• Title/Summary/Keyword: Problem of stochastic optimization

Search Result 148, Processing Time 0.025 seconds

On the Theoretical Solution and Application to Container Loading Problem using Normal Distribution Based Model (정규 분포 모델을 이용한 화물 적재 문제의 이론적 해법 도출 및 활용)

  • Seung Hwan Jung
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.45 no.4
    • /
    • pp.240-246
    • /
    • 2022
  • This paper introduces a container loading problem and proposes a theoretical approach that efficiently solves it. The problem is to determine a proper weight of products loaded on a container that is delivered by third party logistics (3PL) providers. When the company pre-loads products into a container, typically one or two days in advance of its delivery date, various truck weights of 3PL providers and unpredictability of the randomness make it difficult for the company to meet the total weight regulation. Such a randomness is mainly due to physical difference of trucks, fuel level, and personalized equipment/belongings, etc. This paper provides a theoretical methodology that uses historical shipping data to deal with the randomness. The problem is formulated as a stochastic optimization where the truck randomness is reflected by a theoretical distribution. The data analytics solution of the problem is derived, which can be easily applied in practice. Experiments using practical data reveal that the suggested approach results in a significant cost reduction, compared to a simple average heuristic method. This study provides new aspects of the container loading problem and the efficient solving approach, which can be widely applied in diverse industries using 3PL providers.

Optimization and reasoning for Discrete Event System in a Temporal Logic Frameworks (시간논리구조에서 이산사건시스템의 최적화 및 추론)

  • 황형수;정용만
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.7 no.2
    • /
    • pp.25-33
    • /
    • 1997
  • A DEDS is a system whose states change in response to the occurence of events from a predefined event set. In this paper, we consider the optimal control and reasoning problem for Discrete Event Systems(DES) in the Temporal Logic Framework(TEL) which have been recnetly defined. The TLE is enhanced with objective functions(event cost indices) and a measurement space is alos deined. A sequence of event which drive the system form a give initial state to a given final state is generated by minimizing a cost functioin index. Our research goal is the reasoning of optimal trajectory and the design of the optimal controller for DESs. This procedure could be guided by the heuristic search methods. For the heuristic search, we suggested the Stochastic Ruler algorithm, instead of the A algorithm with difficulties as following ; the uniqueness of solutions, the computational complexity and how to select a heuristic function. This SR algorithm is used for solving the optimal problem. An example is shown to illustrate our results.

  • PDF

Optimal Admission Control and State Space Reduction in Two-Class Preemptive Loss Systems

  • Kim, Bara;Ko, Sung-Seok
    • ETRI Journal
    • /
    • v.37 no.5
    • /
    • pp.917-921
    • /
    • 2015
  • We consider a multiserver system with two classes of customers with preemption, which is a widely used system in the analysis of cognitive radio networks. It is known that the optimal admission control for this system is of threshold type. We express the expected total discounted profit using the total number of customers, thus reducing the stochastic optimization problem with a two-dimensional state space to a problem with a one-dimensional birth-and-death structure. An efficient algorithm is proposed for the calculation of the expected total discounted profit.

Optimization of discrete event system in a temporal logic framework (시간논리구조에서 이산사건시스템의 최적화)

  • 황형수;오성권;정용만
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1996.10b
    • /
    • pp.812-815
    • /
    • 1996
  • In this paper, we consider the optimal control problem based on Discrete Event Dynamic Systems(DEDS) in the Temporal Logic framework(TLF) which have studied for a convenient modeling technique. The TLF is enhanced with objective functions(event cost indices) and a measurement space is also defined. Our research goal is the design of the optimal controller for DEDSs. This procedure could be guided by the heuristic search methods. For the heuristic search, we suggested the Stochastic Ruler algorithm, instead of the A algorithm with difficulties as following; the uniqueness of solutions, the computational complexity and how to select a heuristic function. This SR algorithm is used for solving the optimal problem. An example is shown to illustrate our results.

  • PDF

A Simulated Annealing Method for Solving Combined Traffic Assignment and Signal Control Problem (통행배정과 신호제어 결합문제를 풀기위한 새로운 해법 개발에 관한 연구)

  • 이승재
    • Journal of Korean Society of Transportation
    • /
    • v.16 no.1
    • /
    • pp.151-164
    • /
    • 1998
  • 본 논문은 통행배정과 교통신호제어기의 결합문제를 풀기 위한 새로운 해법의 제시를 목적으로 한다. 통행배정과 신호제어 결합모형은 네트웍 디자인 문제(Network Design Problem)로 비선형 비분리 목적함수(Nonlinear and Nonseparable Objective Function)와 비선형제약 및 비컴백스 집합(Nonlinear and Non-Convex Set)형태로 인해 다수의 국지해(Multiple Local Optima)를 갖는 특징이 있다. 따라서 이렇게 복잡하고 난해한 문제를 푸는 해법은 많은 국지해중에 가장 최소한 값(Global Optima)을 찾을수 있는 방법을 제공하여야한다. 전체최적해(Global Optima)를 찾 을 수 있는 기존의 방법들은 확률적최적화방법(Stochastic Optimization Methods)에 속한다. 본연구에서는 이러한 방법중 금속공학에서 발 견된 모의담금빌법(Simulated Annealing Method)에 근거한 해법을 제시한다. 이방법이 통행배정과 신호제어 결합문제에 적용되는지 검토하기 위해 이해법의 수렴성(Convergence)을 증명했으며 또한 실제 프로그램된 모형을 작은 고안된 네트워크에 적 용했다. 마지막으로는 개발된 해법의 실용성을 실험하기 위해 두 가지의 보다 큰 도로망에 적용 및 분석을 했다.

  • PDF

Maximizing the Selection Response by Optimal Quantitative Trait Loci Selection and Control of Inbreeding in a Population with Different Lifetimes between Sires and Dams

  • Tang, G.Q.;Li, X.W.;Zhu, L.;Shuai, S.R.;Bai, L.
    • Asian-Australasian Journal of Animal Sciences
    • /
    • v.21 no.11
    • /
    • pp.1559-1571
    • /
    • 2008
  • A rule was developed to constrain the annual rate of inbreeding to a predefined value in a population with different lifetimes between sires and dams, and to maximize the selection response over generations. This rule considers that the animals in a population should be divided into sex-age classes based on the theory of gene flow, and restricts the increase of average inbreeding coefficient for new offspring by limiting the increase of the mean additive genetic relationship for parents selected. The optimization problem of this rule was formulated as a quadratic programming problem. Inputs for the rule were the BLUP estimated breeding values, the additive genetic relationship matrix of all animals, and the long-term contributions of sex-age classes. Outputs were optimal number and contributions of selected animals. In addition, this rule was combined with the optimization of emphasis given to QTL, and further increased the genetic gain over the planning horizon. Stochastic simulations of closed nucleus schemes for pigs were used to investigate the potential advantages obtained from this rule by combining the standard QTL selection, optimal QTL selection and conventional BLUP selection. Results showed that the predefined rates of inbreeding were actually achieved by this rule in three selection strategies. The rule obtained up to 9.23% extra genetic gain over truncation selection at the same rates of inbreeding. The combination of the extended rule and the optimization of emphasis given to QTL allowed substantial increases in selection response at a fixed annual rate of inbreeding, and solved substantially the conflict between short-term and long-term selection response in QTL-assisted selection schemes.

Study on Estimations of Initial Mass Fractions of CH4/O2 in Diffusion-Controlled Turbulent Combustion Using Inverse Analysis (확산지배 난류 연소현상에서 역해석을 이용한 CH4/O2의 초기 질량분율 추정에 관한 연구)

  • Lee, Kyun-Ho;Baek, Seung-Wook
    • Transactions of the Korean Society of Mechanical Engineers B
    • /
    • v.34 no.7
    • /
    • pp.679-688
    • /
    • 2010
  • The major objective of the present study is to extend the applications of inverse analysis to more realistic engineering fields with a complex combustion process rather than the traditional simple heat-transfer problems. In order to do this, the unknown initial mass fractions of $CH_4/O_2$ are estimated from the temperature measurement data by inverse analysis in the practical diffusion-controlled turbulent combustion problem. In order to ensure efficient inverse analysis, the repulsive particle swarm optimization (RPSO) method, which belongs to the class of stochastic evolutionary global optimization methods, is implemented as an inverse solver. Based on this study, it is expected that useful information can be obtained when inverse analysis is used in the diagnosis, design, or optimization of real combustion systems involving unknown parameters.

A Design and Analysis of Improved Firefly Algorithm Based on the Heuristic (휴리스틱에 의하여 개선된 반딧불이 알고리즘의 설계와 분석)

  • Rhee, Hyun-Sook;Lee, Jung-Woo;Oh, Kyung-Whan
    • The KIPS Transactions:PartB
    • /
    • v.18B no.1
    • /
    • pp.39-44
    • /
    • 2011
  • In this paper, we propose a method to improve the Firefly Algorithm(FA) introduced by Xin-She Yang, recently. We design and analyze the improved firefly algorithm based on the heuristic. We compare the FA with the Particle Swarm Optimization (PSO) which the problem domain is similar with the FA in terms of accuracy, algorithm convergence time, the motion of each particle. The compare experiments show that the accuracy of FA is not worse than PSO's, but the convergence time of FA is slower than PSO's. In this paper, we consider intuitive reasons of slow convergence time problem of FA, and propose the improved version of FA using a partial mutation heuristic based on the consideration. The experiments using benchmark functions show the accuracy and convergence time of the improved FA are better than them of PSO and original FA.

A Channel Management Technique using Neural Networks in Wireless Networks (신경망을 이용한 무선망에서의 채널 관리 기법)

  • Ro Cheul-Woo;Kim Kyung-Min;Lee Kwang-Eui
    • Journal of the Korea Institute of Information and Communication Engineering
    • /
    • v.10 no.6
    • /
    • pp.1032-1037
    • /
    • 2006
  • The channel is one of the precious and limited resources in wireless networks. There are many researches on the channel management. Recently, the optimization problem of guard channels has been an important issue. In this paper, we propose an intelligent channel management technique based on the neural networks. An SRN channel allocation model is developed to generate the learning data for the neural networks and the performance analysis of system. In the proposed technique, the neural network is trained to generate optimal guard channel number g, using backpropagation supervised learning algorithm. The optimal g is computed using the neural network and compared to the g computed by the SRM model. The numerical results show that the difference between the value of 8 by backpropagation and that value by SRM model is ignorable.

Analysis of a Modified Stochastic Gradient-Based Filter with Variable Scaling Parameter (가변 축척 매개변수를 가진 변형 확률적 경사도 기반 필터의 해석)

  • Kim, Hae-Jung
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.31 no.12C
    • /
    • pp.1280-1287
    • /
    • 2006
  • We propose a modified stochastic gradient-based (MSGB) filter showing that the filter is the solution to an optimization problem. This paper analyzes the properties of the MSGB filter that corresponds to the nonlinear adaptive filter with additional update terms, parameterized by the variable scaling factor. The variably parameterized MSGB filter plays a role iii connecting the fixed parameterized MSGB filter and the null parameterized MSGB filter through variably scaling parameter. The stability regions and misadjustments are shown. A system identification is utilized to perform the computer simulation and demonstrate the improved performance feature of the MSGB filter.