• 제목/요약/키워드: dual problems

검색결과 490건 처리시간 0.035초

A MODEL OF RETIREMENT AND CONSUMPTION-PORTFOLIO CHOICE

  • Junkee Jeon;Hyeng Keun Koo
    • 대한수학회보
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    • 제60권4호
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    • pp.1101-1129
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    • 2023
  • In this study we propose a model of optimal retirement, consumption and portfolio choice of an individual agent, which encompasses a large class of the models in the literature, and provide a methodology to solve the model. Different from the traditional approach, we consider the problems before and after retirement simultaneously and identify the difference in the dual value functions as the utility value of lifetime labor. The utility value has an option nature, namely, it is the maximized value of choosing the retirement time optimally and we discover it by solving a variational inequality. Then, we discover the dual value functions by using the utility value. We discover the value function and optimal policies by establishing a duality between the value function and the dual value function. The model and approach offer a significant advantage for computation of optimal policies for a large class of problems.

척추경 나사못의 디자인이 고정력 및 구동 토크에 미치는 영향 분석: 이중 나사 및 이중 피치 나사 (Mechanical Performance Comparison of Pedicle Screw Based on Design Parameters: Dual Lead and Dual Pitch)

  • 최선각;차은종;김경아;안윤호
    • 대한의용생체공학회:의공학회지
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    • 제39권3호
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    • pp.134-139
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    • 2018
  • One of the most common problems with pedicle screw system is pullout of the screw. This study was performed to evaluate the pullout strength and driving torque of newly designed pedicle screws. The design of three type screws were standard pedicle screw, which had single lead threaded and single pitched design (Type A), single pitched and dual lead threaded pedicle screw (Type B), dual pitched and dual lead threaded pedicle screw (Type C), respectively. The tests were performed in accordance with the ASTM standards using polyurethane (PU) foam blocks. There was no significant difference in pullout strength among three types of screw. Type B and Type C exhibited higher insertion torque and removal torque than Type A, respectively (p<0.05). Pedicle screws newly developed with dual pitched and dual lead threaded design showed higher driving torque without decrease in pullout strength compared to the standard pedicle screw and could be inserted more rapidly with the same number of revolutions.

An Ant Colony Optimization Approach for the Two Disjoint Paths Problem with Dual Link Cost Structure

  • 정지복;서용원
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2008년도 추계학술대회 및 정기총회
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    • pp.308-311
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    • 2008
  • The ant colony optimization (ACO) is a metaheuristic inspired by the behavior of real ants. Recently, ACO has been widely used to solve the difficult combinatorial optimization problems. In this paper, we propose an ACO algorithm to solve the two disjoint paths problem with dual link cost structure (TDPDCP). We propose a dual pheromone structure and a procedure for solution construction which is appropriate for the TDPDCP. Computational comparisons with the state-of-the-arts algorithms are also provided.

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DUALITY FOR MULTIOBJECTIVE FRACTIONAL CONTROL PROBLEMS WITH GENERALIZED INVEXITY

  • Nahak, C.;Nanda, S.
    • Journal of applied mathematics & informatics
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    • 제5권2호
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    • pp.475-488
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    • 1998
  • Wolfe and Mond-Weir type duals for multiobjective con-trol problems are formulated. Under pseudo-invexity/quasi-invexity assumptions of the functions involved, weak and strong duality the-orems are proved to relate efficient solutions of the primal and dual problems.

결합 인덕터를 이용한 효율적인 단상 듀얼-벅 인버터 (High-Efficiency Dual-Buck Inverter Using Coupled Inductor)

  • 양민권;김유진;최우영
    • 전력전자학회논문지
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    • 제24권6호
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    • pp.396-405
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    • 2019
  • Single-phase full-bridge inverters have shoot-through problems. Dead time is an essential way of solving these issues, but it distorts the output voltage and current. Dual-buck inverters are designed to eliminate the abovementioned problems. However, these inverters result in switching power loss and electromagnetic interference due to the diode reverse-recovery problem. Previous studies have suggested reducing the switching power loss from diode reverse-recovery, but their proposed methods have complex circuit configurations and high system costs. To alleviate the switching power loss from diode reverse-recovery, the current work proposes a dual-buck inverter with a coupled inductor. In the structure of the proposed inverter, the current flowing into the original diode is divided into a new diode. Therefore, the switching power loss is reduced, and the efficiency of the proposed inverter is improved. Simulation waveforms and experimental results for a 1.0 kW prototype inverter are discussed to verify the performance of the proposed inverter.

이중 구동 시스템을 위한 압전 밀리엑츄에이터의 제어기 설계 (Controller Design of Piezoelectric Milliactuator for Dual Stage System)

  • Hong, Eo-Jin;Yoon, Joon-Hyun;Park, No-Cheal;Yang, Hyun-Seok;Park, Young-Pil
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2001년도 추계학술대회논문집 I
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    • pp.46-51
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    • 2001
  • To reach high areal density, less track pitch is expected and more servo bandwidth is required. One approach to overcoming the problem is by using dual stage servo system. In this system, a voice coil motor (VCM) is used as the primary stage while a milliactuator is used as the secondary stage. We have suggested new milliactuator based on the shear mode of piezoelectric elements to drive the head suspension assembly. In this paper, we introduce controller design method, PQ method. PQ method reduces the controller design problem for DISO(dual-input/single-output) systems to two standard controller design problems for SISO(single-input/single-output) problems. The first part of PQ method directly address the issue of actuator output contribution, and the second part allows the use of traditional loop shaping to achieve the overall system performance. This paper shows how to employ the PQ method to meet aggressive close-loop performance specifications for a disk drive system with a VCM and piezoelectric milliactuator.

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

  • 윤석진;장경수
    • 정보학연구
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    • 제3권2호
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    • pp.73-85
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    • 2000
  • 본 논문에서는 여러가지 상이한 메세지를 전송하는 정보통신 네트워크의 효율적인 해법을 개발하였다. 이 문제는 네트워크 이론에서의 전형적인 다품종 네트워크로의 전환이 가능하다. 이러한 문제는 문제의 크기에 따라 계산의 복잡도가 지수적으로 증가하는 대표적인 NP-완전문제이다. 본 논문에서 개발된 해법은 전통적인 라그랑지 이완법을 보완한 것으로 다음과 같이 구성된다. 우선 우수한 초기 실현가능해(good initial feasible solution)를 얻을 수 있는 휴리스틱 방법을 개발하고 초기 실현가능해가 얻어지면 이를 이용하여 초기 쌍대변수(이완된 제약식에 붙게되는 라그랑지 승수)를 추정한다. 대개의 경우 쌍대 변수를 임의로 0으로 설정하고 해법을 수행하는데, 이 경우 쌍대 최적해와의 차이가 많이 나게되므로 비효율이 발생할 수 있다. 쌍대 최적해를 얻은 후 원문제의 실현가능조건을 위배하는 경우에는 재할당 방법(re-allocation method)를 통해 원문제의 실현가능조건을 충족하도록 한다. 해법의 성능(효율성) 테스트 결과 저자들이 개발한 해법이 수행속도 면에서 상업용 팩키지와 기존의 효율적인 해법들에 비하여 매우 우수하다는 결과를 얻을 수 있었다. 또한 본 해법은 최적해를 보장하지 않지만 최적해와의 차이가 평균 2% 미만의 근사 최적해를 얻을 수 있었다.

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일반한계 선형계획법에서의 원내부점-쌍대단체법과 쌍대내부점-원단체법 (Primal-Interior Dual-Simplex Method and Dual-Interior Primal-Simplex Method In the General bounded Linear Programming)

  • 임성묵;김우제;박순달
    • 한국경영과학회지
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    • 제24권1호
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    • pp.27-38
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    • 1999
  • In this paper, Primal-Interior Dual-Simplex method(PIDS) and Dual-Interior Primal-Simplex method(DIPS) are developed for the general bounded linear programming. Two methods were implemented and compared with other pricing techniques for the Netlib. linear programming problems. For the PIDS, it shows superior performance to both most nagative rule and dual steepest-edge method since it practically reduces degenerate iterations and has property to reduce the problem. For the DIPS, pt requires less iterations and computational time than least reduced cost method. but it shows inferior performance to the dynamic primal steepest-edge method.

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DUALITY FOR LINEAR CHANCE-CONSTRAINED OPTIMIZATION PROBLEMS

  • Bot, Radu Ioan;Lorenz, Nicole;Wanka, Gert
    • 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.