• Communications of the Korean Mathematical Society
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• v.28 no.2
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• pp.419-423
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• 2013

In this paper we present a robust duality theory for generalized convex programming problems under data uncertainty. Recently, Jeyakumar, Li and Lee [Nonlinear Analysis 75 (2012), no. 3, 1362-1373] established a robust duality theory for generalized convex programming problems in the face of data uncertainty. Furthermore, we extend results of Jeyakumar, Li and Lee for an uncertain multiobjective robust optimization problem.

• Journal of applied mathematics & informatics
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• v.23 no.1_2
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• pp.361-367
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• 2007

In this paper we propose an implementable method for solving a nonsmooth convex optimization problem by combining Moreau-Yosida regularization, bundle and quasi-Newton ideas. The method we propose makes use of approximate subgradients of the objective function, which makes the method easier to implement. We also prove the convergence of the proposed method under some additional assumptions.

• Journal of applied mathematics & informatics
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• v.28 no.5_6
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• pp.1239-1248
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• 2010

In this paper, an implementable BFGS bundle algorithm for solving a nonsmooth convex optimization problem is presented. The typical method minimizes an approximate Moreau-Yosida regularization using a BFGS algorithm with inexact function and the approximate gradient values which are generated by a finite inner bundle algorithm. The approximate subgradient of the objective function is used in the algorithm, which can make the algorithm easier to implement. The convergence property of the algorithm is proved under some additional assumptions.

• Journal of the Korean Operations Research and Management Science Society
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• v.21 no.1
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• pp.1-17
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• 1996

There have been considerable researches for solving large-scale separable convex optimization ptoblems. In this paper we present a method for large-scale nonseparable smooth convex optimization problems with block-angular linear constraints. One of them is occurred in reconfiguration of the virtual path network which finds the routing path and assigns the bandwidth of the path for each traffic class in ATM (Asynchronous Transfer Mode) network [1]. The solution is approximated by solving a sequence of the block-angular structured separable quadratic programming problems. Bundle-based decomposition method [10, 11, 12]is applied to each large-scale separable quadratic programming problem. We implement the method and present some computational experiences.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.48 no.9
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• pp.691-701
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• 2020

An actuator mixer design using convex optimization technique situation where the propulsion system of an electric VTOL UAV during vertical take-off and landing maneuvers is proposed. The attainable control set to analyze the impact from failure of each motor and propeller can be calculated and illustrated using the properties of the convex function. The control allocation can be defined as a convex function optimization problem to obtain an optimal solution in real time. The mixer is implemented using a convex optimization solver, and the performance of the control allocation methods is compared to the attainable control set. Finally, the proposed mixer is compared with other techniques with nonlinear sux degree-of-freedom simulation.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2000.11a
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• pp.476-479
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• 2000

This paper deals with a robust pole placement method for uncertain linear systems. For all admissible uncertain parameters, a static output feedback controller is designed such that all the poles of the closed loop system are located within the prespecfied disk. It is shown that the existence of a positive definite matrix belonging to a convex set such that its inverse belongs to another convex set guarantees the existence of the output feedback gain matrix for our control problem. By a sequence of convex optimization the aforementioned matrix is obtained. A numerical example is solved in order to illustrate efficacy of our design method.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2004.05a
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• pp.870-875
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• 2004

Beam stiffeners have frequently been used for raising natural frequencies of base structures. In stiffener layout optimization problems, most of the previous researches considering the position and/or the length of the stiffener as design variables dealt with structures having just simple convex shapes such as a square or rectangle. The reason is concave shape structures have difficulties ill formulating geometry constraints. In this paper, a new geometry constraint handling technique, which can define both convex and concave feasible lesions and measure a degree of geometry constraint violation, is proposed. Evolution strategies (ESs) is utilized as an optimization tool. In addition, the constraint-handling technique of EVOSLINOC (EVOlution Strategy for scalar optimization with Lineal and Nonlinear Constraints) is utilized to solve constrained optimization problems. From a numerical example, the proposed geometry constraint handling technique is verified and proves that the technique can easily be applied to structures in net only convex but also concave shapes, even with a protrusion or interior holes.

• Journal of the Korean Institute of Intelligent Systems
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• v.20 no.3
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• pp.375-379
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• 2010

The support vector machine (SVM) has been widely used in variety pattern recognition problems applicable to recommendation systems due to its strong theoretical foundation and excellent empirical successes. However, SVM is sensitive to the presence of outliers since outlier points can have the largest margin loss and play a critical role in determining the decision hyperplane. For robust SVM, we limit the maximum value of margin loss which includes the non-convex optimization problem. Therefore, we proposed the design method of robust SVM using genetic algorithm (GA) which can solve the non-convex optimization problem. To demonstrate the performance of the proposed method, we perform experiments on various databases selected in UCI repository.

• International Journal of Control, Automation, and Systems
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• v.4 no.4
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• pp.516-523
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• 2006

This paper is concerned with the $H_{\infty}$ control problem of 2-D discrete state delay systems described by the Roesser model. The condition for the system to have a specified $H_{\infty}$ performance is derived via the linear matrix inequality (LMI) approach. Furthermore, a design procedure for $H_{\infty}$ state feedback controllers is given by solving a certain LMI. The design problem of optimal $H_{\infty}$ controllers is formulated as a convex optimization problem, which can be solved by existing convex optimization techniques. Simulation results are presented to illustrate the effectiveness of the proposed results.

• Proceedings of the KIEE Conference
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• 1998.07b
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• pp.750-753
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• 1998

This paper gives a simple parameterization of all stable unbiased filters to solve the suboptimal mixed $H_2/H_{\infty}$ filtering problem. Using the central filter, mixed $H_2/H_{\infty}$ filter is designed which minimizes the upper bound for the $H_2$ norm of the transfer matrix from a white noise to the estimation error subject to an $H_{\infty}$ norm constraint on the transfer matrix from an energy-bounded noise to the estimation error. The problem of finding suitable estimator gain can be converted into a convex optimization problem involving linear matrix inequalities.