• 제목/요약/키워드: dual decomposition method

검색결과 46건 처리시간 0.028초

Flexible Mixed decomposition Method for Large Scale Linear Programs: -Integration of a Network of Process Models-

  • Ahn, Byong-Hun;Rhee, Seung-Kyu
    • 한국경영과학회지
    • /
    • 제11권2호
    • /
    • pp.37-50
    • /
    • 1986
  • In combining dispersed optimization models, either primal or dual(or both) decomposition method widely used as an organizing device. Interpreting the methods economically, the concepts of price and resource-directive coordination are generally well accepted. Most of deomposition/ integration methods utilize either primal information of dual information, not both, from subsystems, while some authors have developed mixed decomposition approaches employing two master problems dealing primal and dual proposals separately. In this paper a hybrid decomposition method is introduced, where one hybrid master problem utilizes the underlying relationships between primal and dual information from each subsystem. The suggested method is well justified with respect to the flexibility in information flow pattern choice (some prices and other quantities) and to the compatibility of subdivision's optimum to the systemwide optimum, that is often lacking in conventional decomposition methods such as Dantzig-Wolfe's. A numerical example is also presented to illustrate the suggested approach.

  • PDF

다중 사용자 OFDM 시스템의 최적 부채널 및 비트 할당: Dual-Decomposition 방법 (The Optimal Subchannel and Bit Allocation for Multiuser OFDM System: A Dual-Decomposition Approach)

  • 박태형;임성빈;서만중
    • 한국통신학회논문지
    • /
    • 제34권1C호
    • /
    • pp.90-97
    • /
    • 2009
  • OFDM (Orthogonal Frequency Division Multiplexing) 전송방식의 장점은 높은 주파수 효율, RF간섭에 대한 강인성, 낮은 다중 경로 왜곡 등을 들 수 있다. 다중 사용자 OFDM의 채널용량을 확대하기 위해서는 사용자간의 부채널과 비트 할당의 효율적인 알고리즘을 개발하여야 한다. 본 연구에서는 다중 사용자의 전송요구량을 만족하는 최적 부채널 및 비트 할당 문제를 0-1 정수계획법 모형으로 형성하고, 원래 문제의 선형계획법 완화 (linear programming relaxation)문제를 dual-decomposition과 subgradient 알고리즘을 사용하여 해를 구하는 효과적인 알고리즘을 제시한다. 또한 dual-decomposition으로 구한 목적함수값은 원래 문제의 선형계획법 완화문제의 최적목적함수 간과 동일함을 증명하였다 모의실험을 통하여 다수의 문제에 대하여 원래 문제의 최적 목적항수값에 대한 dual-decomposition으로 구한 하한의 성능을 제시하였다. MQAM (M-ary Quadrature Amplitude Modulation)을 사용하고 3개의 독립적인 Rayleigh 다중 경로로 구성된 주파수 선택적 채널을 가정한 경우 MATLAB을 사용한 모의실험에서 0-1 정수계획 법으로 구한 최적해의 성능을 실험하였다.

교차분해법을 이용한 이단계유통체계에서의 중간창고의 입지선정 (Cross Decomposition Applied to the Intermediate Warehouse Location Problem)

  • 차동완;정기호;허원수
    • 한국경영과학회지
    • /
    • 제9권2호
    • /
    • pp.3-8
    • /
    • 1984
  • This paper considers the intermediate warehouse location problem in a two stage distribution system where commodities are delivered from the given set of capacitated factories to customers via uncapacitated intermediate warehouses. In order to determine the subset of warehouses to open which minimizes the total distribution costs including the fixed costs associated with opening warehouses, the cross decomposition method for mixed integer programming recently developed by T.J. Van Roy is used. The cross decomposition unifies Benders decomposition and Lagrangean relaxation into a single framework that involves successive solutions to a primal subproblem and a dual subproblem. In our problem model, primal subproblem turns out to be a transshipment problem and dual subproblem turns out to be an intermediate warehouse location problem with uncapacitated factories.

  • PDF

A NON-OVERLAPPING DOMAIN DECOMPOSITION METHOD FOR A DISCONTINUOUS GALERKIN METHOD: A NUMERICAL STUDY

  • Eun-Hee Park
    • Korean Journal of Mathematics
    • /
    • 제31권4호
    • /
    • pp.419-431
    • /
    • 2023
  • In this paper, we propose an iterative method for a symmetric interior penalty Galerkin method for heterogeneous elliptic problems. The iterative method consists mainly of two parts based on a non-overlapping domain decomposition approach. One is an intermediate preconditioner constructed by understanding the properties of the discontinuous finite element functions and the other is a preconditioning related to the dual-primal finite element tearing and interconnecting (FETI-DP) methodology. Numerical results for the proposed method are presented, which demonstrate the performance of the iterative method in terms of various parameters associated with the elliptic model problem, the finite element discretization, and non-overlapping subdomain decomposition.

ADVANCED DOMAIN DECOMPOSITION METHOD BY LOCAL AND MIXED LAGRANGE MULTIPLIERS

  • Kwak, Junyoung;Chun, Taeyoung;Cho, Haeseong;Shin, Sangjoon;Bauchau, Olivier A.
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • 제18권1호
    • /
    • pp.17-26
    • /
    • 2014
  • This paper presents development of an improved domain decomposition method for large scale structural problem that aims to provide high computational efficiency. In the previous researches, we developed the domain decomposition algorithm based on augmented Lagrangian formulation and proved numerical efficiency under both serial and parallel computing environment. In this paper, new computational analysis by the proposed domain decomposition method is performed. For this purpose, reduction in computational time achieved by the proposed algorithm is compared with that obtained by the dual-primal FETI method under serial computing condition. It is found that the proposed methods significantly accelerate the computational speed for a linear structural problem.

Proportional-Fair Downlink Resource Allocation in OFDMA-Based Relay Networks

  • Liu, Chang;Qin, Xiaowei;Zhang, Sihai;Zhou, Wuyang
    • Journal of Communications and Networks
    • /
    • 제13권6호
    • /
    • pp.633-638
    • /
    • 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.

CORRIGENDUM TO "A DUAL ITERATIVE SUBSTRUCTURING METHOD WITH A SMALL PENALTY PARAMETER", [J. KOREAN MATH. SOC. 54 (2017), NO. 2, 461-477]

  • Lee, Chang-Ock;Park, Eun-Hee;Park, Jongho
    • 대한수학회지
    • /
    • 제58권3호
    • /
    • pp.791-797
    • /
    • 2021
  • In this corrigendum, we offer a correction to [J. Korean Math. Soc. 54 (2017), No. 2, 461-477]. We construct a counterexample for the strengthened Cauchy-Schwarz inequality used in the original paper. In addition, we provide a new proof for Lemma 5 of the original paper, an estimate for the extremal eigenvalues of the standard unpreconditioned FETI-DP dual operator.

A DUAL ITERATIVE SUBSTRUCTURING METHOD WITH A SMALL PENALTY PARAMETER

  • Lee, Chang-Ock;Park, Eun-Hee
    • 대한수학회지
    • /
    • 제54권2호
    • /
    • pp.461-477
    • /
    • 2017
  • A dual substructuring method with a penalty term was introduced in the previous works by the authors, which is a variant of the FETI-DP method. The proposed method imposes the continuity not only by using Lagrange multipliers but also by adding a penalty term which consists of a positive penalty parameter ${\eta}$ and a measure of the jump across the interface. Due to the penalty term, the proposed iterative method has a better convergence property than the standard FETI-DP method in the sense that the condition number of the resulting dual problem is bounded by a constant independent of the subdomain size and the mesh size. In this paper, a further study for a dual iterative substructuring method with a penalty term is discussed in terms of its convergence analysis. We provide an improved estimate of the condition number which shows the relationship between the condition number and ${\eta}$ as well as a close spectral connection of the proposed method with the FETI-DP method. As a result, a choice of a moderately small penalty parameter is guaranteed.

Resource Allocation in Multi-User MIMO-OFDM Systems with Double-objective Optimization

  • Chen, Yuqing;Li, Xiaoyan;Sun, Xixia;Su, Pan
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • 제12권5호
    • /
    • pp.2063-2081
    • /
    • 2018
  • A resource allocation algorithm is proposed in this paper to simultaneously minimize the total system power consumption and maximize the system throughput for the downlink of multi-user multiple input multiple output-orthogonal frequency division multiplexing (MIMO-OFDM) systems. With the Lagrange dual decomposition method, we transform the original problem to its convex dual problem and prove that the duality gap between the two problems is zero, which means the optimal solution of the original problem can be obtained by solving its dual problem. Then, we use convex optimization method to solve the dual problem and utilize bisection method to obtain the optimal dual variable. The numerical results show that the proposed algorithm is superior to traditional single-objective optimization method in both the system throughput and the system energy consumption.