• Title/Summary/Keyword: optimal approximation

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OPTIMAL POLICY NETWORKS

  • Lim, Jong Seul
    • Journal of applied mathematics & informatics
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    • v.31 no.5_6
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    • pp.907-912
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    • 2013
  • This paper focuses on the situation of optimizing the total cost with m given messages and n network nodes. Associated with each network node, a fixed cost is incurred to the receiver if at least one message is received. The mean and variance of the total costs are obtained. Normal approximation is used. Empirical results showed that the derived method reduces research work substantially.

ON EXACT CONVERGENCE RATE OF STRONG NUMERICAL SCHEMES FOR STOCHASTIC DIFFERENTIAL EQUATIONS

  • Nam, Dou-Gu
    • Bulletin of the Korean Mathematical Society
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    • v.44 no.1
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    • pp.125-130
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    • 2007
  • We propose a simple and intuitive method to derive the exact convergence rate of global $L_{2}-norm$ error for strong numerical approximation of stochastic differential equations the result of which has been reported by Hofmann and $M{\"u}ller-Gronbach\;(2004)$. We conclude that any strong numerical scheme of order ${\gamma}\;>\;1/2$ has the same optimal convergence rate for this error. The method clearly reveals the structure of global $L_{2}-norm$ error and is similarly applicable for evaluating the convergence rate of global uniform approximations.

$H^{\infty}$-Optimal Design Using Hankel-Approximation (Hankel-근사화를 이용한 $H^{\infty}$--최적설계)

  • 이경준;윤한오;박홍배
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10a
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    • pp.34-39
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    • 1991
  • In this paper, we provide a treatment of the $H^{\infty}$-mixed sensitivity optimization approach to feedback system design. With compromising between the effect of a disturbance at the plant output and the effect of plant perturbations, we propose an algorithm to design robust controller. A $H^{\infty}$-optimization problem is to be equivalent to a Hankel-approximation, this enables the problem to be solved using state-space methods based on balanced realizations.s.

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ESTRPOLATED CRANK-NICOLSON APPROXIMATION FOR A LINEAR STEFAN PROBLEM WITH A FORCING TERM

  • Ahn, Min-Jung;Lee, Hyun-Young
    • Journal of applied mathematics & informatics
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    • v.8 no.3
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    • pp.795-809
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    • 2001
  • In this paper, we apply finite element Galerkin method to a single-ohase linear Stefan problem with a forcing term. We apply the extrapolated Crank-Nicolson method to construct the fully discrete approximation and we derive optimal error estimates in the temporal direction in $L^2$, $H^1$ spaces.

ERROR ESTIMATES OF FULLY DISCRETE DISCONTINUOUS GALERKIN APPROXIMATIONS FOR LINEAR SOBOLEV EQUATIONS

  • Ohm, M.R.;Shin, J.Y.;Lee, H.Y.
    • Journal of applied mathematics & informatics
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    • v.27 no.5_6
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    • pp.1221-1234
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    • 2009
  • In this paper, we construct fully discrete discontinuous Galerkin approximations to the solution of linear Sobolev equations. We apply a symmetric interior penalty method which has an interior penalty term to compensate the continuity on the edges of interelements. The optimal convergence of the fully discrete discontinuous Galerkin approximations in ${\ell}^{\infty}(L^2)$ norm is proved.

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The nonlinear function approximation based on the neural network application

  • Sugisaka, Masanori;Itou, Minoru
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.462-462
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    • 2000
  • In this paper, genetic algorithm (GA) is the technique to search for the optimal structures (i,e., the kind of neural network, the number of hidden neuron, ..) of the neural networks which are used approximating a given nonlinear function, In this paper, we used multi layer feed-forward neural network. The decision method of synapse weights of each neuron in each generation used back-propagation method. In this study, we simulated nonlinear function approximation in the temperature control system.

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Optimal Design of Nonlinear Structural Systems via EFM Based Approximations (진화퍼지 근사화모델에 의한 비선형 구조시스템의 최적설계)

  • 이종수;김승진
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2000.05a
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    • pp.122-125
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    • 2000
  • The paper describes the adaptation of evolutionary fuzzy model ins (EFM) in developing global function approximation tools for use in genetic algorithm based optimization of nonlinear structural systems. EFM is an optimization process to determine the fuzzy membership parameters for constructing global approximation model in a case where the training data are not sufficiently provided or uncertain information is included in design process. The paper presents the performance of EFM in terms of numbers of fuzzy rules and training data, and then explores the EFM based sizing of automotive component for passenger protection.

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Optimal Design of Frame Structure Considering Buckling Load (좌굴하중을 고려한 프레임 그조물의 최적 설계)

  • 진경욱
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.9 no.2
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    • pp.59-65
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    • 2000
  • In this paper the comparison of the first order approximation schemes such as SLP(sequential linear programming) CONLIN(convex linearization) MMA(method of moving asymptotes) and the second order approximation scheme SQP(sequential quadratic programming) was accomplished for optimization of nonlinear structures. It was found that MMA and SQP are the most efficient methods for optimization. But the number of function call of SQP is much more than that of MMA. Therefore when it is considered with the expense of computation MMA is more efficient than SQP. In order to examine the efficiency of MMA for complex optimization problem it was applied to the helicopter tail boom con-sidering column buckling and local wall buckling constraints. it is concluded that MMA can be a very efficient approxima-tion scheme from simple problems to complex problems.

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Exchange Rate Pass-through, Nominal Wage Rigidities, and Monetary Policy in a Small Open Economy

  • Rhee, Hyuk-Jae;Song, Jeongseok
    • East Asian Economic Review
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    • v.22 no.3
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    • pp.337-370
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    • 2018
  • This paper discusses the design of monetary policy in a New Keynesian small open economy framework by introducing nominal wage rigidities and incomplete exchange rate pass-through on import prices. Three main findings are summarized. First, with the existence of an incomplete exchange rate pass-through and nominal wage rigidities, the optimal policy is to seek to minimize the output gap, the variance of domestic price and wage inflation, as well as deviations from the law of one price. Second, the CPI inflation targeting Taylor rule is welfare enhancing when there is a technological shock to the economy. The exception occurs when there is a foreign income shock, which minimizes welfare losses under the domestic inflation targeting Taylor rule. Last, two stylized Taylor rules turn out to be a bad approximation, but the modified Taylor rules that respond to the unemployment gap rather than the output gap are a closer approximation to the optimal policy.

Construction of Optimal Concatenated Zigzag Codes Using Density Evolution with a Gaussian Approximation

  • Hong Song-Nam;Shin Dong-Joon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.9C
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    • pp.825-830
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    • 2006
  • Capacity-approaching codes using iterative decoding have been the main subject of research activities during past decade. Especially, LDPC codes show the best asymptotic performance and density evolution has been used as a powerful technique to analyze and design good LDPC codes. In this paper, we apply density evolution with a Gaussian approximation to the concatenated zigzag (CZZ) codes by considering both flooding and two-way schedulings. Based on this density evolution analysis, the threshold values are computed for various CZZ codes and the optimal structure of CZZ codes for various code rates are obtained. Also, simulation results are provided to conform the analytical results.