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

• Journal of Power System Engineering
• /
• v.4 no.3
• /
• pp.72-80
• /
• 2000

In order to design a stable robust controller, nominal model, and the upper bound about the uncertainty which is the error of the model are needed. The problem to estimate the nominal model of controlled system and the upper bound of uncertainty at the same time is called robust identification. When the nominal model of controlled system and the upper bound of uncertainty in relation to robust identification are given, the evaluation of the validity of the model and the upper bound makes it possible to distinguish whether there is a model which explains observation data including disturbance among the model set. This paper suggests a method to identity the uncertainty which removes disturbance and expounds observation data by giving a probable postulation and plural data set to disturbance. It also examines the suggested method through a numerical computation simulation and validates its effectiveness.

• Journal of the Korean Operations Research and Management Science Society
• /
• v.21 no.1
• /
• pp.1-17
• /
• 1996

There have been considerable researches for solving large-scale separable convex optimization ptoblems. In this paper we present a method for large-scale nonseparable smooth convex optimization problems with block-angular linear constraints. One of them is occurred in reconfiguration of the virtual path network which finds the routing path and assigns the bandwidth of the path for each traffic class in ATM (Asynchronous Transfer Mode) network [1]. The solution is approximated by solving a sequence of the block-angular structured separable quadratic programming problems. Bundle-based decomposition method [10, 11, 12]is applied to each large-scale separable quadratic programming problem. We implement the method and present some computational experiences.