• Title/Summary/Keyword: generalized optimal

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An Algorithm for One-Sided Generalized Least Squares Estimation and Its Application

  • Park, Chul-Gyu
    • Journal of the Korean Statistical Society
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    • v.29 no.3
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    • pp.361-373
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    • 2000
  • A simple and efficient algorithm is introduced for generalized least squares estimation under nonnegativity constraints in the components of the parameter vector. This algorithm gives the exact solution to the estimation problem within a finite number of pivot operations. Besides an illustrative example, an empirical study is conducted for investigating the performance of the proposed algorithm. This study indicates that most of problems are solved in a few iterations, and the number of iterations required for optimal solution increases linearly to the size of the problem. Finally, we will discuss the applicability of the proposed algorithm extensively to the estimation problem having a more general set of linear inequality constraints.

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A Study on Multi-Wavelength-Minimum Interference Path Routing Algorithm Mapping Scheme OSPF-TE+ Establishing Optimal Optical-LSPs in OVPN (OVPN에서 최적의 Optical-LSP를 설립하기 위한 OSPF-TE+ 내의 다중파장 최소간섭 경로 라우팅 알고리즘 적용 방안 연구)

  • 정창현;현혜경;강오한;조광현;김성운
    • Proceedings of the Korean Information Science Society Conference
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    • 2004.10c
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    • pp.136-138
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    • 2004
  • IP망을 활용한 VPN(Virtual Private Network)에서의 QoS 보장 및 광대역 서비스 제공에 대한 해결 방안으로 차세대 광 인터넷을 통한 OVPN(Optical VPN) 기술이 제시되고 있다. 차세대 광 인터넷의 구현이 IP/GMPLS(Generalized Multi-Protocol Label Switching) over DWDM(Dense Wavelength Division Multiplexing) 프로토콜 프레임워크로 표준화되고 있는 현실에 비추어 볼 때 IP/GMPLS over DWDM 백본망을 통한 OVPN은 차세대 가상사설망으로써 멀티미디어 서비스 제공을 위한 최적의 방안이다. 이러한 멀티미디어 서비스 제공을 위한 OVPN에서는 최적의 Optical-LSP(Label Switched Path)의 설립이 요구되고 있다. 따라서 본 논문에서는 차세대 OVPN의 모델 및 망의 blocking probability를 향상하기 위한 미래의 잠재적인 연결 요구에 대해 간섭을 최소화하면서 경로를 설정하는 MW-MIPR 라우팅 알고리즘을 제시하고 이를 라우팅 프로토콜인 OSPF-TE+(OSPF Extensions in Support of Generalized MPLS)에 맵핑하기 위한 방안을 제안한다.

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High precision integration for dynamic structural systems with holonomic constraints

  • Liu, Xiaojian;Begg, D.W.;Devane, M.A.;Zhong, Wanxie
    • Structural Engineering and Mechanics
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    • v.5 no.3
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    • pp.283-295
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    • 1997
  • This paper presents a high precision integration method for the dynamic response analysis of structures with holonomic constraints. A detail recursive scheme suitable for algebraic and differential equations (ADEs) which incorporates generalized forces is established. The matrix exponential involved in the scheme is calculated precisely using $2^N$ algorithm. The Taylor expansions of the nonlinear term concerned with state variables of the structure and the generalized constraint forces of the ADEs are derived and consequently, their particular integrals are obtained. The accuracy and effectiveness of the present method is demonstrated by two numerical examples, a plane truss with circular slot at its tip point and a slewing flexible cantilever beam which is currently interesting in optimal control of robot manipulators.

The Generation Method to Generalized Reed-Muller Coefficients over GF(3) by means of the Comparison of the Polarity (극수비교에 의한 GF(3)의 일반화된 Reed-Muller 계수 생성 방법)

  • Lee, Chol-U;Kim, Heung-Soo
    • Journal of IKEEE
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    • v.3 no.2 s.5
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    • pp.285-294
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    • 1999
  • This paper presents a method for the generation of GRM coefncients over GF(3) by using a comparison of polarity. In general production method to GRM coefficients over GF(3) is searching for pn different polarity of an n-variable and from these optimal function according to the maximum number of zero coefficients is selected. This paper presents a method for the generation of GRM coefficients by means of compare to the number of zero coefficients without constructing the whole polarity GRM coefficients.

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Receding horizon predictive controls and generalized predictive controls with their equivalance and stability

  • Kwon, Wook-Hyun;Lee, Young-Il
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10b
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    • pp.49-55
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    • 1992
  • In this paper, we developed a Receding Horizon Predictive Control for Stochastic state space models(RHPCS). RHPCS was designed to minimize a quadratic cost function. RHPCS consists of Receding Horizon Tracking Control(RHTC) and a state observer. It was shown that RHPCS is equivalent to Generalized Predictive Control(GPC) when the underlying state space model is equivalent to the I/O model used in the design of GPC. The equivalence between GPC and RHPCS was shown through. the comparison of the transfer functions of the two controllers. RHPCS provides a time-invarient optimal control law for systems for which GPC can not be used. The stability properties of RHPCS was derived. From the GPC's equivalence to RHPCS, the stability properties of GPC were shown to be the same as those for RHTC.

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MULTI-DEGREE REDUCTION OF BÉZIER CURVES WITH CONSTRAINTS OF ENDPOINTS USING LAGRANGE MULTIPLIERS

  • Sunwoo, Hasik
    • Journal of the Chungcheong Mathematical Society
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    • v.29 no.2
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    • pp.267-281
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    • 2016
  • In this paper, we consider multi-degree reduction of $B{\acute{e}}zier$ curves with continuity of any (r, s) order with respect to $L_2$ norm. With help of matrix theory about generalized inverses we can use Lagrange multipliers to obtain the degree reduction matrix in a very simple form as well as the degree reduced control points. Also error analysis comparing with the least squares degree reduction without constraints is given. The advantage of our method is that the relationship between the optimal multi-degree reductions with and without constraints of continuity can be derived explicitly.

The Behavior between Steel fiber Reinforced Concrete Both Simple and Continuous Beams (강섬유 보강 철근 콘크리트 단순보와 연속보의 거동)

  • 곽계환;김원태;김기순;장화섭
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2003.04a
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    • pp.167-174
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    • 2003
  • It is absolutely natural to be interested in durability and safety of the structure under shear behavior. To fulfill this desire, a comparison on the shear behavior between steel fiber reinforced concrete both simple and continuous beams is done to use in the field working. Several operations are conducted : First of all, plan for optimal combination is standardized. Second, resistance for shear has been generalized in that it is decided by combination of individual elements. Third, as the fracture of tensile bar leads to destruction of specimen, shear behavior of whole specimen is decided by stress working on tensile bar. It should be generalized for other specimens also. Forth, evidence of the softness of steel fiber reinforced concrete beam by experiment lead to application in the fields. Finally, numeral values of the steel fiber reinforced concrete are analyzed and the result is compared to those of experiments. With these consequences, this study was done for the application to dynamic structures such as bridges and the repair and rehabilitation.

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Note : Proof of the Conjecture on the Consistent Advantage of the Newsvendor Model under Progressive Multiple Discounts (노트 : 점진적 복수할인이 있는 뉴스벤더모델의 상시 이점에 대한 추측 증명)

  • Won, You-Kyung
    • Journal of the Korean Operations Research and Management Science Society
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    • v.37 no.3
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    • pp.13-21
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    • 2012
  • In this note, a recent work in Won (2011) which investigates properties of the newsvendor model under progressive multiple discounts is revisited and a complete proof is provided for the conjecture on the consistent advantage of progressive multiple discounts over no-discounts in terms of the expected profit. The proof considers the generalized newsvendor model under progressive multiple discounts extended with positive shortage cost and salvage value which have not been considered in the previous newsvendor models under progressive multiple discounts. Without relying on derivatives, we prove that the expected profit under progressive multiple discounts are consistently greater than or equal to the one under no-discounts for every order quantity as far as her multiple discounts do not decrease customer demand, and therefore, the optimal expected profit under progressive multiple discounts is always greater than or equal to the one under no-discounts. As by-products from the proof, some interesting features of the generalized newsvendor model under progressive multiple discounts are revealed.

Constrained Dynamic Responses of Structures Subjected to Earthquake

  • Eun, Hee Chang;Lee, Min Su
    • Architectural research
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    • v.8 no.2
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    • pp.37-42
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    • 2006
  • Starting from the quadratic optimal control algorithm, this study obtains the relation of the performance index for constrained systems and Gauss's principle. And minimizing a function of the variation in kinetic energy at constrained and unconstrained states with respect to the velocity variation, the dynamic equation is derived and it is shown that the result compares with the generalized inverse method proposed by Udwadia and Kalaba. It is investigated that the responses of a 10-story building are constrained by the installation of a two-bar structure as an application to utilize the derived equations. The structural responses are affected by various factors like the length of each bar, damping, stiffness of the bar structure, and the junction positions of two structures. Under an assumption that the bars have the same mass density, this study determines the junction positions to minimize the total dynamic responses of the structure.

Tuning the Architecture of Support Vector Machine: The Case of Bankruptcy Prediction

  • Min, Jae-H.;Jeong, Chul-Woo;Kim, Myung-Suk
    • Management Science and Financial Engineering
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    • v.17 no.1
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    • pp.19-43
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    • 2011
  • Tuning the architecture of SVM (support vector machine) is to build an SVM model of better performance. Two different tuning methods of the grid search and the GA (genetic algorithm) have been addressed in the literature, each of which has its own methodological pros and cons. This paper suggests a combined method for tuning the architecture of SVM models, which employs the GAM (generalized additive models), the grid search, and the GA in sequence. The GAM is used for selecting input variables, and the grid search and the GA are employed for finding optimal parameter values of the SVM models. Applying the method to a bankruptcy prediction problem, we show that SVM model tuned by the proposed method outperforms other SVM models.