• International Journal of Fuzzy Logic and Intelligent Systems
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• 제13권1호
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• pp.19-30
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• 2013

Recently, the constrained index tracking problem, in which the task of trading a set of stocks is performed so as to closely follow an index value under some constraints, has often been considered as an important application domain for control theory. Because this problem can be conveniently viewed and formulated as an optimal decision-making problem in a highly uncertain and stochastic environment, approaches based on stochastic optimal control methods are particularly pertinent. Since stochastic optimal control problems cannot be solved exactly except in very simple cases, approximations are required in most practical problems to obtain good suboptimal policies. In this paper, we present a procedure for finding a suboptimal solution to the constrained index tracking problem based on approximate dynamic programming. Illustrative simulation results show that this procedure works well when applied to a set of real financial market data.

• 대한전기학회논문지:전력기술부문A
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• 제51권5호
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• pp.217-224
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• 2002

This paper presents an algorithm to obtain an approximate optimal solution for the service restoration and load balancing of large scale radial distribution system in a real-time operation environment. Since the problem is formulated as a combinatorial optimization problem, it is difficult to solve a large-scale combinatorial optimization problem accurately within the reasonable computation time. Therefore, in order to find an approximate optimal solution quickly, the authors proposed an algorithm which combines optimization technique called cyclic best-first search with heuristic based feeder loadings balance index for computational efficiency and robust performance. To demonstrate the validity of the proposed algorithm, numerical calculations are carried out the KEPCO's 108 bus distribution system.

• 한국경영과학회지
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• 제22권2호
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• pp.125-137
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• 1997

We are concerned with the packing policy determines the optimal packing of products with variable sizes to minimize the penalty costs for idle space and product spliting. Optimal packing problem is closely related to the optimal packet/record sizing problem in that randomly generated data stream with variable bytes are divided into a unit of packet/record for transmitting or storing. Assuming the product size and the production period are independently determined by renewal process, we can approximate the renewal process and formulate the optimization problem that minimize the expected packing cost for a production period. The problem is divided into two cases according to whether a product is allowed to split or not. Computational results for various distributions will be given to verify the approximation procedure and the resulting optimization problem.

• 산업공학
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• 제23권3호
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• pp.257-263
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• 2010

Taguchi defined a good quality as 'A correspondence of product characteristic's expected value to the objective value satisfying the minimum variance condition.' For his good quality, he suggested Taguchi Method which is called Robust design which is irrelevant to the effect of these noise factors. Taguchi Method which has many success examples and which is used by many manufacturing industry. But Optimal solution of Taguchi Method is one among the experiments which is not optimal area of experiment point. On the other hand, Response Surface Method (RSM) which has advantage to find optimal solution area experiments points by approximate polynomial regression. But Optimal of RSM is depended on initial point and RSM can not use many factors because of a great many experiment. In this paper, we combine the Taguchi Method and the Response Surface Method with each advantage which is called Taguchi-RSM. Taguchi-RSM has two step, first step to find first solution by Taguchi Method, second step to find optimal solution by RSM with initial point as first step solution. We give example using catapults.

• 대한기계학회논문집A
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• 제39권5호
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• pp.535-541
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• 2015

본 연구에서는 벽걸이 모니터 브라켓 암의 다중목적 근사최적설계를 수행하였다. 이를 위해 브라켓 암의 자유도를 고려하여 평면내의 회전 각도를 선정해 응력과 처짐량이 크게 발생하는 경우에 대한 최적화 문제를 정식화 하였다. 직교배열표와 반응표면법을 사용하여 평균 및 파라미터 분석을 통해 성능지수에 대한 설계변수 민감도를 확인하였으며, 중심합성계획법과 D-최적 계획법을 사용하여 목적함수와 제한조건함수에 대하여 반응표면 근사모델을 생성하고 $R^2$ 값을 통해 정확도를 평가하였다. 이를 비지배 분류 유전알고리즘에 적용하여 최적화를 수행하고 유한요소해석을 통해 검증하였다. 또한, 중심합성 계획법과 D-최적 계획법을 이용한 최적해를 비교 분석하였다.

• 대한산업공학회지
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• 제32권1호
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• pp.9-17
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• 2006

This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event simulation. The developed algorithm uses the configuration algorithm that can change decision variables and the stopping algorithm that can end simulation in order to satisfy the given objective value during single run. It tries to estimate an auto-regressive model for evaluating correctly the objective function obtained by a small amount of output data. We apply the proposed algorithm to M/M/s model, (s, S) inventory model, and known-function problem. The proposed algorithm can't always guarantee the optimal solution but the method gives an approximate feasible solution in a relatively short time period. We, therefore, show the proposed algorithm can be used as an initial feasible solution of existing optimization methods that need multiple simulation run to search an optimal solution.

• Journal of applied mathematics & informatics
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• 제7권3호
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• pp.787-800
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• 2000

In this paper we consider an optimal control system described by n-dimensional heat equation with a thermal source. Thus problem is to find an optimal control which puts the system in a finite time T, into a stationary regime and to minimize a general objective function. Here we assume there is no constraints on control. This problem is reduced to a moment problem. We modify the moment problem into one consisting of the minimization of a positive linear functional over a set of Radon measures and we show that there is an optimal measure corresponding to the optimal control. The above optimal measure approximated by a finite combination of atomic measures. This construction gives rise to a finite dimensional linear programming problem, where its solution can be used to determine the optimal combination of atomic measures. Then by using the solution of the above linear programming problem we find a piecewise-constant optimal control function which is an approximate control for the original optimal control problem. Finally we obtain piecewise-constant optimal control for two examples of heat equations with a thermal source in one-dimensional.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2007년도 심포지엄 논문집 정보 및 제어부문
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• pp.92-94
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• 2007

This paper considers an optimal control problem for a remote control to an electrical drive system with a DC motor. Since it is a linear control system with time-delay subject to unknown but bounded disturbance, we construct a worst-case feedback control policy. This policy can guarantee that, for all admissible uncertain disturbances, the real system state should be in a prescribed neighborhood of a desired value, and the cost functional takes the best guarantee value. The worst-case feedback control policy is allowed to be corrected at one correction point between the initial to the final time, which is equivalent to solving a 1-level min-max problem. Since the min-max problem at the stage does not yield a simple analytical solution, we consider an approximate control policy, which is equivalent and can be solved explicitly m the numerical experiments.

• 한국컴퓨터정보학회논문지
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• 제20권5호
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• pp.31-39
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• 2015

방향 가중 그래프의 차수제약 최소신장트리 (degree-constrained minimum spanning tree, d-MST) 문제는 정확한 해를 구하는 다항시간 알고리즘이 존재하지 않아 NP-완전 문제로 알려져 왔다. 따라서 휴리스틱한 근사 알고리즘을 적용하여 최적 해를 구하고 있다. 본 논문은 차수와 사이클을 검증하는 Kruskal 알고리즘으로 d-MST의 초기 해를 구하고, d-MST의 초기 해에 대해 k-opt를 수행하여 최적 해를 구하는 다항시간 알고리즘을 제안하였다. 제안된 알고리즘을 4개의 그래프에 적용한 결과 2-MST까지 최적 해를 구할 수 있었다.

• 대한수학회논문집
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• 제33권2호
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• pp.677-693
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• 2018

In this work, we generalize a family of optimal eighth order weighted-Newton methods to Banach spaces and study its local convergence to approximate a locally-unique solution of a system of nonlinear equations. The convergence in this study is shown under hypotheses only on the first derivative. Our analysis avoids the usual Taylor expansions requiring higher order derivatives but uses generalized Lipschitz-type conditions only on the first derivative. Moreover, our new approach provides computable radius of convergence as well as error bounds on the distances involved and estimates on the uniqueness of the solution based on some functions appearing in these generalized conditions. Such estimates are not provided in the approaches using Taylor expansions of higher order derivatives which may not exist or may be very expensive or impossible to compute. The convergence order is computed using computational order of convergence or approximate computational order of convergence which do not require usage of higher derivatives. This technique can be applied to any iterative method using Taylor expansions involving high order derivatives. The study of the local convergence based on Lipschitz constants is important because it provides the degree of difficulty for choosing initial points. In this sense the applicability of the method is expanded. Finally, numerical examples are provided to verify the theoretical results and to show the convergence behavior.