• Title/Summary/Keyword: metropolis criterion

Search Result 12, Processing Time 0.023 seconds

Performance Evaluation and Parametric Study of MGA in the Solution of Mathematical Optimization Problems (수학적 최적화 문제를 이용한 MGA의 성능평가 및 매개변수 연구)

  • Cho, Hyun-Man;Lee, Hyun-Jin;Ryu, Yeon-Sun;Kim, Jeong-Tae;Na, Won-Bae;Lim, Dong-Joo
    • Proceedings of the Computational Structural Engineering Institute Conference
    • /
    • 2008.04a
    • /
    • pp.416-421
    • /
    • 2008
  • A Metropolis genetic algorithm (MGA) is a newly-developed hybrid algorithm combining simple genetic algorithm (SGA) and simulated annealing (SA). In the algorithm, favorable features of Metropolis criterion of SA are incorporated in the reproduction operations of SGA. This way, MGA alleviates the disadvantages of finding imprecise solution in SGA and time-consuming computation in SA. It has been successfully applied and the efficiency has been verified for the practical structural design optimization. However, applicability of MGA for the wider range of problems should be rigorously proved through the solution of mathematical optimization problems. Thus, performances of MGA for the typical mathematical problems are investigated and compared with those of conventional algorithms such as SGA, micro genetic algorithm (${\mu}GA$), and SA. And, for better application of MGA, the effects of acceptance level are also presented. From numerical Study, it is again verified that MGA is more efficient and robust than SA, SGA and ${\mu}GA$ in the solution of mathematical optimization problems having various features.

  • PDF

On an Optimal Bayesian Variable Selection Method for Generalized Logit Model

  • Kim, Hea-Jung;Lee, Ae Kuoung
    • Communications for Statistical Applications and Methods
    • /
    • v.7 no.2
    • /
    • pp.617-631
    • /
    • 2000
  • This paper is concerned with suggesting a Bayesian method for variable selection in generalized logit model. It is based on Laplace-Metropolis algorithm intended to propose a simple method for estimating the marginal likelihood of the model. The algorithm then leads to a criterion for the selection of variables. The criterion is to find a subset of variables that maximizes the marginal likelihood of the model and it is seen to be a Bayes rule in a sense that it minimizes the risk of the variable selection under 0-1 loss function. Based upon two examples, the suggested method is illustrated and compared with existing frequentist methods.

  • PDF

Development and Efficiency Evaluation of Metropolis GA for the Structural Optimization (구조 최적화를 위한 Metropolis 유전자 알고리즘을 개발과 호율성 평가)

  • Park Kyun-Bin;Kim Jeong-Tae;Na Won-Bae;Ryu Yeon-Sun
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.19 no.1 s.71
    • /
    • pp.27-37
    • /
    • 2006
  • A Metropolis genetic algorithm (MGA) is developed and applied for the structural design optimization. In MGA, favorable features of Metropolis criterion of simulated annealing (SA) are incorporated in the reproduction operations of simple genetic algorithm (SGA). This way, the MGA maintains the wide varieties of individuals and preserves the potential genetic information of early generations. Consequently, the proposed MGA alleviates the disadvantages of premature convergence to a local optimum in SGA and time consuming computation for the precise global optimum in SA. Performances and applicability of MGA are compared with those of conventional algorithms such as Holland's SGA, Krishnakumar's micro GA, and Kirkpatrick's SA. Typical numerical examples are used to evaluate the computational performances, the favorable features and applicability of MGA. The effects of population sizes and maximum generations are also evaluated for the performance reliability and robustness of MGA. From the theoretical evaluation and numerical experience, it is concluded that the proposed MGA Is a reliable and efficient tool for structural design optimization.

Optimal Design of Truss Structures by Resealed Simulated Annealing

  • Park, Jungsun;Miran Ryu
    • Journal of Mechanical Science and Technology
    • /
    • v.18 no.9
    • /
    • pp.1512-1518
    • /
    • 2004
  • Rescaled Simulated Annealing (RSA) has been adapted to solve combinatorial optimization problems in which the available computational resources are limited. Simulated Annealing (SA) is one of the most popular combinatorial optimization algorithms because of its convenience of use and because of the good asymptotic results of convergence to optimal solutions. However, SA is too slow to converge in many problems. RSA was introduced by extending the Metropolis procedure in SA. The extension rescales the state's energy candidate for a transition before applying the Metropolis criterion. The rescaling process accelerates convergence to the optimal solutions by reducing transitions from high energy local minima. In this paper, structural optimization examples using RSA are provided. Truss structures of which design variables are discrete or continuous are optimized with stress and displacement constraints. The optimization results by RSA are compared with the results from classical SA. The comparison shows that the numbers of optimization iterations can be effectively reduced using RSA.

Bayesian Approach for Software Reliability Models (소프트웨어 신뢰모형에 대한 베이지안 접근)

  • Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
    • /
    • v.10 no.1
    • /
    • pp.119-133
    • /
    • 1999
  • A Markov Chain Monte Carlo method is developed to compute the software reliability model. We consider computation problem for determining of posterior distibution in Bayseian inference. Metropolis algorithms along with Gibbs sampling are proposed to preform the Bayesian inference of the Mixed model with record value statistics. For model determiniation, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions. A numerical example with simulated data set is given.

  • PDF

An Comparative Study of Metaheuristic Algorithms for the Optimum Design of Structures (구조물 최적설계를 위한 메타휴리스틱 알고리즘의 비교 연구)

  • RYU, Yeon-Sun;CHO, Hyun-Man
    • Journal of Fisheries and Marine Sciences Education
    • /
    • v.29 no.2
    • /
    • pp.544-551
    • /
    • 2017
  • Metaheuristic algorithms are efficient techniques for a class of mathematical optimization problems without having to deeply adapt to the inherent nature of each problem. They are very useful for structural design optimization in which the cost of gradient computation can be very expensive. Among them, the characteristics of simulated annealing and genetic algorithms are briefly discussed. In Metropolis genetic algorithm, favorable features of Metropolis criterion in simulated annealing are incorporated in the reproduction operations of simple genetic algorithm. Numerical examples of structural design optimization are presented. The example structures are truss, breakwater and steel box girder bridge. From the theoretical evaluation and numerical experience, performance and applicability of metaheuristic algorithms for structural design optimization are discussed.

Inference of Parameters for Superposition with Goel-Okumoto model and Weibull model Using Gibbs Sampler

  • Heecheul Kim
    • Communications for Statistical Applications and Methods
    • /
    • v.6 no.1
    • /
    • pp.169-180
    • /
    • 1999
  • A Markov Chain Monte Carlo method with development of computation is used to be the software system reliability probability model. For Bayesian estimator considering computational problem and theoretical justification we studies relation Markov Chain with Gibbs sampling. Special case of GOS with Superposition for Goel-Okumoto and Weibull models using Gibbs sampling and Metropolis algorithm considered. In this paper discuss Bayesian computation and model selection using posterior predictive likelihood criterion. We consider in this paper data using method by Cox-Lewis. A numerical example with a simulated data set is given.

  • PDF

Discriminant analysis based on a calibration model (Calibration 모형을 이용한 판별분석)

  • 이석훈;박래현;복혜영
    • The Korean Journal of Applied Statistics
    • /
    • v.10 no.2
    • /
    • pp.261-274
    • /
    • 1997
  • Most of the data sets to which the conventional discriminant rules have been applied contain only those which belong to one and only one class among the classes of interest. However the extension of the bivalence to multivlaence like Fuzzy concepts strongly influence the traditional view that an object must belong to only class. Thus the goal of this paper is to develop new discriminant rules which can handle the data each object of which may belong to moer than two classes with certain degrees of belongings. A calibration model is used for the relationship between the feature vector of an object and the degree of belongings and a Bayesian inference is made with the Metropolis algorithm on the degree of belongings when a feature vector of an object whose membership is unknown is given. An evalution criterion is suggested for the rules developed in this paper and comparision study is carried using two training data sets.

  • PDF

Smart City Feature Using Six European Framework and Multi Expert Multi Criteria: A Sampling of the Development Country

  • Kurniawan, Fachrul;Haviluddin, Haviluddin;Collantes, Leonel Hernandez;Nugroho, Supeno Mardi Susiki;Hariadi, Mochamad
    • International Journal of Computer Science & Network Security
    • /
    • v.22 no.7
    • /
    • pp.43-50
    • /
    • 2022
  • Continuous development is the key of development issue in developing nations. Smart city measurement is prevalently carried through in the cities in which the nations have been classified as industrialized countries. In addition, cities in Europe becomes the models of smart city system. Smart city concept used in the cities in Europe applies six predominant features i.e. smart economic, smart mobility, smart environment, smart people, smart living, and smart governance. This paper focuses on figuring out city' development strategy in developing nations particularly Indonesia in regard with European Framework by way of Multi Expert Multi Criterion Decision Making (ME-MCDM). Recommendation is resulted from the tests using the data collected from one of the metropolis cities in Indonesia, whereby issuing recommendation must firstly implement smart education, secondly communication, thirdly smart government, and fourthly smart health, as well as simultaneously implement smart energy and smart mobility.

Bayesian Computation for Superposition of MUSA-OKUMOTO and ERLANG(2) processes (MUSA-OKUMOTO와 ERLANG(2)의 중첩과정에 대한 베이지안 계산 연구)

  • 최기헌;김희철
    • The Korean Journal of Applied Statistics
    • /
    • v.11 no.2
    • /
    • pp.377-387
    • /
    • 1998
  • A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For each observed failure epoch, we introduced latent variables that indicates with component of the Superposition model. This data augmentation approach facilitates specification of the transitional measure in the Markov Chain. Metropolis algorithms along with Gibbs steps are proposed to preform the Bayesian inference of such models. for model determination, we explored the Pre-quential conditional predictive Ordinate(PCPO) criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions, we consider in this paper Superposition of Musa-Okumoto and Erlang(2) models. A numerical example with simulated dataset is given.

  • PDF