• Industrial Engineering and Management Systems
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• 제9권1호
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• pp.10-19
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• 2010

This paper presents an extended computing procedure for the global optimization of the triple response system (TRS) where the response functions are nonconvex (nonconcave) quadratics and the input factors satisfy a radial region of interest. The TRS arising from response surface modeling can be approximated using a nonlinear mathematical program involving one primary (objective) function and two secondary (constraints) functions. An optimization algorithm named triple response surface algorithm (TRSALG) is proposed to determine the global optimum for the nondegenerate TRS. In TRSALG, the Lagrange multipliers of target (secondary) functions are computed by using the Hooke-Jeeves search method, and the Lagrange multiplier of the radial constraint is located by using the trust region (TR) method at the same time. To ensure global optimality that can be attained by TRSALG, included is the means for detecting the degenerate case. In the field of numerical optimization, as the family of TR approach always exhibits excellent mathematical properties during optimization steps, thus the proposed algorithm can guarantee the global optimal solution where the optimality conditions are satisfied for the nondegenerate TRS. The computing procedure is illustrated in terms of examples found in the quality literature where the comparison results with a gradient-based method are used to calibrate TRSALG.

• 한국통신학회논문지
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• 제27권12C호
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• pp.1215-1227
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• 2002

본 논문은 최단 경로 라우팅 문제의 해결을 위한 새로운 방식의 유전자 알고리즘(Genetic Algorithm)을 제안한다. 이를 위해 가변길이(variable-length) 염색체(chromosome) 구조와 그에 따른 유전자 부호화(genes coding) 기법을 설계하고, 부분 염색체(partial-chromosome)를 교환하는데 있어서 교차점(crossing-site)에 의존성이 없는 교배(crossover) 기법과 개체군(population)의 다양성(diversity)을 유지하는 돌연변이(mutation) 기법을 개발한다. 또한, 모든 부적합(infeasible) 염색체를 간단하게 치료할 수 있는 복구 함수(repair function)를 제안한다. 제안 교배 기법과 돌연변이 기법의 상호 동작은 제안 알고리즘이 개체군의 다양성을 유지하면서 해-표면(solution-surface)을 효과적으로 탐색할 수 있도록 하여 해의 최적성(optimality) 및 수렴(convergence) 속도의 향상을 도모한다. 제안 알고리즘에 의해 계산된 경로의 최적성은 유전자 알고리즘을 이용하는 기존의 알고리즘보다 우수하고, 수렴 속도도 빠르다는 것을 컴퓨터 시뮬레이션을 통해 확인한다. 이 결과는 대부분의 출발지와 도착지 쌍에 대해 기존의 유전자 알고리즘 기반의 최단 경로 라우팅 알고리즘에 비해 네트워크 토폴로지에 비교적 덜 민감한 것으로 나타난다.

• 한국경영과학회지
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• 제25권4호
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• pp.15-25
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• 2000

In this paper, we introduce a point-to-multipoint minimum cost flow problem with convex and demand splitting. A source node transmits the traffic along the tree that includes members of the point-to-multipoint connection. The traffic is replicated by the nodes only at branch points of the tree. In order to minimize the sum of arc costs, we assume that the traffic demand can be splitted and transmitted to destination nodes along different trees. If arc cost is linear, the problem would be a Steiner tree problem in networks eve though demand splitting is permitted. The problem would be applied in transmitting large volume of traffic from a serve to clients in Internet environments. Optimality conditions of the problem are presented in terms of fair tree routing. The proposed algorithm is a finite terminating algorithm for $\varepsilon$-optimal solution. convergence of the algorithm is obtained under monotonic condition and strict convexity of the cost function. Computational experiences are included.

• Fibers and Polymers
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• 제5권3호
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• pp.209-212
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• 2004

A nonsteady axi-symmetric ideal flow solution is obtained here. It is based on the rigid perfect-plastic constitutive law with the Tresca yield condition and its associated flow rule. The process is to deform a circular solid disk into a spherical shell of prescribed geometry. It is assumed that there are no rigid zones and friction stresses. The solution obtained provides the distribution of kinematic variables and involves one undetermined function of the time. This function can be in general found by superimposing an optimality criterion.

• 한국기계가공학회지
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• 제19권5호
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• pp.27-37
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• 2020

Structural optimization problems with discrete design variables require more function calculations (or finite element analyses) than those in the continuous design space. In this study, a method to find an optimal solution in the discrete design of the truss structure is presented, reducing the number of function calculations. Because a continuous optimal solution is the Karush-Kuhn-Tucker point that satisfies the optimality condition, it is assumed that the discrete optimal solution is around the continuous optimum. Then, response values such as weight, displacement, and stress are predicted using approximate models-referred to as hybrid metamodels-within specified design ranges. The discrete design method using the hybrid metamodels is used as a post-process of the continuous optimization process. Standard truss design problems of 10-bar, 25-bar, 15-bar, and 52-bar are solved to show the usefulness of this method. The results are compared with those of existing methods.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제15권2호
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• pp.151-160
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• 2011

Typically, it is hard to find a closed form solution of option pricing formula under an asset governed by a change point process. In this paper we derive a closed-form solution of the valuation function for an American perpetual put option under an asset having a change point. Structural changes are formulated through a change-point process with a Markov chain. The modified smooth-fit technique is used to obtain the closed-form valuation function. We also guarantee the optimality of the solution via the proof of a corresponding verification theorem. Numerical examples are included to illustrate the results.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2007년도 심포지엄 논문집 정보 및 제어부문
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• pp.240-242
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• 2007

The game theoretic analysis in wireless networks can be classified into the jamming game of the physical layer, the multiple access game of the medium access layer, the forwarder's dilemma and joint packet forwarding game of the network layer, and etc. In this paper, the game theoretic analysis about the multiple access game that selfish nodes exist in the IEEE 802.11 DCF(Distributed Coordination Function) wireless networks is addressed. In this' wireless networks, the modeling of the CSMA/CA protocol based DCF, the utility or payoff function calculation of the game, the system optimization (using optimization theory or convex optimization), and selection of Pareto-optimality and Nash Equilibrium in game strategies are the important elements for analyzing how nodes are operated in the steady state of system. Finally, the main issues about the game theory in the wireless network are introduced.

• Journal of Communications and Networks
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• 제14권3호
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• pp.237-242
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• 2012

One of the major problems for accurate channel estimation in power line communication systems is impulsive noise. Traditional channel estimation algorithms are based on the assumption of Gaussian noise, or the need to locate the positions of impulsive noise. The algorithms may lose optimality when impulsive noise exists in the channel, or if the location estimation of impulsive noise is inaccurate. In the present paper, an effective channel estimation algorithm based on a robust cost function is proposed to mitigate impulsive noise. The proposed method can provide a closed-form solution, and the application of robust estimation theory enables the proposed method to be free from localization of impulsive noise and thus can guarantee that the proposed method has better performance. Simulations verified the proposed algorithm.

• 디지털산업정보학회논문지
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• 제5권4호
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• pp.77-85
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• 2009

In this paper, the implementation of creative engineering robot with MCU platform is described. This robot, as a platform of robot system to be used as creative engineering education, has to satisfy restrictions in many aspects in order to study algorithm and apply for the processor based function and pattern recognition application. Considering many restrictions of the mobile platform for creative robot system, we made this robot autonomous by using efficiently the LINUX embedded system. And we choose Marvell Monahan processor(PXA320) as MCU flatform, and used CentOS5.2 as an embedded OS that has the function of robustness and optimality. For flexibility and modularity, the platform has expansion ports. The results of experiment are described to show the pattern matching of creative engineering mobile robot with LINUX programming environments.

• 제어로봇시스템학회논문지
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• 제12권5호
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• pp.444-449
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• 2006

Path planning is a key element in navigation of a mobile robot. Several algorithms such as a gradient method have been successfully implemented so for. Although the gradient method can provide the global optimal path, it computes the navigation function over the whole environment at all times, which result in high computational cost. This paper proposes a high-speed path planning scheme, called a gradient method with topological information, in which the search space for computation of a navigation function can be remarkably reduced by exploiting the characteristics of the topological information reflecting the topology of the navigation path. The computing time of the gradient method with topological information can therefore be significantly decreased without losing the global optimality. This reduced path update period allows the mobile robot to find a collision-free path even in the dynamic environment.