• Journal of applied mathematics & informatics
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• v.33 no.3_4
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• pp.387-399
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• 2015

In this paper, a new smoothing approximation to the l₁ exact penalty function for constrained optimization problems (COP) is presented. It is shown that an optimal solution to the smoothing penalty optimization problem is an approximate optimal solution to the original optimization problem. Based on the smoothing penalty function, an algorithm is presented to solve COP, with its convergence under some conditions proved. Numerical examples illustrate that this algorithm is efficient in solving COP.

• Journal of the Korean Mathematical Society
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• v.47 no.1
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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.

• Journal of Multimedia Information System
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• v.1 no.1
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• pp.87-93
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• 2014

The aim of microscopic image restoration is to recover the image by applying the inverse process of degradation, and the results facilitate automated and improved analysis of the image. In this work, we consider the problem of image restoration as a minimization problem of convex cost function, which consists of a least-squares fitting term and regularization terms with non-negative constraints. The finite step method is proposed to solve this constrained convex optimization problem. We demonstrate the convergence of this method. Efficiency and restoration capability of the proposed method were tested and illustrated through numerical experiments.

• Journal of Institute of Control, Robotics and Systems
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• v.6 no.4
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• pp.268-275
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• 2000

The increasing technological demands of today call for complex systems, which in turn involve a series of optimization problems with some equality or inequality constraints. In this paper, we presents a real-coded genetic algorithm(RCGA) as an optimization tool which is implemented by three genetic operators based on real coding representation. Through a lot of simulation works, the optimum settings of its control parameters are obtained on the basis of global off-line robustness for use in off-line applications. Two optimization problems are Presented to illustrate the usefulness of the RCGA. In case of a constrained problem, a penalty strategy is incorporated to transform the constrained problem into an unconstrained problem by penalizing infeasible solutions.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.13 no.1
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• pp.19-30
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• 2013

Recently, the constrained index tracking problem, in which the task of trading a set of stocks is performed so as to closely follow an index value under some constraints, has often been considered as an important application domain for control theory. Because this problem can be conveniently viewed and formulated as an optimal decision-making problem in a highly uncertain and stochastic environment, approaches based on stochastic optimal control methods are particularly pertinent. Since stochastic optimal control problems cannot be solved exactly except in very simple cases, approximations are required in most practical problems to obtain good suboptimal policies. In this paper, we present a procedure for finding a suboptimal solution to the constrained index tracking problem based on approximate dynamic programming. Illustrative simulation results show that this procedure works well when applied to a set of real financial market data.

• Journal of applied mathematics & informatics
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• v.18 no.1_2
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• pp.1-23
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• 2005

The decentralized static output feedback design problem is considered. A constrained trust region method is developed that solves this optimal control problem when a complete set of state variables is not available. The considered problem is interpreted as a non-linear (non-convex) constrained matrix optimization problem. Then, a decentralized constrained trust region method is developed for this problem class exploiting the diagonal structure of the problem and using inexact computations. Finally, numerical results are given for the proposed method.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2001.05a
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• pp.69-72
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• 2001

In this paper, we propose a new design method for bidirectional associative memories model with high error correction ratio. We extend the conventional GBAM model using bias terms and formulate a design procedure in the form of a constrained optimization problem. The constrained optimization problem is then transformed into a GEVP(generalized eigenvalue problem), which can be efficiently solved by recently developed interior point methods. The effectiveness of the proposed approach is illustrated by a example.

• Transactions of Materials Processing
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• v.3 no.3
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• pp.302-319
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• 1994

A new approach to die shape optimal design in bimetal extrusion of rods is presented. In this approach, the design problem is formulated as a constrained optimization problem incorporated with the finite element model, and optimization of the die shape is conducted on the basis of the design sensitivities. The combinations of the core and sleeve materials.

• Structural Engineering and Mechanics
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• v.7 no.5
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• pp.485-502
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• 1999

Using the continuous Hopfield network model as the basis to solve the general crisp and fuzzy constrained optimization problem is presented and examined. The model lies in its transformation to a parallel algorithm which distributes the work of numerical optimization to several simultaneously computing processors. The method is applied to different structural engineering design problems that demonstrate this usefulness, satisfaction or potential. The computing algorithm has been given and discussed for a designer who can program it without difficulty.

• YAKHAK HOEJI
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• v.18 no.1
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• pp.49-58
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• 1974

Tablet product design problem was structured as constrained optimization problem and subsequently solved by multiple regression analysis and Lagrangian method of optimization. Aluminum flufenamate was the drug chosen and microcrystalline cellulose nad starch were the binder and disintegrant, respectivley. The effect of the binder and disintegrant concentration on tablet hardness, friability, volume, in vitro release rate, and urinary excretion rate of drug in human subjects was recorded. Since a reasonably rapid release rate of drug is generally an important objective in the design of solid dosage form, optimization of this parameter was employed in studying the applicability of constrained optimization to a pharmaceutical product design problem. In addition to finding optimal sitivity analysis studies to such problems was also illustratd. It would appear that prediction of the in vivo t$_{50%}$ response from a knowledge of the incitro t$_{50%}$ response can be made fairly accurately for the tablet system used in this study.