• ETRI Journal
• /
• v.15 no.3
• /
• pp.47-59
• /
• 1994

A capacity expansion planning problem with buy-or-lease decisions is considered. Demands for capacity are deterministic and are given period-dependently at each period. Capacity additions occur by buying or leasing a capacity, and leased capacity at any period is reconverted to original source after a fixed length of periods, say, lease period. All cost functions (buying, leasing and idle costs) are assumed to be concave. And shortages of capacity and disposals are not considered. The properties of an optimal solution are characterized. This is then used in a tree search algorithm for the optimal solution and other two algorithms for a near-optimal solution are added. And these algorithms are illustrated with numerical examples.

• Proceedings of the KIEE Conference
• /
• 2005.07a
• /
• pp.301-303
• /
• 2005

This paper presents long-term shunt capacitor planning using optimal power flow. OPF allows the planning engineer to find feasible solution with minimal amount of engineering time. We used OPF for Shunt capacitor planning to get an optimal solution. The result of OPF is compared to the analysis by the conventional loadflow method and it is proved that OPF gives more cheaper and better planning solution. With the result, we analyzed the operational perspective for the reactive power supply and demand.

• 제어로봇시스템학회:학술대회논문집
• /
• 1994.10a
• /
• pp.156-161
• /
• 1994

In this paper, we consider an optimal control problem of a nonlinear stochastic system. Dynamic programming approach is employed for the formulation of a stochastic optimal control problem. As an optimality condition, dynamic programming equation so called the Bellman equation is obtained, which seldom yields an analytical solution, even very difficult to solve numerically. We obtain the numerical solution of the Bellman equation using an algorithm based on the finite difference approximation and the contraction mapping method. Optimal controls are constructed through the solution process of the Bellman equation. We also construct a test case in order to investigate the actual performance of the algorithm.

• Journal of applied mathematics & informatics
• /
• v.33 no.3_4
• /
• pp.387-399
• /
• 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 the Korea Society of Computer and Information
• /
• v.20 no.10
• /
• pp.77-83
• /
• 2015

This paper suggests heuristic algorithm to obtain optimal solution of minimum number of delay aircraft in airport arrivals/departures problem. This problem can be solved only mathematical optimization method. The proposed algorithm selects the minimum delays capacity in various airport capacities for number of arrivals/departures aircraft in $i^{th}$ time interval (15 minutes). In details, we apply median selection method and left-right selection method. This algorithm can be get the optimal solution of minimum number of delay aircraft for sixes actual experimental data.

• Journal of the Korea Society for Simulation
• /
• v.10 no.3
• /
• pp.83-94
• /
• 2001

In this paper, the consumable spare parts requirement determination problem of newly procured equipment systems is considered. The problem is formulated as the cost minimization problem with operational availability constraint. Assuming part failure rate is constant during operational period, an analytical method is developed to obtain spare part requirements. Since this solution tends to overestimate the requirements, a fast search simulation procedure is introduced to adjust it to the realistic solution. The analytical solution procedure and the simulation procedure are performed recursively until a near optimal solution is achieved. The experimental results show that the near optimal solution is approached in a fairly short amount of time.

• Journal of Korean Institute of Industrial Engineers
• /
• v.16 no.2
• /
• pp.91-98
• /
• 1990

This paper studies a heuristic method for the Maximum Origin-Destination Flow Path (MODFP) in an acyclic transportation network. We construct a mathematical formulation for finding the MODFP. Then by applying Benders' partitioning method, we generate two subproblems which should be solved in turn so that they may give an optimal solution. We solve one subproblem by an optimal seeking algorithm and the other by a hueristic method. so that, we finally obtain a good solution. The computational complexity of calculating the optimal solution of the first subproblem is 0(mn) and that of calculating the heuristic solution of the other subproblem is $0(n^2).$ From the computational experiments, we estimated the performance of the heuristic method as being 99.3% and the computing time relative to optimal algorithm as being 28.76%.

• Journal of applied mathematics & informatics
• /
• v.9 no.2
• /
• pp.717-730
• /
• 2002

In this paper we use measure theory to solve a wide range of the nonlinear programming problems. First, we transform a nonlinear programming problem to a classical optimal control problem with no restriction on states and controls. The new problem is modified into one consisting of the minimization of a special linear functional over a set of Radon measures; then we obtain an optimal measure corresponding to functional problem which is then approximated by a finite combination of atomic measures and the problem converted approximately to a finite-dimensional linear programming. Then by the solution of the linear programming problem we obtain the approximate optimal control and then, by the solution of the latter problem we obtain an approximate solution for the original problem. Furthermore, we obtain the path from the initial point to the admissible solution.

• Journal of applied mathematics & informatics
• /
• v.29 no.3_4
• /
• pp.831-846
• /
• 2011

There are several methods, in the literature, for finding the fuzzy optimal solution of fully fuzzy transportation problems (transportation problems in which all the parameters are represented by fuzzy numbers). In this paper, the shortcomings of some existing methods are pointed out and to overcome these shortcomings, a new method (based on fuzzy linear programming formulation) is proposed to find the fuzzy optimal solution of unbalanced fuzzy transportation problems with a new representation of trapezoidal fuzzy numbers. The advantages of the proposed method over existing method are discussed. Also, it is shown that it is better to use the proposed representation of trapezoidal fuzzy numbers instead of existing representation of trapezoidal fuzzy numbers for finding the fuzzy optimal solution of fuzzy transportation problems. To illustrate the proposed method a fuzzy transportation problem (FTP) is solved by using the proposed method and the obtained results are discussed. The proposed method is easy to understand and to apply for finding the fuzzy optimal solution of fuzzy transportation problems occurring in real life situations.

• Journal of the Korean Operations Research and Management Science Society
• /
• v.31 no.2
• /
• pp.69-85
• /
• 2006

Transductive Support Vector Machine(TSVM) is one of semi-supervised learning algorithms which exploit the domain structure of the whole data by considering labeled and unlabeled data together. Although it was proposed several years ago, there has been no efficient algorithm which can handle problems with more than hundreds of training examples. In this paper, we propose an efficient branch-and-bound algorithm which can solve large-scale TSVM problems with thousands of training examples. The proposed algorithm uses two bounding techniques: min-cut bound and reduced SVM bound. The min-cut bound is derived from a capacitated graph whose cuts represent a lower bound to the optimal objective function value of the dual problem. The reduced SVM bound is obtained by constructing the SVM problem with only labeled data. Experimental results show that the accuracy rate of TSVM can be significantly improved by learning from the optimal solution of TSVM, rather than an approximated solution.