• KSII Transactions on Internet and Information Systems (TIIS)
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• v.15 no.7
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• pp.2496-2512
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• 2021

The requirements for powerful computing capability, high capacity, low latency and low energy consumption of emerging services, pose severe challenges to the fifth-generation (5G) network. As a promising paradigm, mobile edge networks can provide services in proximity to users by deploying computing components and cache at the edge, which can effectively decrease service delay. However, the coexistence of heterogeneous services and the sharing of limited resources lead to the competition between various services for multiple resources. This paper considers two typical heterogeneous services: computing services and content delivery services, in order to properly configure resources, it is crucial to develop an effective offloading and caching strategies. Considering the high energy consumption of 5G base stations, this paper considers the hybrid energy supply model of traditional power grid and green energy. Therefore, it is necessary to design a reasonable association mechanism which can allocate more service load to base stations rich in green energy to improve the utilization of green energy. This paper formed the joint optimization problem of computing offloading, caching and resource allocation for heterogeneous services with the objective of minimizing the on-grid power consumption under the constraints of limited resources and QoS guarantee. Since the joint optimization problem is a mixed integer nonlinear programming problem that is impossible to solve, this paper uses deep reinforcement learning method to learn the optimal strategy through a lot of training. Extensive simulation experiments show that compared with other schemes, the proposed scheme can allocate resources to heterogeneous service according to the green energy distribution which can effectively reduce the traditional energy consumption.

• The Journal of Information Technology
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• v.3 no.2
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• pp.73-85
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• 2000

The efficient algorithms are suggested in this study for solving the multicommodity network flow problems applied to Communications Systems. These problems are typical NP-complete optimization problems that require integer solution and in which the computational complexity increases numerically in appropriate with the problem size. Although the suggested algorithms are not absolutely optimal, they are developed for computationally efficient and produce near-optimal and primal integral solutions. We supplement the traditional Lagrangian method with a price-directive decomposition. It proceeded as follows. First, A primal heuristic from which good initial feasible solutions can be obtained is developed. Second, the dual is initialized using marginal values from the primal heuristic. Generally, the Lagrangian optimization is conducted from a naive dual solution which is set as ${\lambda}=0$. The dual optimization converged very slowly because these values have sort of gaps from the optimum. Better dual solutions improve the primal solution, and better primal bounds improve the step size used by the dual optimization. Third, a limitation that the Lagrangian decomposition approach has Is dealt with. Because this method is dual based, the solution need not converge to the optimal solution in the multicommodity network problem. So as to adjust relaxed solution to a feasible one, we made efficient re-allocation heuristic. In addition, the computational performances of various versions of the developed algorithms are compared and evaluated. First, commercial LP software, LINGO 4.0 extended version for LINDO system is utilized for the purpose of implementation that is robust and efficient. Tested problem sets are generated randomly Numerical results on randomly generated examples demonstrate that our algorithm is near-optimal (< 2% from the optimum) and has a quite computational efficiency.

• Journal of the Korea Society of Computer and Information
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• v.18 no.7
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• pp.165-174
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• 2013

Recently, many universities in Korea have been faced with critical crisis such as the decrease in the number of freshmen, the pressure for tuition cuts, M&A between universities and so on. Nobody has expected that universities will have this kind of difficulties. The universities are making attempts to innovate the quality of education to secure high level of education and to meet social needs to overcome these internal and external environment of crisis. For this innovation, the universities have sought to reduce the budget as well as conducted the self-evaluation to figure out their relative positions annually. Innovations cannot have having the limitation without education funds. Budget spent in universities have influences directly or indirectly on the structural improvement of the finance and on the growth of universities. The purpose of this study is to explore the decision-making method to find the optimal budget allocation so as to minimize the execution budget and to maximize the management evaluation by taking the advantage to analyse the relationship between the evaluation and the budget. Therefore, in this paper, we implement the development of the mathematical model for the University Evaluation and Budget Allocation Optimization in the form of the linear programming.

• Journal of the Institute of Electronics Engineers of Korea CI
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• v.47 no.1
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• pp.171-184
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• 2010

In this work, we develop a novel channel power allocation method for the real-time multimedia over the wireless network environment. Since each frame has different effect on the user perceivable QoS, improving packet loss does not necessarily coincide with perceivable improvements in QoS. A new channel power control scheme is suggested based on the quantified importance of each frame in terms of user perceivable QoS. Dynamic programming formulation is used to obtain optimal transmit power which minimizes power consumption and maximizes user perceivable QoS simultaneously. The experiment is performed by using publicly available video clips. The performance is evaluated using network simulator version 2 (NS 2) and decoding engine is embedded at the client node, and calculated PSNR over the every frame transmitted. Through the semantics aware power allocation (SAPA) scheme, significant improvement on the QoS has been verified, which is the result of unequal protection to more important packets. SAPA scheme reduced the loss of I frame by upto 27% and reduced power consumption by upto 19% without degradation on the user perceivable QoS.

• Environmental and Resource Economics Review
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• v.33 no.2
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• pp.113-133
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• 2024

Variable renewable energy (VRE) such as solar and wind power is the main sources of achieving carbon net zero, but it undermines the stability of power supply due to high variability and uncertainty. Energy storage system (ESS) can not only reduce the curtailment of VRE by load shifting but also contribute to stable power system operation by providing ancillary services. This study analyzes how the allocation of ESS resources between load shifting and ancillary service can contribute to maximizing the efficiency of power supply in a situation where the problems caused by VRE are becoming more and more serious. A stochastic power system optimization model that can realistically simulate the variability and uncertainty of VRE was applied. The analysis time point was set to 2023 and 2036, and the optimal resource allocation strategy and benefits of ESS by varying VRE penetration levels were analyzed. The analysis results can be largely summarized into the following three. First, ESS provides excellent functions for both load shifting and ancillary service, and it was confirmed that the higher the reserve price, the more limited the load shifting and focused on providing reserve. Second, the curtailment of VRE can be a effective substitute for the required reserve, and the higher the reserve price level, the higher the curtailment of VRE and the lower the required amount of reserve. Third, if a reasonable reserve offer price reflecting the opportunity cost is applied, ESS can secure economic feasibility in the near future, and the higher the proportion of VRE, the greater the economic feasibility of ESS. This study suggests that cost-effective low-carbon transition in the power system is possible when the price signal is correctly designed so that power supply resources can be efficiently utilized.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.21 no.4
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• pp.138-144
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• 2020

The Army's engineers are carrying out a range of operations using various equipment, of which, artillery unit support is the representative engineering operation field. The main task of the artillery unit is to attack the enemy's center with firepower from the rear of a friendly force. The artillery must move its original position after firing several times to prevent exposure of the shooting position. This paper proposed a mathematical model and heuristic algorithm that can be used to determine the optimal allocation among engineer equipment, the team (work), and position while reflecting the constraints of the construction of an artillery position. The model proposed in this paper derived the optimal solution for the small size problems, but it takes a long time to derive the optimal solution for the problem of equipment placement of the engineer battalion and brigade scale. Although the heuristic suggested in this study does not guarantee the optimal solution, the solution could be obtained in a reasonable amount of time.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.6D
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• pp.927-933
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• 2006

The Variable Message Signs (VMS) are useful way to reduce the socio-economic costs due to the traffic congestions and delays by providing the information on traffic condition to drivers. This study provided a methodology to determine the locations of VMS's in terms of the minimization of the delay by applying the genetic algorithm. The optimal number of VMS's was also derived by the economic analysis based on the cost and the benefit. The simulation considered the variation of traffic volume, the frequency and duration of the incident, and the traffic conversion in order to reflect the real situation. I've made a scenario to consider traffic volume and incident, and it can undergo through changing different traffic volume and incident in time and days and seasons. And I've comprised two kinds of result, one is based on empirical studies, the other is based on Genetic Algorithm about optimal allocation VMS. This result of using optimal location VMS, reduce total travel time rather than preceding study based on normal location VMS and we can estimate optimal location VMS each one.

• Journal of Intelligence and Information Systems
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• v.25 no.2
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• pp.39-55
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• 2019

Recently banks and large financial institutions have introduced lots of Robo-Advisor products. Robo-Advisor is a Robot to produce the optimal asset allocation portfolio for investors by using the financial engineering algorithms without any human intervention. Since the first introduction in Wall Street in 2008, the market size has grown to 60 billion dollars and is expected to expand to 2,000 billion dollars by 2020. Since Robo-Advisor algorithms suggest asset allocation output to investors, mathematical or statistical asset allocation strategies are applied. Mean variance optimization model developed by Markowitz is the typical asset allocation model. The model is a simple but quite intuitive portfolio strategy. For example, assets are allocated in order to minimize the risk on the portfolio while maximizing the expected return on the portfolio using optimization techniques. Despite its theoretical background, both academics and practitioners find that the standard mean variance optimization portfolio is very sensitive to the expected returns calculated by past price data. Corner solutions are often found to be allocated only to a few assets. The Black-Litterman Optimization model overcomes these problems by choosing a neutral Capital Asset Pricing Model equilibrium point. Implied equilibrium returns of each asset are derived from equilibrium market portfolio through reverse optimization. The Black-Litterman model uses a Bayesian approach to combine the subjective views on the price forecast of one or more assets with implied equilibrium returns, resulting a new estimates of risk and expected returns. These new estimates can produce optimal portfolio by the well-known Markowitz mean-variance optimization algorithm. If the investor does not have any views on his asset classes, the Black-Litterman optimization model produce the same portfolio as the market portfolio. What if the subjective views are incorrect? A survey on reports of stocks performance recommended by securities analysts show very poor results. Therefore the incorrect views combined with implied equilibrium returns may produce very poor portfolio output to the Black-Litterman model users. This paper suggests an objective investor views model based on Support Vector Machines(SVM), which have showed good performance results in stock price forecasting. SVM is a discriminative classifier defined by a separating hyper plane. The linear, radial basis and polynomial kernel functions are used to learn the hyper planes. Input variables for the SVM are returns, standard deviations, Stochastics %K and price parity degree for each asset class. SVM output returns expected stock price movements and their probabilities, which are used as input variables in the intelligent views model. The stock price movements are categorized by three phases; down, neutral and up. The expected stock returns make P matrix and their probability results are used in Q matrix. Implied equilibrium returns vector is combined with the intelligent views matrix, resulting the Black-Litterman optimal portfolio. For comparisons, Markowitz mean-variance optimization model and risk parity model are used. The value weighted market portfolio and equal weighted market portfolio are used as benchmark indexes. We collect the 8 KOSPI 200 sector indexes from January 2008 to December 2018 including 132 monthly index values. Training period is from 2008 to 2015 and testing period is from 2016 to 2018. Our suggested intelligent view model combined with implied equilibrium returns produced the optimal Black-Litterman portfolio. The out of sample period portfolio showed better performance compared with the well-known Markowitz mean-variance optimization portfolio, risk parity portfolio and market portfolio. The total return from 3 year-period Black-Litterman portfolio records 6.4%, which is the highest value. The maximum draw down is -20.8%, which is also the lowest value. Sharpe Ratio shows the highest value, 0.17. It measures the return to risk ratio. Overall, our suggested view model shows the possibility of replacing subjective analysts's views with objective view model for practitioners to apply the Robo-Advisor asset allocation algorithms in the real trading fields.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.47 no.7
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• pp.36-44
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• 2010

When multi-user MIMO (Multiple-Input Multiple-Output) systems utilize a sum-rate maximization (SRM) scheduler, the throughput of the systems can be enhanced. However, fairness problems may arise because users located near cell edge or experiencing poor channel conditions are less likely to be selected by the SRM scheduler. In this paper, a weighted sum-rate maximization (WSRM) scheduler is used to enhance the fairness performance of the MIMO systems. Closed-form expressions for the optimal transmit power allocation of WSRM and corresponding weighted sum-rate (WSR) are derived in the 6-sector collaborative transmission system. Using the derived results, we propose an algorithm which searches the optimal power allocation for WSRM in the 3-sector collaborative transmission system. Based on the derived closed-form expressions and the proposed algorithm, we perform computer simulations to compare performance of the WSRM scheduler and the SRM scheduler with respect to the sum-rate and the log-sum-of-average rates. We further verify that the WSRM scheduler efficiently improves fairness performance by showing the enhanced performance of average transmission rates in low percentile region.

• KDI Journal of Economic Policy
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• v.14 no.2
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• pp.189-203
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• 1992

Any money model should address the most important phenomenon of a monetary economy, which is the phenomenon of the rate of return dominance. Even if the holding returns on financial or nonfinancial assets are higher than the rate of return on fiat money holding, which is typically zero, people still hold and use money. In a period of accelerating inflation, number of dominating assets increases continuously, yet people continue to hold and use money. Wallace's (1980) overlapping generations model cannot address the rate of return dominance phenomenon. His model does not capture the mediun of exchange role of fiat money. In this paper, an overlapping types model of fiat money is constructed, in which different types of consumers have different preferences on different types of goods, are endowed with different types of goods, are located at seperated regions, and live for only two periods. In this model, people hold and use money despite the dominating assets, even if inflation accelates. Money in this case serves as a pure medium of exchange, whereas in Wallace's model, money serves as a pure store of value, and money disappears if a dominating asset exists. An interesting feature of the overlapping types model presented in this paper is that money does not provide a cheap approximation to an idealized and efficient real allocation. A monetary economy is always superior to a nonmonetary economy, because money helps overcome the incompleteness of the overlapping types friction. In a monetary economy, however, a pareto optimal allocation cannot always be achieved, because money cannot always overcome the overlapping types friction itself. Therefore, with the criterion of optimality of real allocations, the monetary economy is more optimal than a nonmonetary economy but less optimal than a complete Arrow-Debreu economy. This feature has important implications on macro modelling. Because of the difficulty in introducing money into a macro model in an essential and endogenous manner as in the overlapping types model of this paper, a macro model typically ignores money and studies real allocations without the money factor. The possible inefficiencies of a monetary economy, relative to a complete real Arrow-Debreu economy, may indicate differences in real allocations between the two models.