• 제목/요약/키워드: mixed integer and linear programming

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Design of Fixed-point Pulse Shaping FIR fitters Using Mixed Integer Linear Programming (혼합 선형계획법을 이용한 고정소수점 파형 성형 FIR필터의 설계)

  • 오우진
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.4 no.1
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    • pp.105-113
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    • 2000
  • This paper proposes the optimal design method of PSF(pulse shaping filter) with fixed-point coefficients, often used in digital communication system. Though RCF (Raised Cosine Filter) and Root-Squared RCF have less attenuation in stopband and are designed with floating point coefficients, those are selected by the reason that the design is simple. In this paper, 1 introduce the optimal design method for fixed point PSF including Root Squared type by using mixed integer linear programming. Through some design examples, it is shown that the proposed method better performs in ISI and requires less complexity. The complexity of the proposed filter is reduced to 20% as compared to conventional RCF and Root Squared RCF. For IS-95, that is the standard of CDMA system, the proposed filter reduces ISI up to 75% compared to the standard transmission filter.

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A Study on Optimal Airspace Design for Continuous Climb Operation (연속상승운항을 위한 최적 공역 설계에 관한 연구)

  • Kim, Eun-Young;Hong, Sung-Kwon;Lee, Keum-Jin
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.23 no.2
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    • pp.15-20
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    • 2015
  • This paper introduces a new airspace design method for continuous climb operation (CCO). The optimization problem is formulated as Mixed-Integer Linear Program (MILP) to maximize the upper limits of altitude on the waypoints to facilitate continuous climb for aircraft. In the proposed method, the interactions with other flight procedures are considered as well as various aircraft flight performances. The proposed method is applied to one of the departure procedures of Incheon International Airport (ICN) to demonstrate its performances.

Design of FIR filters with Prefilter-Equalizer Structure for Narrowband Communication Systems (협대역 통신시스템을 위한 전처리기-등화기 구조의 FIR 여파기 설계)

  • Oh Hyukjun;Ahn Heejune
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.30 no.6C
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    • pp.577-584
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    • 2005
  • Optimal methods for designing multiplierless minimal complexity FIR filters with cascaded prefilter-equalizer structures are proposed for narrowband communication systems. Assuming that an FIR filter consists of a cyclotomic polynomial(CP) prefilter and an interpolated second order polynomial(ISOP) equalizer, in the proposed method the prefilter and equalizer are simultaneously designed using mixed integer linear programming(MILP). The resulting filter is a cascaded filter with minimal complexity. Design examples demonstrate that the proposed methods produce a more computationally efficient cascaded prefilter-equalizer than other existing filters.

An Optimization Procedure for a Multi-Item Multi-Source Materials Acquisition Problen

  • Kim, Jae-Yearn
    • Journal of Korean Institute of Industrial Engineers
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    • v.10 no.1
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    • pp.3-10
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    • 1984
  • A materials acquisition planning (MAP) problem that involves the determination of how much to order of a number of different items from a number of different suppliers is considered. This particular problem is modelled as a nonlinear mixed integer programming problem. A solution procedure based upon the partition of variables is developed to handle the MAP problem. This solution procedure utilizes a modified Hooke-Jeeves Pattern Search procedure along with a linear programming simplex algorithm. An example problem is presented and the results of applying the suggested solution procedure to this problem are reported.

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An Algorithm for Portfolio Selection Model

  • Kim, Yong-Chan;Shin, Ki-Young;Kim, Jong-Soo
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2000.04a
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    • pp.65-68
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    • 2000
  • The problem of selecting a portfolio is to find Un investment plan that achieves a desired return while minimizing the risk involved. One stream of algorithms are based upon mixed integer linear programming models and guarantee an integer optimal solution. But these algorithms require too much time to apply to real problems. Another stream of algorithms are fur a near optimal solution and are fast enough. But, these also have a weakness in that the solution generated can't be guaranteed to be integer values. Since it is not a trivial job to tansform the scullion into integer valued one simutaneously maintaining the quality of the solution, they are not easy to apply to real world portfolio selection. To tackle the problem more efficiently, we propose an algorithm which generates a very good integer solution in reasonable amount of time. The algorithm is tested using Korean stock market data to verify its accuracy and efficiency.

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Discrete Optimization of Unsymmetric Composite Laminates Using Linear Aproximation Method (선형 근사화방법을 이용한 비대칭 복합 적층평판의 이산최적화)

  • 이상근;구봉근;한상훈
    • Computational Structural Engineering
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    • v.10 no.2
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    • pp.255-263
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    • 1997
  • The optimum design of most structural systems used in practice requires considering design variables as discrete quantities. The present paper shows that the linear approximation method is very effective as a tool for the discrete optimum designs of unsymmetric composite laminates. The formulated design problem is subjected to a multiple in-plane loading condition due to shear and axial forces, bending and twisting moments, which is controlled by maximum strain criterion for each of the plys of a composite laminate. As an initial approach, the process of continuous variable optimization by FDM is required only once in operating discrete optimization. The nonlinear discrete optimization problem that has the discrete and continuous variables is transformed into the mixed integer programming problem by SLDP. In numerical examples, the discrete optimum solutions for the unsymmetric composite laminates consisted of six plys according to rotated stacking sequence were found, and then compared the results with the nonlinear branch and bound method to verify the efficiency of present method.

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A Goal Programming Model for Guard Soldier Scheduling (목표계획법을 이용한 경계부대 근무편성에 관한 연구)

  • Kim, Hak-Young;Ryoo, Hong-Seo
    • Journal of the military operations research society of Korea
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    • v.32 no.2
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    • pp.21-39
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    • 2006
  • This paper presents a mixed linear and integer goal programming (GP) model to aid in strategic planning and scheduling of guard soldiers. The proposed model is a general-purpose model, hence can be used to produce an optimal schedule with respect to any user-provided combination of guard post objectives and soldier preferences. We extensively test the usefulness of the model on a real-life dataset from a guard post in the ROK Army with using three objectives set by the guard post and three preferences provided by individual solders. Numerical results and analysis from these experiments show that the proposed guard scheduling model efficiently as well as effectively generates an optimal guard schedule and can also be used for an optimal revision of any existing schedule. In summary, these illustrate that the proposed model can be practically used for optimal planning and scheduling of guard soldiers in guard posts.

Development of Hedging Rule for Drought Management Policy Reflecting Risk Performance Criteria of Single Reservoir System (단일 저수지의 위험도 평가기준을 고려한 가뭄대비 Hedging Rule 개발)

  • Park, Myeong-Gi;Kim, Jae-Han;Jeong, Gwan-Su
    • Journal of Korea Water Resources Association
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    • v.35 no.5
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    • pp.501-510
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    • 2002
  • During drought or impending drought period, the reservoir operation method is required to incorporate demand-management policy rule. The objective of this study is focused to the development of demand reduction rule by incorporating hedging-effect for a single reservoir system. To improve the performance measure of the objective function and constraints, we could incorporate three risk performance criteria proposed by Hashimoto et al. (1982) by mixed-integer programming and also incorporate successive linear programming to overcome nonlinear hedging term from the previous study(Shih et al., 1994). To verify this model, this hedging rule was applied to the Daechung multi-purpose dam. As a result, we could evaluate optimal hedging parameters and monthly trigger volumes.

A Hybrid Heuristic Approach for Supply Chain Planningwith n Multi-Level Multi-Item Capacitated Lot Sizing Model (자원제약하의 다단계 다품목 공급사슬망 생산계획을 위한 휴리스틱 알고리즘)

  • Shin Hyun-Joon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.7 no.1
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    • pp.89-95
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    • 2006
  • Planning distributed manufacturing logistics is one of main issues in supply chain management. This paper proposes a hybrid heuristic approach for the Multi-Level, multi-item Capacitated Lot Sizing Problem (MLCLSP) in supply chain network. MLCLSP corresponds to a mixed integer programming (MIP) problem. With integer variable solutions determined by heuristic search, this MIP problem becomes linear program (LP). By repeatedly solving the relaxed MIP problems with a heuristic search method in a hybrid manner, this proposed approach allocates finite manufacturing resources fur each distributed facilities and generates feasible production plans. Meta heuristic search algorithm is presented to solve the MIP problems. The experimental test evaluates the computational performance under a variety of problem scenarios.

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A Study of Optimal Operation Policy using Risk Evaluation Criteria(II) (for the Han River Reservoirs System) (위험도 평가기준을 적용한 저수지 최적운영방안 연구(II) (한강수계 저수지군을 중심으로))

  • Park, Myeong-Gi;Kim, Jae-Han;Jeong, Gwan-Su
    • Journal of Korea Water Resources Association
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    • v.35 no.1
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    • pp.51-64
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    • 2002
  • In this study, the formulation of the developed mixed-integer programming model for a multi-reservoir system including hydro-electric power generation (park et al., 2001) has been improved for multiple reservoir system operation using risk evaluation criteria. Sequential linear programming(SLP) was applied for the linearization of the hydro-electric energy term in the model. In order to allocate monthly reservoir release reasonably the value of weight for hydro-electric energy was assigned by level of power generation hour. The improved model was applied to the five reservoirs system in the Han river. And could be confirmed the availibility of new formulation appling risk evaluation criteria.