• Journal of the Korean Operations Research and Management Science Society
• /
• v.16 no.2
• /
• pp.164-176
• /
• 1991

This paper considers the model of a k-out-of-n :G system with non-identical components which are subject to both forced and planned outages. For the forced outages, it assumes that there are the independent and common-cause outage events causing component failures. Then, the objective is to derive the upper and lower bounds on the mean operating time between system failures in the ample-server model. In addtion, the mean system failure times are also considered.

• Journal of the Korean Operations Research and Management Science Society
• /
• v.20 no.1
• /
• pp.1-10
• /
• 1995

The purpose of this paper is to develop a method of the sensitivity analysis that can be applied to a non-tree solution of the minimum cost flow problem. First, we introduce two types of sensitivity analysis. A sensitivity analysis of Type 1a is the well known method applicable to a tree solution. However this method can not be applied to a non-tree solution. So we propose a sensitivity analysis of Type 2 that keeps solutions of upper bounds at upper bounds, those of lower bounds at lower bounds, and those of intermediate values at intermediate values. For the cost coefficient we present a method that the sensitivity analysis of Type 2 is solved by finding the shortest path. Besides we also show that the results of Type 2 and Type 1 are the same in a spanning tree solution. For the right-hand side constant or the capacity, the sensitivity analysis of Type 2 is solved by a simple calculation using arcs with intermediate values.

• Journal of the Korean Operations Research and Management Science Society
• /
• v.10 no.2
• /
• pp.45-53
• /
• 1985

In the present paper, the capacitated solid transportation problem (planar constraints) is considered with upper and lower bounds on the rim conditions. The considered model has been shown to be equipvalent to a standard capacitated 3-index transportation problem. A procedure to solve any capacitated 3-index transportion problem is also suggested. Some special cases of the considered model have been shown to conform to possible practical situations.

• Bulletin of the Korean Mathematical Society
• /
• v.35 no.2
• /
• pp.209-225
• /
• 1998

In this paper we obtain sharp upper and lower bounds of small ball oprobabilities for Gaussian processes with stationary increments, whose results are essential to estabilish Chung type laws of iterated logarithm.

• Communications for Statistical Applications and Methods
• /
• v.14 no.1
• /
• pp.147-153
• /
• 2007

In this note, we obtained results related to multiparameter discrete exponential families on considering lattice or semi-lattice in place of N (Natural numbers) in view of Cacoullos-type inequalities via the same arguments in Papathanasiou (1990, 1993).

• Proceedings of the Korean Statistical Society Conference
• /
• 2000.11a
• /
• pp.109-113
• /
• 2000

We consider the probability that the total population of a Jackson network exceeds a given large value. By using the relation to the stationary distribution, we derive upper and lower bounds on this probability. These bounds imply the stronger logarithmic limit than that in Glasserman and Kou(1995) when several nodes have the same maximal load.

• Management Science and Financial Engineering
• /
• v.8 no.1
• /
• pp.1-19
• /
• 2002

Ordering is used to reduce the amount of fill-ins in the Cholesky factor of a symmetric positive definite matrix. One of the most efficient ordering methods is the minimum degree ordering algorithm(MDO). In this paper, we provide a few techniques that improve the performance of MDO implemented with the clique storage scheme. First, the absorption of nodes in the cliques is developed which reduces the number of cliques and the amount of storage space required for MDO. Second, we present a modified minimum degree ordering algorithm of which the number of degree updates can be reduced by introducing the lower bounds of degrees. Third, using both the lower and upper bounds of degrees, we develop an approximate minimum degree ordering algorithm. Experimental results show that the proposed algorithm is competitive with the minimum degree ordering algorithm that uses quotient graphs from the points of the ordering time and the nonzeros in the Cholesky factor.

• IE interfaces
• /
• v.7 no.3
• /
• pp.193-199
• /
• 1994

The purpose of this paper is to develop a method of the sensitivity analysis that can be applicable to a degenerate tree solution of the minimum cost flow problem. First, we introduce two types of sensitivity analysis. A sensitivity analysis of Type 1 is the well known method applicable to a spanning tree solution. However, this method have some difficulties in case of being applied to a degenerate tree solution. So we propose a sensitivity analysis of Type 2 that keeps solutions of upper bounds remaining at upper bounds, those of lower bounds at lower bounds, and those of intermediate values at intermediate values. For the cost coefficient, we present a method that the sensitivity analysis of Type 2 is solved by using the method of a sensitivity analysis of Type 1. Besides we also show that the results of sensitivity analysis of Type 2 are union set of those of Type 1 sensitivity analysis. For the right-hand side constant or the capacity, we present a simple method for the sensitivity analysis of Type 2 which uses arcs with intermediate values.

• Journal of the Korean Statistical Society
• /
• v.32 no.4
• /
• pp.359-371
• /
• 2003

We consider the probability that the total population of a stable Jackson network reaches a given large value. By using the fluid limit of the reversed network, we derive new upper and lower bounds on this probability, which are sharper than those in Glasserman and Kou (1995). In particular, the improved lower bound is useful for analyzing the performance of an importance sampling estimator for the overflow probability in Jackson tandem networks. Bounds on the expected time to overflow are also obtained.

• Journal of applied mathematics & informatics
• /
• v.9 no.1
• /
• pp.321-330
• /
• 2002

We apply an Intermediate Problem Method to compute eigenvalues of an anharmonic oscillator. The method produces lower bounds to the eigenvalues while the Rayleigh-Ritz method yields upper bounds. We show the convergence rate of the Intermediate Problem Method is the same as the rate of the Rayleigh-Ritz method.