• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.5 no.1
• /
• pp.1-12
• /
• 1985

This study is conserned for the optimum design of reinforced concrete slab-beam-column structures with multi-storys and multi-bays by Direct Method. Flexural and shear strength, sectional size, and steel ratio etc., were considered as the design-constraints and the cost function was taken as to objective function. They became high degree nonlinear problems. Using SLP as an analytical method of nonlinear optimal problems, an optimal algorithm was developed in this study and the algorithm was applied to the optimization of reinforced concrete structure system of 5 storys. The result converged to a optimal solution with 3 to 5 iterations, and proved that economical design could be possible when compared with conventional designs.

• Journal of the Korean Society for Aeronautical & Space Sciences
• /
• v.38 no.7
• /
• pp.716-726
• /
• 2010

In this research, design optimization of an aircraft wing has been performed using the fully automated Multidisciplinary Design Optimization (MDO) framework, which integrates aerodynamic and structural analysis considering nonlinear structural behavior. A computational fluid dynamics (CFD) mesh is generated automatically from parametric modeling using CATIA and Gambit, followed by an automatic flow analysis using FLUENT. A computational structure mechanics (CSM) mesh is generated automatically by the parametric method of the CATIA and visual basic script of NASTRAN-FX. The structure is analyzed by ABAQUS. Interaction between CFD and CSM is performed by a fully automated system. The Response Surface Method (RSM) is applied for optimization, helping to achieve the global optimum. The optimization design result demonstrates successful application of the fully automated MDO framework.

• Journal of Korean Institute of Industrial Engineers
• /
• v.6 no.2
• /
• pp.21-29
• /
• 1980

This paper deals with the capital budgeting problem of a firm where investments are risky and interrelated. The established models might be classified into two categories; One is the chance-constrained programming model and the other is the expected utility maximization model. The former has a rather limited objective function and does not consider the risk in direct manner. The latter, on the other hand, might lead to a wrong decision because it uses an approximate value of expected utility. This paper attempts to extend the applicability of the chance-constrained programming model by modifying its objective function into a more general form. The capital budgeting problem is formulated as a nonlinear 0-1 integer programming problem first, and is formulated into a linear 0-1 integer programming problem for finding a lower-bound solution of the original problem. The optimal solution of the original problem is then obtained by branch & bound algorithm.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.4 no.3
• /
• pp.27-42
• /
• 1984

The complexity and expensiveness of water resources projects have made optimum operation and design by computer-based techniques of increasing interest in recent years. Water resources problems in real world need many decisions under numerous constraints. In addition there are nonlinearities in the state and return function. This mathematical and technical troublesome must be overcome so that the optimum operation polices are determined. Then traditional dynamic optimization method encountered two major-cruxes: variable discretization and appearance of constraints. Even several recent methods which based on the Differential Dynamic Programming(DDP) have some difficulties in handling of constraints. This paper has presented New DDP which is applicable to multi-reservoir control. It is intended that the method suggested here is superior to abailable alternatives. This belief is supported by analysis and experiments(New DDT does not suffer course of dimensionality and requires no discretization and is able to handle easily all constraints nonlinearity).

• The Korean Journal of Applied Statistics
• /
• v.35 no.2
• /
• pp.229-250
• /
• 2022

Since the publication of Markowitz's (1952) mean-variance portfolio model, research on portfolio optimization has been conducted in many fields. The existing mean-variance portfolio model forms a nonlinear convex problem. Applying Dantzig's linear programming method, it was converted to a linear form, which can effectively reduce the algorithm computation time. In this paper, we proposed a Dantzig perturbation portfolio model that can reduce management costs and transaction costs by constructing a portfolio with stable and small (sparse) assets. The average return and risk were adjusted according to the purpose by applying a perturbation method in which a certain part is invested in the existing benchmark and the rest is invested in the assets proposed as a portfolio optimization model. For a covariance estimation, we proposed a Gaussian kernel weight covariance that considers time-dependent weights by reflecting time-series data characteristics. The performance of the proposed model was evaluated by comparing it with the benchmark portfolio with 5 real data sets. Empirical results show that the proposed portfolios provide higher expected returns or lower risks than the benchmark. Further, sparse and stable asset selection was obtained in the proposed portfolios.

• Proceedings of the KIEE Conference
• /
• 2000.07a
• /
• pp.55-57
• /
• 2000

대규모의 전력을 사용하며 전력 수요가 일정하지 않고 변동하는 제철소의 전기아크로 (electric arc furnace) 부하는 전압 플릭커 (voltage flicker) 등 전력품질을 저하시키는 현상의 주 원인이 되고 있다. 따라서, 전력품질의 향상을 위한 전력계통의 계획과 운용에 있어서 이러한 부하들의 비선형적인 전압-전류 특성을 해석하고 모델링하는 것이 우선 되어야 한다. 특히 전기아크로 부하의 비선형적이고 랜덤 신호에 가까운 특성은 stochastic 접근법에 의해 주로 모델링되어 왔으나, 전기아크로 부하에 의한 전력계통에서의 영향을 평가를 위해서는 deterministic 접근법에 의한 모델링이 필요하며 전기아크로 부하가 가지는 chaos 특성을 Lorenz 시스템으로 표현한 부하모델이 개발되었다[1]. 개발된 모델에 의해 하나의 chaos 시스템으로 예측된 전기아크로 부하 패턴은 전 동작 범위에서 부하 특성을 정확하게 반영하는데 문제가 있다. 따라서, 전기아크로 부하 패턴을 표현할 수 있는 복수의 chaos 시스템을 이용하여 보다 나은 예측 특성을 가진 부하 모델의 개발이 필요하다. 본 논문에서는 기존의 Lorenz 시스템과 전기아크로 부하의 고주파영역 특성을 보다 적절하게 반영할 수 있는 Logistic 시스템을 혼합한 형태의 chaos 모델을 개발하고, 전력 계통에서의 전력품질 저하현상을 정량화하는 지수를 통해 모델의 유용성과 정확성을 검증하고자 한다.

• Journal of Korea Water Resources Association
• /
• v.35 no.5
• /
• pp.501-510
• /
• 2002

During drought or impending drought period, the reservoir operation method is required to incorporate demand-management policy rule. The objective of this study is focused to the development of demand reduction rule by incorporating hedging-effect for a single reservoir system. To improve the performance measure of the objective function and constraints, we could incorporate three risk performance criteria proposed by Hashimoto et al. (1982) by mixed-integer programming and also incorporate successive linear programming to overcome nonlinear hedging term from the previous study(Shih et al., 1994). To verify this model, this hedging rule was applied to the Daechung multi-purpose dam. As a result, we could evaluate optimal hedging parameters and monthly trigger volumes.

• Korean Chemical Engineering Research
• /
• v.56 no.6
• /
• pp.784-791
• /
• 2018

UiO-66 particles were synthesized under various synthesis conditions to study the adsorption of carbon dioxide for hydrogen purification. For the purpose, the design and analysis of experiments was performed using statistical design of experiment method. As the synthesis time, temperature and acetic acid amount increased, the crystallinity of UiO-66 particles increased. Especially, the amount of acetic acid was confirmed as an important factor in determining the crystallinity of the particles. The specific surface area of the particles measured by the nitrogen adsorption method also showed a similar tendency. Using the general factor analysis in the experimental design method, the main effects and interactions of major factors were analyzed. In addition, the carbon dioxide adsorption capacity was predicted using a nonlinear regression method. Then, the adsorption performance was shown through surface and contour maps for all ranges.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2004.05b
• /
• pp.292-297
• /
• 2004

본 연구에서는 단일목적 저수지와 다목적 댐의 최적운영을 위하여 전역최적해를 탐색하는 SCE-UA법을 사용하는 비선형계획법을 적용한 최적화 모형을 구성하고 과거 운영자료를 사용하여 모형의 적용성을 검토하고 분석하였다. 또한, 다목적댐의 운영수위 상승으로 인하여 발생하는 추가용수를 댐하류로 추가적으로 공급함에 따른 댐운영상의 문제점과 해결책을 제시했다. 관개용 단일 목적 저수지의 유입량은 하천망 모형인 SSARR 모형을 이용하여 추정하였다. 관개용 단일 목적저수지의 용수배분을 최적화한 결과, 실측치와 최적방류량간의 상대오차가 $-2.6\~10.5\%$ 범위를 나타냈으며, 비교적 실측방류량과 유사한 형태로 용수를 공급하는 길과를 나타냈다. 다목적 저수지의 최적운영을 위해 발전량, 저수량 및 필요수량의 관계를 목적함수로하는 최적화 모형을 구성하여 섬진강댐의 최적운영에 적용하였다. 섬진강댐의 댐하류 방류량 증가에 따른 운영상의 문제점을 해결하기 위하여 댐하류 유지용수량을 0.17, 0.50, 0.70, 1.0, 1.5, $3.0m^3/sec$ 방류하는 경우로 구분하여 최적운영한 길과, 댐하류 유지용수량이 $1.0m^3/sec$ 이하인 경우에 발전량이 실적평균발전량에 근접한 결과를 나타냈으며, 용수공급량도 계획공급량인 377.4 백만 $m^3$ 보다 $28.9\~100.7$ 백만 $m^3$ 만큼 많은 양을 공급하는 결과를 나타냈다.

• Journal of the Korean Society for Railway
• /
• v.13 no.2
• /
• pp.222-228
• /
• 2010

In this paper, we propose a optimization approach for the Electric Locomotive Overhaul Maintenance Facility (ELOMF), which aims at the simulation optimization so as to meet the design specification. In simulation design, we consider the critical path and sensitivity analysis of the critical (dependent) factors and the design (independent) parameters for the parameter selection and reduction of the metamodel. Therefore, we construct the multi-objective non-linear programming. The objective function is normalized for the generalization of design parameter while the constraints are composed of the simulation-based regression metamodel for the critical factors and design factor's domain. Then the effective solution procedure based on the pareto optimal solution set is proposed. This approach provides a comprehensive approach for the optimization of Train Overhaul Maintenance Facility(TOMF)'s design parameters using the simulation and metamoels.