• 제목/요약/키워드: Stochastic optimization method

검색결과 210건 처리시간 0.025초

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.

공차와 틈새를 고려한 4절연쇄기구의 최적설계 (Optimal Design of Four-bar Mechanism in consideration of Tolerances and Clearances)

  • 김호룡
    • 한국정밀공학회지
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    • 제2권3호
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    • pp.70-76
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    • 1985
  • A four-bar mechanism in consideration of the tolerances on link lengths and the clearances in joints is optimally designed by the method of stochastic analysis. The random nature of clearances and tolerances establishes a stochastic optimization design equation in which the parameters in the equation are described by random variables. In order to solve the design equation, the stochastic problem is converted into an equivalent deterministic one. The synthesis of four-bar mechanism for minimum mechanical and structural errors is carried out by the optimization techni- ques using Chebyshev spacing of precision points. By the results from the synthesized mechanism, the generated and desired motions are examined.

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On Convergence and Parameter Selection of an Improved Particle Swarm Optimization

  • Chen, Xin;Li, Yangmin
    • International Journal of Control, Automation, and Systems
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    • 제6권4호
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    • pp.559-570
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    • 2008
  • This paper proposes an improved particle swarm optimization named PSO with Controllable Random Exploration Velocity (PSO-CREV) behaving an additional exploration behavior. Different from other improvements on PSO, the updating principle of PSO-CREV is constructed in terms of stochastic approximation diagram. Hence a stochastic velocity independent on cognitive and social components of PSO can be added to the updating principle, so that particles have strong exploration ability than those of conventional PSO. The conditions and main behaviors of PSO-CREV are described. Two properties in terms of "divergence before convergence" and "controllable exploration behavior" are presented, which promote the performance of PSO-CREV. An experimental method based on a complex test function is proposed by which the proper parameters of PSO-CREV used in practice are figured out, which guarantees the high exploration ability, as well as the convergence rate is concerned. The benchmarks and applications on FCRNN training verify the improvements brought by PSO-CREV.

강화학습법을 이용한 유역통합 저수지군 운영 (Basin-Wide Multi-Reservoir Operation Using Reinforcement Learning)

  • 이진희;심명필
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2006년도 학술발표회 논문집
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    • pp.354-359
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    • 2006
  • The analysis of large-scale water resources systems is often complicated by the presence of multiple reservoirs and diversions, the uncertainty of unregulated inflows and demands, and conflicting objectives. Reinforcement learning is presented herein as a new approach to solving the challenging problem of stochastic optimization of multi-reservoir systems. The Q-Learning method, one of the reinforcement learning algorithms, is used for generating integrated monthly operation rules for the Keum River basin in Korea. The Q-Learning model is evaluated by comparing with implicit stochastic dynamic programming and sampling stochastic dynamic programming approaches. Evaluation of the stochastic basin-wide operational models considered several options relating to the choice of hydrologic state and discount factors as well as various stochastic dynamic programming models. The performance of Q-Learning model outperforms the other models in handling of uncertainty of inflows.

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추계학적 최적화방법에 의한 기존관수로시스템의 병열관로 확장 (Stochastic Optimization Approach for Parallel Expansion of the Existing Water Distribution Systems)

  • 안태진;최계운;박정응
    • 물과 미래
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    • 제28권2호
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    • pp.169-180
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    • 1995
  • 관망상배관(Looped networks)시스템에서 관수로시스템의 전체비용은 폐회로유량(Loop flows)에 따라 영향을 받는다. 따라서 관망상배관의 최적설계를 위한 수학적모형을 추계학적 최적화방법에 적용하기 위하여 폐회로유량의 섭동(Perturbations)으로 전체비용이 변하게 하였다. 관망상 배관문제의 분석가능영역은 수많은 국지해(Local optimum)를 갖는 비볼록(Nonconvex)이므로 분석가능영역의 효율적인 심사를 위하여 수정추계학적 심사방법을 제안하였으며 이 방법은 국부심사단계(Global search phase)와 국지심사단계(Local search phase)로 구성되어 있다. 국부탐사에서는 점차적으로 국지해를 증진시키며 국지탐사에서는 국부탐사단계에서 교착상태에 있는 국지해로 부터 벗어나게 하거나 최종국지해를 증진시킨다. 제안한 방법의 효율성을 검정하기 위하여 참고문헌에 있는 기존관수로시스템의 병열관로(Parallel pipe line) 확장문제를 표본으로 채택하여 제안한 방법을 적용한 결과 먼저 발표된 연구자들의 비용보다 적은 비용으로 설계할 수 있었다.

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배전계통 커패시터 설치를 위한 전역적 최적화 기법 (A Global Optimization Technique for the Capacitor Placement in Distribution Systems)

  • 이상봉;김규호;이상근
    • 전기학회논문지
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    • 제57권5호
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    • pp.748-754
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    • 2008
  • The general capacitor placement problem is a combinatorial optimization problem having an objective function composed of power losses and capacitor installation costs subject to bus voltage constraints. In this paper, a global optimization technique, which employing the chaos search algorithm, is applied to solve optimal capacitor placement problem with reducing computational effort and enhancing global optimality of the solution. Chaos method in optimization problem searches the global optimal solution on the regularity of chaotic motions and easily escapes from local or near optimal solution than stochastic optimization algorithms. The chaos optimization method is tested on 9 buses and 69 buses system to illustrate the effectiveness of the proposed method.

HS 최적화 알고리즘을 이용한 계단응답과 연속시스템 인식 (Identification of Continuous System from Step Response using HS Optimization Algorithm)

  • 이태봉;손진근
    • 전기학회논문지P
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    • 제65권4호
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    • pp.292-297
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    • 2016
  • The first-order plus dead time(FOPDT) and second-order plus dead time(SOPDT), which describes a linear monotonic process quite well in most chemical and industrial processes and is often sufficient for PID and IMC controller tuning. This paper presents an application of heuristic harmony search(HS) optimization algorithm to the identification of linear continuous time-delay systems from step response. This recently developed HS algorithm is 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. The effectiveness of the proposed identification method has been demonstrated through a number of simulation examples.

DCBA-DEA: A Monte Carlo Simulation Optimization Approach for Predicting an Accurate Technical Efficiency in Stochastic Environment

  • Qiang, Deng;Peng, Wong Wai
    • Industrial Engineering and Management Systems
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    • 제13권2호
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    • pp.210-220
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    • 2014
  • This article describes a 2-in-1 methodology utilizing simulation optimization technique and Data Envelopment Analysis in measuring an accurate efficiency score. Given the high level of stochastic data in real environment, a novel methodology known as Data Collection Budget Allocation-Data Envelopment Analysis (DCBA-DEA) is developed. An example of the method application is shown in banking institutions. In addition to the novel approach presented, this article provides a new insight to the application domain of efficiency measurement as well as the way one conducts efficiency study.

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.

Hybrid evolutionary identification of output-error state-space models

  • Dertimanis, Vasilis K.;Chatzi, Eleni N.;Spiridonakos, Minas D.
    • Structural Monitoring and Maintenance
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    • 제1권4호
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    • pp.427-449
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    • 2014
  • A hybrid optimization method for the identification of state-space models is presented in this study. Hybridization is succeeded by combining the advantages of deterministic and stochastic algorithms in a superior scheme that promises faster convergence rate and reliability in the search for the global optimum. The proposed hybrid algorithm is developed by replacing the original stochastic mutation operator of Evolution Strategies (ES) by the Levenberg-Marquardt (LM) quasi-Newton algorithm. This substitution results in a scheme where the entire population cloud is involved in the search for the global optimum, while single individuals are involved in the local search, undertaken by the LM method. The novel hybrid identification framework is assessed through the Monte Carlo analysis of a simulated system and an experimental case study on a shear frame structure. Comparisons to subspace identification, as well as to conventional, self-adaptive ES provide significant indication of superior performance.