• 제목/요약/키워드: global optimal solution

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불확실성 하에서의 신시장 개척을 위한 최적 마케팅 자원 배분

  • 이동주;안재현
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2001년도 추계학술대회 논문집
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    • pp.157-160
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    • 2001
  • Firms pursue new business opportunities for growth. Market development strategy is one of the growth strategies, which develops new market segments with current products. However, new market generally has high uncertainty, or high risk. Firms should consider the risk in making and implementing the market development strategy. In this paper, an optimal marketing resource allocation model is developed, taking into account the risk attitude of a firm in market development. Under the assumption of exponential utility function, the global optimal solution is derived, and the implications are provided.

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A Face Optimization Algorithm for Optimizing over the Efficient Set

  • Kim, Dong-Yeop;Taeho Ahn
    • 경영과학
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    • 제15권1호
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    • pp.77-85
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    • 1998
  • In this paper a face optimization algorithm is developed for solving the problem (P) of optimizing a linear function over the set of efficient solutions of a multiple objective linear program. Since the efficient set is in general a nonconvex set, problem (P) can be classified as a global optimization problem. Perhaps due to its inherent difficulty, relatively few attempts have been made to solve problem (P) in spite of the potential benefits which can be obtained by solving problem (P). The algorithm for solving problem (P) is guaranteed to find an exact optimal or almost exact optimal solution for the problem in a finite number of iterations.

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최적 단면 치수를 가지는 복합재료 중공 빔의 설계 (Design of Cylindrical Composite Shell for Optimal Dimensions)

  • 최용진;전흥재;박혁성
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2003년도 봄 학술발표회 논문집
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    • pp.127-133
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    • 2003
  • In this study, a problem formulation and solution for design optimization of laminate composite cylindrical beam section is presented. The objective of this research is to determine the optimal dimension of the laminated composite cylindrical beam sections which has the equivalent flexural rigidities to those of the steel cylindrical beam sections. The analytical model is based on the laminate theory and accounts for the material coupling for arbitrary laminate stacking sequence configuration. The outer diameter and thickness of the beam are design variables. The solutions described are found using a global search algorithm, Genetic Algorithms (GA).

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효과적인 OTC 채널 라우터의 구현 (An Implementation of Efficient OTC(Over-The-Cell) Channel Router)

  • 장승규;장훈
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1998년도 추계학술대회 논문집 학회본부 B
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    • pp.591-593
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    • 1998
  • As evolution of the process technology, we proposed the Over-The-Cell channel routing algorithm for the advanced three-layer process. The proposed algorithm simplifies the channel routing problem, and then makes use of Simulated Annealing Technique to converge at global optimal solution. Also, we proposed a new method to remove the cyclic vertical constraints which are known to be the hardest element in the channel routing problem and a way to detect the local minimal solution and escape from it successfully.

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Optimal sensor placement for mode shapes using improved simulated annealing

  • Tong, K.H.;Bakhary, Norhisham;Kueh, A.B.H.;Yassin, A.Y. Mohd
    • Smart Structures and Systems
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    • 제13권3호
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    • pp.389-406
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    • 2014
  • Optimal sensor placement techniques play a significant role in enhancing the quality of modal data during the vibration based health monitoring of civil structures, where many degrees of freedom are available despite a limited number of sensors. The literature has shown a shift in the trends for solving such problems, from expansion or elimination approach to the employment of heuristic algorithms. Although these heuristic algorithms are capable of providing a global optimal solution, their greatest drawback is the requirement of high computational effort. Because a highly efficient optimisation method is crucial for better accuracy and wider use, this paper presents an improved simulated annealing (SA) algorithm to solve the sensor placement problem. The algorithm is developed based on the sensor locations' coordinate system to allow for the searching in additional dimensions and to increase SA's random search performance while minimising the computation efforts. The proposed method is tested on a numerical slab model that consists of two hundred sensor location candidates using three types of objective functions; the determinant of the Fisher information matrix (FIM), modal assurance criterion (MAC), and mean square error (MSE) of mode shapes. Detailed study on the effects of the sensor numbers and cooling factors on the performance of the algorithm are also investigated. The results indicate that the proposed method outperforms conventional SA and Genetic Algorithm (GA) in the search for optimal sensor placement.

민감도가 고려된 알고리듬을 이용한 최적화 방법에 관한 연구 (A Study on the Optimization Method using the Genetic Algorithm with Sensitivity Analysis)

  • 이재관;신효철
    • 대한기계학회논문집A
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    • 제24권6호
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    • pp.1529-1539
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    • 2000
  • A newly developed optimization method which uses the genetic algorithm combined with the sensitivity analysis is presented in this paper. The genetic algorithm is a probabilistic method, searching the optimum at several points simultaneously, requiring only the values of the object and constraint functions. It has therefore more chances to find global solution and can be applied various problems. Nevertheless, it has such shortcomings that even it approaches the optimum rapidly in the early stage, it slows down afterward and it can't consider the constraints explicitly. It is only because it can't search the local area near the current points. The traditional method, on the other hand, using sensitivity analysis is of great advantage in searching the near optimum. Thus the combination of the two techniques makes use of the individual advantages, that is, the superiority both in global searching by the genetic algorithm and in local searching by the sensitivity analysis. Application of the method to the several test functions verifies that the method suggested is very efficient and powerful to find the global solutions, and that the constraints can be considered properly.

On the Formulation and Optimal Solution of the Rate Control Problem in Wireless Mesh Networks

  • Le, Cong Loi;Hwang, Won-Joo
    • 한국통신학회논문지
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    • 제32권5B호
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    • pp.295-303
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    • 2007
  • An algorithm is proposed to seek a local optimal solution of the network utility maximization problem in a wireless mesh network, where the architecture being considered is an infrastructure/backbone wireless mesh network. The objective is to achieve proportional fairness amongst the end-to-end flows in wireless mesh networks. In order to establish the communication constraints of the flow rates in the network utility maximization problem, we have presented necessary and sufficient conditions for the achievability of the flow rates. Since wireless mesh networks are generally considered as a type of ad hoc networks, similarly as in wireless multi-hop network, the network utility maximization problem in wireless mesh network is a nonlinear nonconvex programming problem. Besides, the gateway/bridge functionalities in mesh routers enable the integration of wireless mesh networks with various existing wireless networks. Thus, the rate optimization problem in wireless mesh networks is more complex than in wireless multi-hop networks.

A Novel Algorithm for Optimal Location of FACTS Devices in Power System Planning

  • Kheirizad, Iraj;Mohammadi, Amir;Varahram, Mohammad Hadi
    • Journal of Electrical Engineering and Technology
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    • 제3권2호
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    • pp.177-183
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    • 2008
  • The particle swarm optimization(PSO) has been shown to converge rapidly during the initial stages of a global search, but around global optimum, the search process becomes very slow. On the other hand, the genetic algorithm is very sensitive to the initial population. In fact, the random nature of the GA operators makes the algorithm sensitive to initial population. This dependence to the initial population is in such a manner that the algorithm may not converge if the initial population is not well selected. In this paper, we have proposed a new algorithm which combines PSO and GA in such a way that the new algorithm is more effective and efficient and can find the optimal solution more accurately and with less computational time. Optimal location of SVC using this hybrid PSO-GA algorithm is found. We have also found the optimal place of SVC using GA and PSO separately and have compared the results. It has been shown that the new algorithm is more effective and efficient. An IEEE 68 bus test system is used for simulation.

고도 다목적 문제에서의 의사 결정을 위한 이중 최적화 접근법 (A Two-tier Optimization Approach for Decision Making in Many-objective Problems)

  • 이기백
    • 한국콘텐츠학회논문지
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    • 제15권7호
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    • pp.21-29
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    • 2015
  • 본 논문은 목적이 네 개 이상인 고도 다목적 문제(many-objective problem)에서의 의사 결정을 위한 새로운 이중(two-tier) 최적화 접근법을 제안한다. 목적의 개수가 증가할수록, 특히 네 개 이상부터는, 전체해(solution) 중에서 파레도 최적해(Parero-optimal solution)가 차지하는 비율이 기하급수적으로 증가한다. 그래서 일반 다목적 문제와는 달리, 의사 결정을 하는데 단순히 파레토 최적 해만을 찾는 것으로는 충분하지 않고, 찾은 파레토 최적 해들 중에서도 상대적으로 좀 더 선호하는 해들을 가려내는 것이 필요하다. 제안하는 접근법에서는 추가적인 최적화 단계를 추가함으로써 사용자의 선호도를 균형있게 반영하는 방향으로 파레토 최적해들을 찾는다. 이러한 2차 최적화는 관련된 2차 목적들을 수반하게 되는데, 2차 목적으로는 광역평가값과 혼잡 거리를 사용하였다. 광역평가값과 혼잡 거리는 각각 사용자의 선호도와 다양성을 대변하는 척도이다. 제안한 접근법의 우수성을 보이기 위해서는 잘 알려진 검증 함수들을 활용하는데, 같은 함수에 대해 제안한 접근법을 적용한 경우와 적용하지 않은 경우의 결과를 비교한다. 제안한 접근법을 적용함으로써 기존보다 사용자의 선호도를 잘 반영하면서 동시에 우수하고 다양한 의사 선택이 가능하다.

평면골조의 최적내진설계를 위한 SA 알고리즘의 냉각스케줄 (Cooling Schedules in Simulated Annealing Algorithms for Optimal Seismic Design of Plane Frame Structures)

  • 이상관;박효선;박성무
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2000년도 봄 학술발표회논문집
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    • pp.458-465
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    • 2000
  • In the field of structural optimization simulated annealing (SA) algorithm has widely been adopted as an optimizer with the positive features of SA such as simplicity of the algorithm and possibility of finding global solution However, annealing process of SA algorithm based on random generator with the zeroth order structural information requires a large of number of iterations highly depending on cooling schedules and stopping criteria. In this paper, MSA algorithm is presented in the form of two phase annealing process with the effective cooling schedule and stopping criteria. With the application to optimal seismic design of steel structures, the performance of the proposed MSA algorithm has been demonstrated with respect to stability and global convergence of the algorithm

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