• KSCE Journal of Civil and Environmental Engineering Research
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• v.5 no.3
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• pp.49-59
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• 1985

Formulation of the geometric optimization for truss structures based on the elasticity theory turn out to be the nonlinear programming problem which has to deal with the Cross sectional area of the member and the coordinates of its nodes simultaneously. A few techniques have been proposed and adopted for the analysis of this nonlinear programming problem for the time being. These techniques, however, bear some limitations on truss shapes loading conditions and design criteria for the practical application to real structures. A generalized algorithm for the geometric optimization of the truss structures which can eliminate the above mentioned limitations, is developed in this study. The algorithm developed utilizes the two-phases technique. In the first phase, the cross sectional area of the truss member is optimized by transforming the nonlinear problem into SUMT, and solving SUMT utilizing the modified Newton-Raphson method. In the second phase, the geometric shape is optimized utilizing the unidirctional search technique of the Rosenbrock method which make it possible to minimize only the objective function. The algorithm developed in this study is numerically tested for several truss structures with various shapes, loading conditions and design criteria, and compared with the results of the other algorithms to examme its applicability and stability. The numerical comparisons show that the two-phases algorithm developed in this study is safely applicable to any design criteria, and the convergency rate is very fast and stable compared with other iteration methods for the geometric optimization of truss structures.

• The Korean Journal of Applied Statistics
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• v.35 no.2
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• pp.229-250
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• 2022

Since the publication of Markowitz's (1952) mean-variance portfolio model, research on portfolio optimization has been conducted in many fields. The existing mean-variance portfolio model forms a nonlinear convex problem. Applying Dantzig's linear programming method, it was converted to a linear form, which can effectively reduce the algorithm computation time. In this paper, we proposed a Dantzig perturbation portfolio model that can reduce management costs and transaction costs by constructing a portfolio with stable and small (sparse) assets. The average return and risk were adjusted according to the purpose by applying a perturbation method in which a certain part is invested in the existing benchmark and the rest is invested in the assets proposed as a portfolio optimization model. For a covariance estimation, we proposed a Gaussian kernel weight covariance that considers time-dependent weights by reflecting time-series data characteristics. The performance of the proposed model was evaluated by comparing it with the benchmark portfolio with 5 real data sets. Empirical results show that the proposed portfolios provide higher expected returns or lower risks than the benchmark. Further, sparse and stable asset selection was obtained in the proposed portfolios.

• Journal of Korean Society of Transportation
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• v.18 no.6
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• pp.89-99
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• 2000

To cope with the limits of conventional O-D trip matrix collecting methods, several approaches have been developed. One of them is bilevel Programming method Proposed by Yang(1995), which uses Sensitivity Analysis Based(SAB) algorithm to solve Generalized Least Square(GLS) problem. However, the SAB a1gorithm has revealed two critical short-comings. The first is that when there exists a significant difference between target O-D matrix and true O-D matrix, SAB algorithm may not produce correct solution. This stems from the heavy dependance on the historical O-D information, in special when gravel Patterns are dramatically changed. The second is the assumption of iterative linear approximation to original Problem. Because of the approximation, SAB algorithm has difficulty in converging to Perfect Stackelberg game condition. So as to avoid the Problems. we need a more robust and stable solution method. The main purpose of this Paper is to show the problem of the dependency of Previous models and to Propose an alternative solution method to handle it. The Problem of O-D matrix estimation is intrinsically nonlinear and nonconvex. thus it has multiple solutions. Therefore it is necessary to require a method for searching globa1 solution. In this paper, we develop a solution algorithm combined with genetic algorithm(GA) , which is widely used as probabilistic global searching method To compare the efficiency of the algorithm, SAB algorithm suggested by Yang et al. (1992,1995) is used. From the results of numerical example, the Proposed algorithm is superior to SAB algorithm irrespective of travel patterns.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.29B no.7
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• pp.52-61
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• 1992

An iterative scheme for computing the three-dimensional position and the surface orientation of an opaque object from a singel shaded image is proposed. This method demonstrates that calculating the depth(distance) between the camera and the object from one shaded video image is possible. Most previous research works on $'Shape from Shading$' problem, even in the $'Photometric Stereo Method$', invoved the determination of surface orientation only. To measure the depth of an object, depth of the object, and the reflectance properties of the surface. Assuming that the object surface is uniform Lambertian the measured intensity level at a given image pixel*x,y0becomes a function of surface orientation and depth component of the object. Derived Image Irradiance Equation can`t be solved without further informations since three unknown variables(p,q and D) are in one nonlinear equation. As an additional constraints we assume that surface satisfy smoothness conditions. Then equation can be solved relaxatively using standard methods of TEX>$'Calculus of VariationTEX>$'. After checking the sensitivity of the algorithm to the errors ininput parameters, the theoretical results is tested by experiments. Three objects (plane, cylinder, and sphere)are used. Thees initial results are very encouraging since they match the theoretical calculations within 20$\%$ error in simple experiments.> error in simple experiments.

• Journal of KIISE:Computer Systems and Theory
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• v.34 no.3
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• pp.124-131
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• 2007

Research field on crowd animation can be classified into two major categories. One is to offer realism of the crowd motion and the other is to improve speed of the animation. For the last decade, a lot of research on realism and behavior of crowd have been presented. But lately, research on improving speed seems like more interesting. Therefore, in this paper, we conducted an experiment to analyze what is the main bottleneck of crowd animation. As the result, we find out one of the most important bottleneck is the number of joints transformed in each animation frame. In order to resolve this problem we propose a novel level-of-detail technique 'motion level-of-detail', which is a joint-reduction technique operated in the pre-processing time. We used a non-linear optimization, SQP (sequential quadric programming), to generate the low detailed motions.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.40 no.4
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• pp.105-111
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• 2017

Vendor Managed Inventory is a well-known vendor-retailer coordination approach in supply chain management where the vendor manages inventory of the retailer and determines the order interval and order quantity for the retailer. To consider practical situation, the upper limit of inventory for the retailer is set. If the inventory level for the retailer exceeds the upper limit, then the penalty cost is charged to the retailer. Furthermore, maximum allowable inventory level is set for the vendor to prevent the vendor from keeping much inventory. Single-vendor multi-retailer supply chain model with upper limit of inventory for vendor and retailers is studied. All the retailers' are assumed to have the common cycle time, and a vendor manages retailers' inventory and replenishes products. The mathematical formulation is introduced to minimize the total cost including the penalty cost violating the upper limit of inventory for retailers with the constraint of maximum allowable inventory level. The solution procedure based on Karush-Kuhn-Tucker (KKT) conditions is derived. KKT conditions are often applied to find an optimal solution of nonlinear programming problem with constraints. An illustrative example is used to show the application of the proposed solution procedure. Furthermore, sensitivity analysis is done to find out the relationship between maximum allowable inventory level and other values such as order quantity, the number of shipment, vendor's cost, retailer's cost, and total cost. As maximum allowable inventory level decreases, the number of shipment decreases but total cost increases. Order quantity has the trend of decline and is affected by the number of shipment.

• Journal of Electrical Engineering and Technology
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• v.9 no.2
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• pp.433-440
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• 2014

In this study, a method for the low-carbon active distribution system (ADS) planning is proposed. It takes into account the impacts of both network capacity and demand correlation to the renewable energy accommodation, and incorporates demand response (DR) as an available resource in the ADS planning. The problem is formulated as a mixed integer nonlinear programming model, whereby the optimal allocation of renewable energy sources and the design of DR contract (i.e. payment incentives and default penalties) are determined simultaneously, in order to achieve the minimization of total cost and $CO_2$ emissions subjected to the system constraints. The uncertainties that involved are also considered by using the scenario synthesis method with the improved Taguchi's orthogonal array testing for reducing information redundancy. A novel cuckoo search (CS) is applied for the planning optimization. The case study results confirm the effectiveness and superiority of the proposed method.

• Journal of the Korea Society for Simulation
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• v.26 no.3
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• pp.105-113
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• 2017

This study considers an optimal investment planning for improving survivability from an air threat in the layered air defense system. To establish an optimization model, we first represent the layered air defense system as a network model, and then, present two optimization models minimizing the failure probability of counteracting an air threat subject to budget limitation, in which one deals with whether to invest and the other enables continuous investment on the subset of nodes. Nonlinear objective functions are linearized using log function, and we suggest dynamic programming algorithm and linear programing for solving the proposed models. After designing a layered air defense system based on a virtual scenario, we solve the two optimization problems and analyze the corresponding optimal solutions. This provides necessity and an approach for an effective investment planning of the layered air defense system.

• Journal of Korean Society of Transportation
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• v.17 no.4
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• pp.59-69
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• 1999

A Freeway corridor is a network consisting of a few Primary longitudinal roadways (freeway or major arterial) carrying a major traffic movement with interconnecting roads which offer the motorist alternative paths to his/her destination. Control measures introduced to ameliorate traffic performance in freeway corridors typically include ramp metering at the freeway entrances, and signal control at each intersections. During a severe freeway incident, on-ramp metering usually is not adequate to relieve congestion effectively. Diverting some traffic to the Parallel surface street to make full use of available corridor capacity will be necessary. This is the purpose of the traffic management system. So, an integrated traffic control scheme should include three elements. (a)on-ramp metering, (b)off-ramp diversion and (c)signal timing at surface street intersections. The purpose of this study is to develop an integrated optimal control model in a freeway corridor. By approximating the flow-density relation with a two-segment linear function. the nonlinear optimal control problem can be simplified into a set of Piecewise linear programming models. The formulated optimal-control Problem can be solved in real time using common linear program. In this study, program MPL(ver 4.0) is used to solve the formulated optimal-control problem. Simulation results with TSIS(ver 4.01) for a sample network have demonstrated the merits of the Proposed model and a1gorithm.

• Management & Information Systems Review
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• v.33 no.5
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• pp.85-95
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• 2014

This paper suggested an efficient mathematical model for strategic alliance of liner shipping companies. Even though a few previous research papers proposed the mathematical models for container slot chartering and allocation under liner shipping, those models were nonlinear and very difficult to solve. So their models had limits to apply them to real world problems. On the other hand, the model suggested in this paper is easy to solve and apply to real world problems because it is a integer linear programming model. This paper tried to apply the model to the same example problem as used in existing research paper. Excel add-in program, Premium Solver Platform was used to solve the problem and the optimal allocation and slot chartering for containers were able to be found easily. The result also showed that the total container shipping cost for applying the strategic alliance model was reduced compared to non-strategic alliance model.