• International Journal of Naval Architecture and Ocean Engineering
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• v.8 no.6
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• pp.602-614
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• 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.

• Journal of the Society of Naval Architects of Korea
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• v.42 no.2 s.140
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• pp.175-182
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• 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.

• Journal of Korean Institute of Industrial Engineers
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• v.43 no.1
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• pp.1-11
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• 2017

Stochastic resource-constrained project scheduling problem is an extension of resource-constrained project scheduling problem such that activity duration has stochastic nature. In real situation where activity duration is not known until the activity is finished, open-loop based static policies such as activity-based policy and priority-based policy will not well cope with duration variability. Then, a dynamic policy based on closed-loop decision making will be regarded as an alternative toward achievement of minimal makespan. In this study, a dynamic policy designed to select activities to start at each decision time point is illustrated. The performance of static and dynamic policies based on variable neighborhood search is evaluated under the discrete-event simulation environment. Experiments with J120 sets in PSPLIB and several probability distributions of activity duration show that the dynamic policy is superior to static policies. Even when the variability is high, the dynamic policy provides stable and good solutions.

• Water for future
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• v.28 no.2
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• pp.169-180
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• 1995

The cost of a looped pipe network is affected by a set of loop flows. The mathematical model for optimizing the looped pipe network is expressed in the optimal set of loop flows to apply to a stochastic optimization method. Because the feasible region of the looped pipe network problem is nonconvex with multiple local optima, the Modified Stochastic Probing Method is suggested to efficiently search the feasible region. The method consists of two phase: i) a global search phase(the stochastic probing method) and ii) a local search phase(the nearest neighbor method). While the global search sequentially improves a local minimum, the local search escapes out of a local minimum trapped in the global search phase and also refines a final solution. In order to test the method, a standard test problem from the literature is considered for the optimal design of the paralled expansion of an existing network. The optimal solutions thus found have significantly smaller costs than the ones reported previously by other researchers.

• Wind and Structures
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• v.9 no.6
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• pp.441-455
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• 2006

A more applicable optimization model for extracting flutter derivatives of bridge decks is presented, which is suitable for time-varying weights for fitting errors and different lengths of vertical bending and torsional free vibration data. A stochastic search technique for searching the optimal solution of optimization problem is developed, which is more convenient in understanding and programming than the alternate iteration technique, and testified to be a valid and efficient method using two numerical examples. On the basis of the section model test of Sutong Bridge deck, the flutter derivatives are extracted by the stochastic search technique, and compared with the identification results using the modified least-square method. The Empirical Mode Decomposition method is employed to eliminate noise, trends and zero excursion of the collected free vibration data of vertical bending and torsional motion, by which the identification precision of flutter derivatives is improved.

• Communications for Statistical Applications and Methods
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• v.26 no.2
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• pp.149-161
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• 2019

In this article, we suggest the following approaches to simultaneous variable selection and outlier detection. First, we determine possible candidates for outliers using properties of an intercept estimator in a difference-based regression model, and the information of outliers is reflected in the multiple regression model adding mean shift parameters. Second, we select the best model from the model including the outlier candidates as predictors using stochastic search variable selection. Finally, we evaluate our method using simulations and real data analysis to yield promising results. In addition, we need to develop our method to make robust estimates. We will also to the nonparametric regression model for simultaneous outlier detection and variable selection.

• ETRI Journal
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• v.45 no.1
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• pp.119-130
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• 2023

We propose a quantized gradient search algorithm that can achieve global optimization by monotonically reducing the quantization step with respect to time when quantization is composed of integer or fixed-point fractional values applied to an optimization algorithm. According to the white noise hypothesis states, a quantization step is sufficiently small and the quantization is well defined, the round-off error caused by quantization can be regarded as a random variable with identically independent distribution. Thus, we rewrite the searching equation based on a gradient descent as a stochastic differential equation and obtain the monotonically decreasing rate of the quantization step, enabling the global optimization by stochastic analysis for deriving an objective function. Consequently, when the search equation is quantized by a monotonically decreasing quantization step, which suitably reduces the round-off error, we can derive the searching algorithm evolving from an optimization algorithm. Numerical simulations indicate that due to the property of quantization-based global optimization, the proposed algorithm shows better optimization performance on a search space to each iteration than the conventional algorithm with a higher success rate and fewer iterations.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.42 no.4
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• pp.183-193
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• 2019

Process mining is an analytical technique aimed at obtaining useful information about a process by extracting a process model from events log. However, most existing process models are deterministic because they do not include stochastic elements such as the occurrence probabilities or execution times of activities. Therefore, available information is limited, resulting in the limitations on analyzing and understanding the process. Furthermore, it is also important to develop an efficient methodology to discover the process model. Although genetic process mining algorithm is one of the methods that can handle data with noises, it has a limitation of large computation time when it is applied to data with large capacity. To resolve these issues, in this paper, we define a stochastic process tree and propose a tabu search-genetic process mining (TS-GPM) algorithm for a stochastic process tree. Specifically, we define a two-dimensional array as a chromosome to represent a stochastic process tree, fitness function, a procedure for generating stochastic process tree and a model trace as a string of activities generated from the process tree. Furthermore, by storing and comparing model traces with low fitness values in the tabu list, we can prevent duplicated searches for process trees with low fitness value being performed. In order to verify the performance of the proposed algorithm, we performed a numerical experiment by using two kinds of event log data used in the previous research. The results showed that the suggested TS-GPM algorithm outperformed the GPM algorithm in terms of fitness and computation time.

• The Transactions of the Korean Institute of Electrical Engineers P
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• v.65 no.4
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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.

• Journal of the Korean Operations Research and Management Science Society
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• v.34 no.4
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• pp.153-163
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• 2009

Unlike the mean-variance approach, the stochastic dominance approach is to form a portfolio that stochastically dominates a predetermined benchmark portfolio such as KOSPI. This study is to search a set of portfolio weights for the first-order stochastic dominance with maximum expected return by managing the constraint set and the objective function separately. A nonlinear programming algorithm was developed and tested with promising results against Korean stock market data sets.