• Title/Summary/Keyword: optimal stopping

검색결과 68건 처리시간 0.026초

준비시간이 있는 혼합모델 조립라인에서 투입순서문제를 위한 탐색적 방법 (Heuristic Method for Sequencing Problem in Mixed Model Assembly Lines with Setup Time)

  • 현철주
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2008년도 추계학술대회
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    • pp.35-39
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    • 2008
  • This paper considers the sequencing of products in mixed model assembly lines. The sequence which minimizes overall utility work in car assembly lines reduce the cycle time, the number of utility workers, and the risk of conveyor stopping. The sequencing problem is solved using Tabu Search. Tabu Search is a heuristic method which can provide a near optimal solution in real time. Various examples are presented and experimental results are reported to demonstrate the efficiency of the technique.

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단일 실행의 빠른 근사해 기법과 반복 실행의 최적화 기법을 이용한 이산형 시스템의 시뮬레이션 연구 (Simulation Study of Discrete Event Systems using Fast Approximation Method of Single Run and Optimization Method of Multiple Run)

  • 박경종;이영해
    • 대한산업공학회지
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    • 제32권1호
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    • pp.9-17
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    • 2006
  • This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event simulation. The developed algorithm uses the configuration algorithm that can change decision variables and the stopping algorithm that can end simulation in order to satisfy the given objective value during single run. It tries to estimate an auto-regressive model for evaluating correctly the objective function obtained by a small amount of output data. We apply the proposed algorithm to M/M/s model, (s, S) inventory model, and known-function problem. The proposed algorithm can't always guarantee the optimal solution but the method gives an approximate feasible solution in a relatively short time period. We, therefore, show the proposed algorithm can be used as an initial feasible solution of existing optimization methods that need multiple simulation run to search an optimal solution.

A Taguchi Approach to Parameter Setting in a Genetic Algorithm for General Job Shop Scheduling Problem

  • Sun, Ji Ung
    • Industrial Engineering and Management Systems
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    • 제6권2호
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    • pp.119-124
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    • 2007
  • The most difficult and time-intensive issue in the successful implementation of genetic algorithms is to find good parameter setting, one of the most popular subjects of current research in genetic algorithms. In this study, we present a new efficient experimental design method for parameter optimization in a genetic algorithm for general job shop scheduling problem using the Taguchi method. Four genetic parameters including the population size, the crossover rate, the mutation rate, and the stopping condition are treated as design factors. For the performance characteristic, makespan is adopted. The number of jobs, the number of operations required to be processed in each job, and the number of machines are considered as noise factors in generating various job shop environments. A robust design experiment with inner and outer orthogonal arrays is conducted by computer simulation, and the optimal parameter setting is presented which consists of a combination of the level of each design factor. The validity of the optimal parameter setting is investigated by comparing its SN ratios with those obtained by an experiment with full factorial designs.

퍼터베이션 분석을 이용한 대기행렬 네트워크의 최적화 (Optimization of Queueing Network by Perturbation Analysis)

  • 권치명
    • 한국시뮬레이션학회논문지
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    • 제9권2호
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    • pp.89-102
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    • 2000
  • In this paper, we consider an optimal allocation of constant service efforts in queueing network to maximize the system throughput. For this purpose, using the perturbation analysis, we apply a stochastic optimization algorithm to two types of queueing systems. Our simulation results indicate that the estimates obtained from a stochastic optimization algorithm for a two-tandem queuing network are very accurate, and those for closed loop manufacturing system are a little apart from the known optimal allocation. We find that as simulation time increases for obtaining a new gradient (performance measure with respect to decision variables) by perturbation algorithm, the estimates tend to be more stable. Thus, we consider that it would be more desirable to have more accurate sensitivity of performance measure by enlarging simulation time rather than more searching steps with less accurate sensitivity. We realize that more experiments on various types of systems are needed to identify such a relationship with regards to stopping rule, the size of moving step, and updating period for sensitivity.

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無人 搬送車의 最適 操向制御 (Study on optimal steering control of an unmanned cart)

  • 김옥현;정성종
    • 대한기계학회논문집
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    • 제11권1호
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    • pp.19-25
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    • 1987
  • 본 논문에서는 이와 같은 형식의 무인 반송차(이하무인차로 줄임)의 최적조향 제어를 연구하였다. 단순한 비예제어(proportional control, P-control)만으로는 정 상편차(steady state error)를 없앨 수 없으므로 본 연구에서는 최적 비예 및 적분제 어(PROPORTIONAL-PLUSINTEGRAL CONTROL, pi-CONTROL) 방식을 채택하였다. 간단하고 실현이 쉬운 부최적제어(Suboptimal Control)도 고찰하였으며 최적제어의 경우와 비교 검토하였다. 또 한 무인차의 주요 설계변수가 제어성능에 미치는 영향을 정량적으로 비교 검토하여 그 설정기준을 고찰하였다.

이산 시간을 고려한 시스템의 교체와 수리 비용 최적화 연구 (Optimal Periodic Replacement Policy Under Discrete Time Frame)

  • 이진표
    • 산업경영시스템학회지
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    • 제43권1호
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    • pp.61-69
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    • 2020
  • Systems such as database and socal network systems have been broadly used, and their unexpected failure, with great losses and sometimes a social confusion, has received attention in recent years. Therefore, it is an important issue to find optimal maintenance plans for such kind of systems from the points of system reliability and maintaining cost. However, it is difficult to maintain a system during its working cycle, since stopping works might incur users some troubles. From the above viewpoint, this paper discusses minimal repair maintenance policy with periodic replacement, while considering the random working cycles. The random working cycle and periodic replacement policies with minimal repair has been discussed in traditional literatures by usually analyzing cases for the nonstopping works. However, maintenance can be more conveniently done at discrete time and even during the working cycle in real applications. So, we propose that periodic replacement is planned at discrete times while considering the random working cycle, and moreover provide a model in which system, with a minimal repair at failures between replacements, is replaced at the minimum of discrete times KT and random cycles Y. The average cost rate model is used to determine the optimal number of periodic replacement.

휴리스틱 외판원 문제 알고리즘을 이용한 노천광산 보조 작업 차량의 최적 이동경로 분석 (Optimal Routes Analysis of Vehicles for Auxiliary Operations in Open-pit Mines using a Heuristic Algorithm for the Traveling Salesman Problem)

  • 박보영;최요순;박한수
    • 터널과지하공간
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    • 제24권1호
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    • pp.11-20
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    • 2014
  • 본 연구에서는 노천광산에서 다수의 작업 지점들을 경유하며 광산 전역을 순회해야하는 보조 작업 차량의 최적 이동경로를 분석하였다. Dijkstra's 알고리즘을 사용했던 기존의 연구들과 달리 휴리스틱 외판원 문제 알고리즘을 이용한 결과 다수의 작업지점들의 방문 순서까지 고려하여 보조 작업 차량의 최적 이동경로를 분석할 수 있다. 인도네시아 파시르 석탄 노천광산의 로또 채광장을 대상으로 광산 전역을 정차 없이 순회하는 보조작업 차량의 최적 이동경로를 분석하였다. 그 결과 분석자의 직관에 따라 작업지점들의 방문 순서를 결정하는 것보다 휴리스틱 TSP 알고리즘을 적용해 분석하는 것이 25개 지점 경유시 20분 정도의 이동시간을 단축할 수 있는 것으로 분석되었다. 본 연구에서 제시한 결과가 노천광산 보조 작업 차량들의 시스템 최적화와 관련된 향후 연구들의 방향설정 위해 기초자료로 활용될 수 있을 것이라 기대한다.

A SURVEY ON AMERICAN OPTIONS: OLD APPROACHES AND NEW TRENDS

  • Ahn, Se-Ryoong;Bae, Hyeong-Ohk;Koo, Hyeng-Keun;Lee, Ki-Jung
    • 대한수학회보
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    • 제48권4호
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    • pp.791-812
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    • 2011
  • This is a survey on American options. An American option allows its owner the privilege of early exercise, whereas a European option can be exercised only at expiration. Because of this early exercise privilege American option pricing involves an optimal stopping problem; the price of an American option is given as a free boundary value problem associated with a Black-Scholes type partial differential equation. Up until now there is no simple closed-form solution to the problem, but there have been a variety of approaches which contribute to the understanding of the properties of the price and the early exercise boundary. These approaches typically provide numerical or approximate analytic methods to find the price and the boundary. Topics included in this survey are early approaches(trees, finite difference schemes, and quasi-analytic methods), an analytic method of lines and randomization, a homotopy method, analytic approximation of early exercise boundaries, Monte Carlo methods, and relatively recent topics such as model uncertainty, backward stochastic differential equations, and real options. We also provide open problems whose answers are expected to contribute to American option pricing.

비접촉식 와전류형 제동 장치의 최적 토오크 제어 (Optimal torque control of noncontact type eddy current brake system)

  • 이갑진;박기환;류제하
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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    • pp.261-264
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    • 1997
  • A contactless eddy current type braking system is developed to take advantages of the recent brake system which uses hydraulic force can show high efficiency in a certain velocity region, but not in a high velocity region, and has initial response delay time and pressure build-up time which make stopping distance longer. These are the limits of mechanical brake system of a contact type, which makes a concept brake system required. So, in this paper, the contactless brake system .of a inductive current type is chosen instead of hydraulic brake system. This brake system can be used almost forever for being no wear and contributed to lightening weight of a vehicle. Besides, the contactless brake system can be used as that of electric or solar car with anti-lock brake system. The analysis of induced electromotive force and braking torque obtained with theoretical approximate model, the design of a braking system and a nonlinear controller, and the results of simulation of the ABS, experiment are included.

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Modified harmony search and its application to cost minimization of RC columns

  • Medeiros, Guilherme F.;Kripka, Moacir
    • Advances in Computational Design
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    • 제2권1호
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    • pp.1-13
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    • 2017
  • This paper presents a variant of the Harmony Search Algorithm (HS) and its application to discrete optimization. The main proposed modifications regarding original HS are related to stopping criterion and reinitialization of population, called Harmony Memory. In order to investigate the efficiency of the algorithm, it was applied for obtaining optimal sections of reinforced concrete columns subjected to uniaxial flexural compression. To minimize the cost of the section, the amount and diameters of the reinforcement bars and the dimensions of the columns cross sections were considered as design variables. The obtained results were compared to those generated by other optimization methods. Since, to the examples, Harmony Search reached the same results achieved by Simulated Annealing, some additional analysis are presented in order to compare these methods regarding success rate and number of iterations to reach the optimum.