• Title/Summary/Keyword: duality property

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A Dual Problem and Duality Theorems for Average Shadow Prices in Mathematical Programming

  • Cho, Seong-Cheol
    • Journal of the Korean Operations Research and Management Science Society
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    • v.18 no.2
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    • pp.147-156
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    • 1993
  • Recently a new concept of shadow prices, called average shadow price, has been developed. This paper provides a dual problem and the corresponding duality theorems justifying this new shadow price. The general duality framework is used. As an important secondary result, a new reduced class of price function, the pp. h.-class, has been developed for the general duality theory. This should be distinguished from other known reductions achieved in some specific areas of mathematical programming, in that it sustains the strong duality property in all the mathematical programs. The new general dual problem suggested with this pp. h.-class provides, as an optimal solution, the average shadow prices.

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D2D Tx-Rx Pair Assignment Using Duality Concept

  • Oh, Changyoon
    • Journal of the Korea Society of Computer and Information
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    • v.24 no.5
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    • pp.19-26
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    • 2019
  • In this paper, we consider the D2D Transmitter(Tx) and Receiver(Rx) pair assignment problem in the cellular system. Sharing the resource of the cellular system, D2D users may cause interference to the cellular system, though it is beneficial to improve the D2D user Capacity. Therefore, to protect the cellular users, D2D transmit power should be carefully controlled. Previously, optimal Tx-Rx assignment to minimize the total transmit power of users was investigated. Accordingly, the iterative algorithm to find the optimum Tx-Rx asignment was obtained. In this work, we consider the case where Tx group users becomes Rx group users, and Rx group users become Tx group users. We prove that the Tx-Rx assignment problem has the duality property. We present the numerical examples that show the duality between U-link and D-link.

Pring Fixed-Strike Lookback Options

  • Lee, Hangsuck
    • Communications for Statistical Applications and Methods
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    • v.11 no.2
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    • pp.213-225
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    • 2004
  • A fixed-strike lookback option is an option whose payoff is determined by the maximum (or minimum) price of the underlying asset within the option's life. Under the Black-Scholes framework, the time-t price of an equity asset follows a geometric Brownian motion. Applying the method of Esscher transforms, this paper will derive explicit pricing formulas for fixed-strike lookback call and put options, respectively. In addition, this paper will show a relationship (duality property) between the pricing formulas of the call and put options. Finally, this paper will derive explicit pricing formulas for the fixed-strike lookback options when their underlying asset pays dividends continuously at a rate proportional to its price.

The Most and Least Greedy Algorithms for Integer Bit Allocation (정수 비트 할당을 위한 최대 탐욕 및 최소 탐욕 알고리즘에 관한 연구)

  • Lim, Jong-Tae;Yoo, Do-Sik
    • Journal of Advanced Navigation Technology
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    • v.11 no.4
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    • pp.388-393
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    • 2007
  • In designing transform coders bit allocation is one of the important issues. In this paper we propose two optimal algorithms for integer bit allocation in transform coding. Based on high-resolution formulas for bit allocation, the most and least greedy algorithms are developed to optimally adjust non-integer bit rates of coefficient quantizers to integer values. In particular, a duality property is observed between the two greedy algorithms.

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AN ARTINIAN RING HAVING THE STRONG LEFSCHETZ PROPERTY AND REPRESENTATION THEORY

  • Shin, Yong-Su
    • Communications of the Korean Mathematical Society
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    • v.35 no.2
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    • pp.401-415
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    • 2020
  • It is well-known that if char𝕜 = 0, then an Artinian monomial complete intersection quotient 𝕜[x1, …, xn]/(x1a1, …, xnan) has the strong Lefschetz property in the narrow sense, and it is decomposed by the direct sum of irreducible 𝖘𝖑2-modules. For an Artinian ring A = 𝕜[x1, x2, x3]/(x16, x26, x36), by the Schur-Weyl duality theorem, there exist 56 trivial representations, 70 standard representations, and 20 sign representations inside A. In this paper we find an explicit basis for A, which is compatible with the S3-module structure.

For new Duality Structure and its Application in the NCV-|v1 > Library (NCV-|v1 >라이브러리의 새로운 쌍대 구조와 응용)

  • Park, Dong-Young;Jeong, Yeon-Man
    • The Journal of the Korea institute of electronic communication sciences
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    • v.11 no.2
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    • pp.165-170
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    • 2016
  • The characteristic and application of a new duality structure in the $NCV-{\mid}v_1$ > library is studied in this paper. All unitary operations on arbitrarily many qudit's n can be expressed as composition of one- and two-qudit $NCV-{\mid}v_1$ > libraries if their state vectors are eigenvectors. This research provides an extended realization from Barenco's many bits n operator(U(2n)) which is applicable to only all positive polarity statevectors to whole polarity ones. At the control gate synthesis of a unitary operator, such an enhanced expansion is possible due to their symmetric duality property in the case of using both $NCV-{\mid}v_1$ > and $NCV^{\dag}-{\mid}v_1$ > libraries which make the AND predominantly dependent cascade synthesis possible.

SOME GEOMERTIC SOLVABILITY THEOREMS IN TOPOLOGICAL VECTOR SPACES

  • Ben-El-Mechaiekh, H.;Isac, G.
    • Bulletin of the Korean Mathematical Society
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    • v.34 no.2
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    • pp.273-285
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    • 1997
  • The aim of this paper is to present theorems on the exitence of zeros for mappings defined on convex subsets of topological vector spaces with values in a vector space. In addition to natural assumptions of continuity, convexity, and compactness, the mappings are subject to some geometric conditions. In the first theorem, the mapping satisfies a "Darboux-type" property expressed in terms of an auxiliary numerical function. Typically, this functions is, in this case, related to an order structure on the target space. We derive an existence theorem for "obtuse" quasiconvex mappings with values in an ordered vector space. In the second theorem, we prove the existence of a "common zero" for an arbitrary (not necessarily countable) family of mappings satisfying a general "inwardness" condition againg expressed in terms of numerical functions (these numerical functions could be duality pairings (more generally, bilinear forms)). Our inwardness condition encompasses classical inwardness conditions of Leray-Schauder, Altman, or Bergman-Halpern types.

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Resouce Allocation for Multiuser OFDM Systems (다중사용자 OFDM 광대역 무선인터넷 시스템의 자원할당 방법)

  • Chung, Yong-Joo;Paik, Chun-Hyun;Kim, Hu-Gon
    • Journal of the Korean Operations Research and Management Science Society
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    • v.32 no.3
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    • pp.33-46
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    • 2007
  • This study deals with the adaptive multiuser OFDM (Orthogonal Frequency Division Multiplexing) system which adjusts the resource allocation according to the environmental changes in such as wireless and quality of service required by users. The resource allocation includes subcarrier assignment to users, modulation method and power used for subcarriers. We first develop a general optimization model which maximizes data throughput while satisfying data rates required by users and total power constraints. Based on the property that this problem has the 0 duality gap, we apply the subgradient dual optimization method which obtains the solution of the dual problem by iteration of simple calculations. Extensive experiments with realistic data have shown that the subgradient dual method is applicable to the real world system, and can be used as a dynamic resource allocation mechanism.