• Title/Summary/Keyword: optimal solutions

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내부해로부터 최적기저 추출에 관한 연구

  • 박찬규;박순달
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.04a
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    • pp.24-29
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    • 1996
  • If the LP problem doesn't have the optimal soultion uniquely, the solution fo the primal-dual barrier method converges to the interior point of the optimal face. Therefore, when the optimal vertex solution or the optimal basis is required, we have to perform the additional procedure to recover the optimal basis from the final solution of the interior point method. In this paper the exisiting methods for recovering the optimal basis or identifying the optimal solutions are analyzed and the new methods are suggested. This paper treats the two optimal basis recovery methods. One uses the purification scheme and the simplex method, the other uses the optimal face solutions. In the method using the purification procedure and the simplex method, the basic feasible solution is obtained from the given interior solution and then simplex method is performed for recovering the optimal basis. In the method using the optimal face solutions, the optimal basis in the primal-dual barrier method is constructed by intergrating the optimal solution identification technique and the optimal basis extracting method from the primal-optimal soltion and the dual-optimal solution.

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Multiple Degenerate Optimal Solutions and Sensitivity Analysis of Transportation Problem (수송문제에서 다수 퇴화 최적해와 민감도 분석)

  • Min, Gye-Ryo;Kim, Hui
    • Journal of the military operations research society of Korea
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    • v.27 no.1
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    • pp.28-38
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    • 2001
  • A transportation problem amy have multiple optimal solutions, if an optimal solution to the problem is degenerate. This study derives a condition, under which multiple degenerate optimal solutions exist, fro ma current degenerate optimal transportation tableau by utilizing the homogeneous equation obtained from the closed loops connecting degenerate basic variable and non-basic variables, and discusses a method of generating alternative degenerate optimal solutions and their associated transportation tableaus. Each degenerate optimal solution may not have the same range of feasibility in sensitivity analysis on supply and demand quantity due to different set of shadow prices which multiple degenerate solution have.

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A Framework for Making Decision on Optimal Security Investment to the Proactive and Reactive Security Solutions management (이 기종의 보안 솔루션 통합 운영을 위한 최적의 보안 투자 결정 모델)

  • Choi, Yoon-Ho
    • Journal of Internet Computing and Services
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    • v.15 no.3
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    • pp.91-100
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    • 2014
  • While IT security investment of organizations has been increased, the amount of the monetary loss of organizations caused by IT security breaches did not decrease as much as their expectation. Also, from surveys, it was discovered that the poor usage of their security budget thwarted the improvement of the organization's security level. In this paper, to resolve the poor usage of security budget of organizations, we propose a comprehensive economic model for determining the optimal amount of investment in security solutions, including the proactive security solutions(PSSs) and the reactive security solutions(RSSs). Using the proposed analytical model under different parameters of security solutions, we show the optimal condition to maximize the expected net benefits from IT security investment of organizations. Also, we verify the common belief that the optimal level of investment in security solutions is an increasing function of vulnerability. Through simulations, we find the optimal level of IT security investment, given parameters of different characteristics of security solutions.

Comparison of a Groundwater Simulation-Optimization Numerical Model with the Analytical Solutions (해안지하수개발 최적화수치모델과 해석해의 비교연구)

  • Shi, Lei;Cui, Lei;Lee, Chan-Jong;Park, Nam-Sik
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.905-908
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    • 2009
  • In the management of groundwater in coastal areas, saltwater intrusion associated with extensive groundwater pumping, is an important problem. The groundwater optimization model is an advanced method to study the aquifer and decide the optimal pumping rates or optimal well locations. Cheng and Park gave the analytical solutions to the optimization problems basing on Strack's analytical solution. However, the analytical solutions have some limitations of the property of aquifer, boundary conditions, and so on. A simulation-optimization numerical method presented in this study can deal with non-homogenous aquifers and various complex boundary conditions. This simulation-optimization model includes the sharp interface solution which solves the same governing equation with Strack's analytical solution, therefore, the freshwater head and saltwater thickness should be in the same conditions, that can lead to the comparable results in optimal pumping rates and optimal well locations for both of the solutions. It is noticed that the analytical solutions can only be applied on the infinite domain aquifer, while it is impossible to get a numerical model with infinite domain. To compare the numerical model with the analytical solutions, calculation of the equivalent boundary flux was planted into the numerical model so that the numerical model can have the same conditions in steady state with analytical solutions.

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Assessment of Co-benefit and Trade-off Effects of Nature-based Solutions on Carbon Storage Capacity and Biodiversity (자연기반해법의 탄소저장과 생물다양성의 공동·상쇄 효과 평가)

  • Kim, Da-seul;Lee, Dong-kun;Hwang, Heymee;Heo, Su-jeong;Yun, Seok-hwan;Kim, Eun-sub
    • Journal of the Korean Society of Environmental Restoration Technology
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    • v.27 no.1
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    • pp.45-54
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    • 2024
  • This study developed a model to evaluate the co-benefits and trade-off effects between biodiversity and carbon storage capacity based on the implementation locations of nature-based solutions. The model aims to propose optimal implementation locations by using the conceptual idea of edge effects for carbon storage and connectivity for biodiversity. The co-benefits were considered by simultaneously taking into account two effects rather than a single effect. Trade-off effects were observed among optimal plans through a comparison of benefits. The NSGA-II multi-objective optimization algorithm was utilized, confirming the identification of Pareto-optimal solutions. The implementation patterns of Pareto-optimal solutions for green areas were examined. This study holds significance in proposing optimal locations by evaluating various co-benefits and trade-off effects of nature-based solutions. By advancing models based on this evaluation framework, it is anticipated that the assessment of co-benefits and trade-off effects among various benefits of nature-based solutions, such as climate change mitigation, enhancement of biodiversity, and provision of ecosystem services, can be accomplished.

OPTIMAL PORTFOLIO SELECTION WITH TRANSACTION COSTS WHEN AN ILLIQUID ASSET PAYS CASH DIVIDENDS

  • Jang, Bong-Gyu
    • Journal of the Korean Mathematical Society
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    • v.44 no.1
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    • pp.139-150
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    • 2007
  • We investigate an optimal portfolio selection problem with transaction costs when an illiquid asset pays cash dividends and there are constraints on the illiquid asset holding. We provide closed form solutions for the problem, and by using these solutions we illustrate interesting features of optimal policies.

A Method of Genetic Algorithm Based Multiobjective Optimization via Cooperative Coevolution

  • Lee, Jong-Soo;Kim, Do-Young
    • Journal of Mechanical Science and Technology
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    • v.20 no.12
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    • pp.2115-2123
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    • 2006
  • The paper deals with the identification of Pareto optimal solutions using GA based coevolution in the context of multiobjective optimization. Coevolution is a genetic process by which several species work with different types of individuals in parallel. The concept of cooperative coevolution is adopted to compensate for each of single objective optimal solutions during genetic evolution. The present study explores the GA based coevolution, and develops prescribed and adaptive scheduling schemes to reflect design characteristics among single objective optimization. In the paper, non-dominated Pareto optimal solutions are obtained by controlling scheduling schemes and comparing each of single objective optimal solutions. The proposed strategies are subsequently applied to a three-bar planar truss design and an energy preserving flywheel design to support proposed strategies.

AN OPTIMAL CONTROL FOR THE WAVE EQUATION WITH A LOCALIZED NONLINEAR DISSIPATION

  • Kang, Yong-Han
    • East Asian mathematical journal
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    • v.22 no.2
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    • pp.171-188
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    • 2006
  • We consider the problem of an optimal control of the wave equation with a localized nonlinear dissipation. An optimal control is used to bring the state solutions close to a desired profile under a quadratic cost of control. We establish the existence of solutions of the underlying initial boundary value problem and of an optimal control that minimizes the cost functional. We derive an optimality system by formally differentiating the cost functional with respect to the control and evaluating the result at an optimal control.

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On a sensitivity of optimal solutions in fuzzy mathematical linear programming problem

  • Munakata, Tsunehiro;Nishiyama, Tadayuki
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.307-312
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    • 1994
  • The authors have been devoted to researches on fuzzy theories and their applications, especially control theory and application problems, for recent years. In this paper, the authors present results on a comparison of optimal solutions between ones of an ordinary-typed mathematical linear programming problem(O.M.I.P. problem) and ones of a Zimmerman-typed fuzzy mathematical linear programming problem (F.M.L.P. problem), and comment about the sensitivity (differences and fuzziness on between O.M.L.P. problem and F.M.L.P. problem) on optimal solutions of these mathematical linear programming problems.

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VECTOR MEASURES APPLIED TO OPTIMAL CONTROL FOR A CLASS OF EVOLUTION EQUATIONS ON BANACH SPACES

  • Ahmed, Nasir Uddin
    • Communications of the Korean Mathematical Society
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    • v.35 no.4
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    • pp.1329-1352
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    • 2020
  • In this paper we consider a class of nonlinear evolution equations on infinite dimensional Banach spaces driven by vector measures. We prove existence and uniqueness of solutions and continuous dependence of solutions on the control measures. Using these results we prove existence of optimal controls for Bolza problems. Based on this result we present necessary conditions of optimality.