• 제목/요약/키워드: Mathematical Programming Model

검색결과 243건 처리시간 0.031초

Generating Complicated Models for Time Series Using Genetic Programming

  • Yoshihara, Ikuo;Yasunaga, Moritoshi
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.146.4-146
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    • 2001
  • Various methods have been proposed for the time series prediction. Most of the conventional methods only optimize parameters of mathematical models, but to construct an appropriate functional form of the model is more difficult in the first place. We employ the Genetic Programming (GP) to construct the functional form of prediction models. Our method is distinguished because the model parameters are optimized by using Back-Propagation (BP)-like method and the prediction model includes discontinuous functions, such as if and max, as node functions for describing complicated phenomena. The above-mentioned functions are non-differentiable, but the BP method requires derivative. To solve this problem, we develop ...

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배출권 거래제를 고려한 전원개발계획에 관한 연구 (A Study on the Power Expansion Planning Model Considering the Emission Trading)

  • 안중환;김발호
    • 전기학회논문지
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    • 제61권7호
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    • pp.957-965
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    • 2012
  • Korean government has been preparing the introduction of Emission Trading as part of the framework convention on Climate Change as a relief of negative downstream effect over electricity industry. This paper develops a mathematical model amenable to analyzing the economic impact of introduced emission trading system on the national generation expansion planning. The developed model was also employed with a case study to verify its applicability.

SWMM의 유출량 보정을 위한 매개변수 최적화 (Parameter Optimization for Runoff Calibration of SWMM)

  • 조재현;이종호
    • 환경영향평가
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    • 제15권6호
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    • pp.435-441
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    • 2006
  • For the calibration of rainfall-runoff model, automatic calibration methods are used instead of manual calibration to obtain the reliable modeling results. When mathematical programming techniques such as linear programming and nonlinear programming are applied, there is a possibility to arrive at the local optimum. To solve this problem, genetic algorithm is introduced in this study. It is very simple and easy to understand but also applicable to any complicated mathematical problem, and it can find out the global optimum solution effectively. The objective of this study is to develope a parameter optimization program that integrate a genetic algorithm and a rainfall-runoff model. The program can calibrate the various parameters related to the runoff process automatically. As a rainfall-runoff model, SWMM is applied. The automatic calibration program developed in this study is applied to the Jangcheon watershed flowing into the Youngrang Lake that is in the eutrophic state. Runoff surveys were carried out for two storm events on the Jangcheon watershed. The peak flow and runoff volume estimated by the calibrated model with the survey data shows good agreement with the observed values.

2단계 VMI 공급사슬에서 통합 재고/차량경로 문제를 위한 유전알고리듬 해법 (A Genetic Algorithm for Integrated Inventory and Routing Problems in Two-echelon VMI Supply Chains)

  • 박양병;박해수
    • 대한산업공학회지
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    • 제34권3호
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    • pp.362-372
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    • 2008
  • Manufacturers, or vendors, and their customers continue to adopt vendor-managed inventory(VMI) program to improve supply chain performance through collaboration achieved by consolidating replenishment responsibility upstream with vendors. In this paper, we construct a mixed integer linear programming model and propose a genetic algorithm for the integrated inventory and routing problems with lost sales maximizing the total profit in the VMI supply chains which comprise of a single manufacturer and multi-retailer. The proposed GA is compared with the mathematical model on the various sized test problems with respect to the solution quality and computation time. As a result, the GA demonstrates the capability of reaching solutions that are very close to those obtained by the mathematical model for small problems and stay within 3.2% from those obtained by the mathematical model for larger problems, with a much shorter computation time. Finally, we investigate the effects of the cost and operation variables on the total profit of the problem as well as the GA performance through the sensitivity analyses.

화물수송체계의 평가와 개선을 위한 다목적 Programming모델 (Multiobjective Transportation Infrastructure Development Problems on Dynamic Transportation Networks)

  • 이금숙
    • 대한교통학회지
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    • 제5권1호
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    • pp.47-58
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    • 1987
  • A commodity distribution problem with intertemporal storage facilities and dynamic transportation networks is proposed. mathematical integer programming methods and multiobjective programming techniques are used in the model formulation. Dynamic characteristics of commodity distribution problems are taken into account in the model formulation. storage facility location problems and transportation link addition problems are incorporated into the intertemporal multicommodity distribution problem. The model is capable of generating the most efficient and rational commodity distribution system. Therefore it can be utilized to provided the most effective investment plan for the transportation infrastructure development as well as to evaluate the existing commodity distribution system. The model determines simultaneously the most efficient locations, sizes, and activity levels of storage facilities as well as new highway links. It is extended to multiobjective planning situations for the purpose of generating alternative investment plans in accordance to planning situations. sine the investment in transportation network improvement yields w\several external benefits for a regional economy, the induced benefit maximization objective is incorporated into the cost minimization objective. The multiobjective model generates explicitly the trade-off between cost savings and induced benefits of the investment in transportation network improvement.

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OPTIMAL SHORT-TERM UNIT COMMITMENT FOR HYDROPOWER SYSTEMS USING DYNAMIC PROGRAMMING

  • Yi, Jae-eung
    • Water Engineering Research
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    • 제1권4호
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    • pp.279-291
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    • 2000
  • A mathematical model using dynamic programming approach is applied to an optimal unit commitment problem. In this study, the units are treated as stages instead of as state dimension, and the time dimension corresponds to the state dimension instead of stages. A considerable amount of computer time is saved as compared to the normal approach if there are many units in the basin. A case study on the Lower Colorado River Basin System is presented to demonstrate the capabilities of the optimal scheduling of hydropower units.

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활동기준원가시스템의 원가동인 선택 및 병합 (Cost Driver Selection and Aggregation for Activity-Based Costing)

  • 이한;이경근
    • 경영과학
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    • 제17권2호
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    • pp.115-124
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    • 2000
  • Activity-Based Costing(ABC) is an accounting cost system which allocates the overhead cost to each cost object more accurately. ABC system achieves improved accuracy in estimating the cost of cost object by using multiple cost drivers to trace the cost of activities to the cost objects associated with the resources consumed by those activities. The selection and the aggregation of these cost driver candidates can pose difficult problems. This paper deals with these problems in mathematical programming approach. The first model is formulated as an integer programming model in cost driver selection and the second model is formulated as multi-objective goal programming model in reduction of cost drivers already selected.

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Base Station Placement for Wireless Sensor Network Positioning System via Lexicographical Stratified Programming

  • Yan, Jun;Yu, Kegen
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제9권11호
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    • pp.4453-4468
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    • 2015
  • This paper investigates optimization-based base station (BS) placement. An optimization model is defined and the BS placement problem is transformed to a lexicographical stratified programming (LSP) model for a given trajectory, according to different accuracy requirements. The feasible region for BS deployment is obtained from the positioning system requirement, which is also solved with signal coverage problem in BS placement. The LSP mathematical model is formulated with the average geometric dilution of precision (GDOP) as the criterion. To achieve an optimization solution, a tolerant factor based complete stratified series approach and grid searching method are utilized to obtain the possible optimal BS placement. Because of the LSP model utilization, the proposed algorithm has wider application scenarios with different accuracy requirements over different trajectory segments. Simulation results demonstrate that the proposed algorithm has better BS placement result than existing approaches for a given trajectory.

정수계획법을 이용한 최적 감시장비 배치모형에 관한 연구 (An Optimal Surveillance Units Assignment Model Using Integer Programming)

  • 서성철;정규련
    • 한국국방경영분석학회지
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    • 제23권1호
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    • pp.14-24
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    • 1997
  • This study is to develop an optimal surveillance units assignment model in order to obtain the maximized surveillance efficiency with the limited surveillance units. There are many mathematical models which deal with problems to assign weapons such as aircrafts, missiles and guns to targets. These models minimize the lost required to attack, the threat forecast from the enemy, or both of them. However, a problem of the efficient assignment of surveillance units is not studied yet, nevertbless it is important in the battlefield surveillance system. This paper is concerned with the development of the optimal surveillance units assignment model using integer programming. An optimal integer solution of the model can be obtained by using linear programming and branch and bound method.

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수리계획법 학습을 위한 부분집합총합문제 기반 퍼즐 게임 개발 (Developing a Subset Sum Problem based Puzzle Game for Learning Mathematical Programming)

  • 김준우;임광혁
    • 한국콘텐츠학회논문지
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    • 제13권12호
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    • pp.680-689
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    • 2013
  • 최근 즐거움과 학습 효과를 동시에 제공하는 교육용 기능성 게임이 많은 주목을 받고 있다. 그러나 대부분의 교육용 게임들을 유아나 아동들을 대상으로 하고 있고, 고등 교육에서 이러한 게임을 활용하는 것은 여전히 어려운 실정이다. 반면, 본 논문은 대학생들에게 수리계획법을 가르치는데 활용할 수 있는 교육용 게임을 개발하고자 한다. 잘 알려져 있듯이, 대부분의 퍼즐 게임들은 연관된 최적화 문제로의 변형이 가능하며, 본 논문에서는 부분집합총합문제 기반 교육용 퍼즐 게임을 제안한다. 이 게임은 사용자가 퍼즐을 플레이하거나 이를 풀기 위한 수리계획모형을 작성할 수 있게 도와준다. 나아가, 사용자들은 모형 작성을 위한 적절한 안내를 제공받으며, 작성된 모형은 자동 생성된 데이터들에 의해 평가된다. 본 논문의 교육용 게임은 산업공학이나 경영과학 분야 대학생들에게 기본적인 수리계획모형을 가르치는데 특히 도움이 될 것으로 기대된다.