• Title/Summary/Keyword: Optimality Conditions

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OPTIMALITY AND DUALITY IN NONDIFFERENTIABLE MULTIOBJECTIVE FRACTIONAL PROGRAMMING USING α-UNIVEXITY

  • Gupta, Rekha;Srivastava, Manjari
    • Journal of applied mathematics & informatics
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    • 제32권3_4호
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    • pp.359-375
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    • 2014
  • In this paper, a multiobjective nondifferentiable fractional programming problem (MFP) is considered where the objective function contains a term involving the support function of a compact convex set. A vector valued (generalized) ${\alpha}$-univex function is defined to extend the concept of a real valued (generalized) ${\alpha}$-univex function. Using these functions, sufficient optimality criteria are obtained for a feasible solution of (MFP) to be an efficient or weakly efficient solution of (MFP). Duality results are obtained for a Mond-Weir type dual under (generalized) ${\alpha}$-univexity assumptions.

GA를 이용한 Form parameter 방법에 의한 초기선형 생성 (Preliminary Hull Form Generation by Form Parameter Method using GA)

  • 김수영;신성철;신경엽
    • 한국지능시스템학회논문지
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    • 제12권1호
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    • pp.44-51
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    • 2002
  • 본 연구는 선형 생성을 위하여 목적함수로서 fairness 기준을 도입하고 설계변수를 B-spline 곡선의 조정점으로 하며 설계자에 의해서 주어지는 기하학적 제약조건을 만족하도록 하는 최적화를 수행하도록 하였다 본 연구에서는 최적화 방법으로서 GA(Genetic Algorithm)와 최적성 기준(optimality criteria)을 병행하였다.

조정점 최적탐색에 의한 Form Parameter 방법에 관한 연구 (A Study on Form Parameter Method by Optimum Vertex Point Search)

  • 김수영;신성철;김덕은
    • 대한조선학회논문집
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    • 제39권4호
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    • pp.60-65
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    • 2002
  • 본 연구는 Form Parameter를 만족하는 선형 생성 과정을 최적화 과정으로 취급하였다. 목적함수는 fairness 기준을 도입하고 설계변수는 B-spline 곡선의 조정점으로 하며 제약조건은 설계자에 의해서 주어지는 기하학적 형상으로 하였다. 최적화 방법은 GA(Genetic Algorithm)와 최적성 기준(optimality criteria)을 병행하였다.

선형 회귀모형에서 벌점 추정량의 신의 성질에 대한 충분조건 (Sufficient conditions for the oracle property in penalized linear regression)

  • 권성훈;장재호;문혜성;이상인
    • 응용통계연구
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    • 제34권2호
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    • pp.279-293
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    • 2021
  • 본 논문은 선형 회귀모형에서 벌점 추정량의 신의 성질에 대한 충분조건을 구성하는 방법을 소개하였다. 신의 추정량, 벌점 추정량, 신의 벌점 추정량, 신의 성질을 명확히 정의하였으며 이를 바탕으로 신의 성질에 대한 최적조건과 최적조건에 대한 충분조건을 구성하는 방법을 대부분의 벌점함수에 적용 가능하도록 하나의 통합된 원리로 소개하였다. 추가로 신의 성질에 대한 이해를 돕기 위해 간단한 예제와 함께 가상실험 결과를 첨부하였다.

ON NONLINEAR PROGRAMMING WITH SUPPORT FUNCTIONS

  • Husain, I.;Abha;Jabeen, Z.
    • Journal of applied mathematics & informatics
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    • 제10권1_2호
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    • pp.83-99
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    • 2002
  • Optimality conditions are derived for a nonlinear program in which a support function appears in the objective as well as in each constraint function. Wolfe and Mond-Weir type duals to this program are presented and various duality results are established under suitable convexity and generalized convexity assumptions. Special cases that often occur in the literature are those in which a support function is the square root of a positive semi- definite quadratic form or an Lp norm. It is pointed out that these special cases can easily be generated from our results.

On Optimal Conditions in Setting Up Tasks for the Elementary Classroom: A Case Study of Two Classes

  • Kim, Jin-Seok
    • 영어어문교육
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    • 제18권3호
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    • pp.121-134
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    • 2012
  • The purpose of this study is to investigate the optimal conditions for designing tasks appropriate to the elementary classroom based on the correspondence with the national curriculum, integration among four skills (listening, speaking, reading, and writing), authenticity, and interactivity. For this study, two primary English teachers volunteered to participate in the case study conducted in the spring semester of the 2012 school year. Each class observed was composed of 29 and 30 sixth graders (12-year-old learners). Data were collected through classroom observation and lesson plans. Optimality theory was used to analyze data from the lessons. From the findings, the overall ranking of constraints is Curriculum ${\gg}$ Integration ${\gg}$ Authenticity ${\gg}$ Interactivity. It is also shown that for teacher 'L', the tasks such as 'guessing game', 'photo of me', and 'role play' were appropriate to help students ask questions and give reasons for their choices. As for teacher 'C', the tasks such as 'hand spans', 'transport survey', and 'picture telling' needed to be considered in order to help students understand and write comparative sentences.

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VALUE FUNCTION AND OPTIMALITY CONDITIONS

  • KIM, KYUNG EUNG
    • Korean Journal of Mathematics
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    • 제23권2호
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    • pp.283-291
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    • 2015
  • In the optimal control problem, at first we search the expected optimal solution by using Pontryagin type's necessary conditions called the maximum principle. Next we use the sufficient conditions to conclude that the searched solution is optimal. In this article the sufficient conditions are studied. The value function is used for sufficient conditions.

자본시장(資本市場)의 경제적(經濟的) 효율성(效率性)에 관한 연구(硏究) (A Study on the Economic Efficiency of Capital Market)

  • 남수현
    • 재무관리연구
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    • 제2권1호
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    • pp.55-75
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    • 1986
  • This article is to analyse the economic efficiency of capital market, which plays a role of resource allocation in terms of financial claims such as stock and bond. It provides various contributions to the welfare theoretical aspects of modern capital market theory. The key feature that distinguishes the theory described here from traditional welfare theory is the presence of uncertainty. Securities has time dimensions and the state and outcome of the future are really uncertain. This problem resulting from this uncertainty can be solved by complete market, but it has a weak power to explain real stock market. Capital Market is faced with the uncertainity because it is a kind of incomplete market. Individuals and firms in capital market made their consumption-investment decision by their own criteria, i. e. the maximization of expected utility form intertemporal consumption and the maximization of the market value of firm. We noted that allocative decisions that had to be made in the economy could be naturally subdivided into two groups. One set of decisions concerned the allocation of first-period resources among consumption $C_i$, investment in risky firms $I_j$, and riskless investment M. The other decisions concern the distribution among individuals of income available in the second period $Y_i(\theta)$. Corresponing to this grouping, the theoretical analysis of efficiency has also been dichotomized. The optimality of the distribution of output in the second period is distributive efficiency" and the optimality of the allocation of first-period resources is 'the efficiency of investment'. We have found in the distributive efficiency that the conditions for attainability is the same as the conditions for market optimality. The necessary and sufficient conditions for attainability or market optimality is that (1) all utility functions are such that -$\frac{{U_i}^'(Y_i)}{{U_i}^"(Y_i)}={\mu}_i+{\lambda}Y_i$-linear risk tolerance function where the coefficients ${\mu}_i$ and $\lambda$ are independent of $Y_i$, and (2) there are homogeneous expectations, i. e. ${\Large f}_i(\theta)={\Large f}(\theta)$ for every i. On the other hand, the efficiency of investment has disagreement about optimal investment level. The investment level for market rule will not generally lead to Pareto-optimal allocation of investment. This suboptimality is caused by (1)the difference of Diamond's decomposable production function and mean-variance valuation model and (2) the selection of exelusive investment or competitive investment. In conclusion, this article has made an analysis of conditions and processes of Pareto-optimal allocation of resources in capital marker and tried to connect with significant issues in modern finance.

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OPTIMAL CONDITIONS FOR ENDPOINT CONSTRAINED OPTIMAL CONTROL

  • Kim, Kyung-Eung
    • 대한수학회보
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    • 제45권3호
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    • pp.563-571
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    • 2008
  • We deduce the necessary conditions for the optimality of endpoint constrained optimal control problem. These conditions comprise the adjoint equation, the maximum principle and the transversality condition. We assume that the cost function is merely differentiable. Therefore the technique under Lipschitz continuity hypothesis is not directly applicable. We introduce Fermat's rule and value function technique to obtain the results.

비선형 운동방정식에 근거한 비례항법유도의 최적성에 관한 해석 (Analysis on Optimality of Proportional Navigation Based on Nonlinear Formulation)

  • 전인수;이진익
    • 한국항공우주학회지
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    • 제37권4호
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    • pp.367-371
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    • 2009
  • 본 논문에서는 기존 연구결과들과 달리 비행체의 운동을 선형방정식으로 표현할 수 있다는 가정을 도입하지 않고 비례항법유도법칙의 최적성에 관한 해석 결과를 제시한다. 비례항법유도법칙은 비행체-표적 거리의 지수함수를 가중치로 갖는 제어 에너지를 최소화하는 최적의 유도법칙임을 비선형 방정식 기반으로 유도한다. 이때 가중함수의 지수와 비례항법상수와의 관계에 대해 설명한다. 또한 이러한 해석의 유효한 조건을 도출한다.