• Proceedings of the Korean Operations and Management Science Society Conference
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• 2002.05a
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• pp.1044-1051
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• 2002

This paper proposes a two-phase mathematical programming approach by considering classification gap to solve the proposed credit scoring problem so as to complement any theoretical shortcomings. Specifically, by using the linear programming (LP) approach, phase 1 is to make the associated decisions such as issuing grant of credit or denial of credit to applicants. or to seek any additional information before making the final decision. Phase 2 is to find a cut-off value, which minimizes any misclassification penalty (cost) to be incurred due to granting credit to 'bad' loan applicant or denying credit to 'good' loan applicant by using the mixed-integer programming (MIP) approach. This approach is expected to and appropriate classification scores and a cut-off value with respect to deviation and misclassification cost, respectively. Statistical discriminant analysis methods have been commonly considered to deal with classification problems for credit scoring. In recent years, much theoretical research has focused on the application of mathematical programming techniques to the discriminant problems. It has been reported that mathematical programming techniques could outperform statistical discriminant techniques in some applications, while mathematical programming techniques may suffer from some theoretical shortcomings. The performance of the proposed two-phase approach is evaluated in this paper with line data and loan applicants data, by comparing with three other approaches including Fisher's linear discriminant function, logistic regression and some other existing mathematical programming approaches, which are considered as the performance benchmarks. The evaluation results show that the proposed two-phase mathematical programming approach outperforms the aforementioned statistical approaches. In some cases, two-phase mathematical programming approach marginally outperforms both the statistical approaches and the other existing mathematical programming approaches.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.6 no.3
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• pp.232-239
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• 2006

This paper is for applying interactive fuzzy linear programming for the problem of product mix planning, which is one of the aggregate planning problem. We developed a modified algorithm, which has two-phase approach for interactive fuzzy linear programming to get a better solution. Adding two-phase method, we expect to obtain not only the highest membership degree, but also a better utilization of each constrained resource.

• Journal of Ocean Engineering and Technology
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• v.29 no.3
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• pp.263-269
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• 2015

This paper proposes a new approach for solving the weather routing problem by dividing it into two phases with the goal of fuel saving. The problem is to decide two optimal variables: the heading angle and speed of the ship under several constraints. In the first phase, the optimal route is obtained using the Real-Time Adaptive A* algorithm with a fixed ship speed. In other words, only the heading angle is decided. The second phase is the speed scheduling phase. In this phase, the original problem, which is a nonlinear optimization problem, is converted into a geometric programming problem. By solving this geometric programming problem, which is a convex optimization problem, we can obtain an optimal speed scheduling solution very efficiently. A simple case of numerical simulation is conducted in order to validate the proposed method, and the results show that the proposed method can save fuel compared to a constant engine output voyage and constant speed voyage.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.55 no.11
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• pp.447-452
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• 2006

This paper presents a scheme to solve the congestion problem with phase-shifting transformer(PST) controls and power generation controls using linear programming method. A good design of PST and power generation control can improve total transfer capability(TTC) in interconnected systems. This paper deals with an application of optimization technique for TTC calculation. Linear programming method is used to maximize power flow of tie line subject to security constraints such as voltage magnitude and real power flow in interconnected systems. The results are compared with that of repeat power flow(RPF) and sequential quadratic programming(SQP). The proposed method is applied to 10 machines 39 buses model systems to show its effectiveness.

• Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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• 2005.07a
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• pp.15-16
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• 2005

Chalcogenide phase change memory has high performance to be next generation memory, because it is a nonvolatile memory processing high programming speed, low programming voltage, high sensing margin, low consumption and long cycle duration. We have developed a new material of PRAM with $Ge_1Se_1Te_2$. This material has been propose to solve the high energy consumption and high programming current. We have investigated the phase transition behaviors in function of various process factor including contact size, cell size, and annealing time. As a result, we have observed that programming voltage and writing current of $Ge_1Se_1Te_2$ are more improved than $Ge_2Sb_2Te_5$ material.

• Industrial Engineering and Management Systems
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• v.11 no.1
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• pp.1-10
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• 2012

Supplier selection is an essential task within the purchasing function of supply chain management because it provides companies with opportunities to reduce various costs and realize stable and reliable production. However, many companies find it difficult to determine which suppliers should be targeted as each of them has varying strengths and weaknesses in performance which require careful screening by the purchaser. Moreover, information required to assess suppliers is not known precisely and typically fuzzy in nature. In this paper, therefore, fuzzy multi-objective linear programming (fuzzy MOLP) is presented under fuzzy goals: cost minimization, service level maximization and purchasing risk. To solve the problem, we introduce an enhanced two-phase approach of fuzzy linear programming for the supplier selection. In formulated problem, Analytical Hierarchy Process (AHP) is used to determine the weights of criteria, and Taguchi Loss Function is employed to quantify purchasing risk. Finally, we provide a set of alternative solution which enables decision maker (DM) to select the best compromise solution based on his/her preference. Numerical experiment is provided to demonstrate our approach.

• Journal of the Korean Society of Safety
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• v.12 no.1
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• pp.122-128
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• 1997

A new approach, called "two-phase approach", has been proposed In this study. Using this approach to solve MONLP(multiobjective nonlinear programming problem), the solution process is divied into two phase. In the first phase, the min-operator is used to aggregate the membership degree of fuzzy goals and constraints. In the second phase, the $\gamma$-operator is used to test and find an efficient solution in the sense of nondominated. It has been shown that no matter what the solution of the problem is unique or not, an efficient solution can be always obtained at the second phase. The proposed approach can be applied to industrial safety problem with multiobjective problems. On the basis of proposed approach, an illustrative numerical example is presented.presented.

• Journal of the Korea Society of Computer and Information
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• v.14 no.2
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• pp.27-35
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• 2009

Integer programming is a very effective technique for searching optimal solution of combinatorial optimization problems. However, its applicability is limited to linear models. In this paper, I propose an effective method for solving a nonlinear optimization problem by integrating the powerful search performance of integer programming and the flexibility of neighborhood search algorithms. In the first phase, integer programming is executed with subproblem which can be represented as a linear form from the given problem. In the second phase, a neighborhood search algorithm is executed with the whole problem by taking the result of the first phase as the initial solution. Through the experimental results using a nonlinear maximal covering problem, I confirmed that such a simple integration method can produce far better solutions than a neighborhood search algorithm alone. It is estimated that the success is primarily due to the powerful performance of integer programming.

• International Journal of Reliability and Applications
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• v.12 no.2
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• pp.79-94
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• 2011

Redundancy-reliability allocation problems in multi-stage series-parallel systems are addressed in this study. Fuzzy programming techniques are proposed for finding satisfactory solutions. First, a multi-objective programming model is formulated for simultaneously maximizing system reliability and minimizing system total cost. Due to the nature of uncertainty in the problem, the fuzzy set theory and technique are used to convert the deterministic multi-objective programming model into a fuzzy nonlinear programming problem. A heuristic method is developed to get satisfactory solutions for the fuzzy nonlinear programming problem. A Pareto optimal solution is found with maximal degree of satisfaction from the interception area of fuzzy sets. A case study that is related to the electronic control unit installed on aircraft engine over-speed protection system is used to implement the developed approach. Results suggest that the developed fuzzy multi-objective programming model can effectively resolve the fuzzy and uncertain problem when design goals and constraints are not clearly confirmed at the initial conceptual design phase.

• Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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• 2005.11a
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• pp.80-81
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• 2005

Chalcogenide phase change memory has high performance to be next generation memory, because it is a nonvolatile memory processing high programming speed, low programming voltage, high sensing margin, low consumption and long cycle duration. We have developed a sample of PRAM with thermal protected layer. We have investigated the phase transition behaviors in function of process factor including thermal protect layer. As a result, we have observed that set voltage and duration of protect layer are more improved than no protect layer.