• Title/Summary/Keyword: Optimization Methods

Search Result 2,825, Processing Time 0.036 seconds

An Empirical Data Driven Optimization Approach By Simulating Human Learning Processes (인간의 학습과정 시뮬레이션에 의한 경험적 데이터를 이용한 최적화 방법)

  • Kim Jinhwa
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.29 no.4
    • /
    • pp.117-134
    • /
    • 2004
  • This study suggests a data driven optimization approach, which simulates the models of human learning processes from cognitive sciences. It shows how the human learning processes can be simulated and applied to solving combinatorial optimization problems. The main advantage of using this method is in applying it into problems, which are very difficult to simulate. 'Undecidable' problems are considered as best possible application areas for this suggested approach. The concept of an 'undecidable' problem is redefined. The learning models in human learning and decision-making related to combinatorial optimization in cognitive and neural sciences are designed, simulated, and implemented to solve an optimization problem. We call this approach 'SLO : simulated learning for optimization.' Two different versions of SLO have been designed: SLO with position & link matrix, and SLO with decomposition algorithm. The methods are tested for traveling salespersons problems to show how these approaches derive new solution empirically. The tests show that simulated learning for optimization produces new solutions with better performance empirically. Its performance, compared to other hill-climbing type methods, is relatively good.

ITERATION METHOD FOR CONSTRAINED OPTIMIZATION PROBLEMS GOVERNED BY PDE

  • Lee, Hyung-Chun
    • Communications of the Korean Mathematical Society
    • /
    • v.13 no.1
    • /
    • pp.195-209
    • /
    • 1998
  • In this paper we present a new iteration method for solving optimization problems governed by partial differential equations. We generalize the existing methods such as simple gradient methods and pseudo-time methods to get an efficient iteration method. Numerical tests show that the convergence of the new iteration method is much faster than those of the pseudo-time methods especially when the parameter $\sigma$ in the cost functional is small.

  • PDF

Performance Comparison of CEALM and NPSOL

  • Seok, Hong-Young;Jea, Tahk-Min
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2001.10a
    • /
    • pp.169.4-169
    • /
    • 2001
  • Conventional methods to solve the nonlinear programming problem range from augmented Lagrangian methods to sequential quadratic programming (SQP) methods. NPSOL, which is a SQP code, has been widely used to solve various optimization problems but is still subject to many numerical problems such as convergence to local optima, difficulties in initialization and in handling non-smooth cost functions. Recently, many evolutionary methods have been developed for constrained optimization. Among them, CEALM (Co-Evolutionary Augmented Lagrangian Method) shows excellent performance in the following aspects: global optimization capability, low sensitivity to the initial parameter guessing, and excellent constraint handling capability due to the benefit of the augmented Lagrangian function. This algorithm is ...

  • PDF

A Study on Optimization Model of Time-Cost Trade-off Analysisusing Particle Swarm Optimization (Particle Swarm Optimization을 이용한 공기-비용 절충관계 최적화 모델에 관한 연구)

  • Park, U-Yeol;An, Sung-Hoon
    • Journal of the Korea Institute of Building Construction
    • /
    • v.8 no.6
    • /
    • pp.91-98
    • /
    • 2008
  • It is time-consuming and difficulty to solve the time-cost trade-off problems, as there are trade-offs between time and cost to complete the activities in construction projects and this problems do not have unique solutions. Typically, heuristic methods, mathematical models and GA models has been used to solve this problems. As heuristic methods and mathematical models are have weakness in solving the time-cost trade-off problems, GA based model has been studied widely in recent. This paper suggests the time-cost trade-off optimization algorithm using particle swarm optimization. The traditional particle swarm optimization model is modified to generate optimal tradeoffs among construction time and cost efficiently. An application example is analyzed to illustrate the use of the suggested algorithm and demonstrate its capabilities in generating optimal tradeoffs among construction time and cost. Future applications of the model are suggested in the conclusion.

Optimum Design of Reinforced Concrete Agricultural Aqueduct Abutment and Pier Using Continuous and Mixed-Discrete Optimization Methods (연속형 및 혼합이산형 최적설계법에 의한 농업용 수로교 교각 및 교대의 최적설계)

  • Kim, Jong-Ok;Park, Chan-Gi;Cha, Sang-Sun
    • Journal of The Korean Society of Agricultural Engineers
    • /
    • v.52 no.6
    • /
    • pp.49-56
    • /
    • 2010
  • This study was conducted to find out the best optimum design method for the design of reinforced concrete agricultural aqueduct abutment and pier structures. The mixed-discrete optimization and continuous optimization method were applied to the design of reinforced concrete agricultural aqueduct abutment and pier and the results of these optimization methods were compared each other. It is proved that mixed-discrete optimization method is more reliable, efficient and reasonable than continuous optimization method for the optimum design of the reinforced concrete agricultural aqueduct abutment and pier.

Hull Form Optimization using Parametric Modification Functions and Global Optimization (전역 최적화기법과 파라메트릭 변환함수를 이용한 선형 최적화)

  • Kim, Hee-Jung;Chun, Ho-Hwan;An, Nam-Hyun
    • Journal of the Society of Naval Architects of Korea
    • /
    • v.45 no.6
    • /
    • pp.590-600
    • /
    • 2008
  • This paper concerns the development of a designer friendly hull form parameterization and its coupling with advanced global optimization algorithms. As optimization algorithms, we choose the Partial Swarm Optimization(PSO) recently introduced to solve global optimization problems. Most general-purpose optimization softwares used in industrial applications use gradient-based algorithms, mainly due to their convergence properties and computational efficiency when a relatively few number of variables are considered. However, local optimizers have difficulties with local minima and non-connected feasible regions. Because of the increase of computer power and of the development of efficient Global Optimization (GO) methods, in recent years nongradient-based algorithms have attracted much attention. Furthermore, GO methods provide several advantages over local approaches. In the paper, the derivative-based SQP and the GO approach PSO are compared with their relative performances in solving some typical ship design optimization problem focusing on their effectiveness and efficiency.

Hybrid GA-ANN and PSO-ANN methods for accurate prediction of uniaxial compression capacity of CFDST columns

  • Quang-Viet Vu;Sawekchai Tangaramvong;Thu Huynh Van;George Papazafeiropoulos
    • Steel and Composite Structures
    • /
    • v.47 no.6
    • /
    • pp.759-779
    • /
    • 2023
  • The paper proposes two hybrid metaheuristic optimization and artificial neural network (ANN) methods for the close prediction of the ultimate axial compressive capacity of concentrically loaded concrete filled double skin steel tube (CFDST) columns. Two metaheuristic optimization, namely genetic algorithm (GA) and particle swarm optimization (PSO), approaches enable the dynamic training architecture underlying an ANN model by optimizing the number and sizes of hidden layers as well as the weights and biases of the neurons, simultaneously. The former is termed as GA-ANN, and the latter as PSO-ANN. These techniques utilize the gradient-based optimization with Bayesian regularization that enhances the optimization process. The proposed GA-ANN and PSO-ANN methods construct the predictive ANNs from 125 available experimental datasets and present the superior performance over standard ANNs. Both the hybrid GA-ANN and PSO-ANN methods are encoded within a user-friendly graphical interface that can reliably map out the accurate ultimate axial compressive capacity of CFDST columns with various geometry and material parameters.

Estimating pile setup parameter using XGBoost-based optimized models

  • Xigang Du;Ximeng Ma;Chenxi Dong;Mehrdad Sattari Nikkhoo
    • Geomechanics and Engineering
    • /
    • v.36 no.3
    • /
    • pp.259-276
    • /
    • 2024
  • The undrained shear strength is widely acknowledged as a fundamental mechanical property of soil and is considered a critical engineering parameter. In recent years, researchers have employed various methodologies to evaluate the shear strength of soil under undrained conditions. These methods encompass both numerical analyses and empirical techniques, such as the cone penetration test (CPT), to gain insights into the properties and behavior of soil. However, several of these methods rely on correlation assumptions, which can lead to inconsistent accuracy and precision. The study involved the development of innovative methods using extreme gradient boosting (XGB) to predict the pile set-up component "A" based on two distinct data sets. The first data set includes average modified cone point bearing capacity (qt), average wall friction (fs), and effective vertical stress (σvo), while the second data set comprises plasticity index (PI), soil undrained shear cohesion (Su), and the over consolidation ratio (OCR). These data sets were utilized to develop XGBoost-based methods for predicting the pile set-up component "A". To optimize the internal hyperparameters of the XGBoost model, four optimization algorithms were employed: Particle Swarm Optimization (PSO), Social Spider Optimization (SSO), Arithmetic Optimization Algorithm (AOA), and Sine Cosine Optimization Algorithm (SCOA). The results from the first data set indicate that the XGBoost model optimized using the Arithmetic Optimization Algorithm (XGB - AOA) achieved the highest accuracy, with R2 values of 0.9962 for the training part and 0.9807 for the testing part. The performance of the developed models was further evaluated using the RMSE, MAE, and VAF indices. The results revealed that the XGBoost model optimized using XGBoost - AOA outperformed other models in terms of accuracy, with RMSE, MAE, and VAF values of 0.0078, 0.0015, and 99.6189 for the training part and 0.0141, 0.0112, and 98.0394 for the testing part, respectively. These findings suggest that XGBoost - AOA is the most accurate model for predicting the pile set-up component.

Concurrent Engineering Design Optimization of Composite Structures (복합재 구조물의 동시공학 설계최적화)

  • 김건인;이희각
    • Proceedings of the Computational Structural Engineering Institute Conference
    • /
    • 1996.10a
    • /
    • pp.304-312
    • /
    • 1996
  • Concepts, methods and tools for interactive CAD-based concurrent engineering design optimization of mechanical/structural systems and components which are critical in terms of cost development time, functionality and quality, are presented. The emphasis is on implementation of methods and capabilities for the optimization of composite structural system, and the integration of design process and manufacturing process of composite structures into standard CAD-based concurrent engineering environment The optimization of composite fuselage structures are performed under concurrent engineering environment for the example.

  • PDF

Modern Probabilistic Machine Learning and Control Methods for Portfolio Optimization

  • Park, Jooyoung;Lim, Jungdong;Lee, Wonbu;Ji, Seunghyun;Sung, Keehoon;Park, Kyungwook
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.14 no.2
    • /
    • pp.73-83
    • /
    • 2014
  • Many recent theoretical developments in the field of machine learning and control have rapidly expanded its relevance to a wide variety of applications. In particular, a variety of portfolio optimization problems have recently been considered as a promising application domain for machine learning and control methods. In highly uncertain and stochastic environments, portfolio optimization can be formulated as optimal decision-making problems, and for these types of problems, approaches based on probabilistic machine learning and control methods are particularly pertinent. In this paper, we consider probabilistic machine learning and control based solutions to a couple of portfolio optimization problems. Simulation results show that these solutions work well when applied to real financial market data.