• Title/Summary/Keyword: optimization problem

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구조적인 제약을 갖는 정적 출력 되먹임 안정화 제어기 (Structured Static Output Feedback Stabilization)

  • 이준화
    • 전자공학회논문지
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    • 제50권3호
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    • pp.155-159
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    • 2013
  • 본 연구에서는 정적 출력 되먹임 제어기를 구하기 위한 비선형 행렬 부등식 조건과 비선형 최적화 문제를 제안한다. 제안된 최적화 문제는 선형 행렬부등식 제약 조건과 비선형 목적함수를 가지며, 구조적인 제약이 있는 제어기 설계에도 적용할 수 있음을 보인다. 비선형 목적함수를 선형화시키고, 선형화된 최적화 문제를 반복적으로 푸는 방법으로 제안된 비선형 최적화 문제를 풀어 정적 출력 되먹임 제어기를 구할 수 있다. 제안된 방법을 실제 문제에 적용하여 그 유효성을 보인다.

계층적 분할 방법과 최적화를 이용한 간호원 로스터링 해법연구 (Hybrid Heuristic Using Hierarchical Decomposition and Optimization for the Nurse Rostering Problem)

  • 장윤희;김선훈;이영훈
    • 대한산업공학회지
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    • 제40권2호
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    • pp.184-194
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    • 2014
  • Numerous studies have been studied to provide an efficient solution for the Nurse Rostering Problem (NRP), most of which have suffered from its complexity arising from incorporating nurse's work shift and ability. The test-bed data for the NRP is released for the public Competition in 2010. This study suggests a new mixed integer programming for Nurse Rostering Problem and develops a hybrid approach, where a hierarchical decomposition and the corresponding optimization are combined. The computation experiment is performed to show that the suggested algorithms may give a better solution in various instances, compared to the one appeared in the literature.

ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER TWO-FACTOR HESTON'S STOCHASTIC VOLATILITY MODEL

  • Kim, Jai Heui;Veng, Sotheara
    • East Asian mathematical journal
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    • 제34권1호
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    • pp.1-16
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    • 2018
  • We study an optimization problem for hyperbolic absolute risk aversion (HARA) utility function under two-factor Heston's stochastic volatility model. It is not possible to obtain an explicit solution because our financial market model is complicated. However, by using asymptotic analysis technique, we find the explicit forms of the approximations of the optimal value function and the optimal strategy for HARA utility function.

Priority-based Genetic Algorithm for Bicriteria Network Optimization Problem

  • Gen, Mitsuo;Lin, Lin;Cheng, Runwei
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2003년도 ISIS 2003
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    • pp.175-178
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    • 2003
  • In recent years, several researchers have presented the extensive research reports on network optimization problems. In our real life applications, many important network problems are typically formulated as a Maximum flow model (MXF) or a Minimum Cost flow model (MCF). In this paper, we propose a Genetic Algorithm (GA) approach used a priority-based chromosome for solving the bicriteria network optimization problem including MXF and MCF models(MXF/MCF).

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다중반응표면최적화: 현황평가 및 추후 연구방향 (Multiresponse Optimization: A Literature Review and Research Opportunities)

  • 정인준;김광재
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회/대한산업공학회 2005년도 춘계공동학술대회 발표논문
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    • pp.730-739
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    • 2005
  • A common problem encountered in product or process design is the selection of optimal parameter levels which involve simultaneous consideration of multiresponse variables. A multiresponse problem is solved through three major stages: data collection, model building, and optimization. To date, various methods have been proposed for the optimization stage, including the desirability function approach and loss function approach. In this paper, we first propose a framework classifying the existing studies and then propose some promising directions for future research.

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최적화 기법을 이용한 선체중앙단면의 최소중량설계 (Minimum Weight Desing of Midship Structure Using Optimization Technuque)

  • 신종계
    • 대한조선학회지
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    • 제17권4호
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    • pp.46-54
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    • 1980
  • The ship structural design problem is formulated as a general nonlinear optimization problem with constraints. Characteristics of the general structural problems and various optimization techniques are discussed, with special emphasis on penalty function method for constrained problems. A simple example of the solution of a midship structure design of cargo vessel, which complies with the rules of the Korean Register of Shipping is shown using SUMT-exterior method with some search methods.

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Optimizing SVM Ensembles Using Genetic Algorithms in Bankruptcy Prediction

  • Kim, Myoung-Jong;Kim, Hong-Bae;Kang, Dae-Ki
    • Journal of information and communication convergence engineering
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    • 제8권4호
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    • pp.370-376
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    • 2010
  • Ensemble learning is a method for improving the performance of classification and prediction algorithms. However, its performance can be degraded due to multicollinearity problem where multiple classifiers of an ensemble are highly correlated with. This paper proposes genetic algorithm-based optimization techniques of SVM ensemble to solve multicollinearity problem. Empirical results with bankruptcy prediction on Korea firms indicate that the proposed optimization techniques can improve the performance of SVM ensemble.

비미분가능 최적화문제의 효율적 수치해에 대한 연구 (A study on the effective numercial method for nondifferentiable optimization problem)

  • 김준홍
    • 산업경영시스템학회지
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    • 제21권45호
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    • pp.253-263
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    • 1998
  • This study presents a method of realizing the theoretical results of Demyanov in practice on a computer in order to produce a kind of constructive evidence for his theory and a practical method of getting numerical results for quasi-differentiab1e optimization problems which may arise in industry and science. A practical result for a restricted nondifferentiable optimization problem is experimented with a simle example.

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유한요소법에 의한 이중 금속봉 압출 공정의 금형 형상 최적설계 (Die Shape Optimal Design in Bimetal Extrusion by The Finite Element Method)

  • 변상민;황상무
    • 소성∙가공
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    • 제3권3호
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    • pp.302-319
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    • 1994
  • A new approach to die shape optimal design in bimetal extrusion of rods is presented. In this approach, the design problem is formulated as a constrained optimization problem incorporated with the finite element model, and optimization of the die shape is conducted on the basis of the design sensitivities. The combinations of the core and sleeve materials.

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MONOTONIC OPTIMIZATION TECHNIQUES FOR SOLVING KNAPSACK PROBLEMS

  • Tran, Van Thang;Kim, Jong Kyu;Lim, Won Hee
    • Nonlinear Functional Analysis and Applications
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    • 제26권3호
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    • pp.611-628
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    • 2021
  • In this paper, we propose a new branch-reduction-and-bound algorithm to solve the nonlinear knapsack problems by using general discrete monotonic optimization techniques. The specific properties of the problem are exploited to increase the efficiency of the algorithm. Computational experiments of the algorithm on problems with up to 30 variables and 5 different constraints are reported.