• Management Science and Financial Engineering
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• v.18 no.2
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• pp.23-27
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• 2012

The problem of jointly determining a robust optimal bundle of price and order quantity for a retailer in a single-retailer, single supplier, single-product supply chain is considered. Demand is modeled as a decreasing power function of product price, and unit purchasing cost is modeled as a decreasing power function of order quantity and demand. Parameters defining the two power functions are uncertain but their possible values are characterized by ellipsoids. We extend a previous study in two ways; the purchasing cost function is generalized to take into account the economies of scale realized by higher product demand in addition to larger order quantity, and an exact transformation into an equivalent convex optimization program is developed instead of a geometric programming approximation scheme proposed in the previous study.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.16 no.1
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• pp.319-333
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• 2022

In order to enhance system energy efficiency, bidirectional link resource allocation strategy in GFDM-based multiuser SWIPT systems is proposed. In the downlink channel, each SWIPT user applies power splitting (PS) receiver structure in information decoding (ID) and non-linear energy harvesting (EH). In the uplink channel, information transmission power is originated from the harvested energy. An optimization problem is constructed to maximize weighted sum ID achievable rates in the downlink and uplink channels via bidirectional link power allocation as well as subcarriers and subsymbols scheduling. To solve this non-convex optimization problem, Lagrange duality method, sub-gradient-based method and greedy algorithm are adopted respectively. Simulation results show that the proposed strategy is superior to the fixed subcarrier scheme regardless of the weighting coefficients. It is superior to the heuristic algorithm in larger weighting coefficients scenario.

• Journal of the Korean Mathematical Society
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• v.61 no.2
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• pp.395-408
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• 2024

There have been numerous studies on the characteristics of the solutions of ordinary differential equations for optimization methods, including gradient descent methods and alternating direction methods of multipliers. To investigate computer simulation of ODE solutions, we need to trace pseudo-orbits by real orbits and it is called shadowing property in dynamics. In this paper, we demonstrate that the flow induced by the alternating direction methods of multipliers (ADMM) for a C² strongly convex objective function has the eventual shadowing property. For the converse, we partially answer that convexity with the eventual shadowing property guarantees a unique minimizer. In contrast, we show that the flow generated by a second-order ODE, which is related to the accelerated version of ADMM, does not have the eventual shadowing property.

• International Journal of Control, Automation, and Systems
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• v.6 no.4
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• pp.468-476
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• 2008

This paper presents a novel approach to economic dispatch (ED) with nonconvex fuel cost function as combinatorial optimization problems (COP) while most of the conventional researches have been developed as function optimization problems (FOP). One nonconvex fuel cost function can be divided into several convex fuel cost functions, and each convex function can be regarded as a generation type (G-type). In that case, ED with nonconvex fuel cost function can be considered as COP finding the best case among all feasible combinations of G-types. In this paper, a genetic algorithm is applied to solve the COP, and the $\lambda$-P table method is used to calculate ED for the fitness function of GA. The $\lambda$-P table method is reviewed briefly and the GA procedure for COP is explained in detail. This paper deals with three kinds of ED problems, namely ED considering valve-point effects (EDVP), ED with multiple fuel units (EDMF), and ED with prohibited operating zones (EDPOZ). The proposed method is tested for all three ED problems, and the test results show an improvement in solution cost compared to the results obtained from conventional algorithms.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.12 no.5
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• pp.2063-2081
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• 2018

A resource allocation algorithm is proposed in this paper to simultaneously minimize the total system power consumption and maximize the system throughput for the downlink of multi-user multiple input multiple output-orthogonal frequency division multiplexing (MIMO-OFDM) systems. With the Lagrange dual decomposition method, we transform the original problem to its convex dual problem and prove that the duality gap between the two problems is zero, which means the optimal solution of the original problem can be obtained by solving its dual problem. Then, we use convex optimization method to solve the dual problem and utilize bisection method to obtain the optimal dual variable. The numerical results show that the proposed algorithm is superior to traditional single-objective optimization method in both the system throughput and the system energy consumption.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.15 no.6
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• pp.257-266
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• 2015

There is no polynomial-time algorithm that can be obtain the optimal solution for economic load dispatch problem with non-convex fuel cost functions. Therefore, electrical field uses quadratic fuel cost function unavoidably. This paper proposes a valve-point optimization (VPO) algorithm for economic load dispatch problem with non-convex fuel cost functions. This algorithm sets the initial values to maximum powers $P_i{\leftarrow}P_i^{max}$ for each generator. It then reduces the generation power of generator i with an average power cost of $_{max}\bar{c}_i$ to a valve point power $P_{ik}$. The proposed algorithm has been found to perform better than the extant heuristic methods when applied to 13 and 40-generator benchmark data. This paper consequently proves that the optimal solution to economic load dispatch problem with non-convex fuel cost functions converges to the valve-point power of each generator.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1995.04a
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• pp.745-745
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• 1995

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1998.04a
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• pp.254-261
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• 1998

This study presents a discrete optimization of tall steel buildings under multiple drift constraints using a dual method. Dual method can replace the primary optimization problem with a sequence of approximate explicit subproblems. Since each subproblem is convex and separable, it can be efficiently solved by using a dual formulation. Specifically, this study considers the discrete-optimization problem due to the commercial standard steel sections to select member sizes. The results by the proposed method will be compared with those of the conventional optimality criteria method

• Journal of the Korea Society for Simulation
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• v.13 no.1
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• pp.11-23
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• 2004

The decomposition of a structuring element for a morphological operation reduces the amount of the computation required for executing the operation. In this paper, we present a new technique for the decomposition of convex structuring elements for morphological operations. We formulated the linear constraints for the decomposition of a convex polygon in discrete space, then the constraints are applied to the decomposition of a convex structuring element. Also, a cost function is introduced to represent the optimal criteria for decomposition. We use linear integer programming technique to find the combination of basis structuring elements which minimizes the amount of the computation required for executing the morphological operation. Formulating different cost functions for different implementation methods and computer architectures, we can determine the optimal decompositions which guarantee the minimal amounts of computation on different computing environment.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2018.06a
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• pp.20-21
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• 2018

행렬의 rank 최소화 기법은 영상 잡음 제거, 행렬 완성(completion), low rank 행렬 복원 등 다양한 영상처리 분야에서 효과적으로 이용되어 왔다. 특히 nuclear norm 을 이용한 low rank 최소화 기법은 convex optimization 을 통하여 대상 행렬의 특이값(singular value)을 thresholding 함으로써 간단하게 low rank 행렬을 얻을 수 있다. 하지만, nuclear norm 을 이용한 low rank 최소화 방법은 행렬의 rank 값을 정확하게 근사하지 못하기 때문에 잡음 제거가 효과적으로 이루어지지 못한다. 본 논문에서는 영상의 잡음을 제거 하기 위해 다중 잡음 제거 영상을 이용하여 유사도가 높은 유사 패치 행렬을 구성하고, 유사 패치 행렬의 rank 를 non-convex function 을 이용하여 최소화시키는 방법을 통해 잡음을 제거하는 방법을 제안한다.