• Journal of Advanced Navigation Technology
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• v.19 no.6
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• pp.636-642
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• 2015

This paper presents an application of heuristic harmony search (HS) optimization algorithm for the identification of linear continuous time-delay system from step response. Identification model is first-order plus dead time (FOPDT), which describes a linear monotonic process quite well in most chemical processes and HAVC process and is often sufficient for PID controller tuning. 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 identification method has been demonstrated through a number of simulation examples.

• Journal of the Korean Society of Marine Environment & Safety
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• v.25 no.2
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• pp.169-177
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• 2019

It is very important to understand the intention of a target ship to prevent collisions in multiple-ship situations. However, considering the intentions of a large number of ships at the same time is a great burden for the officer who must establish a collision avoidance plan. With a distributed algorithm, a ship can exchange information with a large number of target ships and search for a safe course. In this paper, I have applied a Distributed Stochastic Search Algorithm (DSSA), a distributed algorithm, for ship collision avoidance. A ship chooses the course that offers the greatest cost reduction or keeps its current course according to probability and constraints. DSSA is divided into five types according to the probability and constraints mentioned. In this paper, the five types of DSSA are applied for ship collision avoidance, and the effects on ship collision avoidance are analyzed. In addition, I have investigated which DSSA type is most suitable for collision avoidance. The experimental results show that the DSSA-A and B schemes offered effective ship collision avoidance. This algorithm is expected to be applicable for ship collision avoidance in a distributed system.

• Transactions of the Korean Society of Automotive Engineers
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• v.6 no.4
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• pp.76-85
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• 1998

Recently, Genetic Algorithm(GA) is widely adopted into a search procedure for structural optimization, which is a stochastic direct search strategy that mimics the process of genetic evolution. This methods consist of three genetics operations maned selection, crossover and mutation. Contrast to traditional optimal design techniques which use design sensitivity analysis results, GA, being zero-order method, is very simple. So, they can be easily applicable to wide area of design optimization problems. Also, owing to multi-point search procedure, they have higher probability of converge to global optimum compared to traditional techniques which take one-point search method. In this study, a method of finding the optimum values of suspension parameters is proposed by using the GA. And vehicle is modelled as planar vehicle having 5 degree-of-freedom. The generalized coordinates are vertical motion of passenger seat, sprung mass and front and rear unsprung mass and rotate(pitch) motion of sprung mass. For rapid converge and precluding local optimum, share function which distribute chromosomes over design bound is introduced. Elitist survival model, remainder stochastic sampling without replacement method, multi-point crossover method are adopted. In the sight of the improvement of ride comfort, good result can be obtained in 5-D.O.F. vehicle model by using GA.

• Journal of the Korea Society for Simulation
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• v.32 no.1
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• pp.23-34
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• 2023

The purpose of this paper is to review global stochastic optimization algorithms(GSOA) in case binary response experimentation is used and to compare the performances of them. GSOAs utilise estimator of probability of success $\^p$ instead of population probability of success p, since p is unknown and only known by its estimator which has stochastic characteristics. Hill climbing algorithm algorithm, simple random search, random search with random restart, random optimization, simulated annealing and particle swarm algorithm as a population based algorithm are considered as global stochastic optimization algorithms. For the purpose of comparing the algorithms, two types of test functions(one is simple uni-modal the other is complex multi-modal) are proposed and Monte Carlo simulation study is done to measure the performances of the algorithms. All algorithms show similar performances for simple test function. Less greedy algorithms such as Random optimization with Random Restart and Simulated Annealing, Particle Swarm Optimization(PSO) based on population show much better performances for complex multi-modal function.

• Journal of the Korean Operations Research and Management Science Society
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• v.39 no.1
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• pp.113-127
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• 2014

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 utility defined in terms of mean and variance by managing the constraint set and the objective function in an iterative manner. A nonlinear programming algorithm was developed and tested with promising results against Korean stock market data sets.

• Journal of the Institute of Convergence Signal Processing
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• v.3 no.1
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• pp.87-92
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• 2002

Placement is an important step in the physical design of VLSI circuits. It is the problem of placing a set of circuit modules on a chip to optimize the circuit performance. The most popular algorithms for placement include the cluster growth, simulated annealing and integer linear programming. In this paper we propose a stochastic evolution algorithm searching solution space for the placement problem, and then compare it with simulated annealing by analyzing the results of each implementation.

• Journal of Electrical Engineering and Technology
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• v.2 no.4
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• pp.413-419
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• 2007

The optimal power flow (OPF) problem was introduced by Carpentier in 1962 as a network constrained economic dispatch problem. Since then, it has been intensively studied and widely used in power system operation and planning. In the past few decades, many stochastic optimization methods such as Genetic Algorithm (GA), Evolutionary Programming (EP), and Particle Swarm Optimization (PSO) have been applied to solve the OPF problem. In particular, PSO is a newly proposed population based stochastic optimization algorithm. The main idea behind it is based on the food-searching behavior of birds and fish. Compared with other stochastic optimization methods, PSO has comparable or even superior search performance for some hard optimization problems in real power systems. Nowadays, some modifications such as breeding and selection operators are considered to make the PSO superior and robust. In this paper, we propose the Modified PSO (MPSO), in which the mutation operator of GA is incorporated into the conventional PSO to improve the search performance. To verify the optimal solution searching ability, the proposed approach has been evaluated on an IEEE 3D-bus test system. The results showed that performance of the proposed approach is better than that of the standard PSO.

• Journal of the Korea Society for Simulation
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• v.12 no.2
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• pp.1-11
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• 2003

In this paper, we focus an optimal policy focus optimal class of (s, S) inventory control systems. To this end, we use the perturbation analysis and apply a stochastic optimization algorithm to minimize the average cost over a period. 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. Our simulation results indicate that the optimal estimates of s and S obtained from a stochastic optimization algorithm 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 review period. Another directions involves the efficiency of stochastic optimization algorithm related to searching procedure for an improving point of (s, S).

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.1 no.1
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• pp.6-12
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• 2001

Evolutionary algorithms(EAs) have been successfully applied to many combinatorial optimization problems of various engineering fields. Recently, some comparative studies of EAs with other stochastic search algorithms have, however, shown that they are similar to, or even are not comparable to other heuristic search. In this paper, a new hybrid evolutionary algorithm utilizing a new local heuristic search, for combinatorial optimization problems, is presented. The new intelligent local heuristic search is described, and the behavior of the hybrid search algorithm is investigated on two well-known problems: traveling salesman problems (TSPs), and quadratic assignment problems(QAPs). The results indicate that the proposed hybrid is able to produce solutions of high quality compared with some of evolutionary and simulated annealing.

• Advances in Computational Design
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• v.1 no.1
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• pp.79-86
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• 2016

In this study, the three different meta-heuristics namely the Grey Wolf Optimizer (GWO), Stochastic Fractal Search (SFS), and Adaptive Differential Evolution with Optional External Archive (JADE) algorithms are examined. This study considers optimization of the planer frame to minimize its weight subjected to the strength and displacement constraints as per the American Institute of Steel and Construction - Load and Resistance Factor Design (AISC-LRFD). The GWO algorithm is associated with grey wolves' activities in the social hierarchy. The SFS algorithm works on the natural phenomenon of growth. JADE on the other hand is a powerful self-adaptive version of a differential evolution algorithm. A one-bay ten-story planar steel frame problem is examined in the present work to investigate the design ability of the proposed algorithms. The frame design is produced by optimizing the W-shaped cross sections of beam and column members as per AISC-LRFD standard steel sections. The results of the algorithms are compared. In addition, these results are also mapped with other state-of-art algorithms.