• Journal of Korea Water Resources Association
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• v.45 no.12
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• pp.1213-1226
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• 2012

Evolutionary algorithms, which are frequently used in an automatic calibration of watershed runoff simulation models, are unconstrained optimization algorithms. An additional method is required to impose constraints on those algorithms. The purpose of the study is to modify the SCE-UA (shuffled complex evolution-University of Arizona) to impose constraints by a penalty function and to improve performance of the automatic calibration module of the SWMM (storm water management model) linked with the SCE-UA. As indicators related to peak flow are important in watershed runoff event simulation, error of peak flow and error of peak flow occurrence time are selected to set up constraints. The automatic calibration module including the constraints was applied to the Milyang Dam Basin and the Guro 1 Pumping Station Basin. The automatic calibration results were compared with the results calibrated by an automatic calibration without the constraints. Error of peak flow and error of peak flow occurrence time were greatly improved and the original objective function value is not highly violated in the automatic calibration including the constraints. The automatic calibration model with constraints was also verified, and the results was excellent. In conclusion, the performance of the automatic calibration module for watershed runoff event simulation was improved by application of the penalty function to impose constraints.

• Communications for Statistical Applications and Methods
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• v.18 no.3
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• pp.357-365
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• 2011

This paper investigates a penalized likelihood method for estimating the parameter of normal mixtures in multivariate settings with full covariance matrices. The proposed model estimates the number of components through the addition of a penalty term to the usual likelihood function and the construction of a penalized likelihood function. We prove the consistency of the estimator and present the simulation results on the multi-dimensional nor-mal mixtures up to the 8-dimension.

• Communications for Statistical Applications and Methods
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• v.24 no.2
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• pp.143-154
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• 2017

A variable selection method based on probabilistic principal component analysis (PCA) using penalized likelihood method is proposed. The proposed method is a two-step variable reduction method. The first step is based on the probabilistic principal component idea to identify principle components. The penalty function is used to identify important variables in each component. We then build a model on the original data space instead of building on the rotated data space through latent variables (principal components) because the proposed method achieves the goal of dimension reduction through identifying important observed variables. Consequently, the proposed method is of more practical use. The proposed estimators perform as the oracle procedure and are root-n consistent with a proper choice of regularization parameters. The proposed method can be successfully applied to high-dimensional PCA problems with a relatively large portion of irrelevant variables included in the data set. It is straightforward to extend our likelihood method in handling problems with missing observations using EM algorithms. Further, it could be effectively applied in cases where some data vectors exhibit one or more missing values at random.

• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.135-145
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• 2017

Principal component analysis (PCA) describes the variation of multivariate data in terms of a set of uncorrelated variables. Since each principal component is a linear combination of all variables and the loadings are typically non-zero, it is difficult to interpret the derived principal components. Sparse principal component analysis (SPCA) is a specialized technique using the elastic net penalty function to produce sparse loadings in principal component analysis. When data are structured by groups of variables, it is desirable to select variables in a grouped manner. In this paper, we propose a new PCA method to improve variable selection performance when variables are grouped, which not only selects important groups but also removes unimportant variables within identified groups. To incorporate group information into model fitting, we consider a hierarchical lasso penalty instead of the elastic net penalty in SPCA. Real data analyses demonstrate the performance and usefulness of the proposed method.

• Journal of applied mathematics & informatics
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• v.27 no.5_6
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• pp.981-1000
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• 2009

This paper considers asset liability management problems when their deterministic equivalent formulations are general nonlinear optimization problems. The presented approach uses a nonmonotone trust region strategy for solving a sequence of unconstrained subproblems parameterized by a scalar parameter. The objective function of each unconstrained subproblem is an augmented penalty-barrier function that involves both primal and dual variables. Each subproblem is solved approximately. The algorithm does not restrict a monotonic decrease of the objective function value at each iteration. If a trial step is not accepted, the algorithm performs a non monotone line search to find a new acceptable point instead of resolving the subproblem. We prove that the algorithm globally converges to a point satisfying the second-order necessary optimality conditions.

• Proceedings of the KIEE Conference
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• 1987.11a
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• pp.425-429
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• 1987

This paper describes a collision avoidance method for planning safe trajectories for multi-robot system in common work space. Usually objects have been approximated to convex polyhedra in most previous researches, but in case using such the approximation method it is difficult to represent objects analytically in terms of functions and also to describe tile relationship between the objects. In this paper, in order to solve such problems a modeling method which approximates objects to cylinder ended by hemispheres and or sphere is used and the maximum distance functions is defined which call be calculated simply. Using an objective function with inequality constraints which are related to minimum distance functions, work range and maximum allowable angular velocities of the robots, tile collision avoidance for two robots is formulated to a constrained function optimization problem. With a view to solve tile problem a penalty function having simple form is defined and used. A simple numerical example involving two PUMA-type robots is described.

• Bulletin of the Society of Naval Architects of Korea
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• v.24 no.4
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• pp.45-52
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• 1987

In this paper, merits and demerits of Nelder and Mead Penalty Function Method(SUMTNM) and Flexible Tolerance Method(FTM) are investigated from the standpoint of generality, accuracy and efficiency. SUMTNM is combined with Nelder and Method and SUMT, but FTM improves the values of the objective function by using information provided by feasible points as well as certain nonfeasible points termed near-feasible points. Therefore, FTM uses more information than SUMTNM for minimizing object function. The structural analysis of a vertically corrugated bulkhead is performed by collapse mechanism and plate buckling analysis. Based on the results of this analysis, minimum structural weight design of a corrugated bulkhead by use of above two optimization techniques is carried out by investigating the effects of sizes of bulkhead on the structural weight.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.33 no.10
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• pp.410-422
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• 1984

This paper presents a new practical method for optimal active and reactive power control for the economic operation in electrical power system, and the programs are developed for digital computer solution. The major features and techniques of this paper are as follows: 1) The method is presented for finding the equivalent active power balance equation applying the sparse Jacobian matrix of power flow equation instead of using B constant as active power balance equation considering transmission loss, and thus for determining directly optimal active power allocation berween generator unitw satisfying the equality and inequality constraints. 2) The method is proposed for solving directly the optimum economim dispatch problem without using gradient method and penalty function for both active and reactive power control. As a result, the computing time are reduced and convergence characteristic is remarkably improved. 3) Unlike most of conventional methods which adopt the transmission loss as a objective function for reactive power control, the total fuel cost of themal power plant is adopted as objective function for both active and reactive power control. consequently, more reasonable and economic profit can be achieved.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.15 no.8
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• pp.2783-2804
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• 2021

In the network function virtualization environment, dynamic changes in network traffic will lead to the dynamic changes of service function chain resource demand, which entails timely dynamic adjustment of service function chain resource configuration. At present, most researches solve this problem through virtual network function migration and link rerouting, and there exist some problems such as long service interruption time, excessive network operation cost and high penalty. This paper proposes a dynamic adjustment method of service function chain resource configuration for the dynamic changes of network traffic. First, a dynamic adjustment request of service function chain is generated according to the prediction of network traffic. Second, a dynamic adjustment strategy of service function chain resource configuration is determined according to substrate network resources. Finally, the resource configuration of a service function chain is pre-adjusted according to the dynamic adjustment strategy. Virtual network functions combination and virtual machine reusing are fully considered in this process. The experimental results show that this method can reduce the influence of service function chain resource configuration dynamic adjustment on quality of service, reduce network operation cost and improve the revenue of service providers.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1998.10a
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• pp.19-26
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• 1998

The isoparametric spline finite strip method for degenerated shells is presented. In the formulation, both the geometry and the displacement field are represented by uniform cubic B-spline curves. Spline shell strip is degenerated stress-resultant shell with 6 dof at each node;and the penalty function method is used to incorporated the six dof,