• Title/Summary/Keyword: dual problems

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Dual Generalized Maximum Entropy Estimation for Panel Data Regression Models

  • Lee, Jaejun;Cheon, Sooyoung
    • Communications for Statistical Applications and Methods
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    • v.21 no.5
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    • pp.395-409
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    • 2014
  • Data limited, partial, or incomplete are known as an ill-posed problem. If the data with ill-posed problems are analyzed by traditional statistical methods, the results obviously are not reliable and lead to erroneous interpretations. To overcome these problems, we propose a dual generalized maximum entropy (dual GME) estimator for panel data regression models based on an unconstrained dual Lagrange multiplier method. Monte Carlo simulations for panel data regression models with exogeneity, endogeneity, or/and collinearity show that the dual GME estimator outperforms several other estimators such as using least squares and instruments even in small samples. We believe that our dual GME procedure developed for the panel data regression framework will be useful to analyze ill-posed and endogenous data sets.

ON MULTIOBJECTIVE GENERALIZED SYMMETRIC DUAL PROGRAMS WITH $\rho-(\eta,0)$-INVEXITY

  • Nahak, C.
    • Journal of applied mathematics & informatics
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    • v.5 no.3
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    • pp.797-804
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    • 1998
  • A pair of multiobjective generalized symmetric dual non-linear programming problems and weak strong and converse dual-ity theorems for these problems are established under generalized $\rho-(\eta,0)$-invexity assumptions. Several known results are obtained as special cases.

Evaluation of Two Lagrangian Dual Optimization Algorithms for Large-Scale Unit Commitment Problems

  • Fan, Wen;Liao, Yuan;Lee, Jong-Beom;Kim, Yong-Kab
    • Journal of Electrical Engineering and Technology
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    • v.7 no.1
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    • pp.17-22
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    • 2012
  • Lagrangian relaxation is the most widely adopted method for solving unit commitment (UC) problems. It consists of two steps: dual optimization and primal feasible solution construction. The dual optimization step is crucial in determining the overall performance of the solution. This paper intends to evaluate two dual optimization methods - one based on subgradient (SG) and the other based on the cutting plane. Large-scale UC problems with hundreds of thousands of variables and constraints have been generated for evaluation purposes. It is found that the evaluated SG method yields very promising results.

Application of Method of Moving Asymptotes for Non-Linear Structures (비선형 구조물에 대한 이동 점근법(MMA)의 적용)

  • 진경욱;한석영;최동훈
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 1999.05a
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    • pp.141-146
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    • 1999
  • A new method, so called MMA(Method of Moving Asymptotes) was applied to the optimization problems of non-linear functions and non-linear structures. In each step of the iterative process, tile MMA generates a strictly convex approximation subproblems and solves them by using the dual problems. The generation of these subproblems is controlled by so called 'moving asymptotes', which may both make no oscillation and speed up tile convergence rate of optimization process. By contrast in generalized dual function, the generated function by MMA is always explicit type. Both the objective and behaviour constraints which were approximated are optimized by dual function. As the results of some examples, it was found that this method is very effective to obtain the global solution for problems with many local solutions. Also it was found that MMA is a very effective approximate method using the original function and its 1st derivatives.

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A DUAL ALGORITHM FOR MINIMAX PROBLEMS

  • HE SUXIANG
    • Journal of applied mathematics & informatics
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    • v.17 no.1_2_3
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    • pp.401-418
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    • 2005
  • In this paper, a dual algorithm, based on a smoothing function of Bertsekas (1982), is established for solving unconstrained minimax problems. It is proven that a sequence of points, generated by solving a sequence of unconstrained minimizers of the smoothing function with changing parameter t, converges with Q-superlinear rate to a Kuhn-Thcker point locally under some mild conditions. The relationship between the condition number of the Hessian matrix of the smoothing function and the parameter is studied, which also validates the convergence theory. Finally the numerical results are reported to show the effectiveness of this algorithm.

OPTIMALITY CONDITIONS AND DUALITY IN NONDIFFERENTIABLE ROBUST OPTIMIZATION PROBLEMS

  • Kim, Moon Hee
    • East Asian mathematical journal
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    • v.31 no.3
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    • pp.371-377
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    • 2015
  • We consider a nondifferentiable robust optimization problem, which has a maximum function of continuously differentiable functions and support functions as its objective function, continuously differentiable functions as its constraint functions. We prove optimality conditions for the nondifferentiable robust optimization problem. We formulate a Wolfe type dual problem for the nondifferentiable robust optimization problem and prove duality theorems.

OPTIMALITY CONDITIONS AND DUALITY IN FRACTIONAL ROBUST OPTIMIZATION PROBLEMS

  • Kim, Moon Hee;Kim, Gwi Soo
    • East Asian mathematical journal
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    • v.31 no.3
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    • pp.345-349
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    • 2015
  • In this paper, we consider a fractional robust optimization problem (FP) and give necessary optimality theorems for (FP). Establishing a nonfractional optimization problem (NFP) equivalent to (FP), we formulate a Mond-Weir type dual problem for (FP) and prove duality theorems for (FP).

The Relationship Among Attention Deficit Hyperactivity Problems, Executive Function Difficulties, and Domestic Social Capital in Children from Dual-Income Households in the Transition Period: Mediating Effects of Domestic Social Capital (취학전환기 맞벌이 가정 아동의 주의력 결핍 과잉행동 문제와 집행기능 곤란 및 가정내 사회적 자본의 관계: 가정내 사회적 자본의 매개효과)

  • Chun, Hui Young
    • Korean Journal of Childcare and Education
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    • v.17 no.6
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    • pp.109-132
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    • 2021
  • Objective: This study examined the relationships among attention deficits/hyper activities problems(ADHD problems), executive function difficulties, and social capital inside the family, especially with the mediating effect of social capital inside the family, in children from dual-income households. Methods: The participants were 401 children from dual-income households from the eighth wave of the Panel Study on Korean Children. They belonged into lower and higher ADHD problems groups that showed below 25% or more than 75% of ADHD screening items' total score. The data were analyzed by t-test, correlation analysis and mediating effect test by PROCESS macro 3.5.3.. Results: Children's executive function difficulties and social capital inside the family were significantly different between the two lower and higher ADHD problems groups. A mediating effect was found based on the negative relationships between the social capital inside the family including mother's warm childrearing behavior and positive coparenting, and children's executive function difficulties. Children's ADHD problems had a negative influence on each of the two social capital variables and each of the two variables had a negative influence on the executive function difficulties. Conclusion/Implications: These results emphasize the meaningful role of social capital inside the family in the development of first graders with ADHD problems from dual-income households.

ON SUFFICIENCY AND DUALITY FOR ROBUST OPTIMIZATION PROBLEMS INVOLVING (V, ρ)-INVEX FUNCTIONS

  • Kim, Moon Hee;Kim, Gwi Soo
    • East Asian mathematical journal
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    • v.33 no.3
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    • pp.265-269
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    • 2017
  • In this paper, we formulate a sufficient optimality theorem for the robust optimization problem (UP) under (V, ${\rho}$)-invexity assumption. Moreover, we formulate a Mond-Weir type dual problem for the robust optimization problem (UP) and show that the weak and strong duality hold between the primal problems and the dual problems.

MIXED TYPE DUALITY FOR CONTROL PROBLEMS WITH GENERALIZED INVEXITY

  • Husain, I.;Ahmed, A.;Ahmad, B.
    • Journal of applied mathematics & informatics
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    • v.26 no.5_6
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    • pp.819-837
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    • 2008
  • A mixed type dual to the control problem in order to unify Wolfe and Mond-Weir type dual control problem is presented in various duality results are validated and the generalized invexity assumptions. It is pointed out that our results can be extended to the control problems with free boundary conditions. The duality results for nonlinear programming problems already existing in the literature are deduced as special cases of our results.

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