• Title/Summary/Keyword: inverse optimality

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Economic Dispatch of Thermal Units of a GENCO Using the Gradient Projection Method (경사 투영법을 이용한 발전사업자의 경제급전)

  • 정정원
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.52 no.9
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    • pp.550-556
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    • 2003
  • Price-based unit commitment is one of bidding strategies which a Genco may take in a practical manner. For that purpose, it is required for a Genco to decide output levels of its generators at each trade period. In this paper, an economic dispatch of thermal units is proposed considering the quantity of reserve contracts. A gradient projection algorithm is adopted as an optimization tool. A direct form of a projection matrix without any calculation of matrix inverse and multiplications is induced. Besides, it is proved that there is no need to check one of the two optimality conditions in the gradient projection method, which also requires matrix inverse and multiplications.

Comparison of Two Meta-Analysis Methods: Inverse-Variance-Weighted Average and Weighted Sum of Z-Scores

  • Lee, Cue Hyunkyu;Cook, Seungho;Lee, Ji Sung;Han, Buhm
    • Genomics & Informatics
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    • v.14 no.4
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    • pp.173-180
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    • 2016
  • The meta-analysis has become a widely used tool for many applications in bioinformatics, including genome-wide association studies. A commonly used approach for meta-analysis is the fixed effects model approach, for which there are two popular methods: the inverse variance-weighted average method and weighted sum of z-scores method. Although previous studies have shown that the two methods perform similarly, their characteristics and their relationship have not been thoroughly investigated. In this paper, we investigate the optimal characteristics of the two methods and show the connection between the two methods. We demonstrate that the each method is optimized for a unique goal, which gives us insight into the optimal weights for the weighted sum of z-scores method. We examine the connection between the two methods both analytically and empirically and show that their resulting statistics become equivalent under certain assumptions. Finally, we apply both methods to the Wellcome Trust Case Control Consortium data and demonstrate that the two methods can give distinct results in certain study designs.

Some Properties on Receding Horizon $H_{\infty}$ Control for Nonlinear Discrete-time Systems

  • Ahn, Choon-Ki;Han, Soo-Hee;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.460-465
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    • 2004
  • In this paper, we present some properties on receding horizon $H_{\infty}$ control for nonlinear discrete-time systems. First, we propose the nonlinear inequality condition on the terminal cost for nonlinear discrete-time systems. Under this condition, noninceasing monotonicity of the saddle point value of the finite horizon dynamic game is shown to be guaranteed. We show that the derived condition on the terminal cost ensures the closed-loop internal stability. The proposed receding horizon $H_{\infty}$ control guarantees the infinite horizon $H_{\infty}$ norm bound of the closed-loop systems. Also, using this cost monotonicity condition, we can guarantee the asymptotic infinite horizon optimality of the receding horizon value function. With the additional condition, the global result and the input-to-state stable property of the receding horizon value function are also given. Finally, we derive the stability margin for the saddle point value based receding horizon controller. The proposed result has a larger stability region than the existing inverse optimality based results.

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Topology Optimization of Plane Structures using Modal Strain Energy for Fundamental Frequency Maximization

  • Lee, Sang-Jin;Bae, Jung-Eun
    • Architectural research
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    • v.12 no.1
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    • pp.39-47
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    • 2010
  • This paper describes a topology optimization technique which can maximize the fundamental frequency of the structures. The fundamental frequency maximization is achieved by means of the minimization of modal strain energy as an inverse problem so that the strain energy based resizing algorithm is directly used in this study. The strain energy to be minimized is therefore employed as the objective function and the initial volume of structures is used as the constraint function. Multi-frequency problem is considered by the introduction of the weight which is used to combine several target modal strain energy terms into one scalar objective function. Several numerical examples are presented to investigate the performance of the proposed topology optimization technique. From numerical tests, it is found to be that the proposed optimization technique is extremely effective to maximize the fundamental frequency of structure and can successfully consider the multi-frequency problems in the topology optimization process.

Optimal Design of Constant Stress Accelerated Life Tests Using Degradation Phenomenon Based on a Brownian Motion (브라운 운동을 따르는 열화현상을 이용한 일정스트레스 가속수명시험의 최적설계)

  • 서순근;김갑석;하천수
    • Journal of Korean Society for Quality Management
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    • v.26 no.1
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    • pp.74-87
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    • 1998
  • This study considers optimal design of accelerated life tests under constant stress using that the first passage time to cross a critical boundary through amount of accumulated degradation has an inverse Gaussian distribution when the degradation process follows to a Brownian motion with positive drift of log linear function of stress. Optimum plans for Type I censoring are derived by minimizing the asymptotic variance of estimated quantiles at the use stress. Sensitivity analyses are also conducted to see how sensitive the optimality criterion is with respect to the uncertainties involved in the guessed values.

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ANALYSIS ON GENERALIZED IMPACT ANGLE CONTROL GUIDANCE LAW

  • LEE, YONG-IN
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.19 no.3
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    • pp.327-364
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    • 2015
  • In this paper, a generalized guidance law with an arbitrary pair of guidance coefficients for impact angle control is proposed. Under the assumptions of a stationary target and a lag-free missile with constant speed, necessary conditions for the guidance coefficients to satisfy the required terminal constraints are obtained by deriving an explicit closed-form solution. Moreover, optimality of the generalized impact-angle control guidance law is discussed. By solving an inverse optimal control problem for the guidance law, it is found that the generalized guidance law can minimize a certain quadratic performance index. Finally, analytic solutions of the generalized guidance law for a first-order lag system are investigated. By solving a third-order linear time-varying ordinary differential equation, the blowing-up phenomenon of the guidance loop as the missile approaches the target is mathematically proved. Moreover, it is found that terminal misses due to the system lag are expressed in terms of the guidance coefficients, homing geometry, and the ratio of time-to-go to system time constant.

Linear Model Predictive Control of 6-DOF Remotely Operated Underwater Vehicle Using Nonlinear Robust Internal-loop Compensator (비선형 강인 내부루프 보상기를 이용한 6자유도 원격조종 수중로봇의 선형 모델예측 제어)

  • Junsik Kim;Yuna Choi;Dongchul Lee;Youngjin Choi
    • The Journal of Korea Robotics Society
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    • v.19 no.1
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    • pp.8-15
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    • 2024
  • This paper proposes a linear model predictive control of 6-DOF remotely operated underwater vehicles using nonlinear robust internal-loop compensator (NRIC). First, we design a integrator embedded linear model prediction controller for a linear nominal model, and then let the real model follow the values calculated through forward dynamics. This work is carried out through an NRIC and in this process, modeling errors and external disturbance are compensated. This concept is similar to disturbance observer-based control, but it has the difference that H optimality is guaranteed. Finally, tracking results at trajectory containing the velocity discontinuity point and the position tracking performance in the disturbance environment is confirmed through the comparative study with a traditional inverse dynamics PD controller.

Subsurface Characterization using the Simultaneous Search based Pilot Point Method (SSBM) in Various Data Applications (지하수 흐름특성 분석을 위한 동시 검색기반 파일럿 포인트 방법 적용 - 다양한 데이터 활용 기반)

  • Jung, Yong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.39 no.5
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    • pp.579-586
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    • 2019
  • Pilot Point Method (PPM) is one of the popular methods to search hydraulic conductivities in the inverse method using groundwater flow equations. In this study, the Simultaneous Search based Pilot Point Method (SSBM) was applied with diverse information (e.g. hydraulic heads and/or tracer concentration) applications over previously developed sensitivity based Pilot Point Method (e.g. D-optimality based Pilot Point Method: DBM). In the case of DBM, due to the minimized the variance size, tracer concentration can be recognized as a tool to control the searching space of hydraulic conductivities. SSBM reduced the procedure of hydraulic conductivity searching, though it produced more variance for exploring hydraulic conductivities. In addition, SSBM was dependent on the initial hydraulic conductivity values for search finalized hydraulic conductivities. When tracer concentration was applied, searching hydraulic conductivities was more preferable than only when hydraulic head was applied. Applications of various data for searching hydraulic conductivities is recommended as a more efficient way.

Locally Optimal and Robust Backstepping Design for Systems in Strict Feedback Form with $C^1$ Vector Fields

  • Back, Ju-Hoon;Kang, Se-Jin;Shim, Hyung-Bo;Seo, Jin-Heon
    • International Journal of Control, Automation, and Systems
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    • v.6 no.3
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    • pp.364-377
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    • 2008
  • Due to the difficulty in solving the Hamilton-Jacobi-Isaacs equation, the nonlinear optimal control approach is not very practical in general. To overcome this problem, Ezal et al. (2000) first solved a linear optimal control problem for the linearized model of a nonlinear system given in the strict-feedback form. Then, using the backstepping procedure, a nonlinear feedback controller was designed where the linear part is same as the linear feedback obtained from the linear optimal control design. However, their construction is based on the cancellation of the high order nonlinearity, which limits the application to the smooth ($C^{\infty}$) vector fields. In this paper, we develop an alternative method for backstepping procedure, so that the vector field can be just $C^1$, which allows this approach to be applicable to much larger class of nonlinear systems.