• 충청수학회지
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• 제27권2호
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• pp.219-225
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• 2014

I use the dynamic programming approach to study the optimal consumption and investment problem with regime-switching and constant labor income. I derive the optimal solutions in closed-form with constant absolute risk aversion (CARA) utility and constant disutility.

• 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.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2004년도 춘계공동학술대회 논문집
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• pp.306-310
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• 2004

In this paper, we consider the Ring Loading Problem with integer demand splitting (RLP). The problem is given with a ring network, in which a required traffic requirement between each selected node pair must be routed on it. Each traffic requirement can be routed in both directions on the ring network while splitting each traffic requirement in two directions only by integer is allowed. The problem is to find an optimal routing of each traffic requirement which minimizes the capacity requirement. Here, the capacity requirement is defined as the maximum of traffic loads imposed on each link on the network. We formulate the problem as an integer program. By characterizing every extreme point solution to the LP relaxation of the formulation, we show that the optimal objective value of the LP relaxation is equal to p or p+0.5, where p is a nonnegative integer. We also show that the difference between the optimal objective value of RLP and that of the LP relaxation is at most 1. Therefore, we can verify that the optimal objective value of RLP is p+1 if that of the LP relaxation is p+0.5. On the other hand, we present a strengthened LP with size polynomially bounded by the input size, which provides enough information to determine if the optimal objective value of RLP is p or p+1.

• Journal of Electrical Engineering and Technology
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• 제12권6호
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• pp.2187-2195
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• 2017

In order to solve the AC optimal power flow (OPF) problem considering the generators' on/off status, it is necessary to model the problem as mixed-integer nonlinear programming (MINLP). Because the computation time to find the optimal solution to the mixed-integer AC OPF problem increases significantly as the system becomes larger, most of the existing solutions simplify the problem either by deciding the on/off status of generators using a separate unit commitment algorithm or by ignoring the minimum output of the generators. Even though this kind of simplification may make the overall computation time tractable, the results can be significantly erroneous. This paper proposes a novel algorithm for the mixed-integer AC OPF problem, which can provide a near-optimal solution quickly and efficiently. The proposed method is based on a combination of the outer approximation method and the relaxed AC OPF theory. The method is applied to a real-scale power system that has 457 generators and 2132 buses, and the result is compared to the branch-and-bound (B&B) method and the genetic algorithm. The results of the proposed method are almost identical to those of the compared methods, but computation time is significantly shorter.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2002년도 춘계 학술발표회 논문집
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• pp.1-5
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• 2002

We consider the problem of optimal bandwidth choice for nonparametric classification, based on kernel density estimators, where the problem of interest is distinguishing between two univariate distributions. When the densities intersect at a single point, optimal bandwidth choice depends on curvatures of the densities at that point. The problem of empirical bandwidth selection and classifying data in the tails of a distribution are also addressed.

• 대한수학회지
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• 제50권1호
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• pp.173-187
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• 2013

This paper studies the properties of solutions of the Riccati equation arising from the quadratic optimal control problem of the general damped second order system. Using the semigroup theory, we establish the weak differential characterization of the Riccati equation for a general class of the second order distributed systems with arbitrary damping terms.

• 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.

• 대한전기학회논문지
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• 제38권8호
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• pp.585-592
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• 1989

This paper presents an efficient algorithm for the reactive planning of transmission network under normal operating conditions. The optimal operation of a power system is a prerequisite to obtain the optimal investment planning. The operation problem is decomposed into a P-optimization module and a Q-optimization module, but both modules use the same objective function of generation cost. In the investment problem, a new variable decomposition technique is adopted which can operate the operation and the investment variables. The optimization problem is solved by using the gradient projection method (GPM).

• East Asian mathematical journal
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• 제17권2호
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• pp.375-383
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• 2001

In this paper we deal with the duality theory of optimality for an optimal control problem governed by a class of second order evolution equations. First we establish the dual control systems by using conjugate functions and then associate them to the original optimization problem.

• 한국컴퓨터정보학회논문지
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• 제20권10호
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• pp.77-83
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• 2015

This paper suggests heuristic algorithm to obtain optimal solution of minimum number of delay aircraft in airport arrivals/departures problem. This problem can be solved only mathematical optimization method. The proposed algorithm selects the minimum delays capacity in various airport capacities for number of arrivals/departures aircraft in $i^{th}$ time interval (15 minutes). In details, we apply median selection method and left-right selection method. This algorithm can be get the optimal solution of minimum number of delay aircraft for sixes actual experimental data.