• Title/Summary/Keyword: Stochastic optimization

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Optimal design of nonlinear seismic isolation system by a multi-objective optimization technique integrated with a stochastic linearization method (추계학적 선형화 기법을 접목한 다목적 최적화기법에 의한 비선형 지진격리시스템의 최적설계)

  • Kwag, Shin-Young;Ok, Seung-Yong;Koh, Hyun-Moo
    • Journal of the Earthquake Engineering Society of Korea
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    • v.14 no.2
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    • pp.1-13
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    • 2010
  • This paper proposes an optimal design method for the nonlinear seismic isolated bridge. The probabilities of failure at the pier and the seismic isolator are considered as objective functions for optimal design, and a multi-objective optimization technique is employed to efficiently explore a set of multiple solutions optimizing mutually-conflicting objective functions at the same time. In addition, a stochastic linearization method is incorporated into the multi-objective optimization framework in order to effectively estimate the stochastic responses of the bridge without performing numerous nonlinear time history analyses during the optimization process. As a numerical example to demonstrate the efficiency of the proposed method, the Nam-Han river bridge is taken into account, and the proposed method and the existing life-cycle-cost based design method are both applied for the purpose of comparing their seismic performances. The comparative results demonstrate that the proposed method not only shows better seismic performance but also is more economical than the existing cost-based design method. The proposed method is also proven to guarantee improved performance under variations in seismic intensity, in bandwidth and in the predominant frequency of the seismic event.

Controller optimization with constraints on probabilistic peak responses

  • Park, Ji-Hun;Min, Kyung-Won;Park, Hong-Gun
    • Structural Engineering and Mechanics
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    • v.17 no.3_4
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    • pp.593-609
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    • 2004
  • Peak response is a more suitable index than mean response in the light of structural safety. In this study, a controller optimization method is proposed to restrict peak responses of building structures subject to earthquake excitations, which are modeled as partially stationary stochastic process. The constraints are given with specified failure probabilities of peak responses. LQR is chosen to assure stability in numerical process of optimization. Optimization problem is formulated with weightings on controlled outputs as design variables and gradients of objective and constraint functions are derived. Full state feedback controllers designed by the proposed method satisfy various design objectives and output feedback controllers using LQG also yield similar results without significant performance deterioration.

A Study on the Optimum Structural Design for Oil Tankers Using Multi-Objective Optimization

  • Jang, Chang-Doo;Shin, Sang-Hun
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1998.04a
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    • pp.245-253
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    • 1998
  • Recently, the importance of multi-objective optimization techniques and stochastic search methods is increasing. The stochastic search methods have the concepts of the survival of the fittest and natural selection such as genetic algorithms(GA), simulated annealing(SA) and evolution strategies (ES). As many accidents of oil tankers cause marine pollution, oil tankers of double hull or mid deck structure are being built to minimize the marine pollution. For the improvement of oil tanker design technique, an efficient optimization technique is proposed in this study. Multi-objective optimization problem of weight and cost of double hull and mid deck tanker is formulated. Discrete design variables are used considering real manufacturing, and the concept of relative production cost is also introduced. The ES method is used as an optimization technique, and the ES algorithm was developed to generate a more efficient Pareto optimal set.

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A Study on the Optimal Var Planning Considering Uncertainties of Loads (부하의 불확실성을 고려한 최적 Var배분 앨고리즘에 관한 연구)

  • 송길영;이희영
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.41 no.4
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    • pp.346-354
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    • 1992
  • In the power-system, the active and reactive power levels of load bus randomly vary over days, months, and years which are stochastic in nature. This paper presents an algorithm for optimal Var planning considering the uncertainties of loads. The optimization problem is solved by a stochastic linear programming technique which can handle stochastic constraints to evaluate optimal Var requirement at load bus to maintain the voltage profile which results in probabilistic density function by stochastic Load Flow analysis within admissible range. The effectiveness of the proposed algorithm has been verified by the test on the IEEE-30 bus system.

INDEFINITE STOCHASTIC OPTIMAL LQR CONTROL WITH CROSS TERM UNDER IQ CONSTRAINTS

  • Luo, Cheng-Xin;Feng, En-Min
    • Journal of applied mathematics & informatics
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    • v.15 no.1_2
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    • pp.185-200
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    • 2004
  • A stochastic optimal LQR control problem under some integral quadratic (IQ) constraints is studied, with cross terms in both the cost and the constraint functionals, allowing all the control weighting matrices being indefinite. Sufficient conditions for the well-posedness of this problem are given. When these conditions are satisfied, the optimal control is explicitly derived via dual theory.

Seismic vibration control of bridges with excessive isolator displacement

  • Roy, Bijan K.;Chakraborty, Subrata;Mishra, Sudib K.
    • Earthquakes and Structures
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    • v.10 no.6
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    • pp.1451-1465
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    • 2016
  • The effectiveness of base isolation (BI) systems for mitigation of seismic vibration of bridges have been extensively studied in the past. It is well established in those studies that the performance of BI system is largely dependent on the characteristics of isolator yield strength. For optimum design of such systems, normally a standard nonlinear optimization problem is formulated to minimize the maximum response of the structure, referred as Stochastic Structural Optimization (SSO). The SSO of BI system is usually performed with reference to a problem of unconstrained optimization without imposing any restriction on the maximum isolator displacement. In this regard it is important to note that the isolator displacement should not be arbitrarily large to fulfil the serviceability requirements and to avoid the possibility of pounding to the adjacent units. The present study is intended to incorporate the effect of excessive isolator displacement in optimizing BI system to control seismic vibration effect of bridges. In doing so, the necessary stochastic response of the isolated bridge needs to be optimized is obtained in the framework of statistical linearization of the related nonlinear random vibration problem. A simply supported bridge is taken up to elucidate the effect of constraint condition on optimum design and overall performance of the isolated bridge compared to that of obtained by the conventional unconstrained optimization approach.

Real-Time Stochastic Optimum Control of Traffic Signals

  • Lee, Hee-Hyol
    • Journal of information and communication convergence engineering
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    • v.11 no.1
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    • pp.30-44
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    • 2013
  • Traffic congestion has become a serious problem with the recent exponential increase in the number of vehicles. In urban areas, almost all traffic congestion occurs at intersections. One of the ways to solve this problem is road expansion, but it is difficult to realize in urban areas because of the high cost and long construction period. In such cases, traffic signal control is a reasonable method for reducing traffic jams. In an actual situation, the traffic flow changes randomly and its randomness makes the control of traffic signals difficult. A prediction of traffic jams is, therefore, necessary and effective for reducing traffic jams. In addition, an autonomous distributed (stand-alone) point control of each traffic light individually is better than the wide and/or line control of traffic lights from the perspective of real-time control. This paper describes a stochastic optimum control of crossroads and multi-way traffic signals. First, a stochastic model of traffic flows and traffic jams is constructed by using a Bayesian network. Secondly, the probabilistic distributions of the traffic flows are estimated by using a cellular automaton, and then the probabilistic distributions of traffic jams are predicted. Thirdly, optimum traffic signals of crossroads and multi-way intersection are searched by using a modified particle swarm optimization algorithm to realize real-time traffic control. Finally, simulations are carried out to confirm the effectiveness of the real-time stochastic optimum control of traffic signals.

Structural Optimization Using Stochastic Finite Element Method (확률 유한요소법을 사용한 구조물 최적설계)

  • 임오강;이병우
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.18 no.8
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    • pp.1920-1929
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    • 1994
  • The stochastic finite element method(SFEM) based structural optimal design is presented. Random system response including uncertainties for the design variable is calculated with first order perturbation method. A method for calculating the sensitivity coefficients is developed using the equilibrium equation and first-order perturbed equation. Numerical results are presented for a truss, frame and plate structures with displacement and stress constraints. The sensitivity calculation proposed here is compared with finite difference method. A nonlinear programming technique is used to solve the problem. The procedure is easily incorporated with existing deterministic structural optimization.

칸반 시스템의 분석과 설계

  • 김성철
    • Korean Management Science Review
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    • v.9 no.1
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    • pp.3-15
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    • 1992
  • In this paper, we study a manufacturing system of serial stages with general service times, in which the production of each stage and the coordination of stages are controlled by Kanban discipline. This Kanban discipline is modeled as a Discrete Event Dynamic System and a system of recursive equations is applied to study the dynamics of the system. The recursive relationship enables us to compare this Kanban discipline with the other blocking disciplines such as transfer blocking, service blocking, block-and-hold b, and block-and-hold K, and the Kanban is shown to be superior to the other disciplines in terms of makespan and throughput. As a special case, two stages Kanban system is modeled as $C_2/C_2/1/N$ queueing system, and a recursive algorithm is developed to calculate the system performance. In optimizing the system performance, the stochastic optimization approach of Robbins-Monro is employed via perturbation analysis, the way to estimate the stochastic partial derivative based on only one sample trajectory of the system, and the required commuting condition is verified. Then the stochastic convexity result is established to provide second-order optimality condition for this parametric optimization problem.

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Optimal Design of Four-bar Mechanism in consideration of Tolerances and Clearances (공차와 틈새를 고려한 4절연쇄기구의 최적설계)

  • Kim, Ho-Ryong
    • Journal of the Korean Society for Precision Engineering
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    • v.2 no.3
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    • pp.70-76
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    • 1985
  • A four-bar mechanism in consideration of the tolerances on link lengths and the clearances in joints is optimally designed by the method of stochastic analysis. The random nature of clearances and tolerances establishes a stochastic optimization design equation in which the parameters in the equation are described by random variables. In order to solve the design equation, the stochastic problem is converted into an equivalent deterministic one. The synthesis of four-bar mechanism for minimum mechanical and structural errors is carried out by the optimization techni- ques using Chebyshev spacing of precision points. By the results from the synthesized mechanism, the generated and desired motions are examined.

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