• Title/Summary/Keyword: 파레토 최적해

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Prediction of Stream Flow on Probability Distributed Model using Multi-objective Function (다목적함수를 이용한 PDM 모형의 유량 분석)

  • Ahn, Sang-Eok;Lee, Hyo-Sang;Jeon, Min-Woo
    • Journal of the Korean Society of Hazard Mitigation
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    • v.9 no.5
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    • pp.93-102
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    • 2009
  • A prediction of streamflow based on multi-objective function is presented to check the performance of Probability Distributed Model(PDM) in Miho stream basin, Chungcheongbuk-do, Korea. PDM is a lumped conceptual rainfall runoff model which has been widely used for flood prevention activities in UK Environmental Agency. The Monte Carlo Analysis Toolkit(MCAT) is a numerical analysis tools based on population sampling, which allows evaluation of performance, identifiability, regional sensitivity and etc. PDM is calibrated for five model parameters by using MCAT. The results show that the performance of model parameters(cmax and k(q)) indicates high identifiability and the others obtain equifinality. In addition, the multi-objective function is applied to PDM for seeking suitable model parameters. The solution of the multi-objective function consists of the Pareto solution accounting to various trade-offs between the different objective functions considering properties of hydrograph. The result indicated the performance of model and simulated hydrograph are acceptable in terms on Nash Sutcliffe Effciency*(=0.035), FSB(=0.161), and FDBH(=0.809) to calibration periods, validation periods as well.

Multi-criteria Structural Optimization Methods and their Applications (다목적함수 최적구조설계 기법 및 응용)

  • Kim, Ki-Sung;Jin, Jin
    • Journal of the Society of Naval Architects of Korea
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    • v.46 no.4
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    • pp.409-416
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    • 2009
  • The structural design problems are acknowledged to be commonly multi-criteria in nature. The various multi-criteria optimization methods are reviewed and the most efficient and easy-to-use Pareto optimal solution methods are applied to structural optimization of a truss and a beam. The result of the study shows that Pareto optimal solution methods can easily be applied to structural optimization with multiple objectives, and the designer can have a choice from those Pareto optimal solutions to meet an appropriate design environment.

Optimization of Multi-objective Function based on The Game Theory and Co-Evolutionary Algorithm (게임 이론과 공진화 알고리즘에 기반한 다목적 함수의 최적화)

  • 김지윤;이동욱;심귀보
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2002.12a
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    • pp.395-398
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    • 2002
  • 본 논문에서는 ‘다목적 함수 최적화 문제(Multi-objective Optimization Problem MOP)’를 풀기 위하여 유전자 알고리즘을 진화적 게임 이론 적용시킨 ‘내쉬 유전자 알고리즘(Nash GA)’과 본 논문에서 새로이 제안하는 공진화 알고리즘의 구조를 설명하고 이 두 알고리즘의 결과를 시뮬레이션을 통하여 비교 검토함으로써 ‘진화적 게임 이론(Evolutionary Game Theory : EGT)’의 두 가지 아이디어 -‘내쉬의 균형(Equilibrium)’과 ‘진화적 안정전략(Evolutionary Stable Strategy . ESS)’-에 기반한 최적화 알고리즘들이 다목적 함수 문제의 최적해를 탐색할 수 있음을 확인한다.

Adaptive Weighted Sum Method for Bi-objective Optimization (두개의 목적함수를 가지는 다목적 최적설계를 위한 적응 가중치법에 대한 연구)

  • ;Olivier de Weck
    • Journal of the Korean Society for Precision Engineering
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    • v.21 no.9
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    • pp.149-157
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    • 2004
  • This paper presents a new method for hi-objective optimization. Ordinary weighted sum method is easy to implement, but it has two significant drawbacks: (1) the solution distribution by the weighted sum method is not uniform, and (2) the method cannot determine any solutions that reside in non-convex regions of a Pareto front. The proposed adaptive weighted sum method does not solve a multiobjective optimization in a predetermined way, but it focuses on the regions that need more refinement by imposing additional inequality constraints. It is demonstrated that the adaptive weighted sum method produces uniformly distributed solutions and finds solutions on non-convex regions. Two numerical examples and a simple structural problem are presented to verify the performance of the proposed method.

A Study on the Reduction of Common Words to Classify Causes of Marine Accidents (해양사고 원인을 분류하기 위한 공통단어의 축소에 관한 연구)

  • Yim, Jeong-Bin
    • Journal of Navigation and Port Research
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    • v.41 no.3
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    • pp.109-118
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    • 2017
  • The key word (KW) is a set of words to clearly express the important causations of marine accidents; they are determined by a judge in a Korean maritime safety tribunal. The selection of KW currently has two main issues: one is maintaining consistency due to the different subjective opinion of each judge, and the second is the large number of KW currently in use. To overcome the issues, the systematic framework used to construct KW's needs to be optimized with a minimal number of KW's being derived from a set of Common Words (CW). The purpose of this study is to identify a set of CW to develop the systematic KW construction frame. To fulfill the purpose, the word reduction method to find minimum number of CW is proposed using P areto distribution function and Pareto index. A total of 2,642 KW were compiled and 56 baseline CW were identified in the data sets. These CW, along with their frequency of use across all KW, are reported. Through the word reduction experiments, an average reduction rate of 58.5% was obtained. The estimated CW according to the reduction rates was verified using the Pareto chart. Through this analysis, the development of a systematic KW construction frame is expected to be possible.

Finding optimal portfolio based on genetic algorithm with generalized Pareto distribution (GPD 기반의 유전자 알고리즘을 이용한 포트폴리오 최적화)

  • Kim, Hyundon;Kim, Hyun Tae
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1479-1494
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    • 2015
  • Since the Markowitz's mean-variance framework for portfolio analysis, the topic of portfolio optimization has been an important topic in finance. Traditional approaches focus on maximizing the expected return of the portfolio while minimizing its variance, assuming that risky asset returns are normally distributed. The normality assumption however has widely been criticized as actual stock price distributions exhibit much heavier tails as well as asymmetry. To this extent, in this paper we employ the genetic algorithm to find the optimal portfolio under the Value-at-Risk (VaR) constraint, where the tail of risky assets are modeled with the generalized Pareto distribution (GPD), the standard distribution for exceedances in extreme value theory. An empirical study using Korean stock prices shows that the performance of the proposed method is efficient and better than alternative methods.

Optimal LAN Design Using a Pareto Stratum-Niche Cubicle Genetic Algorithm (PS-NC GA를 이용한 최적 LAN 설계)

  • Choi, Kang-Hee;Jung, Kyoung-Hee
    • Journal of the Korea Computer Industry Society
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    • v.6 no.3
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    • pp.539-550
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    • 2005
  • The spanning tree, which is being used the most widely in indoor wiring network, is chosen for the network topology of the optimal LAN design. To apply a spanning tree to GA, the concept of $Pr\ddot{u}fer$ numbers is used. $Pr\ddot{u}fer$ numbers can express he spanning tree in an efficient and brief way, and also can properly represent the characteristics of spanning trees. This paper uses Pareto Stratum-Niche Cubicle(PS-NC) GA by complementing the defect of the same priority allowance in non-dominated solutions of pareto genetic algorithm(PGA). By applying the PS-NC GA to the LAN design areas, the optimal LAN topology design in terms of minimizing both message delay time and connection-cost could be accomplished in a relatively short time. Numerical analysis has been done for a hypothetical data set. The results show that the proposed algorithm could provide better or good solutions for the multi-objective LAN design problem in a fairly short time.

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The Comparative Study of Software Optimal Release Time Based on Log property Distribution (로그형 특성분포에 근거한 소프트웨어 최적 방출시기에 관한 비교 연구)

  • Kim, Hee-Cheul;Park, Hyoung-Keun
    • Proceedings of the KAIS Fall Conference
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    • 2010.05a
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    • pp.149-152
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    • 2010
  • 본 연구에서는 소프트웨어 제품을 개발하여 테스팅을 거친 후 사용자에게 인도하는 시기를 결정하는 방출문제에 대하여 연구되었다. 인도시기에 관한 모형은 무한 고장 수에 의존하는 비동질적인 포아송 과정을 적용하였다. 이러한 포아송 과정은 소프트웨어의 결함을 제거하거나 수정 작업 중에도 새로운 결함이 발생될 가능성을 반영하는 모형이다. 적용모형은 여러 수명 분포들을 적합시키는데 효율적인 특성을 가진 콤페르쯔, 파레토, 로그-로지스틱 모형과 같은 로그형 특성분포를 이용하였다. 따라서 소프트웨어 요구 신뢰도를 만족시키고 소프트웨어 개발 및 유지 총비용을 최소화 시키는 방출시간이 최적 소프트웨어 방출 정책이 된다. 본 논문의 수치적인 예에서는 고장 간격 시간 자료를 적용하고 모수추정 방법은 최우추정법을 이용하여 최적 방출시기를 추정하였다.

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Optimal Load Allocation Scheme for Cloud Service (클라우드 서비스를 위한 최적 부하할당 기법)

  • Han, Young-Joo;Lee, Yo-Han;Youn, Chan-Hyun
    • Proceedings of the Korea Information Processing Society Conference
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    • 2011.04a
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    • pp.216-219
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    • 2011
  • 이 기종의 컴퓨팅 자원들로 구성된 데이터센터에서 사용자가 제출한 클라우드 작업의 서비스 품질을 보장하기 위해서는 효율적인 작업할당 기법이 필요하다. 본 논문에서는 작업의 처리시간을 사용자의 QoS 로 정의하고 작업처리시간을 최소화하면서 동시에 모든 사용자에게 차별 없이 동일한 수준의 서비스를 제공할 수 있는 최적 작업할당 문제를 정의한다. 협력적 게임모형인 NBS(Nah Bargaining Solution)을 이용하여 정의한 문제를 해결하였고 이를 이용하여 각 자원에 할당되는 작업부하를 효율적으로 제어함으로써 파레토 최적을 유지할 수 있는 협력적 부하분산 정책을 도출하였다. 또한, 성능 평가를 통해 제안한 기법이 작업처리시간을 최소화하면서도 모든 자원에서의 작업처리시간이 동일함을 보였다.

PS-NC Genetic Algorithm Based Multi Objective Process Routing

  • Lee, Sung-Youl
    • Journal of Korea Society of Industrial Information Systems
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    • v.14 no.4
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    • pp.1-7
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    • 2009
  • This paper presents a process routing (PR) algorithm with multiple objectives. PR determines the optimum sequence of operations for transforming a raw material into a completed part within the available machining resources. In any computer aided process planning (CAPP) system, selection of the machining operation sequence is one of the most critical activities for manufacturing a part and for the technical specification in the part drawing. Here, the goal could be to generate the sequence that optimizes production time, production cost, machine utilization or with multiple these criteria. The Pareto Stratum Niche Cubicle (PS NC) GA has been adopted to find the optimum sequence of operations that optimize two conflicting criteria; production cost and production quality. The numerical analysis shows that the proposed PS NC GA is both effective and efficient to the PR problem.