• 제목/요약/키워드: Approximate optimization method

검색결과 226건 처리시간 0.028초

Solving Robust EOQ Model Using Genetic Algorithm

  • Lim, Sung-Mook
    • Management Science and Financial Engineering
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    • 제13권1호
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    • pp.35-53
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    • 2007
  • We consider a(worst-case) robust optimization version of the Economic Order Quantity(EOQ) model. Order setup costs and inventory carrying costs are assumed to have uncertainty in their values, and the uncertainty description of the two parameters is supposed to be given by an ellipsoidal representation. A genetic algorithm combined with Monte Carlo simulation is proposed to approximate the ellipsoidal representation. The objective function of the model under ellipsoidal uncertainty description is derived, and the resulting problem is solved by another genetic algorithm. Computational test results are presented to show the performance of the proposed method.

Reduced record method for efficient time history dynamic analysis and optimal design

  • Kaveh, A.;Aghakouchak, A.A.;Zakian, P.
    • Earthquakes and Structures
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    • 제8권3호
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    • pp.639-663
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    • 2015
  • Time history dynamic structural analysis is a time consuming procedure when used for large-scale structures or iterative analysis in structural optimization. This article proposes a new methodology for approximate prediction of extremum point of the response history via wavelets. The method changes original record into a reduced record, decreasing the computational time of the analysis. This reduced record can be utilized in iterative structural dynamic analysis of optimization and hence significantly reduces the overall computational effort. Design examples are included to demonstrate the capability and efficiency of the Reduced Record Method (RRM) when utilized in optimal design of frame structures using meta-heuristic algorithms.

삼차원 Navier-Stokes 해석과 반응면기법을 이용한 원심다익송풍기의 최적설계 (Design Optimization of A Multi-Blade Centrifugal Fan with Navier-Stokes Analysis and Response Surface Method)

  • 서성진;김광용
    • 대한기계학회논문집B
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    • 제27권10호
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    • pp.1457-1463
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    • 2003
  • In this paper, the response surface method using three-dimensional Navier-Stokes analysis to optimize the shape of a multi-blade centrifugal fan, is described. For numerical analysis, Reynolds-averaged Navier-Stokes equations with standard k - c turbulence model are transformed into non-orthogonal curvilinear coordinate system, and are discretized with finite volume approximations. Due to the large number of blades in this centrifugal fan, the flow inside of the fan is regarded as steady flow by introducing the impeller force models for economic calculations. Linear Upwind Differencing Scheme(LUDS) is used to approximate the convection terms in the governing equations. SIMPLEC algorithm is used as a velocity-pressure correction procedure. Design variables, location of cur off, radius of cut off, expansion angle of scroll and width of impeller were selected to optimize the shapes of scroll and blades. Data points for response evaluations were selected by D-optimal design, and linear programming method was used for the optimization on the response surface. As a main result of the optimization, the efficiency was successfully improved. It was found that the optimization process provides reliable design of this kind of fans with reasonable computing time.

순차적 반응표면법을 이용한 마이크로 정적 믹서의 최적설계 (Parameter Optimization of a Micro-Static Mixer Using Successive Response Surface Method)

  • 한석영;맹주성;김성훈
    • 대한기계학회논문집A
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    • 제28권9호
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    • pp.1314-1319
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    • 2004
  • In this study, parameter optimization of micro-static mixer with a cantilever beam was accomplished for maximizing the mixing efficiency by using successive response surface approximations. Variables were chosen as the length of cantilever beam and the angle between horizontal and the cantilever beam. Sequential approximate optimization method was used to deal with both highly nonlinear and non-smooth characteristics of flow field in a micro-static mixer. Shape optimization problem of a micro-static mixer can be divided into a series of simple subproblems. Approximation to solve the subproblems was performed by response surface approximation, which does not require the sensitivity analysis. To verify the reliability of approximated objective function and the accuracy of it, ANOVA analysis and variables selection method were implemented, respectively. It was verified that successive response surface approximation worked very well and the mixing efficiency was improved very much comparing with the initial shape of a micro-static mixer.

Optimization approach applied to nonlinear analysis of raft-pile foundations

  • Tandjiria, V.;Valliappan, S.;Khalili, N.
    • Structural Engineering and Mechanics
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    • 제7권6호
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    • pp.533-550
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    • 1999
  • Optimal design of raft-pile foundations is examined by combining finite element technique and the optimization approach. The piles and soil medium are modeled by three dimensional solid elements while the raft is modelled by shell elements. Drucker-Prager criterion is adopted for the soil medium while the raft and the piles are assumed to be linear elastic. For the optimization process, the approximate semi-analytical method is used for calculating constraint sensitivities and a constraint approximation method which is a combination of the extended Bi-point approximation and Lagrangian polynomial approximation is used for predicting the behaviour of the constraints. The objective function of the problem is the volume of materials of the foundation while the design variables are raft thickness, pile length and pile spacing. The generalized reduced gradient algorithm is chosen for solving the optimization process. It is demonstrated that the method proposed in this study is promising for obtaining optimal design of raft-pile foundations without carrying out a large number of analyses. The results are also compared with those obtained from the previous study in which linear analysis was carried out.

Computational Methods for Detection of Multiple Outliers in Nonlinear Regression

  • Myung-Wook Kahng
    • Communications for Statistical Applications and Methods
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    • 제3권2호
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    • pp.1-11
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    • 1996
  • The detection of multiple outliers in nonlinear regression models can be computationally not feasible. As a compromise approach, we consider the use of simulated annealing algorithm, an approximate approach to combinatorial optimization. We show that this method ensures convergence and works well in locating multiple outliers while reducing computational time.

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APPROXIMATE ANALYSIS OF AN N-DESIGN CALL CENTER WITH TWO TYPES OF AGENTS

  • Park, Chul-Geun;Han, Dong-Hwan;Baik, Kwang-Hyun
    • Journal of applied mathematics & informatics
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    • 제26권5_6호
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    • pp.1021-1035
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    • 2008
  • In this paper, we analyze an N-design call center with skill-based routing, in which one pool of agents handles two types of calls and another pool of agents handles only one type of calls. The approximate analysis is motivated by a computational complexity that has been observed in the direct stochastic approach and numerical method for finding performance measures. The workforce staffing policy is very important to the successful management of call centers. So the allocation scheduling of the agents can be considered as the optimization problem of the corresponding queueing system to the call center. We use a decomposition algorithm which divides the state space of the queueing system into the subspaces for the approximate analysis of the N-design call center with two different types of agents. We also represent some numerical examples and show the impact of the system parameters on the performance measures.

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구속조건을 가진 최적화기법을 이용한 골조구조물의 유한요소모델 개선기법 (Finite Element Model Updating of Framed Structures Using Constrained Optimization)

  • 유은종;김호근
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2007년도 추계학술대회논문집
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    • pp.446-451
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    • 2007
  • An Improved finite element model updating method to address the numerical difficulty associated with ill-conditioning and rank-deficiency. These difficulties frequently occur in model updating problems, when the identification of a larger number of physical parameters is attempted than that warranted by the information content of the experimental data. Based on the standard Bounded Variables Least-squares (BVLS) method, which incorporates the usual upper/lower-bound constraints, the proposed method is equipped with new constraints based on the correlation coefficients between the sensitivity vectors of updating parameters. The effectiveness of the proposed method is investigated through the numerical simulation of a simple framed structure by comparing the results of the proposed method with those obtained via pure BVLS and the regularization method. The comparison indicated that the proposed method and the regularization method yield approximate solutions with similar accuracy.

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선형 근사 평활 발전 비용함수를 이용한 경제급전 문제의 최적화 (Optimization of Economic Load Dispatch Problem Using Linearly Approximated Smooth Fuel Cost Function)

  • 이상운
    • 한국인터넷방송통신학회논문지
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    • 제14권3호
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    • pp.191-198
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    • 2014
  • 본 논문은 복잡한 비평활 발전비용함수를 가진 경제급전의 최적화 문제를 풀기 위해 단순히 선형 근사함수를 이용하는 방법을 제안하였다. 제안된 알고리즘은 비평활 발전비용 함수를 선형으로 근사시키고, 요구량이 현재의 발전량을 초과하는 경우 발전단가가 비싼 발전기의 가동을 중지시키고, 발전단가가 보다 큰 발전기의 발전량을 감소시켜 요구량과 발전량의 균형을 맞추는 개념을 도입하였다. 경제급전 문제의 시험사례로 빈번히 활용되고 있는 데이터에 대해 제안된 알고리즘을 적용한 결과 기존의 휴리스틱 알고리즘의 최적화 해를 획기적으로 감소시킬 수 있었으며, 현재 실무적으로 적용되고 있는 2차 평활함수 근사법과 유사한 결과를 얻었다.