• Journal of the Korean Operations Research and Management Science Society
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• v.25 no.4
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• pp.1-14
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• 2000

The methods of sensitivity analysis for linear programming can be classified in two types: sensitivity analysis using an optimal solution, and sensitivity analysis using an approximate optimal solution. As the methods of sensitivity analysis using an optimal solution, there are three sensitivity analysis methods: sensitivity analysis using an optimal basis, positive sensitivity analysis, and optimal partition sensitivity analysis. Since they may provide different characteristic regions under degeneracy, it is not easy to understand and apply the results of the three methods. In this paper, we propose a generalized sensitivity analysis that can integrate the three existing methods of sensitivity analysis. When a right-hand side or a cost coefficient is perturbed, the generalized sensitivity analysis gives different characteristic regions according to the controlling index set that denotes the set of variables allowed to have positive values in optimal solutions to the perturbed problem. We show that the three existing sensitivity analysis methods are special cases of the generalized sensitivity analysis, and present some properties of the generalized sensitivity analysis.

• Journal of Ocean Engineering and Technology
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• v.24 no.1
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• pp.20-33
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• 2010

The paper deals with strength design of a riser support installed on floating production storage and offloading (FPSO) vessel under various loading conditions - operation, extreme, damaged, one line failure case (OLFC) and installation. The design problem is formulated such that thickness sizing variables are determined by minimizing the weight of a riser support structure subject to stresses constraints. The initial design model is generated based on an actual FPSO riser support specification. The finite element analysis (FEA) is conducted using MSC/NASTRAN, and optimal solutions are obtained via moving least squares method (MLSM) in the context of response surface based approximate optimization. For the meta-modeling of inequality constraint functions of stresses, a constraint-feasible moving least squares method (CF-MLSM) is used in the present study. The method of CF-MLSM, compared to a conventional MLSM, has been shown to ensure the constraint feasibility in a case where the approximate optimization process is employed. The optimization results present improved design performances under various riser operating conditions.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.22 no.51
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• pp.21-28
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• 1999

The TSP(Traveling Salesman Problem) is one of the most widely studied problems in combinatorial optimization. The most common interpretation of TSP is finding a shortest Hamiltonian tour of all cities. The objective of this paper proposes a new heuristic algorithm MCH(Multi-Convex hulls Heuristic). MCH is a algorithm for finding good approximate solutions to practical TSP. The MCH algorithm is using the characteristics of the optimal tour. The performance results of MCH algorithm are superior to others algorithms (NNH, CCA) in CPU time.

• International Journal of Fluid Machinery and Systems
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• v.9 no.3
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• pp.265-276
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• 2016

Energy systems working coherently in different conditions may not have a specific design which can provide optimal performance. A system working for a longer period at lower efficiency implies higher energy consumption. In this effort, a methodology demonstrated by a jet pump design and optimization via numerical modeling for fluid dynamics and implementation of an evolutionary algorithm for the optimization shows a reduction in computational costs. The jet pump inherently has a low efficiency because of improper mixing of primary and secondary fluids, and multiple momentum and energy transfer phenomena associated with it. The high fidelity solutions were obtained through a validated numerical model to construct an approximate function through surrogate analysis. Pareto-optimal solutions for two objective functions, i.e., secondary fluid pressure head and primary fluid pressure-drop, were generated through a multi-objective genetic algorithm. For the jet pump geometry, a design space of several design variables was discretized using the Latin hypercube sampling method for the optimization. The performance analysis of the surrogate models shows that the combined surrogates perform better than a single surrogate and the optimized jet pump shows a higher performance. The approach can be implemented in other energy systems to find a better design.

• Journal of applied mathematics & informatics
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• v.34 no.1_2
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• pp.19-34
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• 2016

In this paper, we present a split least-squares characteristic mixed finite element method(MFEM) to get the approximate solutions of the convection dominated Sobolev equations. First, to manage both convection term and time derivative term efficiently, we apply a least-squares characteristic MFEM to get the system of equations in the primal unknown and the flux unknown. Then, we obtain a split least-squares characteristic MFEM to convert the coupled system in two unknowns derived from the least-squares characteristic MFEM into two uncoupled systems in the unknowns. We theoretically prove that the approximations constructed by the split least-squares characteristic MFEM converge with the optimal order in L² and H¹ normed spaces for the primal unknown and with the optimal order in L² normed space for the flux unknown. And we provide some numerical results to confirm the validity of our theoretical results.

• Journal of the Korean Data and Information Science Society
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• v.24 no.3
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• pp.495-504
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• 2013

Evolutionary algorithms have been applied to multi-objective optimization problems by approximation methods using computational intelligence. Those methods have been improved gradually in order to generate more exactly many approximate Pareto optimal solutions. The paper introduces a new method using support vector machine to find an approximate Pareto frontier in multi-objective optimization problems. Moreover, this paper applies an evolutionary algorithm to the proposed method in order to generate more exactly approximate Pareto frontiers. Then a decision making with two or three objective functions can be easily performed on the basis of visualized Pareto frontiers by the proposed method. Finally, a few examples will be demonstrated for the effectiveness of the proposed method.

• Journal of the Korean Institute of Intelligent Systems
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• v.25 no.4
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• pp.319-326
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• 2015

Recently in the fields o f stochastic optimal control ( SOC) and reinforcemnet l earning (RL), there have been a great deal of research efforts for the problem of finding data-based sub-optimal control policies. The conventional theory for finding optimal controllers via the value-function-based dynamic programming was established for solving the stochastic optimal control problems with solid theoretical background. However, they can be successfully applied only to extremely simple cases. Hence, the data-based modern approach, which tries to find sub-optimal solutions utilizing relevant data such as the state-transition and reward signals instead of rigorous mathematical analyses, is particularly attractive to practical applications. In this paper, we consider a couple of methods combining the modern SOC strategies and approximate inference together with machine-learning-based data treatment methods. Also, we apply the resultant methods to a variety of application domains including financial engineering, and observe their performance.

• Wind and Structures
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• v.32 no.1
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• pp.71-80
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• 2021

In steel cable bridges, the use of magnetorheological (MR) dampers between butt cables is constantly increasing to dampen vibrations caused by rain and wind. The biggest problem in the actual applications of those devices is to launch a kind of appropriate algorithm that can effectively and efficiently suppress the perturbation of the tie through basic calculations and optimal solutions. This article discusses the optimal evolutionary design based on a linear and quadratic regulator (hereafter LQR) to lessen the perturbation of the bridges with cables. The control numerical algorithms are expected to effectively and efficiently decrease the possible risks of the structural response in amplification owing to the feedback force in the direction of the MR attenuator. In addition, these numerical algorithms approximate those optimal linear quadratic regulator control forces through the corresponding damping and stiffness, which significantly lessens the work of calculating the significant and optimal control forces. Therefore, it has been shown that it plays an important and significant role in the practical application design of semiactive MR control power systems. In the present proposed novel evolutionary parallel distributed compensator scheme, the vibrational control problem with a simulated demonstration is used to evaluate the numerical algorithmic performance and effectiveness. The results show that these semiactive MR control numerical algorithms which are present proposed in the present paper has better performance than the optimal and the passive control, which is almost reaching the levels of linear quadratic regulator controls with minimal feedback requirements.

• Industrial Engineering and Management Systems
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• v.6 no.1
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• pp.64-71
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• 2007

J. Kennedy and R. Eberhart first introduced the concept called as Particle Swarm Optimization (PSO). They applied it to optimize continuous nonlinear functions and demonstrated the effectiveness of the algorithm. Since then a considerable number of researchers have attempted to apply this concept to a variety of optimization problems and obtained reasonable results. In PSO, individuals communicate and exchange simple information with each other. The information among individuals is communicated in the swarm and the information between individuals and their swarm is also shared. Finally, the swarm approaches the optimal behavior. It is reported that reasonable approximate solutions of various types of test functions are obtained by employing PSO. However, if more precise solutions are required, additional algorithms and/or hybrid algorithms would be necessary. For example, the heading vector of the swarm can be slightly adjusted under some conditions. In this paper, we propose a hybrid algorithm to obtain more precise solutions. In the algorithm, when a better solution in the swarm is found, the neighborhood of a certain distance from the solution is searched. Then, the algorithm returns to the original PSO search. By this hybrid method, we can obtain considerably better solutions in less iterations than by the standard PSO method.

• Journal of applied mathematics & informatics
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• v.29 no.5_6
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• pp.1081-1096
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• 2011

In this paper, a steady axisymmetric MHD flow of two dimensional incompressible fluids is studied under the influence of a uniform transverse magnetic field. The governing equations are reduced to nonlinear boundary value problem by applying the integribility conditions. Optimal Homotopy Asymptotic Method (OHAM) is applied to obtain solution of reduced fourth order nonlinear boundary value problem. For comparison, the same problem is also solved by Variational Iteration Method (VIM).