• Journal of the Korean Statistical Society
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• v.21 no.2
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• pp.201-207
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• 1992

The algorithm for obtaining the isotonic regression in simple tree order, the most basic and simplest model next to the simple order, is considered. We propose to call it "Pool-the-Maximum-Violators" algorithm (PMVA) in conjunction with the "Pool-Adjacent-Violators" algorithm (PAVA) in the simple order. The dual problem of obtaining the isotonic regression in simple tree order is our main concern. An intuitively appealing relation between the primal and the dual problems is demonstrated. The interesting difference is that in simple order the required number of pooling is at least the number of initial violating pairs and any path leads to the solution, whereas in the simple tree order it is at most the number of initial violators and there is only one advisable path although there may be some others leading to the same solution.o the same solution.

• Journal of Communications and Networks
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• v.13 no.6
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• pp.633-638
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• 2011

In this paper, we consider resource allocation with proportional fairness in the downlink orthogonal frequency division multiple access relay networks, in which relay nodes operate in decode-and-forward mode. A joint optimization problem is formulated for relay selection, subcarrier assignment and power allocation. Since the formulated primal problem is nondeterministic polynomial time-complete, we make continuous relaxation and solve the dual problem by Lagrangian dual decomposition method. A near-optimal solution is obtained using Karush-Kuhn-Tucker conditions. Simulation results show that the proposed algorithm provides superior system throughput and much better fairness among users comparing with a heuristic algorithm.

• Journal of applied mathematics & informatics
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• v.30 no.1_2
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• pp.127-133
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• 2012

We establish the polynomial convergence of a new class of path-following methods for SDLCP whose search directions belong to the class of directions introduced by Monteiro [3]. We show that the polynomial iteration-complexity bounds of the well known algorithms for linear programming, namely the short-step path-following algorithm of Kojima et al. and Monteiro and Alder, carry over to the context of SDLCP.

• Journal of the Korean Operations Research and Management Science Society
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• v.14 no.1
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• pp.16-26
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• 1989

The terminal layout problem is fundamental in may centralized computer networks, which is generated formulated as the capaciated minimum spanning tree problem (CMSTP). We present an implementation of the dual-based procedure to solve the CMSTP. Dual ascent procedure generates a good feasible solutions to the dual of the linear programming relaxation of CMSTP. A feasible primal solution to CMSTP can then be constructed based on this dual solution. This procedure can be used either as a stand-alone heuristic or, else, it can be incorporated into a branch and bound algorithm. A numerical result is given with quite favorable results.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.49 no.4
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• pp.161-167
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• 2000

This paper presents a new methodology that can evaluate transfer capability of composite power systems from the adequacy point of view in power system planning stages. First of all, to evaluate practical load supplying capability, nonlinear optimization problems of maximum load supplying capability(MLSC) and economic load supplying capability(ELSC) are formulated and solved by nonlinear primal-dual interior point method. Here, physical constraints considered in the optimization problems are the limits of bus voltage, line overloading, and real & reactive power generation. Also, an evaluation method of transfer capability is presented based on margins calculated by the MLSC and ELSC. Especially, to evaluate transfer capability flexibly, simple indices such as expected MLSC, transfer capability margin, and power not supplied are respectively proposed by considering (N-1) line outage probability. Numerical results on IEEE RTS 24, IEEE 118, and IEEE 300 bus system show that the proposed algorithm is effective and useful for power system planning stages.

• Journal of the Korea Society of Computer and Information
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• v.11 no.3
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• pp.141-149
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• 2006

In this paper, we introduce an improved algorithm for computing matrix triple product that commonly arises in primal-dual optimization method. In computing $P=AHA^{t}$, we devise a single pass algorithm that exploits the block diagonal structure of the matrix H. This one-phase scheme requires fewer floating point operations and roughly half the memory of the generic two-phase algorithm, where the product is computed in two steps, computing first $Q=HA^{t}$ and then P=AQ. The one-phase scheme achieved speed-up of 2.04 on Intel Itanium II platform over the two-phase scheme. Based on memory latency and modeled cache miss rates, the performance improvement was evaluated through performance modeling. Our research has impact on performance tuning study of complex sparse matrix operations, while most of the previous work focused on performance tuning of basic operations.

• Bulletin of the Korean Mathematical Society
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• v.53 no.6
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• pp.1831-1844
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• 2016

In this paper, we improve the full-Newton step infeasible interior-point algorithm proposed by Mansouri et al. [6]. The algorithm takes only one full-Newton step in a major iteration. To perform this step, the algorithm adopts the largest logical value for the barrier update parameter ${\theta}$. This value is adapted with the value of proximity function ${\delta}$ related to (x, y, s) in current iteration of the algorithm. We derive a suitable interval to change the parameter ${\theta}$ from iteration to iteration. This leads to more flexibilities in the algorithm, compared to the situation that ${\theta}$ takes a default fixed value.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.35 no.3
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• pp.259-266
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• 2011

We present a new dual sequential approximate optimization (SAO) algorithm called SD-TDQAO (sequential dual two-point diagonal quadratic approximate optimization). This algorithm solves engineering optimization problems with a nonlinear objective and nonlinear inequality constraints. The two-point diagonal quadratic approximation (TDQA) was originally non-convex and inseparable quadratic approximation in the primal design variable space. To use the dual method, SD-TDQAO uses diagonal quadratic explicit separable approximation; this can easily ensure convexity and separability. An important feature is that the second-derivative terms of the quadratic approximation are approximated by TDQA, which uses only information on the function and the derivative values at two consecutive iteration points. The algorithm will be illustrated using mathematical and topological test problems, and its performance will be compared with that of the MMA algorithm.

• Journal of the Korean Operations Research and Management Science Society
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• v.13 no.2
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• pp.9-17
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• 1988

This vehicle scheduling problem with multiple depots and multiple vehicle types (VMM) is to determine the optimal vehicle routes to minimize the total travel costs. The object of this paper is to develope an exact algorithm for the VMM. In this paper the VMM is transformed into a mathematical model of the vehicle problem with multiple depots. Then an efficient branch and bound algorithm is developed to obtain an exact solution for this model. In order to enhance the efficiency, this algorithm emphasizes the follows; First, a heuristic algorithm is developed to get a good initial upper bound. Second, an primal-dual approach is used to solve subproblems which are called the quasi-assignment problem, formed by branching strategy is presented to reduce the number of the candidate subproblems.

• Journal of the Korean Operations Research and Management Science Society
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• v.12 no.1
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• pp.34-44
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• 1987

The general vehicle routing problem has been studied by many researchers such as Christofides, et al. and Laporte, et al., but only limited effort has been devoted to developing the optimal algorithms. The purpose of this paper is to develop a branch and bound algorithm which determines the optimal vechicle routes and the optimal number of vehicles concurrenetly for the asymmetrical vehicle routing problem. In order to enhance the efficiency, this algorithm emphasizes the followings ; First, an efficient primal-dual approach is developed to solve subproblems which are called the specialized transportation problem, formed by relaxing the illegal subtour constraints from the vehicle routing problem, second, an improved branching scheme is developed to reduce the number of candidate subproblems by adequate utilization of vehicle capacity restrictions.