• 충청수학회지
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• 제29권2호
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• pp.375-383
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• 2016

This paper investigates an optimal consumption, portfolio, and life insurance strategies of a family when there is a borrowing constraint and risk aversion change at the time of death of the breadwinner. A CRRA utility is employed and by using the dynamic programming method, we obtain analytic expressions for the optimal strategies.

• 대한산업공학회지
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• 제27권1호
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• pp.25-29
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• 2001

We present a two dimensional linear programming knapsack problem with the extended GUB constraint. The presented problem is an extension of the cardinality constrained linear programming knapsack problem. We identify some new properties of the problem and derive a solution algorithm based on the parametric analysis for the knapsack right-hand-side. The solution algorithm has a worst case time complexity of order O($n^2logn$). A numerical example is given.

• 한국경영과학회지
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• 제26권3호
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• pp.95-104
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• 2001

In this paper, we consider a maximin version of the linear programming knapsack problem with extended generalized upper bound (GUB) constraints. We solve the problem efficiently by exploiting its special structure without transforming it into a standard linear programming problem. We present an O(n$^3$) algorithm for deriving the optimal solution where n is the total number of problem variables. We illustrate a numerical example.

• 지능정보연구
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• 제12권4호
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• pp.73-90
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• 2006

인터넷을 통한 온라인 구매에 소비자들은 현 탐색엔진 및 웹 구조의 한계와 의사결정 도구의 부족으로 많은 어려움을 겪는다. 이 논문은 인터넷 쇼핑의 상황에서 소비자가 결정해야 하는 의사결정 문제를 상정하고 지능형 에이전트 구축을 통하여 그 의사결정 과정을 돕는 의사결정의 틀을 제시한다. 이 에이전트는 의미 웹 환경에서 한정도메인 제약식 프로그래밍을 추론엔진으로 삼아 의사결정을 돕는다. 이를 통해 의미웹과 제약식 프로그래밍의 두 기술의 결합이 인터넷 쇼핑 시 소비자가 겪게 되는 어려움을 어떻게 해결하는지를 제시한다.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 2005년도 추계학술대회 및 정기총회
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• pp.10-26
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• 2005

In our model, we keep inventory to satisfy uncertain demands which arrives irregularly. In this situation, we have additional two constraints. First, we need to have certain amount of order consolidation (consolidation constraint) for the orders to replenish the inventory because of production or purchase constraint. And also, if we order at a certain date which was set by administrative convenience, we have amount constraint to order the consolidated order demands (capacity constraint). We showed this variant inventory policy is needed in steel industry and note that there will be possible similar case in industry. To deal with this case, we invented a variant replenishment policy and show this policy is superior to other possible polices in the consolidation constraint case by extensive simulation. And we derive a combined solution method for dealing with the capacity constraints in addition to the consolidation constraints. For this, we suggest a combined solution method of integer programming and simulation.

• 한국경영과학회지
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• 제31권2호
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• pp.99-112
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• 2006

In our model, we keep inventory to satisfy uncertain demands which arrives irregularly. In this situation, we have additional two constraints. First, we need to have certain amount of order consolidation (consolidation constraint) for the orders to replenish the inventory because of production or purchase amount constraint. And also, if we order at a certain date which was set by administrative convenience, we have capacity constraint to order the consolidated order demands (capacity constraint). We show this variant inventory policy is needed in steel industry and note that there will be possible similar case in industry. To deal with this case, we invent a variant replenishment policy and show this policy is superior to other possible polices in the consolidation constraint case by extensive simulation. And we derive a combined solution method for dealing with the capacity constraints in addition to the consolidation constraints. For this, we suggest a combined solution method of integer programming and simulation.

• 한국컴퓨터정보학회논문지
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• 제15권9호
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• pp.47-55
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• 2010

선형 제약 만족 최적화 문제는 선형식으로 표현 가능한 목적함수 및 복잡한 제약조건을 포함하는 조합 최적화 문제를 의미한다. 정수계획법은 이와 같은 문제를 해결하는 데 매우 효과적인 기법으로 알려져 있지만 문제의 규모가 커질 경우 준최적해를 도출하기까지 매우 많은 시간과 메모리를 요구한다. 본 논문에서는 지역 탐색과 정수계획법을 결합하여 탐색 성능을 향상할 수 있는 방안을 제시한다. 기본적으로 대상 문제의 해결을 위해 지역 탐색의 가장 단순한 형태인 단순 언덕오르기 탐색을 사용하되 이웃해 생성 시 정수계획법을 적용한다. 또한 부가적으로 초기해 생성을 위해 제약 프로그래밍을 활용한다. N-Queens 최대화 문제를 대상으로 한 실험 결과, 본 논문에서 제시한 기법을 통해 다른 탐색 기법들보다 훨씬 더 좋은 해를 도출할 수 있음을 확인할 수 있었다.

• Journal of Communications and Networks
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• 제8권1호
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• pp.85-92
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• 2006

In this paper, we study a wireless cellular network design problem. It consists of selecting the location of the base station controllers and mobile service switching centres, selecting their types, designing the network into a tree-topology, and selecting the link types, while considering the location and the demand of base transceiver stations. We propose a constraint programming model and develop a heuristic combining local search and constraint programming techniques to find very good solutions in a reasonable amount of time for this category of problem. Numerical results show that our approach, on average, improves the results from the literature.

• 한국산림과학회지
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• 제76권4호
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• pp.361-369
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• 1987

다목적(多目的) 산지이용(山地利用)은 산지이용(山地利用)의 효율성(效率性)을 제고(提高)하기 위한 경제학(經濟學)의 한 응용분야로서, 외국(外國)에서 임업경영(林業經營)에 널리 사용(使用)하는 기법(技法)이다. 본고(本稿)에서는 다목적(多目的) 경영(經營)을 위해 사용(使用)되는 수리계획법(數理計劃法)의 일종인 STEM과 제약조건법(制約條件法)을 임업분야(林業分野)에 도입 적용하여 가상자료에 의거 이들 방법간(方法間)의 장(長) 단점(短點)을 비교(比較) 검토(檢討)하였다.

• KIEAE Journal
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• 제2권4호
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• pp.65-72
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• 2002

In this study, the evaluation of environmental performance of the building energy system of domestic commercial sector was carried out. Based on the theory of linear programming model, we established an evaluation model satisfying object functions and constraint conditions. Employing the model, the evaluation of building energy system was performed under the consideration of cost and environmental constraint conditions. As an evaluation tool, MARKAL (MARKet Allocation) known as a market distribution model was employed. We analyzed scenarios of Case I (Base Scenarios) through Case IX established by the combination of the components of building energy system such as glazing, building skin, core, and heat source system. According to the results of the evaluation, highest contribution on the useful energy demand was obtained from the building energy system combined with solar heat source system, when the total amounts of $CO_2$ exhaust as an environmental constraint condition is assumed to be the level of 1995.