• 대한수학회논문집
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• 제25권1호
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• pp.139-147
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• 2010

A generalized nondifferentiable fractional optimization problem (GFP), which consists of a maximum objective function defined by finite fractional functions with differentiable functions and support functions, and a constraint set defined by differentiable functions, is considered. Recently, Kim et al. [Journal of Optimization Theory and Applications 129 (2006), no. 1, 131-146] proved optimality theorems and duality theorems for a nondifferentiable multiobjective fractional programming problem (MFP), which consists of a vector-valued function whose components are fractional functions with differentiable functions and support functions, and a constraint set defined by differentiable functions. In fact if $\overline{x}$ is a solution of (GFP), then $\overline{x}$ is a weakly efficient solution of (MFP), but the converse may not be true. So, it seems to be not trivial that we apply the approach of Kim et al. to (GFP). However, modifying their approach, we obtain optimality conditions and duality results for (GFP).

• 유통과학연구
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• 제11권3호
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• pp.5-11
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• 2013

Purpose - Going concern is one of fundamental concepts in accounting and auditing and sometimes the assessment of a company's going concern status that is a tough process. Various going concern prediction models' based on statistical and data mining methods help auditors and stakeholders suggested in the previous literature. Research design - This paper employs a data mining approach to prediction of going concern status of Iranian firms listed in Tehran Stock Exchange using Particle Swarm Optimization. To reach this goal, at the first step, we used the stepwise discriminant analysis it is selected the final variables from among of 42 variables and in the second stage; we applied a grid-search technique using 10-fold cross-validation to find out the optimal model. Results - The empirical tests show that the particle swarm optimization (PSO) model reached 99.92% and 99.28% accuracy rates for training and holdout data. Conclusions - The authors conclude that PSO model is applicable for prediction going concern of Iranian listed companies.

• Journal of Magnetics
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• 제17권1호
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• pp.46-50
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• 2012

A reliability-based optimization method for electromagnetic design is presented to take uncertainties of design parameters into account. The method can provide an optimal design satisfying a specified confidence level in the presence of uncertain parameters. To achieve the goal, the reliability index approach based on the firstorder reliability method is adopted to deal with probabilistic constraint functions and a double-loop optimization algorithm is implemented to obtain an optimum. The proposed method is applied to the TEAM Workshop Problem 22 and its accuracy and efficiency is verified with reference of Monte Carlo simulation results.

• 산업공학
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• 제21권3호
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• pp.254-261
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• 2008

Connected-(r,s)-out of-(m,n) : F system is an important topic in redundancy design of the complex system reliability and it's maintenance policy. Previous studies applied Monte Carlo simulation and genetic, simulated annealing algorithms to tackle the difficulty of maintenance policy problem. These algorithms suggested most suitable maintenance cycle to optimize maintenance pattern of connected-(r,s)-out of-(m,n) : F system. However, genetic algorithm is required long execution time relatively and simulated annealing has improved computational time but rather poor solutions. In this paper, we propose the ant colony optimization approach for connected-(r,s)-out of-(m,n) : F system that determines maintenance cycle and minimum unit cost. Computational results prove that ant colony optimization algorithm is superior to genetic algorithm, simulated annealing and tabu search in both execution time and quality of solution.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2008년도 추계학술대회A
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• pp.1198-1203
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• 2008

An efficient sequential optimization approach for metamodel was presented by Choi et al [6]. This paper describes a new approach of the multilevel optimization method studied in Refs. [5] and [21-25]. The basic idea is concerned with multilevel iterative methods which combine a descent scheme with a hierarchy of auxiliary problems in lower dimensional subspaces. After fitting a metamodel based on an initial space filling design, this model is sequentially refined by the expected improvement criterion. The advantages of the method are that it does not require optimum sensitivities, nonlinear equality constraints are not needed, and the method is relatively easy to understand and use. As a check on effectiveness, the proposed method is applied to a classical cantilever beam.

• Management Science and Financial Engineering
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• 제21권1호
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• pp.11-17
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• 2015

Min-max stochastic optimization is an approach to address the distribution ambiguity of the underlying random variable. We present a unified approach to the problem which utilizes the theory of convex order on the random variables. First, we consider a general framework for the problem and give a condition under which the convex order can be utilized to transform the min-max optimization problem into a simple minimization problem. Then extremal distributions are presented for some interesting classes of distributions. Finally, applications to the single-period inventory control problems are given.

• International Journal of Control, Automation, and Systems
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• 제4권5호
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• pp.624-636
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• 2006

This paper proposes a hybrid approach involving Genetic Algorithm (GA) and Bacterial Foraging (BF) for tuning the PID controller of an AVR. Recently the social foraging behavior of E. coli bacteria has been used to solve optimization problems. We first illustrate the proposed method using four test functions and the performance of the algorithm is studied with an emphasis on mutation, crossover, variation of step sizes, chemotactic steps, and the life time of the bacteria. Further, the proposed algorithm is used for tuning the PID controller of an AVR. Simulation results are very encouraging and this approach provides us a novel hybrid model based on foraging behavior with a possible new connection between evolutionary forces in social foraging and distributed non-gradient optimization algorithm design for global optimization over noisy surfaces.

• 한국지능정보시스템학회:학술대회논문집
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• 한국지능정보시스템학회 2001년도 춘계정기학술대회
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• pp.399-408
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• 2001

This paper presents a simultaneous optimization approach of case-based reasoning (CBR) using a genetic algorithm(GA) for the prediction of stock price index. Prior research suggested many hybrid models of CBR and the GA for selecting a relevant feature subset or optimizing feature weights. Most studies, however, used the GA for improving only a part of architectural factors for the CBR system. However, the performance of CBR may be enhanced when these factors are simultaneously considered. In this study, the GA simultaneously optimizes multiple factors of the CBR system. Experimental results show that a GA approach to simultaneous optimization of CBR outperforms other conventional approaches for the prediction of stock price index.

• Nuclear Engineering and Technology
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• 제53권7호
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• pp.2268-2276
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• 2021

Spent nuclear fuel, which can degrade during long-term storage, must be transported intact in normal transport conditions. In this regard, many studies, including those involving Multi-Modal Transportation Test (MMTT) campaigns, have been conducted. In order to transport the spent fuel safely, a tie-down structure for supporting and transporting a cask containing the spent fuel is essential. To ensure its structural integrity, a method for finding an optimum conceptual design for the tie-down structure is presented. An optimized transportation test model of a tie-down structure for the KORAD-21 metal cask is derived based on the proposed optimization approach, and the transportation test model is manufactured by redesigning the optimized model to enable its producibility. The topology optimization approach presented in this paper can be used to obtain optimum conceptual designs of tie-down structures developed in the future.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제14권11호
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• pp.4595-4610
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• 2020

In the practical communication environment, the accurate channel state information (CSI) is difficult to obtain, which will cause the mismatch of resource and degrade the system performance. In this paper, to account for the channel uncertainties, a robust power allocation scheme for a downlink Non-orthogonal multiple access (NOMA) heterogeneous network (HetNet) is designed to maximize energy efficiency (EE), which can ensure the quality of service (QoS) of users. We conduct the robust optimization model based on worse-case method, in which the channel gains belong to certain ellipsoid sets. To solve the non-convex non-liner optimization, we transform the optimization problem via Dinkelbach method and sequential convex programming, and the power allocation of small cell users (SCUs) is achieved by Lagrange dual approach. Finally, we analysis the convergence performance of proposed scheme. The simulation results demonstrate that the proposed algorithm can improve total EE of SCUs, and has a fast convergence performance.