• 제목/요약/키워드: simplex method

검색결과 251건 처리시간 0.018초

쌍대단체법의 효율적인 구현을 위한 기법 (Efficient Implementation Techniques the Dual Simplex Method)

  • 임성묵;박찬규;김우제;박순달
    • 경영과학
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    • 제16권1호
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    • pp.1-9
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    • 1999
  • The purpose of this paper is to develope efficient techniques for implementing the dual simplex method. In this paper we proposed one artificial row technique to get an initial dual feasible basic solution, a dual steepest-edge method coupled with a dropping row selection rule, and an anti-degeneracy technique which resembles the EXPAND procedure for the primal simplex method. The efficiency of the above techniques is shown by experiments. Finally, the dual simplex method is shown to be superior to the primal simplex method when it is used in the integer programming.

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단체법을 위한 사전처리의 구현 (An Implementation of Preprocessing for the Simplex Method)

  • 임성묵;성명기;박순달
    • 대한산업공학회지
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    • 제25권2호
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    • pp.217-225
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    • 1999
  • Preprocessing is the essential technique in the implementation of the simplex method for large scale linear programming problems. In this research, we explained the effect of preprocessing in the simplex method, classified the techniques into four categories, and compared our results with those of HOPDM, CPLEX and Soplex by computational experiments. We also noted some implementing issues of preprocessing for the simplex method and the recovery of the optimal basis of the original problem from that of the preprocessed problem.

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Simplex Downhill 최적화 기법을 기반으로 하는 간략화 된 DS/CDMA 역방향 링크 Rake Beamforming Method (A Low Complicate Reverse Rake Beamforming Algorithm Based On Simplex Downhill Optimization Method For DS/CDMA Communication)

  • 이상근;이윤현
    • 한국통신학회논문지
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    • 제31권3A호
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    • pp.249-253
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    • 2006
  • 본 논문에서는 CDMA2000 역방향 링크에서 DS/CDMA 용 rake structure antenna away에 적용되는 새로운 방식의 simplex downhill 최적화 기법 빔포밍 알고리즘을 제안하고 있다. 본 논문에서 제안한 방법은 요구되는 신호(파일럿) 분산 행렬과 간섭 분산 행렬을 사용하고 있으며, 빔포밍 가중치들은 simplex downhill 최적화 알고리즘을 사용하여 최대 SINR 기준에 따라 만들어 졌다. 본 논문에서 제안한 구조는 기존의 적응 빔포밍 알고리즘보다 더 적은 계산량, 개선된 수렴 속도와 성능을 제공한다. Simplex downhill 방법은 최적화되기 위한 결정함수의 값만을 요구하기 때문에 최적화되거나 준최적화된 가중치 벡터를 찾기에 적합한 방식이다. 또한 rake beamformer 성능을 공간 채널모델에서의 여러종류 파라미터 값에 대하여 분석하였으며, 기존 방식의 rake 수신기와 제안된 방식을 동일한 수신 전력에서 비교 분석하였다.

단체법 프로그램의 효율화와 통합 (Integration and some efficient techniques of the simplex method)

  • 김우제;안재근;박순달
    • 경영과학
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    • 제11권3호
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    • pp.13-26
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    • 1994
  • In this paper we studied an integration scheme of some simplex algorithms and some efficient techniques to get the stable solution in linear programming code. And we developed a linear programming package (LPAK) by introducing this scheme and techniques. In LPAK three different algorithms were integrated, which were two primal simplex algorithms using Two phase method and big-M method respectively, and the dual simplex algorithm. LPAK introduces several heuristic techniques in each step of simplex method in order to enhance the stability and efficiency. They were new heuristic methods in structuring initial basis, choosing entering variable, choosing dropping variable and performing reinversion. The experimental results on the NETLIB problems showed that LPAK provided the stable solutions.

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Comparison of Automatic Calibration for a Tank Model with Optimization Methods and Objective Functions

  • Kang, Min-Goo;Park, Seung-Woo;Park, Chang-Eun
    • 한국농공학회지
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    • 제44권7호
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    • pp.1-13
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    • 2002
  • Two global optimization methods, the SCE-UA method and the Annealing-simplex (A-S) method for calibrating a daily rainfall-runoff model, a Tank model, was compared with that of the Downhill Simplex method. The performance of the four objective functions, DRMS (daily root mean square), HMLE (heteroscedastic maximum likelihood estimator), ABSERR (mean absolute error), and NS (Nash-Sutcliffe measure), was tested and synthetic data and historical data were used. In synthetic data study. 100% success rates for all objective functions were obtained from the A-S method, and the SCE-UA method was also consistently able to obtain good estimates. The downhill simplex method was unable to escape from local optimum, the worst among the methods, and converged to the true values only when the initial guess was close to the true values. In the historical data study, the A-S method and the SCE-UA method showed consistently good results regardless of objective function. An objective function was developed with combination of DRMS and NS, which putted more weight on the low flows.

전역최적화 기법을 이용한 강우-유출모형의 매개변수 자동보정 (Parameter Calibrations of a Daily Rainfall-Runoff Model Using Global Optimization Methods)

  • 강민구;박승우;임상준;김현준
    • 한국수자원학회논문집
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    • 제35권5호
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    • pp.541-552
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    • 2002
  • 본 연구에서는 전체탐색기법 중 Simplex법의 원리를 이용한 SCE-UA법과 Annealing-Simplex (A-S)법을 일유출량 추정 수문모형인 탱크모형의 매개변수 보정에 적용하여 국부탐색기법인 Downhill Simplex법의 결과와 비교하여 탐색능력을 평가하였다. 오차가 없는 합성자료를 사용한 보정에서 A-S법이 목적함수에 관계없이 전역최적해를 탐색하는 결과를 나타냈으며, SCE-UA법은 ABSERR를 목적함수로 사용할 경우에 전역최적해를 탐색하는 결과를 나타냈으며, 다른 목적함수를 사용하는 경우에는 최적해에 가까운 탐색결과를 나타냈다. Downhill Simplex법은 초기값에 따라 다근 탐색결과를 나타냈으며, 최적해에 가까운 초기값을 사용할 경우 전역 최적해를 탐색하는 결과를 나타냈다. 실측자료를 사용한 보정에서는 A-S법과 SCE-UA법이 목적함수에 관계없이 양호한 결과를 나타냈다. 두 개의 서로 다른 단일 목적함수를 조합하여 만든 목적함수 중 DRMS와 NS의 조합에 의해 만들어진 목적함수인 DN이 다른 목적함수보다 저유량에 비중을 더 둔 예측결과를 나타냈으며, 전체 자료기간에 대해서 양호한 예측결과론 나타냈다.

단체법에서의 초기기저 구성에 관한 연구 (A study on constructing a good initial basis in the simplex method)

  • 서용원;김우제;박순달
    • 경영과학
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    • 제13권3호
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    • pp.105-113
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    • 1996
  • Constructing an initial basis is an important process in the simplex method. An initial basis greatly affects the number of iterations of iterations and the execution time in the simplex method. The purpose of this paper is to construct a good initial basis. First, to avoid linear dependency among the chosen columns, an enhanced Gaussian elimination method and a method using non-duplicated nonzero elements are developed. Second, for an order to choose variables, the sparsity of the column is used. Experimenal results show that the proposed method can reduce the number of iterations and the execution time compared with Bixby's method by 12%.

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일반한계 선형계획법에서의 원내부점-쌍대단체법과 쌍대내부점-원단체법 (Primal-Interior Dual-Simplex Method and Dual-Interior Primal-Simplex Method In the General bounded Linear Programming)

  • 임성묵;김우제;박순달
    • 한국경영과학회지
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    • 제24권1호
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    • pp.27-38
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    • 1999
  • In this paper, Primal-Interior Dual-Simplex method(PIDS) and Dual-Interior Primal-Simplex method(DIPS) are developed for the general bounded linear programming. Two methods were implemented and compared with other pricing techniques for the Netlib. linear programming problems. For the PIDS, it shows superior performance to both most nagative rule and dual steepest-edge method since it practically reduces degenerate iterations and has property to reduce the problem. For the DIPS, pt requires less iterations and computational time than least reduced cost method. but it shows inferior performance to the dynamic primal steepest-edge method.

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평면도의 최소 영역 평가에서 유전자 알고리듬과 심플렉스 방법의 비교 (Comparison between Genetic Algorithm and Simplex Method in the Evaluation of Minimum Zone for Flatness)

  • 현창헌;신상철
    • 산업기술연구
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    • 제20권B호
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    • pp.27-34
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    • 2000
  • The definition of flatness is given by ISO, ANSI, KS, etc. but those standards don't mention about the specific methods for the flatness. So various solution models that are based on the Minimum Zone Method have been proposed as an optimization problem for the minimax curve fitting. But it has been rare to compare some optimization algorithms to make a guideline for choosing better algorithms in this field. Hence this paper examined and compared Genetic Algorithm and Simplex Method to the evaluation of flatness. As a result, Genetic Algorithm gave the better or equal flatness than Simplex Method but it has the inefficiency caused from the large number of iteration. Therefore, in the future, another researches about alternative algorithms including Hybrid Genetic Algorithm should be achieved to improve the efficiency of Genetic Algorithm for the evaluation of flatness.

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