• Industrial Engineering and Management Systems
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• v.11 no.1
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• pp.114-122
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• 2012

This paper considers a non-identical parallel machine scheduling problem with sequence and machine dependent setup times. The objective of this problem is to determine the allocation of jobs and the scheduling of each machine to minimize makespan. A mathematical model for optimal solution is derived. An in-depth analysis of the model shows that it is very complicated and difficult to obtain optimal solutions as the problem size becomes large. Therefore, two meta-heuristics, genetic algorithm (GA) and a new population-based evolutionary meta-heuristic called self-evolution algorithm (SEA), are proposed. The performances of the meta-heuristic algorithms are evaluated through compare with optimal solutions using randomly generated several examples.

• Journal of Korean Institute of Industrial Engineers
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• v.39 no.6
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• pp.461-472
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• 2013

In this paper, we deal with a simulation-based reliability and maintainability design problem of a warship and want to determine the optimal values of MTBF and MTTR of all units and ALDT of the warship. The system availability and life cycle cost are used as optimization criteria and estimated by simulation. A hybrid genetic algorithm with a heuristic method is proposed to find near-optimal solutions and numerical examples are also studied to investigate the effect of model parameters to the optimal solutions and compare with a general genetic algorithm.

• Journal of the Society of Naval Architects of Korea
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• v.46 no.4
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• pp.409-416
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• 2009

The structural design problems are acknowledged to be commonly multi-criteria in nature. The various multi-criteria optimization methods are reviewed and the most efficient and easy-to-use Pareto optimal solution methods are applied to structural optimization of a truss and a beam. The result of the study shows that Pareto optimal solution methods can easily be applied to structural optimization with multiple objectives, and the designer can have a choice from those Pareto optimal solutions to meet an appropriate design environment.

• Journal of the Korean Mathematical Society
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• v.34 no.4
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• pp.841-857
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• 1997

We present analysis and some computational methods for boundary optimal and feedback control problems for Navier-Stokes equations. We use one example to illustrate our methodology and ideas which are applicable to general control problems for Navier-Stokes equations. First, we discuss the existence of optimal solutions and derive an optimality system of equations from which an optimal solution may be computed. Then we present a gradient type iterative method. Finally, we present some numerical results.

• Journal of the Korean Data and Information Science Society
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• v.17 no.2
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• pp.367-377
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• 2006

This paper develops a periodic preventive maintenance(PM) policy following the expiration of warranty. Two types of warranty are considered: renewing warranty and non-renewing warranty. Also, we consider the situation where each PM cost is an increasing function of the PM effect. We determine the optimal number of PM's before replacing the system by a new one and the optimal length of period for the periodic PM following the expiration of warranty. Explicit solutions to determine the optimal periodic PM are presented for the Weibull distribution case.

• Journal of Korean Society for Quality Management
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• v.31 no.3
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• pp.193-204
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• 2003

In this paper, we consider a periodic preventive maintenance(PM) policy in which each PM reduces the hazard rate but remains the pattern of hazard rate unchanged. And the system undergoes only minimal repairs at failures between PM's. The expected cost rate per unit time is obtained. The optimal number N of PM and the optimal period x, which minimize the expected cost rate per unit time are discussed. Explicit solutions for the optimal periodic PM are given for the Weibull distribution case.

• Journal of the Korean Mathematical Society
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• v.36 no.1
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• pp.173-192
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• 1999

We study a boundary optimal control problem of the fluid flow governed by the Navier-Stokes equations. the control problem is formulated with the flow through a channel with steps. The first-order optimality condition of the optimal control is derived. Finite element approximations of the solutions of the optimality system are defined and optimal error estimates are derived. finally, we present some numerical results.

• Management Science and Financial Engineering
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• v.22 no.1
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• pp.13-20
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• 2016

We investigate the optimal consumption and investment problem when a working debtor has an option to file for bankruptcy. By applying the duality approach, the closed-form solutions are obtained for the case of CRRA utility function. The optimal bankruptcy time is determined by the first hitting time when the financial wealth hits the wealth threshold derived from the optimal stopping time problem. Moreover, the numerical results show that the investment increases as the wealth approaches the threshold and the value gain from the bankruptcy option is vanished as wealth increases.

• East Asian mathematical journal
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• v.31 no.1
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• pp.91-101
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• 2015

An explicit expression of the optimal investment strategy corresponding to the HARA utility function under the constant elasticity of variance (CEV) model has been given by Jung and Kim [6]. In this paper we give an explicit expression of the optimal solution for the extended logarithmic utility function. And we prove an a.s. convergence of the HARA solutions to the extended logarithmic one.

• Nonlinear Functional Analysis and Applications
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• v.28 no.3
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• pp.659-670
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• 2023

In this paper, we study the distributed optimal control problem of a coupled system of the host-pathogen model. The system consists of the density of the susceptible host, the density of the infected host, and the density of pathogen particles. Our main goal is to minimize the infected density and also to decrease the cost of the drugs administered. First, we prove the existence and uniqueness of solutions for the proposed problem. Then, the existence of the optimal control is established and necessary optimality conditions are also derived.