• Industrial Engineering and Management Systems
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• 제14권1호
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• pp.11-21
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• 2015

The purpose of this research is to develop algorithms using the Differential Evolution Algorithm (DE) to solve a multi-objective, sources and stages location-allocation problem. The development process starts from the design of a standard DE, then modifies the recombination process of the DE in order improve the efficiency of the standard DE. The modified algorithm is called modified DE. The proposed algorithms have been tested with one real case study (large size problem) and 2 randomly selected data sets (small and medium size problems). The computational results show that the modified DE gives better solutions and uses less computational time than the standard DE. The proposed heuristics can find solutions 0 to 3.56% different from the optimal solution in small test instances, while differences are 1.4-3.5% higher than that of the lower bound generated by optimization software in medium and large test instances, while using more than 99% less computational time than the optimization software.

• 전자공학회논문지
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• 제50권3호
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• pp.155-159
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• 2013

본 연구에서는 정적 출력 되먹임 제어기를 구하기 위한 비선형 행렬 부등식 조건과 비선형 최적화 문제를 제안한다. 제안된 최적화 문제는 선형 행렬부등식 제약 조건과 비선형 목적함수를 가지며, 구조적인 제약이 있는 제어기 설계에도 적용할 수 있음을 보인다. 비선형 목적함수를 선형화시키고, 선형화된 최적화 문제를 반복적으로 푸는 방법으로 제안된 비선형 최적화 문제를 풀어 정적 출력 되먹임 제어기를 구할 수 있다. 제안된 방법을 실제 문제에 적용하여 그 유효성을 보인다.

• 대한산업공학회지
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• 제40권2호
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• pp.184-194
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• 2014

Numerous studies have been studied to provide an efficient solution for the Nurse Rostering Problem (NRP), most of which have suffered from its complexity arising from incorporating nurse's work shift and ability. The test-bed data for the NRP is released for the public Competition in 2010. This study suggests a new mixed integer programming for Nurse Rostering Problem and develops a hybrid approach, where a hierarchical decomposition and the corresponding optimization are combined. The computation experiment is performed to show that the suggested algorithms may give a better solution in various instances, compared to the one appeared in the literature.

• East Asian mathematical journal
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• 제34권1호
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• pp.1-16
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• 2018

We study an optimization problem for hyperbolic absolute risk aversion (HARA) utility function under two-factor Heston's stochastic volatility model. It is not possible to obtain an explicit solution because our financial market model is complicated. However, by using asymptotic analysis technique, we find the explicit forms of the approximations of the optimal value function and the optimal strategy for HARA utility function.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2003년도 ISIS 2003
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• pp.175-178
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• 2003

In recent years, several researchers have presented the extensive research reports on network optimization problems. In our real life applications, many important network problems are typically formulated as a Maximum flow model (MXF) or a Minimum Cost flow model (MCF). In this paper, we propose a Genetic Algorithm (GA) approach used a priority-based chromosome for solving the bicriteria network optimization problem including MXF and MCF models(MXF/MCF).

• 한국경영과학회:학술대회논문집
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• 한국경영과학회/대한산업공학회 2005년도 춘계공동학술대회 발표논문
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• pp.730-739
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• 2005

A common problem encountered in product or process design is the selection of optimal parameter levels which involve simultaneous consideration of multiresponse variables. A multiresponse problem is solved through three major stages: data collection, model building, and optimization. To date, various methods have been proposed for the optimization stage, including the desirability function approach and loss function approach. In this paper, we first propose a framework classifying the existing studies and then propose some promising directions for future research.

• 대한조선학회지
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• 제17권4호
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• pp.46-54
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• 1980

The ship structural design problem is formulated as a general nonlinear optimization problem with constraints. Characteristics of the general structural problems and various optimization techniques are discussed, with special emphasis on penalty function method for constrained problems. A simple example of the solution of a midship structure design of cargo vessel, which complies with the rules of the Korean Register of Shipping is shown using SUMT-exterior method with some search methods.

• Journal of information and communication convergence engineering
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• 제8권4호
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• pp.370-376
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• 2010

Ensemble learning is a method for improving the performance of classification and prediction algorithms. However, its performance can be degraded due to multicollinearity problem where multiple classifiers of an ensemble are highly correlated with. This paper proposes genetic algorithm-based optimization techniques of SVM ensemble to solve multicollinearity problem. Empirical results with bankruptcy prediction on Korea firms indicate that the proposed optimization techniques can improve the performance of SVM ensemble.

• 산업경영시스템학회지
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• 제21권45호
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• pp.253-263
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• 1998

This study presents a method of realizing the theoretical results of Demyanov in practice on a computer in order to produce a kind of constructive evidence for his theory and a practical method of getting numerical results for quasi-differentiab1e optimization problems which may arise in industry and science. A practical result for a restricted nondifferentiable optimization problem is experimented with a simle example.

• 소성∙가공
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• 제3권3호
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• pp.302-319
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• 1994

A new approach to die shape optimal design in bimetal extrusion of rods is presented. In this approach, the design problem is formulated as a constrained optimization problem incorporated with the finite element model, and optimization of the die shape is conducted on the basis of the design sensitivities. The combinations of the core and sleeve materials.