• 대한수학회지
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• 제47권1호
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• pp.17-28
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• 2010

In this paper we deal with linear chance-constrained optimization problems, a class of problems which naturally arise in practical applications in finance, engineering, transportation and scheduling, where decisions are made in presence of uncertainty. After giving the deterministic equivalent formulation of a linear chance-constrained optimization problem we construct a conjugate dual problem to it. Then we provide for this primal-dual pair weak sufficient conditions which ensure strong duality. In this way we generalize some results recently given in the literature. We also apply the general duality scheme to a portfolio optimization problem, a fact that allows us to derive necessary and sufficient optimality conditions for it.

• 국제학술발표논문집
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• The 1th International Conference on Construction Engineering and Project Management
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• pp.881-885
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• 2005

Scheduling repetitive projects under limitations on the amounts of available resources (labor and equipment) has been an active subject because of its practical relevance. Traditionally, the limitation is specified as a deterministic (fixed) number, such as 1000 labor-hours. The limitation, however, is often exposed to uncertainty and variability, especially when the project is lengthy. This paper presents a stochastic optimization model to treat the situations where the limitations of resources are expressed as probability functions in lieu of deterministic numbers. The proposed model transfers each deterministic resource constraint into a corresponding stochastic one and then solves the problem by the use of a chance-constrained programming technique. The solution is validated by comparison with simulation results to show that it can satisfy the resource constraints with a probability beyond the desired confidence level.

• Journal of Electrical Engineering and Technology
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• 제12권3호
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• pp.1064-1072
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• 2017

The power of controlled generators in microgrids randomly fluctuate because of the stochastic volatility of the outputs of photovoltaic systems and wind turbines as well as the load demands. To address and dispatch these stochastic factors for daily operations, a dynamic economic dispatch model with the goal of minimizing the generation cost is established via chance-constrained programming. A Monte Carlo simulation combined with particle swarm optimization algorithm is employed to optimize the model. The simulation results show that both the objective function and constraint condition have been tightened and that the operation costs have increased. A higher stability of the system corresponds to the higher operation costs of controlled generators. These operation costs also increase along with the confidence levels for the objective function and constraints.

• Journal of Electrical Engineering and Technology
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• 제9권1호
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• pp.80-89
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• 2014

A stochastic optimal power flow (S-OPF) model considering uncertainties of load and wind power is developed based on chance constrained programming (CCP). The difficulties in solving the model are the nonlinearity and probabilistic constraints. In this paper, a limit relaxation approach and an iterative learning control (ILC) method are implemented to solve the S-OPF model indirectly. The limit relaxation approach narrows the solution space by introducing regulatory factors, according to the relationship between the constraint equations and the optimization variables. The regulatory factors are designed by ILC method to ensure the optimality of final solution under a predefined confidence level. The optimization algorithm for S-OPF is completed based on the combination of limit relaxation and ILC and tested on the IEEE 14-bus system.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제10권12호
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• pp.5191-5211
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• 2016

It is essential to satisfy class-specific QoS constraints to provide broadband services for new generation networks. The present study proposes a QoS-driven multicast scheme for wireless networks in which the transmission rate and end-to-end delay are assumed to be bounded during a multiple multicast session. A distributed algorithm was used to identify a cost-efficient sub-graph between the source and destination which can satisfy QoS constraints of a multicast session. The model was then modified as to be applied for wireless networks in which satisfying interference constraints is the main challenge. A discrete power control scheme was also applied for the QoS-aware multicast model to accommodate the effect of transmission power level based on link capacity requirements. We also proposed random power allocation (RPA) and gradient power allocation (GPA) algorithms to efficient resource distribution each of which has different time complexity and optimality levels. Experimental results confirm that the proposed power allocation techniques decrease the number of unavailable links between intermediate nodes in the sub-graph and considerably increase the chance of finding an optimal solution.

• 한국철도학회논문집
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• 제10권6호
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• pp.742-750
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• 2007

본 논문은 장래 도입되는 KTX2 고속차량을 이용한 중련편성 운영계획 최적화를 위한 방법론 제시를 목적으로 한다. 중련편성 운영계획 최적화를 위한 수리적 모형을 제시하고, 제안된 수리적 모형의 적용방안을 제시한다. 특히 확률적 수요를 고려한 모형을 수립하여, 계획수립 단계에서 수요의 확률적 요소를 보다 현실적으로 반영하고, 모형내에서 좌석 서비스 수준을 직접 조정할 수 있다.

• 한국수자원학회논문집
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• 제42권4호
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• pp.281-295
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• 2009

본고는 경제적 최적화모형인 확률제약 계획모형법을 이용하여, 농업용수 부존량 감소에 따른 농업이윤의 감소분을 계측하고 이를 통해 농업용수의 경제적 가치를 분석하고자 한다. 이를 위해 국가 전체 농업자원배분을 최적화 모형으로 구축하고, 농업용수를 포함하는 자원부존제약조건과, 각 상품의 가격이 형성되는 시장조건, 국제무역 및 관련정책변수의 영향들을 반영하고, 용수의 경우 그 이용량이 연도별로 불안정할 수 있다는 것까지 반영한다. 농업용수감소량이 농업부문 이윤에 미치는 영향을 시나리오를 주어 분석하면, 농업용수의 톤당 경제적 가치는 $303{\sim}1,093$원/$m^3$의 분포를 가지는 것으로 나타난다. 동일한 양의 용수량이 줄어들더라도 용수의 공급이 불안정할수록 경제적 가치 손실이 크며, 아울러 많은 양의 용수손실이 발생할수록 경제적 손실이 커 용수감소의 한계피해는 용수감소량의 증가 함수인 것으로 파악된다.

• 산업공학
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• 제24권4호
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• pp.408-419
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• 2011

R&D is a foundation for new business chance and productivity improvement leading to enormous expense and a long-term multi-step process. During the R&D process, decision-makers are confused due to the various future uncertainties that influence economic and technical success of the R&D projects. For these reasons, several decision-making models for R&D project investment have been suggested; they are based on traditional methods such as Discounted Cash Flow (DCF), Decision Tree Analysis (DTA) and Real Option Analysis (ROA) or some fusion forms of the traditional methods. However, almost of the models have constraints in practical use owing to limits on application, procedural complexity and incomplete reflection of the uncertainties. In this study, to make the constraints minimized, we propose a new model named Real Option Decision Tree Model which is a conceptual combination form of ROA and DTA. With this model, it is possible for the decision-makers to simulate the project value applying the uncertainties onto the decision making nodes.

• Structural Engineering and Mechanics
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• 제65권6호
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• pp.707-719
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• 2018

In this article, a new method is introduced to improve the local search capability of meta-heuristic algorithms using the projection of the path on the border of constraints. In a mathematical point of view, the Gradient Projection Method is applied through a new approach, while the imposed limitations are removed. Accordingly, the gradient vector is replaced with a new meta-heuristic based vector. Besides, the active constraint identification algorithm, and the projection method are changed into less complex approaches. As a result, if a constraint is violated by an agent, a new path will be suggested to correct the direction of the agent's movement. The presented procedure includes three main steps: (1) the identification of the active constraint, (2) the neighboring point determination, and (3) the new direction and step length. Moreover, this method can be applied to some meta-heuristic algorithms. It increases the chance of convergence in the final phase of the search process, especially when the number of the violations of the constraints increases. The method is applied jointly with the authors' newly developed meta-heuristic algorithm, entitled Star Graph. The capability of the resulted hybrid method is examined using the optimal design of truss and frame structures. Eventually, the comparison of the results with other meta-heuristics of the literature shows that the hybrid method is successful in the global as well as local search.

• 디지털융복합연구
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• 제16권11호
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• pp.487-493
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• 2018

최근 다양한 가상현실 콘텐츠들이 폭발적으로 개발되고 있는 상황에서 선행연구에서의 '우연 작동법'을 언급한 바, 본 연구에서는 가상현실에서 스텝시켄서를 구현하고자 한다. 가상현실의 이론적 배경과 사례분석을 통해 VR의 주요경험 가치 3가지, 제약극복가치(Value of Overcoming Constraints), 경험증강가치(Value of Strengthening Experience), 신 경험 창조가치(Value of Creating New Experience)를 제안 하였으며 스텝시켄서의 정체성은 유지하되 사용자가 4가지 영역으로 구분된 음악 콘텐츠들을 보다 쉽고 컨트롤이 편리하도록 임장감과 몰입요소가 가미된 융복합형 스텝시켄서를 개발 제시하였다. 향후 연구를 통해 지속 발전되어 보다 다양한 융복합 VR 콘텐츠가 제작되기를 기대해 본다.