• 제목/요약/키워드: Stochastic optimization method

검색결과 210건 처리시간 0.03초

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.

지반공학 분야에 대한 차분진화 알고리즘 적용성 분석 (Analysis for Applicability of Differential Evolution Algorithm to Geotechnical Engineering Field)

  • 안준상;강경남;김산하;송기일
    • 한국지반공학회논문집
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    • 제35권4호
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    • pp.27-35
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    • 2019
  • 역해석 수행 시 상대적으로 복잡한 공간 및 목표 설계 변수가 많은 경우, 지반공학 분야에 적용하기 위한 연구를 수행하였다. 지반공학 다변수 문제에 대한 모델로 터널 분야 및 흙막이벽체에 대해서 Sharan 공식 및 Blum 방법을 사용하였다. 최적화 방법은 크게 결정론적인 방법 및 확률론적인 방법으로 구분된다. 본 연구에서는 전자 중 모의강화법(SA), 후자 중 차분진화 알고리즘(DEA), 입자 군집 최적화 알고리즘(PSO)을 선택하여 다변수 모델을 적용해서 비교하였다. 지반공학 다변수 역해석 문제에서 결정론적인 방법은 문제가 있음을 확인하였고, 차분진화 알고리즘의 우수성을 확인하였다. DEA는 Sharan의 이론 해에 대한 문제에서 평균 3.12%, Blum 문제에 대해서 평균 2.23% 오차율을 보였고, 반복 탐색 회수도 가장 작은 것으로 파악되었다. DEA 대비해서 SA는 117.39~167.13배, PSO는 2.43~6.91배의 탐색시간이 소요되었다. 지반공학 문제의 다변수 역해석에 차분진화 알고리즘을 적용하면, 계산속도 및 정확도가 향상될 것으로 기대된다.

Hyper-parameter Optimization for Monte Carlo Tree Search using Self-play

  • Lee, Jin-Seon;Oh, Il-Seok
    • 스마트미디어저널
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    • 제9권4호
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    • pp.36-43
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    • 2020
  • The Monte Carlo tree search (MCTS) is a popular method for implementing an intelligent game program. It has several hyper-parameters that require an optimization for showing the best performance. Due to the stochastic nature of the MCTS, the hyper-parameter optimization is difficult to solve. This paper uses the self-playing capability of the MCTS-based game program for optimizing the hyper-parameters. It seeks a winner path over the hyper-parameter space while performing the self-play. The top-q longest winners in the winner path compete for the final winner. The experiment using the 15-15-5 game (Omok in Korean name) showed a promising result.

불평형 배전계통의 선로 재구성문제를 위한 카오스 탐색법 응용 (Chaos Search Method for Reconfiguration Problem in Unbalanced Distribution Systems)

  • 이상봉;김규호;이유정;유석구
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2003년도 하계학술대회 논문집 A
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    • pp.403-405
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    • 2003
  • In this paper, we applied a chaos search method for feeder reconfiguration problem in unbalanced distribution system. Chaos method, in optimization problem, searches the global optimal solution on the regularity of chaotic motions and more easily escapes from local or near optimal solution than stochastic optimization algorithms. The chaos search method applied to the IEEE 13 unbalanced test feeder systems, and the test results indicate that it is able to determine appropriate switching options for global optimum configuration.

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지반-구조물 상호작용을 고려한 복합제어시스템의 최적설계 (Optimal Design of Integrated Control System Considering Soil-Structure Interaction)

  • 박관순;박장호
    • 한국안전학회지
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    • 제27권2호
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    • pp.57-64
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    • 2012
  • For the vibration control of earthquake-excited buildings, an optimal design method of integrated control system considering soil-structure interaction is studied in this paper. Interaction between soils and the base of the building is simply modeled as lumped parameters and equations of motion are derived. The equations of motion are transformed into the state space equations and the probabilistic excitations such as Kanai-Tajumi power spectral density function is introduced. Then an optimization problem is formulated as finding hybrid or integrated control systems which minimizes the stochastic responses of the building structure for given constraints. In order to investigate the feasibility of the optimization method, an example design and numerical simulations are performed with tenstory building. Finally, numerical results are compared with a conventional design case that soil-structure interaction is not considered.

피로시험 데이터의 산포를 고려한 스프링의 신뢰성 최적설계 (Reliability based optimization of spring fatigue design problems accounting for scatter of fatigue test data)

  • 안다운;원준호;최주호
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2008년도 추계학술대회A
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    • pp.1314-1319
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    • 2008
  • Fatigue reliability problems are nowadays actively considered in the design of mechanical components. Recently, Dimension Reduction Method using Kriging approximation (KDRM) was proposed by the authors to efficiently calculate statistical moments of the response function. This method, which is more tractable for its sensitivity-free nature and providing the response PDF in a few number of analyses, is adopted in this study for the reliability analysis. Before applying this method to the practical fatigue problems, accuracies are studied in terms of parameters of the KDRM through a number of numerical examples, from which best set of parameters are suggested. In the fatigue reliability problems, good number of experimental data are necessary to get the statistical distribution of the S-N parameters. The information, however, are not always available due to the limited expense and time. In this case, a family of curves with prediction interval, called P-S-N curve, is constructed from regression analysis. Using the KDRM, once a set of responses are available at the sample points at the mean, all the reliability analyses for each P-S-N curve can be efficiently studied without additional response evaluations. The method is applied to a spring design problem as an illustration of practical applications, in which reliability-based design optimization (RBDO) is conducted by employing stochastic response surface method which includes probabilistic constraints in itself. Resulting information is of great practical value and will be very helpful for making trade-off decision during the fatigue design.

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노이즈 환경에서 입자 군집 최적화 알고리즘의 성능 향상을 위한 통계적 가설 검정 기반 리샘플링 기법의 적용 (Application of Resampling Method based on Statistical Hypothesis Test for Improving the Performance of Particle Swarm Optimization in a Noisy Environment)

  • 최선한
    • 한국시뮬레이션학회논문지
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    • 제28권4호
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    • pp.21-32
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    • 2019
  • 군집에 대한 사회적 행동 모델에 영감을 받은 군집 최적화 알고리즘은 복잡한 최적화 문제 해결에서부터 인공 신경망의 학습에까지 활용되는 대표적인 메타휴리스틱 최적화 알고리즘 중의 하나이다. 하지만 이 알고리즘은 기본적으로 확률적 노이즈가 존재하지 않는 결정적인 환경에서 개발되었기 때문에, 많은 경우 확률적 노이즈가 존재하는 실제 문제에 적용하기에 어려움이 있었다. 본 논문에서는 이를 개선하기 위하여 불확실 평가 기법이라고 정의되는 통계적 가설 검정 기반의 리샘플링 기법을 적용한다. 이 기법을 통하여 입자 군집 최적화 알고리즘의 성능에 가장 큰 영향을 미치는 입자들의 전역 최적을 정확하게 찾으므로 노이즈 환경에서 입자들이 최적해로 보다 정확하고 빠르게 수렴하도록 한다. 다양한 벤치마크 문제들에 대한 기존 알고리즘들과의 비교 실험 결과는 제안하는 알고리즘의 개선된 성능을 입증하고, 사례 연구의 결과는 본 연구의 필요성을 강조한다. 본 연구 결과가 4차 산업혁명 시대에 디지털 트윈 등을 통한 시뮬레이션 기반 시스템 최적화에 효과적으로 적용될 수 있을 것이라 기대한다.

HS 알고리즘을 이용한 계단응답으로부터 FOPDT 모델 인식 (Identification of First-order Plus Dead Time Model from Step Response Using HS Algorithm)

  • 이태봉
    • 한국항행학회논문지
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    • 제19권6호
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    • pp.636-642
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    • 2015
  • 본 논문에서는 계단응답으로부터 시 지연을 갖는 선형 연속시스템을 식별하기 위해 HS 최적화 알고리즘을 적용에 관하여 연구하였다. 인식 모델은 1차 시 지연 모델 (FOPDT)로써, FOPDT은 많은 화학 공정과 HAVC 공정에 실효성이 있으며 PID 튜닝에도 적합하다. 최근에 개발된 HS 알고리즘은 완벽한 하모니를 찾아가는 음악적 과정을 개념화 한 것이다. 수학을 기반으로 하는 전통적 기법과 달리 HS는 확률적인 방법을 사용하므로 미분과 같은 수학적 접근을 필요로 하지 않는다. 제시된 인식 방법의 효과를 입증하기 위해 많은 수치 예를 수행하여 결과를 제시하였다.

Crack identification based on Kriging surrogate model

  • Gao, Hai-Yang;Guo, Xing-Lin;Hu, Xiao-Fei
    • Structural Engineering and Mechanics
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    • 제41권1호
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    • pp.25-41
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    • 2012
  • Kriging surrogate model provides explicit functions to represent the relationships between the inputs and outputs of a linear or nonlinear system, which is a desirable advantage for response estimation and parameter identification in structural design and model updating problem. However, little research has been carried out in applying Kriging model to crack identification. In this work, a scheme for crack identification based on a Kriging surrogate model is proposed. A modified rectangular grid (MRG) is introduced to move some sample points lying on the boundary into the internal design region, which will provide more useful information for the construction of Kriging model. The initial Kriging model is then constructed by samples of varying crack parameters (locations and sizes) and their corresponding modal frequencies. For identifying crack parameters, a robust stochastic particle swarm optimization (SPSO) algorithm is used to find the global optimal solution beyond the constructed Kriging model. To improve the accuracy of surrogate model, the finite element (FE) analysis soft ANSYS is employed to deal with the re-meshing problem during surrogate model updating. Specially, a simple method for crack number identification is proposed by finding the maximum probability factor. Finally, numerical simulations and experimental research are performed to assess the effectiveness and noise immunity of this proposed scheme.

확률적 예산 제약을 고려한 주기적 재고관리 정책에 대한 연구 (A Study on Periodic Review Inventory System under Stochastic Budget Constraint)

  • 이창용;이동주
    • 산업경영시스템학회지
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    • 제37권1호
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    • pp.165-171
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    • 2014
  • We develop an optimization algorithm for a periodic review inventory system under a stochastic budget constraint. While most conventional studies on the periodic review inventory system consider a simple budget limit in terms of the inventory investment being less than a fixed budget, this study adopts more realistic assumption in that purchasing costs are paid at the time an order is arrived. Therefore, probability is employed to express the budget constraint. That is, the probability of total inventory investment to be less than budget must be greater than a certain value assuming that purchasing costs are paid at the time an order is arrived. We express the budget constraint in terms of the Lagrange multiplier and suggest a numerical method to obtain optional values of the cycle time and the safety factor to the system. We also perform the sensitivity analysis in order to investigate the dependence of important quantities on the budget constraint. We find that, as the amount of budget increases, the cycle time and the average inventory level increase, whereas the Lagrange multiplier decreases. In addition, as budget increases, the safety factor increases and reaches to a certain level. In particular, we derive the condition for the maximum safety factor.