• Title/Summary/Keyword: 볼록 최적화 문제

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벡터 볼록 최적화 문제를 위한 벡터 변분부등식

  • 이규명
    • Communications of the Korean Mathematical Society
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    • v.18 no.4
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    • pp.587-602
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    • 2003
  • 본 논문에서는 벡터값을 가지는 함수로 이루어진 벡터 변분 부등식들의 해집합사이의 관계, 미분 불가능한 볼록함수로 이루어진 벡터 볼록 최적화 문제의 해집합들과 볼록함수의 아래미분으로 표현된 벡터 변분부등식의 해집합들과의 관계, 제약집합이 볼록 함수로 구체적으로 주어질 때의 벡터 변분부등식의 해가 될 필요 충분조건, 섭동된 강 단조 벡터 변분부등식의 안정성 결과와 섭동된 벡터 강 볼록 최적화문제에의 적용에 대한 최근 연구 결과를 정리한다.

전역 최적화 기법 소개 : 결정론적 및 확률론적 방법들

  • 최수형
    • ICROS
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    • v.10 no.3
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    • pp.27-33
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    • 2004
  • 최적화는 시스템공학에서 자주 등장하는 문제이며 흔히 다음과 같은 수학적 계획(mathematical programming) 문제로 표현된다. min f(x) (P) subject to g(x) ≤ 0 h(x) : 0 여기서 x∈R/sup n/, f:R/sup n/→R, g:R/sup n/→R/sup l/, h:R/sup n/→R/sup m/, 그리고 n m이다. 만약 목적함수(objective function)와 가능 영역(feasible region)이 볼록(convex)하다면, 예를 틀어 f(x)와 g(x)가 아래로 볼록하고 h(x)가 선형이라면. 이는 볼록 문제(convex problem)이며 오직 하나의 지역 최소점(local minimum)을 가진다. 그러나 많은 경우. 예를 들어 h(x)가 비선형이라면, 여러 개의 지역 최소점을 가질 수 있는 비 볼록 문제(nonconvex problem)가 된다. 이때 진정한 최소점을 찾는 것. 즉 전역 최적화 (global optimization)가 요구된다.(중략)

TS Fuzzy Classifier Using A Linear Matrix Inequality (선형 행렬 부등식을 이용한 TS 퍼지 분류기 설계)

  • Kim, Moon-Hwan;Joo, Young-Hoon;Park, Jin-Bae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.14 no.1
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    • pp.46-51
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    • 2004
  • his paper presents a novel design technique for the TS fuzzy classifier via linear matrix inequalities(LMI). To design the TS fuzzy classifier built by the TS fuzzy model, the consequent parameters are determined to maximize the classifier's performance. Differ from the conventional fuzzy classifier design techniques, convex optimization technique is used to resolve the determination problem. Consequent parameter identification problems are first reformulated to the convex optimization problem. The convex optimization problem is then efficiently solved by converting linear matrix inequality problems. The TS fuzzy classifier has the optimal consequent parameter via the proposed design procedure in sense of the minimum classification error. Simulations are given to evaluate the proposed fuzzy classifier; Iris data classification and Wisconsin Breast Cancer Database data classification. Finally, simulation results show the utility of the integrated linear matrix inequalities approach to design of the TS fuzzy classifier.

LQ-servo Design Method Using Convex Optimization (I) Frequency Domain Approach (볼록형 최적화기법을 이용한 LQ-서보 설계 방법(I) 주파수 영역에서의 접근)

  • 이응석;서병설
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.7B
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    • pp.1282-1291
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    • 2000
  • 기존의 LQ-서보형 PI 설계방법은 보드선도 상에서 저주파와 고주파 영역에서의 루프전단함수의 특이값 일치에 기이한 설계상의 문제를 가지고 있다. 이러한 점을 해결하기 위해 역 최적제어와 볼록형 최적화기법에 기초한 새로운 설계 방법을 제안하고자 한다.

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Analysis of D2D Utility: Convex Optimization Algorithm (D2D 유틸리티 분석: 볼록최적화 알고리즘)

  • Oh, Changyoon
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2020.07a
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    • pp.83-84
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    • 2020
  • Sum Utility를 최적화하는 Convex Optimization Algorithm을 제안한다. 일반적으로, Sum Utility 최적화 문제는 Non Convex Optimization Problem이다. 하지만, '상대간섭'과 '간섭주요화'를 활용하여 Non Convex Optimization Problem이 간섭구간에 따라 Convex Optimization으로 해결할 수 있음을 확인하였다. 특히, 유틸리티 함수는 상대간섭 0.1 이하에서는 오목함수임을 확인하였다. 실험결과 상대간섭이 작아질수록 제안하는 알고리즘에 의한 Sum Utility는 증가함을 확인하였다.

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Improved Valve-Point Optimization Algorithm for Economic Load Dispatch Problem with Non-convex Fuel Cost Function (비볼록 발전비용함수 경제급전문제의 개선된 밸브지점 최적화 알고리즘)

  • Lee, Sang-Un
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.15 no.6
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    • pp.257-266
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    • 2015
  • There is no polynomial-time algorithm that can be obtain the optimal solution for economic load dispatch problem with non-convex fuel cost functions. Therefore, electrical field uses quadratic fuel cost function unavoidably. This paper proposes a valve-point optimization (VPO) algorithm for economic load dispatch problem with non-convex fuel cost functions. This algorithm sets the initial values to maximum powers $P_i{\leftarrow}P_i^{max}$ for each generator. It then reduces the generation power of generator i with an average power cost of $_{max}\bar{c}_i$ to a valve point power $P_{ik}$. The proposed algorithm has been found to perform better than the extant heuristic methods when applied to 13 and 40-generator benchmark data. This paper consequently proves that the optimal solution to economic load dispatch problem with non-convex fuel cost functions converges to the valve-point power of each generator.

Determination of Parameter Value in Constraint of Sparse Spectrum Fitting DOA Estimation Algorithm (희소성 스펙트럼 피팅 도래각 추정 알고리즘의 제한조건에 포함된 상수 결정법)

  • Cho, Yunseung;Paik, Ji-Woong;Lee, Joon-Ho
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.41 no.8
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    • pp.917-920
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    • 2016
  • SpSF algorithm is direction-of-arrival estimation algorithm based on sparse representation of incident signlas. Cost function to be optimized for DOA estimation is multi-dimensional nonlinear function, which is hard to handle for optimization. After some manipulation, the problem can be cast into convex optimiztion problem. Convex optimization problem tuns out to be constrained optimization problem, where the parameter in the constraint has to be determined. The solution of the convex optimization problem is dependent on the specific parameter value in the constraint. In this paper, we propose a rule-of-thumb for determining the parameter value in the constraint. Based on the fact that the noise in the array elements is complex Gaussian distributed with zero mean, the average of the Frobenius norm of the matrix in the constraint can be rigorously derived. The parameter in the constrint is set to be two times the average of the Frobenius norm of the matrix in the constraint. It is shown that the SpSF algorithm actually works with the parameter value set by the method proposed in this paper.

Analysis of D2D Utility: Relative Interference and Interference Majorization (D2D 유틸리티 분석: 상대간섭과 간섭 주요화)

  • Oh, Changyoon
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2020.07a
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    • pp.81-82
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    • 2020
  • Non-convex 최적화 문제의 복잡도를 완화하도록 해주는 오목함수 결정규칙을 제안한다. 전송용량을 나타내는 유틸리티 함수는 신호와 간섭의 함수이며, non-convex이다. 유틸리티 함수를 간섭관점에서 분석한다. '상대간섭'과 '간섭주요화'를 정의한다. 상대간섭은 D2D 수신단에서의 간섭레벨을 나타낸다. 간섭주요화는 간섭을 주요간섭으로 간략화한다. 간섭주요화를 기반으로 하는 오목함수 결정규칙을 제안한다. 실험결과를 통하여 유틸리티 함수는 상대간섭 0.1 이하에서는 오목함수임을 확인하였다.

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Sequential Convex Programming Based Performance Analysis of UAV Design (순차 컨벡스 프로그래밍 기반 무인기 설계 형상의 성능 분석)

  • Ko, Hyo-Sang;Choi, Hanlim;Jang, Jong-Youn;Kim, Joon;Ryu, Gu-Hyun
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.50 no.11
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    • pp.771-781
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    • 2022
  • Sequential convex programming based performance analysis of the designed UAV is performed. The nonlinear optimization problems generated by aerodynamics are approximated to socond order program by discretization and convexification. To improve the performance of the algorithm, the solution of the relaxed problem is used as the initial trajectory. Dive trajectory optimization problem is analyzed through iterative solution procedure of approximated problem. Finally, the maximum final velocity according to the performance of the actuator model was compared.

Device Caching Strategy Maximizing Expected Content Quality

  • Choi, Minseok
    • Journal of the Korea Society of Computer and Information
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    • v.26 no.1
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    • pp.111-118
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    • 2021
  • This paper proposes a novel method of caching contents that can be encoded into multiple quality levels in device-to-device (D2D)-assisted caching networks. Different from the existing caching schemes, the author allows caching fractions of an individual file and considers the self cache hit event, which the user can find the desired content in its device. The author analyzes the tradeoff between the quality of cached contents and the cache hit rate, and proposes the device caching method maximizing the expected quality that the user can enjoy. Depending on the parameter of the relationship between the quality and the file size, the optimal caching method can be obtained by solving the convex optimization problem and the DC programming problem. If the file size increases faster than the quality, the cached fractions of the contents continuously increase as the popularity grows. Meanwhile, if the file size increases slower than the quality, some of the high-popularity files are entirely cached but others are not cached at all.