• Title/Summary/Keyword: Quadratic Integer Programming

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A Data-Mining-based Methodology for Military Occupational Specialty Assignment (데이터 마이닝 기반의 군사특기 분류 방법론 연구)

  • 민규식;정지원;최인찬
    • Journal of the military operations research society of Korea
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    • v.30 no.1
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    • pp.1-14
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    • 2004
  • In this paper, we propose a new data-mining-based methodology for military occupational specialty assignment. The proposed methodology consists of two phases, feature selection and man-power assignment. In the first phase, the k-means partitioning algorithm and the optimal variable weighting algorithm are used to determine attribute weights. We address limitations of the optimal variable weighting algorithm and suggest a quadratic programming model that can handle categorical variables and non-contributory trivial variables. In the second phase, we present an integer programming model to deal with a man-power assignment problem. In the model, constraints on demand-supply requirements and training capacity are considered. Moreover, the attribute weights obtained in the first phase for each specialty are used to measure dissimilarity. Results of a computational experiment using real-world data are provided along with some analysis.

The Optimal Mean-Variance Portfolio Formulation by Mathematical Planning (Mean-Variance 수리 계획을 이용한 최적 포트폴리오 투자안 도출)

  • Kim, Tai-Young
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.4
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    • pp.63-71
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    • 2009
  • The traditional portfolio optimization problem is to find an investment plan for securities with reasonable trade-off between the rate of return and the risk. The seminal work in this field is the mean-variance model by Markowitz, which is a quadratic programming problem. Since it is now computationally practical to solve the model, a number of alternative models to overcome this complexity have been proposed. In this paper, among the alternatives, we focus on the Mean Absolute Deviation (MAD) model. More specifically, we developed an algorithm to obtain an optimal portfolio from the MAD model. We showed mathematically that the algorithm can solve the problem to optimality. We tested it using the real data from the Korean Stock Market. The results coincide with our expectation that the method can solve a variety of problems in a reasonable computational time.

Bandwidth Allocation Under Multi-Level Service Guarantees of Downlink in the VLC-OFDM System

  • Liu, Shuangxing;Chi, Xuefen;Zhao, Linlin
    • Journal of the Optical Society of Korea
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    • v.20 no.6
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    • pp.704-715
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    • 2016
  • In this paper, we explore a low-complex bandwidth allocation (BA) scheme with multi-level service guarantees in VLC-OFDM systems. Effective capacity theory, which evaluates wireless channel capacity from a novel view, is utilized to model the system capacity under delay QoS constraints of the link layer. Since intensity modulation of light is used in the system, problems caused by frequency selectivity can be neglected. Then, the BA problem can be formulated as an integer programming problem and it is further relaxed and transformed into a concave one. Lagrangian formulation is used to reformulate the concave problem. Considering the inefficiency of traditional gradient-based schemes and the demand for distributed implementation in local area networks, we localize the global parameters and propose a quasi-distributed quadratic allocation algorithm to provide two-level service guarantees, the first level is QoS oriented, and the second level is QoE oriented. Simulations have shown the efficient performance of the proposed algorithm. The users with more stringent QoS requirements require more subcarriers to guarantee their statistical delay QoS requirements. We also analyze the effect of subcarrier granularity on the aggregate effective capacity via simulations.

Traffic Forecast Assisted Adaptive VNF Dynamic Scaling

  • Qiu, Hang;Tang, Hongbo;Zhao, Yu;You, Wei;Ji, Xinsheng
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.16 no.11
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    • pp.3584-3602
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    • 2022
  • NFV realizes flexible and rapid software deployment and management of network functions in the cloud network, and provides network services in the form of chained virtual network functions (VNFs). However, using VNFs to provide quality guaranteed services is still a challenge because of the inherent difficulty in intelligently scaling VNFs to handle traffic fluctuations. Most existing works scale VNFs with fixed-capacity instances, that is they take instances of the same size and determine a suitable deployment location without considering the cloud network resource distribution. This paper proposes a traffic forecasted assisted proactive VNF scaling approach, and it adopts the instance capacity adaptive to the node resource. We first model the VNF scaling as integer quadratic programming and then propose a proactive adaptive VNF scaling (PAVS) approach. The approach employs an efficient traffic forecasting method based on LSTM to predict the upcoming traffic demands. With the obtained traffic demands, we design a resource-aware new VNF instance deployment algorithm to scale out under-provisioning VNFs and a redundant VNF instance management mechanism to scale in over-provisioning VNFs. Trace-driven simulation demonstrates that our proposed approach can respond to traffic fluctuation in advance and reduce the total cost significantly.

Optimal Sequence Alignment Algorithm Using Space Division Technique (공간 분할 방법을 이용한 최적 서열정렬 알고리즘)

  • Ahn, Heui-Kook;Roh, Hi-Young
    • Journal of KIISE:Software and Applications
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    • v.34 no.5
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    • pp.397-406
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    • 2007
  • The problem of finding an optimal alignment between sequence A and B can be solved by dynamic programming algorithm(DPA) efficiently. But, if the length of string was longer, the problem might not be solvable because it requires O(m*n) time and space complexity.(where, $m={\mid}A{\mid},\;n={\mid}B{\mid}$) For space, Hirschberg developed a linear space and quadratic time algorithm, so computer memory was no longer a limiting factor for long sequences. As computers's processor and memory become faster and larger, a method is needed to speed processing up, although which uses more space. For this purpose, we present an algorithm which will solve the problem in quadratic time and linear space. By using division method, It computes optimal alignment faster than LSA, although requires more memory. We generalized the algorithm about division problem for not being divided into integer and pruned additional space by entry/exit node concept. Through the proofness and experiment, we identified that our algorithm uses d*(m+n) space and a little more (m*n) time faster than LSA.