• Title/Summary/Keyword: Penalty Method

Search Result 479, Processing Time 0.023 seconds

Bayesian Variable Selection in the Proportional Hazard Model with Application to Microarray Data

  • Lee, Kyeong-Eun;Mallick, Bani K.
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2005.05a
    • /
    • pp.17-23
    • /
    • 2005
  • In this paper we consider the well-known semiparametric proportional hazards models for survival analysis. These models are usually used with few covariates and many observations (subjects). But, for a typical setting of gene expression data from DNA microarray, we need to consider the case where the number of covariates p exceeds the number of samples n. For a given vector of response values which are times to event (death or censored times) and p gene expressions(covariates), we address the issue of how to reduce the dimension by selecting the significant genes. This approach enables us to estimate the survival curve when n ${\ll}$p. In our approach, rather than fixing the number of selected genes, we will assign a prior distribution to this number. The approach creates additional flexibility by allowing the imposition of constraints, such as bounding the dimension via a prior, which in effect works as a penalty To implement our methodology, we use a Markov Chain Monte Carlo (MCMC) method. We demonstrate the use of the methodology to diffuse large B-cell lymphoma (DLBCL) complementary DNA (cDNA) data and Breast Carcinomas data.

  • PDF

Efficient NLP Techniques for the Optimum Design of Simple Steel Plate Girder Cross Section (단순강판형 단면의 최적설계를 위한 효율적인 비선형계획기법)

  • 김종옥
    • Magazine of the Korean Society of Agricultural Engineers
    • /
    • v.36 no.2
    • /
    • pp.111-122
    • /
    • 1994
  • In this study, an algorithm which can be applied to the optimum design of simple steel plate girders was developed, and efficient optimization strategies for the solution of algorithm were found out. The optimum design algorithm consists of 3-levels of optimization. In the first and second levels of optimization, the absolute maximum bending moment and shearing force are extracted and in the third level of optimization, the optimum cross section of steel plate girder is determined. For the optimum design of cross section, the objective function is formulated as the total area of cross section and constraints are derived in consideration of the various stresses and the minimum dimension of flange and web based on the part of steel bridge in the Korea standard code of road bridge. Sequential unconstrained minimization technique using the exterior penalty function method(SUMT-EP), sequential linear programming(SLP) and sequential quadratic programming (SQP) are proved to be efficient and robust strategies for the optimum design of simple plate girder cross section. From the reliable point of view, SLP is the most efficient and robust strategy and SQP is the most efficient one from the viewpoint of converguency and computing time.

  • PDF

컴퓨터 시스템 설치를 위한 위치-할본-규모결정 모형

  • Choe, Su-In
    • ETRI Journal
    • /
    • v.5 no.3
    • /
    • pp.3-8
    • /
    • 1983
  • In the area of computer network planning, a location-allocation-size problem is involved. Since multi-facility location-allocation-size problems are very complex in formulating a mathematical model, it is a usual practise to adopt alternative approaches, which give no optimal results, instead of the optimal solution by mathematical approach. In this article, however, an attempt is made to formulate a mathematical model for the decision making problem of computer network design.

  • PDF

Optimum Design of Composite Laminated Beam Using GA (유전알고리즘을 이용한 복합 적층보의 최적설계)

  • 구봉근;한상훈;이상근
    • Computational Structural Engineering
    • /
    • v.10 no.4
    • /
    • pp.349-358
    • /
    • 1997
  • The present paper describes an investigation into the application of the genetic algorithm (GA) in the optimum design of composite laminated structure. Stochastic processes generate an initial population of designs and then apply principles of natural selection/survival of the fittest to improve the designs. The five test functions are used to verify the robustness and reliability of the GA, and as a numerical example, minimum weight of a cantilever composite laminated beam with a mix of continuous, integer and discrete design variables is obtained by using the GA with exterior penalty function method. The design problem has constraints on strength, displacements, and natural frequencies, and is formulated to a multidimensional nonlinear form. From the results, it is found that the GA search technique is very effective to find the good optimum solution as well as has higher robustness.

  • PDF

Minimization of power penalty using chirp parameter for 2.5 Gbps, 8 channel, 400 km optical link system with dispersion and SPM (분산과 SPM이 존재하는 2.5Gbps, 8채널 400km 광 링크 시스템에서의 처핑 계수를 이용한 수신 감도 저하의 최소화)

  • 이병호;박영일;김익상;채창준;이병호
    • Korean Journal of Optics and Photonics
    • /
    • v.8 no.3
    • /
    • pp.250-253
    • /
    • 1997
  • The effect of dispersion in optical transmission system changes according to chirp and SPM. Chirp depends on the modulation condition of an external modulator. SPM is proportional to signal power. In this paper, we analyzed the pulse broadening due to SPM and chirp in the system with dispersion by using Split Step Fourier Method and calculated the optimum chirp parameter for 400 km transmission system. Experimental results are presented also.

  • PDF

Non-rigid Image Registration using Constrained Optimization (Constrained 최적화 기법을 이용한 Non-rigid 영상 등록)

  • Kim Jeong tae
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.29 no.10C
    • /
    • pp.1402-1413
    • /
    • 2004
  • In non-rigid image registration, the Jacobian determinant of the estimated deformation should be positive everywhere since physical deformations are always invertible. We propose a constrained optimization technique at ensures the positiveness of Jacobian determinant for cubic B-spline based deformation. We derived sufficient conditions for positive Jacobian determinant by bounding the differences of consecutive coefficients. The parameter set that satisfies the conditions is convex; it is the intersection of simple half spaces. We solve the optimization problem using a gradient projection method with Dykstra's cyclic projection algorithm. Analytical results, simulations and experimental results with inhale/exhale CT images with comparison to other methods are presented.

The Optimal Controller Design of Buck-Boost Converter by using Adaptive Tabu Search Algorithm Based on State-Space Averaging Model

  • Pakdeeto, Jakkrit;Chanpittayagit, Rangsan;Areerak, Kongpan;Areerak, Kongpol
    • Journal of Electrical Engineering and Technology
    • /
    • v.12 no.3
    • /
    • pp.1146-1155
    • /
    • 2017
  • Normally, the artificial intelligence algorithms are widely applied to the optimal controller design. Then, it is expected that the best output performance is achieved. Unfortunately, when resulting controller parameters are implemented by using the practical devices, the output performance cannot be the best as expected. Therefore, the paper presents the optimal controller design using the combination between the state-space averaging model and the adaptive Tabu search algorithm with the new criteria as two penalty conditions to handle the mentioned problem. The buck-boost converter regulated by the cascade PI controllers is used as the example power system. The results show that the output performance is better than those from the conventional design method for both input and load variations. Moreover, it is confirmed that the reported controllers can be implemented using the realistic devices without the limitation and the stable operation is also guaranteed. The results are also validated by the simulation using the topology model of MATLAB and also experimentally verified by the testing rig.

An Expert System for Short-Term Generation Scheduling of Electric Power Systems (전력계통의 단기 발전계획 기원용 전문가시스템)

  • Yu, In-Keun
    • The Transactions of the Korean Institute of Electrical Engineers
    • /
    • v.41 no.8
    • /
    • pp.831-840
    • /
    • 1992
  • This paper presents an efficient short-term generation scheduling method using a rule-based expert/consulting system approach to assist electric energy system operators and planners. The expert system approach is applied to improve the Dynamic Programming(DP) based generation scheduling algorithm. In the selection procedure of the feasible combinations of generating units at each stage, automatic consulting on the manipulation of several constraints such as the minimum up time, the minimum down time and the maximum running time constraints of generating units will be performed by the expert/consulting system. In order to maximize the solution feasibility, the aforementioned constraints are controlled by a rule-based expert system, that is, instead of imposing penalty cost to those constraint violated combinations, which sometimes may become the very reason of no existing solution, several constraints will be manipulated within their flexibilities using the rules and facts that are established by domain experts. In this paper, for the purpose of implementing the consulting of several constraints during the dynamic process of generation scheduling, an expert system named STGSCS is developed. As a building tool of the expert system, C Language Integrated Production System(CLIPS) is used. The effectiveness of the proposed algorithm has been demonstrated by applying it to a model electric energy system.

  • PDF

Applications of the Genetic Algorithm to the Unit Commitment (Unit Commitment 문제에 유전알고리즘 적용)

  • Kim, H.S.;Hwang, G.H.;Mun, K.J.;Lee, H.S.;Park, J.H.
    • Proceedings of the KIEE Conference
    • /
    • 1996.07b
    • /
    • pp.711-713
    • /
    • 1996
  • This paper proposes a unit commitment scheduling method based on Genetic Algorithm(GA). Due to a variety of constraints to be satisfied, the search space of the UC problem is highly nonconvex, so the UC problem cannot be solved efficiently only using the standard GA To efficiently deal with the constraints of the problem and greatly reduce the search space of the GA, the minimum up and down time constraints are embedded in the binary strings that are coded to represent the on-off states of the generating units. The violations of other constraints arc handled by integrating penalty factors. To show the effectiveness of the GA based unit commitment scheduling, test results for system of 5 units are compared with results obtained using Lagrangian Relaxation and Dynamic Programming.

  • PDF

Adaptive finite element wind analysis with mesh refinement and recovery

  • Choi, Chang-Koon;Yu, Won-Jin
    • Wind and Structures
    • /
    • v.1 no.1
    • /
    • pp.111-125
    • /
    • 1998
  • This paper deals with the development of variable-node element and its application to the adaptive h-version mesh refinement-recovery for the incompressible viscous flow analysis. The element which has variable mid-side nodes can be used in generating the transition zone between the refined and unrefined element and efficiently used for the construction of a refined mesh without generating distorted elements. A modified Guassian quadrature is needed to evaluate the element matrices due to the discontinuity of derivatives of the shape functions used for the element. The penalty function method which can reduce the number of the independent variables is adopted for the purpose of computational efficiency and the selective reduced integration is carried out for the convection and pressure terms to preserve the stability of solution. For the economical analysis of transient problems in which the locations to be refined are changed in accordance with the dynamic distribution of velocity gradient, not only the mesh refinement but also the mesh recovery is needed. The numerical examples show that the optimal mesh for the finite element analysis of a wind around the structures can be obtained automatically by the proposed scheme.