• Title/Summary/Keyword: Stochastic optimization

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Identification of First-order Plus Dead Time Model from Step Response Using HS Algorithm (HS 알고리즘을 이용한 계단응답으로부터 FOPDT 모델 인식)

  • Lee, Tae-Bong
    • Journal of Advanced Navigation Technology
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    • v.19 no.6
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    • pp.636-642
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    • 2015
  • This paper presents an application of heuristic harmony search (HS) optimization algorithm for the identification of linear continuous time-delay system from step response. Identification model is first-order plus dead time (FOPDT), which describes a linear monotonic process quite well in most chemical processes and HAVC process and is often sufficient for PID controller tuning. This recently developed HS algorithm is conceptualized using the musical process of searching for a perfect state of harmony. It uses a stochastic random search instead of a gradient search so that derivative information is unnecessary. The effectiveness of the identification method has been demonstrated through a number of simulation examples.

On the Comparison of Particle Swarm Optimization Algorithm Performance using Beta Probability Distribution (베타 확률분포를 이용한 입자 떼 최적화 알고리즘의 성능 비교)

  • Lee, ByungSeok;Lee, Joon Hwa;Heo, Moon-Beom
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.8
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    • pp.854-867
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    • 2014
  • This paper deals with the performance comparison of a PSO algorithm inspired in the process of simulating the behavior pattern of the organisms. The PSO algorithm finds the optimal solution (fitness value) of the objective function based on a stochastic process. Generally, the stochastic process, a random function, is used with the expression related to the velocity included in the PSO algorithm. In this case, the random function of the normal distribution (Gaussian) or uniform distribution are mainly used as the random function in a PSO algorithm. However, in this paper, because the probability distribution which is various with 2 shape parameters can be expressed, the performance comparison of a PSO algorithm using the beta probability distribution function, that is a random function which has a high degree of freedom, is introduced. For performance comparison, 3 functions (Rastrigin, Rosenbrock, Schwefel) were selected among the benchmark Set. And the convergence property was compared and analyzed using PSO-FIW to find the optimal solution.

A Study on the Improvement of Vehicle Ride Comfort by Genetic Algorithms (유전자 알고리즘을 이용한 차량 승차감 개선에 관한 연구)

  • 백운태;성활경
    • Transactions of the Korean Society of Automotive Engineers
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    • v.6 no.4
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    • pp.76-85
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    • 1998
  • Recently, Genetic Algorithm(GA) is widely adopted into a search procedure for structural optimization, which is a stochastic direct search strategy that mimics the process of genetic evolution. This methods consist of three genetics operations maned selection, crossover and mutation. Contrast to traditional optimal design techniques which use design sensitivity analysis results, GA, being zero-order method, is very simple. So, they can be easily applicable to wide area of design optimization problems. Also, owing to multi-point search procedure, they have higher probability of converge to global optimum compared to traditional techniques which take one-point search method. In this study, a method of finding the optimum values of suspension parameters is proposed by using the GA. And vehicle is modelled as planar vehicle having 5 degree-of-freedom. The generalized coordinates are vertical motion of passenger seat, sprung mass and front and rear unsprung mass and rotate(pitch) motion of sprung mass. For rapid converge and precluding local optimum, share function which distribute chromosomes over design bound is introduced. Elitist survival model, remainder stochastic sampling without replacement method, multi-point crossover method are adopted. In the sight of the improvement of ride comfort, good result can be obtained in 5-D.O.F. vehicle model by using GA.

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Crack identification based on Kriging surrogate model

  • Gao, Hai-Yang;Guo, Xing-Lin;Hu, Xiao-Fei
    • Structural Engineering and Mechanics
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    • v.41 no.1
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    • pp.25-41
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    • 2012
  • Kriging surrogate model provides explicit functions to represent the relationships between the inputs and outputs of a linear or nonlinear system, which is a desirable advantage for response estimation and parameter identification in structural design and model updating problem. However, little research has been carried out in applying Kriging model to crack identification. In this work, a scheme for crack identification based on a Kriging surrogate model is proposed. A modified rectangular grid (MRG) is introduced to move some sample points lying on the boundary into the internal design region, which will provide more useful information for the construction of Kriging model. The initial Kriging model is then constructed by samples of varying crack parameters (locations and sizes) and their corresponding modal frequencies. For identifying crack parameters, a robust stochastic particle swarm optimization (SPSO) algorithm is used to find the global optimal solution beyond the constructed Kriging model. To improve the accuracy of surrogate model, the finite element (FE) analysis soft ANSYS is employed to deal with the re-meshing problem during surrogate model updating. Specially, a simple method for crack number identification is proposed by finding the maximum probability factor. Finally, numerical simulations and experimental research are performed to assess the effectiveness and noise immunity of this proposed scheme.

A Study on Periodic Review Inventory System under Stochastic Budget Constraint (확률적 예산 제약을 고려한 주기적 재고관리 정책에 대한 연구)

  • Lee, Chang-Yong;Lee, Dongju
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.37 no.1
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    • pp.165-171
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    • 2014
  • We develop an optimization algorithm for a periodic review inventory system under a stochastic budget constraint. While most conventional studies on the periodic review inventory system consider a simple budget limit in terms of the inventory investment being less than a fixed budget, this study adopts more realistic assumption in that purchasing costs are paid at the time an order is arrived. Therefore, probability is employed to express the budget constraint. That is, the probability of total inventory investment to be less than budget must be greater than a certain value assuming that purchasing costs are paid at the time an order is arrived. We express the budget constraint in terms of the Lagrange multiplier and suggest a numerical method to obtain optional values of the cycle time and the safety factor to the system. We also perform the sensitivity analysis in order to investigate the dependence of important quantities on the budget constraint. We find that, as the amount of budget increases, the cycle time and the average inventory level increase, whereas the Lagrange multiplier decreases. In addition, as budget increases, the safety factor increases and reaches to a certain level. In particular, we derive the condition for the maximum safety factor.

Performance management of communication networks for computer integrated manufacturing Part ll: Decision making (컴퓨터 통합 샌산을 위한 통신망의 성능관리)

  • Lee, Suk
    • Journal of the Korean Society for Precision Engineering
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    • v.11 no.4
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    • pp.138-147
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    • 1994
  • Performance management of computer networks is intended to improve a given network performance in order for more efficient information exchange between subsystems of an integrated large-scale system. Improtance of performance management is growing as many function of the large- scale system depend on the quality of communication services provided by the network. The role of performance management is to manipulate the adjustable protocol parameters on line so that the network can adapt itself to a dynamic environment. This can be divided into two subtasks : performance evaluation to find how changes in protocol parameters affect the network performance and decision making to detemine the magnitude and direction of parameter adjustment. This paper is the second part of the two papers focusing on conceptual design, development, and evaluation of performance management for token bus networks. This paper specifically deals with the task of decision making which utilizes the principles of stochastic optimization and learning automata. The developed algorithm can adjuxt four timer settings of a token bus protocol based on the result of performance evaluation. The overall performance management has been evaluated for its efficacy on a network testbed.

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A novel multi-feature model predictive control framework for seismically excited high-rise buildings

  • Katebi, Javad;Rad, Afshin Bahrami;Zand, Javad Palizvan
    • Structural Engineering and Mechanics
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    • v.83 no.4
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    • pp.537-549
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    • 2022
  • In this paper, a novel multi-feature model predictive control (MPC) framework with real-time and adaptive performances is proposed for intelligent structural control in which some drawbacks of the algorithm including, complex control rule and non-optimality, are alleviated. Hence, Linear Programming (LP) is utilized to simplify the resulted control rule. Afterward, the Whale Optimization Algorithm (WOA) is applied to the optimal and adaptive tuning of the LP weights independently at each time step. The stochastic control rule is also achieved using Kalman Filter (KF) to handle noisy measurements. The Extreme Learning Machine (ELM) is then adopted to develop a data-driven and real-time control algorithm. The efficiency of the developed algorithm is then demonstrated by numerical simulation of a twenty-story high-rise benchmark building subjected to earthquake excitations. The competency of the proposed method is proven from the aspects of optimality, stochasticity, and adaptivity compared to the KF-based MPC (KMPC) and constrained MPC (CMPC) algorithms in vibration suppression of building structures. The average value for performance indices in the near-field and far-field (El earthquakes demonstrates a reduction up to 38.3% and 32.5% compared with KMPC and CMPC, respectively.

Novel integrative soft computing for daily pan evaporation modeling

  • Zhang, Yu;Liu, LiLi;Zhu, Yongjun;Wang, Peng;Foong, Loke Kok
    • Smart Structures and Systems
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    • v.30 no.4
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    • pp.421-432
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    • 2022
  • Regarding the high significance of correct pan evaporation modeling, this study introduces two novel neuro-metaheuristic approaches to improve the accuracy of prediction for this parameter. Vortex search algorithms (VSA), sunflower optimization (SFO), and stochastic fractal search (SFS) are integrated with a multilayer perceptron neural network to create the VSA-MLPNN, SFO-MLPNN, and SFS-MLPNN hybrids. The climate data of Arcata-Eureka station (operated by the US environmental protection agency) belonging to the years 1986-1989 and the year 1990 are used for training and testing the models, respectively. Trying different configurations revealed that the best performance of the VSA, SFO, and SFS is obtained for the population size of 400, 300, and 100, respectively. The results were compared with a conventionally trained MLPNN to examine the effect of the metaheuristic algorithms. Overall, all four models presented a very reliable simulation. However, the SFS-MLPNN (mean absolute error, MAE = 0.0997 and Pearson correlation coefficient, RP = 0.9957) was the most accurate model, followed by the VSA-MLPNN (MAE = 0.1058 and RP = 0.9945), conventional MLPNN (MAE = 0.1062 and RP = 0.9944), and SFO-MLPNN (MAE = 0.1305 and RP = 0.9914). The findings indicated that employing the VSA and SFS results in improving the accuracy of the neural network in the prediction of pan evaporation. Hence, the suggested models are recommended for future practical applications.

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

  • Choi, Byoung Han;Lim, Jung Hwan
    • Journal of Korean Society of Steel Construction
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    • v.17 no.6 s.79
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    • pp.661-672
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    • 2005
  • For the efficient stochastic optimization of steel structures for which a large number of analyses is required, artificial neural networks,which have emerged as a powerful tool that could have been used to replace time-consuming procedures in many scientific or engineering applications, are applied. They are utilized for the solution of the equilibrium equations resulting from the application of the finite element method in connection with the reanalysis type of problem, for which a large number of finite element analyses are required in this study. As such, the use of artificial neural networks to predict finite element analysis outputs simplifies and facilitates the performance of the stochastic optimal design of structural systems where a trained neural network is used to replace the structural reanalysis phase. Moreover, to improve efficiency of used artificial neural networks, genetic algorithm is utilized. The stochastic optimizer used in this study is an algorithm based on the evolution theory. The efficiency of the proposed procedure is examined in problems with both volume (weight) functions and real-world cost functions

Empirical Approach to Price Modeling in Electricity Market based on Stochastic Process (확률과정론적 기반의 전력시장가격모델링 기법)

  • Kang, Dong-Joo;Kim, Bal-Ho H.
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.24 no.4
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    • pp.95-102
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    • 2010
  • As the electric power industry is evolving into competitive market scheme, a new paradigm is required for the operation of market. Traditional dispatch algorithm was built based on the optimization model with an objective function and multiple constraints. Commercial market simulator followed the concept of the microeconomic model used in the dispatch algorithm, which is called as analytic method. On analytic method it is prerequisite to procure the exact data for the simulation. It is not easy anymore for each market participant to access to other participants' financial information while it used to be easy for monopoly decision maker to know all the information needed for the optimal operation. Considering the changing situation, it is required to introduce a new method for estimating the market price. This paper proposes an empirical method based on stochastic processes expected to build a capacity planning and long term contracts.