• 제목/요약/키워드: Stochastic optimization

검색결과 383건 처리시간 0.028초

확률적 근사법과 공액기울기법을 이용한 다층신경망의 효율적인 학습 (An Efficient Traning of Multilayer Neural Newtorks Using Stochastic Approximation and Conjugate Gradient Method)

  • 조용현
    • 한국지능시스템학회논문지
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    • 제8권5호
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    • pp.98-106
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    • 1998
  • 본 논문에서는 신경망의 학습성능을 개선하기 위해 확룰적 근사법과 공액기울기법에 기초를 둔 새로운 학습방법을 제안하였다. 제안된 방법에서는 확률적 근사법과 공액기울기법을 조합 사용한 전역 최적화 기법의 역전파 알고리즘을 적용함으로써 학습성능을 최대한 개선할 수 있도록 하였다. 확률적 근사법은 국소최소점을 벗어나 전역최적점에 치우친 근사점을 결정해 주는 기능을 하도록 하며, 이점을 초기값으로 하여 결정론적 기법의 공액기울기법을 적용함으로써 빠른 수렴속도로 전역최적점으로의 수렴확률을 놓였다. 제안된 방법을 패리티 검사와 패턴 분류에 각각 적용하여 그 타당성과 성능을 확인한 결과 제안된 방법은 초기값을 무작위로 설정하는 기울기하강법에 기초를 둔 기존의 역전파 알고리즘이나 확률적 근사법과 기울기하강법에 기초를 둔 역전파 알고리즘에 비해 최적해로의 수렴 확률과 그 수렴속도가 우수함을 확인할 수 있었다.

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Stochastic Optimization of Multipath TCP for Energy Minimization and Network Stability over Heterogeneous Wireless Network

  • Arain, Zulfiqar Arain;Qiu, Xuesong;Zhong, Lujie;Wang, Mu;Chen, Xingyan;Xiong, Yongping;Nahida, Kiran;Xu, Changqiao
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제15권1호
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    • pp.195-215
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    • 2021
  • Multipath Transport Control Protocol (MPTCP) is a transport layer protocol that enables multiple TCP connections across various paths. Due to path heterogeneity, it incurs more energy in a multipath wireless network. Recent work presents a set of approaches described in the literature to support systems for energy consumption in terms of their performance, objectives and address issues based on their design goals. The existing solutions mainly focused on the primary system model but did not discourse the overall system performance. Therefore, this paper capitalized a novel stochastically multipath scheduling scheme for data and path capacity variations. The scheduling problem formulated over MPTCP as a stochastic optimization, whose objective is to maximize the average throughput, avoid network congestion, and makes the system more stable with greater energy efficiency. To design an online algorithm that solves the formulated problem over the time slots by considering its mindrift-plus penalty form. The proposed solution was examined under extensive simulations to evaluate the anticipated stochastic optimized MPTCP (so-MPTCP) outcome and compared it with the base MPTCP and the energy-efficient MPTCP (eMPTCP) protocols. Simulation results justify the proposed algorithm's credibility by achieving remarkable improvements, higher throughput, reduced energy costs, and lower-end to end delay.

2단계 추계학적 야전 포병 사격 순서 결정 모형에 관한 연구 (A Two-Stage Stochastic Approach to the Artillery Fire Sequencing Problem)

  • 조재영
    • 한국국방경영분석학회지
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    • 제31권2호
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    • pp.28-44
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    • 2005
  • The previous studies approach the field artillery fire scheduling problem as deterministic and do not explicitly include information on the potential scenario changes. Unfortunately, the effort used to optimize fire sequences and reduce the total time of engagement is often inefficient as the collected military intelligence changes. Instead of modeling the fire sequencing problem as deterministic model, we consider a stochastic artillery fire scheduling model and devise a solution methodology to integrate possible enemy attack scenarios in the evaluation of artillery fire sequences. The goal is to use that information to find robust solutions that withstand disruptions in a better way, Such an approach is important because we can proactively consider the effects of certain unique scheduling decisions. By identifying more robust schedules, cascading delay effects will be minimized. In this paper we describe our stochastic model for the field artillery fire sequencing problem and offer revised robust stochastic model which considers worst scenario first. The robust stochastic model makes the solution more stable than the general two-stage stochastic model and also reduces the computational cost dramatically. We present computational results demonstrating the effectiveness of our proposed method by EVPI, VSS, and Variances.

Charging Control Strategy of Electric Vehicles Based on Particle Swarm Optimization

  • Boo, Chang-Jin
    • 전기전자학회논문지
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    • 제22권2호
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    • pp.455-459
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    • 2018
  • In this paper, proposed a multi-channel charging control strategy for electric vehicle. This control strategy can adjust the charging power according to the calculated state-of-charge (SOC). Electric vehicle (EV) charging system using Particle Swarm Optimization (PSO) algorithm is proposed. A stochastic optimization algorithm technique such as PSO in the time-of-use (TOU) price used for the energy cost minimization. Simulation results show that the energy cost can be reduced using proposed method.

Optimal Design and Operating Policies in a Direct-Input-Output Automated Manufacturing System Using Simulation Optimization Method

  • Yu, Ji-Young;Lee, Young-Hae
    • 한국시뮬레이션학회:학술대회논문집
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    • 한국시뮬레이션학회 1999년도 춘계학술대회 논문집
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    • pp.212-216
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    • 1999
  • We propose a method for simulation optimization using stochastic genetic algorithm(GA) to get the best design and operating policies in a Direct-Input-Output Automated Manufacturing System (DIOMS).

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Evaluation of the Simulation Optimization Tool, SIMICOM

  • Lee, Young-Hae
    • 대한산업공학회지
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    • 제13권1호
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    • pp.61-67
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    • 1987
  • A tool for optimizing simulated discrete variable stochastic systems, SIMICOM was developed and presented in [5]. In this paper an evaluation of its performance and results of comparisons with other popular methods for dealing with simulation-optimization problems will be provided. Based on several test problems it is concluded that SIMICOM dominates those methods.

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Bayesian MBLRP 모형을 이용한 시간강수량 모의 기법 개발 (A Development of Hourly Rainfall Simulation Technique Based on Bayesian MBLRP Model)

  • 김장경;권현한;김동균
    • 대한토목학회논문집
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    • 제34권3호
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    • pp.821-831
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    • 2014
  • 추계학적 강수발생 및 모의기법은 수문학적 모형의 입력 자료로써 널리 이용되고 있다. 그러나 Modified Bartlett-Lewis Rectangular Pulse(MBLRP)와 같은 추계학적 포아송 클러스터 강수생성 모형에 대해서 국부최적화 방법을 통한 매개변수 추정 방법은 매개변수의 신뢰성에 상당한 영향을 주는 것으로 알려져 있다. 최근에는 MBLRP 모형의 국부해추정 문제를 해소하기 위하여 Particle Swarm Optimization (PSO) 또는 Shuffled Complex Evolution developed at The University of Arizona (SCE-UA) 등 매개변수 추정 성능이 우수한 전역최적화기법이 도입되고 있지만, 제한된 매개변수 공간에서 항상 신뢰성 있는 매개변수 추정이 가능한 것은 아니다. 뿐만 아니라, 모형의 매개변수들이 갖고 있는 불확실성에 관한 연구는 아직 충분히 논의되지 않았다. 이러한 관점에서 본 연구는 Bayesian 기법과 연계한 MBLRP 모형을 개발하였으며 각 매개변수들의 사후분포(Posterior Distribution)를 유도하여 매개변수가 내포하는 불확실성을 정량적으로 평가하였다. 그 결과 관측값에 대한 시간단위 이하 강수발생 통계치를 효과적으로 복원하고 있음을 확인할 수 있었다.

Design Optimization of Composite Radar Absorbing Structures to Improve Stealth Performance

  • Jang, Byungwook;Kim, Myungjun;Park, Jungsun;Lee, Sooyong
    • International Journal of Aeronautical and Space Sciences
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    • 제17권1호
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    • pp.20-28
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    • 2016
  • In this study, an efficient method of designing laminate composite radar absorbing structures (RAS) is proposed with consideration given to the structural shape so as to improve aircraft stealth performance. The calculation of the radar cross section (RCS) should be decreased to enhance the efficiency of the stochastic optimization when designing an RAS. In the proposed method, RAS are optimized to match up the input impedance of the minimal RCS, which is obtained by using physical optics and the transmission line theory. Single and double layer dielectric RAS for aircraft wings are employed as numerical examples and designed using the proposed method, RCS minimization and reflection coefficient minimization. The availability of the proposed method is assessed by comparing the similarity of the results and computation time with other design methods. According to the results, the proposed method produces the same results as the stochastic optimization, which adopts the RCS as the objective function, and can improve RAS design efficiency by reducing the number of RCS analyses.

Optimal design of Base Isolation System considering uncertain bounded system parameters

  • Roy, Bijan Kumar;Chakraborty, Subrata
    • Structural Engineering and Mechanics
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    • 제46권1호
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    • pp.19-37
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    • 2013
  • The optimum design of base isolation system considering model parameter uncertainty is usually performed by using the unconditional response of structure obtained by the total probability theory, as the performance index. Though, the probabilistic approach is powerful, it cannot be applied when the maximum possible ranges of variations are known and can be only modelled as uncertain but bounded type. In such cases, the interval analysis method is a viable alternative. The present study focuses on the bounded optimization of base isolation system to mitigate the seismic vibration effect of structures characterized by bounded type system parameters. With this intention in view, the conditional stochastic response quantities are obtained in random vibration framework using the state space formulation. Subsequently, with the aid of matrix perturbation theory using first order Taylor series expansion of dynamic response function and its interval extension, the vibration control problem is transformed to appropriate deterministic optimization problems correspond to a lower bound and upper bound optimum solutions. A lead rubber bearing isolating a multi-storeyed building frame is considered for numerical study to elucidate the proposed bounded optimization procedure and the optimum performance of the isolation system.

실수 코딩 유전자 알고리즘을 이용한 생산 시스템의 시뮬레이션 최적화 (Simulation Optimization of Manufacturing System using Real-coded Genetic Algorithm)

  • 박경종
    • 산업경영시스템학회지
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    • 제28권3호
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    • pp.149-155
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    • 2005
  • In this paper, we optimize simulation model of a manufacturing system using the real-coded genetic algorithm. Because the manufacturing system expressed by simulation model has stochastic process, the objective functions such as the throughput of a manufacturing system or the resource utilization are not optimized by simulation itself. So, in order to solve it, we apply optimization methods such as a genetic algorithm to simulation method. Especially, the genetic algorithm is known to more effective method than other methods to find global optimum, because the genetic algorithm uses entity pools to find the optimum. In this study, therefore, we apply the real-coded genetic algorithm to simulation optimization of a manufacturing system, which is known to more effective method than the binary-coded genetic algorithm when we optimize the constraint problems. We use the reproduction operator of the applied real-coded genetic algorithm as technique of the remainder stochastic sample with replacement and the crossover operator as the technique of simple crossover. Also, we use the mutation operator as the technique of the dynamic mutation that configures the searching area with generations.