• 제목/요약/키워드: Stochastic Optimization Algorithm

검색결과 189건 처리시간 0.021초

A Hybrid of Evolutionary Search and Local Heuristic Search for Combinatorial Optimization Problems

  • Park, Lae-Jeong;Park, Cheol-Hoon
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제1권1호
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    • pp.6-12
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    • 2001
  • Evolutionary algorithms(EAs) have been successfully applied to many combinatorial optimization problems of various engineering fields. Recently, some comparative studies of EAs with other stochastic search algorithms have, however, shown that they are similar to, or even are not comparable to other heuristic search. In this paper, a new hybrid evolutionary algorithm utilizing a new local heuristic search, for combinatorial optimization problems, is presented. The new intelligent local heuristic search is described, and the behavior of the hybrid search algorithm is investigated on two well-known problems: traveling salesman problems (TSPs), and quadratic assignment problems(QAPs). The results indicate that the proposed hybrid is able to produce solutions of high quality compared with some of evolutionary and simulated annealing.

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방사상 배전계통의 커패시터 설치를 위한 카오스 탐색알고리즘 (Capacitor Placement in Radial Distribution Systems Using Chaotic Search Algorithm)

  • 이상봉;김규호;유석구
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2002년도 하계학술대회 논문집 A
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    • pp.124-126
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    • 2002
  • The general capacitor placement problem is a combinatorial optimization problem having an objective function composed of power losses and capacitor installation costs subject to bus voltage constraints. In this paper, the method employing the chaos search algorithm is proposed to solve optimal capacitor placement problem with reducing computational effort and enhancing optimality of the solution. Chaos method in optimization problem searches the global optimal solution on the regularity of chaotic motions and easily escapes from local or near optimal solution than stochastic optimization algorithms. The chaos optimization method is tested on 9 buses and 69 buses system to illustrate the effectiveness of the proposed method.

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유전자 알고리즘과 군집 분석을 이용한 확률적 시뮬레이션 최적화 기법 (Genetic Algorithm and Clustering Technique for Optimization of Stochastic Simulation)

  • 이동훈;허성필
    • 한국군사과학기술학회지
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    • 제2권1호
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    • pp.90-100
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    • 1999
  • 유전자 알고리즘은 전통적인 등반 알고리즘을 이용하여 구하기 어려웠던 최적화 문제를 해결하기 위한 강인한(Robust) 탐색 기법이다. 특히 목적함수가 (1)여러 개의 국부 최대치를 가지는 경우, (2)수학적으로 표현이 불가능하거나 어려운 경우, (3)목적함수에 교란 항(disturbance term)이 섞여 있을 경우도 우수한 탐색 능력을 갖는 것으로 알려져 있다. 본 논문에서는 유전자 알고리즘을 이용하여 나타나는 다양한 해집합을 형성하는 개체군을 군집성 분석(cluster analysis)을 이용하여 군집화하고, 각 군집에 부여된 군집 적합도에 따라서 최적해를 구함으로써 단순 유전자 알고리즘에 의한 최적화보다 훨씬 향상된 탐색 알고리즘을 제안하였다. 반응표면의 형태가 정형화한 테스트 함수의 형태로 나타난다고 가정한 경우에 대하여 몬테 칼로 시뮬레이션을 통하여 본 알고리즘을 적용하여 평가하고 분석하였다.

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유전자 기법과 시뮬레이티드 어닐링을 이용한 최적화 (Optimization Using Gnetic Algorithms and Simulated Annealing)

  • 박정선;류미란
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2001년도 춘계학술대회논문집A
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    • pp.939-944
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    • 2001
  • Genetic algorithm is modelled on natural evolution and simulated annealing is based on the simulation of thermal annealing. Both genetic algorithm and simulated annealing are stochastic method. So they can find global optimum values. For compare efficiency of SA and GA's, some function value was maximized. In the result, that was a little better than GA's.

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Optimum design of lead-rubber bearing system with uncertainty parameters

  • Fan, Jian;Long, Xiaohong;Zhang, Yanping
    • Structural Engineering and Mechanics
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    • 제56권6호
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    • pp.959-982
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    • 2015
  • In this study, a non-stationary random earthquake Clough-Penzien model is used to describe earthquake ground motion. Using stochastic direct integration in combination with an equivalent linear method, a solution is established to describe the non-stationary response of lead-rubber bearing (LRB) system to a stochastic earthquake. Two parameters are used to develop an optimization method for bearing design: the post-yielding stiffness and the normalized yield strength of the isolation bearing. Using the minimization of the maximum energy response level of the upper structure subjected to an earthquake as an objective function, and with the constraints that the bearing failure probability is no more than 5% and the second shape factor of the bearing is less than 5, a calculation method for the two optimal design parameters is presented. In this optimization process, the radial basis function (RBF) response surface was applied, instead of the implicit objective function and constraints, and a sequential quadratic programming (SQP) algorithm was used to solve the optimization problems. By considering the uncertainties of the structural parameters and seismic ground motion input parameters for the optimization of the bearing design, convex set models (such as the interval model and ellipsoidal model) are used to describe the uncertainty parameters. Subsequently, the optimal bearing design parameters were expanded at their median values into first-order Taylor series expansions, and then, the Lagrange multipliers method was used to determine the upper and lower boundaries of the parameters. Moreover, using a calculation example, the impacts of site soil parameters, such as input peak ground acceleration, bearing diameter and rubber shore hardness on the optimization parameters, are investigated.

Optimal Location of FACTS Devices Using Adaptive Particle Swarm Optimization Hybrid with Simulated Annealing

  • Ajami, Ali;Aghajani, Gh.;Pourmahmood, M.
    • Journal of Electrical Engineering and Technology
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    • 제5권2호
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    • pp.179-190
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    • 2010
  • This paper describes a new stochastic heuristic algorithm in engineering problem optimization especially in power system applications. An improved particle swarm optimization (PSO) called adaptive particle swarm optimization (APSO), mixed with simulated annealing (SA), is introduced and referred to as APSO-SA. This algorithm uses a novel PSO algorithm (APSO) to increase the convergence rate and incorporate the ability of SA to avoid being trapped in a local optimum. The APSO-SA algorithm efficiency is verified using some benchmark functions. This paper presents the application of APSO-SA to find the optimal location, type and size of flexible AC transmission system devices. Two types of FACTS devices, the thyristor controlled series capacitor (TCSC) and the static VAR compensator (SVC), are considered. The main objectives of the presented method are increasing the voltage stability index and over load factor, decreasing the cost of investment and total real power losses in the power system. In this regard, two cases are considered: single-type devices (same type of FACTS devices) and multi-type devices (combination of TCSC, SVC). Using the proposed method, the locations, type and sizes of FACTS devices are obtained to reach the optimal objective function. The APSO-SA is used to solve the above non.linear programming optimization problem for better accuracy and fast convergence and its results are compared with results of conventional PSO. The presented method expands the search space, improves performance and accelerates to the speed convergence, in comparison with the conventional PSO algorithm. The optimization results are compared with the standard PSO method. This comparison confirms the efficiency and validity of the proposed method. The proposed approach is examined and tested on IEEE 14 bus systems by MATLAB software. Numerical results demonstrate that the APSO-SA is fast and has a much lower computational cost.

Intelligent Decision Support Algorithm for Uncertain Inventory Management

  • Le Ngoc Bao Long;Sam-Sang You;Truong Ngoc Cuong;Hwan-Seong Kim
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2023년도 춘계학술대회
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    • pp.254-255
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    • 2023
  • This paper discovers a robust managerial strategy for a stochastic inventory of perishable products, where the model experiences changing factors including inner parameters and an external disturbance with unknown form. An analytical solution for the optimization problem can be obtained by applying the Hamilton-Bellman-Jacobi equation, however the policy result cannot completely suppress the oscillation from the external disturbance. Therefore, an intelligent approach named Radial Basis Function Neural Networks is applied to estimate the unknown disturbance and provide a robust controller to manipulate the inventory level more effective. The final results show the outstanding performance of RBFNN controller, where both the estimation error and control error are guaranteed in the predefined limit.

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개선된 인공신경망의 학습방법에 의한 강구조물의 설계 (Design of Steel Structures Using the Neural Networks with Improved Learning)

  • 최병한;임정환
    • 한국강구조학회 논문집
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    • 제17권6호통권79호
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    • pp.661-672
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    • 2005
  • 본 연구에서는 많은 양의 함수 계산을 요구하는 확률론적 최적화 기법을 보다 효과적으로 강구조물에 적용하여 수행하고자 한다. 다양한 과학, 응용공학 분야에서 많은 시간이 소요되는 과정을 대체하는데 효과적인 도구로 출현한 인공신경망을 최적화 과정 중 많은 수의 유한요소 해석이 요구되는 재해석 문제에 적용함으로서 유한요소법의 평형방정식의 해의 근사해를 추정하여 재해석과정을 보다 간단하고 용이하게 수행하고자 한다. 또한 이용된 인공신경망의 학습효과의 개선을 위해 유전알고리즘을 적용한다. 확률론적 구조최적화 기법으로는 진화론적 방법에 기초한 알고리즘을 사용한다. 수치 예로써 전형적인 체적(중량)문제와 실 경비함수를 목적함수로 갖는 강구조물 모형에 본 연구의 알고리즘을 적용하여 본 알고리즘의 적용성과 타당성을 증명하였다.

타부탐색을 이용한 이산설계공간에서의 구조물의 최적설계 (Structural Optimization Using Tabu Search in Discrete Design Space)

  • 이권희;주원식
    • 대한기계학회논문집A
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    • 제27권5호
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    • pp.798-806
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    • 2003
  • Structural optimization has been carried out in continuous or discrete design space. Methods for continuous design have been well developed though they are finding the local optima. On the contrary, the existing methods for discrete design are extremely expensive in computational cost or not robust. In this research, an algorithm using tabu search is developed fur the discrete structural designs. The tabu list and the neighbor function of the Tabu concepts are introduced to the algorithm. It defines the number of steps, the maximum number for random searches and the stop criteria. A tabu search is known as the heuristic approach while genetic algorithm and simulated annealing algorithm are attributed to the stochastic approach. It is shown that an algorithm using the tabu search with random moves has an advantage of discrete design. Furthermore, the suggested method finds the reliable optimum for the discrete design problems. The existing tabu search methods are reviewed. Subsequently, the suggested method is explained. The mathematical problems and structural design problems are investigated to show the validity of the proposed method. The results of the structural designs are compared with those from a genetic algorithm and an orthogonal array design.

Probabilistic multi-objective optimization of a corrugated-core sandwich structure

  • Khalkhali, Abolfazl;Sarmadi, Morteza;Khakshournia, Sharif;Jafari, Nariman
    • Geomechanics and Engineering
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    • 제10권6호
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    • pp.709-726
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    • 2016
  • Corrugated-core sandwich panels are prevalent for many applications in industries. The researches performed with the aim of optimization of such structures in the literature have considered a deterministic approach. However, it is believed that deterministic optimum points may lead to high-risk designs instead of optimum ones. In this paper, an effort has been made to provide a reliable and robust design of corrugated-core sandwich structures through stochastic and probabilistic multi-objective optimization approach. The optimization is performed using a coupling between genetic algorithm (GA), Monte Carlo simulation (MCS) and finite element method (FEM). To this aim, Prob. Design module in ANSYS is employed and using a coupling between optimization codes in MATLAB and ANSYS, a connection has been made between numerical results and optimization process. Results in both cases of deterministic and probabilistic multi-objective optimizations are illustrated and compared together to gain a better understanding of the best sandwich panel design by taking into account reliability and robustness. Comparison of results with a similar deterministic optimization study demonstrated better reliability and robustness of optimum point of this study.