• Management Science and Financial Engineering
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• v.14 no.2
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• pp.25-44
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• 2008

This paper concentrates on reduction of a Quadratic Fractional Integer Programming Problem (QFIP) to a 0-1 Mixed Linear Programming Problem (0-1 MLP). The solution technique is based on converting the integer variables to binary variables and then the resulting Quadratic Fractional 0-1 Programming Problem is linearized to a 0-1 Mixed Linear Programming problem. It is illustrated with the help of a numerical example and is solved using the LINDO software.

• Journal of applied mathematics & informatics
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• v.31 no.5_6
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• pp.853-867
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• 2013

In this paper a methodology is developed to solve a nonlinear fractional programming problem, whose objective function and constraints are interval valued functions. Interval valued convex fractional programming problem is studied. This model is transformed to a general convex programming problem and relation between the original problem and the transformed problem is established. These theoretical developments are illustrated through a numerical example.

• Journal of the Korea Society of Computer and Information
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• v.20 no.9
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• pp.21-29
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• 2015

The set partitioning problem is a well-known NP-hard combinatorial optimization problem, and it is formulated as an integer programming model. This paper proposes an Integer Programming-based Local Search for solving the set partitioning problem. The key point is to solve the set partitioning problem as the set covering problem. First, an initial solution is generated by a simple heuristic for the set covering problem, and then the solution is set as the current solution. Next, the following process is repeated. The original set covering problem is reduced based on the current solution, and the reduced problem is solved by Integer Programming which includes a specific element in the objective function to derive the solution for the set partitioning problem. Experimental results on a set of OR-Library instances show that the proposed algorithm outperforms pure integer programming as well as the existing heuristic algorithms both in solution quality and time.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.9 no.1
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• pp.99-110
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• 2005

This paper suggests an efficient approach for stochastic bicriteria programming problem (SBCPP) with random variables in both the objective functions and in the right-hand side of the constraints. The suggested approach uses the statistical inference through two different techniques: In one of them, the SBCPP is transformed into an equivalent deterministic bicriteria programming problem (DBCPP), then the nonnegative weighted sum approach will be used to transform the bicriteria programming problem into a single objective programming problem, and the other technique, the nonnegative weighted sum approach is used to transform the SBCPP to an equivalent stochastic single objective programming problem, then apply the same procedure to convert stochastic single objective programming problem into its equivalent deterministic single objective programming problem (DSOPP). In both techniques the resulting problem can be solved as a nonlinear programming problem to get the efficient solutions. Finally, a comparison between the two different techniques is discussed, and illustrated example is given to demonstrate the actual application of these techniques.

• Journal of the Korea Society of Computer and Information
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• v.22 no.9
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• pp.9-16
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• 2017

The course timetabling problem is a problem assigning a set of subjects to the given classrooms and different timeslots, while satisfying various hard constraints and soft constraints. This problem is defined as a constraint satisfaction optimization problem and is known as an NP-complete problem. Various methods has been proposed such as integer programming, constraint programming and local search methods to solve a variety of course timetabling problems. In this paper, we propose an iterative improvement search method to solve the problem based on constraint programming. First, an initial solution satisfying all the hard constraints is obtained by constraint programming, and then the solution is repeatedly improved using constraint programming again by adding new constraints to improve the quality of the soft constraints. Through experimental results, we confirmed that the proposed method can find far better solutions in a shorter time than the manual method.

• Journal of the Korean Mathematical Society
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• v.35 no.2
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• pp.259-268
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• 1998

In this paper the stochastic multiple objective programming problems where the right-hand-side of the constraints is stochastic are considered. We define the equivalent scalar-valued problem and study the stability of the equivalent scalar-valued problem with respect to the weight parameters and probability mesures under reasonable assumptions.

• Journal of applied mathematics & informatics
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• v.9 no.2
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• pp.717-730
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• 2002

In this paper we use measure theory to solve a wide range of the nonlinear programming problems. First, we transform a nonlinear programming problem to a classical optimal control problem with no restriction on states and controls. The new problem is modified into one consisting of the minimization of a special linear functional over a set of Radon measures; then we obtain an optimal measure corresponding to functional problem which is then approximated by a finite combination of atomic measures and the problem converted approximately to a finite-dimensional linear programming. Then by the solution of the linear programming problem we obtain the approximate optimal control and then, by the solution of the latter problem we obtain an approximate solution for the original problem. Furthermore, we obtain the path from the initial point to the admissible solution.

• 제어로봇시스템학회:학술대회논문집
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• 1994.10a
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• pp.307-312
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• 1994

The authors have been devoted to researches on fuzzy theories and their applications, especially control theory and application problems, for recent years. In this paper, the authors present results on a comparison of optimal solutions between ones of an ordinary-typed mathematical linear programming problem(O.M.I.P. problem) and ones of a Zimmerman-typed fuzzy mathematical linear programming problem (F.M.L.P. problem), and comment about the sensitivity (differences and fuzziness on between O.M.L.P. problem and F.M.L.P. problem) on optimal solutions of these mathematical linear programming problems.

• Journal of the Korea Society of Computer and Information
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• v.23 no.12
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• pp.1-9
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• 2018

The multiple-choice multidimensional knapsack problem (MMKP) is a variant of the well known 0-1 knapsack problem, which is known as an NP-hard problem. This paper proposes a method for solving the MMKP using the integer programming-based local search (IPbLS). IPbLS is a kind of a local search and uses integer programming to generate a neighbor solution. The most important thing in IPbLS is the way to select items participating in the next integer programming step. In this paper, three ways to select items are introduced and compared on 37 well-known benchmark data instances. Experimental results shows that the method using linear programming is the best for the MMKP. It also shows that the proposed method can find the equal or better solutions than the best known solutions in 23 data instances, and the new better solutions in 13 instances.

• Journal of the Korean Operations Research and Management Science Society
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• v.3 no.1
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• pp.75-79
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• 1978

The use of three mathematical programming techniques (quadratic programming, integer quadratic programming and linear programming) is discussed to solve some problems in linear regression analysis. When the criterion is the minimization of the sum of squared deviations and the parameters are linearly constrained, the problem may be formulated as quadratic programming problem. For the selection of variables to find "best" regression equation in statistics, the technique of integer quadratic programming is proposed and found to be a very useful tool. When the criterion of fitting a linear regression is the minimization of the sum of absolute deviations from the regression function, the problem may be reduced to a linear programming problem and can be solved reasonably well.ably well.