• Title/Summary/Keyword: 선형계획 모형

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Nonlinear Goal Programming Approach for Robust Parameter Experiments (로버스트 변수모형의 비선형 목표계획법 접근방법)

  • Lee, Sang-Heon
    • Journal of the military operations research society of Korea
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    • v.28 no.1
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    • pp.47-66
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    • 2002
  • Instead of using signal-to-noise ratio, we attempt to optimize both the mean and variance responses using dual response optimization technique. The alternative experimental strategy analyzes a robust parameter design problem to obtain the best settings that give a target condition on the mean while minimizing its variance. The mean and variance are treated as the two responses of interest to be optimized. Unlike to the crossed array and combined array approaches, our experimental setup requires replicated runs for each control factor's treatment under noise sampling. When the postulated response models are true, they enable the coefficients to be estimated and the desired performance measure to be analyzed more efficiently. The procedure and illustrative example are given for the dual response optimization techniques of nonlinear goal programming.

Long Range Forecast of Garlic Productivity over S. Korea Based on Genetic Algorithm and Global Climate Reanalysis Data (전지구 기후 재분석자료 및 인공지능을 활용한 남한의 마늘 생산량 장기예측)

  • Jo, Sera;Lee, Joonlee;Shim, Kyo Moon;Kim, Yong Seok;Hur, Jina;Kang, Mingu;Choi, Won Jun
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.23 no.4
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    • pp.391-404
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    • 2021
  • This study developed a long-term prediction model for the potential yield of garlic based on a genetic algorithm (GA) by utilizing global climate reanalysis data. The GA is used for digging the inherent signals from global climate reanalysis data which are both directly and indirectly connected with the garlic yield potential. Our results indicate that both deterministic and probabilistic forecasts reasonably capture the inter-annual variability of crop yields with temporal correlation coefficients significant at 99% confidence level and superior categorical forecast skill with a hit rate of 93.3% for 2 × 2 and 73.3% for 3 × 3 contingency tables. Furthermore, the GA method, which considers linear and non-linear relationships between predictors and predictands, shows superiority of forecast skill in terms of both stability and skill scores compared with linear method. Since our result can predict the potential yield before the start of farming, it is expected to help establish a long-term plan to stabilize the demand and price of agricultural products and prepare countermeasures for possible problems in advance.

Optimization Technique for Estimation of Potential Hydroelectric Energy at Existion Ahricultural Reservoir (최적화기법을 이용한 기존 농업용 저수지에서의 부존 수력발전량 추정)

  • An, Tae-Jin;Ryu, Hui-Jeong;Park, Jeong-Eung
    • Journal of Korea Water Resources Association
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    • v.32 no.3
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    • pp.281-289
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    • 1999
  • Small-scale hydropower projects at existing agricultural reservoirs can contribute to produce electric energy by maximizing the use of releases from the reservoirs. The irrigation water duration, the reservoir hydropower simulation, and the nonlinear programming model are employed to estimate potential hydroelectric energy at an existing reservoir. The nonlinear programming model consists of finding a maximum hydroelectric energy subject to irrigation water demand constraints. The sample reservoir given a set of inflow and irrigation water is considered. The optimal solutions by the optimization model yield the most hydroelectric energy for the analysis period in the three methods. Consequently, the nonlinear programming model uses the most water for hydropower generation with respect to the total inflow of the sample reservoir. It is also found that additional storage by increasing the normal water level of the sample reservoir does not significantly increase the annual hydroelectric energy for the given reservoir. It is expected that the optimization model and the proposed procedure for estimating potential hydroelectric energy can be applied to evaluate feasibility analysis for small scale hydropower additions at existing agricultural dams.

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Comparison of Investment Performance in the Korean Stock Market between Samsung-Group-Funds and Markowitz's Portfolio Selection Model Using Nonlinear Programming (한국 주식시장의 삼성그룹주펀드들과 비선형계획법을 이용한 마코위츠의 포트폴리오 선정 모형의 투자 성과 비교)

  • Kim, Seong-Moon;Kim, Hong-Seon
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2008.10a
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    • pp.76-94
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    • 2008
  • This paper investigates performance of the Markowitz's portfolio selection model with applications to Korean stock market. We choose Samsung-Group-Funds and KOSPI index for performance comparison with the Markowitz's portfolio selection model. For the most recent one and a half year period between March 2007 and September 2008, KOSPI index almost remains the same with only 0.1% change, Samsung-Group-Funds shows 20.54% return, and Markowitz's model, which is composed of the same 17 Samsung group stocks, reaches 52% return. We perform sensitivity analysis on the duration of financial data and the period of portfolio change in order to maximize the return of portfolio. In conclusion, according to our empirical research results with Samsung-Group-Funds, investment by Markowitz's model, which periodically changes portfolio by using nonlinear programming with only financial data, outperforms investment by the fund manager who possesses rich experiences on stock trading and actively changes portfolio based on minute-by-minute market news and business information.

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Development and Application of the Mode Choice Models According to Zone Sizes (분석대상 규모에 따른 수단분담모형의 추정과 적용에 관한 연구)

  • Kim, Ju-Yeong;Lee, Seung-Jae;Kim, Do-Gyeong;Jeon, Jang-U
    • Journal of Korean Society of Transportation
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    • v.29 no.6
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    • pp.97-106
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    • 2011
  • Mode choice model is an essential element for estimating- the demand of new means of transportation in the planning stage as well as in the establishment phase. In general, current demand analysis model developed for the mode choice analysis applies common parameters of utility function in each region which causes inaccuracy in forecasting mode choice behavior. Several critical problems from using common parameters are: a common parameter set can not reflect different distribution of coefficient for travel time and travel cost by different population. Consequently, the resulting model fails to accurately explain policy variables such as travel time and travel cost. In particular, the nonlinear logit model applied to aggregation data is vulnerable to the aggregation error. The purpose of this paper is to consider the regional characteristics by adopting the parameters fitted to each area, so as to reduce prediction errors and enhance accuracy of the resulting mode choice model. In order to estimate parameter of each area, this study used Household Travel Survey Data of Metropolitan Transportation Authority. For the verification of the model, the value of time by marginal rate of substitution is evaluated and statistical test for resulting coefficients is also carried out. In order to crosscheck the applicability and reliability of the model, changes in mode choice are analyzed when Seoul subway line 9 is newly opened and the results are compared with those from the existing model developed without considering the regional characteristics.

A study on pollutant loads prediction using a convolution neural networks (합성곱 신경망을 이용한 오염부하량 예측에 관한 연구)

  • Song, Chul Min
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.444-444
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    • 2021
  • 하천의 오염부하량 관리 계획은 지속적인 모니터링을 통한 자료 구축과 모형을 이용한 예측결과를 기반으로 수립된다. 하천의 모니터링과 예측 분석은 많은 예산과 인력 등이 필요하나, 정부의 담당 공무원 수는 극히 부족한 상황이 일반적이다. 이에 정부는 전문가에게 관련 용역을 의뢰하지만, 한국과 같이 지형이 복잡한 지역에서의 오염부하량 배출 특성은 각각 다르게 나타나기 때문에 많은 예산 소모가 발생 된다. 이를 개선하고자, 본 연구는 합성곱 신경망 (convolution neural network)과 수문학적 이미지 (hydrological image)를 이용하여 강우 발생시 BOD 및 총인의 부하량 예측 모형을 개발하였다. 합성곱 신경망의 입력자료는 일반적으로 RGB (red, green, bule) 사진을 이용하는데, 이를 그래도 오염부하량 예측에 활용하는 것은 경험적 모형의 전제(독립변수와 종속변수의 관계)를 무너뜨리는 결과를 초래할 수 있다. 이에, 본 연구에서는 오염부하량이 수문학적 조건과 토지이용 등의 변수에 의해 결정된다는 인과관계를 만족시키고자 수문학적 속성이 내재된 수문학적 이미지를 합성곱 신경망의 훈련자료로 사용하였다. 수문학적 이미지는 임의의 유역에 대해 2차원 공간에서 무차원의 수문학적 속성을 갖는 grid의 집합으로 정의되는데, 여기서 각 grid의 수문학적 속성은 SCS 토양보존국(soil conservation service, SCS)에서 발표한 수문학적 토양피복형수 (curve number, CN)를 이용하여 산출한다. 합성곱 신경망의 구조는 2개의 Convolution Layer와 1개의 Pulling Layer가 5회 반복하는 구조로 설정하고, 1개의 Flatten Layer, 3개의 Dense Layer, 1개의 Batch Normalization Layer를 배열하고, 마지막으로 1개의 Dense Layer가 연결되는 구조로 설계하였다. 이와 함께, 각 층의 활성화 함수는 정규화 선형함수 (ReLu)로, 마지막 Dense Layer의 활성화 함수는 연속변수가 도출될 수 있도록 회귀모형에서 자주 사용되는 Linear 함수로 설정하였다. 연구의 대상지역은 경기도 가평군 조종천 유역으로 선정하였고, 연구기간은 2010년 1월 1일부터 2019년 12월 31일까지로, 2010년부터 2016년까지의 자료는 모형의 학습에, 2017년부터 2019년까지의 자료는 모형의 성능평가에 활용하였다. 모형의 예측 성능은 모형효율계수 (NSE), 평균제곱근오차(RMSE) 및 평균절대백분율오차(MAPE)를 이용하여 평가하였다. 그 결과, BOD 부하량에 대한 NSE는 0.9, RMSE는 1031.1 kg/day, MAPE는 11.5%로 나타났으며, 총인 부하량에 대한 NSE는 0.9, RMSE는 53.6 kg/day, MAPE는 17.9%로 나타나 본 연구의 모형은 우수(good)한 것으로 판단하였다. 이에, 본 연구의 모형은 일반 ANN 모형을 이용한 선행연구와는 달리 2차원 공간정보를 반영하여 오염부하량 모의가 가능했으며, 제한적인 입력자료를 이용하여 간편한 모델링이 가능하다는 장점을 나타냈다. 이를 통해 정부의 물관리 정책을 위한 의사결정 및 부족한 물관리 분야의 행정력에 도움이 될 것으로 생각된다.

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A Derivation of the Representative Unit Hydrograph from Multiperiod Complex Storm by Linear Programming (선형계획법(線型計劃法)에 의한 대표단위도(代表單位圖) 유도(誘導))

  • Kwon, Oh Hun;Ryu, Tae Sang;Yoo, Ju Hwan
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.2
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    • pp.173-182
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    • 1993
  • This paper presents an algorithm to derive the representative unit hydrograph for the real environment of a watershed. For a given watershed, the conventional methods give several different unit hydrographs by storm events. In this study the LP model is somewhat modified based on the previous study by Mays et also as follows: the objective function is designed to minimize the sum of weighted residuals. An additional constraint of moving average is added to prevent the unit hydrograph from the occurence of oscillation which was not active in Mays's paper. Configuration of rainfall matrix was improved to reduce its dimension in accordance with Diskin's review point. In spite of the superiority of LP approach in terms of representativeness, all the methods were very sensitive to the validity of baseflow separation and rainfall-loss. Several methods of the separations for rainfall excesses and direct runoffs were applied and no preferred methods were identified. This is the matter of judgement considering catchment and rainfall characteristics. This algorithm was applied to a real watershed of the Wi stream in the Nak-dong river. Compared with the IHP results by conventional methods, this optimized representative unit hydrograph demonstrated relatively smaller and shorter values in terms of the peak discharge and the basin lag respectively, and the oscillation of its falling limb successfully eliminated owing to the additional constraints of moving averages.

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Development of Stochastic Decision Model for Estimation of Optimal In-depth Inspection Period of Harbor Structures (항만 구조물의 최적 정밀점검 시기 추정을 위한 추계학적 결정모형의 개발)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.28 no.2
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    • pp.63-72
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    • 2016
  • An expected-discounted cost model based on RRP(Renewal Reward Process), referred to as a stochastic decision model, has been developed to estimate the optimal period of in-depth inspection which is one of critical issues in the life-cycle maintenance management of harbor structures such as rubble-mound breakwaters. A mathematical model, which is a function of the probability distribution of the service-life, has been formulated by simultaneously adopting PIM(Periodic Inspection and Maintenance) and CBIM(Condition-Based Inspection and Maintenance) policies so as to resolve limitations of other models, also all the costs in the model associated with monitoring and repair have been discounted with time. From both an analytical solution derived in this paper under the condition in which a failure rate function is a constant and the sensitivity analyses for the variety of different distribution functions and conditions, it has been confirmed that the present solution is more versatile than the existing solution suggested in a very simplified setting. Additionally, even in that case which the probability distribution of the service-life is estimated through the stochastic process, the present model is of course also well suited to interpret the nonlinearity of deterioration process. In particular, a MCS(Monte-Carlo Simulation)-based sample path method has been used to evaluate the parameters of a damage intensity function in stochastic process. Finally, the present stochastic decision model can satisfactorily be applied to armor units of rubble mound breakwaters. The optimal periods of in-depth inspection of rubble-mound breakwaters can be determined by minimizing the expected total cost rate with respect to the behavioral feature of damage process, the level of serviceability limit, and the consequence of that structure.

Analysis of Characteristics and Optimization of Photo-degradation condition of Reactive Orange 16 Using a Box-Behnken Method (실험계획법 중 Box-Behnken(박스-벤켄)법을 이용한 반응성 염료의 광촉매 산화조건 특성 해석 및 최적화)

  • Cho, Il-Hyoung;Lee, Nae-Hyun;Chang, Soon-Woong;An, Sang-Woo;Yonn, Young-Han;Zoh, Kyung-Duk
    • Journal of Korean Society of Environmental Engineers
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    • v.28 no.9
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    • pp.917-925
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    • 2006
  • The aim of our research was to apply experimental design methodology in the optimization of photocatalytic degradation of azo dye(Reactive orange 16). The reactions were mathematically described as a function of parameters amount of $TiO_2(x_1)$, and dye concentration($x_2$) being modeled by the use of the Box-Behnken method. The results show that the responses of color removal(%)($Y_1$) in photocatalysis of dyes were significantly affected by the synergistic effect of linear term of $TiO_2(x_1)$ and dye concentration($x_2$). Significant factors and synergistic effects for the $COD_{Cr}$, removal(%)($Y_2$) were the linear term of $TiO_2(x_1)$ and dye concentration($x_2$). However, the quadratic term of $TiO_2(x_1^2)$ and dye concentration($x_2^2$) had an antagonistic effect on $Y_1$ and $Y_2$ responses. Canonical analysis indicates that the stationary point was a saddle point for $Y_1$ and $Y_2$, respectively. The estimated ridge of maximum responses and optimal conditions for $Y_1:(X_1,\;X_2)$=(1.11 g/L, 51.2 mg/L) and $Y_2:(X_1,\;X_2)$=(1.42 g/L, 72.83 mg/L) using canonical analysis was 93% and 73%, respectively.

Design Route Analysis of Dangerous Road for Traffic Accident using GIS (GIS를 이용한 사고 위험도로의 설계노선 분석)

  • Lee, Kye-Dong;Jung, Sung-Heuk;Lee, Jae-Kee
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.26 no.6
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    • pp.591-598
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    • 2008
  • Recently, the government has improvement projects of dangerous road for the site that has very high accident rate due to bad geometric structures of the road. Although, route selecting of the road is a basic and important process, but the process of route selecting must consider the technical, safety and environment factor together. Also, the technology for the 3-dimensional terrain model can be used as an important factor in planning and designing for selecting alternative route projects. In the course of experimenting with the 3-dimensional topography generated by the combination of the digital map and drawing of route, the technology as been developed to offer the multi-dimensional access to the potential construction sites from the nearby main roads. This 3-dimensional digital elevation model has made it possible to make various terrain analysis base on GIS, which provides real-time virtual access to the designated construction sites for development planning and construction projects. Therefore, this study presents a reasonable plan for route selecting from some alternative routes through subjective evaluation and classify the methods linked basic design of road construction.