• Journal of the Korean Operations Research and Management Science Society
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• v.20 no.1
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• pp.147-158
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• 1995

In this paper a face optimization algorithm is developed for solving the problem (P) of optimizing a linear function over the set of efficient solution of a bicriterion linear program. We show that problem (P) can arise in a variety of practical situations. Since the efficient set is in general a nonoconvex set, problem (P) can be classified as a global optimization problem. The algorithm for solving problem (P) is guaranteed to find an exact optimal or almost exact optimal solution for the problem in a finite number of iterations. The algorithm can be easily implemented using only linear programming method.

• Management Science and Financial Engineering
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• v.12 no.1
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• pp.113-125
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• 2006

Bilevel programming problem is a two-stage optimization problem where the constraint region of the first level problem is implicitly determined by another optimization problem. In this paper we consider the bilevel quadratic/linear fractional programming problem in which the objective function of the first level is quasiconcave, the objective function of the second level is linear fractional and the feasible region is a convex polyhedron. Considering the relationship between feasible solutions to the problem and bases of the coefficient submatrix associated to variables of the second level, an enumerative algorithm is proposed which finds a global optimum to the problem.

• Journal of Korean Institute of Industrial Engineers
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• v.17 no.2
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• pp.131-142
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• 1991

The concept of criterion function is proposed as a framework for comparing the geometric and computational characteristics of various nonlinear programming approaches to linear programming such as the method of centers, Karmakar's algorithm and the gravitational method. Also, we discuss various computational issues involved in obtaining an efficient parallel implementation of these methods. Clearly, the most time consuming part in solving a linear programming problem is the direction finding procedure, where we obtain an improving direction. In most cases, finding an improving direction is equivalent to solving a simple optimization problem defined at the current feasible solution. Again, this simple optimization problem can be seen as a least squares problem, and the computational effort in solving the least squares problem is, in fact, same as the effort as in solving a system of linear equations. Hence, getting a solution to a system of linear equations fast is very important in solving a linear programming problem efficiently. For solving system of linear equations on parallel computing machines, an iterative method seems more adequate than direct methods. Therefore, we propose one possible strategy for getting an efficient parallel implementation of an iterative method for solving a system of equations and present the summary of computational experiment performed on transputer based parallel computing board installed on IBM PC.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2002.09a
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• pp.24-27
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• 2002

The optimal designs of groundwater problems of contaminant containment and cleanup using linear programming and genetic algorithm are provided. In the containment problem, genetic algorithm shows the superior feature to linear programming. In cleanup problem, genetic algorithm makes reasonable optimal design. Un this study, it is demonstrated through numerical experiments that genetic algorithm can be applied to remedial designs of groundwater problems.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.23 no.3
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• pp.139-143
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• 2023

The product portfolio problem(PPP) is an optimization problem that determines the production quantity of a particular product to obtain the maximum profit among the n products. Linear programming(LP) is known as the only way to solve this optimization problem. The linear programming method is a problem that optimizes n linear functions and uses LINGO or Excel solver. This paper proposes a simple algorithm that uses CPR, a product cost-profit ratio, to sort in CPR descending order and then determines the maximum allowed production quantity by hand as the actual production quantity. As a result of applying the proposed algorithm to six experimental data, it was shown that more accurate results can be obtained compared to the linear programming method.

• Computational Structural Engineering
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• v.5 no.1
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• pp.133-142
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• 1992

This paper presents a method to apply the linear goal programming, which has rarely been used to the structural opimization problem due to its unique formulation, to large scale nonlinear structural optimization. The method can be used as a multicriteria optimization tool since goal programming removes the difficulty in defining an objective function and constraints. The method uses the finite element analysis, linear goal programming techniques and successive linearization to obtain the solution for the nonlinear goal optimization problems. The general formulation of the structural optimization problem into a nonlinear goal programming form is presented. The successive linearization method for the nonlinear goal optimization problem is discussed. To demonstrate the validity of the method, as a design tool, the minimum weight structural optimization problems with stress constraints are solved for the cases of 10, 25 and 200 trusses and compared with the results of the other works.

• Journal of the Korea Society of Computer and Information
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• v.15 no.9
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• pp.47-55
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• 2010

Linear constraint satisfaction optimization problem is a kind of combinatorial optimization problem involving linearly expressed objective function and complex constraints. Integer programming is known as a very effective technique for such problem but require very much time and memory until finding a suboptimal solution. In this paper, we propose a method to improve the search performance by integrating local search and integer programming. Basically, simple hill-climbing search, which is the simplest form of local search, is used to solve the given problem and integer programming is applied to generate a neighbor solution. In addition, constraint programming is used to generate an initial solution. Through the experimental results using N-Queens maximization problems, we confirmed that the proposed method can produce far better solutions than any other search methods.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.392-392
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• 2000

This study performs optimization of paper mill scheduling using MINLP(Mixed-Integer Non-Linear Programming) method and 2-step decomposing strategy. Paper mill process is normally composed of five units: paper machine, coater, rewinder, sheet cutter and roll wrapper/ream wrapper. Various kinds of papers are produced through these units. The bottleneck of this process is how to cut product papers efficiently from raw paper reel and this is called trim loss problem or cutting stock problem. As the trim must be burned or recycled through energy consumption, minimizing quantity of the trim is important. To minimize it, the trim loss problem is mathematically formulated in MINLP form of minimizing cutting patterns and trim as well as satisfying customer's elder. The MINLP form of the problem includes bilinearity causing non-linearity and non-convexity. Bilinearity is eliminated by parameterization of one variable and the MINLP form is decomposed to MILP(Mixed-Integer Linear programming) form. And the MILP problem is optimized by means of the optimization package. Thus trim loss problem is efficiently minimized by this 2-step optimization method.

• Journal of the military operations research society of Korea
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• v.11 no.2
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• pp.53-63
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• 1985

This paper presents a multi-costraint optimization model for redundant system reliability. The optimization model is usually formulated as a nonlinear integer programming (NIP) problem. This paper reformulates the NIP problem into a linear integer programming (LIP) problem. Then an efficient 'Branch and Straddle' algorithm is proposed to solve the LIP problem. The efficiency of this algorithm stems from the simultaneous handling of multiple variables, unlike in ordinary branch and bound algorithms. A numerical example is given to illustrate this algorithm.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.47 no.11
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• pp.787-794
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• 2019

In this paper, a Mixed Integer Linear Programming(MILP) approach for solving optimal Weapon-Target Assignment(WTA) problem of multiple dissimilar Closed-In Weapon Systems (CIWS) is proposed. Generally, WTA problems are formulated in nonlinear mixed integer optimization form, which often requires impractical exhaustive search to optimize. However, transforming the problem into a structured MILP problem enables global optimization with an acceptable computational load. The problem of interest considers defense against several threats approaching the asset from various directions, with different time of arrival. Moreover, we consider multiple dissimilar CIWSs defending the asset. We derive a MILP form of the given nonlinear WTA problem. The formulated MILP problem is implemented with a commercial optimizer, and the optimization result is proposed.