• Title/Summary/Keyword: Mean-variance optimization

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A Posterior Preference Articulation Method to the Weighted Mean Squared Error Minimization Approach in Multi-Response Surface Optimization (다중반응표면 최적화에서 가중평균제곱오차 최소화법을 위한 선호도사후제시법)

  • Jeong, In-Jun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.16 no.10
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    • pp.7061-7070
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    • 2015
  • Multi-Response Surface Optimization aims at finding the optimal setting of input variables considering multiple responses simultaneously. The Weighted Mean Squared Error (WMSE) minimization approach, which imposes a different weight on the two components of mean squared error, squared bias and variance, first obtains WMSE for each response and then minimizes all the WMSEs at once. Most of the methods proposed for the WMSE minimization approach to date are classified into the prior preference articulation approach, which requires that a decision maker (DM) provides his/her preference information a priori. However, it is quite difficult for the DM to provide such information in advance, because he/she cannot experience the relationships or conflicts among the responses. To overcome this limitation, this paper proposes a posterior preference articulation method to the WMSE minimization approach. The proposed method first generates all (or most) of the nondominated solutions without the DM's preference information. Then, the DM selects the best one from the set of nondominated solutions a posteriori. Its advantage is that it provides an opportunity for the DM to understand the tradeoffs in the entire set of nondominated solutions and effectively obtains the most preferred solution suitable for his/her preference structure.

Adaptive Error Constrained Backpropagation Algorithm (적응 오류 제약 Backpropagation 알고리즘)

  • 최수용;고균병;홍대식
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.10C
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    • pp.1007-1012
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    • 2003
  • In order to accelerate the convergence speed of the conventional BP algorithm, constrained optimization techniques are applied to the BP algorithm. First, the noise-constrained least mean square algorithm and the zero noise-constrained LMS algorithm are applied (designated the NCBP and ZNCBP algorithms, respectively). These methods involve an important assumption: the filter or the receiver in the NCBP algorithm must know the noise variance. By means of extension and generalization of these algorithms, the authors derive an adaptive error-constrained BP algorithm, in which the error variance is estimated. This is achieved by modifying the error function of the conventional BP algorithm using Lagrangian multipliers. The convergence speeds of the proposed algorithms are 20 to 30 times faster than those of the conventional BP algorithm, and are faster than or almost the same as that achieved with a conventional linear adaptive filter using an LMS algorithm.

Developing drilling rate index prediction: A comparative study of RVR-IWO and RVR-SFL models for rock excavation projects

  • Hadi Fattahi;Nasim Bayat
    • Geomechanics and Engineering
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    • v.36 no.2
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    • pp.111-119
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    • 2024
  • In the realm of rock excavation projects, precise estimation of the drilling rate index stands as a pivotal factor in strategic planning and cost assessment. This study introduces and evaluates two pioneering computational intelligence models designed for the prognostication of the drilling rate index, a pivotal parameter with direct implications for cost estimation in rock excavation projects. These models, denoted as the Relevance Vector Regression (RVR) optimized with the Invasive Weed Optimization algorithm (IWO) (RVR-IWO model) and the RVR integrated with the Shuffled Frog Leaping algorithm (SFL) (RVR-SFL model), represent a groundbreaking approach to forecasting drilling rate index. The RVR-IWO and RVR-SFL models were meticulously devised to harness the capabilities of computational intelligence and optimization techniques for drilling rate index estimation. This research pioneers the integration of IWO and SFL with RVR, constituting an unprecedented effort in forecasting drilling rate index. The primary objective of this study was to gauge the precision and dependability of these models in forecasting the drilling rate index, revealing significant distinctions between the two. In terms of predictive precision, the RVR-IWO model emerged as the superior choice when compared to the RVR-SFL model, underscoring the remarkable efficacy of the Invasive Weed Optimization algorithm. The RVR-IWO model delivered noteworthy results, boasting a Variance Account for (VAF) of 0.8406, a Mean Squared Error (MSE) of 0.0114, and a Squared Correlation Coefficient (R2) of 0.9315. On the contrary, the RVR-SFL model exhibited slightly lower precision, yielding an MSE of 0.0160, a VAF of 0.8205, and an R2 of 0.9120. These findings serve to highlight the potential of the RVR-IWO model as a formidable instrument for drilling rate index prediction, particularly within the framework of rock excavation projects. This research not only makes a significant contribution to the realm of drilling engineering but also underscores the broader adaptability of the RVR-IWO model in tackling an array of challenges within the domain of rock engineering. Ultimately, this study advances the comprehension of drilling rate index estimation and imparts valuable insights into the practical implementation of computational intelligence methodologies within the realm of engineering projects.

Robust Optimization of the Automobile Rearview Mirror for Vibration Reduction (승용차용 후사경의 진동 저감을 위한 강건최적설계)

  • 황광현;이광원;박경진
    • Transactions of the Korean Society of Automotive Engineers
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    • v.7 no.6
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    • pp.198-206
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    • 1999
  • An automobile outside rear view mirror system has been analyzed and designed to reduce vibration with a finite element model. model analysis is conducted for the calculation of natural frequencies. harmonic analysis is utilized to estimate the displacements of the glass surface under dynamic loads. The model is verified with the vibration experiment of the parts and the assembled body. The structure of the mirror system is optimized for the robustness defined by the Taguchi concept. At first, many potential design variables are defined. Final design variables are selected based on the amount of contribution on the objective function. That is, sensitive variables are chose. The SN ratio in the Taguchi method is replaced by an objective function with the mean and the standard deviation of the quality characteristic. The defined objective function is appropriate in the structural design in that the vibration displacements are minimized while the robustness is improved.

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Risk-based Optimal Transmission Expansion Planning (위험도기반 최적송전확장계획)

  • Son, Min-Kyun;Kim, Dong-Min;Kim, Jin-O
    • Proceedings of the KIEE Conference
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    • 2006.11a
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    • pp.393-395
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    • 2006
  • In competitive market, it is important to establish a plan of transmission expansion considering uncertainty of future generation and load behavior. For this reason, revised transmission expansion model is proposed in this paper. In the proposed model, information of predictable future condition are included in a cost function of transmission expansion investment. Also, to reduce risk of the investment, mean-variance Markowitz approach is added to the objective function of cost. By optimization programming, the most robust and the minimum cost plan can be obtained.

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A Study on the Improvement Buckling Strength of Laminated Composite Plate by Taguchi Method (다구찌법을 이용한 복합적층판의 좌굴강도 개선에 관한 연구)

  • 구경민;홍도관;김동영;박일수;안찬우;한근조
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2003.06a
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    • pp.1362-1365
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    • 2003
  • On this study. we improved the efficiency applying algorithm that is repeatedly using orthogonal array in discrete design space and filling a defect of gradient method in continuous design space. we showed optimal ply angle that maximized buckling strength of CFRP laminated composite plate without a hole and with a hole by each aspect ratio. In the case of CFRP laminated composite plate without a hole, we confirmed the reliance and efficiency of algorithm in comparison with the result optimization achievement repeatedly using statistical orthogonal array of experimental design.

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Finding Cost-Effective Mixtures Robust to Noise Variables in Mixture-Process Experiments

  • Lim, Yong B.
    • Communications for Statistical Applications and Methods
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    • v.21 no.2
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    • pp.161-168
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    • 2014
  • In mixture experiments with process variables, we consider the case that some of process variables are either uncontrollable or hard to control, which are called noise variables. Given the such mixture experimental data with process variables, first we study how to search for candidate models. Good candidate models are screened by the sequential variables selection method and checking the residual plots for the validity of the model assumption. Two methods, which use numerical optimization methods proposed by Derringer and Suich (1980) and minimization of the weighted expected loss, are proposed to find a cost-effective robust optimal condition in which the performance of the mean as well as the variance of the response for each of the candidate models is well-behaved under the cost restriction of the mixture. The proposed methods are illustrated with the well known fish patties texture example described by Cornell (2002).

Optimal Ply Design of Laminated Composite Plate with a Hole Considering Vibration (진동을 고려한 원공복합적층판의 최적적층설계)

  • 홍도관;김동영;최경호;안찬우
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.13 no.6
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    • pp.423-429
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    • 2003
  • On this study. we improved the efficiency applying algorithm that is repeatedly using table of orthogonal array in discrete design space and filling a defect of gradient method in continuous design space. we showed optimal ply angle that maximized 1st natural frequency of CFRP laminated composite plate without a hole and with a hole by each aspect ratio. In the case of CFRP laminated composite plate without a hole, we confirmed the reliance and efficiency of algorithm in comparison with the result of optimization achievement repeatedly using statistical table of orthogonal array of experimental design and the BFGS optimal design method.

Solving Probability Constraint in Robust Optimization by Minimizing Percent Defective (불량률 최소화를 통한 강건 최적화의 확률제한조건 처리)

  • Lee, Kwang Ki;Park, Chan Kyoung;Kim, Geun Yeon;Lee, Kwon Hee;Han, Sang Wook;Han, Seung Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.37 no.8
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    • pp.975-981
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    • 2013
  • A robust optimization is only one of the ways to minimize the effects of variances in design variables on the objective functions at the preliminary design stage. To predict the variances and to formulate the probabilistic constraints are the most important procedures for the robust optimization formulation. Though several methods such as the process capability index and the six sigma technique were proposed for the prediction and formulation of the variances and probabilistic constraints, respectively, there are few attempts using a percent defective which has been widely applied in the quality control of the manufacturing process for probabilistic constraints. In this study, the robust optimization for a lower control arm of automobile vehicle was carried out, in which the design space showing the mean and variance sensitivity of weight and stress was explored before robust optimization for a lower control arm. The 2nd order Taylor expansion for calculating the standard deviation was used to improve the numerical accuracy for predicting the variances. Simplex algorithm which does not use the gradient information in optimization was used to convert constrained optimization into unconstrained one in robust optimization.

An Evaluation of Multiple-input Dual-output Run-to-Run Control Scheme for Semiconductor Manufacturing

  • Fan, Shu-Kai-S.;Lin, Yen
    • Industrial Engineering and Management Systems
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    • v.4 no.1
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    • pp.54-67
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    • 2005
  • This paper provides an evaluation of an optimization-based, multiple-input double-output (MIDO) run-to-run (R2R) control scheme for general semiconductor manufacturing processes. The controller in this research, termed adaptive dual response optimizing controller (ADROC), can serve as a process optimizer as well as a recipe regulator between consecutive runs of wafer fabrication. In evaluation, it is assumed that the equipment model could be appropriately described by a pair of second-order polynomial functions in terms of a set of controllable variables. Of practical relevance is to consider a drifting effect in the equipment model since in common semiconductor practice the process tends to drift due to machine aging and tool wearing. We select a typical application of R2R control to chemical mechanical planarization (CMP) in semiconductor manufacturing in this evaluation, and there are five different CMP process scenarios demonstrated, including mean shift, variance increase, and IMA disturbances. For the controller, ADROC, an on-line estimation technique is implemented in a self-tuning (ST) control manner for the adaptation purpose. Subsequently, an ad hoc global optimization algorithm based on the dual response approach, arising from the response surface methodology (RSM) literature, is used to seek the optimum recipe within the acceptability region for the execution of next run. The main components of ADROC are described and its control performance is assessed. It reveals from the evaluation that ADROC can provide excellent control actions for the MIDO R2R situations even though the process exhibits complicated, nonlinear interaction effects between control variables, and the drifting disturbances.