• 제목/요약/키워드: Stochastic optimization

검색결과 383건 처리시간 0.034초

유전 알고리즘의 확률 미분방정식에 의한 동역학 분석에 대한 연구 (A Study on the Dynamics of Genetic Algorithm Based on Stochastic Differential Equation)

  • 석진욱;조성원
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 1997년도 추계학술대회 학술발표 논문집
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    • pp.296-300
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    • 1997
  • Recently, the genetic algorithm has been applied to the various types of optimization problems and these attempts have very successfully. However, in most cases on these approaches, there is not given by investigator about to the theoritical analysis. The reason that the analysis of the dynamics for genetic algorithm is not clear, is the probablitic aspect of genetic algorithm. In this paper, we investigate the analysis of the internal dynamics for genetic algorithm using stochastic differential method. In addition, we provide a new genetic algorithm, based on the study of the convergence property for the genetic algorithm.

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OFDMA 시스템에서 Streaming 서비스를 위한 Opportunistic 스케줄링 기법 (Opportunistic Scheduling for Streaming services in OFDMA Systems)

  • 권정안;이장원
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2008년도 하계종합학술대회
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    • pp.197-198
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    • 2008
  • In this paper, we study an opportunistic scheduling scheme for the OFDMA system with streaming services. The service is modeled by using the appropriate utility function. We formulate a stochastic optimization problem that aims at maximizing network utility while satisfying the QoS requirement of each user. The problem is solved by using the dual approach and the stochastic sub-gradient algorithm.

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박판보 구조물의 신뢰성 최적 설계에 관한 연구 (A Study on Reliability Based Design Optimization For Thin Walled Beam Structures)

  • 이선병;임홍재;백설
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2001년도 춘계학술대회논문집
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    • pp.414-419
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    • 2001
  • In this research, reliability based optimum design is presented for the thin walled beam structures. Deterministic and stochastic optimum design are compared for the thin walled beam structures. Monte Carlo simulation is used for stochastic optimum design with consideration of probabilistic distribution of representative section properties of the thin walled beams with the Response Surface Method.

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Stochastic Time-Cost Tradeoff Using Genetic Algorithm

  • Lee, Hyung-Guk;Lee, Dong-Eun
    • 국제학술발표논문집
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    • The 6th International Conference on Construction Engineering and Project Management
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    • pp.114-116
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    • 2015
  • This paper presents a Stochastic Time-Cost Tradeoff analysis system (STCT) that identifies optimal construction methods for activities, hence reducing the project completion time and cost simultaneously. It makes use of schedule information obtained from critical path method (CPM), applies alternative construction methods data obtained from estimators to respective activities, computes an optimal set of genetic algorithm (GA) parameters, executes simulation based GA experiments, and identifies near optimal solution(s). A test case verifies the usability of STCT.

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Algorithm for stochastic Neighbor Embedding: Conjugate Gradient, Newton, and Trust-Region

  • Hongmo, Je;Kijoeng, Nam;Seungjin, Choi
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2004년도 가을 학술발표논문집 Vol.31 No.2 (2)
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    • pp.697-699
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    • 2004
  • Stochastic Neighbor Embedding(SNE) is a probabilistic method of mapping high-dimensional data space into a low-dimensional representation with preserving neighbor identities. Even though SNE shows several useful properties, the gradient-based naive SNE algorithm has a critical limitation that it is very slow to converge. To overcome this limitation, faster optimization methods should be considered by using trust region method we call this method fast TR SNE. Moreover, this paper presents a couple of useful optimization methods(i.e. conjugate gradient method and Newton's method) to embody fast SNE algorithm. We compared above three methods and conclude that TR-SNE is the best algorithm among them considering speed and stability. Finally, we show several visualizing experiments of TR-SNE to confirm its stability by experiments.

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Optimal Offer Strategies for Energy Storage System Integrated Wind Power Producers in the Day-Ahead Energy and Regulation Markets

  • Son, Seungwoo;Han, Sini;Roh, Jae Hyung;Lee, Duehee
    • Journal of Electrical Engineering and Technology
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    • 제13권6호
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    • pp.2236-2244
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    • 2018
  • We make optimal consecutive offer curves for an energy storage system (ESS) integrated wind power producer (WPP) in the co-optimized day-ahead energy and regulation markets. We build the offer curves by solving multi-stage stochastic optimization (MSSO) problems based on the scenarios of pairs consisting of real-time price and wind power forecasts through the progressive hedging method (PHM). We also use the rolling horizon method (RHM) to build the consecutive offer curves for several hours in chronological order. We test the profitability of the offer curves by using the data sampled from the Iberian Peninsula. We show that the offer curves obtained by solving MSSO problems with the PHM and RHM have a higher profitability than offer curves obtained by solving deterministic problems.

Examination of three meta-heuristic algorithms for optimal design of planar steel frames

  • Tejani, Ghanshyam G.;Bhensdadia, Vishwesh H.;Bureerat, Sujin
    • Advances in Computational Design
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    • 제1권1호
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    • pp.79-86
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    • 2016
  • In this study, the three different meta-heuristics namely the Grey Wolf Optimizer (GWO), Stochastic Fractal Search (SFS), and Adaptive Differential Evolution with Optional External Archive (JADE) algorithms are examined. This study considers optimization of the planer frame to minimize its weight subjected to the strength and displacement constraints as per the American Institute of Steel and Construction - Load and Resistance Factor Design (AISC-LRFD). The GWO algorithm is associated with grey wolves' activities in the social hierarchy. The SFS algorithm works on the natural phenomenon of growth. JADE on the other hand is a powerful self-adaptive version of a differential evolution algorithm. A one-bay ten-story planar steel frame problem is examined in the present work to investigate the design ability of the proposed algorithms. The frame design is produced by optimizing the W-shaped cross sections of beam and column members as per AISC-LRFD standard steel sections. The results of the algorithms are compared. In addition, these results are also mapped with other state-of-art algorithms.

Hybrid evolutionary identification of output-error state-space models

  • Dertimanis, Vasilis K.;Chatzi, Eleni N.;Spiridonakos, Minas D.
    • Structural Monitoring and Maintenance
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    • 제1권4호
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    • pp.427-449
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    • 2014
  • A hybrid optimization method for the identification of state-space models is presented in this study. Hybridization is succeeded by combining the advantages of deterministic and stochastic algorithms in a superior scheme that promises faster convergence rate and reliability in the search for the global optimum. The proposed hybrid algorithm is developed by replacing the original stochastic mutation operator of Evolution Strategies (ES) by the Levenberg-Marquardt (LM) quasi-Newton algorithm. This substitution results in a scheme where the entire population cloud is involved in the search for the global optimum, while single individuals are involved in the local search, undertaken by the LM method. The novel hybrid identification framework is assessed through the Monte Carlo analysis of a simulated system and an experimental case study on a shear frame structure. Comparisons to subspace identification, as well as to conventional, self-adaptive ES provide significant indication of superior performance.

확률적 가진압력을 받는 건축구조물의 최대응답 제한을 위한 선형이차안정기의 최적설계 (Optimal Design of Linear Quadratic Regulator Restrict Maximum Responses of Building Structures Subject to Stochastic Excitation)

  • 박지훈;황재승;민경원;조소훈
    • 한국지진공학회:학술대회논문집
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    • 한국지진공학회 2001년도 추계 학술발표회 논문집 Proceedings of EESK Conference-Fall 2001
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    • pp.373-380
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    • 2001
  • In this research, a controller design method based on optimization is proposed that can satisfy constraints on maximum responses of building structures subject to ground excitation modeled by partially stationary stochastic process. The class of controllers to be optimized is restricted to LQR. Weighting matrix on controlled outputs is used as design variable. Objective function constraint functions and their gradients are computed parameterizing control gain with Riccati matrix. Full state feedback controllers designed by Proposed optimization method satisfy various design objectives and their necessary maximum control forces are computed fur the production of actuator. Probabilities of maximum responses match statistical data from simulation results well.

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성능지표 선정을 통한 강인한 칼만필터 설계 (Robust Kalman Filter Design via Selecting Performance Indices)

  • 정종철;허건수
    • 대한기계학회논문집A
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    • 제29권1호
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    • pp.59-66
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    • 2005
  • In this paper, a robust stationary Kalman filter is designed by minimizing selected performance indices so that it is less sensitive to uncertainties. The uncertainties include not only stochastic factors such as process noise and measurement noise, but also deterministic factors such as unknown initial estimation error, modeling error and sensing bias. To reduce the effect on the uncertainties, three performance indices that should be minimized are selected based on the quantitative error analysis to both the deterministic and the stochastic uncertainties. The selected indices are the size of the observer gain, the condition number of the observer matrix, and the estimation error variance. The observer gain is obtained by optimally solving the multi-objectives optimization problem that minimizes the indices. The robustness of the proposed filter is demonstrated through the comparison with the standard Kalman filter.