• 제목/요약/키워드: Global Optimization

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다중 에이전트 Q-학습 구조에 기반한 주식 매매 시스템의 최적화 (Optimization of Stock Trading System based on Multi-Agent Q-Learning Framework)

  • 김유섭;이재원;이종우
    • 정보처리학회논문지B
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    • 제11B권2호
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    • pp.207-212
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    • 2004
  • 본 논문은 주식 매매 시스템을 위한 강화 학습 구조를 제시한다. 매매 시스템에 사용되는 매개변수들은 Q-학습 알고리즘에 의하여 최적화되고, 인공 신경망이 값의 근사치를 구하기 위하여 활용된다 이 구조에서는 서로 유기적으로 협업하는 다중 에이전트를 이용하여 전역적인 추세 예측과 부분적인 매매 전략을 통합하여 개선된 매매 성능을 가능하게 한다. 에이전트들은 서로 통신하여 훈련 에피소드와 학습된 정책을 서로 공유하는데, 이 때 전통적인 Q-학습의 모든 골격을 유지한다. 실험을 통하여, KOSPI 200에서는 제안된 구조에 기반 한 매매 시스템을 통하여 시장 평균 수익률을 상회하며 동시에 상당한 이익을 창출하는 것을 확인하였다. 게다가 위험 관리의 측면에서도 본 시스템은 교사 학습(supervised teaming)에 의하여 훈련된 시스템에 비하여 더 뛰어난 성능을 보여주었다.

전력시장 시뮬레이션을 위한 MAS 기반 GENCO 모델링 (Multi-agent System based GENCO model for an effective market simulation)

  • 강동주;김학만;정구형;한석만;김발호;허돈
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2007년도 제38회 하계학술대회
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    • pp.127-129
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    • 2007
  • Since the competitive market environment was introduced into the electric power industry, the structure of the industry has been changing from vertically integrated system to functionally unbundled and decentralized system composed of multiple (decision-making) market participants. So the market participants such as Gencos or LSE (load serving entity) need to forecast the market clearing price and thus build their offer or bidding strategies. Not just these market players but also a market operator is required to perform market analysis and ensure simulation capability to manage and monitor the competitive electricity market. For fulfilling the demand for market simulation, many global venders like GE, Henwood, Drayton Analytics, CRA, etc. have developed and provided electricity market simulators. Most of these simulators are based on the optimization formulation which has been used mainly for the least cost resource planning in the centralized power system planning and operation. From this standpoint, it seems somehow inevitable to face many challenges on modeling competitive market based on the method of traditional market simulators. In this paper, we propose a kind of new method, which is MAS based market simulation. The agent based model has already been introduced in EMCAS, one of commercial market simulators, but there may be various ways of modeling agent. This paper, in particular, seeks to introduce an model for MAS based market simulator.

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Gray Wolf Optimizer for the Optimal Coordination of Directional Overcurrent Relay

  • Kim, Chang-Hwan;Khurshaid, Tahir;Wadood, Abdul;Farkoush, Saeid Gholami;Rhee, Sang-Bong
    • Journal of Electrical Engineering and Technology
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    • 제13권3호
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    • pp.1043-1051
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    • 2018
  • The coordination of directional overcurrent relay (DOCR) is employed in this work, considering gray wolf optimizer (GWO), a recently designed optimizer that employs the hunting and leadership attitude of gray wolves for searching a global optimum. In power system protection coordination problem, the objective function to be optimized is the sum of operating time of all the main relays. The coordination of directional overcurrent relays is formulated as a linear programming problem. The proposed optimization technique aims to minimize the time dial settings (TDS) of the relays. The calculation of the Time Dial Setting (TDS) setting of the relays is the core of the coordination study. In this article two case studies of IEEE 6-bus system and IEEE 30-bus system are utilized to see the efficiency of this algorithm and the results had been compared with the other algorithms available in the reference and it was observed that the proposed scheme is quite competent for dealing with such problems. From analyzing the obtained results, it has been found that the GWO approach provides the most globally optimum solution at a faster convergence speed. GWO has achieved a lot of relaxation due to its easy implementation, modesty and robustness. MATLAB computer programming has been applied to see the effectiveness of this algorithm.

히스토리매칭 기법을 이용한 비모수 지구통계 모사 예측성능 향상 예비연구 (A Preliminary Study of Enhanced Predictability of Non-Parametric Geostatistical Simulation through History Matching Technique)

  • 정진아;프라딥 포디얄;박은규
    • 한국지하수토양환경학회지:지하수토양환경
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    • 제17권5호
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    • pp.56-67
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    • 2012
  • In the present study, an enhanced subsurface prediction algorithm based on a non-parametric geostatistical model and a history matching technique through Gibbs sampler is developed and the iterative prediction improvement procedure is proposed. The developed model is applied to a simple two-dimensional synthetic case where domain is composed of three different hydrogeologic media with $500m{\times}40m$ scale. In the application, it is assumed that there are 4 independent pumping tests performed at different vertical interval and the history curves are acquired through numerical modeling. With two hypothetical borehole information and pumping test data, the proposed prediction model is applied iteratively and continuous improvements of the predictions with reduced uncertainties of the media distribution are observed. From the results and the qualitative/quantitative analysis, it is concluded that the proposed model is good for the subsurface prediction improvements where the history data is available as a supportive information. Once the proposed model be a matured technique, it is believed that the model can be applied to many groundwater, geothermal, gas and oil problems with conventional fluid flow simulators. However, the overall development is still in its preliminary step and further considerations needs to be incorporated to be a viable and practical prediction technique including multi-dimensional verifications, global optimization, etc. which have not been resolved in the present study.

화학제품 운반선 수평 파형격벽의 최소중량설계에 관한 연구 (A Study on Minimum Weight Design of Horizontal Corrugated Bulkheads for Chemical Tankers)

  • 신상훈;고대은
    • 한국산학기술학회논문지
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    • 제17권9호
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    • pp.51-56
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    • 2016
  • 파형격벽은 보강격벽에 비해 많은 장점을 갖고 있어 살물선, 정유운반선, 화학제품 운반선의 화물창 격벽으로 사용되고 있다. 살물선 파형격벽의 최적 파형을 구하기 위한 연구는 비교적 활발하게 수행되어 왔으나, 고가의 재질로 구성되어 최적설계 시 경제적 효과가 가장 클 것으로 예상되는 화학제품 운반선에 대한 연구는 거의 찾아보기 어렵다. 화학제품 운반선의 파형격벽은 크게 수직 파형격벽과 수평 파형격벽으로 구분할 수 있으며, 수평 파형격벽은 다른 선종에서는 볼 수 없는 특별한 형태의 격벽으로 30K급 실적선의 경우 전체 파형격벽의 30% 정도를 차지하고 있다. 본 연구의 목적은 화학제품 운반선의 수평 파형격벽에 대한 최소중량설계 방법을 개발하는 것으로, 최적화 기법으로는 진화전략 기법을 도입하여 전체 최소점을 신뢰성 있게 탐색하였고 최적의 결과를 주는 설계변수 값이더라도 현장의 작업성을 위반하면 도태되도록 하여 현장 적용성을 높였다. 또한, 유한요소법에 의한 구조해석을 통해 도출된 최적설계 결과에 대한 구조 안전성을 검증하였다. 최적화 결과에 따른 수평 파형격벽의 설계는 실적선과 비교하여 동등 수준의 구조강도를 확보하면서도 약 14%의 중량 절감 효과를 보였으며, 이에 따라 설계 및 제작 공수를 줄이는데도 크게 기여할 것으로 기대된다.

Combining a HMM with a Genetic Algorithm for the Fault Diagnosis of Photovoltaic Inverters

  • Zheng, Hong;Wang, Ruoyin;Xu, Wencheng;Wang, Yifan;Zhu, Wen
    • Journal of Power Electronics
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    • 제17권4호
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    • pp.1014-1026
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    • 2017
  • The traditional fault diagnosis method for photovoltaic (PV) inverters has a difficult time meeting the requirements of the current complex systems. Its main weakness lies in the study of nonlinear systems. In addition, its diagnosis time is long and its accuracy is low. To solve these problems, a hidden Markov model (HMM) is used that has unique advantages in terms of its training model and its recognition for diagnosing faults. However, the initial value of the HMM has a great influence on the model, and it is possible to achieve a local minimum in the training process. Therefore, a genetic algorithm is used to optimize the initial value and to achieve global optimization. In this paper, the HMM is combined with a genetic algorithm (GHMM) for PV inverter fault diagnosis. First Matlab is used to implement the genetic algorithm and to determine the optimal HMM initial value. Then a Baum-Welch algorithm is used for iterative training. Finally, a Viterbi algorithm is used for fault identification. Experimental results show that the correct PV inverter fault recognition rate by the HMM is about 10% higher than that of traditional methods. Using the GHMM, the correct recognition rate is further increased by approximately 13%, and the diagnosis time is greatly reduced. Therefore, the GHMM is faster and more accurate in diagnosing PV inverter faults.

Design and control of extractive distillation for the separation of methyl acetate-methanol-water

  • Wang, Honghai;Ji, Pengyu;Cao, Huibin;Su, Weiyi;Li, Chunli
    • Korean Journal of Chemical Engineering
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    • 제35권12호
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    • pp.2336-2347
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    • 2018
  • The azeotrope of methyl acetate methanol and water was isolated using extractive distillation with water as entrainer. The pressure-swing extractive distillation (PSED) process and vapor side-stream distillation column (VSDC) with the rectifier process were designed to separate the methyl acetate, methanol and water mixture. It was revealed that the VSDC with the rectifier process had a reduction in energy consumption than the PSED process. Four control schemes of the two process were investigated: Double temperature control scheme (CS1), $Q_R/F$ feedforward control of reboiler duty scheme for PESD (CS2), $Q_R/F$ feedback control scheme for VSDC (CS3), the feedback control scheme of sensitive plate temperature of side-drawing distillation column to dominate the compressor shaft speed (CS4). Feed flow and composition disturbance were used to evaluate the dynamic performance. As a result, CS4 is a preferable choice for separation of methyl acetate-methanol-water mixture. A control scheme combining the operating parameters of dynamic equipment with the control indicators of static equipment was proposed in this paper. It means using the sensitive plate temperature of side-drawing column to control the compressor shaft speed. This is a new control scheme for extractive distillation.

Assessment of Rainfall Runoff and Flood Inundation in the Mekong River Basin by Using RRI Model

  • Try, Sophal;Lee, Giha;Yu, Wansik;Oeurng, Chantha
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2017년도 학술발표회
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    • pp.191-191
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    • 2017
  • Floods have become more widespread and frequent among natural disasters and consisted significant losses of lives and properties worldwide. Flood's impacts are threatening socio-economic and people's lives in the Mekong River Basin every year. The objective of this study is to identify the flood hazard areas and inundation depth in the Mekong River Basin. A rainfall-runoff and flood inundation model is necessary to enhance understanding of characteristic of flooding. Rainfall-Runoff-Inundation (RRI) model, a two-dimensional model capable of simulating rainfall-runoff and flood inundation simultaneously, was applied in this study. HydoSHEDS Topographical data, APPRODITE precipitation, MODIS land use, and river cross section were used as input data for the simulation. The Shuffled Complex Evolution (SCE-UA) global optimization method was integrated with RRI model to calibrate the sensitive parameters. In the present study, we selected flood event in 2000 which was considered as 50-year return period flood in term of discharge volume of 500 km3. The simulated results were compared with observed discharge at the stations along the mainstream and inundation map produced by Dartmouth Flood Observatory and Landsat 7. The results indicated good agreement between observed and simulated discharge with NSE = 0.86 at Stung Treng Station. The model predicted inundation extent with success rate SR = 67.50% and modified success rate MSR = 74.53%. In conclusion, the RRI model was successfully used to simulate rainfall runoff and inundation processes in the large scale Mekong River Basin with a good performance. It is recommended to improve the quality of the input data in order to increase the accuracy of the simulation result.

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전기차 카셰어링 시스템 최적화를 위한 모델링 및 시뮬레이션 (Modeling and Simulation of Electric Vehicle Sharing System for Optimized Operation)

  • 서용원
    • 한국시뮬레이션학회논문지
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    • 제25권4호
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    • pp.93-108
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    • 2016
  • 전기차 카셰어링은 친환경차량인 전기차를 여러 사용자들이 함께 이용함으로써 교통부문의 온실가스 발생량을 감소시키고, 동시에 자가용 증가로 인한 공간 및 환경문제를 해결할 수 있는 방안으로 주목받고 있다. 그러나 아직 도입단계에 불과하기 때문에 전기차 카셰어링 시스템의 효율성이나 사업가능성에 대한 연구나 분석이 필요한 실정이다. 이러한 배경하에 본 연구에서는 전기차 카셰어링 시스템의 운영상태와 결과를 분석이 가능한 모형을 개발하였으며, 현재 실시되고 있는 시범사업 내용을 반영하여 시뮬레이션을 실시하였다. 시뮬레이션 결과 전기차 카셰어링 시스템 운영과 관련된 변수들 사이의 관계와 운영효율을 최대화 할 수 있는 최적용량 등을 분석하였다. 시뮬레이션 분석에서는 차량대수와 충전기수가 증가할수록 서비스 제공율은 계속 증가하다가 일정수준에 도달하면 증가폭과 그 효율이 감소하는 것으로 나타났다. 또한 카셰어링 시스템 운영에 따른 수익과 비용을 분석하여 연간 운영 이익을 최대화 할 수 있는 최적 차량대수 및 최적 충전기 수를 도출하였다.

A study on minimum weight design of vertical corrugated bulkheads for chemical tankers

  • Shin, Sang-Hoon;Ko, Dae-Eun
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제10권2호
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    • pp.180-187
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    • 2018
  • Corrugated bulkhead has been adopted for cargo tank bulkheads of commercial vessels such as bulk carriers, product oil carriers and chemical tankers. It is considered that corrugated bulkhead is a preferred structural solution, compared to the flat stiffened bulkhead, due to several advantages such as lower mass, easier maintenance and smaller corrosion problems. Many researches to find the optimum shape of corrugated bulkhead have been mostly carried out for bulk carriers. Compared to corrugated bulkheads of bulk carriers, ones of chemical tankers are more complicated since they are composed of transverse and longitudinal bulkheads, and they are made of higher priced materials. The purpose of this study is the development of minimum weight design method for corrugated bulkhead of chemical tankers. Evolution strategy is applied as an optimization technique. It has been verified from many researches that evolution strategy searches global optimum point prominently by using multi-individual searching technique. Multi-individual searching methods need excessive time if they connect to 3-D finite element model for repetitive structural analyses. In order to resolve this issue, 2-D beam element connected to deck and lower stool is substituted for a corrugated structure in this study. To verify the reliability of the structural responses by idealized 2-D beam model, they have been compared with ones by 3-D finite element model. In this study, optimum design for corrugated bulkhead of 30 K chemical tanker has been carried out, and the results by developed optimum design program have been compared with design data of existing ship. It is found out that optimum design is about 9% lighter than one of existing ship.