• Journal of Advanced Navigation Technology
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• v.11 no.4
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• pp.388-393
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• 2007

In designing transform coders bit allocation is one of the important issues. In this paper we propose two optimal algorithms for integer bit allocation in transform coding. Based on high-resolution formulas for bit allocation, the most and least greedy algorithms are developed to optimally adjust non-integer bit rates of coefficient quantizers to integer values. In particular, a duality property is observed between the two greedy algorithms.

• Bulletin of the Korean Mathematical Society
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• v.48 no.3
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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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• v.10 no.1_2
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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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• v.30 no.1_2
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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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• v.32 no.3_4
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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.

• Communications of the Korean Mathematical Society
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• v.27 no.2
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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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• v.27 no.1_2
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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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• v.28 no.5_6
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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.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.36 no.11A
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• pp.878-891
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• 2011

We consider the throughput-maximization problem for both the up- and downlink in a wireless network with interference channels. For this purpose, we design an iterative and distributive uplink algorithm based on Lagrangian relaxation. Using the uplink power prices and network duality, we achieve throughput-maximization in the dual downlink that has a symmetric channel and an equal power budget compared to the uplink. The network duality we prove here is a generalized version of previous research [10], [11]. Computational tests show that the performance of the up- and downlink throughput for our algorithms is close to the optimal value for the channel orthogonality factor, ${\theta}{\in}$(0.5, 1]. On the other hand, when the channels are slightly orthogonal (${\theta}{\in}$(0, 0.5]), we observe some throughput degradation in the downlink. We have extended our analysis to the real downlink that has a nonsymmetric channel and an unequal power budget compared to the uplink. It is shown that the modified duality-based approach is thoroughly applied to the real downlink. Considering the complexity of the algorithms in [6] and [18], we conclude that these results are quite encouraging in terms of both performance and practical applicability of the generalized duality theorem.

• Management Science and Financial Engineering
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• v.22 no.1
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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.