• Proceedings of the Korean Operations and Management Science Society Conference
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• 1995.09a
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• pp.211-219
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• 1995

블록-삼각(Block-angular)구조를 갖는 선형 제약식과 분리되지 않는 콘벡스 목적함수의 대규모 비분리 콘벡스 최적화 문제의 해법으로 번들-분해법 (Bundle Based Decomposition)을 이용한 알고리즘 SQA(Separable Quadratic Approximation)은 비분리 콘벡스 프로그램을 분리가능한 2차계획 법(Separable Quadratic Programming) 문제로 근사화시켜 번들-분해법을 축 차적으로 적용한다. 본 연구는 수렴성(local convergence & global convergence) 및 알고리즘 구현 [1]에 이어 이에 대한 수치적용 결과를 중심 으로 소개한다. 수치 적용은 ANSI C로 작성된 SQA 프로그램을 SUN SPARC II에서 실행하였으며 이때 대규모 비분리 최적화 문제의 비분리 목 적함수와 블록-삼각 구조의 선형 제약식들이 계수들은 ANSI C의 랜덤함수 로부터 임의의 값들을 이용하였다. 이와같은 다양한 비분리 콘벡스 최적화 문제에 대한 수렴성, 반복회수 및 처리시간등의 결과와 함께 GAMS/MINOS 의 최적해를 소개한다.

• Proceedings of the KIEE Conference
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• 2006.07a
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• pp.311-312
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• 2006

본 논문에서는 선로 전력조류제약을 고려한 경제급전(SCED : Security-Constrained economic dispatch)에 내점 선형계획법을 이용하여 최적해를 구하는 문제를 다룬다. 최적전력조류(Optimal Power Flow)식으로부터 선로의 유효전력만을 근사화하여 선로 전력조류 제약을 고려할 경제급전(SCED)의 식을 정식화한다. 선형계획법을 적용하여 최적해를 구하기 위해서 발전기출력과 유효전력, 부하, 손실과의 관계를 이용하여 경제급전의 식을 선형화 하는 알고리즘을 제시한다. 선형화 알고리즘은 목적함수로 계통 발전기의 총 연료비를 취하고 전력수급평형식으로 발전기출력증분에 대한 선로의 증분손실계수를 이용하며, 선로의 제약조건은 일반화발전 분배계수(GGDF : Generalized Generation Distribution Factor)를 이용하여 선형화한다. 최적화 기법으로서 내점법(Interior Point Method)을 적용하고자 하며 사례연구를 통하여 선형계획법 중 가장 많이 사용하는 심플렉스(Simplex)법과의 수렴특성을 비교하여 내점 법의 효용성을 확인하고자 한다.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.12 no.3
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• pp.1-15
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• 1992

A Practical and easily applicable methods for the numerical analysis and the optimum design of continuous and horizontally curved two-way slab systems with twelve possible edge conditions are presented. The proposed method for the numerical structural analysis is based on the use of design moment coefficients which are derived from the elastic theory of thin curved plates. The optimum values are selected from within the feasible region in the design space defined by the limit state requirements. The sequential linear programming is introduced as an analytical method of nonlinear optimization. The optimum design variables, including a effective depth and transformed steel ratios per unit width of middle and column strips of slabs, are then determined.

• Transactions of the Korean Society of Mechanical Engineers
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• v.13 no.1
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• pp.1-8
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• 1989

A general and efficient algorithm is proposed for the analyses of multibody elastic contact problems. It is presumed that there exists negligible friction between the bodies. It utilizes a simplex type algorithm with a modified entry rule and incoporates finite element method to obtain flexibility matrices for arbitrarily shaped bodies. The multibody contact problem of a vehicle support on an elastic foundation is considered first to show the effictiveness of the suggested algorithm. Its solution is compared favorably with the existing solution. A contact problem among inner race, rollers and outer race is analyzed and the distribution of load, rigid body movements and contact pressure distributions are obtained. The trend of contact characteristics is compared with that of the idealized Hertzian solutions for two separate two-body contact problems. The numerical results obtained by directly treating a multibody contact are believed to be more exact than the Hertzian solution for the idealized two separate two-body contact problems.

• Journal of the Korean Society for Precision Engineering
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• v.26 no.1
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• pp.17-23
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• 2009

• Journal of KIISE:Software and Applications
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• v.31 no.6
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• pp.829-839
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• 2004

Methods based on integer programming have been shown to be very effective in solving various crew pairing optimization problems. However, their applicability is limited to problems with linear constraints and objective functions. Also, those methods often require an unacceptable amount of time and/or memory resources given problems of larger scale. Heuristic methods such as neighborhood search, on the other hand, can handle large-scaled problems without too much difficulty and can be applied to problems having any form of objective functions and constraints. However, neighborhood search often gets stuck at local optima when faced with complex search spaces. This paper presents ,i hybrid algorithm of neighborhood search and integer programming, which nicely combines the advantages of both methods. The hybrid algorithm has been successfully tested on a large-scaled crew pairing optimization problem for a real subway line.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.38 no.5
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• pp.427-436
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• 2010

This paper deals with a task assignment problem of multiple UAVs performing multiple tasks on multiple targets. The task assignment problem of multiple UAVs is a kind of combinatorial optimization problems such as traveling salesman problem or vehicle routing problem, and it has NP-hard computational complexity. Therefore, computation time increases as the size of considered problem increases. To solve the problem efficiently, approximation methods or heuristic methods are widely used. In this study, the problem is formulated as a mixed integer linear program, and is solved by a mixed integer linear programming and a genetic algorithm, respectively. Numerical simulations for the environment of the multiple targets, multiple tasks, and obstacles were performed to analyze the optimality and efficiency of each method.

• Journal of the Korea Society for Simulation
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• v.26 no.3
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• pp.105-113
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• 2017

This study considers an optimal investment planning for improving survivability from an air threat in the layered air defense system. To establish an optimization model, we first represent the layered air defense system as a network model, and then, present two optimization models minimizing the failure probability of counteracting an air threat subject to budget limitation, in which one deals with whether to invest and the other enables continuous investment on the subset of nodes. Nonlinear objective functions are linearized using log function, and we suggest dynamic programming algorithm and linear programing for solving the proposed models. After designing a layered air defense system based on a virtual scenario, we solve the two optimization problems and analyze the corresponding optimal solutions. This provides necessity and an approach for an effective investment planning of the layered air defense system.

• Journal of the Korea Society for Simulation
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• v.27 no.1
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• pp.39-49
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• 2018

An SLBM (submarine-launched ballistic missile) seriously threatens the national security due to its stealthiness that makes it difficult to detect in advance. We consider a destroyer deployment optimization problem for effectively detecting an SLBM. An optimization model is based on the two-person zero-sum game in which an adversary determines the firing and arriving places with an appropriate trajectory that provides a low detection probability, and we establish a destroyer deployment plan that guarantees the possibly highest detection probability. The proposed two-person zero-sum game model can be solved with the corresponding linear programming model, and we perform computational studies with a randomly generated area and scenario and show the optimal mixed strategies for both the players in the game.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.23 no.3
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• pp.167-173
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• 2023

The cash flow matching problem(CFMP) aims to minimize the initial investment by paying the total amount due for the T-year in principal and interest of bonds or bank deposits without paying the full amount in cash. Linear programming(LP) is the only known way to solve CFMP. The linear programming method is a problem that optimizes T linear functions, and it cannot be solved by handwriting, so LINGO, which is a solution to the linear programming method, is used. This paper proposes an algorithm that obtains the solution of CFMP solely by handwriting without the help of LINGO. The proposed algorithm determines the amount of bond purchases by covering payments until the previous year of the next maturity bond in the order that the maturity date falls from the longest to the short term. In addition, until the year before the maturity of the shortest maturity bond, the amount of deposit covered by the principal and interest of the bank deposit was determined. As a result of applying the proposed algorithm to two experimental data, it was shown that more accurate results can be obtained compared to the linear programming method.