• Communications of the Korean Mathematical Society
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• v.28 no.3
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• pp.597-602
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• 2013

In this paper, Mond-Weir type duality results for a uncertain multiobjective robust optimization problem are given under generalized invexity assumptions. Also, weak vector saddle-point theorems are obtained under convexity assumptions.

• Bulletin of the Korean Mathematical Society
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• v.51 no.1
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• pp.287-301
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• 2014

In this paper, we prove a necessary optimality theorem for a nonsmooth optimization problem in the face of data uncertainty, which is called a robust optimization problem. Recently, the robust optimization problems have been intensively studied by many authors. Moreover, we give examples showing that the convexity of the uncertain sets and the concavity of the constraint functions are essential in the optimality theorem. We present an example illustrating that our main assumptions in the optimality theorem can be weakened.

• Management Science and Financial Engineering
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• v.13 no.1
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• pp.115-119
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• 2007

In [1], robust combinatorial optimization problem is introduced, where a positive integer $\Gamma$ is used to control the degree of robustness. The proposed algorithm needs solutions of n+1 nominal problems. In this paper, we show that the number of problems needed reduces to $n+1-\Gamma$.

• Korean Journal of Mathematics
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• v.30 no.3
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• pp.475-489
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• 2022

This paper focuses on a robust semi-infinite interval-valued optimization problem with uncertain inequality constraints (RSIIVP). By employing the concept of LU-optimal solution and Extended Mangasarian-Fromovitz Constraint Qualification (EMFCQ), necessary optimality conditions are established for (RSIIVP) and then sufficient optimality conditions for (RSIIVP) are derived, by using the tools of convexity. Moreover, a Wolfe type dual problem for (RSIIVP) is formulated and usual duality results are discussed between the primal (RSIIVP) and its dual (RSIWD) problem. The presented results are demonstrated by non-trivial examples.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.27 no.6
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• pp.905-913
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• 2003

Generally, most of optimization have been performed with fixed sizes and variables. But, the optimum value considering tolerance of design variables and material properties, might be useless owing to exist in infeasible region. It is needed that the tolerance of design variables and material properties is considered for a real design problem. A deterministic optimal solution can be in the feasible region by performing robust optimization considering tolerance. In the paper, robust design is suggested to gain an optimum insensitive to variation of design variables and it is applied for optimization problem of caliper disc brakes for vehicles.

• Journal of the Korean Operations Research and Management Science Society
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• v.32 no.2
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• pp.99-107
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• 2007

We consider (worst-case) robust optimization versions of the Economic Order Quantity (EOQ) model with decreasing cost functions. Two variants of the EOQ model are discussed, in which the purchasing costs are decreasing power functions in either the order quantity or demand rate. We develop the corresponding worst-case robust optimization models of the two variants, where the parameters in the purchasing cost function of each model are uncertain but known to lie in an ellipsoid. For the robust EOQ model with the purchasing cost being a decreasing function of the demand rate, we derive the analytical optimal solution. For the robust EOQ model with the purchasing cost being a decreasing function of the order quantity, we prove that it is a convex optimization problem, and thus lends itself to efficient numerical algorithms.

• Proceedings of the KSME Conference
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• 2004.11a
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• pp.870-875
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• 2004

Current trend of design technologies shows engineers to objectify or automate the given decision-making process. The numerical optimization is an example of such technologies. However, in numerical optimization, the uncertainties are uncontrollable to efficiently objectify or automate the process. To better manage these uncertainties, Taguchi method, reliability-based optimization and robust optimization are being used. To obtain the target performance with the maximum robustness is the main functional requirement of a mechanical system. In this research, the robust design strategy is developed based on the DACE and the global optimization approaches. The DACE modeling, known as the one of Kriging interpolation, is introduced to obtain the surrogate approximation model of the system. The robustness is determined by the DACE model to reduce the real function calculations. The simulated annealing algorithm of global optimization methods is adopted to determine the global robust design of a surrogated model. The mathematical problems and the MEMS design problem are investigated to show the validity of the proposed method.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.33 no.11B
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• pp.961-967
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• 2008

Congestion control is one of major mechanisms to avoid dropped packets. Many researchers use optimization theories to find an efficient way to reduce congestion in networks, but they do not consider robustness that may lead to unstable network utilities. This paper proposes a new methodology in order to solve a congestion control problem for wired networks by using a robust design principle. In our particular numerical example, the proposed method provides robust solutions that guarantee high and stable network utilities.

• Communications of the Korean Mathematical Society
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• v.28 no.2
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• pp.419-423
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• 2013

In this paper we present a robust duality theory for generalized convex programming problems under data uncertainty. Recently, Jeyakumar, Li and Lee [Nonlinear Analysis 75 (2012), no. 3, 1362-1373] established a robust duality theory for generalized convex programming problems in the face of data uncertainty. Furthermore, we extend results of Jeyakumar, Li and Lee for an uncertain multiobjective robust optimization problem.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.29 no.9 s.240
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• pp.1243-1252
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• 2005

A current trend of design methodologies is to make engineers objectify or automate the decision-making process. Numerical optimization is an example of such technologies. However, in numerical optimization, the uncertainties are uncontrollable to efficiently objectify or automate the process. To better manage these uncertainties, the Taguchi method, reliability-based optimization and robust optimization are being used. To obtain the target performance with the maximum robustness is the main functional requirement of a mechanical system. In this research, a design procedure for global robust optimization is developed based on the kriging and global optimization approaches. The DACE modeling, known as the one of Kriging interpolation, is introduced to obtain the surrogate approximation model of the function. Robustness is determined by the DACE model to reduce real function calculations. The simulated annealing algorithm of global optimization methods is adopted to determine the global robust design of a surrogated model. As the postprocess, the first order second-moment approximation method is applied to refine the robust optimum. The mathematical problems and the MEMS design problem are investigated to show the validity of the proposed method.