• Title/Summary/Keyword: Constrained Monte-Carlo Simulation

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An Airline Scheduling Model and Solution Algorithms

  • AL-Sultan, Ahmed Thanyan;Ishioka, Fumio;Kurihara, Koji
    • Communications for Statistical Applications and Methods
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    • v.18 no.2
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    • pp.257-266
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    • 2011
  • The rapid development of airlines, has made airports busier and more complicated. The assignment of scheduled to available gates is a major issue for daily airline operations. We consider the over-constrained airport gate assignment problem(AGAP) where the number of flights exceeds the number of available gates, and where the objectives are to minimize the number of ungated flights and the total walking distance or connection times. The procedures used in this project are to create a mathematical model formulation to identify decision variables to identify, constraints and objective functions. In addition, we will consider in the AGAP the size of each gate in the terminal and also the towing process for the aircraft. We will use a greedy algorithm to solve the problem. The greedy algorithm minimizes ungated flights while providing initial feasible solutions that allow flexibility in seeking good solutions, especially in case when flight schedules are dense in time. Experiments conducts give good results.

Efficient random number generation from extreme tail areas of a t-distribution (t 분포의 극단 꼬리부분으로부터의 효율적인 난수생성)

  • 오만숙;김나영
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.165-177
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    • 1996
  • It is often needed to generate random numbers from truncated t-distributions to carry out Bayesian inferences, especially in Monte Carlo integration for estimation of posterior densities of constrained parameters. However, when the restricted area is an extreme tail area with a small probability most existing random generation methods are not efficient. In this paper, we propose an efficient acceptance-rejection method to generate random numbers from extreme tail areas of a t-distribution. Using some simulation results, we compare the proposed algorithm with other popular methods.

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THE APPLICATION OF THEORY OF CONSTRAINT IN SCHEDULING

  • Tsung-Chieh Tsai;Min-Lan Young
    • International conference on construction engineering and project management
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    • 2005.10a
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    • pp.902-907
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    • 2005
  • This study was undertaken to develop a comprehensive scheduling method which applied the core concept(DBR) of TOC to PERT, and to combine Monte Carlo Simulation to revise the uncertainties of activities then to eliminate project duration uncertainty. Most of the project duration overlooks the fact that in spite of minimizing the project duration, the uncertainty of constrained resources still puts the reliability of project duration in jeopardy. For the contractor, however, the most important thing is to comply the project scheduling with the planning to reduce the uncertainty of the project activities, operational interaction and project duration. In order to demonstrate that the model can be used in construction project, the scheduling of a steel-structure project was used as a case study to verify the validity of this model.

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Organizational Program Management of Multiple Maintenance Projects Under Fund Constraints (복수 개${\cdot}$보수 프로젝트의 자금제약하 프로그램 관리 - 자원제약 마스터-일정계획을 중심으로 -)

  • Koo Kyo-Jin
    • Korean Journal of Construction Engineering and Management
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    • v.5 no.2 s.18
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    • pp.211-218
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    • 2004
  • In a large owner organization, a program manager of multiple maintenance and remodeling projects has experienced increasing scale and complexity of coordinating the M/R projects with in-house technicians who belong to multiple trade shops. This paper proposes a dual-level hierarchical planning strategy that consists of a program master plan in the long-term horizon and a master construction schedule in an operational scheduling window. A rolling horizon approach to the program master plan is proposed to deal with the external uncertainty of unknown stream of project requests. A resource-constrained scheduling algorithm is developed to generate the master construction schedule in a scheduling window. During development of the algorithm, more emphasis is placed on long-term organizational resource continuity, especially flow management of program constraint resources, than ephemeral events of an individual activity and project. Monte Carlo simulation experiments of three scheduling windows are used to evaluate the relative performance of the proposed scheduling algorithm against three popular scheduling heuristics for resource-constrained multiple projects.

Damage assessment of shear buildings by synchronous estimation of stiffness and damping using measured acceleration

  • Shin, Soobong;Oh, Seong Ho
    • Smart Structures and Systems
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    • v.3 no.3
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    • pp.245-261
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    • 2007
  • Nonlinear time-domain system identification (SI) algorithm is proposed to assess damage in a shear building by synchronously estimating time-varying stiffness and damping parameters using measured acceleration data. Mass properties have been assumed as the a priori known information. Viscous damping was utilized for the current research. To chase possible nonlinear dynamic behavior under severe vibration, an incremental governing equation of vibrational motion has been utilized. Stiffness and damping parameters are estimated at each time step by minimizing the response error between measured and computed acceleration increments at the measured degrees-of-freedom. To solve a nonlinear constrained optimization problem for optimal structural parameters, sensitivities of acceleration increment were formulated with respect to stiffness and damping parameters, respectively. Incremental state vectors of vibrational motion were computed numerically by Newmark-${\beta}$ method. No model is pre-defined in the proposed algorithm for recovering the nonlinear response. A time-window scheme together with Monte Carlo iterations was utilized to estimate parameters with noise polluted sparse measured acceleration. A moving average scheme was applied to estimate the time-varying trend of structural parameters in all the examples. To examine the proposed SI algorithm, simulation studies were carried out intensively with sample shear buildings under earthquake excitations. In addition, the algorithm was applied to assess damage with laboratory test data obtained from free vibration on a three-story shear building model.

Search for Ground Moving Targets Using Dynamic Probability Maps (동적 확률지도를 이용한 지상 이동표적 탐색)

  • Kim, Eun-Kyu;Choi, Bong-Wan;Yim, Dong-Soon
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.38 no.4
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    • pp.11-21
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    • 2015
  • In order to achieve success in ground operations, searching for moving targets is one of critical factors. Usually, the system of searching for adversary ground moving targets has complex properties which includes target's moving characteristics, camouflage level, terrain, weather, available search time window, distance between target and searcher, moving speed, target's tactics, etc. The purpose of this paper is to present a practical quantitative method for effectively searching for infiltrated moving targets considering aforementioned complex properties. Based upon search theories, this paper consists of two parts. One is infiltration route analysis, through terrain and mobility analysis. The other is building dynamic probability maps through Monte Carlo simulation to determine the prioritized searching area for moving targets. This study primarily considers ground moving targets' moving pattern. These move by foot and because terrain has a great effect on the target's movement, they generally travel along a constrained path. With the ideas based on the terrain's effect, this study deliberately performed terrain and mobility analysis and built a constrained path. In addition, dynamic probability maps taking terrain condition and a target's moving speed into consideration is proposed. This analysis is considerably distinct from other existing studies using supposed transition probability for searching moving targets. A case study is performed to validate the effectiveness and usefulness of our methodology. Also, this study suggests that the proposed approach can be used for searching for infiltrated ground moving target within critical time window. The proposed method could be used not only to assist a searcher's mission planning, but also to support the tactical commander's timely decision making ability and ensure the operations' success.

Development of Stochastic Markov Process Model for Maintenance of Armor Units of Rubble-Mound Breakwaters (경사제 피복재의 유지관리를 위한 추계학적 Markov 확률모형의 개발)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.25 no.2
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    • pp.52-62
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    • 2013
  • A stochastic Markov process (MP) model has been developed for evaluating the probability of failure of the armor unit of rubble-mound breakwaters as a function of time. The mathematical MP model could have been formulated by combining the counting process or renewal process (CP/RP) on the load occurrences with the damage process (DP) on the cumulative damage events, and applied to the armor units of rubble-mound breakwaters. Transition probabilities have been estimated by Monte-Carlo simulation (MCS) technique with the definition of damage level of armor units, and very well satisfies some conditions constrained in the probabilistic and physical views. The probabilities of failure have been also compared and investigated in process of time which have been calculated according to the variations of return period and safety factor being the important variables related to design of armor units of rubble-mound breakwater. In particular, it can be quantitatively found how the prior damage levels can effect on the sequent probabilities of failure. Finally, two types of methodology have been in this study proposed to evaluate straightforwardly the repair times which are indispensable to the maintenance of armor units of rubble-mound breakwaters and shown several simulation results including the cost analyses.

A Study on Construction of the CMELDC at Load Points (각 부하지점별 유효부하지속곡선 작성법에 관한 연구)

  • Kim, Hong-Sik;Mun, Seung-Pil;Choe, Jae-Seok
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.49 no.4
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    • pp.195-198
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    • 2000
  • This paper illustrates a new method for constructing composite power system effective load duration curve(CMELDC) at load points. The main concept of proposed method is that the CMELDC can be obtain from convolution integral processing of the outage probabilistic distribution function of not supplied power and the load duration curve given at each load point. The effective load duration curve (ELDC) at HLI plays an important part in probabilistic production simulation, reliability evaluation, outage cost assessment and power supply margins assesment for power system planning and operation. And also, the CMELDC at HLII will extend the application areas of outage cost assessment and reliability evaluation at each load point. The CMELDC at load points using the Monte Carlo method and a DC load flow constrained LP have already been developed by authors. The effective load concept at HLII, however, has not been introduced sufficiently in last paper although the concept is important. In this paper, the main concept of the effective load at HLII which is proposed in this study is defined in details as the summation of the original load and the probabilistic loads caused by the forced outage of generators and transmission lines at this load point. The outage capacity probabilistic distribution function at HLII can be obtained by combining the not supplied powers and the probabilities of the not supplied powers at this load point. It si also expected that the proposed CMELDC can be applied usefully to research areas such as reliability evaluation, probabilistic production cost simulation and analytical outage cost assessment, etc. at HLII in future. The characteristics and effectiveness of this methodology are illustrated by case study of IEEE-RTS.

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Adsorption Characteristics of Nitrogen in Carbonaceous Micropore Structures with Local Molecular Orientation (국부분자배향의 탄소 미세기공 구조에 대한 질소의 흡착 특성)

  • Seo, Yang Gon
    • Clean Technology
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    • v.28 no.3
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    • pp.249-257
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    • 2022
  • The adsorption equilibria of nitrogen on a region of nanoporous carbonaceous adsorbent with local molecular orientation (LMO) were calculated by grand canonical Monte Carlo simulation at 77.16 K. Regions of LMO of identical size were arranged on a regular lattice with uniform spacing. Microporosity was predominately introduced to the model by removing successive out-of-plane domains from the regions of LMO and tilting pores were generated by tilting the basic structure units. This pore structure is a more realistic model than slit-shaped pores for studying adsorption in nanoporous carbon adsorbents. Their porosities, surface areas, and pore size distributions according to constrained nonlinear optimization were also reported. The adsorption in slit shaped pores was also reported for reference. In the slit shaped pores, a clear hysteresis loop was observed in pores of greater than 5 times the nitrogen molecule size, and in capillary condensation and reverse condensation, evaporation occurred immediately at one pressure. In the LMO pore model, three series of local condensations at the basal slip plane, armchair slip plane and interconnected channel were observed during adsorption at pore sizes greater than about 6 times the nitrogen molecular size. In the hysteresis loop, on the other hand, evaporation occurred at one or two pressures during desorption.