• 한국경영과학회지
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• 제15권1호
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• pp.99-115
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• 1990

This paper is concerned with the unit commitment problem in an electric power system with both thermal and pumped-storage hydroelectric units. This is a mixed integer programming problem and the Lagrangean relaxation method is used. We show that the relaxed problem decomposes into two kinds of subproblems : a shortest-path problem for each thermal unit and a minimum cost flow problem for each pumped-storage hydroelectric unit. A method of obtaining an incumbenet solution from the solution of a relaxed problem is presented. The Lagrangean multipliers are updated using both subgradient and incremental cost. The algorithm is applied to a real Korean power generation system and its computational results are reported and compaired with other works.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2006년도 춘계공동학술대회 논문집
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• pp.1647-1655
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• 2006

본 연구는 무선 및 사용자요구사항 등 환경의 변화에 따라 부반송파(subcarrier) 할당, 변조방식 및 전력량을 조절하는 적응형 다중사용자 OFDM 시스템을 다룬다. 먼저 사용자별 전송요구 비트수 및 전체 사용가능한 전력량에 대한 제약 조건하에서 총 데이터 전송량(Throughput)을 최대화하는 최적화 문제를 모형화한다. 이 문제는 대부분의 기존 연구들을 포함할 수 있을 정도로 포괄적이지만 미분이 불가능한 비선형 최적화 문제이면서도 빠른 계산시간을 요구한다. 본 연구는 쌍대간격(Duality Gap)이 0이라는 제안 문제의 특성을 바탕으로 하여 Subgradient 쌍대최적화(Dual Optimization) 기법을 적용한다. 또한 이러한 접근법은 사용자 또는 무선환경의 변화에 적극적으로 적응하는 무선자원 할당 메커니즘을 제시한다.

• Management Science and Financial Engineering
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• 제17권2호
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• pp.1-21
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• 2011

This paper considers an integrated inventory-distribution system with a fleet of heterogeneous vehicles employed where a single warehouse distributes a single type of products to many spatially distributed retailers to satisfy their dynamic demands. The problem is to determine order planning at the warehouse, and also vehicle schedules and delivery quantities for the retailers with the objective of minimizing the sum of ordering cost at the warehouse, inventory holding cost at both the warehouse and retailers, and transportation cost. For the problem, we give a Mixed Integer Programming formulation and develop a Lagrangean heuristic procedure for computing lower and upper bounds on the optimal solution value. The Lagrangean dual problem of finding the best Lagrangrean lower bound is solved by subgradient optimization. Computational experiments on randomly generated test problems showed that the suggested algorithm gives relatively good solutions in a reasonable amount of computation time.

• 한국통신학회논문지
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• 제32권10A호
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• pp.1023-1033
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• 2007

This study considers a joint congestion control, routing and power control for energy-constrained wireless networks. A mathematical model is introduced which includes maximization of network utility, maximization of network lifetime, and trade-off between network utility and network lifetime. The framework would maximize the overall throughput of the network where the overall throughput depends on the data flow rates which in turn is dependent on the link capacities. The link capacity on the other hand is a function of transmit power levels and link Signal-to-Interference-plus-Noise-Ratio (SINR) which makes the power allocation problem inherently difficult to solve. Using dual decomposition techniques, subgradient method, and logarithmic transformations, a joint algorithm for rate and power allocation problems was formulated. Numerical examples for each optimization problem were also provided.

• 한국경영과학회지
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• 제19권1호
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• pp.153-168
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• 1994

This paper is concerned with the development of tree-search algorithm for the exact solution to the vehicle problem (VRP), where set of vehicles of known capacity based at depot, have to be routed in order to supply customers with known requirements. When is required is to design routes, so that the total cost (i. e. total route length or time duration, ect.) is minimized. For obtianing the exact solution, the most important factors are the value of bound and branching strategy. Using the bound based on with bound ascent procedures from subgradient and state-space ascents, the incorporation of bounds into tree search algorithm to solve the problem is shown. Computational results of the corresponding algorithm show that VRPs with up to 40 customers can be solved optimally with this algorithm.

• Journal of Electrical Engineering and Technology
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• 제7권1호
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• pp.17-22
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• 2012

Lagrangian relaxation is the most widely adopted method for solving unit commitment (UC) problems. It consists of two steps: dual optimization and primal feasible solution construction. The dual optimization step is crucial in determining the overall performance of the solution. This paper intends to evaluate two dual optimization methods - one based on subgradient (SG) and the other based on the cutting plane. Large-scale UC problems with hundreds of thousands of variables and constraints have been generated for evaluation purposes. It is found that the evaluated SG method yields very promising results.

• 산업공학
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• 제10권3호
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• pp.179-187
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• 1997

The efficiency of material flow systems in terms of optimal network flow and minimum cost flow has always been an important design and operational goal in material handling and distribution system. In this research, an attempt was made to develop a new algorithm and the model to solve a stochastic material flow network with bidirectional and uncertain flows. A stochastic material flow network with bidirectional flows can be considered from a finite set with unknown demand probabilities of each node. This problem can be formulated as a special case of a two-stage linear programming problem which can be converted into an equivalent linear program. To find the optimal solution of proposed stochastic material flow network, some terminologies and algorithms together with theories are developed based on the partitioning and subgradient techniques. A computer program applying the proposed method was developed and was applied to various problems.

• 대한산업공학회지
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• 제29권3호
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• pp.206-212
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• 2003

In this paper, we propose a mathematical optimization model with a suitable algorithm to determine delivery and backlogging quantities by minimizing the total cost including the penalty costs for delay. The system has fixed transshipment costs and demands are fulfilled by some delivery units that represent the volume of delivery amount to be shipped in a single time period. Since, backlogging is allowed, demands could be delivered later at the expense of some penalty costs. The model provides the optimal decisions on when and how much to he delivered while minimizing the total costs. To solve the problem, we propose an algorithm that uses the Lagrangian dual in conjunction with some primal heuristic techniques that exploit the special structure of the problem. Finally, we present some computational test results along with comments on the further study.

• 산업경영시스템학회지
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• 제46권4호
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• pp.238-245
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• 2023

As technologies have been more quickly developed in this 4th Industry Revolution era, their application to defense industry has been also growing. With these much advanced technologies, we attempt to use Manned-Unmanned Teaming systems in various military operations. In this study, we consider the Location-Routing Problem for reconnaissance surveillance missions of the maritime manned-unmanned surface vehicles. As a solution technique, the two-phase method is presented. In the first location phase, the p-median problem is solved to determine which nodes are used as the seeds for the manned vehicles using Lagrangian relaxation with the subgradient method. In the second routing phase, using the results obtained from the location phase, the Vehicle Routing Problems are solved to determine the search routes of the unmanned vehicles by applying the Location Based Heuristic. For three network data sets, computational experiments are conducted to show the performance of the proposed two-phase method.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제14권4호
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• pp.1837-1860
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• 2020

We propose a general framework for studying resource allocation problem and the tradeoff between spectral efficiency (SE) and energy efficiency (EE) for downlink traffic in power domain-non-orthogonal multiple access (PD-NOMA) and device to device (D2D) based heterogeneous cloud radio access networks (H-CRANs) under imperfect channel state information (CSI). The aim is jointly optimize radio remote head (RRH) selection, spectrum allocation and power control, which is formulated as a multi-objective optimization (MOO) problem that can be solved with weighted Tchebycheff method. We propose a low-complexity algorithm to solve user association, spectrum allocation and power coordination separately. We first compute the CSI for RRHs. Then we study allocating the cell users (CUs) and D2D groups to different subchannels by constructing a bipartite graph and Hungrarian algorithm. To solve the power control and EE-SE tradeoff problems, we decompose the target function into two subproblems. Then, we utilize successive convex program approach to lower the computational complexity. Moreover, we use Lagrangian method and KKT conditions to find the global optimum with low complexity, and get a fast convergence by subgradient method. Numerical simulation results demonstrate that by using PD-NOMA technique and H-CRAN with D2D communications, the system gets good EE-SE tradeoff performance.