• 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 applied mathematics & informatics
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• v.28 no.5_6
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• pp.1477-1487
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• 2010

In this paper, we give a solving approach based on a logarithmic-exponential multiplier penalty function for the constrained minimization problem. It is proved exact in the sense that the local optimizers of a nonlinear problem are precisely the local optimizers of the logarithmic-exponential multiplier penalty problem.

• Bulletin of the Korean Mathematical Society
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• v.55 no.4
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• pp.1303-1315
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• 2018

For principal component analysis (PCA) to efficiently analyze large scale matrices, it is crucial to find a few singular vectors in cheaper computational cost and under lower memory requirement. To compute those in a fast and robust way, we propose a new stochastic method. Especially, we adopt the stochastic variance reduced gradient (SVRG) method [11] to avoid asymptotically slow convergence in stochastic gradient descent methods. For that purpose, we reformulate the PCA problem as a unconstrained optimization problem using a quadratic penalty. In general, increasing the penalty parameter to infinity is needed for the equivalence of the two problems. However, in this case, exact penalization is guaranteed by applying the analysis in [24]. We establish the convergence rate of the proposed method to a stationary point and numerical experiments illustrate the validity and efficiency of the proposed method.

• Journal of applied mathematics & informatics
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• v.29 no.5_6
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• pp.1533-1539
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• 2011

In this paper, a class of nonlinear bilevel programs, i.e. the lower level problem is linear programs, is considered. Aiming at this special structure, we append the duality gap of the lower level problem to the upper level objective with a penalty and obtain a penalized problem. Using the penalty method, we give an existence theorem of solution and propose an algorithm. Then, a numerical example is given to illustrate the algorithm.

• Wind and Structures
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• v.20 no.4
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• pp.489-508
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• 2015

In this paper, a novel methodology is proposed to obtain optimum location of outriggers. The method utilizes genetic algorithm (GA) for shape and size optimization of outrigger-braced tall structures. In spite of previous studies (simplified methods), current study is based on exact modeling of the structure in a computer program developed on Matlab in conjunction with OpenSees. In addition to that, exact wind loading distribution is calculated in accordance with ASCE 7-10. This is novel since in previous studies wind loading distributions were assumed to be uniform or triangular. Also, a new penalty coefficient is proposed which is suitable for optimization of tall buildings. Newly proposed penalty coefficient improves the performance of GA and results in a faster convergence. Optimum location and number of outriggers is investigated. Also, contribution of factors like central core and outrigger rigidity is assessed by analyzing several design examples. According to the results of analysis, exact wind load distribution and modeling of all structural elements, yields optimum designs which are in contrast of simplified methods results. For taller frames significant increase of wind pressure changes the optimum location of outriggers obtained by simplified methods. Ratio of optimum location to the height of the structure for minimizing weight and satisfying serviceability constraints is not a fixed value. Ratio highly depends on height of the structure, core and outriggers stiffness and lateral wind loading distribution.

• Transactions of Materials Processing
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• v.8 no.1
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• pp.47-56
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• 1999

The governing functional in plastic deformation has to satisfy the incompressibility constraint. This incompressibility constraint imposed on velocity fields can be removed by introducing either Lagrange multiplier or the penalty constant into the functional. In this study, two-dimensional rigid plastic FEM programs using these schemes were developed. These two programs and DEFORM were applied in a cylinder upsetting and a closed die forging to compare the values of load, local mean stress and volume loss. As the results, the program using Lagrange multiplier obtained a more exact and stable solution, but it took more computational time than the program using the penalty constant. Therefore, according to user's need, one of these two programs can be chosen to simulate a metal forming processes.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.21 no.4
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• pp.1077-1088
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• 1996

In this paper, we propose a new method to analyze the performance degradation by timing jitters in the receivers of intensity modulation/direct detection digital optical communication systems where pulse-shaping filters are used to minimize intersymbol interference. The results obtained from the proposed analytical method show that conventional analytical methods underestimate the influence of timing jitters on the receiver performance. Using the proposed anlaytical method, we derive an analytic equation for approximated power penalty due to timing itters and obtain an exact power penalty by numerical analyses. Assuming Gaussian or uniform probability density function for timing jitters, we also show that assumption of Gaussian distribution for timing jitters yields more performance degration than that of uniform distribution.

• Journal of applied mathematics & informatics
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• v.30 no.5_6
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• pp.759-772
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• 2012

In this paper, semi-infinite constrained programming, a class of constrained nonsmooth optimization problems, are transformed into unconstrained nonsmooth convex programs under the help of exact penalty function. The unconstrained objective function which owns the primal-dual gradient structure has connection with $\mathcal{VU}$-space decomposition. Then a $\mathcal{VU}$-space decomposition method can be applied for solving this unconstrained programs. Finally, the superlinear convergence algorithm is proved under certain assumption.

• Korean Management Science Review
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• v.13 no.3
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• pp.187-198
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• 1996

The traveling salesman problem has been studied for many years since the model can be used for various applications such as vehicle routing, job sequencing, clustering a data array, and so on. In this paper one of the typical exact algorithms for TSP, Minty's, will be modified to improve the performance of the algorithm on the applications without losing simplicity. The Little's algorithm gives good results, however, the simple and plain Minty's algorithm for solving shortest-route problems has the most intuitive appeal. The suggested Minty's modification is based on the creation of penalty-values on the matrix of a TSP. Computer experiments are made to verify the effectiveness of the modification.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.21 no.11
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• pp.1844-1851
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• 1997

Displacement fields and interface stresses are obtained by modifying the potential energy functional with a penalty function which enforces the continuity of stresses at the interface of two-materials. Based on the displacement field and the interface stresses, a new methodology to generate a continuous stress field over the entire domain including the interface of the dissimilar materials has been proposed by combining the L$^{2}$ projection method of stress-smoothing and the Loubignac's iterative method of improving the displacement field. Stress analysis was carried out on two examples which are made of highly dissimilar materials. As a result of the analysis, it is found that the proposed method provides improved continuity of the stress field over the entire domain as well as predicting accurate nodal stresses at the interface. In contrast, the conventional displacement-based finite element method provides significant stress discontinuties at the interfaces. In addition, it was found that the total strain energy evaluated from the improved continuous stress field converge to the exact value as increasing the number of iterations in the proposed method.