• 제목/요약/키워드: local minimizer

검색결과 6건 처리시간 0.019초

A FILLED FUNCTION METHOD FOR BOX CONSTRAINED NONLINEAR INTEGER PROGRAMMING

  • Lin, Youjiang;Yang, Yongjian
    • 대한수학회지
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    • 제48권5호
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    • pp.985-999
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    • 2011
  • A new filled function method is presented in this paper to solve box-constrained nonlinear integer programming problems. It is shown that for a given non-global local minimizer, a better local minimizer can be obtained by local search starting from an improved initial point which is obtained by locally solving a box-constrained integer programming problem. Several illustrative numerical examples are reported to show the efficiency of the present method.

A NOVEL FILLED FUNCTION METHOD FOR GLOBAL OPTIMIZATION

  • Lin, Youjiang;Yang, Yongjian;Zhang, Liansheng
    • 대한수학회지
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    • 제47권6호
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    • pp.1253-1267
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    • 2010
  • This paper considers the unconstrained global optimization with the revised filled function methods. The minimization sequence could leave from a local minimizer to a better minimizer of the objective function through minimizing an auxiliary function constructed at the local minimizer. Some promising numerical results are also included.

관수로 시스템의 최적설계 (Optimal Design of Municipal Water Distribution System)

  • 안태진;박정응
    • 대한토목학회논문집
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    • 제14권6호
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    • pp.1375-1383
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    • 1994
  • 관수로시스템 문제는 수리학적 및 시스템운영 제약조건아래서 시스템의 전체비용을 최소비용으로 구하는 것이다. 관수로시스템 문제는 수많은 국지해(local minimum)을 갖는 비볼록(nonconvex) 이므로 종래의 최적화 기법은 임의의 국지해만을 구할 수 있다. 따라서 본 연구에서는 좀더 나은 국지해를 구하기 위해 외부탐사 및 내부최적화 단계 즉 2 단계 분해기법을 제안하였다. 외부탐사 단계에서는 관로들의 최적유량을 찾기 위해 여러 국지해 사이를 이동하면서 좀더 나은 국지해를 찾는 방법인 추계학적탐사방법(stochastic probing method)을 이용 하였고 내부최적화 단계(local minimizer)에서는 외부탐사 단계에서 구한 국지해를 증진시킨다. 이 제안한 방법은 신설 관수로시스템 설계와 기존 관수로시스템의 확장에 적용할 수 있으며, 제안한 방법의 효율성을 검증하기 위해 어느 관수로시스템을 표본으로 채택하여 제안한 방법을 적용한 결과 먼저 발표된 연구자들의 결과보다 적은 비용으로 설계할 수 있었다.

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Adaptive Data Association for Multi-Target Tracking using Relaxation

  • Lee, Yang-Weon;Hong Jeong
    • Journal of Electrical Engineering and information Science
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    • 제3권2호
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    • pp.267-273
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    • 1998
  • This paper introduces an adaptive algorithm determining the measurement-track association problem in multi-target tracking(MTT). We model the target and measurement relationships with mean field theory and then define a MAP estimate for the optimal association. Based on this model, we introduce an energy function defined over the measurement space, that incorporates the natural constraints for target tracking. To find the minimizer of the energy function, we derived a new adaptive algorithm by introducing the Lagrange multipliers and local dual theory. Through the experiments, we show that this algorithm is stable and works well in general environments. Also the advantages of the new algorithm over other algorithms are discussed.

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On the Characteristics of MSE-Optimal Symmetric Scalar Quantizers for the Generalized Gamma, Bucklew-Gallagher, and Hui-Neuhoff Sources

  • 이재건;나상신
    • 한국통신학회논문지
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    • 제40권7호
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    • pp.1217-1233
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    • 2015
  • The paper studies characteristics of the minimum mean-square error symmetric scalar quantizers for the generalized gamma, Bucklew-Gallagher and Hui-Neuhoff probability density functions. Toward this goal, asymptotic formulas for the inner- and outermost thresholds, and distortion are derived herein for nonuniform quantizers for the Bucklew-Gallagher and Hui-Neuhoff densities, parallelling the previous studies for the generalized gamma density, and optimal uniform and nonuniform quantizers are designed numerically and their characteristics tabulated for integer rates up to 20 and 16 bits, respectively, except for the Hui-Neuhoff density. The assessed asymptotic formulas are found consistently more accurate as the rate increases, essentially making their asymptotic convergence to true values numerically acceptable at the studied bit range, except for the Hui-Neuhoff density, in which case they are still consistent and suggestive of convergence. Also investigated is the uniqueness problem of the differentiation method for finding optimal step sizes of uniform quantizers: it is observed that, for the commonly studied densities, the distortion has a unique local minimizer, hence showing that the differentiation method yields the optimal step size, but also observed that it leads to multiple solutions to numerous generalized gamma densities.