• Journal of Mechanical Science and Technology
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• 제20권10호
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• pp.1557-1566
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• 2006

We present a procedure for the application of global orthogonal polynomial into an atmospheric re-entry maneuvering problem. This trajectory optimization is imbedded in a family of canonically parameterized optimal control problem. The optimal control problem is transcribed to nonlinear programming via global orthogonal polynomial and is solved a sparse nonlinear optimization algorithm. We analyze the optimal trajectories with respect to the performance of re-entry maneuver.

• Nonlinear Functional Analysis and Applications
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• 제27권4호
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• pp.813-837
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• 2022

In this paper we consider inverse problem for a general class of nonlinear stochastic differential equations on Hilbert spaces whose generating operators (drift, diffusion and jump kernels) are unknown. We introduce a class of function spaces and put a suitable topology on such spaces and prove existence of optimal generating operators from these spaces. We present also necessary conditions of optimality including an algorithm and its convergence whereby one can construct the optimal generators (drift, diffusion and jump kernel).

• 한국컴퓨터정보학회논문지
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• 제17권9호
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• pp.139-147
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• 2012

본 논문에서는 할당 문제의 최적해를 간단히 찾을 수 있는 알고리즘을 제안하였다. 일반적으로 할당 문제의 최적해는 Hungarian 알고리즘으로 구한다. 제안된 알고리즘은 Hungarian 알고리즘의 4단계 수행 과정을 1단계로 단축시켰으며, 행과 열의 최소 비용만을 선택하여 비용을 감소시키는 최적화 과정을 거쳐 최적해를 구하였다. 제안된 알고리즘을 27개의 균형 할당 문제와 7개의 불균형 할당 문제에 적용한 결과 유전자 알고리즘으로 찾지 못한 최적해를 찾는데 성공하였다. 제안된 알고리즘은 Hungarian 알고리즘의 수행 복잡도 O($n^3$)을 O(n)으로 향상시켰다. 따라서 제안된 알고리즘은 Hungarian 알고리즘을 대체하여 할당 문제에 일반적으로 적용할 수 있는 알고리즘으로 널리 활용될 수 있을 것이다.

• Journal of Electrical Engineering and Technology
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• 제1권4호
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• pp.455-460
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• 2006

This paper presents the convergency property of the Auxiliary Problem Principle when it is applied to large-scale Optimal Power Flow problems with Distributed or Parallel computation features. The key features and factors affecting the convergence ratio and solution stability of APP are also analyzed.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2004년도 ICCAS
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• pp.1999-2004
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• 2004

Collision avoidance for the aircraft can be stated as a problem of maintaining a safe distance between aircrafts in conflict. Optimal collision avoidance problem seeks to minimize the given cost function while simultaneously satisfying the constraints. The cost function can be a function of time or input. This paper addresses the trajectory time-optimization problem for collision avoidance of the unmanned aerial vehicles. The problem is difficult to handle, because it is a two points boundary value problem with dynamic environment. Some simplifying algorithms are used for application in on-line operation. Although there are more complicated problems, by prediction of conflict time and some assumptions, we changed a dynamic environment problem into a static one.

• 산업공학
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• 제17권spc호
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• pp.69-78
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• 2004

This paper presents a simulated algorithm(SA) for the optimal reliability design problem of a series system with multiple component choices incorporated at each subsystem. The objective of the problem is to maximize the system reliability while satisfying some constraint on system budget. The problem is formulated as a nonlinear binary integer programming problem and characterized as an NP-hard problem. The SA algorithm is developed by introducing some solution-improvements methods. Numerical examples are tested and the results are compared. The results have demonstrated the efficiency and the effectiveness of the proposed SA algorithm.

• 전기학회논문지
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• 제56권10호
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• pp.1721-1730
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• 2007

SThis paper proposes a new dispatch scheduling algorithm in interconnected regional system operations. The dispatch scheduling formulated as mixed integer non-linear programming (MINLP) problem can efficiently be computed by generalized Benders decomposition (GBD) algorithm. GBD guarantees adequate computation speed and solution convergency since it decomposes a primal problem into a master problem and subproblems for simplicity. In addition, the inter-temporal optimal power flow (OPF) subproblem of the dispatch scheduling problem is comprised of various variables and constraints considering time-continuity and it makes the inter-temporal OPF complex due to increased dimensions of the optimization problem. In this paper, regional decomposition technique based on auxiliary problem principle (APP) algorithm is introduced to obtain efficient inter-temporal OPF solution through the parallel implementation. In addition, it can find the most economic dispatch schedule incorporating power transaction without private information open. Therefore, it can be expanded as an efficient dispatch scheduling model for interconnected system operation.

• Journal of applied mathematics & informatics
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• 제14권1_2호
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• pp.97-113
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• 2004

In this paper we shall study moving boundary problems, and we introduce an approach for solving a wide range of them by using calculus of variations and optimization. First, we transform the problem equivalently into an optimal control problem by defining an objective function and artificial control functions. By using measure theory, the new problem is modified into one consisting of the minimization of a linear functional over a set of Radon measures; then we obtain an optimal measure which is then approximated by a finite combination of atomic measures and the problem converted to an infinite-dimensional linear programming. We approximate the infinite linear programming to a finite-dimensional linear programming. Then by using the solution of the latter problem we obtain an approximate solution for moving boundary function on specific time. Furthermore, we show the path of moving boundary from initial state to final state.

• 산업공학
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• 제24권4호
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• pp.295-303
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• 2011

This paper presents a discrete time optimal asset buying problem with a predetermined final deadline where an available budget is limited. A cost is paid to search for assets called the search cost. A seller who shows up offers a price for the asset and then the buyer decides whether or not to buy the asset by comparing the offered price to his optimal selection threshold. When the budget becomes less than the search cost or the price of the asset the buyer can get a necessary loan with some interests. We clarify the properties of the buyer's optimal selection threshold in order to maximize the expected value of budget which is left after paying all the search costs and the price of the asset at that point in time.

• Journal of the Korean Statistical Society
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• 제30권1호
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• pp.163-178
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• 2001

We consider the experimental design problem of selecting values of design variables x for observation of a response y that depends on x and on model parameters $\theta$. The form of the dependence may be quite general, including all linear and nonlinear modeling situations. The goal of the design selection is to efficiently estimate functions of $\theta$. Three new criteria for selecting design points x are presented. The criteria generalized the usual Bayesian optimal design criteria to situations n which the prior distribution for $\theta$ amy be uncertain. We assume that there are several possible prior distributions,. The new criteria are applied to the nonlinear problem of designing to estimate the turning point of a quadratic equation. We give both analytic and computational results illustrating the robustness of the optimal designs based on the new criteria.