• Title/Summary/Keyword: Sequential Optimization

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A Comparison of Optimization Algorithms: An Assessment of Hydrodynamic Coefficients

  • Kim, Daewon
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.24 no.3
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    • pp.295-301
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    • 2018
  • This study compares optimization algorithms for efficient estimations of ship's hydrodynamic coefficients. Two constrained algorithms, the interior point and the sequential quadratic programming, are compared for the estimation. Mathematical optimization is designed to get optimal hydrodynamic coefficients for modelling a ship, and benchmark data are collected from sea trials of a training ship. A calibration for environmental influence and a sensitivity analysis for efficiency are carried out prior to implementing the optimization. The optimization is composed of three steps considering correlation between coefficients and manoeuvre characteristics. Manoeuvre characteristics of simulation results for both sets of optimized coefficients are close to each other, and they are also fit to the benchmark data. However, this similarity interferes with the comparison, and it is supposed that optimization conditions, such as designed variables and constraints, are not sufficient to compare them strictly. An enhanced optimization with additional sea trial measurement data should be carried out in future studies.

Sequential Approximate Optimization Based on a Pure Quadratic Response Surface Method with Noise Filtering (노이즈 필터링을 적용한 반응표면 기반 순차적 근사 최적화)

  • Lee Yongbin;Lee Ho-Jun;Kim Min-Soo;Choi Dong-Hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.29 no.6 s.237
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    • pp.842-851
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    • 2005
  • In this paper, a new method for constrained optimization of noisy functions is proposed. In approximate optimization using response surface methods, if constraints have severe noise, the approximate feasible region defined by approximate constraints is apt to include some of the infeasible region defined by actual constraints. This can cause the approximate optimum to converge into the infeasible region. In the proposed method, the approximate optimization is performed with the approximate constraints shifted by their deviations, which are calculated using a diagonal quadratic response surface method. This can prevent the approximate optimum from converging into the infeasible region. To fit the objective and constraints into diagonal quadratic models, we select the center and 4 additional points along each axis of design variables as experimental points. The deviation of each function is calculated using the differences between the real and approximate function values at the experimental points. A sequential approximate optimization technique based on the trust region algorithm is adopted to manage approximate models. The proposed approach is validated by solving some design problems. The results of the problems show the effectiveness of the proposed method.

Sequential optimization for pressure management in water distribution networks

  • Malvin S. Marlim;Doosun Kang
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.169-169
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    • 2023
  • Most distributed water is not used effectively due to water loss occurring in pipe networks. These water losses are caused by leakage, typically due to high water pressure to ensure adequate water supply. High water pressure can cause the pipe to burst or develop leaks over time, particularly in an aging network. In order to reduce the amount of leakage and ensure proper water distribution, it is important to apply pressure management. Pressure management aims to maintain a steady and uniform pressure level throughout the network, which can be achieved through various operational schemes. The schemes include: (1) installing a variable speed pump (VSP), (2) introducing district metered area (DMA), and (3) operating pressure-reducing valves (PRV). Applying these approaches requires consideration of various hydraulic, economic, and environmental aspects. Due to the different functions of these approaches and related components, an all-together optimization of these schemes is a complicated task. In order to reduce the optimization complexity, this study recommends a sequential optimization method. With three network operation schemes considered (i.e., VSP, DMA, and PRV), the method explores all the possible combinations of pressure management paths. Through sequential optimization, the best pressure management path can be determined using a multiple-criteria decision analysis (MCDA) to weigh in factors of cost savings, investment, pressure uniformity, and CO2 emissions. Additionally, the contribution of each scheme to pressure management was also described in the application results.

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SOLUTION SETS OF SECOND-ORDER CONE LINEAR FRACTIONAL OPTIMIZATION PROBLEMS

  • Kim, Gwi Soo;Kim, Moon Hee;Lee, Gue Myung
    • Nonlinear Functional Analysis and Applications
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    • v.26 no.1
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    • pp.65-70
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    • 2021
  • We characterize the solution set for a second-order cone linear fractional optimization problem (P). We present sequential Lagrange multiplier characterizations of the solution set for the problem (P) in terms of sequential Lagrange multipliers of a known solution of (P).

Comparative Study of Approximate Optimization Techniques in CAE-Based Structural Design (구조 최적설계를 위한 다양한 근사 최적화기법의 적용 및 비교에 관한 연구)

  • Song, Chang-Yong;Lee, Jong-Soo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.34 no.11
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    • pp.1603-1611
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    • 2010
  • The comparative study of regression-model-based approximate optimization techniques used in the strength design of an automotive knuckle component that will be under bump and brake loading conditions is carried out. The design problem is formulated such that the cross-sectional sizing variables are determined by minimizing the weight of the knuckle component that is subjected to stresses, deformations, and vibration frequency constraints. The techniques used in the comparative study are sequential approximate optimization (SAO), sequential two-point diagonal quadratic approximate optimization (STDQAO), and approximate optimization based on enhanced moving least squares method (MLSM), such as CF (constraint feasible)-MLSM and Post-MLSM. Commercial process integration and design optimization (PIDO) tools are utilized for the application of SAO and STDQAO. The enhanced MLSM-based approximate optimization techniques are newly developed to ensure constraint feasibility. The results of the approximate optimization techniques are compared with those of actual non-approximate optimization to evaluate their numerical performances.

Sequential Feasible Domain Sampling of Kriging Metamodel by Using Penalty Function (벌칙함수 기반 크리깅메타모델의 순차적 유용영역 실험계획)

  • Lee Tae-Hee;Seong Jun-Yeob;Jung Jae-Jun
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.30 no.6 s.249
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    • pp.691-697
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    • 2006
  • Metamodel, model of model, has been widely used to improve an efficiency of optimization process in engineering fields. However, global metamodels of constraints in a constrained optimization problem are required good accuracy around neighborhood of optimum point. To satisfy this requirement, more sampling points must be located around the boundary and inside of feasible region. Therefore, a new sampling strategy that is capable of identifying feasible domain should be applied to select sampling points for metamodels of constraints. In this research, we suggeste sequential feasible domain sampling that can locate sampling points likely within feasible domain by using penalty function method. To validate the excellence of feasible domain sampling, we compare the optimum results from the proposed method with those form conventional global space-filling sampling for a variety of optimization problems. The advantages of the feasible domain sampling are discussed further.

Fast Training of Structured SVM Using Fixed-Threshold Sequential Minimal Optimization

  • Lee, Chang-Ki;Jang, Myung-Gil
    • ETRI Journal
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    • v.31 no.2
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    • pp.121-128
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    • 2009
  • In this paper, we describe a fixed-threshold sequential minimal optimization (FSMO) for structured SVM problems. FSMO is conceptually simple, easy to implement, and faster than the standard support vector machine (SVM) training algorithms for structured SVM problems. Because FSMO uses the fact that the formulation of structured SVM has no bias (that is, the threshold b is fixed at zero), FSMO breaks down the quadratic programming (QP) problems of structured SVM into a series of smallest QP problems, each involving only one variable. By involving only one variable, FSMO is advantageous in that each QP sub-problem does not need subset selection. For the various test sets, FSMO is as accurate as an existing structured SVM implementation (SVM-Struct) but is much faster on large data sets. The training time of FSMO empirically scales between O(n) and O($n^{1.2}$), while SVM-Struct scales between O($n^{1.5}$) and O($n^{1.8}$).

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Global Optimization Using a Sequential Algorithm with Orthogonal Arrays in Discrete Space (이산공간에서 순차적 알고리듬(SOA)을 이용한 전역최적화)

  • Cho Bum-Sang;Yi Jeong-Wook;Park Gyung-Jin
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.29 no.10 s.241
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    • pp.1369-1376
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    • 2005
  • In structural design, the design variables are frequently selected from certain discrete values. Various optimization algorithms have been developed fDr discrete design. It is well known that many function evaluations are needed in such optimization. Recently, sequential algorithm with orthogonal arrays (SOA), which is a search algorithm for a local minimum in a discrete space, has been developed. It considerably reduces the number of function evaluations. However, it only finds a local minimum and the final solution depends on the initial values of the design variables. A new algorithm is proposed to adopt a genetic algorithm (GA) in SOA. The GA can find a solution in a global sense. The solution from the GA is used as the initial design of SOA. A sequential usage of the GA and SOA is carried out in an iterative manner until the convergence criteria are satisfied. The performance of the algorithm is evaluated by various examples.

A STUDY ON THE EFFICIENCY OF AERODYNAMIC DESIGN OPTIMIZATION USING DISTRIBUTED COMPUTATION (분산컴퓨팅 환경에서 공력 설계최적화의 효율성 연구)

  • Kim Y.-J.;Jung H.-J.;Kim T.-S.;Joh C.-Y.
    • 한국전산유체공학회:학술대회논문집
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    • 2005.10a
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    • pp.163-167
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    • 2005
  • A research to evaluate efficiency of design optimization was performed for aerodynamic design optimization problem in distributed computing environment. The aerodynamic analyses which take most of computational work during design optimization were divided into several jobs and allocated to associated PC clients through network. This is not a parallel process based on domain decomposition rather than a simultaneous distributed-analyses process using network-distributed computers. GBOM(gradient-based optimization method), SAO(Sequential Approximate Optimization) and RSM(Response Surface Method) were implemented to perform design optimization of transonic airfoil and to evaluate their efficiencies. One dimensional minimization followed by direction search involved in the GBOM was found an obstacle against improving efficiency of the design process in distributed computing environment. The SAO was found quite suitable for the distributed computing environment even it has a handicap of local search. The RSM is apparently the fittest for distributed computing environment, but additional trial and error works needed to enhance the reliability of the approximation model are annoying and time-consuming so that they often impair the automatic capability of design optimization and also deteriorate efficiency from the practical point of view.

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