• Korean Management Science Review
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• v.15 no.1
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• pp.77-85
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• 1998

In this paper a face optimization algorithm is developed for solving the problem (P) of optimizing a linear function over the set of efficient solutions of a multiple objective linear program. Since the efficient set is in general a nonconvex set, problem (P) can be classified as a global optimization problem. Perhaps due to its inherent difficulty, relatively few attempts have been made to solve problem (P) in spite of the potential benefits which can be obtained by solving problem (P). The algorithm for solving problem (P) is guaranteed to find an exact optimal or almost exact optimal solution for the problem in a finite number of iterations.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1996.04a
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• pp.570-573
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• 1996

The evaluation test for the operation of rotary type surface mounters which consist of the reel axis, the index table and the X-Y table, has been performed by comparing the new method with the old one in only fields. Because the problem seeking for the optimal operation of rotary type surface mounters, is NP complete, it is almost impossible to get the optimal solutions of large problems. This paper deals with a dynamic network modeling, which can reduce the effort, the cost, and the time used for the performance test of rotary type surface mounters.

• Management Science and Financial Engineering
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• v.3 no.1
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• pp.75-88
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• 1997

Tabu search (TS) has been successfully applied for solving many complex combinatorial optimization problems in the areas of operations research and production control. However, TS is for single-objective problems in its present form. In this article, a TS-based heuristic is developed to determine Pareto-efficient solutions to a multi-objective combinatorial optimization problem. The developed algorithm is then applied to the discrete optimal design problem in statistics to demonstrate its usefulness.

• 제어로봇시스템학회:학술대회논문집
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• 1990.10b
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• pp.1049-1054
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• 1990

We formulate optimal quadratic regulator problems with trajectory sensitivity terms as a optimization problem for a fixed controller structure. Using well-known techniques for parametric LQ problems, we give an algorithm to obtain suboptimal feedback gains by iterative solutions of two Lyapunov equations. A numerical example is given to illustrate the effectiveness of the proposed algorithm.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2003.04a
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• pp.127-133
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• 2003

In this study, a problem formulation and solution for design optimization of laminate composite cylindrical beam section is presented. The objective of this research is to determine the optimal dimension of the laminated composite cylindrical beam sections which has the equivalent flexural rigidities to those of the steel cylindrical beam sections. The analytical model is based on the laminate theory and accounts for the material coupling for arbitrary laminate stacking sequence configuration. The outer diameter and thickness of the beam are design variables. The solutions described are found using a global search algorithm, Genetic Algorithms (GA).

• Journal of applied mathematics & informatics
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• v.28 no.3_4
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• pp.863-875
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• 2010

In this paper we apply the martingale approach, which has been widely used in mathematical finance, to investigate the optimal investment problem for an insurer under the criterion of mean-variance. When the risk and security assets are described by the L$\acute{e}$vy processes, the closed form solutions to the maximization problem are obtained. The mean-variance efficient strategies and frontier are also given.

• Proceedings of the KIEE Conference
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• 1988.07a
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• pp.855-858
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• 1988

Two methods for probabilistic maintenance scheduling are developed and compared ; one with operation and supplied-shortage cost and other with risk level of LOLP. Based on the real economic power dispatch, quadratic optimal maintenance conditions are obtained and simple amtrix equations are suggested for solutions. Both methods are compared in a sample system of 26,000 [MW] peak and 32,000 [MW] generation capacity.

• Proceedings of the Korea Society for Industrial Systems Conference
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• 1996.10a
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• pp.199-204
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• 1996

It is discssed how to detrmine the home location of vhicles in an AGVS with a loop guidepath in a way of maximizing the request-call response probabilities for all demand. Optimal home position is selected by solving the simultaneous equations easily . Statuc positioning strategy is analyzed in which a single home position is allocated to which every vehicle is outed whenever it becomes idle. The cases of unidirectional guidepath is considered only. We provide a numerical example to illustrate the search algorithm developed for the case and compare the searched optimal solutions with the others.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.59 no.2
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• pp.407-410
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• 2010

This paper presents an advanced load allocation algorithm in Direct Load Control(DLC) system. It is important to aggregate a various demand side resource which is surely controllable at the peak power time for a successful DLC system. Previous load allocation algorithm appropriate for DLC system is based on interchanged information, but, this algorithm can not derive optimal solutions. In this paper, we develop the optimal algorithm and the new load allocation algorithm in polynomial time. The simulation results show that the proposed heuristic algorithm for DLC system is very effective.

• Journal of the Chungcheong Mathematical Society
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• v.33 no.2
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• pp.293-300
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• 2020

In this paper we study an optimal consumption, investment and retirement time choice problem of an investor who receives labor income before her voluntary retirement. And we assume that there is a negative wealth constraint which is a general version of borrowing constraint. Using convex-duality method, we provide the closed-form solutions of the optimization problem.