Yeol Je Cho

Prof. Dr. Yeol Je Cho

Graduate School, Mathematics, Gyeongsang National University University, Jinju 52828, Korea

Research Focus & Metrics

Academic Career Length

31Years (1996-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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27 February 2017 in Journal of Global Optimization
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QDQiao-Li Dong
Qiao-Li Dong
Yeol Je ChoYeol Je Cho
Yeol Je Cho
LZLunlong Zhong
Lunlong Zhong
Themistocles M. RassiasThemistocles M. Rassias
Themistocles M. Rassias

20 December 2016 in Optimization Letters
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QDQiao-Li Dong
Qiao-Li Dong
HYH. B. Yuan
H. B. Yuan
Yeol Je ChoYeol Je Cho
Yeol Je Cho
Themistocles M. RassiasThemistocles M. Rassias
Themistocles M. Rassias

9 May 2011 in IMA Journal of Numerical Analysis
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SXShuhuang Xiang
Shuhuang Xiang
Yeol Je ChoYeol Je Cho
Yeol Je Cho
HWHaiyong Wang
Haiyong Wang
HBHermann Brunner
Hermann Brunner
We consider a Clenshaw–Curtis–Filon-type method for highly oscillatory Bessel transforms. It is based on a special Hermite interpolation polynomial at the Clenshaw–Curtis points that can be efficiently evaluated using O(NlogN) operations, where N is the number of Clenshaw–Curtis points in the interval of integration. Moreover, we derive corresponding error bounds in terms of the frequency and the approximating polynomial. We then show that this method yields an efficient numerical approximation scheme for a class of Volterra integral equations containing highly oscillatory Bessel kernels (a problem for which standard numerical methods fail), and it also allows the study of the asymptotics of the solutions. Numerical examples are used to illustrate the efficiency and accuracy of the Clenshaw–Curtis–Filon-type method for approximating these highly oscillatory integrals and integral equations.

28 January 2011 in European Journal of Operational Research
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YYYonghong Yao
Yonghong Yao
Yeol Je ChoYeol Je Cho
Yeol Je Cho
YLYeong-Cheng Liou
Yeong-Cheng Liou


5 March 2020 in Optimization Methods and Software
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Journal Article
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Habib ur RehmanHabib ur Rehman
Habib ur Rehman
Poom KumamPoom Kumam
Poom Kumam
Yeol Je ChoYeol Je Cho
Yeol Je Cho
YSYusuf I. Suleiman
Yusuf I. Suleiman
Wiyada KumamWiyada Kumam
Wiyada Kumam
This paper proposes two algorithms that are based on a subgradient and an inertial scheme with the explicit iterative method for solving pseudomonotone equilibrium problems. The weak convergence of both algorithms is well-established under standard assumptions on the cost bifunction. The advantage of these algorithms is that they did not require any line search procedure or any knowledge about bifunction Lipschitz-type constants for step-size evaluation. A practical explanation of this is that they use a sequence of step-size that are revised at each iteration based on some previous iteration. For a numerical experiment, we consider a well-known Nash-Cournot equilibrium model of electricity markets and also other test problems to assist the well-established convergence results and be able to see that our proposed algorithms have a competitive advantage over the time of execution and the number of iterations.