• 제목/요약/키워드: Dual optimization

검색결과 322건 처리시간 0.028초

이점 대각 이차 근사화 기법을 쌍대기법에 적용한 순차적 근사 최적설계 (Sequential Approximate Optimization by Dual Method Based on Two-Point Diagonal Quadratic Approximation)

  • 박선호;정상진;정승현;최동훈
    • 대한기계학회논문집A
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    • 제35권3호
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    • pp.259-266
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    • 2011
  • 본 논문에서는 SD-TDQAO (Sequential Dual - Two-point Diagonal Quadratic Approximate Optimization)라는 쌍대기법을 이용한 순차적 최적설계 알고리즘을 제안한다. 이 방법은 비선형 목적함수와 제한조건이 포함되어 있는 공학적인 문제를 효과적으로 풀 수 있도록 하는데 목적이 있다. 기존의 볼록성과 분리성이 만족되지 않는 eTDQA2 방법을 이용하여 쌍대기법에 이용할 수 있도록 이차 근사함수의 헤시언 대각요소에 이를 적용하여 쉽게 볼록성과 분리성을 보장할 수 있도록 하였다. 또한 이를 수학적 예제와 위상 최적설계문제를 통해 기존의 쌍대기법 알고리즘인 MMA 와의 비교로 그 성능을 입증하였다.

ON SUFFICIENCY AND DUALITY FOR ROBUST OPTIMIZATION PROBLEMS INVOLVING (V, ρ)-INVEX FUNCTIONS

  • Kim, Moon Hee;Kim, Gwi Soo
    • East Asian mathematical journal
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    • 제33권3호
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    • pp.265-269
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    • 2017
  • In this paper, we formulate a sufficient optimality theorem for the robust optimization problem (UP) under (V, ${\rho}$)-invexity assumption. Moreover, we formulate a Mond-Weir type dual problem for the robust optimization problem (UP) and show that the weak and strong duality hold between the primal problems and the dual problems.

Mass optimization of four bar linkage using genetic algorithms with dual bending and buckling constraints

  • Hassan, M.R.A.;Azid, I.A.;Ramasamy, M.;Kadesan, J.;Seetharamu, K.N.;Kwan, A.S.K.;Arunasalam, P.
    • Structural Engineering and Mechanics
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    • 제35권1호
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    • pp.83-98
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    • 2010
  • In this paper, the mass optimization of four bar linkages is carried out using genetic algorithms (GA) with single and dual constraints. The single constraint of bending stress and the dual constraints of bending and buckling stresses are imposed. From the movement response of the bar linkage mechanism, the analysis of the mechanism is developed using the combination of kinematics, kinetics, and finite element analysis (FEA). A penalty-based transformation technique is used to convert the constrained problem into an unconstrained one. Lastly, a detailed comparison on the effect of single constraint and of dual constraints is presented.

다중사용자 OFDM 광대역 무선인터넷 시스템의 자원할당 방법 (Resouce Allocation for Multiuser OFDM Systems)

  • 정용주;백천현;김후곤
    • 한국경영과학회지
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    • 제32권3호
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    • pp.33-46
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    • 2007
  • This study deals with the adaptive multiuser OFDM (Orthogonal Frequency Division Multiplexing) system which adjusts the resource allocation according to the environmental changes in such as wireless and quality of service required by users. The resource allocation includes subcarrier assignment to users, modulation method and power used for subcarriers. We first develop a general optimization model which maximizes data throughput while satisfying data rates required by users and total power constraints. Based on the property that this problem has the 0 duality gap, we apply the subgradient dual optimization method which obtains the solution of the dual problem by iteration of simple calculations. Extensive experiments with realistic data have shown that the subgradient dual method is applicable to the real world system, and can be used as a dynamic resource allocation mechanism.

ROBUST DUALITY FOR NONSMOOTH MULTIOBJECTIVE OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Kim, Moon Hee
    • 충청수학회지
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    • 제30권1호
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    • pp.31-40
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    • 2017
  • In this paper, we consider a nonsmooth multiobjective robust optimization problem with more than two locally Lipschitz objective functions and locally Lipschitz constraint functions in the face of data uncertainty. We prove a nonsmooth sufficient optimality theorem for a weakly robust efficient solution of the problem. We formulate a Wolfe type dual problem for the problem, and establish duality theorems which hold between the problem and its Wolfe type dual problem.

ON DUALITY FOR NONCONVEX QUADRATIC OPTIMIZATION PROBLEMS

  • Kim, Moon-Hee
    • East Asian mathematical journal
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    • 제27권5호
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    • pp.539-543
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    • 2011
  • In this paper, we consider an optimization problem which consists a nonconvex quadratic objective function and two nonconvex quadratic constraint functions. We formulate its dual problem with semidefinite constraints, and we establish weak and strong duality theorems which hold between these two problems. And we give an example to illustrate our duality results. It is worth while noticing that our weak and strong duality theorems hold without convexity assumptions.

An Alternative Optimization Procedure for Parameter Design

  • Kwon, Yong Man
    • 통합자연과학논문집
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    • 제12권3호
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    • pp.69-73
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    • 2019
  • Taguchi has used the signal-to-noise ratio (SN) to achieve the appropriate set of operating conditions where variability around target is low in the Taguchi parameter design. Taguchi has dealt with having constraints on both the mean and variability of a characteristic (the dual response problem) by combining information on both mean and variability into an SN. Many Statisticians criticize the Taguchi techniques of analysis, particularly those based on the SN. In this paper we propose a substantially simpler optimization procedure for parameter design to solve the dual response problems without resorting to SN.

쌍대반응표면최적화를 위한 반복적 선호도사후제시법 (An Iterative Posterior Preference Articulation Approach to Dual Response Surface Optimization)

  • 정인준
    • 품질경영학회지
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    • 제40권4호
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    • pp.481-496
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    • 2012
  • Purpose: This paper aims at improving inefficiency of an existing posterior preference articulation method proposed for dual response surface optimization. The method generates a set of non-dominated solutions and then allows a decision maker (DM) to select the best solution among them through an interval selection strategy. Methods: This paper proposes an iterative posterior preference articulation method, which repeatedly generates the predetermined number of non-dominated solutions in an interval which becomes gradually narrower over rounds. Results: The existing method generates a good number of non-dominated solutions not used in the DM's selection process, while the proposed method generates the minimal number of non-dominated solutions necessitated in the selection process. Conclusion: The proposed method enables a satisfactory compromise solution to be achieved with minimal cognitive burden of the DM as well as with light computation load in generating non-dominated solutions.

ON COMPLEXITY ANALYSIS OF THE PRIMAL-DUAL INTERIOR-POINT METHOD FOR SECOND-ORDER CONE OPTIMIZATION PROBLEM

  • Choi, Bo-Kyung;Lee, Gue-Myung
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제14권2호
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    • pp.93-111
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    • 2010
  • The purpose of this paper is to obtain new complexity results for a second-order cone optimization (SOCO) problem. We define a proximity function for the SOCO by a kernel function. Furthermore we formulate an algorithm for a large-update primal-dual interior-point method (IPM) for the SOCO by using the proximity function and give its complexity analysis, and then we show that the new worst-case iteration bound for the IPM is $O(q\sqrt{N}(logN)^{\frac{q+1}{q}}log{\frac{N}{\epsilon})$, where $q{\geqq}1$.

AN ELIGIBLE PRIMAL-DUAL INTERIOR-POINT METHOD FOR LINEAR OPTIMIZATION

  • Cho, Gyeong-Mi;Lee, Yong-Hoon
    • East Asian mathematical journal
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    • 제29권3호
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    • pp.279-292
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    • 2013
  • It is well known that each kernel function defines a primal-dual interior-point method(IPM). Most of polynomial-time interior-point algorithms for linear optimization(LO) are based on the logarithmic kernel function([2, 11]). In this paper we define a new eligible kernel function and propose a new search direction and proximity function based on this function for LO problems. We show that the new algorithm has ${\mathcal{O}}((log\;p){\sqrt{n}}\;log\;n\;log\;{\frac{n}{\epsilon}})$ and ${\mathcal{O}}((q\;log\;p)^{\frac{3}{2}}{\sqrt{n}}\;log\;{\frac{n}{\epsilon}})$ iteration bound for large- and small-update methods, respectively. These are currently the best known complexity results.