• 제목/요약/키워드: Optimal Programming

검색결과 1,336건 처리시간 0.025초

Optimal Base Station Clustering for a Mobile Communication Network Design

  • Hong, Jung-Man;Lee, Jong-Hyup;Lee, Soong-Hee
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제5권5호
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    • pp.1069-1084
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    • 2011
  • This paper considers an optimal base station clustering problem for designing a mobile (wireless) communication network. For a given network with a set of nodes (base stations), the problem is to optimally partition the set of nodes into subsets (each called a cluster) such that the associated inter-cluster traffic is minimized under certain topological constraints and cluster capacity constraints. In the problem analysis, the problem is formulated as an integer programming problem. The integer programming problem is then transformed into a binary integer programming problem, for which the associated linear programming relaxation is solved in a column generation approach assisted by a branch-and-bound procedure. For the column generation, both a heuristic algorithm and a valid inequality approach are exploited. Various numerical examples are solved to evaluate the effectiveness of the LP (Linear Programming) based branch-and-bound algorithm.

순차 컨벡스 프로그래밍을 이용한 충돌각 제어 비행궤적 최적화 (Trajectory Optimization for Impact Angle Control based on Sequential Convex Programming)

  • 권혁훈;신효섭;김윤환;이동희
    • 전기학회논문지
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    • 제68권1호
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    • pp.159-166
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    • 2019
  • Due to the various engagement situations, it is very difficult to generate the optimal trajectory with several constraints. This paper investigates the sequential convex programming for the impact angle control with the additional constraint of altitude limit. Recently, the SOCP(Second-Order Cone Programming), which is one area of the convex optimization, is widely used to solve variable optimal problems because it is robust to initial values, and resolves problems quickly and reliably. The trajectory optimization problem is reconstructed as convex optimization problem using appropriate linearization and discretization. Finally, simulation results are compared with analytic result and nonlinear optimization result for verification.

Optimal Controller Design of One Link Inverted Pendulum Using Dynamic Programming and Discrete Cosine Transform

  • Kim, Namryul;Lee, Bumjoo
    • Journal of Electrical Engineering and Technology
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    • 제13권5호
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    • pp.2074-2079
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    • 2018
  • Global state space's optimal policy is used for offline controller in the form of table by using Dynamic Programming. If an optimal policy table has a large amount of control data, it is difficult to use the system in a low capacity system. To resolve these problem, controller using the compressed optimal policy table is proposed in this paper. A DCT is used for compression method and the cosine function is used as a basis. The size of cosine function decreased as the frequency increased. In other words, an essential information which is used for restoration is concentrated in the low frequency band and a value of small size that belong to a high frequency band could be discarded by quantization because high frequency's information doesn't have a big effect on restoration. Therefore, memory could be largely reduced by removing the information. The compressed output is stored in memory of embedded system in offline and optimal control input which correspond to state of plant is computed by interpolation with Inverse DCT in online. To verify the performance of the proposed controller, computer simulation was accomplished with a one link inverted pendulum.

혼합 정수 비선형 계획법 기반 토공사 최적 장비 선정 방법 제시 (A Mixed Integer Nonlinear Programming Approach towards Optimal Earthmoving Equipment Selection)

  • 고용호;키앙;이수민;신도형;한승우
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2023년도 봄 학술논문 발표대회
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    • pp.223-224
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    • 2023
  • Optimal fleet management in the planning stage is one of the most critical activities that guarantee successful construction projects. In South Korea, the construction standard production rate database (CSPRD) is normally employed. However, when it comes to a trade-off problem that involves decision-making on optimal sets of equipment to perform a certain task, the method will require the planners' in-depth knowledge and experience regarding the target process and a time consuming estimation of the performance of every possible scenario must be conducted for the deduction of the optimal fleet management. On this account, this research paper proposes a lightweight method of using mixed integer nonlinear programming (MINLP) in multi-objective problems based on CSPRD-based mathematical equations to assist planners in the preplanning stage of choosing the optimal sets of types and size machinery to efficiently arrange the construction scheduling and budgeting.

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MILP MODELLING FOR TIME OPTIMAL GUIDANCE TO A MOVING TARGET

  • BORZABADI AKBAR H.;MEHNE HAMED H.
    • Journal of applied mathematics & informatics
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    • 제20권1_2호
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    • pp.293-303
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    • 2006
  • This paper describes a numerical scheme for optimal control of a time-dependent linear system to a moving final state. Discretization of the corresponding differential equations gives rise to a linear algebraic system. Defining some binary variables, we approximate the original problem by a mixed integer linear programming (MILP) problem. Numerical examples show that the resulting method is highly efficient.

Two Phase Algorithm in Optimal Control

  • Park, Chungsik;Lee, Tai-Yong
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1999년도 제14차 학술회의논문집
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    • pp.252-255
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    • 1999
  • Feed rate in the fed-batch reactor is the most important control variable in optimizing the reactor performance. Exact solution can be obtained only for limited cases of simple reactor. The complexity of the model equations makes it extremely difficult to solve fur the general class of system models. Evolutionary programming method is proposed to get the information of the profile types, and the final profile is calculated by that information. The modified evolutionary programming method is used to get the more optimal profiles and it is demonstrated that proposed method can solve a wide range of optimal control problems.

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OPTIMAL CONSUMPTION, PORTFOLIO, AND LIFE INSURANCE WITH BORROWING CONSTRAINT AND RISK AVERSION CHANGE

  • Lee, Ho-Seok
    • 충청수학회지
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    • 제29권2호
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    • pp.375-383
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    • 2016
  • This paper investigates an optimal consumption, portfolio, and life insurance strategies of a family when there is a borrowing constraint and risk aversion change at the time of death of the breadwinner. A CRRA utility is employed and by using the dynamic programming method, we obtain analytic expressions for the optimal strategies.

Multiobjective Optimization of Three-Stage Spur Gear Reduction Units Using Interactive Physical Programming

  • Huang Hong Zhong;Tian Zhi Gang;Zuo Ming J.
    • Journal of Mechanical Science and Technology
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    • 제19권5호
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    • pp.1080-1086
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    • 2005
  • The preliminary design optimization of multi-stage spur gear reduction units has been a subject of considerable interest, since many high-performance power transmission applications (e.g., automotive and aerospace) require high-performance gear reduction units. There are multiple objectives in the optimal design of multi-stage spur gear reduction unit, such as minimizing the volume and maximizing the surface fatigue life. It is reasonable to formulate the design of spur gear reduction unit as a multi-objective optimization problem, and find an appropriate approach to solve it. In this paper an interactive physical programming approach is developed to place physical programming into an interactive framework in a natural way. Class functions, which are used to represent the designer's preferences on design objectives, are fixed during the interactive physical programming procedure. After a Pareto solution is generated, a preference offset is added into the class function of each objective based on whether the designer would like to improve this objective or sacrifice the objective so as to improve other objectives. The preference offsets are adjusted during the interactive physical programming procedure, and an optimal solution that satisfies the designer's preferences is supposed to be obtained by the end of the procedure. An optimization problem of three-stage spur gear reduction unit is given to illustrate the effectiveness of the proposed approach.

AEW를 활용한 개인종신연금의 최적화 전략 (An Optimal Strategy for Private Life Annuity by Utilizing AEW)

  • 양재환;여윤경
    • 산업공학
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    • 제24권3호
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    • pp.173-186
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    • 2011
  • In this paper, we evaluate life annuity plans for Korean pre-retired single and married couple participating Korea National Pension (KNP) and find optimal life annuity strategy by using utility-based measurements called AEW (Annuity Equivalent Wealth). Specifically, we extend a previous study to obtain a detailed optimal combination of annuitizing age and wealth in terms of percentage of net wealth at the time of retirement. A nonlinear optimization model is formulated with the objective of maximizing utility on consumption and bequest, and the dynamic programming (DP) technique is used to solve this problem. We find that there exist consistent patterns in optimal combinations of annuitizing age and wealth. Also, for all cases the optimal combination is significantly better than several other combinations. The results indicate that using the optimal approach can be beneficial to practitioners in insurance industry and prospective purchasers of life annuity. We conclude the paper with some discussions and suggestions.

Approximate Dynamic Programming-Based Dynamic Portfolio Optimization for Constrained Index Tracking

  • Park, Jooyoung;Yang, Dongsu;Park, Kyungwook
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제13권1호
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    • pp.19-30
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    • 2013
  • Recently, the constrained index tracking problem, in which the task of trading a set of stocks is performed so as to closely follow an index value under some constraints, has often been considered as an important application domain for control theory. Because this problem can be conveniently viewed and formulated as an optimal decision-making problem in a highly uncertain and stochastic environment, approaches based on stochastic optimal control methods are particularly pertinent. Since stochastic optimal control problems cannot be solved exactly except in very simple cases, approximations are required in most practical problems to obtain good suboptimal policies. In this paper, we present a procedure for finding a suboptimal solution to the constrained index tracking problem based on approximate dynamic programming. Illustrative simulation results show that this procedure works well when applied to a set of real financial market data.