• Title/Summary/Keyword: optimal solution

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OPTIMAL CONTROL PROBLEMS FOR PARABOLIC HEMIVARIATIONAL INEQUALITIES WITH BOUNDARY CONDITIONS

  • Jeong, Jin-Mun;Ju, Eun-Young;Kim, Hyun-Min
    • Journal of the Korean Mathematical Society
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    • v.52 no.3
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    • pp.567-586
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    • 2015
  • In this paper, we study optimal control problems for parabolic hemivariational inequalities of dynamic elasticity and investigate the continuity of the solution mapping from the given initial value and control data to trajectories. We show the existence of an optimal control which minimizes the quadratic cost function and establish the necessary conditions of optimality of an optimal control for various observation cases.

Computational solution for the problem of a stochastic optimal switching control

  • Choi, Won-Sik
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10b
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    • pp.155-159
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    • 1993
  • In this paper, we consider the problem of a stochastic optimal switching control, which can be applied to the control of a system with uncertain demand such as a control problem of a power plant. The dynamic programming method is applied for the formulation of the optimal control problem. We solve the system of Quasi-Variational Inequalities(QVI) using an algoritlim which involves the finite difference approximation and contraction mapping method. A mathematical example of the optimal switching control is constructed. The actual performance of the algorithm is also tested through the solution of the constructed example.

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VALUE FUNCTION AND OPTIMALITY CONDITIONS

  • KIM, KYUNG EUNG
    • Korean Journal of Mathematics
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    • v.23 no.2
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    • pp.283-291
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    • 2015
  • In the optimal control problem, at first we search the expected optimal solution by using Pontryagin type's necessary conditions called the maximum principle. Next we use the sufficient conditions to conclude that the searched solution is optimal. In this article the sufficient conditions are studied. The value function is used for sufficient conditions.

A CONVERGENCE OF OPTIMAL INVESTMENT STRATEGIES FOR THE HARA UTILITY FUNCTIONS

  • Kim, Jai Heui
    • East Asian mathematical journal
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    • v.31 no.1
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    • pp.91-101
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    • 2015
  • An explicit expression of the optimal investment strategy corresponding to the HARA utility function under the constant elasticity of variance (CEV) model has been given by Jung and Kim [6]. In this paper we give an explicit expression of the optimal solution for the extended logarithmic utility function. And we prove an a.s. convergence of the HARA solutions to the extended logarithmic one.

Comparison of a Groundwater Simulation-Optimization Numerical Model with the Analytical Solutions (해안지하수개발 최적화수치모델과 해석해의 비교연구)

  • Shi, Lei;Cui, Lei;Lee, Chan-Jong;Park, Nam-Sik
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.905-908
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    • 2009
  • In the management of groundwater in coastal areas, saltwater intrusion associated with extensive groundwater pumping, is an important problem. The groundwater optimization model is an advanced method to study the aquifer and decide the optimal pumping rates or optimal well locations. Cheng and Park gave the analytical solutions to the optimization problems basing on Strack's analytical solution. However, the analytical solutions have some limitations of the property of aquifer, boundary conditions, and so on. A simulation-optimization numerical method presented in this study can deal with non-homogenous aquifers and various complex boundary conditions. This simulation-optimization model includes the sharp interface solution which solves the same governing equation with Strack's analytical solution, therefore, the freshwater head and saltwater thickness should be in the same conditions, that can lead to the comparable results in optimal pumping rates and optimal well locations for both of the solutions. It is noticed that the analytical solutions can only be applied on the infinite domain aquifer, while it is impossible to get a numerical model with infinite domain. To compare the numerical model with the analytical solutions, calculation of the equivalent boundary flux was planted into the numerical model so that the numerical model can have the same conditions in steady state with analytical solutions.

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타부탐색, 메모리, 싸이클 탐지를 이용한 배낭문제 풀기

  • 고일상
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.04a
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    • pp.514-517
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    • 1996
  • In solving multi-level knapsack problems, conventional heuristic approaches often assume a short-sighted plan within a static decision enviornment to find a near optimal solution. These conventional approaches are inflexible, and lack the ability to adapt to different problem structures. This research approaches the problem from a totally different viewpoint, and a new method is designed and implemented. This method performs intelligent actions based on memories of historic data and learning. These actions are developed not only by observing the attributes of the optimal solution, the solution space, and its corresponding path to the optimal solution, but also by applying human intelligence, experience, and intuition with respect to the search strategies. The method intensifies, or diversifies the search process appropriately in time and space. In order to create a good neighborhood structure, this method uses two powerful choice rules that emphasize the impact of candidate variables on the current solution with respect to their profit contribution. A side effect of so-called "pseudo moves", similar to "aspirations", supports these choice rules during the evaluation process. For the purpose of visiting as many relevant points as possible, strategic oscillation between feasible and infeasible solutions around the boundary is applied for intensification. To avoid redundant moves, short-term (tabu-lists), intermediate-term (cycle detection), and long-term (recording frequency and significant solutions for diversification) memories are used. Test results show that among the 45 generated problems (these problems pose significant or insurmountable challenges to exact methods) the approach produces the optimal solutions in 39 cases.lutions in 39 cases.

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Fuzzy Group Decision Making for Multiple Decision Maker-Multiple Objective Programming Problems

  • Yano, Hitoshi
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09a
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    • pp.380-383
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    • 2003
  • In this paper, we propose a fuzzy group decision making method for multiple decision maker-multiple objective programming problems to obtain the agreeable solution. In the proposed method, considering the vague nature of human subjective judgement it is assumed that each of multiple decision makers has a fuzzy goal for each of his/her own objective functions. After eliciting the membership functions from the decision makers for their fuzzy goals, total M-Pareto optimal solution concept is defined in membership spaces in order to deal with multiple decision maker-multiple objective programming problems. For generating a candidate of the agreeable solution which is total M-Pareto optimal, the extended weighted minimax problem is formulated and solved for some weighting vector which is specified by the decision makers in their subjective manner, Given the total M-Pareto optimal solution, each of the derision makers must either be satisfied with the current values of the membership functions, or update his/her weighting vector, However, in general, it seems to be very difficult to find the agreeable solution with which all of the decision makers are satisfied perfectly because of the conflicts between their membership functions. In the proposed method, each of the decision makers is requested to estimate the degree of satisfaction for the candidate of the agreeable solution. Using the estimated values or satisfaction of each of the decision makers, the core concept is desnfied, which is a set of undominated candidates. The interactive algorithm is developed to obtain the agreeable solution which satisfies core conditions.

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Optimization of DL-EPR Test Solution for Duplex Stainless Steel S31083 Using Taguchi Design (다구찌 설계를 이용한 듀플렉스 스테인리스강 S31083용 DL-EPR 시험용액의 최적화)

  • Jung, Kwang-Hu;Kim, Seong-Jong
    • Corrosion Science and Technology
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    • v.20 no.2
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    • pp.77-84
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    • 2021
  • This study aims to optimize the DL-EPR test solution for duplex stainless steel S31083 using the Taguchi design. The test solution parameters applied to the Taguchi design are H2SO4, NaCl, KSCN concentration, and temperature. In the experimental design, an orthogonal array of 4 levels 4 factor L16(44) was used. Output values for the orthogonal array were used for resolution (degree of sensitization) and selective etch (Ia) values. The optimal test solution conditions were selected by comparing the normalized S/N ratio for the two reaction properties. As a result, the H2SO4 and NaCl were identified as the main factors influencing the sensitivity measurement, but the delta statistics showed that the KSCN concentration and temperature had relatively low influence. The optimal condition was identified as 1.5 M H2SO4+0.03 M KSCN+1.5M NaCl at 30 ℃. The degree of sensitization presented a tendency to depend on the heat treatment temperature and time in the optimal test solution. This investigation confirmed the possibility of optimizing the experiment solution for the DL-EPR test of stainless steel using the Taguchi technique.

Development of a Multiobjective Optimization Algorithm Using Data Distribution Characteristics (데이터 분포특성을 이용한 다목적함수 최적화 알고리즘 개발)

  • Hwang, In-Jin;Park, Gyung-Jin
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.34 no.12
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    • pp.1793-1803
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    • 2010
  • The weighting method and goal programming require weighting factors or target values to obtain a Pareto optimal solution. However, it is difficult to define these parameters, and a Pareto solution is not guaranteed when the choice of the parameters is incorrect. Recently, the Mahalanobis Taguchi System (MTS) has been introduced to minimize the Mahalanobis distance (MD). However, the MTS method cannot obtain a Pareto optimal solution. We propose a function called the skewed Mahalanobis distance (SMD) to obtain a Pareto optimal solution while retaining the advantages of the MD. The SMD is a new distance scale that multiplies the skewed value of a design point by the MD. The weighting factors are automatically reflected when the SMD is calculated. The SMD always gives a unique Pareto optimal solution. To verify the efficiency of the SMD, we present two numerical examples and show that the SMD can obtain a unique Pareto optimal solution without any additional information.

Global Optimum Searching Technique of Multi-Modal Function Using DNA Coding Method (DNA 코딩을 이용한 multi-modal 함수의 최적점 탐색방법)

  • 백동화;강환일;김갑일;한승수
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2001.12a
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    • pp.225-228
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    • 2001
  • DNA computing has been applied to the problem of getting an optimal solution since Adleman's experiment. DNA computing uses strings with various length and four-type bases that makes more useful for finding a global optimal solutions of the complex multi-modal problems. This paper presents DNA coding method for finding optimal solution of the multi-modal function and compares the efficiency of this method with the genetic algorithms (GA). GA searches effectively an optimal solution via the artificial evolution of individual group of binary string and DNA coding method uses a tool of calculation or Information store with DNA molecules and four-type bases denoted by the symbols of A(Ademine), C(Cytosine), G(Guanine) and T(Thymine). The same operators, selection, crossover, mutation, are applied to the both DNA coding algorithm and genetic algorithms. The results show that the DNA based algorithm performs better than GA.

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