• Title/Summary/Keyword: Stochastic optimization

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Unit Commitment of a Microgrid Considering Islanded Operation Scenarios (독립운전 시나리오를 고려한 마이크로그리드의 최적 발전기 기동정지 계획)

  • Lee, Si Young
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.6
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    • pp.708-714
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    • 2018
  • Islanded operation of a microgrid can ensure the reliable operation of the system when a large accident occurs in the main grid. However, because the generation capability of a microgrid is typically limited, a microgrid operator should take islanded operation risk into account in scheduling its generation resources. To address this problem, in this paper we have proposed two unit commitment formulations based on the islanding scenario that reflect the expected and worst-case values of the islanded operation risk. An optimal resource scheduling strategy is obtained for the microgrid operator by solving these optimization problem, and the effectiveness of the proposed method is investigated by numerical simulations.

Particle Swarm Optimization based Haptic Localization of Plates with Electrostatic Vibration Actuators

  • Gwanghyun Jo;Tae-Heon Yang;Seong-Yoon Shin
    • Journal of information and communication convergence engineering
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    • v.22 no.2
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    • pp.127-132
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    • 2024
  • Haptic actuators for large display panels play an important role in bridging the gap between the digital and physical world by generating interactive feedback for users. However, the generation of meaningful haptic feedback is challenging for large display panels. There are dead zones with low haptic sensations when a small number of actuators are applied. In contrast, it is important to control the traveling wave generated by the actuators in the presence of multiple actuators. In this study, we propose a particle swarm optimization (PSO)-based algorithm for the haptic localization of plates with electrostatic vibration actuators. We modeled the transverse displacement of a plate under the effect of actuators by employing the Kirchhoff-Love plate theory. In addition, starting with twenty randomly generated particles containing the actuator parameters, we searched for the optimal actuator parameters using a stochastic process to yield localization. The capability of the proposed PSO algorithm is reported and the transverse displacement has a high magnitude only in the targeted region.

Joint Replenishment Problem for Single Buyer and Single Supplier System Having the Stochastic Demands (확률적 수요를 갖는 단일구매자와 단일공급자 시스템의 다품목 통합발주문제)

  • Jeong, Won-Chan;Kim, Jong-Soo
    • Journal of the Korean Operations Research and Management Science Society
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    • v.36 no.3
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    • pp.91-105
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    • 2011
  • In this paper, we analyze a logistic system involving a supplier who produces and delivers multiple types of items and a buyer who receives and sells the products to end customers. The buyer controls the inventory level by replenishing each product item up to a given order-up-to-level to cope with stochastic demand of end customers. In response to the buyer's order, the supplier produces or outsources the ordered item and delivers them at the start of each period. For the system described above, a mathematical model for a single type of item was developed from the buyer's perspective. Based on the model, an efficient method to find the cycle length and safety factor which correspond to a local minimum solution is proposed. This single product model was extended to cover a multiple item situation. From the model, algorithms to decide the base cycle length and order interval of each item were proposed. The results of the computational experiment show that the algorithms were able to determine the global optimum solution for all tested cases within a reasonable amount of time.

Optimal User Density and Power Allocation for Device-to-Device Communication Underlaying Cellular Networks

  • Yang, Yang;Liu, Ziyang;Min, Boao;Peng, Tao;Wang, Wenbo
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.2
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    • pp.483-503
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    • 2015
  • This paper analyzes the optimal user density and power allocation for Device-to-Device (D2D) communication underlaying cellular networks on multiple bands with the target of maximizing the D2D transmission capacity. The entire network is modeled by Poisson point process (PPP) which based on stochastic geometry. Then in order to ensure the outage probabilities of both cellular and D2D communication, a sum capacity optimization problem for D2D system on multiple bands is proposed. Using convex optimization, the optimal D2D density is obtained in closed-form when the D2D transmission power is determined. Next the optimal D2D transmission power is obtained in closed-form when the D2D density is fixed. Based on the former two conclusions, an iterative algorithm for the optimal D2D density and power allocation on multiple bands is proposed. Finally, the simulation results not only demonstrate the D2D performance, density and power on each band are constrained by cellular communication as well as the interference of the entire system, but also verifies the superiority of the proposed algorithm over sorting-based and removal algorithms.

Stochastic Glitch Estimation and Path Balancing for Statistical Optimization (통계적 최적화를 위한 확률적 글리치 예측 및 경로 균등화 방법)

  • Shin Ho-Soon;Kim Ju-Ho;Lee Hyung-Woo
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.43 no.8 s.350
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    • pp.35-43
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    • 2006
  • In the paper, we propose a new method for power optimization that uses path balancing based on stochastic estimation of glitch in Statistical Static Timing Analysis (SSTA). The proposed method estimates the probability of glitch occurrence using tightness probability of each node in timing graph. In addition, we propose efficient gate sizing technique for glitch reduction using accurate calculation of sizing effect in delay considering probability of glitch occurrence. The efficiency of proposed method has been verified on ISCAS85 benchmark circuits with $0.16{\mu}m$ model parameters. Experimental results show up to 8.6% of accuracy improvement in glitch estimation and 9.5% of optimization improvement.

Harmony Search Algorithm-Based Approach For Discrete Size Optimization of Truss Structures

  • Lee Kang-Seok;Kim Jeong-Hee;Choi Chang-Sik;Lee Li-Hyung
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2005.04a
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    • pp.351-358
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    • 2005
  • Many methods have been developed and are in use for structural size optimization problems, In which the cross-sectional areas or sizing variables are usually assumed to be continuous. In most practical structural engineering design problems, however, the design variables are discrete. This paper proposes an efficient optimization method for structures with discrete-sized variables based on the harmony search (HS) meta-heuristic algorithm. The recently developed HS algorithm was 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 In this paper, a discrete search strategy using the HS algorithm is presented in detail and its effectiveness and robustness, as compared to current discrete optimization methods, are demonstrated through a standard truss example. The numerical results reveal that the proposed method is a powerful search and design optimization tool for structures with discrete-sized members, and may yield better solutions than those obtained using current method.

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Structural Dynamics Modification of Structures Having Non-Conforming Nodes Using Component Mode Synthesis and Evolution Strategies Optimization Technique (부분 구조 모드 합성법 및 유전 전략 최적화 기법을 이용한 비부합 절점을 가진 구조물의 구조변경)

  • 이준호;정의일;박윤식
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2002.05a
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    • pp.651-659
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    • 2002
  • Component Mode Synthesis (CMS) is a dynamic substructuring technique to get an approximate eigensolutions of large degree-of-freedom structures divisible into several components. But, In practice. most of large structures are modeled by different teams of engineers. and their respective finite element models often require different mesh resolutions. As a result, the finite element substructure models can be non-conforming and/or incompatible. In this work, A hybrid version of component mode synthesis using a localized lagrange multiplier to treat the non-conforming mesh problem was derived. Evolution Strategies (ESs) is a stochastic numerical optimization technique and has shown a robust performance for solving deterministic problems. An ESs conducts its search by processing a population of solutions for an optimization problem based on principles from natural evolution. An optimization example for raising the first natural frequency of a plate structure using beam stiffeners was presented using hybrid component mode synthesis and robust evolution strategies (RES) optimization technique. In the example. the design variables are the positions and lengths of beam stiffeners.

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ON STOCHASTIC OPTIMAL REINSURANCE AND INVESTMENT STRATEGIES FOR THE SURPLUS UNDER THE CEV MODEL

  • Jung, Eun-Ju;Kim, Jai-Heui
    • East Asian mathematical journal
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    • v.27 no.1
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    • pp.91-100
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    • 2011
  • It is important to find an optimal strategy which maximize the surplus of the insurance company at the maturity time T. The purpose of this paper is to give an explicit expression for the optimal reinsurance and investment strategy, under the CEV model, which maximizes the expected exponential utility of the final value of the surplus at T. To do this optimization problem, the corresponding Hamilton-Jacobi-Bellman equation will be transformed a linear partial differential equation by applying a Legendre transform.

A Tool for Optimizing Simulated Discrete Variable Stochastic Systems: SIMICOM

  • Lee, Young-Hae;Azadivar, F.
    • Journal of Korean Institute of Industrial Engineers
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    • v.12 no.1
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    • pp.107-118
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    • 1986
  • A heuristic algorithm (SIMICOM) has been designed and tested for optimizing simulated stochastic systems whose performances are functions of several discrete decision variables. The approach adopted utilizes an integer complex method coupled with techniques of establishing confidence intervals for the system's responses. It can handle a general class of optimization problems that could be constrained or unconstrained. In constrained cases, the constraints could either be explicit analytical functions of decision variables or be expressed as other responses of the simulation model. In addition to obtain a reasonably accurate solution, the economic aspect of obtaining the solution has also been taken into consideration.

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무작위 초 보유 자원을 이용한 신뢰성 모델

  • Kim, Songkyoo
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2001.10a
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    • pp.199-202
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    • 2001
  • This article deals with stochastic reliability systems that include a repair facility and unreliable machines: the main facility of working and an auxiliary facility of "super-reserve" machines. The number of super-reserve machines are random number with a arbitrarily distribution and working machines break down exponentially. Defective machines line up for repair, whose durations are arbitrarily distributed. Refurbished machines return to the main facility. If the main facility is restored to its original quantity, the repair facility leaves on routine maintenance until all of super-reserve machines are exhausted. Then, the busy period is regenerated. The whole system also falls into the category of closed queues, with more options than those of basic models. The techniques include two-variate Markov and semi-regenerative processes, and a duality principle, to find the probability distribution of the number of intact machines. Explicit formulas obtained demonstrate a relatively effortless use of functionals of the main stochastic characteristics (such as expenses due to repair, maintenance, waiting, and rewards for higher reliability) and optimization of their objective function. Applications include computer networking, human resources, and manufacturing processes.

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