• Title/Summary/Keyword: Multi-variable optimization

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Applications of New Differential Dynamic Programming to the Control of Real-time Reservoir (새로운 미분동적 계획법에 의한 저수지군의 최적제어)

  • Sonu, Jung Ho;Lee, Jae Hyoung
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.4 no.3
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    • pp.27-42
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    • 1984
  • The complexity and expensiveness of water resources projects have made optimum operation and design by computer-based techniques of increasing interest in recent years. Water resources problems in real world need many decisions under numerous constraints. In addition there are nonlinearities in the state and return function. This mathematical and technical troublesome must be overcome so that the optimum operation polices are determined. Then traditional dynamic optimization method encountered two major-cruxes: variable discretization and appearance of constraints. Even several recent methods which based on the Differential Dynamic Programming(DDP) have some difficulties in handling of constraints. This paper has presented New DDP which is applicable to multi-reservoir control. It is intended that the method suggested here is superior to abailable alternatives. This belief is supported by analysis and experiments(New DDT does not suffer course of dimensionality and requires no discretization and is able to handle easily all constraints nonlinearity).

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Optimization of the Truss Structures Using Member Stress Approximate method (응력근사해법(應力近似解法)을 이용한 평면(平面)트러스구조물(構造物)의 형상최적화(形狀最適化)에 관한 연구(研究))

  • Lee, Gyu Won;You, Hee Jung
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.2
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    • pp.73-84
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    • 1993
  • In this research, configuration design optimization of plane truss structure has been tested by using decomposition technique. In the first level, the problem of transferring the nonlinear programming problem to linear programming problem has been effectively solved and the number of the structural analysis necessary for doing the sensitivity analysis can be decreased by developing stress constraint into member stress approximation according to the design space approach which has been proved to be efficient to the sensitivity analysis. And the weight function has been adopted as cost function in order to minimize structures. For the design constraint, allowable stress, buckling stress, displacement constraint under multi-condition and upper and lower constraints of the design variable are considered. In the second level, the nodal point coordinates of the truss structure are used as coordinating variable and the objective function has been taken as the weight function. By treating the nodal point coordinates as design variable, unconstrained optimal design problems are easy to solve. The decomposition method which optimize the section areas in the first level and optimize configuration variables in the second level was applied to the plane truss structures. The numerical comparisons with results which are obtained from numerical test for several truss structures with various shapes and any design criteria show that convergence rate is very fast regardless of constraint types and configuration of truss structures. And the optimal configuration of the truss structures obtained in this study is almost the identical one from other results. The total weight couldbe decreased by 5.4% - 15.4% when optimal configuration was accomplished, though there is some difference.

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A Study on the Optimal Setting of Large Uncharged Hole Boring Machine for Reducing Blast-induced Vibration Using Deep Learning (터널 발파 진동 저감을 위한 대구경 무장약공 천공 장비의 최적 세팅조건 산정을 위한 딥러닝 적용에 관한 연구)

  • Kim, Min-Seong;Lee, Je-Kyum;Choi, Yo-Hyun;Kim, Seon-Hong;Jeong, Keon-Woong;Kim, Ki-Lim;Lee, Sean Seungwon
    • Explosives and Blasting
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    • v.38 no.4
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    • pp.16-25
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    • 2020
  • Multi-setting smart-investigation of the ground and large uncharged hole boring (MSP) method to reduce the blast-induced vibration in a tunnel excavation is carried out over 50m of long-distance boring in a horizontal direction and thus has been accompanied by deviations in boring alignment because of the heavy and one-directional rotation of the rod. Therefore, the deviation has been adjusted through the boring machine's variable setting rely on the previous construction records and expert's experience. However, the geological characteristics, machine conditions, and inexperienced workers have caused significant deviation from the target alignment. The excessive deviation from the boring target may cause a delay in the construction schedule and economic losses. A deep learning-based prediction model has been developed to discover an ideal initial setting of the MSP machine. Dropout, early stopping, pre-training techniques have been employed to prevent overfitting in the training phase and, significantly improved the prediction results. These results showed the high possibility of developing the model to suggest the boring machine's optimum initial setting. We expect that optimized setting guidelines can be further developed through the continuous addition of the data and the additional consideration of the other factors.

Optimal Configuration of the Truss Structures by Using Decomposition Method of Three-Phases (3단계(段階) 분할기법(分割技法)에 의한 평면(平面)트러스 구조물(構造物)의 형상(形狀) 최적화(最適化)에 관한 연구(硏究))

  • Lee, Gyu Won;Song, Gi Beom
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.12 no.3
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    • pp.39-55
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    • 1992
  • In this research, a Three Level Decomposition technique has been developed for configuration design optimization of truss structures. In the first level, as design variables, behavior variables are used and the strain energy has been treated as the cost function to be maximized so that the truss structure can absorb maximum energy. For design constraint of the optimal design problem, allowable stress, buckling stress, and displacement under multi-loading conditions are considered. In the second level, design problem is formulated using the cross-sectional area as the design variable and the weight of the truss structure as the cost function. As for the design constraint, the equilibrium equation with the optimal displacement obtained in the first level is used. In the third level, the nodal point coordinates of the truss structure are used as coordinating variable and the weight has been taken as the cost function. An advantage of the Three Level Decomposition technique is that the first and second level design problems are simple because they are linear programming problems. Moreover, the method is efficient because it is not necessary to carry out time consuming structural analysis and techniques for sensitivity analysis during the design optimization process. By treating the nodal point coordinates as design variables, the third level becomes unconstrained optimal design problems which is easier to solve. Moreover, by using different convergence criteria at each level of design problem, improved convergence can be obtained. The proposed technique has been tested using four different truss structures to yield almost identical optimum designs in the literature with efficient convergence rate regardless of constraint types and configuration of truss structures.

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Recent Progress in Air-Conditioning and Refrigeration Research : A Review of Papers Published in the Korean Journal of Air-Conditioning and Refrigeration Engineering in 2016 (설비공학 분야의 최근 연구 동향 : 2016년 학회지 논문에 대한 종합적 고찰)

  • Lee, Dae-Young;Kim, Sa Ryang;Kim, Hyun-Jung;Kim, Dong-Seon;Park, Jun-Seok;Ihm, Pyeong Chan
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.29 no.6
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    • pp.327-340
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    • 2017
  • This article reviews the papers published in the Korean Journal of Air-Conditioning and Refrigeration Engineering during 2016. It is intended to understand the status of current research in the areas of heating, cooling, ventilation, sanitation, and indoor environments of buildings and plant facilities. Conclusions are as follows. (1) The research works on the thermal and fluid engineering have been reviewed as groups of flow, heat and mass transfer, the reduction of pollutant exhaust gas, cooling and heating, the renewable energy system and the flow around buildings. CFD schemes were used more for all research areas. (2) Research works on heat transfer area have been reviewed in the categories of heat transfer characteristics, pool boiling and condensing heat transfer and industrial heat exchangers. Researches on heat transfer characteristics included the results of the long-term performance variation of the plate-type enthalpy exchange element made of paper, design optimization of an extruded-type cooling structure for reducing the weight of LED street lights, and hot plate welding of thermoplastic elastomer packing. In the area of pool boiling and condensing, the heat transfer characteristics of a finned-tube heat exchanger in a PCM (phase change material) thermal energy storage system, influence of flow boiling heat transfer on fouling phenomenon in nanofluids, and PCM at the simultaneous charging and discharging condition were studied. In the area of industrial heat exchangers, one-dimensional flow network model and porous-media model, and R245fa in a plate-shell heat exchanger were studied. (3) Various studies were published in the categories of refrigeration cycle, alternative refrigeration/energy system, system control. In the refrigeration cycle category, subjects include mobile cold storage heat exchanger, compressor reliability, indirect refrigeration system with $CO_2$ as secondary fluid, heat pump for fuel-cell vehicle, heat recovery from hybrid drier and heat exchangers with two-port and flat tubes. In the alternative refrigeration/energy system category, subjects include membrane module for dehumidification refrigeration, desiccant-assisted low-temperature drying, regenerative evaporative cooler and ejector-assisted multi-stage evaporation. In the system control category, subjects include multi-refrigeration system control, emergency cooling of data center and variable-speed compressor control. (4) In building mechanical system research fields, fifteenth studies were reported for achieving effective design of the mechanical systems, and also for maximizing the energy efficiency of buildings. The topics of the studies included energy performance, HVAC system, ventilation, renewable energies, etc. Proposed designs, performance tests using numerical methods and experiments provide useful information and key data which could be help for improving the energy efficiency of the buildings. (5) The field of architectural environment was mostly focused on indoor environment and building energy. The main researches of indoor environment were related to the analyses of indoor thermal environments controlled by portable cooler, the effects of outdoor wind pressure in airflow at high-rise buildings, window air tightness related to the filling piece shapes, stack effect in core type's office building and the development of a movable drawer-type light shelf with adjustable depth of the reflector. The subjects of building energy were worked on the energy consumption analysis in office building, the prediction of exit air temperature of horizontal geothermal heat exchanger, LS-SVM based modeling of hot water supply load for district heating system, the energy saving effect of ERV system using night purge control method and the effect of strengthened insulation level to the building heating and cooling load.

A Study on the Prediction Model of Stock Price Index Trend based on GA-MSVM that Simultaneously Optimizes Feature and Instance Selection (입력변수 및 학습사례 선정을 동시에 최적화하는 GA-MSVM 기반 주가지수 추세 예측 모형에 관한 연구)

  • Lee, Jong-sik;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.23 no.4
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    • pp.147-168
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    • 2017
  • There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.