• 제목/요약/키워드: Stochastic optimization method

검색결과 210건 처리시간 0.026초

마이크로 유전자 알고리즘을 적용한 구조 최적설계에 관한 비교 연구 (Comparative Study on Structural Optimal Design Using Micro-Genetic Algorithm)

  • 한석영;최성만
    • 한국공작기계학회논문집
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    • 제12권3호
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    • pp.82-88
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    • 2003
  • SGA(Single Genetic Algorithm) is a heuristic global optimization method based on the natural characteristics and uses many populations and stochastic rules. Therefore SGA needs many function evaluations and takes much time for convergence. In order to solve the demerits of SGA, ${\mu}GA$(Micro-Genetic Algorithm) has recently been developed. In this study, ${\mu}GA$ which have small populations and fast convergence rate, was applied to structural optimization with discrete or integer variables such as 3, 10 and 25 bar trusses. The optimized results of ${\mu}GA$ were compared with those of SGA. Solutions of ${\mu}GA$ for structural optimization were very similar or superior to those of SGA, and faster convergence rate was obtained. From the results of examples, it is found that ${\mu}GA$ is a suitable and very efficient optimization algorithm for structural design.

Adaptive Cross-Layer Resource Optimization in Heterogeneous Wireless Networks with Multi-Homing User Equipments

  • Wu, Weihua;Yang, Qinghai;Li, Bingbing;Kwak, Kyung Sup
    • Journal of Communications and Networks
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    • 제18권5호
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    • pp.784-795
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    • 2016
  • In this paper, we investigate the resource allocation problem in time-varying heterogeneous wireless networks (HetNet) with multi-homing user equipments (UE). The stochastic optimization model is employed to maximize the network utility, which is defined as the difference between the HetNet's throughput and the total energy consumption cost. In harmony with the hierarchical architecture of HetNet, the problem of stochastic optimization of resource allocation is decomposed into two subproblems by the Lyapunov optimization theory, associated with the flow control in transport layer and the power allocation in physical (PHY) layer, respectively. For avoiding the signaling overhead, outdated dynamic information, and scalability issues, the distributed resource allocation method is developed for solving the two subproblems based on the primal-dual decomposition theory. After that, the adaptive resource allocation algorithm is developed to accommodate the timevarying wireless network only according to the current network state information, i.e. the queue state information (QSI) at radio access networks (RAN) and the channel state information (CSI) of RANs-UE links. The tradeoff between network utility and delay is derived, where the increase of delay is approximately linear in V and the increase of network utility is at the speed of 1/V with a control parameter V. Extensive simulations are presented to show the effectiveness of our proposed scheme.

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.

Harmony Search Algorithm-Based Approach For Discrete Size Optimization of Truss Structures

  • Lee Kang-Seok;Kim Jeong-Hee;Choi Chang-Sik;Lee Li-Hyung
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2005년도 춘계 학술발표회 논문집
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    • pp.351-358
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    • 2005
  • Many 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. This paper proposes an efficient optimization method for structures with discrete-sized variables based on the harmony search (HS) meta-heuristic algorithm. 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 is presented in detail and its effectiveness and robustness, as compared to current discrete optimization methods, are demonstrated through a standard truss example. The numerical results reveal that the proposed method is a powerful search and design optimization tool for structures with discrete-sized members, and may yield better solutions than those obtained using current method.

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A cross-entropy algorithm based on Quasi-Monte Carlo estimation and its application in hull form optimization

  • Liu, Xin;Zhang, Heng;Liu, Qiang;Dong, Suzhen;Xiao, Changshi
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제13권1호
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    • pp.115-125
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    • 2021
  • Simulation-based hull form optimization is a typical HEB (high-dimensional, expensive computationally, black-box) problem. Conventional optimization algorithms easily fall into the "curse of dimensionality" when dealing with HEB problems. A recently proposed Cross-Entropy (CE) optimization algorithm is an advanced stochastic optimization algorithm based on a probability model, which has the potential to deal with high-dimensional optimization problems. Currently, the CE algorithm is still in the theoretical research stage and rarely applied to actual engineering optimization. One reason is that the Monte Carlo (MC) method is used to estimate the high-dimensional integrals in parameter update, leading to a large sample size. This paper proposes an improved CE algorithm based on quasi-Monte Carlo (QMC) estimation using high-dimensional truncated Sobol subsequence, referred to as the QMC-CE algorithm. The optimization performance of the proposed algorithm is better than that of the original CE algorithm. With a set of identical control parameters, the tests on six standard test functions and a hull form optimization problem show that the proposed algorithm not only has faster convergence but can also apply to complex simulation optimization problems.

SA-selection-based Genetic Algorithm for the Design of Fuzzy Controller

  • Han Chang-Wook;Park Jung-Il
    • International Journal of Control, Automation, and Systems
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    • 제3권2호
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    • pp.236-243
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    • 2005
  • This paper presents a new stochastic approach for solving combinatorial optimization problems by using a new selection method, i.e. SA-selection, in genetic algorithm (GA). This approach combines GA with simulated annealing (SA) to improve the performance of GA. GA and SA have complementary strengths and weaknesses. While GA explores the search space by means of population of search points, it suffers from poor convergence properties. SA, by contrast, has good convergence properties, but it cannot explore the search space by means of population. However, SA does employ a completely local selection strategy where the current candidate and the new modification are evaluated and compared. To verify the effectiveness of the proposed method, the optimization of a fuzzy controller for balancing an inverted pendulum on a cart is considered.

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.

이산형 변수 시스템의 설계를 위한 시뮬레이션 활용 기법 연구 (A Method for Design of Discrete Variable Stochastic Systems using Simulation)

  • 박경종
    • 한국시뮬레이션학회논문지
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    • 제8권3호
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    • pp.1-16
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    • 1999
  • This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event system. The proposed algorithm in this paper searches the effective and reliable alternatives satisfying the target values of the system to be designed through a single run in a relatively short time period. It tries to estimate an autoregressive model, and construct mean and confidence interval for evaluating correctly the objective function obtained by small amount of output data. The experimental results using the proposed method are also shown.

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ROBUST MIXED $H_2/H_{\infty}$ GUARANTEED COST CONTROL OF UNCERTAIN STOCHASTIC NEUTRAL SYSTEMS

  • Mao, Weihua;Deng, Feiqi;Wan, Anhua
    • Journal of applied mathematics & informatics
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    • 제30권5_6호
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    • pp.699-717
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    • 2012
  • In this paper, we deal with the robust mixed $H_2/H_{\infty}$ guaranteed-cost control problem involving uncertain neutral stochastic distributed delay systems. More precisely, the aim of this problem is to design a robust mixed $H_2/H_{\infty}$ guaranteed-cost controller such that the close-loop system is stochastic mean-square exponentially stable, and an $H_2$ performance measure upper bound is guaranteed, for a prescribed $H_{\infty}$ attenuation level ${\gamma}$. Therefore, the fast convergence can be fulfilled and the proposed controller is more appealing in engineering practice. Based on the Lyapunov-Krasovskii functional theory, new delay-dependent sufficient criteria are proposed to guarantee the existence of a desired robust mixed $H_2/H_{\infty}$ guaranteed cost controller, which are derived in terms of linear matrix inequalities(LMIs). Furthermore, the design problem of the optimal robust mixed $H_2/H_{\infty}$ guaranteed cost controller, which minimized an $H_2$ performance measure upper bound, is transformed into a convex optimization problem with LMIs constraints. Finally, two simulation examples illustrate the design procedure and verify the expected control performance.

통계적 최적화를 위한 확률적 글리치 예측 및 경로 균등화 방법 (Stochastic Glitch Estimation and Path Balancing for Statistical Optimization)

  • 신호순;김주호;이형우
    • 대한전자공학회논문지SD
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    • 제43권8호
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    • pp.35-43
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    • 2006
  • 이 논문에서는 공정 변이의 고려를 위한 통계적 시간 분석(statistical timing analysis)에서 전력감소를 고려한 회로의 최적화를 위해 글리치 및 지연시간의 확률적 모델 및 연산을 이용하여 각 경로 및 경로상의 게이트의 민감도(sensitivity)를 계산하고 이를 이용한 사이징(sizing)을 통해 회로의 지연시간의 증가 없이 글리치를 감소하는 방법을 제시한다. 제안된 알고리즘은 통계적 시간 분석에 근거한 회로의 전후방 탐색을 이용하여 공정 변수를 고려한 확률적 글리치 발생률을 예측한다. 또한 글리치 발생률을 고려한 게이트의 선택 및 사이징 가능한 지연시간의 최적화된 계산을 통해 효율적인 게이트 사이징 기법과 글리치 감소를 위한 경로균등화 방법을 제시한다. 제안된 알고리즘의 효율성은 $0.16{\mu}m$ 모델 파라미터를 이용하여 ISCAS85 벤치마크 회로에 대한 실험을 통해 검증되었다. 실험 결과를 통해 제안된 알고리즘은 글리치 예측에 있어 8.6%의 정확도의 개선을 보였고, 경로균등화에 의한 최적화에 있어 9.5%의 개선을 보였다.