• Title/Summary/Keyword: objective function Constraint

Search Result 277, Processing Time 0.031 seconds

A STUDY ON CONSTRAINED EGO METHOD FOR NOISY CFD DATA (Noisy 한 CFD 결과에 대한 구속조건을 고려한 EGO 방법 연구)

  • Bae, H.G.;Kwon, J.H.
    • Journal of computational fluids engineering
    • /
    • v.17 no.4
    • /
    • pp.32-40
    • /
    • 2012
  • Efficient Global Optimization (EGO) method is a global optimization technique which can select the next sample point automatically by infill sampling criteria (ISC) and search for the global minimum with less samples than what the conventional global optimization method needs. ISC function consists of the predictor and mean square error (MSE) provided from the kriging model which is a stochastic metamodel. Also the constrained EGO method can minimize the objective function dealing with the constraints under EGO concept. In this study the constrained EGO method applied to the RAE2822 airfoil shape design formulated with the constraint. But the noisy CFD data caused the kriging model to fail to depict the true function. The distorted kriging model would make the EGO deviate from the correct search. This distortion of kriging model can be handled with the interpolation(p=free) kriging model. With the interpolation(p=free) kriging model, however, the search of EGO solution was stalled in the narrow feasible region without the chance to update the objective and constraint functions. Then the accuracy of EGO solution was not good enough. So the three-step search method was proposed to obtain the accurate global minimum as well as prevent from the distortion of kriging model for the noisy constrained CFD problem.

ON FRACTIONAL PROGRAMMING CONTAINING SUPPORT FUNCTIONS

  • HUSAIN I.;JABEEN Z.
    • Journal of applied mathematics & informatics
    • /
    • v.18 no.1_2
    • /
    • pp.361-376
    • /
    • 2005
  • Optimality conditions are derived for a nonlinear fractional program in which a support function appears in the numerator and denominator of the objective function as well as in each constraint function. As an application of these optimality conditions, a dual to this program is formulated and various duality results are established under generalized convexity. Several known results are deduced as special cases.

Development of an Efficient Optimization Technique for Robust Design by Approximating Probability Constratints (확률조건의 근사화를 통한 효율적인 강건 최적설계 기법의 개발)

  • Jeong, Do-Hyeon;Lee, Byeong-Chae
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.24 no.12
    • /
    • pp.3053-3060
    • /
    • 2000
  • Alternative formulation is presented for robust optimization problems and an efficient computational scheme for reliability estimation is proposed. Both design variables and design parameters considered as random variables about their nominal values. To ensure the robustness of objective performance a new cost function bounding the performance and a new constraint limiting the performance variation are introduced. The constraint variations are regulated by considering the probability of feasibility. Each probability constraint is transformed into a sub-optimization problem and then is resolved with the modified advanced first order second moment(AFOSM) method for computational efficiency. The proposed robust optimization method has advantages that the mean value and the variation of the performance function are controlled simultaneously and the second order sensitivity information is not required even in case of gradient based optimization. The suggested method is examined by solving three examples and the results are compared with those for deterministic case and those available in literature.

Design of a Robust Fine Seek Controller Using a Genetic Algorithm (유전자 알고리듬을 이용한 강인 미동 탐색 제어기의 설계)

  • Lee, Moonnoh;Jin, Kyoung Bog
    • Transactions of the Korean Society for Noise and Vibration Engineering
    • /
    • v.25 no.5
    • /
    • pp.361-368
    • /
    • 2015
  • This paper deals with a robust fine seek controller design problem with multiple constraints using a genetic algorithm. A robust $H\infty$ constraint is introduced to attenuate effectively velocity disturbance caused by the eccentric rotation of the disk. A weighting function is optimally selected based on the estimation of velocity disturbance and the estimated minimum velocity loop gain. A robust velocity loop constraint is considered to minimize the variances of the velocity loop gain and bandwidth against the uncertainties of fine actuator. Finally, a robust fine seek controller is obtained by solving a genetic algorithm with an LMI condition and an appropriate objective function. The proposed controller design method is applied to the fine seek control system of a DVD recording device and is evaluated through the experimental results.

ON DUALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Kim, Moon Hee
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.26 no.4
    • /
    • pp.723-734
    • /
    • 2013
  • A robust optimization problem, which has a maximum function of continuously differentiable functions as its objective function, continuously differentiable functions as its constraint functions and a geometric constraint, is considered. We prove a necessary optimality theorem and a sufficient optimality theorem for the robust optimization problem. We formulate a Wolfe type dual problem for the robust optimization problem, which has a differentiable Lagrangean function, and establish the weak duality theorem and the strong duality theorem which hold between the robust optimization problem and its Wolfe type dual problem. Moreover, saddle point theorems for the robust optimization problem are given under convexity assumptions.

A Solution Procedure for Minimizing AS/RS Construction Costs under Throughput Rate Requirement Constraint (작업처리능력 제약하에서 자동창고 건설비용 최소화를 위한 연구)

  • 나윤균;이동하;오근태
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.25 no.4
    • /
    • pp.40-45
    • /
    • 2002
  • An AS/RS construction cost minimization model under throughput rate requirement constraint has been developed, whose objective function includes S/R machine cost, storage rack cost, and interrace conveyor cost. S/R machine cost is a function of the storage rack height, the unit load weight, and the control logic used by the system, while storage rack cost is a function of the storage rack height, the weight and the volume of the unit load. Since the model is a nonlinear integer programming problem which is very hard to solve exactly with large problem size, a solution procedure is developed to determine the height and the length of the storage rack with a fixed number of S/R machines, while increasing the number of S/R machines one by one to meet the throughput rate requirement.

A direct treatment of Min-Max dynamic response optimization problems (Min-Max형 동적 반응 최적화 문제의 직접 처리기법)

  • 박흥수;김종관;최동훈
    • Journal of the korean Society of Automotive Engineers
    • /
    • v.15 no.1
    • /
    • pp.81-88
    • /
    • 1993
  • A direct treatment of the min-max type objective function of the dynamic response optimization problem is proposed. Previously, the min-max type objective function was transformed to an artificial design variable and an additional point-wise state variable constraint function was imposed, which increased the complexity of the optimization problem. Especially, the design sensitivity analysis for the augmented Lagrangian functional with the suggested treatment is established by using the adjoint variable method and a computer program to implement the proposed algorithm is developed. The optimization result of the proposed treatment are obtained for three typical problems and compared with those of the previous treatment. It is concluded that the suggested treatment in much more efficient in the computational effort than the previous treatment with giving the similar optimal solutions.

  • PDF

Design of a Tracking Gain-up Controller for the Vibration Suppression of Tracking Actuator (트랙킹 액추에이터의 진동 억제를 위한 트랙킹 Gain-up 제어기 설계)

  • Lee, Moonnoh;Jin, Kyoung Bog
    • Transactions of the Korean Society for Noise and Vibration Engineering
    • /
    • v.23 no.4
    • /
    • pp.356-364
    • /
    • 2013
  • This paper presents a tracking gain-up controller design method to control effectively the vibration of tracking actuator caused by external shocks and remaining velocity after seek control. A pole placement constraint is considered to assure a desired transient response against the vibration of tracking actuator. A loop gain-up constraint is introduced to hold the tracking gain-up loop gain and control bandwidth within allowable bounds. The pole placement constraint is expressed by a matrix inequality and the loop gain-up constraint is considered as an objective function so that genetic algorithm can be applied. Finally, a tracking gain-up controller is obtained by integrating a genetic algorithm with LMI design approach. The proposed tracking gain-up controller design method is applied to the track-following system of a DVD recording device and its effectiveness is evaluated through the experimental results.

A Study of Facility Location Model Under Uncertain Demand (수요가 불확실한 경우의 장소입지 결정모형 연구)

  • 이상진
    • Korean Management Science Review
    • /
    • v.15 no.1
    • /
    • pp.33-47
    • /
    • 1998
  • The facility location problem considered here is to determine facility location sites under future's uncertain demand. The objective of this paper is to propose a solution method and algorithm for a two-stage stochastic facility location problem. utilizing the Benders decomposition method. As a two-stage stochastic facility location problem is a large-scale and complex to solve, it is usually attempted to use a mean value problem rather than using a stochastic problem. Thus, the other objective is to study the relative error of objective function values between a stochastic problem and a mean value problem. The simulation result shows that the relative error of objective function values between two problems is relatively small, when a feasibility constraint is added to a facility location model.

  • PDF

A Robust Design Using Approximation Model and Probability of Success (근사모델 및 성공확률을 이용한 강건설계)

  • Song, Byoung-Cheol;Lee, Kwon-Hee
    • Journal of the Korean Society of Manufacturing Process Engineers
    • /
    • v.7 no.3
    • /
    • pp.3-11
    • /
    • 2008
  • Robust design pioneered by Dr. G. Taguchi has been applied to versatile engineering problems for improving quality. Since 1980s, the Taguchi method has been introduced to numerical optimization, complementing the deficiencies of deterministic optimization, which is often called the robust optimization. In this study, the robust optimization strategy is proposed by considering the robustness of objective and constraint functions. The statistics of responses in the functions are surrogated by kriging models. In addition, objective and/or constraint function is represented by the probability of success, thus facilitating robust optimization. The mathematical problem and the two-bar design problem are investigated to show the validity of the proposed method.

  • PDF