• Title/Summary/Keyword: Theoretical optimization

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Comparative Analysis of Optimization Algorithms and the Effects of Coupling Hedging Rules in Reservoir Operations

  • Kim, Gi Joo;Kim, Young-Oh
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.206-206
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    • 2021
  • The necessity for appropriate management of water resources infrastructures such as reservoirs, levees, and dikes is increasing due to unexpected hydro-climate irregularities and rising water demands. To meet this need, past studies have focused on advancing theoretical optimization algorithms such as nonlinear programming, dynamic programming (DP), and genetic programming. Yet, the optimally derived theoretical solutions are limited to be directly implemented in making release decisions in the real-world systems for a variety of reasons. This study first aims to comparatively analyze the two prominent optimization methods, DP and evolutionary multi-objective direct policy search (EMODPS), under historical inflow series using K-fold cross validation. A total of six optimization models are formed each with a specific formulation. Then, one of the optimization models was coupled with the actual zone-based hedging rule that has been adopted in practice. The proposed methodology was applied to Boryeong Dam located in South Korea with conflicting objectives between supply and demand. As a result, the EMODPS models demonstrated a better performance than the DP models in terms of proximity to the ideal. Moreover, the incorporation of the real-world policy with the optimal solutions improved in all indices in terms of the supply side, while widening the range of the trade-off between frequency and magnitude measured in the sides of demand. The results from this study once again highlight the necessity of closing the gap between the theoretical solutions with the real-world implementable policies.

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Theoretical Analysis and Optimization of Extrinsic Fabry-Perot Interferometer Optical-fiber Humidity-sensor Structures

  • Yin, Xiao Lei;Wang, Ning;Yu, Xiao Dan;Li, Yu Hao;Zhang, Bo;Li, Dai Lin
    • Current Optics and Photonics
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    • v.5 no.6
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    • pp.652-659
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    • 2021
  • The theoretical analysis and optimization of extrinsic Fabry-Perot interferometer (EFPI) opticalfiber humidity sensors are deeply investigated. For a typical dual-cavity structure composed of an optical fiber and a humidity-sensitive membrane (HSM), the changes in refractive index (RI) and initial length are discussed for polymer materials and porous oxide materials when relative humidity (RH) increases. The typical interference spectrum is simulated at different RH using MATLAB. The spectral change caused by changing HSM RI and initial length are simulated simutineously, showing different influences on humidity response. To deeply investigate the influence on RH sensitivity, the typical response sensitivity curves for different HSM lengths and air-cavity lengths are simulated. The results show that the HSM is the vital factor. Short HSM length can improve the sensitivity, but for HSM RI and length the influences on sensitivity are opposite, because of the opposite spectral-shift trend. Deep discussion and an optimization method are provided to solve this problem. According to analysis, an opaque HSM is helpful to improve sensitivity. Furthermore, if using an opaque HSM, a short air cavity and long HSM length can improve the sensor's sensitivity These results provide deep understanding and some ideas for designing and optimizing highly sensitive EFPI fiber humidity sensors.

Study on Structural Vibration Analysis and Design Optimization of Rotating Composite Cylindrical Shells with Cutout (회전운동을 고려한 Cutout이 있는 복합재료 원통셸의 구조진동해석 및 최적설계)

  • 이영신;김영완
    • Journal of KSNVE
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    • v.8 no.3
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    • pp.467-476
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    • 1998
  • The free vibration analysis and design optimization of the rotating composite cylindrical shells with a rectangular cutout are investigated by theoretical method. The Love's thin shell theory is used to derive the frequency equation. The theoretical results are obtained by application of the energy method employing the Rayleigh-Ritz procedure. The used circumferential vibration modes are trigonometric functions, the axial modes are the beam modal functions chosen to satisfy the prescribed boundary conditions. To check the validity, the theoretical results are compared with experimental, FEM and other theoretical results.

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Research on theoretical optimization and experimental verification of minimum resistance hull form based on Rankine source method

  • Zhang, Bao-Ji;Zhang, Zhu-Xin
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.7 no.5
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    • pp.785-794
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    • 2015
  • To obtain low resistance and high efficiency energy-saving ship, minimum total resistance hull form design method is studied based on potential flow theory of wave-making resistance and considering the effects of tail viscous separation. With the sum of wave resistance and viscous resistance as objective functions and the parameters of B-Spline function as design variables, mathematical models are built using Nonlinear Programming Method (NLP) ensuring the basic limit of displacement and considering rear viscous separation. We develop ship lines optimization procedures with intellectual property rights. Series60 is used as parent ship in optimization design to obtain improved ship (Series60-1) theoretically. Then drag tests for the improved ship (Series60-1) is made to get the actual minimum total resistance hull form.

Black-Scholes Option Pricing with Particle Swarm Optimization (Particle Swarm Optimization을 이용한 블랙 슐츠 옵션가격 결정모형)

  • Lee, Ju-Sang;Lee, Sang-Uk;Jang, Seok-Cheol;Seok, Sang-Mun;An, Byeong-Ha
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.05a
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    • pp.753-755
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    • 2005
  • The Black-Scholes (BS) option pricing model is a landmark in contingent claim theory and has found wide acceptance in financial markets. However, it has a difficulty in the use of the model, because the volatility which is a nonlinear function of the other parameters must be estimated. The more accurately investors are able to estimate this value, the more accurate their estimates of theoretical option values will be. This paper proposes a new model which is based on Particle Swarm Optimization (PSO) for finding more precise theoretical values of options in the field of evolutionary computation (EC) than genetic algorithm (GA)or calculus-based search techniques to find estimates of the implied volatility.

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Process optimization of PSA way Oxygen Concentrator for Electric Power Saving (전력 절감을 위한 PSA방식의 산소 발생기 공정 최적화)

  • Chi, Seok-Hwan;Lee, Moon-Kyu;Lee, Tae-Soo
    • Proceedings of the KSME Conference
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    • 2007.05a
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    • pp.1350-1354
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    • 2007
  • As the importance of low power design is emphasized, power consumption became one of the standards that represent the performance of the system. The purpose of this study is to decide design variable that minimize power consumption for the oxygen concentrator in two bed-one compressor 8 step PSA process that has above 90% purity at 3lpm by using given constants and selected parameters. Setting selected parameters as cycle time and equalization time, optimization for PSA process in the oxygen concentrator is progressed. For this, we need to know the features and basic principals of PSA process and to deduce objective function of performance analysis. Validations for objective function and lots of experiments are needed too. By using the characteristic curve of the compressor and the pressure curve of the process for 1 cycle, objective function was set. After theoretical 2 dimensional optimized paths was obtained. And then, by experiment, theoretical optimized path was verified.

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Optimal algorithm of part-matching process using neural network (신경 회로망을 이용한 부품 조립 공정의 최적화 알고리즘)

  • 오제휘;차영엽
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.143-146
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    • 1996
  • In this paper, we propose a hopfield model for solving the part-matching which is the number of parts and positions are changed. The goal of this paper is to minimize part-connection in pairs and net total path of part-connection. Therefore, this kind of problem is referred to as a combinatorial optimization problem. First of all, we review the theoretical basis for hopfield model to optimization and present two method of part-matching; Traveling Salesman Problem (TSP) and Weighted Matching Problem (WMP). Finally, we show demonstration through computer simulation and analyzes the stability and feasibility of the generated solutions for the proposed connection methods.

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Routing in Computer Networks: A Survey of Algorithms (컴퓨터 네트웍에서의 경로선정 :알고리즘의 개관)

  • 차동완;정남기;장석권
    • Journal of the Korean Operations Research and Management Science Society
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    • v.9 no.2
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    • pp.46-55
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    • 1984
  • The purpose of this parer is to provide a survey of the state of the art of routing methods in store-and-forward computer networks. The survey is carried out in line with a new taxonomy: heuristic methods, user-optimization methods, and system-optimization methods. This taxonomy on routing algorithms is based on two viewpoints: the level of optimization and the relative difficulty for the implementation in real computer networks. Some actual methods implemented in real computer networks are surveyed as well as the theoretical studies in the literature. This paper concludes with some points in need of further researches.

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A study on the effective numercial method for nondifferentiable optimization problem (비미분가능 최적화문제의 효율적 수치해에 대한 연구)

  • 김준홍
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.21 no.45
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    • pp.253-263
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    • 1998
  • This study presents a method of realizing the theoretical results of Demyanov in practice on a computer in order to produce a kind of constructive evidence for his theory and a practical method of getting numerical results for quasi-differentiab1e optimization problems which may arise in industry and science. A practical result for a restricted nondifferentiable optimization problem is experimented with a simle example.

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A cross-entropy algorithm based on Quasi-Monte Carlo estimation and its application in hull form optimization

  • Liu, Xin;Zhang, Heng;Liu, Qiang;Dong, Suzhen;Xiao, Changshi
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.13 no.1
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    • pp.115-125
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    • 2021
  • Simulation-based hull form optimization is a typical HEB (high-dimensional, expensive computationally, black-box) problem. Conventional optimization algorithms easily fall into the "curse of dimensionality" when dealing with HEB problems. A recently proposed Cross-Entropy (CE) optimization algorithm is an advanced stochastic optimization algorithm based on a probability model, which has the potential to deal with high-dimensional optimization problems. Currently, the CE algorithm is still in the theoretical research stage and rarely applied to actual engineering optimization. One reason is that the Monte Carlo (MC) method is used to estimate the high-dimensional integrals in parameter update, leading to a large sample size. This paper proposes an improved CE algorithm based on quasi-Monte Carlo (QMC) estimation using high-dimensional truncated Sobol subsequence, referred to as the QMC-CE algorithm. The optimization performance of the proposed algorithm is better than that of the original CE algorithm. With a set of identical control parameters, the tests on six standard test functions and a hull form optimization problem show that the proposed algorithm not only has faster convergence but can also apply to complex simulation optimization problems.