• Title/Summary/Keyword: Probabilistic optimization

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Probabilistic Design under Uncertainty using Response Surface Methodology and Pearson System (반응표면방법론과 피어슨 시스템을 이용한 불확실성하의 확률적 설계)

  • Baek Seok-Heum;Cho Soek-Swoo;Joo Won-Sik
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2006.04a
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    • pp.275-282
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    • 2006
  • 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 tolernce 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 etimate 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 simulation and got the probabilistic sensitivity. The sensitivity of structural response with respect to in constant 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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Assessment of computational performance for a vector parallel implementation: 3D probabilistic model discrete cracking in concrete

  • Paz, Carmen N.M.;Alves, Jose L.D.;Ebecken, Nelson F.F.
    • Computers and Concrete
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    • v.2 no.5
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    • pp.345-366
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    • 2005
  • This work presents an assessment of the computational performance of a vector-parallel implementation of probabilistic model for concrete cracking in 3D. This paper shows the continuing efforts towards code optimization as reported in earlier works Paz, et al. (2002a,b and 2003). The probabilistic crack approach is based on the direct Monte Carlo method. Cracking is accounted by means of 3D interface elements. This approach considers that all nonlinearities are restricted to interface elements modeling cracks. The heterogeneity governs the overall cracking behavior and related size effects on concrete fracture. Computational kernels in the implementation are the inexact Newton iterative driver to solve the non-linear problem and a preconditioned conjugate gradient (PCG) driver to solve linearized equations, using an element by element (EBE) strategy to compute matrix-vector products. In particular the paper analyzes code behavior using OpenMP directives in parallel vector processors (PVP), such as the CRAY SV1 and CRAY T94. The impact of the memory architecture on code performance, and also some strategies devised to circumvent this issue are addressed by numerical experiment.

Optimized Polynomial Neural Network Classifier Designed with the Aid of Space Search Simultaneous Tuning Strategy and Data Preprocessing Techniques

  • Huang, Wei;Oh, Sung-Kwun
    • Journal of Electrical Engineering and Technology
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    • v.12 no.2
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    • pp.911-917
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    • 2017
  • There are generally three folds when developing neural network classifiers. They are as follows: 1) discriminant function; 2) lots of parameters in the design of classifier; and 3) high dimensional training data. Along with this viewpoint, we propose space search optimized polynomial neural network classifier (PNNC) with the aid of data preprocessing technique and simultaneous tuning strategy, which is a balance optimization strategy used in the design of PNNC when running space search optimization. Unlike the conventional probabilistic neural network classifier, the proposed neural network classifier adopts two type of polynomials for developing discriminant functions. The overall optimization of PNNC is realized with the aid of so-called structure optimization and parameter optimization with the use of simultaneous tuning strategy. Space search optimization algorithm is considered as a optimize vehicle to help the implement both structure and parameter optimization in the construction of PNNC. Furthermore, principal component analysis and linear discriminate analysis are selected as the data preprocessing techniques for PNNC. Experimental results show that the proposed neural network classifier obtains better performance in comparison with some other well-known classifiers in terms of accuracy classification rate.

Simulation Study of Discrete Event Systems using Fast Approximation Method of Single Run and Optimization Method of Multiple Run (단일 실행의 빠른 근사해 기법과 반복 실행의 최적화 기법을 이용한 이산형 시스템의 시뮬레이션 연구)

  • Park, Kyoung Jong;Lee, Young Hae
    • Journal of Korean Institute of Industrial Engineers
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    • v.32 no.1
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    • pp.9-17
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    • 2006
  • This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event simulation. The developed algorithm uses the configuration algorithm that can change decision variables and the stopping algorithm that can end simulation in order to satisfy the given objective value during single run. It tries to estimate an auto-regressive model for evaluating correctly the objective function obtained by a small amount of output data. We apply the proposed algorithm to M/M/s model, (s, S) inventory model, and known-function problem. The proposed algorithm can't always guarantee the optimal solution but the method gives an approximate feasible solution in a relatively short time period. We, therefore, show the proposed algorithm can be used as an initial feasible solution of existing optimization methods that need multiple simulation run to search an optimal solution.

A 3-D Wing Aerodynamic Design Optimization Considering Uncertainty Effects (불확실성 요소들을 고려한 3차원 날개의 공력 최적설계)

  • Ahn Joongki;Kim Suhwan;Kwon Jang Hyuk
    • 한국전산유체공학회:학술대회논문집
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    • 2004.03a
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    • pp.9-16
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    • 2004
  • This study presents results of aerodynamic wing optimization under uncertainties. To consider uncertainties, an alternative strategy for reliability-based design optimization(RBDO) is developed. The strategy utilizes a single loop algorithm and a sequential approximation optimization(SAO) technique. The SAO strategy relies on the trust region-SQP framework which validates approximated functions at every iteration. Further improvement in computational efficiency is achieved by applying the same sensitivity of limit state functions in the reliability analysis and in the equivalent deterministic constraint calculation. The framework is examined by solving an analytical test problem to show that the proposed framework has the computational efficiency over existing methods. The proposed strategy enables exploiting the RBDO technique in aerodynamic design. For the aerodynamic wing design problem, the solution converges to the reliable point satisfying the probabilistic constraints.

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An Ant Colony Optimization Approach for the Maximum Independent Set Problem (개미 군집 최적화 기법을 활용한 최대 독립 마디 문제에 관한 해법)

  • Choi, Hwayong;Ahn, Namsu;Park, Sungsoo
    • Journal of Korean Institute of Industrial Engineers
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    • v.33 no.4
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    • pp.447-456
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    • 2007
  • The ant colony optimization (ACO) is a probabilistic Meta-heuristic algorithm which has been developed in recent years. Originally ACO was used for solving the well-known Traveling Salesperson Problem. More recently, ACO has been used to solve many difficult problems. In this paper, we develop an ant colony optimization method to solve the maximum independent set problem, which is known to be NP-hard. In this paper, we suggest a new method for local information of ACO. Parameters of the ACO algorithm are tuned by evolutionary operations which have been used in forecasting and time series analysis. To show the performance of the ACO algorithm, the set of instances from discrete mathematics and computer science (DIMACS)benchmark graphs are tested, and computational results are compared with a previously developed ACO algorithm and other heuristic algorithms.

Reliability-Based Design Optimization of a Superconducting Magnetic Energy Storage System (SMES) Utilizing Reliability Index Approach

  • Jeung, Gi-Woo;Kim, Dong-Wook;Sung, Young-Hwa;Kim, Heung-Geun;Kim, Dong-Hun
    • Journal of Magnetics
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    • v.17 no.1
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    • pp.46-50
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    • 2012
  • A reliability-based optimization method for electromagnetic design is presented to take uncertainties of design parameters into account. The method can provide an optimal design satisfying a specified confidence level in the presence of uncertain parameters. To achieve the goal, the reliability index approach based on the firstorder reliability method is adopted to deal with probabilistic constraint functions and a double-loop optimization algorithm is implemented to obtain an optimum. The proposed method is applied to the TEAM Workshop Problem 22 and its accuracy and efficiency is verified with reference of Monte Carlo simulation results.

A Basic Study on Financial Analysis Model Development by Applying Optimization Method in Residential Officetel. (최적화 기법을 활용한 주거형 오피스텔 프로젝트 수지 분석 모델 개발 기초연구)

  • Jang, Junho;Kim, Kyeong Ryoung;Ha, sungeun;Son, Kiyoung
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2018.05a
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    • pp.159-160
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    • 2018
  • The domestic construction industry is changing its preference for demand and supply along with urbanization and economic development. Accordingly, initial risk assessments is more important than before. Currently, the research related to risk analysis except for apartment studies is insufficient. Therefore, the objective is to suggest a basic study on financial analysis model development by applying optimization method in residential officetel. To achieve the objective. first, the previous studies are investigated. Second, the causal loop diagram is structured based on the collected data. Third, the financial model is developed by using optimization method. In the future, the proposed model can be helpful whether or not conduct execution of an officetel development project to the decision makers.

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Motion-based design of TMD for vibrating footbridges under uncertainty conditions

  • Jimenez-Alonso, Javier F.;Saez, Andres
    • Smart Structures and Systems
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    • v.21 no.6
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    • pp.727-740
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    • 2018
  • Tuned mass dampers (TMDs) are passive damping devices widely employed to mitigate the pedestrian-induced vibrations on footbridges. The TMD design must ensure an adequate performance during the overall life-cycle of the structure. Although the TMD is initially adjusted to match the natural frequency of the vibration mode which needs to be controlled, its design must further take into account the change of the modal parameters of the footbridge due to the modification of the operational and environmental conditions. For this purpose, a motion-based design optimization method is proposed and implemented herein, aimed at ensuring the adequate behavior of footbridges under uncertainty conditions. The uncertainty associated with the variation of such modal parameters is simulated by a probabilistic approach based on the results of previous research reported in literature. The pedestrian action is modelled according to the recommendations of the Synpex guidelines. A comparison among the TMD parameters obtained considering different design criteria, design requirements and uncertainty levels is performed. To illustrate the proposed approach, a benchmark footbridge is considered. Results show both which is the most adequate design criterion to control the pedestrian-induced vibrations on the footbridge and the influence of the design requirements and the uncertainty level in the final TMD design.

A Study on the Optimization Method using the Genetic Algorithm with Sensitivity Analysis (민감도가 고려된 알고리듬을 이용한 최적화 방법에 관한 연구)

  • Lee, Jae-Gwan;Sin, Hyo-Cheol
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.6 s.177
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    • pp.1529-1539
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    • 2000
  • A newly developed optimization method which uses the genetic algorithm combined with the sensitivity analysis is presented in this paper. The genetic algorithm is a probabilistic method, searching the optimum at several points simultaneously, requiring only the values of the object and constraint functions. It has therefore more chances to find global solution and can be applied various problems. Nevertheless, it has such shortcomings that even it approaches the optimum rapidly in the early stage, it slows down afterward and it can't consider the constraints explicitly. It is only because it can't search the local area near the current points. The traditional method, on the other hand, using sensitivity analysis is of great advantage in searching the near optimum. Thus the combination of the two techniques makes use of the individual advantages, that is, the superiority both in global searching by the genetic algorithm and in local searching by the sensitivity analysis. Application of the method to the several test functions verifies that the method suggested is very efficient and powerful to find the global solutions, and that the constraints can be considered properly.