• 제목/요약/키워드: non-quadratic cost

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최적화기법인 DEAS를 이용한 비용함수의 형상정보 추출 (Extraction of Shape Information of Cost Function Using Dynamic Encoding Algorithm for Searches(DEAS))

  • 김종욱;박영수;김태규;김상우
    • 제어로봇시스템학회논문지
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    • 제13권8호
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    • pp.790-797
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    • 2007
  • This paper proposes a new measure of cost function ruggedness in local optimization with DEAS. DEAS is a computational optimization method developed since 2002 and has been applied to various engineering fields with success. Since DEAS is a recent optimization method which is rarely introduced in Korean, this paper first provides a brief overview and description of DEAS. In minimizing cost function with this non-gradient method, information on function shape measured automatically will enhance search capability. Considering the search strategies of DEAS are well designed with binary matrix structures, analysis of search behaviors will produce beneficial shape information. This paper deals with a simple quadratic function contained with various magnitudes of noise, and DEAS finds local minimum yielding ruggedness measure of given cost function. The proposed shape information will be directly used in improving DEAS performance in future work.

비볼록 발전비용함수 경제급전문제의 개선된 밸브지점 최적화 알고리즘 (Improved Valve-Point Optimization Algorithm for Economic Load Dispatch Problem with Non-convex Fuel Cost Function)

  • 이상운
    • 한국인터넷방송통신학회논문지
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    • 제15권6호
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    • pp.257-266
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    • 2015
  • 비 볼록 발전비용함수에 대한 최적화 문제는 다항시간으로 해를 구하는 알고리즘이 알려져 있지 않아 전기분야에서는 부득이 2차 함수만을 사용하고 있다. 본 논문은 비 볼록 발전비용함수의 경제급전 최적화 문제에 대한 밸브지점 최적화 알고리즘을 제안하였다. 제안된 알고리즘은 초기 치로 최대 발전량 $P_i{\leftarrow}P_i^{max}$로 설정하고, 평균 발전단가가 $_{max}\bar{c}_i$인 발전기 i의 발전량을 밸브지점 $P_{ik}$로 감소시키는 방법을 적용하였다. 제안된 알고리즘을 13과 40-발전기 데이터에 적용한 결과 기존의 휴리스틱 알고리즘보다 좋은 성능을 보였다. 따라서 비 볼록 발전비용함수의 경제급전문제 최적 해는 각 발전기의 밸브지점 발전량으로 수렴함을 보였다.

Performance Comparison of CEALM and NPSOL

  • Seok, Hong-Young;Jea, Tahk-Min
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.169.4-169
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    • 2001
  • Conventional methods to solve the nonlinear programming problem range from augmented Lagrangian methods to sequential quadratic programming (SQP) methods. NPSOL, which is a SQP code, has been widely used to solve various optimization problems but is still subject to many numerical problems such as convergence to local optima, difficulties in initialization and in handling non-smooth cost functions. Recently, many evolutionary methods have been developed for constrained optimization. Among them, CEALM (Co-Evolutionary Augmented Lagrangian Method) shows excellent performance in the following aspects: global optimization capability, low sensitivity to the initial parameter guessing, and excellent constraint handling capability due to the benefit of the augmented Lagrangian function. This algorithm is ...

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Non-iterative Global Mesh Smoothing with Feature Preservation

  • Ji, Zhongping;Liu, Ligang;Wang, Guojin
    • International Journal of CAD/CAM
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    • 제6권1호
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    • pp.89-97
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    • 2006
  • This paper presents a novel approach for non-iterative surface smoothing with feature preservation on arbitrary meshes. Laplacian operator is performed in a global way over the mesh. The surface smoothing is formulated as a quadratic optimization problem, which is easily solved by a sparse linear system. The cost function to be optimized penalizes deviations from the global Laplacian operator while maintaining the overall shape of the original mesh. The features of the original mesh can be preserved by adding feature constraints and barycenter constraints in the system. Our approach is simple and fast, and does not cause surface shrinkage and distortion. Many experimental results are presented to show the applicability and flexibility of the approach.

Modifying linearly non-separable support vector machine binary classifier to account for the centroid mean vector

  • Mubarak Al-Shukeili;Ronald Wesonga
    • Communications for Statistical Applications and Methods
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    • 제30권3호
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    • pp.245-258
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    • 2023
  • This study proposes a modification to the objective function of the support vector machine for the linearly non-separable case of a binary classifier yi ∈ {-1, 1}. The modification takes into account the position of each data item xi from its corresponding class centroid. The resulting optimization function involves the centroid mean vector, and the spread of data besides the support vectors, which should be minimized by the choice of hyper-plane β. Theoretical assumptions have been tested to derive an optimal separable hyperplane that yields the minimal misclassification rate. The proposed method has been evaluated using simulation studies and real-life COVID-19 patient outcome hospitalization data. Results show that the proposed method performs better than the classical linear SVM classifier as the sample size increases and is preferred in the presence of correlations among predictors as well as among extreme values.

발전정지와 교환방법을 적용한 실시간급전문제 최적화 알고리즘 (Optimization Algorithm for Real-time Load Dispatch Problem Using Shut-off and Swap Method)

  • 이상운
    • 한국인터넷방송통신학회논문지
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    • 제17권4호
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    • pp.219-224
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    • 2017
  • 경제급전 최적화 문제를 해결하는 결정론적인 알고리즘에 존재하지 않아 지금까지는 비결정론적인 휴리스틱 알고리즘들이 제안되고 있다. 이와 더불어 실시간 급전문제에 대한 연구는 거의 없는 실정이다. 본 논문은 발전정지 개념을 도입하여 실시간 급전의 최적화 문제를 풀 수 있는 알고리즘을 제안하였다. 제안된 알고리즘은 단위 발전량당 최대 비용이 소요되는 발전기는 발전을 중지시키는 기준을 적용하였다. 본 논문에서 제안한 발전정지 기준은 발전비용함수에서 밸브효과에 따른 비선형 절대치 함수를 제외한 2차 함수만을 대상으로 하였다. 경제급전 문제의 시험사례로 빈번히 활용되고 있는 데이터에 대해 제안된 알고리즘을 적용한 결과 기존 알고리즘들의 해를 크게 감소시킬 수 있었다.

서비스 비용을 고려한 연속적 재고관리시스템 해결을 위한 근사법 (An Approximation Approach for Solving a Continuous Review Inventory System Considering Service Cost)

  • 이동주;이창용
    • 산업경영시스템학회지
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    • 제38권2호
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    • pp.40-46
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    • 2015
  • The modular assembly system can make it possible for the variety of products to be assembled in a short lead time. In this system, necessary components are assembled to optional components tailor to customers' orders. Budget for inventory investments composed of inventory and purchasing costs are practically limited and the purchasing cost is often paid when an order is arrived. Service cost is assumed to be proportional to service level and it is included in budget constraint. We develop a heuristic procedure to find a good solution for a continuous review inventory system of the modular assembly system with a budget constraint. A regression analysis using a quadratic function based on the exponential function is applied to the cumulative density function of a normal distribution. With the regression result, an efficient heuristics is proposed by using an approximation for some complex functions that are composed of exponential functions only. A simple problem is introduced to illustrate the proposed heuristics.

The Effect of Export on R&D Cost Behavior: Evidence from Korea

  • Chang Youl Ko;Hoon Jung
    • Journal of Korea Trade
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    • 제26권5호
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    • pp.23-38
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    • 2022
  • Purpose - This research intends to find out whether R&D cost stickiness shows differentiated aspects depending on exports in Korea. A cost behavior that indicates a lower rate of costs decrease when sales decrease than the rate of costs increase when sales increase is called cost stickiness. This sticky cost behavior is caused by considering the adjusting costs. This study aims to empirically verify that R&D cost stickiness is greater in export firms than in non-export firms. We also investigate the effect of exports on R&D cost stickiness is nonlinear. Design/methodology - We obtain data for the analysis from Kis-Value and TS2000 from 2012 to 2020. This study tests for R&D cost stickiness of exports using the cost stickiness model developed by Anderson et al. (2003) that is used in a lot of prior literature. To explore the nonlinear behavior of R&D cost stickiness we include a quadratic term of exports in our model. Findings - The results of our analysis are as follows. First, we observed that R&D costs of export firms are more sticky than that of non-export firms. Our result indicated that export firms are less likely to reduce R&D costs in decreasing sales periods in preparation for future sales recovery. Second, our empirical evidence shows that export firms view R&D costs much favorably. However, we hypothesize that the effect of export intensity on R&D costs may not necessarily be linear. Our result shows the effect of exports intensity on R&D stickiness is thus nonlinear, forming a reverse U-shaped curve. When export intensity exceeds a certain threshold, the growth rate of R&D costs appears to be viewed negatively. Firms with relatively high export intensity do not support R&D costs, viewing them as taking away firms' resources from other more productive costs. On the contrary, those with export intensity under the threshold view R&D costs as beneficial and therefore promote further R&D costs when revenue decreases. Originality/value - The results of this research can contribute academically to the expansion of empirical research on R&D cost stickiness. R&D cost stickiness varies by industry. As a result of our research, the managers of export firms recognize the importance of R&D to lead innovation. We expected that this research contributes to further studies on R&D costs and cost stickiness. Second, this research has implications from a business perspectives. Our findings of export firms' R&D stickiness suggest that export firms' managers should consider keeping the stickiness of R&D when revenue decreases because it is essential for exporting firms to maintain their R&D stickiness to secure long-term competitiveness. R&D stickiness can be used on a practical basis to emphasize the need for continuous investment in exporting firms' R&D activities.

대규모 비선형 시스템의 새로운 계층별 최적제어 (A New Approach for Hierarchical Optimization of Large Scale Non-linear Systems)

  • 박준훈;김종부
    • 전자공학회논문지T
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    • 제36T권2호
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    • pp.21-31
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    • 1999
  • 대규모 시스템 제어와 관련하여 몇 개의 부시스템으로 분할하여 처리하는 계층별 제어이론이 많이 연구되어 왔으며 특히 치수가 높은 대규모 비선형 시스템의 경우에 고차의 비선형 미분방정식을 동시에 적분을 해야하고 많은 계산량을 필요로 하므로 해를 구하기가 어려운 문제가 있다. 1980년대 Singh과 Hassan은 상호예측 알고리즘(two level prediction algorithm)을 제시한바 있고 이 방법은 비선형 대규모 시스템의 최적제어에 효과적이나 시스템 행렬 Q, R, S, H에 따라 제한된 최적화 구간에서만 성립되는 등 최적화 구간의 길이와 수렴성 여부가 행렬 값에 영향을 받는 알고리즘상의 단점이 있다. 본 연구에서는 수렴조건으로부터 평가함수에 구속조건(quadratic penalty term)을 부여하지 않는 새로운 개선된 알고리즘을 제시 적용하여 시스템 행렬 결정을 위한 과정 없이 수렴속도의 향상과 함께 최적의 수렴성 및 최적화 구간을 얻도록 했다. 분할된 비선형 시스템의 최적제어를 위해서는, 대수 반복연산만으로 2점 경계치 문제(two point boundary value problem)를 해결함으로써 기존의 수치 해석법에 비해 연산이 간단한 블록펄스 변환 방법을 사용해서 처리했다.

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A Distributed Power Allocation Scheme for Base Stations Powered by Retailers with Heterogeneous Renewable Energy Sources

  • Jeon, Seung Hyun;Lee, Joohyung;Choi, Jun Kyun
    • ETRI Journal
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    • 제38권4호
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    • pp.746-756
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    • 2016
  • Owing to the intermittent power generation of renewable energy sources (RESs), future wireless cellular networks are required to reliably aggregate power from retailers. In this paper, we propose a distributed power allocation (DPA) scheme for base stations (BSs) powered by retailers with heterogeneous RESs in order to deal with the unreliable power supply (UPS) problem. The goal of the proposed DPA scheme is to maximize our well-defined utility, which consists of power satisfaction and unit power costs including added costs as a non-subscriber, based on linear and quadratic cost models. To determine the optimal amount of DPA, we apply dual decomposition, which separates the master problem into sub-problems. Optimal power allocation from each retailer can be obtained by iteratively coordinating between the BSs and retailers. Finally, through a mathematical analysis, we show that the proposed DPA can overcome the UPS for BSs powered from heterogeneous RESs.