• Title/Summary/Keyword: Stochastic optimization

Search Result 386, Processing Time 0.026 seconds

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

  • Park, Kyoung-Jong
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.28 no.3
    • /
    • pp.149-155
    • /
    • 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.

Discrete Optimization of Structural System by Using the Harmony Search Heuristic Algorithm with Penalty Function (벌칙함수를 도입한 하모니서치 휴리스틱 알고리즘 기반 구조물의 이산최적설계법)

  • Jung, Ju-Seong;Choi, Yun-Chul;Lee, Kang-Seok
    • Journal of the Architectural Institute of Korea Structure & Construction
    • /
    • v.33 no.12
    • /
    • pp.53-62
    • /
    • 2017
  • Many gradient-based mathematical 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. The main objective of this paper is to propose an efficient optimization method for structures with discrete-sized variables based on the harmony search (HS) meta-heuristic algorithm that is derived using penalty function. 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 with a static penalty function is presented in detail and its applicability using several standard truss examples is discussed. The numerical results reveal that the HS algorithm with the static penalty function proposed in this study is a powerful search and design optimization technique for structures with discrete-sized members.

A Two-stage Stochastic Programming Model for Optimal Reactive Power Dispatch with High Penetration Level of Wind Generation

  • Cui, Wei;Yan, Wei;Lee, Wei-Jen;Zhao, Xia;Ren, Zhouyang;Wang, Cong
    • Journal of Electrical Engineering and Technology
    • /
    • v.12 no.1
    • /
    • pp.53-63
    • /
    • 2017
  • The increasing of wind power penetration level presents challenges in classical optimal reactive power dispatch (ORPD) which is usually formulated as a deterministic optimization problem. This paper proposes a two-stage stochastic programming model for ORPD by considering the uncertainties of wind speed and load in a specified time interval. To avoid the excessive operation, the schedule of compensators will be determined in the first-stage while accounting for the costs of adjusting the compensators (CACs). Under uncertainty effects, on-load tap changer (OLTC) and generator in the second-stage will compensate the mismatch caused by the first-stage decision. The objective of the proposed model is to minimize the sum of CACs and the expected energy loss. The stochastic behavior is formulated by three-point estimate method (TPEM) to convert the stochastic programming into equivalent deterministic problem. A hybrid Genetic Algorithm-Interior Point Method is utilized to solve this large-scale mixed-integer nonlinear stochastic problem. Two case studies on IEEE 14-bus and IEEE 118-bus system are provided to illustrate the effectiveness of the proposed method.

A Stochastic Model for Optimizing Offshore Oil Production Under Uncertainty (불확실성하의 해양석유생산 최적화를 위한 추계적 모형)

  • Ku, Ji-Hye;Kim, Si-Hwa
    • Journal of Navigation and Port Research
    • /
    • v.43 no.6
    • /
    • pp.462-468
    • /
    • 2019
  • Offshore oil production faces several difficulties caused by oil price decline and unexpected changes in the global petroleum logistics. This paper suggests a stochastic model for optimizing the offshore oil production under uncertainty. The proposed model incorporates robust optimization and restricted recourse framework, and uses the lower partial mean as the measure of variability of the recourse profit. Some computational experiments and results based on the proposed model using scenario-based data on the crude oil price and demand under uncertainty are examined and presented. This study would be meaningful in decision-making for the offshore oil production problem considering risks under uncertainty.

Development of Pareto strategy multi-objective function method for the optimum design of ship structures

  • Na, Seung-Soo;Karr, Dale G.
    • International Journal of Naval Architecture and Ocean Engineering
    • /
    • v.8 no.6
    • /
    • pp.602-614
    • /
    • 2016
  • It is necessary to develop an efficient optimization technique to perform optimum designs which have given design spaces, discrete design values and several design goals. As optimization techniques, direct search method and stochastic search method are widely used in designing of ship structures. The merit of the direct search method is to search the optimum points rapidly by considering the search direction, step size and convergence limit. And the merit of the stochastic search method is to obtain the global optimum points well by spreading points randomly entire the design spaces. In this paper, Pareto Strategy (PS) multi-objective function method is developed by considering the search direction based on Pareto optimal points, the step size, the convergence limit and the random number generation. The success points between just before and current Pareto optimal points are considered. PS method can also apply to the single objective function problems, and can consider the discrete design variables such as plate thickness, longitudinal space, web height and web space. The optimum design results are compared with existing Random Search (RS) multi-objective function method and Evolutionary Strategy (ES) multi-objective function method by performing the optimum designs of double bottom structure and double hull tanker which have discrete design values. Its superiority and effectiveness are shown by comparing the optimum results with those of RS method and ES method.

Development of a Multi-objective function Method Based on Pareto Optimal Point (Pareto 최적점 기반 다목적함수 기법 개발에 관한 연구)

  • Na, Seung-Soo
    • Journal of the Society of Naval Architects of Korea
    • /
    • v.42 no.2 s.140
    • /
    • pp.175-182
    • /
    • 2005
  • It is necessary to develop an efficient optimization technique to optimize the engineering structures which have given design spaces, discrete design values and several design goals. As optimization techniques, direct search method and stochastic search method are widely used in designing of engineering structures. The merit of the direct search method is to search the optimum points rapidly by considering the search direction, step size and convergence limit. And the merit of the stochastic search method is to obtain the global optimum points by spreading point randomly entire the design spaces. In this paper, a Pareto optimal based multi-objective function method (PMOFM) is developed by considering the search direction based on Pareto optimal points, step size, convergence limit and random search generation . The PMOFM can also apply to the single objective function problems, and can consider the discrete design variables such as discrete plate thickness and discrete stiffener spaces. The design results are compared with existing Evolutionary Strategies (ES) method by performing the design of double bottom structures which have discrete plate thickness and discrete stiffener spaces.

The Game Selection Model for the Payoff Strategy Optimization of Mobile CrowdSensing Task

  • Zhao, Guosheng;Liu, Dongmei;Wang, Jian
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.15 no.4
    • /
    • pp.1426-1447
    • /
    • 2021
  • The payoff game between task publishers and users in the mobile crowdsensing environment is a hot topic of research. A optimal payoff selection model based on stochastic evolutionary game is proposed. Firstly, the process of payoff optimization selection is modeled as a task publisher-user stochastic evolutionary game model. Secondly, the low-quality data is identified by the data quality evaluation algorithm, which improves the fitness of perceptual task matching target users, so that task publishers and users can obtain the optimal payoff at the current moment. Finally, by solving the stability strategy and analyzing the stability of the model, the optimal payoff strategy is obtained under different intensity of random interference and different initial state. The simulation results show that, in the aspect of data quality evaluation, compared with BP detection method and SVM detection method, the accuracy of anomaly data detection of the proposed model is improved by 8.1% and 0.5% respectively, and the accuracy of data classification is improved by 59.2% and 32.2% respectively. In the aspect of the optimal payoff strategy selection, it is verified that the proposed model can reasonably select the payoff strategy.

Stochastic Gradient Descent Optimization Model for Demand Response in a Connected Microgrid

  • Sivanantham, Geetha;Gopalakrishnan, Srivatsun
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.16 no.1
    • /
    • pp.97-115
    • /
    • 2022
  • Smart power grid is a user friendly system that transforms the traditional electric grid to the one that operates in a co-operative and reliable manner. Demand Response (DR) is one of the important components of the smart grid. The DR programs enable the end user participation by which they can communicate with the electricity service provider and shape their daily energy consumption patterns and reduce their consumption costs. The increasing demands of electricity owing to growing population stresses the need for optimal usage of electricity and also to look out alternative and cheap renewable sources of electricity. The solar and wind energy are the promising sources of alternative energy at present because of renewable nature and low cost implementation. The proposed work models a smart home with renewable energy units. The random nature of the renewable sources like wind and solar energy brings an uncertainty to the model developed. A stochastic dual descent optimization method is used to bring optimality to the developed model. The proposed work is validated using the simulation results. From the results it is concluded that proposed work brings a balanced usage of the grid power and the renewable energy units. The work also optimizes the daily consumption pattern thereby reducing the consumption cost for the end users of electricity.

Study of Hybrid Optimization Technique for Grain Optimum Design

  • Oh, Seok-Hwan;Kim, Yong-Chan;Cha, Seung-Won;Roh, Tae-Seong
    • International Journal of Aeronautical and Space Sciences
    • /
    • v.18 no.4
    • /
    • pp.780-787
    • /
    • 2017
  • The propellant grain configuration is a design variable that determines the shape and performance of a solid rocket motor. Grain configuration variables have complicated effects on the motor performance; so the global optimization problem has to be solved in order to design the configuration variables. The grain performance has been analyzed by means of the grain burn-back and internal ballistic analysis, and the optimization technique searches for the configuration variables that satisfy the requirements. The deterministic and stochastic optimization techniques have been applied for the grain optimization, but the results are imperfect. In this study, the optimization design of the configuration variables has been performed using the hybrid optimization technique, which combines those two techniques. As a result, the hybrid optimization technique has proved to be efficient for the grain optimization design.

Optimization of Buffers Capacity in Tandem Queueing Systems with Batch Markovian Arrivals Process

  • Kim, Che-Soong;Lee, Seok-Jun
    • Journal of Korea Society of Industrial Information Systems
    • /
    • v.12 no.2
    • /
    • pp.16-23
    • /
    • 2007
  • Tandem queueing systems well suit for modeling many telecommunication systems. Recently, very general $BMAP/G/1/N/1{\to}{\bullet}/PH/1/M-1$ type tandem queues were constructively studied. In this paper we illustrate application of the obtained results for optimization of a buffer pool design.

  • PDF