• Proceedings of the KIEE Conference
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• 1994.11a
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• pp.12-14
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• 1994

Traditionally one convex cost function for each generation is assumed in economic power dispatch. However, it is more realistic to represent the cost function as a piecewise quadratic function rather than one convex function. This paper presents evolutionary algorithm approaches to solve the problems of economic power dispatch with quadratic cost functions and piecewise quadratic cost functions. To improve GA, EP and ES characteristics. optimization methods combining GA with ES and EP with ES are proposed. The results for the proposed algorithms are compared with those of numerical method and show the better solutions in the ELD problem.

• The Mathematical Education
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• v.54 no.4
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• pp.299-315
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• 2015

The aim of this qualitative case study is twofold: 1) to analyze how an eleventh-grader, Min-Seon, conceive and represent a pattern of change between two varying quantities in a quadratic functional situation, and 2) further to help her form a concept of 'derivative' as a tool to express the relationship with employing a concept of 'rate of change.' The result indicates that Min-Seon was able to construct graphs of piecewise functions that take average rates of change as range of the functions, and managed to conjecture the derivative of a quadratic function, $y=x^2$. In conclusion, we argue that covariational approach could not only facilitate students' construction of an initial function concept, but also support their understanding of the concept of 'derivative.'

• Proceedings of the Korean Statistical Society Conference
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• 2004.11a
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• pp.91-95
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• 2004

Moments of skew t random vectors and their quadratic forms are derived. It is shown that the moments of the sample autocovariance function and of the sample variogram estimator do not depend on a skewness parameter.

• Bulletin of the Korean Mathematical Society
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• v.37 no.3
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• pp.477-486
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• 2000

In this paper, we investigate the Hyers-Ulam-Rassias stability of a quadratic functional equation f(x+y+z)+f(x+y)+f(y-z)+f(z-x)=3f(x)+3f(y)+3f(z) and prove the Hyers-Ulam stability of the equation on restricted (unbounded) domains.

• Journal of the Korean Operations Research and Management Science Society
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• v.7 no.1
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• pp.45-50
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• 1982

The present paper provides a method for solving a complementary programming problem with quadratic objective function subject to linear constraints. The procedure developed is based on the simplex method for quadratic programming problem. An example is added to illustrate the procedure.

• Communications of the Korean Mathematical Society
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• v.34 no.1
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• pp.27-41
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• 2019

We determine explicit formulas for the number of representations of a positive integer n by quaternary quadratic forms with coefficients 1, 2, 5 or 10. We use a modular forms approach.

• Journal of applied mathematics & informatics
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• v.29 no.5_6
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• pp.1395-1407
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• 2011

When a Sequential Quadratic Programming (SQP) method is used to solve the nonlinear programming problems, one of the main difficulties is that the Quadratic Programming (QP) subproblem may be incompatible. In this paper, an SQP algorithm is given by modifying the traditional QP subproblem and applying a class of $l_{\infty}$ penalty function whose penalty parameters can be adjusted automatically. The new QP subproblem is compatible. Under the extended Mangasarian-Fromovitz constraint qualification condition and the boundedness of the iterates, the algorithm is showed to be globally convergent to a KKT point of the non-linear programming problem.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.571-579
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• 2016

Most of studies related to the distributions of quadratic forms are conducted under the assumption of multivariate normal distribution. In this paper, we suggested an approximation to the distribution of quadratic forms based on multivariate skew-normal distribution as alternatives for multivariate normal distribution. Saddlepoint approximations are considered and the accuracy of the approximations are verified through simulation studies.

• Journal of the Korean Data and Information Science Society
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• v.14 no.3
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• pp.623-630
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• 2003

Recently, Tanaka(1988) derived two influence functions related to an eigenvalue problem $(A-\lambda_sI)\upsilon_s=0$ of real symmetric matrix A and used them for sensitivity analysis in principal component analysis. In this paper, we deal with the perturbation expansions up to quadratic terms of the same functions and discuss the application to sensitivity analysis in principal component regression analysis(PCRA). Numerical example is given to show how the approximation improves with the quadratic term.

• 제어로봇시스템학회:학술대회논문집
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• 1991.10a
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• pp.52-54
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• 1991

In this paper, the robust stability, and the quadratic performance of linear uncertain systems are studied. A quadratic Lyapunov function candidate with time-varying matrix is derived to provide robust stability bounds. Also upper bounds of a quadratic performance is given under the assumption that the uncertain system is stable. Both the robust stability bounds and the upper bounds of a quadratic performance are obtained as solutions of a class of modified Lyapunov equations.