• Title/Summary/Keyword: bounds

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Cycle Extendability of Torus Sub-Graphs in the Enhanced Pyramid Network (개선된 피라미드 네트워크에서 토러스 부그래프의 사이클 확장성)

  • Chang, Jung-Hwan
    • Journal of Korea Multimedia Society
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    • v.13 no.8
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    • pp.1183-1193
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    • 2010
  • The pyramid graph is well known in parallel processing as a interconnection network topology based on regular square mesh and tree architectures. The enhanced pyramid graph is an alternative architecture by exchanging mesh into the corresponding torus on the base for upgrading performance than the pyramid. In this paper, we adopt a strategy of classification into two disjoint groups of edges in regular square torus as a basic sub-graph constituting of each layer in the enhanced pyramid graph. Edge set in the torus graph is considered as two disjoint sub-sets called NPC(represents candidate edge for neighbor-parent) and SPC(represents candidate edge for shared-parent) whether the parents vertices adjacent to two end vertices of the corresponding edge have a relation of neighbor or sharing in the upper layer of the enhanced pyramid graph. In addition, we also introduce a notion of shrink graph to focus only on the NPC-edges by hiding SPC-edges within the shrunk super-vertex on the resulting shrink graph. In this paper, we analyze that the lower and upper bounds on the number of NPC-edges in a Hamiltonian cycle constructed on $2^n{\times}2^n$ torus is $2^{2n-2}$ and $3{\cdot}2^{2n-2}$ respectively. By expanding this result into the enhanced pyramid graph, we also prove that the maximum number of NPC-edges containable in a Hamiltonian cycle is $4^{n-1}$-2n+1 in the n-dimensional enhanced pyramid.

Why Gabor Frames? Two Fundamental Measures of Coherence and Their Role in Model Selection

  • Bajwa, Waheed U.;Calderbank, Robert;Jafarpour, Sina
    • Journal of Communications and Networks
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    • v.12 no.4
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    • pp.289-307
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    • 2010
  • The problem of model selection arises in a number of contexts, such as subset selection in linear regression, estimation of structures in graphical models, and signal denoising. This paper studies non-asymptotic model selection for the general case of arbitrary (random or deterministic) design matrices and arbitrary nonzero entries of the signal. In this regard, it generalizes the notion of incoherence in the existing literature on model selection and introduces two fundamental measures of coherence-termed as the worst-case coherence and the average coherence-among the columns of a design matrix. It utilizes these two measures of coherence to provide an in-depth analysis of a simple, model-order agnostic one-step thresholding (OST) algorithm for model selection and proves that OST is feasible for exact as well as partial model selection as long as the design matrix obeys an easily verifiable property, which is termed as the coherence property. One of the key insights offered by the ensuing analysis in this regard is that OST can successfully carry out model selection even when methods based on convex optimization such as the lasso fail due to the rank deficiency of the submatrices of the design matrix. In addition, the paper establishes that if the design matrix has reasonably small worst-case and average coherence then OST performs near-optimally when either (i) the energy of any nonzero entry of the signal is close to the average signal energy per nonzero entry or (ii) the signal-to-noise ratio in the measurement system is not too high. Finally, two other key contributions of the paper are that (i) it provides bounds on the average coherence of Gaussian matrices and Gabor frames, and (ii) it extends the results on model selection using OST to low-complexity, model-order agnostic recovery of sparse signals with arbitrary nonzero entries. In particular, this part of the analysis in the paper implies that an Alltop Gabor frame together with OST can successfully carry out model selection and recovery of sparse signals irrespective of the phases of the nonzero entries even if the number of nonzero entries scales almost linearly with the number of rows of the Alltop Gabor frame.

Barrier Option Pricing with Binomial Trees Applying Generalized Catalan Numbers (이항분포모형에 일반화된 카탈란 수를 적용한 배리어 옵션의 가격 산정)

  • Choi, Seung-il
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.12
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    • pp.226-231
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    • 2016
  • Binomial trees are used to price barrier options. Since barrier options are path dependent, option values of each node are calculated from binomial trees using backward induction. We use generalized Catalan numbers to determine the number of cases not reaching a barrier. We will generalize Catalan numbers by imposing upper and lower bounds. Reaching a barrier in binomial trees is determined by the difference between the number of up states and down states. If we count the cases that the differences between the up states and down states remain in a specific range, the probability of not reaching a barrier is obtained at a final node of the tree. With probabilities and option values at the final nodes of the tree, option prices are computable by discounting the expected option value at expiry. Without calculating option values in the middle nodes of binomial trees, option prices are computable only with final option values. We can obtain a probability distribution of exercising an option at expiry. Generalized Catalan numbers are expected to be applicable in many other areas.

Optimal Design of Batch-Storage Network Including Uncertainty and Waste Treatment Processes (불확실한 공정과 불량품 처리체계를 포함하는 공정-저장조 망 최적설계)

  • Yi, Gyeongbeom;Lee, Euy-Soo
    • Korean Chemical Engineering Research
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    • v.46 no.3
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    • pp.585-597
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    • 2008
  • The aim of this study was to find an analytic solution to the problem of determining the optimal capacity (lot-size) of a batch-storage network to meet demand for a finished product in a system undergoing random failures of operating time and/or batch material. The superstructure of the plant considered here consists of a network of serially and/or parallel interlinked batch processes and storage units. The production processes transform a set of feedstock materials into another set of products with constant conversion factors. The final product demand flow is susceptible to short-term random variations in the cycle time and batch size as well as long-term variations in the average trend. Some of the production processes have random variations in product quantity. The spoiled materials are treated through regeneration or waste disposal processes. All other processes have random variations only in the cycle time. The objective function of the optimization is minimizing the total cost, which is composed of setup and inventory holding costs as well as the capital costs of constructing processes and storage units. A novel production and inventory analysis, the PSW (Periodic Square Wave) model, provides a judicious graphical method to find the upper and lower bounds of random flows. The advantage of this model is that it provides a set of simple analytic solutions while also maintaining a realistic description of the random material flows between processes and storage units; as a consequence of these analytic solutions, the computation burden is significantly reduced.

Transmitter Beamforming and Artificial Noise with Delayed Feedback: Secrecy Rate and Power Allocation

  • Yang, Yunchuan;Wang, Wenbo;Zhao, Hui;Zhao, Long
    • Journal of Communications and Networks
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    • v.14 no.4
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    • pp.374-384
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    • 2012
  • Utilizing artificial noise (AN) is a good means to guarantee security against eavesdropping in a multi-inputmulti-output system, where the AN is designed to lie in the null space of the legitimate receiver's channel direction information (CDI). However, imperfect CDI will lead to noise leakage at the legitimate receiver and cause significant loss in the achievable secrecy rate. In this paper, we consider a delayed feedback system, and investigate the impact of delayed CDI on security by using a transmit beamforming and AN scheme. By exploiting the Gauss-Markov fading spectrum to model the feedback delay, we derive a closed-form expression of the upper bound on the secrecy rate loss, where $N_t$ = 2. For a moderate number of antennas where $N_t$ > 2, two special cases, based on the first-order statistics of the noise leakage and large number theory, are explored to approximate the respective upper bounds. In addition, to maintain a constant signal-to-interferenceplus-noise ratio degradation, we analyze the corresponding delay constraint. Furthermore, based on the obtained closed-form expression of the lower bound on the achievable secrecy rate, we investigate an optimal power allocation strategy between the information signal and the AN. The analytical and numerical results obtained based on first-order statistics can be regarded as a good approximation of the capacity that can be achieved at the legitimate receiver with a certain number of antennas, $N_t$. In addition, for a given delay, we show that optimal power allocation is not sensitive to the number of antennas in a high signal-to-noise ratio regime. The simulation results further indicate that the achievable secrecy rate with optimal power allocation can be improved significantly as compared to that with fixed power allocation. In addition, as the delay increases, the ratio of power allocated to the AN should be decreased to reduce the secrecy rate degradation.

Efficient Algorithms for Multicommodity Network Flow Problems Applied to Communications Networks (다품종 네트워크의 효율적인 알고리즘 개발 - 정보통신 네트워크에의 적용 -)

  • 윤석진;장경수
    • The Journal of Information Technology
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    • v.3 no.2
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    • pp.73-85
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    • 2000
  • The efficient algorithms are suggested in this study for solving the multicommodity network flow problems applied to Communications Systems. These problems are typical NP-complete optimization problems that require integer solution and in which the computational complexity increases numerically in appropriate with the problem size. Although the suggested algorithms are not absolutely optimal, they are developed for computationally efficient and produce near-optimal and primal integral solutions. We supplement the traditional Lagrangian method with a price-directive decomposition. It proceeded as follows. First, A primal heuristic from which good initial feasible solutions can be obtained is developed. Second, the dual is initialized using marginal values from the primal heuristic. Generally, the Lagrangian optimization is conducted from a naive dual solution which is set as ${\lambda}=0$. The dual optimization converged very slowly because these values have sort of gaps from the optimum. Better dual solutions improve the primal solution, and better primal bounds improve the step size used by the dual optimization. Third, a limitation that the Lagrangian decomposition approach has Is dealt with. Because this method is dual based, the solution need not converge to the optimal solution in the multicommodity network problem. So as to adjust relaxed solution to a feasible one, we made efficient re-allocation heuristic. In addition, the computational performances of various versions of the developed algorithms are compared and evaluated. First, commercial LP software, LINGO 4.0 extended version for LINDO system is utilized for the purpose of implementation that is robust and efficient. Tested problem sets are generated randomly Numerical results on randomly generated examples demonstrate that our algorithm is near-optimal (< 2% from the optimum) and has a quite computational efficiency.

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An Effective Method for Dimensionality Reduction in High-Dimensional Space (고차원 공간에서 효과적인 차원 축소 기법)

  • Jeong Seung-Do;Kim Sang-Wook;Choi Byung-Uk
    • Journal of the Institute of Electronics Engineers of Korea CI
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    • v.43 no.4 s.310
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    • pp.88-102
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    • 2006
  • In multimedia information retrieval, multimedia data are represented as vectors in high dimensional space. To search these vectors effectively, a variety of indexing methods have been proposed. However, the performance of these indexing methods degrades dramatically with increasing dimensionality, which is known as the dimensionality curse. To resolve the dimensionality curse, dimensionality reduction methods have been proposed. They map feature vectors in high dimensional space into the ones in low dimensional space before indexing the data. This paper proposes a method for dimensionality reduction based on a function approximating the Euclidean distance, which makes use of the norm and angle components of a vector. First, we identify the causes of the errors in angle estimation for approximating the Euclidean distance, and discuss basic directions to reduce those errors. Then, we propose a novel method for dimensionality reduction that composes a set of subvectors from a feature vector and maintains only the norm and the estimated angle for every subvector. The selection of a good reference vector is important for accurate estimation of the angle component. We present criteria for being a good reference vector, and propose a method that chooses a good reference vector by using Levenberg-Marquardt algorithm. Also, we define a novel distance function, and formally prove that the distance function lower-bounds the Euclidean distance. This implies that our approach does not incur any false dismissals in reducing the dimensionality effectively. Finally, we verify the superiority of the proposed method via performance evaluation with extensive experiments.

Topology Optimization of Incompressible Flow Using P1 Nonconforming Finite Elements (P1 비순응 요소를 이용한 비압축성 유동 문제의 위상최적화)

  • Jang, Gang-Won;Chang, Se-Myong
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.36 no.10
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    • pp.1139-1146
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    • 2012
  • An alternative approach for topology optimization of steady incompressible Navier-Stokes flow problems is presented by using P1 nonconforming finite elements. This study is the extended research of the earlier application of P1 nonconforming elements to topology optimization of Stokes problems. The advantages of the P1 nonconforming elements for topology optimization of incompressible materials based on locking-free property and linear shape functions are investigated if they are also valid in fluid equations with the inertia term. Compared with a mixed finite element formulation, the number of degrees of freedom of P1 nonconforming elements is reduced by using the discrete divergence-free property; the continuity equation of incompressible flow can be imposed by using the penalty method into the momentum equation. The effect of penalty parameters on the solution accuracy and proper bounds will be investigated. While nodes of most quadrilateral nonconforming elements are located at the midpoints of element edges and higher order shape functions are used, the present P1 nonconforming elements have P1, {1, x, y}, shape functions and vertex-wisely defined degrees of freedom. So its implentation is as simple as in the standard bilinear conforming elements. The effectiveness of the proposed formulation is verified by showing examples with various Reynolds numbers.

An Exact Solution Approach for Release Planning of Software Product Lines (소프트웨어 제품라인의 출시 계획을 위한 최적해법)

  • Yoo, Jae-Wook
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.35 no.2
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    • pp.57-63
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    • 2012
  • Software release planning model of software product lines was formulated as a precedence-constrained multiple 0-1 knapsack problem. The purpose of the model was to maximize the total profit of an entire set of selected features in a software product line over a multi-release planning horizon. The solution approach is a dynamic programming procedure. Feasible solutions at each stage in dynamic programming are determined by using backward dynamic programming approach while dynamic programming for multi-release planning is forward approach. The pre-processing procedure with a heuristic and reduction algorithm was applied to the single-release problems corresponding to each stage in multi-release dynamic programming in order to reduce the problem size. The heuristic algorithm is used to find a lower bound to the problem. The reduction method makes use of the lower bound to fix a number of variables at either 0 or 1. Then the reduced problem can be solved easily by the dynamic programming approaches. These procedures keep on going until release t = T. A numerical example was developed to show how well the solution procedures in this research works on it. Future work in this area could include the development of a heuristic to obtain lower bounds closer to the optimal solution to the model in this article, as well as computational test of the heuristic algorithm and the exact solution approach developed in this paper. Also, more constraints reflecting the characteristics of software product lines may be added to the model. For instance, other resources such as multiple teams, each developing one product or a platform in a software product line could be added to the model.

Performance Analysis of the Amplify-and-Forward Scheme under Interference Constraint and Physical Layer Security (물리 계층 보안과 간섭 제약 환경에서 증폭 후 전송 기법의 성능 분석)

  • Pham, Ngoc Son;Kong, Hyung-Yun
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.14 no.1
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    • pp.179-187
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    • 2014
  • The underlay protocol is a cognitive radio method in which secondary or cognitive users use the same frequency without affecting the quality of service (QoS) for the primary users. In addition, because of the broadcast characteristics of the wireless environment, some nodes, which are called eavesdropper nodes, want to illegally receive information that is intended for other communication links. Hence, Physical Layer Security is applied considering the achievable secrecy rate (ASR) to prevent this from happening. In this paper, a performance analysis of the amplify-and-forward scheme under an interference constraint and Physical Layer Security is investigated in the cooperative communication mode. In this model, the relays use an amplify-and- forward method to help transmit signals from a source to a destination. The best relay is chosen using an opportunistic relay selection method, which is based on the end-to-end ASR. The system performance is evaluated in terms of the outage probability of the ASR. The lower and upper bounds of this probability, based on the global statistical channel state information (CSI), are derived in closed form. Our simulation results show that the system performance improves when the distances from the relays to the eavesdropper are larger than the distances from the relays to the destination, and the cognitive network is far enough from the primary user.