• Title/Summary/Keyword: constrained

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Constrained Bayes and Empirical Bayes Estimator Applications in Insurance Pricing

  • Kim, Myung Joon;Kim, Yeong-Hwa
    • Communications for Statistical Applications and Methods
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    • v.20 no.4
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    • pp.321-327
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    • 2013
  • Bayesian and empirical Bayesian methods have become quite popular in the theory and practice of statistics. However, the objective is to often produce an ensemble of parameter estimates as well as to produce the histogram of the estimates. For example, in insurance pricing, the accurate point estimates of risk for each group is necessary and also proper dispersion estimation should be considered. Well-known Bayes estimates (which is the posterior means under quadratic loss) are underdispersed as an estimate of the histogram of parameters. The adjustment of Bayes estimates to correct this problem is known as constrained Bayes estimators, which are matching the first two empirical moments. In this paper, we propose a way to apply the constrained Bayes estimators in insurance pricing, which is required to estimate accurately both location and dispersion. Also, the benefit of the constrained Bayes estimates will be discussed by analyzing real insurance accident data.

Analytical Method for Constrained Mechanical and Structural Systems

  • Eun, Hee-Chang;Park, Sang-Yeol;Lee, Eun-Taik;Chung, Heon-Soo
    • Journal of Mechanical Science and Technology
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    • v.18 no.10
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    • pp.1691-1699
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    • 2004
  • The objective of this study is to present an accurate and simple method to describe the motion of constrained mechanical or structural systems. The proposed method is an elimination method to require less effort in computing Moore-Penrose inverse matrix than the generalized inverse method provided by Udwadia and Kalaba. Considering that the results by numerical integration of the derived second-order differential equation to describe constrained motion veer away the constrained trajectories, this study presents a numerical integration scheme to obtain more accurate results. Applications of holonomically or nonholonomically constrained systems illustrate the validity and effectiveness of the proposed method.

Vibration Suppression Control of Constrained Spatial Flexible Manipulators (구속받는 3차원 유연 매니퓨레이터의 진동억제 제어)

  • 김진수;우찌야마마사루
    • Journal of the Korean Society for Precision Engineering
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    • v.17 no.7
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    • pp.189-195
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    • 2000
  • For free motions, vibration suppression of flexible manipulators has been one of the hottest research topics. However, for constrained motions, a little effort has been devoted for vibration suppression control. Using the dependency of elastic deflections of links on contact force under static conditions, vibrations for constrained planar two-link flexible manipulators have been suppressed successfully by controlling the contact force. However, for constrained spatial multi-link flexible manipulators, the vibrations cannot be suppressed by only controlling the contact force. So, the aim of this paper is to clarify the vibration mechanism of a constrained, multi-DOF, flexible manipulator and to devise the suppression method. We apply a concise hybrid position/force control scheme to control a flexible manipulator modeled by lumped-parameter modeling method. Finally, a comparison between simulation and experimental results is presented to show the performance of our method.

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A Non-Canonical Linearly Constrained Constant Modulus Algorithm for a Blind Multiuser Detector

  • Jiang, Hong-Rui;Kwak, Kyung-Sup
    • ETRI Journal
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    • v.24 no.3
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    • pp.239-246
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    • 2002
  • We investigate an alternative blind adaptive multiuser detection scheme based on a non-canonical linearly constrained constant modulus (LCCM) criterion and prove that, under the constrained condition, the non-canonical linearly constrained constant modulus algorithm (LCCMA) can completely remove multiple -access interference. We further demonstrate that the non-canonical LCCM criterion function is strictly convex in the noise-free state, and that under the constrained condition, it is also strictly convex even where small noise is present. We present a simple method for selecting the constant as well as a stochastic gradient algorithm for implementing our scheme. Numerical simulation results verify the scheme's efficiency.

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Nonlinear Optimal Control of an Input-Constrained and Enclosed Thermal Processing System

  • Gwak, Kwan-Woong;Masada, Glenn Y.
    • International Journal of Control, Automation, and Systems
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    • v.6 no.2
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    • pp.160-170
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    • 2008
  • Temperature control of an enclosed thermal system which has many applications including Rapid Thermal Processing (RTP) of semiconductor wafers showed an input-constraint violation for nonlinear controllers due to inherent strong coupling between the elements [1]. In this paper, a constrained nonlinear optimal control design is developed, which accommodates input constraints using the linear algebraic equivalence of the nonlinear controllers, for the temperature control of an enclosed thermal process. First, it will be shown that design of nonlinear controllers is equivalent to solving a set of linear algebraic equations-the linear algebraic equivalence of nonlinear controllers (LAENC). Then an input-constrained nonlinear optimal controller is designed based on that LAENC using the constrained linear least squares method. Through numerical simulations, it is demonstrated that the proposed controller achieves the equivalent performances to the classical nonlinear controllers with less total energy consumption. Moreover, it generates the practical control solution, in other words, control solutions do not violate the input-constraints.

Multi-operation-based Constrained Random Verification for On-Chip Memory

  • Son, Hyeonuk;Jang, Jaewon;Kim, Heetae;Kang, Sungho
    • JSTS:Journal of Semiconductor Technology and Science
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    • v.15 no.3
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    • pp.423-426
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    • 2015
  • Current verification methods for on-chip memory have been implemented using coverpoints that are generated based on a single operation. These coverpoints cannot consider the influence of other memory banks in a busy state. In this paper, we propose a method in which the coverpoints account for all operations executed on different memory banks. In addition, a new constrained random vector generation method is proposed to reduce the required random vectors for the multi-operation-based coverpoints. The simulation results on NAND flash memory show 100% coverage with 496,541 constrained random vectors indicating a reduction of 96.4% compared with conventional random vectors.

Modal Analysis of Constrained Multibody Systems Undergoing Constant Accelerated Motions

  • Park, Dong-Hwan;Yoo, Hong-Hee
    • Journal of Mechanical Science and Technology
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    • v.18 no.7
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    • pp.1086-1093
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    • 2004
  • The modal characteristics of constrained multibody systems undergoing constant accelerated motions are investigated in this paper. Relative coordinates are employed to derive the equations of motion, which are generally nonlinear in terms of the coordinates. The dynamic equilibrium position of a constrained multibody system needs to be obtained from the nonlinear equations of motion, which are then linearized at the dynamic equilibrium position. The mass and the stiffness matrices for the modal analysis can be obtained from the linearized equations of motion. To verify the effectiveness and the accuracy of the proposed method, two numerical examples are solved and the results obtained by using the proposed method are compared with those obtained by analytical and other numerical methods. The proposed method is found to be accurate as well as effective in predicting the modal characteristics of constrained multibody systems undergoing constant accelerated motions.

A THREE-TERM INERTIAL DERIVATIVE-FREE PROJECTION METHOD FOR CONVEX CONSTRAINED MONOTONE EQUATIONS

  • Noinakorn, Supansa;Ibrahim, Abdukarim Hassan;Abubakar, Auwal Bala;Pakkaranang, Nuttapol
    • Nonlinear Functional Analysis and Applications
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    • v.26 no.4
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    • pp.839-853
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    • 2021
  • Let 𝕽n be an Euclidean space and g : 𝕽n → 𝕽n be a monotone and continuous mapping. Suppose the convex constrained nonlinear monotone equation problem x ∈ 𝕮 s.t g(x) = 0 has a solution. In this paper, we construct an inertial-type algorithm based on the three-term derivative-free projection method (TTMDY) for convex constrained monotone nonlinear equations. Under some standard assumptions, we establish its global convergence to a solution of the convex constrained nonlinear monotone equation. Furthermore, the proposed algorithm converges much faster than the existing non-inertial algorithm (TTMDY) for convex constrained monotone equations.

Multi-constrained Shortest Disjoint Paths for Reliable QoS Routing

  • Xiong, Ke;Qiu, Zheng-Ding;Guo, Yuchun;Zhang, Hongke
    • ETRI Journal
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    • v.31 no.5
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    • pp.534-544
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    • 2009
  • Finding link-disjoint or node-disjoint paths under multiple constraints is an effective way to improve network QoS ability, reliability, and so on. However, existing algorithms for such scheme cannot ensure a feasible solution for arbitrary networks. We propose design principles of an algorithm to fill this gap, which we arrive at by analyzing the properties of optimal solutions for the multi-constrained link-disjoint path pair problem. Based on this, we propose the link-disjoint optimal multi-constrained paths algorithm (LIDOMPA), to find the shortest link-disjoint path pair for any network. Three concepts, namely, the candidate optimal solution, the contractive constraint vector, and structure-aware non-dominance, are introduced to reduce its search space without loss of exactness. Extensive simulations show that LIDOMPA outperforms existing schemes and achieves acceptable complexity. Moreover, LIDOMPA is extended to the node-disjoint optimal multi-constrained paths algorithm (NODOMPA) for the multi-constrained node-disjoint path pair problem.

Optimal Layout Design of Frequency- and Temperature-dependent Viscoelastic Materials for Maximum Loss Factor of Constrained-Layer Damping Beam (점탄성 물질의 온도와 주파수 의존성을 고려한 구속형 제진보의 최대 손실계수 설계)

  • Lee, Doo-Ho
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.18 no.2
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    • pp.185-191
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    • 2008
  • Optimal damping layout of the constrained viscoelastic damping layer on beam is identified with temperatures by using a gradient-based numerical search algorithm. An optimal design problem is defined in order to determine the constrained damping layer configuration. A finite element formulation is introduced to model the constrained layer damping beam. The four-parameter fractional derivative model and the Arrhenius shift factor are used to describe dynamic characteristics of viscoelastic material with respect to frequency and temperature. Frequency-dependent complex-valued eigenvalue problems are solved by using a simple re-substitution algorithm in order to obtain the loss factor of each mode and responses of the structure. The results of the numerical example show that the proposed method can reduce frequency responses of beam at peaks only by reconfiguring the layout of constrained damping layer within a limited weight constraint.