• 제목/요약/키워드: Quadratic Programming

검색결과 323건 처리시간 0.027초

선형문제에서의 퍼지집합 이용 (A use of fuzzy set in linear programming problems)

  • 전용진
    • 경영과학
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    • 제10권2호
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    • pp.1-9
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    • 1993
  • This paper shows the application of fuzzy set and nonlinear membership function to linear programming problems in a fuzzy environment. In contrast to typical linear programming problems, the objectives and constraints of the problem in a fuzzy environment are defined imprecisely. This paper describes that fuzzy linear programming models can be formulated using the basic concepts of membership functions and fuzzy sets, and that they can be solved by quadratic programming methods. In a numerical example, a linear programming problem with two constraints and two decision variables is provided to illustrate the solution procedure.

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재구성 가능한 회로 보드를 위한 새로운 Quadratic Boolean Programming 수식에 의한 분할 (Circuit Partitioning Using A New Quadratic Boolean Programming Formulation for Reconfigurable Circuit Boards)

  • 최연경;임종석
    • 대한전자공학회논문지SD
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    • 제37권2호
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    • pp.65-77
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    • 2000
  • 본 논문에서는 IC(Integrated Circuits) 칩들간의 배선 위상(topology)이 정해진 재구성 가능한(reconfigurable) FPGA(Field Programmable Gate Array) 기반 보드로의 회로 분할 문제로써 새로운 quadratic boolean programming 수식(formulation)을 제안한다. 본 수식의 목적은 회로 분할 시 사용하는 핀수와 네트들의 배선 길이의 합을 최소화하는 것이며 기존의 분할 방법에서 고려하는 제약조건 외에 서로 인접하지 않은 IC 칩들을 연결하기 위하여 다른 IC 칩을 통과(pass through)하는 네트들에 의해 사용되는 핀수도 고려한다. 또한 본 논문에서는 제안한 분할 문제를 효율적으로 해결하기 위하여 모듈 할당 방법으로 구성되어 있는 휴리스틱(heuristic) 분할 방법을 제안한다. 입력된 회로에 대하여 다른 분할 방법과 비교하여 실험한 결과 분할 문제의 주어진 제한들을 모두 만족하였다. 대부분의 배선된 회로에 대하여 핀 사용률이 적게 나타났으며 네트들의 사용한 배선 길이의 합은 최대 34.7% 적게 나타났다.

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새로운 부가 힘을 사용한 Quadratic Programming 기반의 표준셀 배치 (Quadratic Programming Based Standard-cell Placement with New Additional Force)

  • 강상구;임종석
    • 대한전자공학회논문지SD
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    • 제39권6호
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    • pp.34-43
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    • 2002
  • 본 논문은 quadratic programming(QP) 기반의 표준셀 배치에 대하여 다룬다. 본 논문은 QP 기반의 배치에서 발생하는 셀겹침을 제거하고 균등한 배치를 얻기 위하여 새로운 모델의 부가 힘을 제안한다 부가 힘(additional force)이란, 셀 사이의 연결과는 관계없이 배치영역 내의 셀의 분포 밀도에 의해 받게되는 힘을 의미한다. 본 논문에서는 부가 힘을 가상 고정셀(dummy fixed cell)에 의해 발생되는 힘으로 모델화하여 그것을 이용한 개략배치 방법을 제안한다. 제안한 배치방법에 의한 최종 배치결과를 TimberWolf v7.0과 Itools vl.4와 비교하였다. 제안된 배치기는 시간지연을 고려하지 않은 경우, 배선거리에서 TimberWolf v7.0에 비하여 평균 7.5% 향상된 결과를 얻었다. 시간지연을 고려했을 경우, 배선거리에서 Timberwolf v7.0에 비하여 평균 5.0% 향상된 결과를 얻었다. 그리고 Itools vl.4에는 비교할만한 결과를 얻었다.

A control allocation sterategy based on multi-parametric quadratic programming algorithm

  • Jeong, Tae-Yeong;Ji, Sang-Won;Kim, Young-Bok
    • 수산해양기술연구
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    • 제49권2호
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    • pp.153-160
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    • 2013
  • Control allocation is an important part of a system. It implements the function that map the desired command forces from the controller into the commands of the different actuators. In this paper, the authors present an approach for solving constrained control allocation problem in vessel system by using multi-parametric quadratic programming (mp-QP) algorithm. The goal of mp-QP algorithm applied in this study is to compute a solution to minimize a quadratic performance index subject to linear equality and inequality constraints. The solution can be pre-computed off-line in the explicit form of a piecewise linear (PWL) function of the generalized forces and constrains. The efficiency of mp-QP approach is evaluated through a dynamic positioning simulation for a vessel by using four tugboats with constraints about limited pushing forces and found to work well.

평균-분산 최적화 모형을 이용한 로버스트 선박운항 일정계획 (A Robust Ship Scheduling Based on Mean-Variance Optimization Model)

  • 박나래;김시화
    • 한국경영과학회지
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    • 제41권2호
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    • pp.129-139
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    • 2016
  • This paper presented a robust ship scheduling model using the quadratic programming problem. Given a set of available carriers under control and a set of cargoes to be transported from origin to destination, a robust ship scheduling that can minimize the mean-variance objective function with the required level of profit can be modeled. Computational experiments concerning relevant maritime transportation problems are performed on randomly generated configurations of tanker scheduling in bulk trade. In the first stage, the optimal transportation problem to achieve maximum revenue is solved through the traditional set-packing model that includes all feasible schedules for each carrier. In the second stage, the robust ship scheduling problem is formulated as mentioned in the quadratic programming. Single index model is used to efficiently calculate the variance-covariance matrix of objective function. Significant results are reported to validate that the proposed model can be utilized in the decision problem of ship scheduling after considering robustness and the required level of profit.

충청남도 논 경지규모별 농가비율 예측 -마르코프체인과 이차계획법을 중심으로- (Prediction of Household Ratio by Rice Farm Scale in ChungCheongnam-province - Focused on Markov Chains and Quadratic Programming -)

  • 김성록
    • 농촌지도와개발
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    • 제24권1호
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    • pp.1-8
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    • 2017
  • The Purpose of this study is to predict farm size per farming household in Chungcheongnam-province by using the Markov chains and Quadratic Programming.. The results are as follows; First, small-scale farms with less than 1.0ha of land are predicted to be still more than half (of total farming households) in 2025 as well. Second, large-scale farms with 3.0ha-5.0ha land and extra large-scale farms with over 5.0ha of land are predicted to gradually expand their proportion in total farm scale. Third, middle-scale farms with 1.0ha-3.0ha land are forecasted to be reduced in their relative proportion. It is required to take into account regional characteristics to improve the effectiveness of a rice industry policy. Therefore, this study has some significance in attempting to research on the ownership structure of rice production areas in consideration of target regions.

Optimum Risk-Adjusted Islamic Stock Portfolio Using the Quadratic Programming Model: An Empirical Study in Indonesia

  • MUSSAFI, Noor Saif Muhammad;ISMAIL, Zuhaimy
    • The Journal of Asian Finance, Economics and Business
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    • 제8권5호
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    • pp.839-850
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    • 2021
  • Risk-adjusted return is believed to be one of the optimal parameters to determine an optimum portfolio. A risk-adjusted return is a calculation of the profit or potential profit from an investment that takes into account the degree of risk that must be accepted to achieve it. This paper presents a new procedure in portfolio selection and utilizes these results to optimize the risk level of risk-adjusted Islamic stock portfolios. It deals with the weekly close price of active issuers listed on Jakarta Islamic Index Indonesia for a certain time interval. Overall, this paper highlights portfolio selection, which includes determining the number of stocks, grouping the issuers via technical analysis, and selecting the best risk-adjusted return of portfolios. The nominated portfolio is modeled using Quadratic Programming (QP). The result of this study shows that the portfolio built using the lowest Value at Risk (VaR) outperforms the market proxy on a risk-adjusted basis of M-squared and was chosen as the best portfolio that can be optimized using QP with a minimum risk of 2.86%. The portfolio with the lowest beta, on the other hand, will produce a minimum risk that is nearly 60% lower than the optimal risk-adjusted return portfolio. The results of QP are well verified by a heuristic optimizer of fmincon.

Two Stage Hybrid Optimization을 사용한 ESS 최적 운전 전략에 대한 연구 (A Study on ESS Optimal Operation Strategy Using Two Stage Hybrid Optimization)

  • 공은경;손진만
    • 전기학회논문지
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    • 제67권7호
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    • pp.833-839
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    • 2018
  • This paper presents an analysis and the methodology of optimal operation strategy of the ESS(Energy Storage System) for reduce electricity charges. Electricity charges consist of a basic charge based on the contract capacity and energy charge according to the power usage. In order to use electrical energy at minimal charge, these two factors are required to be reduced at the same time. QP(Quadratic Programming) is appropriate for minimization of the basic charge and LP(Linear Programmin) is adequate to minimize the energy charge. However, the integer variable have to be introduced for modelling of different charge and discharge efficiency of ESS PCS(Power Conversion System), where MILP(Mixed Integer Linear Programming) can be used. In this case, the extent to which the peak load savings is accomplished should be assumed before the energy charge is minimized. So, to minimize the electricity charge exactly, optimization is sequentially performed in this paper, so-called the Two Stage Hybird optimization, where the extent to which the peak load savings is firstly accomplished through optimization of basic charge and then the optimization of energy charge is performed with different charge and discharge efficiency of ESS PCS. Finally, the proposed method is analyzed quantitatively with other optimization methods.

2차 하수를 이용한 비 선형 패턴인식 알고리즘 구축 (Construction of A Nonlinear Classification Algorithm Using Quadratic Functions)

  • 김락상
    • 한국경영과학회지
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    • 제25권4호
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    • pp.55-65
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    • 2000
  • This paper presents a linear programming based algorithm for pattern classification. Pattern classification is being considered to be critical in the area of artificial intelligence and business applications. Previous methods employing linear programming have been aimed at two-group discrimination with one or more linear discriminant functions. Therefore, there are some limitations in applying available linear programming formulations directly to general multi-class classification problems. The algorithm proposed in this manuscript is based on quadratic or polynomial discriminant functions, which allow more flexibility in covering the class regions in the N-dimensional space. The proposed algorithm is compared with other competitive methods of pattern classification in experimental results and is shown to be competitive enough for a general purpose classifier.

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헬리곱터 꼬리 날개의 최적 설계 (Optimal Design of Helicopter Tailer Boom)

  • 한석영
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 1999년도 추계학술대회 논문집 - 한국공작기계학회
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    • pp.419-424
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    • 1999
  • In this paper, the comparison of the first order approximation schemes such as SLP (sequential linear programming), CONLIN(convex linearization), MMA(method of moving asymptotes) and the second order approximation scheme, SQP(sequential quadratic programming) was accomplished for optimization of and nonlinear structures. It was found that MMA and SQP(sequential quadratic programming) was accomplished for optimization of and nonlinear structures. It was found that MMA and SQP are the most efficient methods for optimization. But the number of function call of SQP is much more than that of MMA. Therefore, when it is considered with the expense of computation, MMA is more efficient than SQP. In order to examine the efficiency of MMA for complex optimization problem, it was applied to the helicopter tail boom considering column buckling and local wall buckling constraints. It is concluded that MMA can be a very efficient approximation scheme from simple problems to complex problems.

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