 3) a decision model for fuzzy cutting conditions, and 4) a judgment model of machinability with automatic selection of cutting conditions. Each model was developed the economic machining, and these models were applied to theories widely studied in industrial engineering which are nonlinear programming, computer simulation, fuzzy theory, and neural networks. The results of this paper emphasize the human oriented domain of a nonlinear programming problem. From a viewpoint of the decision maker, fuzzy nonlinear programming modeling seems to be apparently more flexible, more acceptable, and more reliable for uncertain, ill-defined, and vague problem situations.

• 전기의세계
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• 제30권6호
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• pp.375-385
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• 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.

• 한국수학교육학회지시리즈E:수학교육논문집
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• 제19권4호
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• pp.823-837
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• 2005

[ $T_EX$ ] is a typesetting system created by Donald E. Knuth for producing publication-quality scientific books and journals. It is famous for the line breaking algorithm, the formatting of complex mathematical formula, and the powerful macro programming capability. Recently $T_EX$ plays a new role of an automatic typesetting engine. The paper describes $T_EX$ in the framework of typography by comparing with DTP softwares and word processors.