• Title/Summary/Keyword: Probabilistic optimization

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Probabilistic Analysis of Vertical Drains Using Spreadsheet (Spreadsheet를 이용한 연직배수공법의 확률론적 해석)

  • Kim, Seong-Pil;Heo, Joon;Yoon, Chang-Jin
    • Proceedings of the Korean Geotechical Society Conference
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    • 2010.09a
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    • pp.1024-1029
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    • 2010
  • The conventional factor of safety as used in geotechnical engineering does not reflect the degree of uncertainty of the relevant parameters. Then in the geotechnical engineering, there have been efforts to reflect the uncertainties of the geotechnical properties through probabilistic analysis. In this study, a practical method for calculation the second moment reliability index using the optimization tool of a spreadsheet software is introduced. And this methodology was proposed by Low, B. K.(1996). The method is based on the perspective of an ellipsoid that just touches the failure surface in the original space of the variables. The method is applied to vertical drains(PVD) and compared with th result of Monte Carlo Simulation method.

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Probabilistic Precontract Pricing for Power System Security (전력계통 안정성확보를 위한 확률적 예약요금제)

  • 임성황;최준영;박종근
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.43 no.2
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    • pp.197-205
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    • 1994
  • Security of a power system refers to its robustness relative to a set of imminent disturbances (contingencies) during operation. The socially optimal solution for the actuall level of generation/consumption has been well-known spot pricing at shot-run marginal cost. The main disadvantage of this approach arises because serious contingencies occur quite infrequently. Thus by establishing contractual obligations for contingency offering before an actual operation time through decision feedback we can obtain socially optimal level of system security. Under probabilistic precontract pricing the operating point is established at equal incremental cost of the expected short-run and collapse cost of each participant. Rates for power generation/consumption and for an offer to use during a contingency, as well as information on the probability distribution of contingency need for each participant, are derived so that individual optimization will lead to the socially optimal solution in which system security is optimized and the aggregate benefit is maxmized.

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Cross-Validation Probabilistic Neural Network Based Face Identification

  • Lotfi, Abdelhadi;Benyettou, Abdelkader
    • Journal of Information Processing Systems
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    • v.14 no.5
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    • pp.1075-1086
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    • 2018
  • In this paper a cross-validation algorithm for training probabilistic neural networks (PNNs) is presented in order to be applied to automatic face identification. Actually, standard PNNs perform pretty well for small and medium sized databases but they suffer from serious problems when it comes to using them with large databases like those encountered in biometrics applications. To address this issue, we proposed in this work a new training algorithm for PNNs to reduce the hidden layer's size and avoid over-fitting at the same time. The proposed training algorithm generates networks with a smaller hidden layer which contains only representative examples in the training data set. Moreover, adding new classes or samples after training does not require retraining, which is one of the main characteristics of this solution. Results presented in this work show a great improvement both in the processing speed and generalization of the proposed classifier. This improvement is mainly caused by reducing significantly the size of the hidden layer.

Reliability-Based Topology Optimization Using Performance Measure Approach (성능함수법을 이용한 신뢰성기반 위상 최적설계)

  • Ahn, Seung-Ho;Cho, Seon-Ho
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.23 no.1
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    • pp.37-43
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    • 2010
  • In this paper, a reliability-based design optimization is developed for the topology design of linear structures using a performance measure approach. Spatial domain is discretized using three dimensional Reissner-Mindlin plate elements and design variable is taken as the material property of each element. A continuum based adjoint variable method is employed for the efficient computation of sensitivity with respect to the design and random variables. The performance measure approach of RBDO is employed to evaluate the probabilistic constraints. The topology optimizationproblem is formulated to have probabilistic displacement constraints. The uncertainties such as material property and external loads are considered. Numerical examples show that the developed topology optimization method could effectively yield a reliable design, comparing with the other methods such as deterministic, safety factor, and worst case approaches.

Combinatorial particle swarm optimization for solving blocking flowshop scheduling problem

  • Eddaly, Mansour;Jarboui, Bassem;Siarry, Patrick
    • Journal of Computational Design and Engineering
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    • v.3 no.4
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    • pp.295-311
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    • 2016
  • This paper addresses to the flowshop scheduling problem with blocking constraints. The objective is to minimize the makespan criterion. We propose a hybrid combinatorial particle swarm optimization algorithm (HCPSO) as a resolution technique for solving this problem. At the initialization, different priority rules are exploited. Experimental study and statistical analysis were performed to select the most adapted one for this problem. Then, the swarm behavior is tested for solving a combinatorial optimization problem such as a sequencing problem under constraints. Finally, an iterated local search algorithm based on probabilistic perturbation is sequentially introduced to the particle swarm optimization algorithm for improving the quality of solution. The computational results show that our approach is able to improve several best known solutions of the literature. In fact, 76 solutions among 120 were improved. Moreover, HCPSO outperforms the compared methods in terms of quality of solutions in short time requirements. Also, the performance of the proposed approach is evaluated according to a real-world industrial problem.

Controller optimization with constraints on probabilistic peak responses

  • Park, Ji-Hun;Min, Kyung-Won;Park, Hong-Gun
    • Structural Engineering and Mechanics
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    • v.17 no.3_4
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    • pp.593-609
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    • 2004
  • Peak response is a more suitable index than mean response in the light of structural safety. In this study, a controller optimization method is proposed to restrict peak responses of building structures subject to earthquake excitations, which are modeled as partially stationary stochastic process. The constraints are given with specified failure probabilities of peak responses. LQR is chosen to assure stability in numerical process of optimization. Optimization problem is formulated with weightings on controlled outputs as design variables and gradients of objective and constraint functions are derived. Full state feedback controllers designed by the proposed method satisfy various design objectives and output feedback controllers using LQG also yield similar results without significant performance deterioration.

Optimization of SMES Windings Utilizing the First-Order Reliability Method (일차근사신뢰도법을 이용한 초전도 자기에너지 저장장치 권선 최적설계)

  • Kim, Dong-Wook;Jung, Sang-Sik;Sung, Young-Hwa;Kim, Dong-Hun
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.60 no.7
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    • pp.1354-1359
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    • 2011
  • This paper presents a novel methodology for improving the reliability of electromagnetic devices and machines based on the reliability-based design optimization method. To achieve this, the method includes reliability analysis and optimization process taking into account uncertainties of design variables. One of the first-order reliability analysis techniques, called reliability index approach, is adopted to evaluate the reliability of performance functions with respect to probabilistic design variables. The proposed method has been successfully applied to designing a superconducting magnetic energy storage system. For verifying the efficiency and accuracy of the method, the results are compared with those of conventional optimization methods.

FEM-based Bayesian Optimization of Electromagnet Configuration for Enhancing Microrobot Actuation (마이크로 로봇 작동 성능 향상을 위한 FEM 기반의 전자석 배치 베이지안 최적화)

  • Hyeokjin Kweon;Donghoon Son
    • The Journal of Korea Robotics Society
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    • v.19 no.1
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    • pp.45-52
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    • 2024
  • This paper introduces an approach to enhance the performance of magnetic manipulation systems for microrobot actuation. A variety of eight-electromagnet configurations have been proposed to date. The previous study revealed that achieving 5 degrees of freedom (5-DOF) control necessitates at least eight electromagnets without encountering workspace singularities. But so far, the research considering the influence of iron cores embedded in electromagnets has not been conducted. This paper offers a novel approach to optimizing electromagnet configurations that effectively consider the influence of iron cores. The proposed methodology integrates probabilistic optimization with finite element methods (FEM), using Bayesian Optimization (BO). The Bayesian optimization aims to optimize the worst-case magnetic force generation for enhancing the performance of magnetic manipulation system. The proposed simulation-based model achieves approximately 20% improvement compared to previous systems in terms of actuation performance. This study has the potential for enhancing magnetic manipulation systems for microrobot control, particularly in medical and microscale technology applications.

Optimal selection of detection threshold for tracking systems (추적 시스템을 위한 최적 검출 문턱값 선택)

  • 정영헌
    • Proceedings of the IEEK Conference
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    • 1999.11a
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    • pp.1155-1158
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    • 1999
  • In this paper, we consider the optimal control of detection threshold to minimize the conditional mean-square state estimation error for the probabilistic data association (PDA) filter. Earlier works on this problem involved the cumbersome graphical optimization algorithm or time-consuming numerical optimization algorithm. Using the numerical approximation of information reduction factor, we obtained the closed-form optimal detection threshold. This results are very useful for real-time implemenation.

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Reliability Design using Asymptotic Variance of Inverse Cumulative Distribution Function (분위수의 점근적 분산을 이용한 신뢰성 설계)

  • Cho H.J.;Baek S.H.;Hong S.H.;Cho S.S.;Joo W.S.
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2005.06a
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    • pp.1682-1685
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    • 2005
  • System algorithms estimated by deterministic input may occur the error between predicted and actual output. Especially, actual system can't predict the exact outputs due to uncertainty and tolerance of input parameters. A single output to a set of inputs has a limited value without the variation. Hence, we should consider various scatters caused by the load assessment, material characteristics, stress analysis and manufacturing methods in order to perform the robust design or estimate the reliability of structure. The system design with uncertainty should perform the probabilistic structural optimization with the statistical response and the reliability. This method calculated the probability distributions of the characteristics such as stress by combining stress analysis, response surface methodology and Monte-Carlo Method and got the probabilistic sensitivity. The sensitivity of structural response with respect to inconstant design variables was estimated by fracture probability. Therefore, this paper proposed the probabilistic reliability design method for fracture of uncorved freight end beam and the design criteria by fracture probability.

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