• 제목/요약/키워드: Stochastic optimization

검색결과 386건 처리시간 0.03초

Determination of the Weighting Parameters of the LQR System for Nuclear Reactor Power Control Using the Stochastic Searching Methods

  • Lee, Yoon-Joon;Cho, Kyung-Ho
    • Nuclear Engineering and Technology
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    • 제29권1호
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    • pp.68-77
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    • 1997
  • The reactor power control system is described in the fashion of the order increased LQR system. To obtain the optimal state feedback gain vectors, the weighting matrix of the performance function should be determined. Since the contentional method has some limitations, stochastic searching methods are investigated to optimize the LQR weighting matrix using the modified genetic algorithm combined with the simulated annealing, a new optimizing tool named the hybrid MGA-SA is developed to determine the weighting parameters of the LQR system. This optimizing tool provides a more systematic approach in designing the LQR system. Since it can be easily incorporated with any forms of the cost function, it also provides the great flexibility in the optimization problems.

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교차주문을 갖는 리드타임 분포의 분석 (Analysis of Lead Time Distribution with Order Crossover)

  • 김기태
    • 산업경영시스템학회지
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    • 제44권4호
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    • pp.220-226
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    • 2021
  • In supply chain, there are a variety of different uncertainties including demand, service time, lead time, and so forth. The uncertainty of demand has been commonly studied by researchers or practitioners in the field of supply chain. However, the uncertainty of upstream supply chain has also increased. A problem of uncertainty in the upstream supply chain is the fluctuation of the lead time. The stochastic lead time sometimes causes to happen so called the order crossover which is not the same sequences of the order placed and the order arrived. When the order crossover happens, ordinary inventory policies have difficult to find the optimal inventory solutions. In this research, we investigate the lead time distribution in case of the order crossover and explore the resolutions of the inventory solution with the order crossover.

Stochastic intelligent GA controller design for active TMD shear building

  • Chen, Z.Y.;Peng, Sheng-Hsiang;Wang, Ruei-Yuan;Meng, Yahui;Fu, Qiuli;Chen, Timothy
    • Structural Engineering and Mechanics
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    • 제81권1호
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    • pp.51-57
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    • 2022
  • The problem of optimal stochastic GA control of the system with uncertain parameters and unsure noise covariates is studied. First, without knowing the explicit form of the dynamic system, the open-loop determinism problem with path optimization is solved. Next, Gaussian linear quadratic controllers (LQG) are designed for linear systems that depend on the nominal path. A robust genetic neural network (NN) fuzzy controller is synthesized, which consists of a Kalman filter and an optimal controller to assure the asymptotic stability of the discrete control system. A simulation is performed to prove the suitability and performance of the recommended algorithm. The results indicated that the recommended method is a feasible method to improve the performance of active tuned mass damper (ATMD) shear buildings under random earthquake disturbances.

낙동강 유역에서의 확정론적 및 추계학적 수질해석 (Deterministic and Stochastic Water Quality Analysis in the Nakdong River)

  • 한건연;최현상;김상호
    • 한국수자원학회논문집
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    • 제35권4호
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    • pp.385-395
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    • 2002
  • 하천에서의 수질변동을 예측하기 위해 FOEA(First-Order Error-Analysis)와 Monte Carlo 모의를 적용한 추계학적 모형을 개발하였다. 영향메트릭스(Influential matrix)를 이용한 민감도 분석을 실시하여 주요 반응계수를 결정하였고, BFGS(Broyden-Fletcher-Goldfarb-Shanno) 최적화 기법을 사용하여 주요 반응계수 값을 산정하였다. 본 모형을 확정론적 수질해석과 동일한 실제 하도구간에 적용하여 추계학적 수질해석을 실시하였고, 그 결과는 확정론적 해석결과와 잘 일치하였다. 유량과 수질, 반응계수 등에 포함된 불확실도가 하류단의 불확실도에 끼치는 영향을 산정하기 위해 상류단과 지류의 유량 및 수질에 대한 불확실도, 그리고 반응계수의 불확실도에 대한 분석과정이 모형에 포함되었다. 모의수행 결과로부터 각 변수들이 가지고 있는 불확실도가 총 불확실도에 끼치는 영향에 대한 기여도를 산정 할 수 있었다.

표본 추계학적 동적계획법을 사용한 한강수계 저수지 운영시스템 개발 (Reservoir Operating System Using Sampling Stochastic Dynamic Programming for the Han River Basin)

  • 음형일;박명기
    • 한국수자원학회논문집
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    • 제43권1호
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    • pp.67-79
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    • 2010
  • 한국수자원공사는 낙동강 및 금강수계에 대해 실시간 물관리 시스템을 개발하여 수계 내 다목적 댐의 효율적인 운영을 도모하였다. 본 연구에서는 이를 확장하여 최적화 기법인 표본 추계학적 동적계획법을 사용하여 한강수계 다목적댐의 효율적인 월말 목표저수량을 산정하고 이를 통해 실시간 물관리시스템의 효율을 극대화하고자 수행되었다. 수계 내 댐중 저수용량과 용수공급 측면에서 중요도가 높은 소양강댐, 충주댐, 화천댐 등 3개 댐만을 대상으로 모형을 개발하였으며 저수량 상태변수의 민감도 분석 결과를 통해 저수량 상태변수 개수를 설정하였다. 본 연구를 통해 제시된 최적화모형을 통한 운영률과 한국수자원공사의 운영목표수위에 의한 저수지 운영방식과 비교를 실시한 결과 연평균 37.22 MCM의 수계 내 요구용수 부족량 감소효과와 더불어 발전량 측면에서도 연간 171 GWh가 증가하는 것을 확인하였다. 또한 이수기 저수지 운영계획 시스템을 실제 적용한 결과 2007년~2008년 이수기 동안 전력생산, 수질개선 등을 위한 추가적인 용수공급이 가능하다는 것을 확인하였다. 이러한 실제 적용사례를 통해 SSDP 모형과 이수기 저수지운영 시스템의 그 유용성을 타진할 수 있었으며 다른 수계로 확장을 실시한다면 보다 합리적인 저수지 운영계획이 가능할 것으로 기대한다.

Noisy 한 CFD 결과에 대한 구속조건을 고려한 EGO 방법 연구 (A STUDY ON CONSTRAINED EGO METHOD FOR NOISY CFD DATA)

  • 배효길;권장혁
    • 한국전산유체공학회지
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    • 제17권4호
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    • pp.32-40
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    • 2012
  • Efficient Global Optimization (EGO) method is a global optimization technique which can select the next sample point automatically by infill sampling criteria (ISC) and search for the global minimum with less samples than what the conventional global optimization method needs. ISC function consists of the predictor and mean square error (MSE) provided from the kriging model which is a stochastic metamodel. Also the constrained EGO method can minimize the objective function dealing with the constraints under EGO concept. In this study the constrained EGO method applied to the RAE2822 airfoil shape design formulated with the constraint. But the noisy CFD data caused the kriging model to fail to depict the true function. The distorted kriging model would make the EGO deviate from the correct search. This distortion of kriging model can be handled with the interpolation(p=free) kriging model. With the interpolation(p=free) kriging model, however, the search of EGO solution was stalled in the narrow feasible region without the chance to update the objective and constraint functions. Then the accuracy of EGO solution was not good enough. So the three-step search method was proposed to obtain the accurate global minimum as well as prevent from the distortion of kriging model for the noisy constrained CFD problem.

향상된 인공생명 최적화 알고리듬의 개발과 소폭 저널 베어링의 최적설계 (Development of an Enhanced Artificial Life Optimization Algorithm and Optimum Design of Short Journal Bearings)

  • 양보석;송진대
    • 한국소음진동공학회논문집
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    • 제12권6호
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    • pp.478-487
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    • 2002
  • This paper presents a hybrid method to compute the solutions of an optimization Problem. The present hybrid algorithm is the synthesis of an artificial life algorithm and the random tabu search method. The artificial life algorithm has the most important feature called emergence. The emergence is the result of dynamic interaction among the individuals consisting of the system and is not found in an individual. The conventional artificial life algorithm for optimization is a stochastic searching algorithm using the feature of artificial life. Emergent colonies appear at the optimum locations in an artificial ecology. And the locations are the optimum solutions. We combined the feature of random-tabu search method with the conventional algorithm. The feature of random-tabu search method is to divide any given region into sub-regions. The enhanced artificial life algorithm (EALA) not only converge faster than the conventional artificial life algorithm, but also gives a more accurate solution. In addition, this algorithm can find all global optimum solutions. The enhanced artificial life algorithm is applied to the optimum design of high-speed, short journal bearings and its usefulness is verified through an optimization problem.

유전알고리즘을 이용한 비균일 하중을 받는 구조물의 지지 위치 최적화 연구 (Study of Supporting Location Optimization for a Structure under Non-uniform Load Using Genetic Algorithm)

  • 김근홍;이영신;김학근;허남일;사정우;양형렬;김병철;박주식
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2003년도 추계학술대회
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    • pp.1322-1327
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    • 2003
  • It is important to determine supporting locations for structural stability of a structure under non-uniform load in space interfered by other parts. In this case, There are many local optima with discontinuous design space. Therefore, The traditional optimization methods based on derivative are not suitable. Whereas, Genetic algorithm(GA) based on stochastic search technique is a very robust and general method. This paper has been presented to determine supporting locations of the vertical supports for reducing stress of the KSTAR(Korea super Superconducting Tokamak Advanced Research) IVCC(In-vessel control coil) under non-uniform electromagnetic load and space interfered by other parts using genetic algorithm. For this study, we develop a program combining finite element analysis with a genetic algorithm to perform structural analysis of IVCC. In addition, this paper presents a technique to perform optimization with FEM when design variables are trapped in an incongruent design space.

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적응 분할법에 기반한 유전 알고리즘 및 그 응용에 관한 연구 (A Study on Adaptive Partitioning-based Genetic Algorithms and Its Applications)

  • 한창욱
    • 융합신호처리학회논문지
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    • 제13권4호
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    • pp.207-210
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    • 2012
  • 유전 알고리즘은 확률에 기반한 매우 효과적인 최적화 기법이지만 지역해로의 조기수렴과 전역해로의 수렴 속도가 느리다는 단점이 있다. 본 논문에서는 이러한 단점을 보완하기 위해 적응 분할법에 기반한 유전 알고리즘을 제안하였다. 유전 알고리즘이 전역해를 효과적으로 찾도록 하는 적응 분할법은 최적화의 복잡도를 줄이기 위해 탐색공간을 적응적으로 분할한다. 이러한 적응 분할법은 탐색공간의 복잡도가 증가할수록 더 효과적이다. 제안된 방법을 테스트 함수의 최적화 및 도립진자 제어를 위한 퍼지 제어기 설계 최적화에 적용하여 그 유효성을 보였다.

Life-cycle-cost optimization for the wind load design of tall buildings equipped with TMDs

  • Venanzi, Ilaria;Ierimonti, Laura;Caracoglia, Luca
    • Wind and Structures
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    • 제30권4호
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    • pp.379-392
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    • 2020
  • The paper presents a Life-Cycle Cost-based optimization framework for wind-excited tall buildings equipped with Tuned Mass Dampers (TMDs). The objective is to minimize the Life-Cycle Cost that comprises initial costs of the structure, the control system and costs related to repair, maintenance and downtime over the building's lifetime. The integrated optimization of structural sections and mass ratio of the TMDs is carried out, leading to a set of Pareto optimal solutions. The main advantage of the proposed methodology is that, differently from the traditional optimal design approach, it allows to perform the unified design of both the structure and the control system in a Life Cycle Cost Analysis framework. The procedure quantifies wind-induced losses, related to structural and nonstructural damage, considering the stochastic nature of the loads (wind velocity and direction), the specificity of the structural modeling (e.g., non-shear-type vibration modes and torsional effects) and the presence of the TMDs. Both serviceability and ultimate limit states related to the structure and the TMDs' damage are adopted for the computation of repair costs. The application to a case study tall building allows to demonstrate the efficiency of the procedure for the integrated design of the structure and the control system.