• Communications for Statistical Applications and Methods
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• v.27 no.1
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• pp.129-140
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• 2020

In this paper, we introduce an efficient algorithm for the non-convex penalized multinomial logistic regression that can be uniformly applied to a class of non-convex penalties. The class includes most non-convex penalties such as the smoothly clipped absolute deviation, minimax concave and bridge penalties. The algorithm is developed based on the concave-convex procedure and modified local quadratic approximation algorithm. However, usual quadratic approximation may slow down computational speed since the dimension of the Hessian matrix depends on the number of categories of the output variable. For this issue, we use a uniform bound of the Hessian matrix in the quadratic approximation. The algorithm is available from the R package ncpen developed by the authors. Numerical studies via simulations and real data sets are provided for illustration.

• 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.

• The Transactions of the Korea Information Processing Society
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• v.7 no.6
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• pp.1867-1873
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• 2000

Function approximation from a set of input-output pairs has numerous applications in scientific and engineering areas. Support vector machine (SVM) is a new and very promising classification, regression and function approximation technique developed by Vapnik and his group at AT&TG Bell Laboratories. However, it has failed to establish itself as common machine learning tool. This is partly due to the fact that this is not easy to implement, and its standard implementation requires the use of optimization package for quadratic programming (QP). In this appear we present simple iterative Kernel Adatron (KA) algorithm for function approximation and compare it with standard SVM algorithm using QP.

• Bulletin of the Korean Mathematical Society
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• v.42 no.4
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• pp.837-849
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• 2005

In this paper, we obtain a successive quadratic programming algorithm for solving the semidefinite programming (SDP) relaxation of the binary quadratic programming. Combining with a randomized method of Goemans and Williamson, it provides an efficient approximation for the binary quadratic programming. Furthermore, its convergence result is given. At last, We report some numerical examples to compare our method with the interior-point method on Maxcut problem.

• Communications for Statistical Applications and Methods
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• v.19 no.5
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• pp.655-662
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• 2012

Classification is an important research field in pattern recognition with high-dimensional predictors. The support vector machine(SVM) is a penalized feature selector and classifier. It is based on the hinge loss function, the non-convex penalty function, and the smoothly clipped absolute deviation(SCAD) suggested by Fan and Li (2001). We developed the algorithm for the multiclass SVM with the SCAD penalty function using the local quadratic approximation. For multiclass problems we compared the performance of the SVM with the $L_1$, $L_2$ penalty functions and the developed method.

• Communications for Statistical Applications and Methods
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• v.19 no.1
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• pp.135-145
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• 2012

It is well known that the maximum likelihood estimator(MLE) in normal mixture models with unequal variances does not fall in the interior of the parameter space. Recently, a doubly smoothed maximum likelihood estimator(DS-MLE) (Seo and Lindsay, 2010) was proposed as a general alternative to the ordinary maximum likelihood estimator. Although this method gives a natural modification to the ordinary MLE, its computation is cumbersome due to intractable integrations. In this paper, we derive an EM algorithm for the DS-MLE under normal mixture models and propose a fast computational tool using a local quadratic approximation. The accuracy and speed of the proposed method is then presented via some numerical studies.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2000.05a
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• pp.130-133
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• 2000

In this paper, a new design methodology named FNNN(Fuzzy Polynomial Neural Network) algorithm is proposed to identify the structure and parameters of fuzzy model using PNN(Polynomial Neural Network) structure and a fuzzy inference method. The PNN is the extended structure of the GMDH(Group Method of Data Handling), and uses several types of polynomials such as linear, quadratic and modified quadratic besides the biquadratic polynomial used in the GMDH. The premise of fuzzy inference rules defines by triangular and gaussian type membership function. The fuzzy inference method uses simplified and regression polynomial inference method which is based on the consequence of fuzzy rule expressed with a polynomial such as linear, quadratic and modified quadratic equation are used. Each node of the FPNN is defined as fuzzy rules and its structure is a kind of neuro-fuzzy architecture Several numerical example are used to evaluate the performance of out proposed model. Also we used the training data and testing data set to obtain a balance between the approximation and generalization of proposed model.

• Transactions of the Korean Society of Mechanical Engineers
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• v.19 no.2
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• pp.433-442
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• 1995

For the line search of a multi-variable optimization, an efficient algorithm is presented. The algorithm sequentially employs several polynomial approximations such as 2-point quadratic interpolation, 3-point cubic interpolation/extrapolation and 4-point cubic interpolation/extrapolation. The order of polynomial function is automatically increased for improving the accuracy of approximation. The method of approximation (interpolation or extrapolation) is automatically switched by checking the slope information of the sample points. Also, for selecting the initial step length along the descent vector, a new approach is presented. The performance of the proposed method is examined by solving typical test problems such as mathematical problems, mechanical design problems and dynamic response problems.

• Structural Engineering and Mechanics
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• v.76 no.6
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• pp.799-821
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• 2020

The optimum design of truss structures is one of the significant categories in structural optimization that has widely been applied by researchers. In the present study, new mathematical programming called Consistent Approximation (CONAP) method is utilized for the simultaneous optimization of the size and shape of truss structures. The CONAP algorithm has already been introduced to optimize some structures and functions. In the CONAP algorithm, some important parameters are designed by employing design sensitivities to enhance the capability of the method and its consistency in various optimum design problems, especially structural optimization. The cross-sectional area of the bar elements and the nodal coordinates of the truss are assumed to be the size and shape design variables, respectively. The displacement, allowable stress and the Euler buckling stress are taken as the design constraints for the problem. In the proposed method, the primary optimization problem is replaced with a sequence of explicit sub-problems. Each sub-problem is efficiently solved using the sequential quadratic programming (SQP) algorithm. Several truss structures are designed by employing the CONAP method to illustrate the efficiency of the algorithm for simultaneous shape and size optimization. The optimal solutions are compared with some of the mathematical programming algorithms, the approximation methods and metaheuristic algorithms those reported in the literature. Results demonstrate that the accuracy of the optimization is improved and the convergence rate speeds up.

• Transactions of the Korean Society of Automotive Engineers
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• v.2 no.3
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• pp.21-32
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• 1994

The Problem of mechanical vibration is investigated for an automotive exhaust system. The vibrational reduction effect is systematically evaluated according to the attachment of the exhaust system. Moreover, the optimal attachment position of bellows is determined from the viewpoint of vibration isolation. The structure is analysed by the finite element technique where the geometry, the mass, the stiffness and the damping properties of the exhaust pipe are modeled. The validity of the developed model is verified by comparing with the experimental results. An optimization is carried out by the quadratic approximation algorithm. The reaction transferred to an automobile body by the hanger is considered ad the objective function. It is shown that the exhaust system which has the bellows at the optimal position is more effective for the vibrational characteristics than the others. It is also proved that this analytical method is quite useful in the design stage of the exhaust system.