• 제목/요약/키워드: bound approximation

검색결과 113건 처리시간 0.032초

A Berry-Esseen Type Bound in Kernel Density Estimation for a Random Left-Truncation Model

  • Asghari, P.;Fakoor, V.;Sarmad, M.
    • Communications for Statistical Applications and Methods
    • /
    • 제21권2호
    • /
    • pp.115-124
    • /
    • 2014
  • In this paper we derive a Berry-Esseen type bound for the kernel density estimator of a random left truncated model, in which each datum (Y) is randomly left truncated and is sampled if $Y{\geq}T$, where T is the truncation random variable with an unknown distribution. This unknown distribution is estimated with the Lynden-Bell estimator. In particular the normal approximation rate, by choice of the bandwidth, is shown to be close to $n^{-1/6}$ modulo logarithmic term. We have also investigated this normal approximation rate via a simulation study.

Fast Mixed-Integer AC Optimal Power Flow Based on the Outer Approximation Method

  • Lee, Sungwoo;Kim, Hyoungtae;Kim, Wook
    • Journal of Electrical Engineering and Technology
    • /
    • 제12권6호
    • /
    • pp.2187-2195
    • /
    • 2017
  • In order to solve the AC optimal power flow (OPF) problem considering the generators' on/off status, it is necessary to model the problem as mixed-integer nonlinear programming (MINLP). Because the computation time to find the optimal solution to the mixed-integer AC OPF problem increases significantly as the system becomes larger, most of the existing solutions simplify the problem either by deciding the on/off status of generators using a separate unit commitment algorithm or by ignoring the minimum output of the generators. Even though this kind of simplification may make the overall computation time tractable, the results can be significantly erroneous. This paper proposes a novel algorithm for the mixed-integer AC OPF problem, which can provide a near-optimal solution quickly and efficiently. The proposed method is based on a combination of the outer approximation method and the relaxed AC OPF theory. The method is applied to a real-scale power system that has 457 generators and 2132 buses, and the result is compared to the branch-and-bound (B&B) method and the genetic algorithm. The results of the proposed method are almost identical to those of the compared methods, but computation time is significantly shorter.

BOUNDARY COLLOCATION FAST POISSON SOLVER ON IRREGULAR DOMAINS

  • Lee, Dae-Shik
    • Journal of applied mathematics & informatics
    • /
    • 제8권1호
    • /
    • pp.27-44
    • /
    • 2001
  • A fast Poisson solver on irregular domains, based on bound-ary methods, is presented. The harmonic polynomial approximation of the solution of the associated homogeneous problem provides a good practical boundary method which allows a trivial parallel processing for solution evaluation or straightfoward computations of the interface values for domain decomposition/embedding. AMS Mathematics Subject Classification : 65N35, 65N55, 65Y05.

A POSTERIORI ERROR ESTIMATOR FOR LINEAR ELASTICITY BASED ON NONSYMMETRIC STRESS TENSOR APPROXIMATION

  • Kim, Kwang-Yeon
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • 제16권1호
    • /
    • pp.1-13
    • /
    • 2012
  • In this paper we present an a posteriori error estimator for the stabilized P1 nonconforming finite element method of the linear elasticity problem based on a nonsymmetric H(div)-conforming approximation of the stress tensor in the first-order Raviart-Thomas space. By combining the equilibrated residual method and the hypercircle method, it is shown that the error estimator gives a fully computable upper bound on the actual error. Numerical results are provided to confirm the theory and illustrate the effectiveness of our error estimator.

Lyapunov 부등식을 이용한 주파수하중 차수축소 (Frequency weighted reduction using Lyapunov inequalities)

  • 오도창;정은태;이상경
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
    • /
    • pp.12-12
    • /
    • 2000
  • This paper consider a new weighted model reduction using block diagonal solutions of Lyapunov inequalities. With the input and/or output weighting function, the stability of reduced order system is quaranteed and a priori error bound is proposed. to achieve this, after finding the solutions of two Lyapunov inequalities and balancing the full order system, we find the reduced order systems using the direct truncation and the singular perturbation approximation. The proposed method is compared with other existing methods using numerical example.

  • PDF

An efficient algorithm for the non-convex penalized multinomial logistic regression

  • Kwon, Sunghoon;Kim, Dongshin;Lee, Sangin
    • Communications for Statistical Applications and Methods
    • /
    • 제27권1호
    • /
    • pp.129-140
    • /
    • 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.

AN INTERPOLATION APPROXIMATION VIA SIMULATION ON A QUEUEING NETWORK

  • Lim, Jong-Seul
    • Journal of applied mathematics & informatics
    • /
    • 제9권2호
    • /
    • pp.879-890
    • /
    • 2002
  • In this paper we consider open queueing system with a Poisson arrival process which have a finite upper bound on the arrival rate for which the system is stable. Interpolation approximations for quantities of interest, such as moments of the sojourn time distribution, have previously been developed for such systems, utilizing exact light and heavy traffic limits. These limits cannot always be easily computed for complex systems. Thus we consider an interpolation approximation where all of the relevant information is estimated via simulation. We show that all the relevant information can in fact be simultaneously estimated in a single regenerative simulation at any arrival rate. In addition to light and heavy traffic limits, both the quantity of interest and its derivative (with respect to the arrival rate) are estimated at the arrival rate of the simulation. All of the estimates are then combined, using a least squares procedure, to provide an interpolation approximation.

특징점들의 적응적 선택에 근거한 B-spline 곡선근사 (B-spline Curve Approximation Based on Adaptive Selection of Dominant Points)

  • 이주행;박형준
    • 한국CDE학회논문집
    • /
    • 제11권1호
    • /
    • pp.1-10
    • /
    • 2006
  • This paper addresses B-spline curve approximation of a set of ordered points to a specified toterance. The important issue in this problem is to reduce the number of control points while keeping the desired accuracy in the resulting B-spline curve. In this paper we propose a new method for error-bounded B-spline curve approximation based on adaptive selection of dominant points. The method first selects from the given points initial dominant points that govern the overall shape of the point set. It then computes a knot vector using the dominant points and performs B-spline curve fitting to all the given points. If the fitted B-spline curve cannot approximate the points within the tolerance, the method selects more points as dominant points and repeats the curve fitting process. The knots are determined in each step by averaging the parameters of the dominant points. The resulting curve is a piecewise B-spline curve of order (degree+1) p with $C^{(p-2)}$ continuity at each knot. The shape index of a point set is introduced to facilitate the dominant point selection during the iterative curve fitting process. Compared with previous methods for error-bounded B-spline curve approximation, the proposed method requires much less control points to approximate the given point set with the desired shape fidelity. Some experimental results demonstrate its usefulness and quality.

추가제약 최단경로문제를 위한 간단한 완전 다항시간 근사해법군 (A Simple Fully Polynomial Approximation Scheme for the Restricted Shortest Path Problem)

  • 홍성필;정성진;박범환
    • 대한산업공학회지
    • /
    • 제27권4호
    • /
    • pp.379-383
    • /
    • 2001
  • The restricted shortest path problem is known to be weakly NP-hard and solvable in pseudo-polynomial time. Four fully polynomial approximation schemes (FPAS) are available in the literature, and most of these are based on pseudo-polynomial algorithms. In this paper, we propose a new FPAS that can be easily derived from a combination of a set of standard techniques. Although the complexity of the suggested algorithm is not as good as the fastest one available in the literature, it is practical in the sense that it does not rely on the bound tightening phase based on approximate binary search as in Hassin's fastest algorithm. In addition, we provide a review of standard techniques of existing works as a useful reference.

  • PDF

The NURBS Human Body Modeling Using Local Knot Removal

  • Jo, Joon-Woo;Han, Sung-Soo
    • Fibers and Polymers
    • /
    • 제6권4호
    • /
    • pp.348-354
    • /
    • 2005
  • These days consumers' various demands are accelerating research on apparel manufacturing system including automatic measurement, pattern generation, and clothing simulation. Accordingly, methods of reconstructing human body from point-clouds measured using a three dimensional scanning device are required for apparel CAD system to support these functions. In particular, we present in this study a human body reconstruction method focused on two issues, which are the decision of the number of control point for each sectional curve with error bound and the local knot removal for reducing the unusual concentration of control points. The approximation of sectional curves with error bounds as an approximation criterion leads all sectional curves to their own particular shapes apart from the number of control points. In addition, the application of the local knot removal to construction of human body sectional curves reduces the unusual concentration of control points effectively. The results may be used to produce an apparel CAD system as an automatic pattern generation system and a clothing simulation system through the low level control of NUBS or NURBS.