• 대한산업공학회지
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• 제37권2호
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• pp.124-131
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• 2011

In this research report, we propose a heuristic algorithm with some primal recovery strategies for capacitated facility location problems (CFLP), which is a well-known combinatorial optimization problem with applications in distribution, transportation and production planning. Many algorithms employ the branch-and-bound technique in order to solve the CFLP. There are also some different approaches which can recover primal solutions while exploiting the primal and dual structure simultaneously. One of them is a MVCD (Mean Value Cross Decomposition) ensuring convergence without solving a master problem. The MVCD was designed to handle LP-problems, but it was applied in mixed integer problems. However the MVCD has been applied to only uncapacitated facility location problems (UFLP), because it was very difficult to obtain "Integrality" property of Lagrangian dual subproblems sustaining the feasibility to primal problems. We present some heuristic strategies to recover primal feasible integer solutions, handling the accumulated primal solutions of the dual subproblem, which are used as input to the primal subproblem in the mean value cross decomposition technique, without requiring solutions to a master problem. Computational results for a set of various problem instances are reported.

• 전자공학회논문지
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• 제50권8호
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• pp.67-75
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• 2013

OFDM (Orthogonal Frequency Division Multiplexing) 전송방식의 장점은 높은 주파수 효율, RF 간섭에 대한 강인성, 낮은 다중경로 왜곡 등을 들 수 있다. 다중 사용자 OFDM의 채널용량을 확대하기 위해서는 사용자간의 부채널과 비트할당을 위한 효율적인 알고리즘을 개발하여야 한다. 본 연구에서는 다중 사용자 OFDM 시스템에서 총전송전력을 최소화하는 부채널 및 비트 할당을 위한 0-1 정수계획법문제의 선형계획법 dual 문제의 특성을 기존의 볼록최적화기법 접근법과 비교하고 선형계획법 dual 해를 이용한 primal 휴리스틱 알고리즘을 제안한다. MQAM (M-ary Quadrature Amplitude Modulation)을 사용하고 3개의 독립적인 Rayleigh 다중 경로로 구성된 주파수 선택적 채널을 가정한 경우 MATLAB을 사용한 모의실험에서 제안된 휴리스틱 해의 성능을 기존의 MAO, ESA 휴리스틱 해 및 정수계획법 최적해와 성능을 비교하였다.

• 대한산업공학회지
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• 제29권3호
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• pp.206-212
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• 2003

In this paper, we propose a mathematical optimization model with a suitable algorithm to determine delivery and backlogging quantities by minimizing the total cost including the penalty costs for delay. The system has fixed transshipment costs and demands are fulfilled by some delivery units that represent the volume of delivery amount to be shipped in a single time period. Since, backlogging is allowed, demands could be delivered later at the expense of some penalty costs. The model provides the optimal decisions on when and how much to he delivered while minimizing the total costs. To solve the problem, we propose an algorithm that uses the Lagrangian dual in conjunction with some primal heuristic techniques that exploit the special structure of the problem. Finally, we present some computational test results along with comments on the further study.

• 정보학연구
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• 제3권2호
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• pp.73-85
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• 2000

본 논문에서는 여러가지 상이한 메세지를 전송하는 정보통신 네트워크의 효율적인 해법을 개발하였다. 이 문제는 네트워크 이론에서의 전형적인 다품종 네트워크로의 전환이 가능하다. 이러한 문제는 문제의 크기에 따라 계산의 복잡도가 지수적으로 증가하는 대표적인 NP-완전문제이다. 본 논문에서 개발된 해법은 전통적인 라그랑지 이완법을 보완한 것으로 다음과 같이 구성된다. 우선 우수한 초기 실현가능해(good initial feasible solution)를 얻을 수 있는 휴리스틱 방법을 개발하고 초기 실현가능해가 얻어지면 이를 이용하여 초기 쌍대변수(이완된 제약식에 붙게되는 라그랑지 승수)를 추정한다. 대개의 경우 쌍대 변수를 임의로 0으로 설정하고 해법을 수행하는데, 이 경우 쌍대 최적해와의 차이가 많이 나게되므로 비효율이 발생할 수 있다. 쌍대 최적해를 얻은 후 원문제의 실현가능조건을 위배하는 경우에는 재할당 방법(re-allocation method)를 통해 원문제의 실현가능조건을 충족하도록 한다. 해법의 성능(효율성) 테스트 결과 저자들이 개발한 해법이 수행속도 면에서 상업용 팩키지와 기존의 효율적인 해법들에 비하여 매우 우수하다는 결과를 얻을 수 있었다. 또한 본 해법은 최적해를 보장하지 않지만 최적해와의 차이가 평균 2% 미만의 근사 최적해를 얻을 수 있었다.

• 한국경영과학회지
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• 제25권1호
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• pp.27-36
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• 2000

We perform a computational complexity analysis of a heuristic algotithm proposed in the literature for the combinatorial optimization problems extended with a single side-constraint. This algorithm, although such a view was not given in the original work, is a disguised version of an optimal Lagrangian dual solution technique. It also has been observed to be a very efficient heuristic producing near-optimal solutions for the primal problems in some experiments. Especially, the number of iterations grows sublinearly in terms of the network node size so that the heuristic seems to be particularly suitable for the applicatons such as routing with semi-real time requirements. The goal of this paper is to establish a polynomal worst-case complexity of the algorithm. In particular, the obtained complexity bound suports the sublinear growth of the required iterations.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 1996년도 춘계공동학술대회논문집; 공군사관학교, 청주; 26-27 Apr. 1996
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• pp.530-533
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• 1996

This paper deals with finding an initial solution and modifying search direction by the centrering force in the predictor-corrector method which is a variant of the primal-dual barrier method. These methods were tested with NETLIB problems. Initial solutions which are located close to the center of the feasible set lower the number of iterations, as they enlarge the step length. Three heuristic methods to find such initial solution are suggested. The new methods reduce the average number of iterations by 52% to at most, compared with the old method assigning 1 to initial valurs. Solutions can move closer to the central path fast by enlarging the centering force in early steps. It enlarge the step length, so reduces the number of iterations. The more effective this method is the closer the initial solution is to the boundary of the feasible set.

• 경영과학
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• 제11권3호
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• pp.13-26
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• 1994

In this paper we studied an integration scheme of some simplex algorithms and some efficient techniques to get the stable solution in linear programming code. And we developed a linear programming package (LPAK) by introducing this scheme and techniques. In LPAK three different algorithms were integrated, which were two primal simplex algorithms using Two phase method and big-M method respectively, and the dual simplex algorithm. LPAK introduces several heuristic techniques in each step of simplex method in order to enhance the stability and efficiency. They were new heuristic methods in structuring initial basis, choosing entering variable, choosing dropping variable and performing reinversion. The experimental results on the NETLIB problems showed that LPAK provided the stable solutions.

• 한국경영과학회지
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• 제13권2호
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• pp.9-17
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• 1988

This vehicle scheduling problem with multiple depots and multiple vehicle types (VMM) is to determine the optimal vehicle routes to minimize the total travel costs. The object of this paper is to develope an exact algorithm for the VMM. In this paper the VMM is transformed into a mathematical model of the vehicle problem with multiple depots. Then an efficient branch and bound algorithm is developed to obtain an exact solution for this model. In order to enhance the efficiency, this algorithm emphasizes the follows; First, a heuristic algorithm is developed to get a good initial upper bound. Second, an primal-dual approach is used to solve subproblems which are called the quasi-assignment problem, formed by branching strategy is presented to reduce the number of the candidate subproblems.

• 한국경영과학회지
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• 제14권1호
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• pp.16-26
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• 1989

The terminal layout problem is fundamental in may centralized computer networks, which is generated formulated as the capaciated minimum spanning tree problem (CMSTP). We present an implementation of the dual-based procedure to solve the CMSTP. Dual ascent procedure generates a good feasible solutions to the dual of the linear programming relaxation of CMSTP. A feasible primal solution to CMSTP can then be constructed based on this dual solution. This procedure can be used either as a stand-alone heuristic or, else, it can be incorporated into a branch and bound algorithm. A numerical result is given with quite favorable results.

• Journal of Communications and Networks
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• 제13권6호
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• pp.633-638
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• 2011

In this paper, we consider resource allocation with proportional fairness in the downlink orthogonal frequency division multiple access relay networks, in which relay nodes operate in decode-and-forward mode. A joint optimization problem is formulated for relay selection, subcarrier assignment and power allocation. Since the formulated primal problem is nondeterministic polynomial time-complete, we make continuous relaxation and solve the dual problem by Lagrangian dual decomposition method. A near-optimal solution is obtained using Karush-Kuhn-Tucker conditions. Simulation results show that the proposed algorithm provides superior system throughput and much better fairness among users comparing with a heuristic algorithm.