• Title/Summary/Keyword: Stochastic optimization

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Study and Experimentation on Detection of Nicks inside of Porcelain with Acoustic Emission

  • Jin, Wei;Li, Fen
    • Journal of Korea Multimedia Society
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    • v.9 no.12
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    • pp.1572-1579
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    • 2006
  • An usual acoustic emission(AE) event has two widely characterized parameters in time domain, peak amplitude and event duration. But noise in AE measuring may disturb the signals with its parameters and aggrandize the signal incertitude. Experiment activity of detection of the nick inside of porcelain with AE was made and study on AE signal processing with statistic be presented in this paper in order to pick-up information expected from the signal with noise. Effort is concentrated on developing a novel arithmetic to improve extraction of the characteristic from stochastic signal and to enhance the voracity of detection. The main purpose discussed in this paper is to treat with signals on amplitudes with statistic mutuality and power density spectrum in frequency domain, and farther more to select samples for neural networks training by means of least-squares algorithm between real measuring signal and deterministic signals under laboratory condition. By seeking optimization with the algorithm, the parameters representing characteristic of the porcelain object are selected, while the stochastic interfere be weakened, then study for detection on neural networks is developed based on processing above.

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Analysis and Design of Control Strategies in Manufacturing Systems with Serial Stages (제조시스템의 운영형태에 관한 분석 및 설계)

  • 김성철
    • Journal of the Korean Operations Research and Management Science Society
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    • v.18 no.3
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    • pp.1-12
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    • 1993
  • Several alternative manufacturing control strategies are under study in the literature. They are, specifically, push system, pull system, conwip system, and as a special case, infinite buffer system. We focus on modeling, comparison analysis and design of these systems. The event epoch sequences of each system are generated which also enable us to compare their performance. Then the stochastic monotonicity of these enent epoch sequences in several important design parameters are established through the structure of the generalized semi-Markov schemes on which they are based. Finally, we solve the stochastic optimization problem which minimizes these event epochs. Our results supplement the applicability of some previously known results in the literature.

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

  • 이동훈;허성필
    • Journal of the Korea Institute of Military Science and Technology
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    • v.2 no.1
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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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On Setting Low-level Performance Criteria and Uncertainty Characterization for a Nuclear Power Plant (원자력발전소의 저층 성능 기준설정과 불확실성에 대하여)

  • Jo, Nam-Jin
    • Nuclear Engineering and Technology
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    • v.19 no.4
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    • pp.266-278
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    • 1987
  • This paper addresses the issues in setting performance criteria for safety regulation of nuclear power plants. Since setting criteria at the low level is a much more difficult task than it is at the top level, the low-level performance criteria should be derived consistently from the more easily determinable top-level performance criteria. The paper also proposes several approaches to characterizing uncertainties in performance criteria, by extending the reliability allocation methodology that is based on the mean-to-mean mapping to a stochastic multi-objective optimization problem where the state variables are uncertain.

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An interactive multicriteria simulation optimization method

  • Shin, Wan-Seon;Boyle, Carolyn-R.
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1992.04b
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    • pp.117-126
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    • 1992
  • This study proposes a new interactive multicriteria method for determining the best levels of the decision variables needed to optimize a stochastic computer simulation with multiple response variables. The method, called the Pairwise Comparison Stochastic Cutting Plane (PCSCP) method, combines good features from interactive multiple objective mathematical programming methods and response surface methodology. The major characteristics of the PCSCP algorithm are: (1) it interacts progressively with the decision maker (DM) to obtain his preferences, (2) it uses good experimental design to adequately explore the decision space while reducing the burden on the DM, and (3) it uses the preference information provided by the DM and the sampling error in the responses to reduce the decision space. This paper presents the basic concepts of the PCSCP method along with its performance for solving randomly selected test problems.

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Determination of Secondary Reserve Requirement Through Interaction-dependent Clearance Between Ex-ante and Ex-post

  • Kim, Sun Kyo;Park, Joon-Hyung;Yoon, Yong Tae
    • Journal of Electrical Engineering and Technology
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    • v.9 no.1
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    • pp.71-79
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    • 2014
  • This paper discusses a method for the determination of frequency control reserve requirement with consideration of the interaction between ex-ante planning and real-time balancing. In proposed method, we consider the fact that the delivered energy for tertiary control reserve is determined based on required capacity for secondary control reserve and the expected amount of load errors. Uncertain load errors are derived by Brownian motion, an optimization method is suggested using a stochastic programming. In a short, we propose an interactive dependent method for determining secondary control reserve requirement based on the principle that it satisfies to minimize the total cost. As a result, this paper provides will analyze for an example model to demonstrate the capabilities of the method.

A Study on Optimal Economic Operation of Hydro-reservoir System by Stochastic Dynamic Programming with Weekly Interval (주간 단위로한 확률론적 년간 최적 저수지 경제 운용에 관한 연구)

  • Song, Gil-Yong;Kim, Yeong-Tae;Han, Byeong-Yul
    • Proceedings of the KIEE Conference
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    • 1987.11a
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    • pp.106-108
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    • 1987
  • Until now, inflow has been handled an independent log-normal random variable in the problem of planning the long-term operation of a multi-reservoir hydrothermal electric power generation system. This paper introduces the detail study for making rule curve by applying weekly time interval for handling inflows. The hydro system model consists of a set of reservoirs and ponds. Thermal units are modeld by one equivalent thermal unit. Objective is minimizing the total cost that the summation of the fuel cost of equivalent thermal unit at each time interval. For optimization, stochastic dynamic programming(SDP) algorithm using successive approximations is used.

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Stationary random response analysis of linear fuzzy truss

  • Ma, J.;Chen, J.J.;Gao, W.;Zhao, Y.Y.
    • Structural Engineering and Mechanics
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    • v.22 no.4
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    • pp.469-481
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    • 2006
  • A new method called fuzzy factor method for the stationary stochastic response analysis of fuzzy truss with global fuzzy structural parameters is presented in this paper. Considering the fuzziness of the structural physical parameters and geometric dimensions simultaneously, the fuzzy correlation function matrix of structural displacement response in time domain is derived by using the fuzzy factor method and the optimization method, the fuzzy mean square values of the structural displacement and stress response in the frequency domain are then developed with the fuzzy factor method. The influences of the fuzziness of structural parameters on the fuzziness of mean square values of the displacement and stress response are inspected via an example and some important conclusions are obtained. Finally, the example is simulated by Monte-Carlo method and the results of the two methods are close, which verified the feasibility of the method given in this paper.

An Interactive Method for Multicriteria Simulation Optimization with Integer Variables (이산형 다기준 시뮬레이션 최적화를 위한 대화형 방법)

  • Shin, Wan-S.;Kim, Jae-Yong
    • Journal of Korean Institute of Industrial Engineers
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    • v.22 no.4
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    • pp.633-649
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    • 1996
  • An interactive multicriteria method, which is called the Modified Pairwise Comparison Stochastic Cutting Plane (MPCSCP) method, is proposed for determining the best levels of the integer decision variables needed to optimize a stochastic computer simulation with multiple response functions. MPCSCP combines good features from interactive tradeoff cutting plane methods and response surface methodologies. The proposed method uses a simple pairwise man-machine interaction and searches an integer space uniformly by using the experimental design which evaluates the decision space centering around an integer center point. The characteristics of the proposed method are investigated through an extensive computational study. The parameter configurations examined in the study are (1) variability of the sampling errors, (2) the size of experimental design, (3) the relaxation of cutting planes, and (4) the levels of decision maker's inconsistency.

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Dynamic Economic Dispatch for Microgrid Based on the Chance-Constrained Programming

  • Huang, Daizheng;Xie, Lingling;Wu, Zhihui
    • Journal of Electrical Engineering and Technology
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    • v.12 no.3
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    • pp.1064-1072
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    • 2017
  • The power of controlled generators in microgrids randomly fluctuate because of the stochastic volatility of the outputs of photovoltaic systems and wind turbines as well as the load demands. To address and dispatch these stochastic factors for daily operations, a dynamic economic dispatch model with the goal of minimizing the generation cost is established via chance-constrained programming. A Monte Carlo simulation combined with particle swarm optimization algorithm is employed to optimize the model. The simulation results show that both the objective function and constraint condition have been tightened and that the operation costs have increased. A higher stability of the system corresponds to the higher operation costs of controlled generators. These operation costs also increase along with the confidence levels for the objective function and constraints.