• Title/Summary/Keyword: Upper and Lower Bounds

Search Result 250, Processing Time 0.029 seconds

Analysis on Upper and Lower Bounds of Stochastic LP Problems (확률적 선형계획문제의 상한과 하한한계 분석)

  • 이상진
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.27 no.3
    • /
    • pp.145-156
    • /
    • 2002
  • Business managers are often required to use LP problems to deal with uncertainty inherent in decision making due to rapid changes in today's business environments. Uncertain parameters can be easily formulated in the two-stage stochastic LP problems. However, since solution methods are complex and time-consuming, a common approach has been to use modified formulations to provide upper and lower bounds on the two-stage stochastic LP problem. One approach is to use an expected value problem, which provides upper and lower bounds. Another approach is to use “walt-and-see” problem to provide upper and lower bounds. The objective of this paper is to propose a modified approach of “wait-and-see” problem to provide an upper bound and to compare the relative error of optimal value with various upper and lower bounds. A computing experiment is implemented to show the relative error of optimal value with various upper and lower bounds and computing times.

On lower bounds of eigenvalues for self adjoint operators

  • Lee, Gyou-Bong
    • Journal of the Korean Mathematical Society
    • /
    • v.31 no.3
    • /
    • pp.477-492
    • /
    • 1994
  • For the eigenvalue problem of $Au = \lambda u$ where A is considered as a semi-bounded self-adjoint operator on a Hilbert space, we are used to apply two complentary methods finding upper bounds and lower bounds to the eigenvalues. The most popular method for finding upper bounds may be the Rayleigh-Ritz method which was developed in the 19th century while a method for computing lower bounds may be the method of intermediate eigenvalue problems which has been developed since 1950's. In the method of intermediate eigenvalue problems (IEP), we consider the original operator eigenvalue problem as a perturbation of a simpler, resolvable, self-adjoint eigenvalue problem, called a base problem, that gives rough lower bounds.

  • PDF

UPPER AND LOWER BOUNDS FOR ANISOTROPIC TORSIONAL RIGIDITY

  • Song, Jong-Ghul
    • Communications of the Korean Mathematical Society
    • /
    • v.10 no.2
    • /
    • pp.461-469
    • /
    • 1995
  • Some bounds for anisotropic torsional rigidity with one plane of elastic symmetry perpendicular to the axis of the beam are derived by making use of the isoperimetric inequalities, complementary variational principles, and the maximum principle. Upper and lower bounds are obtained by applying the isoperimetric inequalities. While the upper bound investigated by the variational principles and maximum principle. The analysis is patterned after the work of Payne and Weinbeger [J. Math. Anal. Appl. 2(1961). pp. 210-216].

  • PDF

Determination of tunnel support pressure under the pile tip using upper and lower bounds with a superimposed approach

  • Lee, Yong-Joo
    • Geomechanics and Engineering
    • /
    • v.11 no.4
    • /
    • pp.587-605
    • /
    • 2016
  • This study aimed to develop upper and lower bounds to predict the tunnel support pressure under the pile tip during the circular tunnel excavation. Most previous studies on the upper and lower bound methods were carried out for the single ground structures, e.g., retaining wall, foundation, ground anchor and tunnel, in the homogeneous ground conditions, since the pile-soil-tunnel interaction problem is very complicated and sophisticated to solve using those bound methods. Therefore, in the lower bound approach two appropriate stress fields were proposed for single pile and tunnel respectively, and then they were superimposed. In addition, based on the superimposition several failure mechanisms were proposed for the upper bound solution. Finally, these upper bound mechanisms were examined by shear strain data from the laboratory model test and numerical analysis using finite element method.

Tight Bounds and Invertible Average Error Probability Expressions over Composite Fading Channels

  • Wang, Qian;Lin, Hai;Kam, Pooi-Yuen
    • Journal of Communications and Networks
    • /
    • v.18 no.2
    • /
    • pp.182-189
    • /
    • 2016
  • The focus in this paper is on obtaining tight, simple algebraic-form bounds and invertible expressions for the average symbol error probability (ASEP) of M-ary phase shift keying (MPSK) in a class of composite fading channels. We employ the mixture gamma (MG) distribution to approximate the signal-to-noise ratio (SNR) distributions of fading models, which include Nakagami-m, Generalized-K ($K_G$), and Nakagami-lognormal fading as specific examples. Our approach involves using the tight upper and lower bounds that we recently derived on the Gaussian Q-function, which can easily be averaged over the general MG distribution. First, algebraic-form upper bounds are derived on the ASEP of MPSK for M > 2, based on the union upper bound on the symbol error probability (SEP) of MPSK in additive white Gaussian noise (AWGN) given by a single Gaussian Q-function. By comparison with the exact ASEP results obtained by numerical integration, we show that these upper bounds are extremely tight for all SNR values of practical interest. These bounds can be employed as accurate approximations that are invertible for high SNR. For the special case of binary phase shift keying (BPSK) (M = 2), where the exact SEP in the AWGN channel is given as one Gaussian Q-function, upper and lower bounds on the exact ASEP are obtained. The bounds can be made arbitrarily tight by adjusting the parameters in our Gaussian bounds. The average of the upper and lower bounds gives a very accurate approximation of the exact ASEP. Moreover, the arbitrarily accurate approximations for all three of the fading models we consider become invertible for reasonably high SNR.

Lower and Upper Bounds to Frequencies of Rotating Uniform Beams

  • Lee, Gyou-Bong
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.5 no.1
    • /
    • pp.111-121
    • /
    • 1992
  • A new method(EVF method) is applied to get lower bounds to frequencies of rotating uniform beams which are clamped or simply supported at one end and free at the other. For the upper bounds, the Rayleigh-Ritz method is employed. Numerical results are presented.

  • PDF

Derivations of Upper and Lower Bounds of the Expected Busy Periods for a Controllable M/G/1 Queueing Model Operating Under the Triadic Max(N, T, D) Policy (삼변수 Max(N, T, D) 운용방침이 적용되는 조정가능한 M/G/1 대기모형의 busy period 기대값의 상한과 하한 유도)

  • Rhee, Hahn-Kyou
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.34 no.1
    • /
    • pp.67-73
    • /
    • 2011
  • Using the known result of the expected busy period for a controllable M/G/1 queueing model operating under the triadic Max (N, T, D) policy, its upper and lower bounds are derived to approximate its corresponding actual value. Both bounds are represented in terms of the expected busy periods for the dyadic Min (N, T), Min (N, D) and Min (T, D) and simple N, T and D operating policies. All three input variables N, T and D are equally contributed to construct such bounds for better estimation.

Derivations of Upper and Lower Bounds of the Expected Busy Periods for the Triadic Min(N, T, D) Operating Policy applied to a Controllable M/G/1 Queueing Model (조정가능한 M/G/1 대기모형에 삼변수 Min(N, T, D) 운용방침이 적용될 때 busy period 기댓값의 상한과 하한 유도)

  • Rhee, Hahn-Kyou
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.33 no.2
    • /
    • pp.97-104
    • /
    • 2010
  • Using the known result of the expected busy period for the triadic Min (N, T, D) operating policy applied to a controllable M/G/1 queueing model, its upper and lower bounds are derived to approximate its corresponding actual value. Both bounds are represented in terms of the expected busy periods for the dyadic Min (N, T), Min (N, D) and Min (T, D) and simple N, T and D operating policies. All three input variables N, T and D are equally contributed to construct such bounds for better approximations.

Upper and Lower Bounds of the Expected Busy Period for the Triadic Med(N, T, D) Policy (삼변수 Med(N, T, D) 운용방침에 따른 Busy Period 기대값의 상한과 하한 유도)

  • Rhee, Hahn-Kyou
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.36 no.1
    • /
    • pp.58-63
    • /
    • 2013
  • Using the known result of the expected busy period for the triadic Med (N, T, D) operating policies applied to a controllable M/G/1 queueing model, its upper and lower bounds are derived to approximate its corresponding actual values. Both bounds are represented in terms of the expected busy periods for the dyadic Min (N, T), Min (N, D) and Min (T, D) or Max (N, T), Max (N, D) and Max (T, D) with the simple N, T and D operating policies without using any other types of triadic operating policies such as Min (N, T, D) and Max (N, T, D) policies. All three input variables N, T and D are equally contributed to construct such bounds for estimation of the expected busy period.