• 제목/요약/키워드: Optimal problem

검색결과 5,118건 처리시간 0.032초

Differential Game Approach to Competitive Advertising Model

  • Park, Sung-Joo;Lee, Keon-Chang
    • 대한산업공학회지
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    • 제12권1호
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    • pp.95-105
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    • 1986
  • This paper presents an adaptive algorithm to generate a near-optimal closed-loop solution for a non-zero sum differential game by periodically updating the solutions of the two-point boundary-value problem. Applications to competitive advertising problem show that the adaptive algorithm can be used as an efficient tool to solve the differential game problem in which one player may take advantage of the other's non-optimal play.

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NECESSARY CONDITIONS FOR OPTIMAL CONTROL PROBLEM UNDER STATE CONSTRAINTS

  • KIM KYUNG-EUNG
    • 대한수학회지
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    • 제42권1호
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    • pp.17-35
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    • 2005
  • Necessary conditions for a deterministic optimal control problem which involves states constraints are derived in the form of a maximum principle. The conditions are similar to those of F.H. Clarke, R.B. Vinter and G. Pappas who assume that the problem's data are Lipschitz. On the other hand, our data are not continuously differentiable but only differentiable. Fermat's rule and Rockafellar's duality theory of convex analysis are the basic techniques in this paper.

Optimal channel allocation for cellular mobile system with nonuniform traffic distribution

  • Kim, Sehun;Chang, Kun-Nyeong
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1994년도 춘계공동학술대회논문집; 창원대학교; 08월 09일 Apr. 1994
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    • pp.303-312
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    • 1994
  • The problem of optimally allocating available communication channels in a cellular mobile system with nonuniform traffic distribution is considered. This problem is to minimize the weighted average blocking probability subject to cochannel interference constraints. We use the concept of pattern to deal with the problem more conveniently. Using Lagrangian relaxation and subgradient optimization techniques, we obtain high-quality solutions with information about their deviations from true optimal solutions. Computational experiments show that our method works very well.

Integer solution to the ring loading problem with demand splitting

  • Myung, Young-Soo
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 1996년도 추계학술대회발표논문집; 고려대학교, 서울; 26 Oct. 1996
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    • pp.125-128
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    • 1996
  • In this paper, we consider a ring loading problem, which arises in the design of SONET bidirectional rings. We deal with the case where demands are allowed to be split and routed in two different directions. Even if integral . demands are given, the optimal solution of the problem doesn't always have integral values. We present an efficient algorithm which produces an integral optimal solution.

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SENSITIVITY ANALYSIS OF A SHAPE CONTROL PROBLEM FOR THE NAVIER-STOKES EQUATIONS

  • Kim, Hongchul
    • Korean Journal of Mathematics
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    • 제25권3호
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    • pp.405-435
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    • 2017
  • We deal with a sensitivity analysis of an optimal shape control problem for the stationary Navier-Stokes system. A two-dimensional channel flow of an incompressible, viscous fluid is examined to determine the shape of a bump on a part of the boundary that minimizes the viscous drag. By using the material derivative method and adjoint variables for a shape sensitivity analysis, we derive the shape gradient of the design functional for the model problem.

A CONSUMPTION, PORTFOLIO AND RETIREMENT CHOICE PROBLEM WITH NEGATIVE WEALTH CONSTRAINTS

  • ROH, KUM-HWAN
    • 충청수학회지
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    • 제33권2호
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    • pp.293-300
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    • 2020
  • In this paper we study an optimal consumption, investment and retirement time choice problem of an investor who receives labor income before her voluntary retirement. And we assume that there is a negative wealth constraint which is a general version of borrowing constraint. Using convex-duality method, we provide the closed-form solutions of the optimization problem.

단거리 지대공 미사일의 최적배치에 관한 연구 (A Study on Optimal Allocation of Short Surface-to-Air Missile)

  • 이영해;남상억
    • 한국국방경영분석학회지
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    • 제26권1호
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    • pp.34-46
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    • 2000
  • The object of this study is to construct a model for an optimal allocation of short surface to air missile defending our targets most efficiently from hostile aircraft´s attack. For the purpose of this, we analyze and establish facility allocation concept of existing models, apply set covering theory appropriate to problem´s properties, present the process of calculating the probability of target being protected, apply Sherali-Kim´s branching variable selection strategy, and then construct the model. As constructed model apply the reducing problem with application, we confirm that we can apply the large scale, real problem.

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전문가시스템을 이용한 최적경로 탐색시스템(X-PATH)의 개발 (Development of Optimal-Path Finding System(X-PATH) Using Search Space Reduction Technique Based on Expert System)

  • 남궁성;노정현
    • 대한교통학회지
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    • 제14권1호
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    • pp.51-67
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    • 1996
  • The optimal path-finding problem becomes complicated when multiple variables are simultaneously considered such as physical route length, degree of congestion, traffic capacity of intersections, number of intersections and lanes, and existence of free ways. Therefore, many researchers in various fields (management science, computer science, applied mathematics, production planning, satellite launching) attempted to solve the problem by ignoring many variables for problem simplification, by developing intelligent algorithms, or by developing high-speed hardware. In this research, an integration of expert system technique and case-based reasoning in high level with a conventional algorithms in lower level was attempted to develop an optimal path-finding system. Early application of experienced driver's knowledge and case data accumulated in case base drastically reduces number of possible combinations of optimal paths by generating promising alternatives and by eliminating non-profitable alternatives. Then, employment of a conventional optimization algorithm provides faster search mechanisms than other methods such as bidirectional algorithm and $A^*$ algorithm. The conclusion obtained from repeated laboratory experiments with real traffic data in Seoul metropolitan area shows that the integrated approach to finding optimal paths with consideration of various real world constraints provides reasonable solution in a faster way than others.

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A Heuristic Algorithm for Optimal Facility Placement in Mobile Edge Networks

  • Jiao, Jiping;Chen, Lingyu;Hong, Xuemin;Shi, Jianghong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제11권7호
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    • pp.3329-3350
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    • 2017
  • Installing caching and computing facilities in mobile edge networks is a promising solution to cope with the challenging capacity and delay requirements imposed on future mobile communication systems. The problem of optimal facility placement in mobile edge networks has not been fully studied in the literature. This is a non-trivial problem because the mobile edge network has a unidirectional topology, making existing solutions inapplicable. This paper considers the problem of optimal placement of a fixed number of facilities in a mobile edge network with an arbitrary tree topology and an arbitrary demand distribution. A low-complexity sequential algorithm is proposed and proved to be convergent and optimal in some cases. The complexity of the algorithm is shown to be $O(H^2{\gamma})$, where H is the height of the tree and ${\gamma}$ is the number of facilities. Simulation results confirm that the proposed algorithm is effective in producing near-optimal solutions.

요청한 작업 경로에 따른 매니퓰레이터의 기구학적 변수 선정을 위한 군집 지능 기반 최적 설계 (Swarm Intelligence-based Optimal Design for Selecting the Kinematic Parameters of a Manipulator According to the Desired Task Space Trajectory)

  • 이준우
    • 한국생산제조학회지
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    • 제25권6호
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    • pp.504-510
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    • 2016
  • Robots are widely utilized in many fields, and various demands need customized robots. This study proposes an optimal design method based on swarm intelligence for selecting the kinematic parameter of a manipulator according to the task space trajectory desired by the user. The optimal design method is dealt with herein as an optimization problem. This study is based on swarm intelligence-based optimization algorithms (i.e., ant colony optimization (ACO) and particle swarm optimization algorithms) to determine the optimal kinematic parameters of the manipulator. The former is used to select the optimal kinematic parameter values, whereas the latter is utilized to solve the inverse kinematic problem when the ACO determines the parameter values. This study solves a design problem with the PUMA 560 when the desired task space trajectory is given and discusses its results in the simulation part to verify the performance of the proposed design.