• 한국항행학회논문지
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• 제11권4호
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• pp.388-393
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• 2007

변환부호화기(Transform coders)를 설계함에 있어서 비트 할당(Bit allocation)은 중요한 설계 요인 중의 하나이다. 본 논문에서는 고해상(high-resolution) 이론에 의한 수식들을 바탕으로 각 계수 양자화기들의 비트율을 정수값으로 할당해주는 최적의 알고리즘인 최대 탐욕 알고리즘과 최소 탐욕 알고리즘을 제안하였다. 특히, 제안된 최대 탐욕 알고리즘과 최소 탐욕 알고리즘에서 쌍대성(duality) 성질을 확인할 수 있었다.

• 대한수학회보
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• 제48권3호
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• pp.505-521
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• 2011

We present a duality between the category of compact Riemannian spin manifolds (equipped with a given spin bundle and charge conjugation) with isometries as morphisms and a suitable "metric" category of spectral triples over commutative pre-$C^*$-algebras. We also construct an embedding of a "quotient" of the category of spectral triples introduced in [5] into the latter metric category. Finally we discuss a further related duality in the case of orientation and spin-preserving maps between manifolds of fixed dimension.

• Journal of applied mathematics & informatics
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• 제10권1_2호
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• pp.83-99
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• 2002

Optimality conditions are derived for a nonlinear program in which a support function appears in the objective as well as in each constraint function. Wolfe and Mond-Weir type duals to this program are presented and various duality results are established under suitable convexity and generalized convexity assumptions. Special cases that often occur in the literature are those in which a support function is the square root of a positive semi- definite quadratic form or an Lp norm. It is pointed out that these special cases can easily be generated from our results.

• Journal of applied mathematics & informatics
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• 제30권1_2호
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• pp.111-125
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• 2012

In this paper, we introduce new classes of generalized convex n-set functions called $d$-weak strictly pseudo-quasi type-I univex, $d$-strong pseudo-quasi type-I univex and $d$-weak strictly pseudo type-I univex functions and focus our study on multiobjective subset programming problem. Sufficient optimality conditions are obtained under the assumptions of aforesaid functions. Duality results are also established for Mond-Weir and general Mond-Weir type dual problems in which the involved functions satisfy appropriate generalized $d$-type-I univexity conditions.

• Journal of applied mathematics & informatics
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• 제32권3_4호
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• pp.359-375
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• 2014

In this paper, a multiobjective nondifferentiable fractional programming problem (MFP) is considered where the objective function contains a term involving the support function of a compact convex set. A vector valued (generalized) ${\alpha}$-univex function is defined to extend the concept of a real valued (generalized) ${\alpha}$-univex function. Using these functions, sufficient optimality criteria are obtained for a feasible solution of (MFP) to be an efficient or weakly efficient solution of (MFP). Duality results are obtained for a Mond-Weir type dual under (generalized) ${\alpha}$-univexity assumptions.

• 대한수학회논문집
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• 제27권2호
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• pp.411-423
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• 2012

A nondifferentiable nonlinear semi-infinite programming problem is considered, where the functions involved are ${\eta}$-semidifferentiable type I-preinvex and related functions. Necessary and sufficient optimality conditions are obtained for a nondifferentiable nonlinear semi-in nite programming problem. Also, a Mond-Weir type dual and a general Mond-Weir type dual are formulated for the nondifferentiable semi-infinite programming problem and usual duality results are proved using the concepts of generalized semilocally type I-preinvex and related functions.

• Journal of applied mathematics & informatics
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• 제27권1_2호
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• pp.123-137
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• 2009

A multiobjective variational problem involving higher order derivatives is considered and Fritz-John and Karush-Kuhn-Tucker type optimality conditions for this problem are derived. As an application of Karush-Kuhn-Tucker optimality conditions, Wolfe type dual to this variational problem is constructed and various duality results are validated under generalized invexity. Some special cases are mentioned and it is also pointed out that our results can be considered as a dynamic generalization of the already existing results in nonlinear programming.

• Journal of applied mathematics & informatics
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• 제28권5_6호
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• pp.1395-1408
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• 2010

In this paper, a pair of Wolfe type second-order nondifferentiable multiobjective symmetric dual program over arbitrary cones is formulated. Weak, strong and converse duality theorems are established under second-order (F, $\alpha$, $\rho$, d)-convexity assumptions. An illustration is given to show that second-order (F, $\alpha$, $\rho$, d)-convex functions are generalization of second-order F-convex functions. Several known results including many recent works are obtained as special cases.

• 한국통신학회논문지
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• 제36권11A호
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• pp.878-891
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• 2011

본 논문에서는 사용자들 간의 간섭이 존재하는 무선망에서 상하향 링크의 수율 최대화를 동시에 고려한다. 상향 링크에서는 라그랑지안 완화기법에 기반으로 하는 분산적이고 반복적인 알고리즘을 제안하다. 상향 링크에서의 라그랑지 곱수와 네트워크 쌍대성 성질을 이용하여 채널 이득과 최대 전력 제약이 상향 링크와 동일한 듀얼 하향 링크에서의 수율 최대화를 얻을 수 있다. 본 논문에서 증명한 네트워크 쌍대성 성질은 기존의 연구에 비해 보다 일반적인 형태를 가진다. 또한, 모의실험 결과는 채널의 상관 계수가 ${\theta}{\in}$(0.5, 1] 일 때, 상하향 링크에서 제안된 기법들이 각각 최적값에 근접하다는 것을 보여준다. 반면에 채널의 상관 계수가 낮을 때 (${\theta}{\in}$(0, 0.5]), 하향 링크에서의 성능 열화를 관찰할 수 있다. 네트워크 쌍대성 성질은 상향 링크에 비해 채널 이득과 최대 전력 제약이 다른 실제 하향 링크로 확장된다. 이러한 쌍대성 성질에 기반으로 하는 기법은 실제 하향 링크에서도 충분히 적용될 수 있음이 모의실험 결과로 보여진다. 기존에 제안된 알고리즘의 복잡도를 고려하였을때, 본 논문의 결과는 일반화된 네트워크 쌍대성 성질의 성능과 실제 적용면에서 상당히 유용하다고 할 수 있다.

• Management Science and Financial Engineering
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• 제22권1호
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• pp.13-20
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• 2016

We investigate the optimal consumption and investment problem when a working debtor has an option to file for bankruptcy. By applying the duality approach, the closed-form solutions are obtained for the case of CRRA utility function. The optimal bankruptcy time is determined by the first hitting time when the financial wealth hits the wealth threshold derived from the optimal stopping time problem. Moreover, the numerical results show that the investment increases as the wealth approaches the threshold and the value gain from the bankruptcy option is vanished as wealth increases.