• Title/Summary/Keyword: Stochastic optimization method

Search Result 210, Processing Time 0.025 seconds

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
    • /
    • v.17 no.1
    • /
    • pp.20-28
    • /
    • 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 Policy for (s, S) Inventory System Characterized by Renewal Arrival Process of Demand through Simulation Sensitivity Analysis (수요가 재생 도착과정을 따르는 (s, S) 재고 시스템에서 시뮬레이션 민감도 분석을 이용한 최적 전략)

  • 권치명
    • Journal of the Korea Society for Simulation
    • /
    • v.12 no.3
    • /
    • pp.31-40
    • /
    • 2003
  • This paper studies an optimal policy for a certain class of (s, S) inventory control systems, where the demands are characterized by the renewal arrival process. To minimize the average cost over a simulation period, we apply a stochastic optimization algorithm which uses the gradients of parameters, s and S. We obtain the gradients of objective function with respect to ordering amount S and reorder point s via a combined perturbation method. This method uses the infinitesimal perturbation analysis and the smoothed perturbation analysis alternatively according to occurrences of ordering event changes. The optimal estimates of s and S from our simulation results are quite accurate. We consider that this may be due to the estimated gradients of little noise from the regenerative system simulation, and their effect on search procedure when we apply the stochastic optimization algorithm. The directions for future study stemming from this research pertain to extension to the more general inventory system with regard to demand distribution, backlogging policy, lead time, and inter-arrival times of demands. Another direction involves the efficiency of stochastic optimization algorithm related to searching procedure for an improving point of (s, S).

  • PDF

An Improved Stochastic Algorithm Using Kriging for Practical Optimal Designs (크리깅을 이용한 개선된 확률론적 최적화 알고리즘)

  • 임종빈;박정선;노영희
    • Journal of the Korean Society for Aeronautical & Space Sciences
    • /
    • v.34 no.9
    • /
    • pp.33-44
    • /
    • 2006
  • As many scientific phenomena are now investigated using complex computer models, the effective use of Kriging on physical problems has been expanded to provide global approximations for optimization problems. This paper is focused on the two types of strategies to improve efficiency and accuracy of approximate optimization models using Kriging. These methods are performed by the stochastic process, stochastic-localization method(SLM), as the criterion to move the local domains and the design of experiments(DOE), the classical design and space-filling design. The proposed methodology is applied to the designs of 3-bar truss, Sandgren's pressure vessel, and honeycomb upper platform of a satellite structure.

Algorithm for stochastic Neighbor Embedding: Conjugate Gradient, Newton, and Trust-Region

  • Hongmo, Je;Kijoeng, Nam;Seungjin, Choi
    • Proceedings of the Korean Information Science Society Conference
    • /
    • 2004.10b
    • /
    • pp.697-699
    • /
    • 2004
  • Stochastic Neighbor Embedding(SNE) is a probabilistic method of mapping high-dimensional data space into a low-dimensional representation with preserving neighbor identities. Even though SNE shows several useful properties, the gradient-based naive SNE algorithm has a critical limitation that it is very slow to converge. To overcome this limitation, faster optimization methods should be considered by using trust region method we call this method fast TR SNE. Moreover, this paper presents a couple of useful optimization methods(i.e. conjugate gradient method and Newton's method) to embody fast SNE algorithm. We compared above three methods and conclude that TR-SNE is the best algorithm among them considering speed and stability. Finally, we show several visualizing experiments of TR-SNE to confirm its stability by experiments.

  • PDF

A Study on the Techniques of Configuration Optimization (형상 최적설계를 위한 최적화 기법에 관한 연구)

  • Choi, Byoung Han
    • Journal of Korean Society of Steel Construction
    • /
    • v.16 no.6 s.73
    • /
    • pp.819-832
    • /
    • 2004
  • This study describes an efficient and facile method for configuration optimum design of structures. One of the ways to achieve numerical shape representation and the selection of design variables is using the design element concept. Using this technique, the number of design variables could be drastically reduced. Isoparametric mapping was utilized to automatically generate the finite element mesh during the optimization process, and this made it possible to easily calculate the derivatives of the coordinates of generated finite element nodes w.r.t. the design variables. For the structural analysis, finite element analysis was adopted in the optimization procedure, and two different techniques(the deterministic method, a modified method of feasible direction; and the stochastic method, a genetic algorithms) were applied to obtain the minimum volumes and section areas for an efficient configuration optimization procedure. Futhermore, spline interpolation was introduced to present a realistic optimum configuration that meet the manufacturing requirements. According to the results of several numerical examples(steel structures), the two techniques suggested in this study simplified the process of configuration optimum design of structures, and yielded improved objective function values with a robust convergence rate. This study's applicability and capability have therefore been demonstrated.

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.

Optimal Control of Stochastic Bilinear Systems (확률적 이선형시스템의 최적제)

  • Hwang, Chun-Sik
    • The Transactions of the Korean Institute of Electrical Engineers
    • /
    • v.31 no.7
    • /
    • pp.18-24
    • /
    • 1982
  • We derived an optimal control of the Stochastic Bilinear Systems. For that we, firstly, formulated stochastic bilinear system and estimated its state when the system state is not directly observable. Optimal control problem of this system is reviewed on the line of three optimization techniques. An optimal control is derived using Hamilton-Jacobi-Bellman equation via dynamic programming method. It consists of combination of linear and quadratic form in the state. This negative feedback control, also, makes the system stable as far as value function is chosen to be a Lyapunov function. Several other properties of this control are discussed.

  • PDF

Real-Time Stochastic Optimum Control of Traffic Signals

  • Lee, Hee-Hyol
    • Journal of information and communication convergence engineering
    • /
    • v.11 no.1
    • /
    • pp.30-44
    • /
    • 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.

Optimal Offer Strategies for Energy Storage System Integrated Wind Power Producers in the Day-Ahead Energy and Regulation Markets

  • Son, Seungwoo;Han, Sini;Roh, Jae Hyung;Lee, Duehee
    • Journal of Electrical Engineering and Technology
    • /
    • v.13 no.6
    • /
    • pp.2236-2244
    • /
    • 2018
  • We make optimal consecutive offer curves for an energy storage system (ESS) integrated wind power producer (WPP) in the co-optimized day-ahead energy and regulation markets. We build the offer curves by solving multi-stage stochastic optimization (MSSO) problems based on the scenarios of pairs consisting of real-time price and wind power forecasts through the progressive hedging method (PHM). We also use the rolling horizon method (RHM) to build the consecutive offer curves for several hours in chronological order. We test the profitability of the offer curves by using the data sampled from the Iberian Peninsula. We show that the offer curves obtained by solving MSSO problems with the PHM and RHM have a higher profitability than offer curves obtained by solving deterministic problems.