• 제목/요약/키워드: duality property

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

  • Cho, Seong-Cheol
    • 한국경영과학회지
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    • 제18권2호
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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
    • 한국컴퓨터정보학회논문지
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    • 제24권5호
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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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    • 제11권2호
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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.

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

  • 임종태;유도식
    • 한국항행학회논문지
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    • 제11권4호
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    • pp.388-393
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    • 2007
  • 변환부호화기(Transform coders)를 설계함에 있어서 비트 할당(Bit allocation)은 중요한 설계 요인 중의 하나이다. 본 논문에서는 고해상(high-resolution) 이론에 의한 수식들을 바탕으로 각 계수 양자화기들의 비트율을 정수값으로 할당해주는 최적의 알고리즘인 최대 탐욕 알고리즘과 최소 탐욕 알고리즘을 제안하였다. 특히, 제안된 최대 탐욕 알고리즘과 최소 탐욕 알고리즘에서 쌍대성(duality) 성질을 확인할 수 있었다.

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AN ARTINIAN RING HAVING THE STRONG LEFSCHETZ PROPERTY AND REPRESENTATION THEORY

  • Shin, Yong-Su
    • 대한수학회논문집
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    • 제35권2호
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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.

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

  • 박동영;정연만
    • 한국전자통신학회논문지
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    • 제11권2호
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    • pp.165-170
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    • 2016
  • 본 논문은 $NCV-{\mid}v_1$ > 라이브러리의 새로운 쌍대 구조의 특성과 그 응용에 대한 연구이다. 상태벡터가 고유벡터인 임의 n개 qudit 상의 모든 유니터리 연산은 1개와 2개의 $NCV-{\mid}v_1$ > 라이브러리 들의 합성으로 표현할 수 있다. 본 연구는 입력 상태벡터가 PP로 제한적인 Barenco의 n비트 U(2n) 연산자를 전역 극성의 입력 상태벡터로 확장 실현하는 것이다. 이와 같이 보강된 확장 실현은 유니터리 연산자의 제어게이트 합성 시에 $NCV-{\mid}v_1$ > 과 이의 쌍대인 $NCV^{\dag}-{\mid}v_1$ > 라이브러리 모두를 사용할 경우에 이들이 대칭적 쌍대 성질을 갖고 있어 모든 극성의 상태벡터 입력에 대해 AND 지배적 종속 합성이 가능하기 때문이다.

SOME GEOMERTIC SOLVABILITY THEOREMS IN TOPOLOGICAL VECTOR SPACES

  • Ben-El-Mechaiekh, H.;Isac, G.
    • 대한수학회보
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    • 제34권2호
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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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다중사용자 OFDM 광대역 무선인터넷 시스템의 자원할당 방법 (Resouce Allocation for Multiuser OFDM Systems)

  • 정용주;백천현;김후곤
    • 한국경영과학회지
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    • 제32권3호
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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.