• 대한수학회지
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• 제45권3호
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• pp.757-769
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• 2008

This paper deals with the existence of optimal controls and maximal principles for semilinear evolution equations with the nonlinear term satisfying Lipschitz continuity. We also present the necessary conditions of optimality which are described by the adjoint state corresponding to the linear equations without a condition of differentiability for nonlinear term.

• 한국경영과학회지
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• 제7권1호
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• pp.11-16
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• 1982

A method is described for the solution of a linearly constrained program with parametric nonlinear objective function. The algorithm proposed in this paper may be regarded as an extension of the simplex method for parametric linear programming. Namely, it specifies the basis at each stage such that feasibility ana optimality of the original problem are satisfied by the optimal solution of the reduced parametric problem involving only nonbasic variables. It is shown that under appropriate assumptions the algorithm is finite. Parametric procedures are also indicated for solving each reduced parametric problem by maintaining the Kuhn-Tucker conditions as the parameter value varies.

• East Asian mathematical journal
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• 제33권3호
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• pp.265-269
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• 2017

In this paper, we formulate a sufficient optimality theorem for the robust optimization problem (UP) under (V, ${\rho}$)-invexity assumption. Moreover, we formulate a Mond-Weir type dual problem for the robust optimization problem (UP) and show that the weak and strong duality hold between the primal problems and the dual problems.

• Journal of applied mathematics & informatics
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• 제14권1_2호
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• pp.305-317
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• 2004

We construct the empirical Bayes (EB)estimation of the parameter in two-side truncated distribution families with asymmetric Linex loss using negatively associated (NA) samples. The asymptotical optimality and convergence rate of the EB estimation is obtained. We will show that the convergence rate can be arbitrarily close to $O(n^{-q}),\;q\;=\;{\lambda}s(\delta\;-\;2)/\delta(s\;+\;2)$.

• East Asian mathematical journal
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• 제17권2호
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• pp.375-383
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• 2001

In this paper we deal with the duality theory of optimality for an optimal control problem governed by a class of second order evolution equations. First we establish the dual control systems by using conjugate functions and then associate them to the original optimization problem.

• Journal of the Korean Statistical Society
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• 제19권2호
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• pp.176-181
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• 1990

Sung [1990] presented an analogue of the classical Cramer-Rao inequality for median-unbiased estimators with continuous multivariate densities depending upon a vector parameter. In the process, diffusivity, a new dispersion measure relevant to median-unbiased estimators, was defined to be a function of median-unbiased estimator's density height. In this paper we shall elaborate these ideas by defining a second kind of diffusivity and discuss the role of model-unbiasedness in median-unbiased estimation in connection with this seconde kind of diffusivity. In addition, median-unbiased estimation will be compared to mean-unbiased estimation.

• 산업경영시스템학회지
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• 제19권40호
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• pp.329-339
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• 1996

This study presents the eigen ethnic function and mathematical processing method of human information. Human information can be definded as the overlap area taking the superposition property composed of intuition and sensory in stimulus/response (S/R) model, In S/R model, the intuition and sensory eigen ethnic function acts on the forming of perception. Perception process by the superposition property of intuition and sensory analogy to the basic neural network model. This analogy model extends to the analysis method. As an analysis method, optimal ratio number induced to the golden section ratio. Golden section ratio drived out by diverse source and implicated to the sensory and intuitive context such as beauty, harmony, optimality etc. This numerical orders can be applied to analysing the Perception process and extended to pursue the Potential human behavior, On the basic of proposed applying method, an illustrative mathematical examples are presented.

• Architectural research
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• 제12권1호
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• pp.39-47
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• 2010

This paper describes a topology optimization technique which can maximize the fundamental frequency of the structures. The fundamental frequency maximization is achieved by means of the minimization of modal strain energy as an inverse problem so that the strain energy based resizing algorithm is directly used in this study. The strain energy to be minimized is therefore employed as the objective function and the initial volume of structures is used as the constraint function. Multi-frequency problem is considered by the introduction of the weight which is used to combine several target modal strain energy terms into one scalar objective function. Several numerical examples are presented to investigate the performance of the proposed topology optimization technique. From numerical tests, it is found to be that the proposed optimization technique is extremely effective to maximize the fundamental frequency of structure and can successfully consider the multi-frequency problems in the topology optimization process.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 2004년도 가을 학술발표회 논문집
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• pp.411-418
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• 2004

Using a level set method we develop a shape optimization method applied to energy flow problems in steady state. The boundaries are implicitly represented by the level set function obtainable from the 'Hamilton-Jacobi type' equation with the 'Up-wind scheme.' The developed method defines a Lagrangian function for the constrained optimization. It minimizes a generalized compliance, satisfying the constraint of allowable volume through the variations of implicit boundary. During the optimization, the boundary velocity to integrate the Hamilton-Jacobi equation is obtained from the optimality condition for the Lagrangian function. Compared with the established topology optimization method, the developed one has no numerical instability such as checkerboard problems and easy representation of topological shape variations.

• Journal of applied mathematics & informatics
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• 제27권5_6호
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• pp.981-1000
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• 2009

This paper considers asset liability management problems when their deterministic equivalent formulations are general nonlinear optimization problems. The presented approach uses a nonmonotone trust region strategy for solving a sequence of unconstrained subproblems parameterized by a scalar parameter. The objective function of each unconstrained subproblem is an augmented penalty-barrier function that involves both primal and dual variables. Each subproblem is solved approximately. The algorithm does not restrict a monotonic decrease of the objective function value at each iteration. If a trial step is not accepted, the algorithm performs a non monotone line search to find a new acceptable point instead of resolving the subproblem. We prove that the algorithm globally converges to a point satisfying the second-order necessary optimality conditions.