• Title/Summary/Keyword: Optimality Conditions

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On the Bayesian Sequential Estiamtion Problem in k-Parameter Exponential Family

  • Yoon, Byoung-Chang;Kim, Jea-Joo
    • Journal of the Korean Statistical Society
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    • v.10
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    • pp.128-139
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    • 1981
  • The Bayesian sequential estimation problem for k parameters exponential families is considered using loss related to the Fisher information. Tractable expressions for the Bayes estimator and the posterior expected loss are found, and the myopic or one-step-ahead stopping rule is defined. Sufficient conditions are given for optimality of the myopic procedure, and the myopic procedure is shown to be asymptotically optimal in all cases considered.

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Optimal Constant PIDM Feedback Controller using Time Weighted Performance Index for Linear Multivariable Systems (선형 다변수 시스템에 있어서 시간비중 성능지수를 이용한 최적 상수 PIDM 궤한 제어기)

  • 권봉환;윤명중
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.36 no.5
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    • pp.360-366
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    • 1987
  • The design problem of optimal constant PIDM (proportional-integral-derivative and measurable variable) feedback controller for linear time-invariannt systems is investigated with the time-weighted quadratic performance index. Necessary conditions for an optimality of the controller are derived and an algorithm for computing the optimal feedback gain is presented. It is shown via example that the design mithod using the time-weighted quadratic performance index improves the transient responses of the closed-loop system.

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Competitive Nonlinear Quantity Discount and Inventory Policies (경쟁환경에서의 비선형 가격정책 및 재고정책)

  • 이경근
    • Journal of the Korean Operations Research and Management Science Society
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    • v.19 no.2
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    • pp.45-56
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    • 1994
  • This paper the profit maximizing order quantity model to the symmetric oligopoly consisting of sellers of a homogeneous product who compete with each other for the same potential buyers. Buyers are classified by type, each selecting an optimal purchase quantity in response to the nonlinear quantity discount pricing schedule given by the sellers. Symmetric equilibrium and the economic quantities that sellers must determine are analysed in a Cournot framework, which explicitly depend on the number of sellers. Economic implications are obtianed from the optimality conditions based on themarket share paraments which are used to characterize the competitior's marketing strategy.

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Betterment of The Tractor Frame Design Applying Computation Mechanics Approach

  • Koike, Masayuki
    • Proceedings of the Korean Society for Agricultural Machinery Conference
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    • 1993.10a
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    • pp.1212-1221
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    • 1993
  • The shape optimization procedure applying finite element method was carried out for the specific purpose of analysis of a tractor chassis frame. Minimization of the mass as an objective function is executed under multiple constrained conditions of nodal displacements and stresses. The optimization process executions were succeeded in converging into single optimum solution. Although mass reduction and stress alleviation were attained by 40% and 26 to 24% respectively , the geometry of the shape is so complicated for fabrication that the refinement of the geometry is of necessity.

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MULTIOBJECTIVE FRACTIONAL PROGRAMMING WITH A MODIFIED OBJECTIVE FUNCTION

  • Kim, Do-Sang
    • Communications of the Korean Mathematical Society
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    • v.20 no.4
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    • pp.837-847
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    • 2005
  • We consider multiobjective fractional programming problems with generalized invexity. An equivalent multiobjective programming problem is formulated by using a modification of the objective function due to Antczak. We give relations between a multiobjective fractional programming problem and an equivalent multiobjective fractional problem which has a modified objective function. And we present modified vector saddle point theorems.

OPTIMAL CONTROL PROBLEMS FOR SEMILINEAR EVOLUTION EQUATIONS

  • Jeong, Jin-Mun;Kim, Jin-Ran;Roh, Hyun-Hee
    • Journal of the Korean Mathematical Society
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    • v.45 no.3
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    • pp.757-769
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    • 2008
  • This paper deals with the existence of optimal controls and maximal principles for semilinear evolution equations with the nonlinear term satisfying Lipschitz continuity. We also present the necessary conditions of optimality which are described by the adjoint state corresponding to the linear equations without a condition of differentiability for nonlinear term.

A Method for Solving Parametric Nonlinear Programming Problems with Linear Constraints (파라메트릭 선형계획문제의 해법: 선형제약 경우)

  • 양용준
    • Journal of the Korean Operations Research and Management Science Society
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    • v.7 no.1
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    • pp.11-16
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    • 1982
  • A method is described for the solution of a linearly constrained program with parametric nonlinear objective function. The algorithm proposed in this paper may be regarded as an extension of the simplex method for parametric linear programming. Namely, it specifies the basis at each stage such that feasibility ana optimality of the original problem are satisfied by the optimal solution of the reduced parametric problem involving only nonbasic variables. It is shown that under appropriate assumptions the algorithm is finite. Parametric procedures are also indicated for solving each reduced parametric problem by maintaining the Kuhn-Tucker conditions as the parameter value varies.

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NUMERICAL SOLUTION OF A KYNAMIC SHAPE CONTROL PROBLEM

  • Choi, Wan-Sik;Belbas, Stavros A.
    • 제어로봇시스템학회:학술대회논문집
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    • 1995.10a
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    • pp.275-278
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    • 1995
  • In this paper, we consider a dynamic shape control problem with an example of controlling a flexible beam shape. Mathematical formulations are obtained by employing the Green's function approach. Necessary conditions for optimality are derived by considering the quadratic performance criteria. Numerical results for both of the dynamic and the static cases are obtained and compared.

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Design Criterion for Estimating Mean and Variance Functions

  • Lim, Yong B.
    • International Journal of Quality Innovation
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    • v.1 no.1
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    • pp.32-37
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    • 2000
  • In an industrial process, the proper objective is to find the optimal operating conditions with minimum process variability around the target. Vining and Myers(1990) suggest to use the separate model for the mean response and the process varian linear predictor ${\tau}_i={\log}\;{\sigma}^2_i$ is unknown and should be estimated. Noting that the variance of $\hat{{\tau}_i}$ is heterogeneous, another appropriate D-optimality criterion $D_3$ based on the method of generalized least squares is proposed in this paper.

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On Bahadur Efficiency and Bartlett Adjustability of Quasi-LRT Statistics

  • Lee, Kwan-Jeh
    • Journal of the Korean Statistical Society
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    • v.27 no.3
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    • pp.251-264
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    • 1998
  • When the LRT is not feasible, we define quasi-LRT(QLRT) as a modification of the LRT Under some appropriate conditions the QLRT shares Bahadur optimality and Bartlett Adjustability with the LRT. When we can find maximum likelihood estimator under the null parameter space but not under the unrestricted parameter space, our QLRT is Bahadur optimal as is the LRT We suggest the stopping rule of the Newton-Raphson iterations for constructing the QLRT statistics which are Bartlett adjustable.

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