• Journal of applied mathematics & informatics
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• 제28권5_6호
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• pp.1239-1248
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• 2010

In this paper, an implementable BFGS bundle algorithm for solving a nonsmooth convex optimization problem is presented. The typical method minimizes an approximate Moreau-Yosida regularization using a BFGS algorithm with inexact function and the approximate gradient values which are generated by a finite inner bundle algorithm. The approximate subgradient of the objective function is used in the algorithm, which can make the algorithm easier to implement. The convergence property of the algorithm is proved under some additional assumptions.

• 한국경영과학회지
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• 제16권2호
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• pp.14-35
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• 1991

The purpose of this study is to develop an efficient exact algorithm for the problem of scheduling n in dependent jobs on m unequal parallel processors to minimize makespan. Efficient solutions are already known for the preemptive case. But for the non-preemptive case, this problem belongs to a set of strong NP-complete problems. Hence, it is unlikely that the polynomial time algorithm can be found. This is the reason why most investigations have bben directed toward the fast approximate algorithms and the worst-case analysis of algorithms. Recently, great advances have been made in mathematical theories regarding Lagrangean relaxation and the subgradient optimization procedure which updates the Lagrangean multipliers. By combining and the subgradient optimization procedure which updates the Lagrangean multipliers. By combining these mathematical tools with branch-and-bound procedures, these have been some successes in constructing pseudo-polynomial time algorithms for solving previously unsolved NP-complete problems. This study applied similar methodologies to the unequal parallel processor problem to find the efficient exact algorithm.

• 한국경영과학회지
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• 제16권2호
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• pp.13-35
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• 1991

The purpose of this study is to develop an efficient exact algorithm for the problem of scheduling n in dependent jobs on m unequal parallel processors to minimize makespan. Efficient solutions are already known for the preemptive case. But for the non-preemptive case, this problem belongs to a set of strong NP-complete problems. Hence, it is unlikely that the polynomial time algorithm can be found. This is the reason why most investigations have bben directed toward the fast approximate algorithms and the worst-case analysis of algorithms. Recently, great advances have been made in mathematical theories regarding Lagrangean relaxation and the subgradient optimization procedure which updates the Lagrangean multipliers. By combining and the subgradient optimization procedure which updates the Lagrangean multipliers. By combining these mathematical tools with branch-and-bound procedures, these have been some successes in constructing pseudo-polynomial time algorithms for solving previously unsolved NP-complete problems. This study applied similar methodologies to the unequal parallel processor problem to find the efficient exact algorithm.

• Journal of applied mathematics & informatics
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• 제23권1_2호
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• pp.361-367
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• 2007

In this paper we propose an implementable method for solving a nonsmooth convex optimization problem by combining Moreau-Yosida regularization, bundle and quasi-Newton ideas. The method we propose makes use of approximate subgradients of the objective function, which makes the method easier to implement. We also prove the convergence of the proposed method under some additional assumptions.

• 대한수학회보
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• 제59권4호
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• pp.1019-1044
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• 2022

In this paper, we propose new algorithms for solving equilibrium and multivalued variational inequality problems in a real Hilbert space. The first algorithm for equilibrium problems uses only one approximate projection at each iteration to generate an iteration sequence converging strongly to a solution of the problem underlining the bifunction is pseudomonotone. On the basis of the proposed algorithm for the equilibrium problems, we introduce a new algorithm for solving multivalued variational inequality problems. Some fundamental experiments are given to illustrate our algorithms as well as to compare them with other algorithms.