• Title/Summary/Keyword: optimality function

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Optimization of Triple Response Systems by Using the Dual Response Approach and the Hooke-Jeeves Search Method

  • Fan, Shu-Kai S.;Huang, Chia-Fen;Chang, Ko-Wei;Chuang, Yu-Chiang
    • Industrial Engineering and Management Systems
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    • v.9 no.1
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    • pp.10-19
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    • 2010
  • This paper presents an extended computing procedure for the global optimization of the triple response system (TRS) where the response functions are nonconvex (nonconcave) quadratics and the input factors satisfy a radial region of interest. The TRS arising from response surface modeling can be approximated using a nonlinear mathematical program involving one primary (objective) function and two secondary (constraints) functions. An optimization algorithm named triple response surface algorithm (TRSALG) is proposed to determine the global optimum for the nondegenerate TRS. In TRSALG, the Lagrange multipliers of target (secondary) functions are computed by using the Hooke-Jeeves search method, and the Lagrange multiplier of the radial constraint is located by using the trust region (TR) method at the same time. To ensure global optimality that can be attained by TRSALG, included is the means for detecting the degenerate case. In the field of numerical optimization, as the family of TR approach always exhibits excellent mathematical properties during optimization steps, thus the proposed algorithm can guarantee the global optimal solution where the optimality conditions are satisfied for the nondegenerate TRS. The computing procedure is illustrated in terms of examples found in the quality literature where the comparison results with a gradient-based method are used to calibrate TRSALG.

A New Genetic Algorithm for Shortest Path Routing Problem (최단 경로 라우팅을 위한 새로운 유전자 알고리즘)

  • ;R.S. Ramakrishna
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.12C
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    • pp.1215-1227
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    • 2002
  • This paper presents a genetic algorithmic approach to shortest path (SP) routing problem. Variable-length chromosomes (strings) and their genes (parameters) have been used for encoding the problem. The crossover operation that exchanges partial chromosomes (partial-routes) at positionally independent crossing sites and the mutation operation maintain the genetic diversity of the population. The proposed algorithm can cure all the infeasible chromosomes with a simple repair function. Crossover and mutation together provide a search capability that results in improved quality of solution and enhanced rate of convergence. Computer simulations show that the proposed algorithm exhibits a much better quality of solution (route optimality) and a much higher rate of convergence than other algorithms. The results are relatively independent of problem types (network sizes and topologies) for almost all source-destination pairs.

Point-to-Multipoint Minimum Cost Flow Problem with Convex Cost Function (콘벡스 비용함수를 갖는 점-대-다중점 최소비용 흐름문제)

  • 박구현;신용식
    • Journal of the Korean Operations Research and Management Science Society
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    • v.25 no.4
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    • pp.15-25
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    • 2000
  • In this paper, we introduce a point-to-multipoint minimum cost flow problem with convex and demand splitting. A source node transmits the traffic along the tree that includes members of the point-to-multipoint connection. The traffic is replicated by the nodes only at branch points of the tree. In order to minimize the sum of arc costs, we assume that the traffic demand can be splitted and transmitted to destination nodes along different trees. If arc cost is linear, the problem would be a Steiner tree problem in networks eve though demand splitting is permitted. The problem would be applied in transmitting large volume of traffic from a serve to clients in Internet environments. Optimality conditions of the problem are presented in terms of fair tree routing. The proposed algorithm is a finite terminating algorithm for $\varepsilon$-optimal solution. convergence of the algorithm is obtained under monotonic condition and strict convexity of the cost function. Computational experiences are included.

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Kinematics of the Nonsteady Axi-symmetric Ideal Plastic Flow Process

  • Alexandrov, S.;Lee, W.;Chung, K.
    • Fibers and Polymers
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    • v.5 no.3
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    • pp.209-212
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    • 2004
  • A nonsteady axi-symmetric ideal flow solution is obtained here. It is based on the rigid perfect-plastic constitutive law with the Tresca yield condition and its associated flow rule. The process is to deform a circular solid disk into a spherical shell of prescribed geometry. It is assumed that there are no rigid zones and friction stresses. The solution obtained provides the distribution of kinematic variables and involves one undetermined function of the time. This function can be in general found by superimposing an optimality criterion.

Discrete Sizing Design of Truss Structure Using an Approximate Model and Post-Processing (근사모델과 후처리를 이용한 트러스 구조물의 이산 치수설계)

  • Lee, Kwon-Hee
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.19 no.5
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    • pp.27-37
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    • 2020
  • Structural optimization problems with discrete design variables require more function calculations (or finite element analyses) than those in the continuous design space. In this study, a method to find an optimal solution in the discrete design of the truss structure is presented, reducing the number of function calculations. Because a continuous optimal solution is the Karush-Kuhn-Tucker point that satisfies the optimality condition, it is assumed that the discrete optimal solution is around the continuous optimum. Then, response values such as weight, displacement, and stress are predicted using approximate models-referred to as hybrid metamodels-within specified design ranges. The discrete design method using the hybrid metamodels is used as a post-process of the continuous optimization process. Standard truss design problems of 10-bar, 25-bar, 15-bar, and 52-bar are solved to show the usefulness of this method. The results are compared with those of existing methods.

CLOSED-FORM SOLUTIONS OF AMERICAN PERPETUAL PUT OPTION UNDER A STRUCTURALLY CHANGING ASSET

  • Shin, Dong-Hoon
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.15 no.2
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    • pp.151-160
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    • 2011
  • Typically, it is hard to find a closed form solution of option pricing formula under an asset governed by a change point process. In this paper we derive a closed-form solution of the valuation function for an American perpetual put option under an asset having a change point. Structural changes are formulated through a change-point process with a Markov chain. The modified smooth-fit technique is used to obtain the closed-form valuation function. We also guarantee the optimality of the solution via the proof of a corresponding verification theorem. Numerical examples are included to illustrate the results.

Survey on IEEE 802.11 DCF Game Theoretic Approaches (IEEE 802.11 DCF에서의 게임 이론적 접근방법 소개)

  • Choi, Byeong-Cheol;Kim, Jung-Nyeo;Ryu, Jae-Cheol
    • Proceedings of the KIEE Conference
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    • 2007.04a
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    • pp.240-242
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    • 2007
  • The game theoretic analysis in wireless networks can be classified into the jamming game of the physical layer, the multiple access game of the medium access layer, the forwarder's dilemma and joint packet forwarding game of the network layer, and etc. In this paper, the game theoretic analysis about the multiple access game that selfish nodes exist in the IEEE 802.11 DCF(Distributed Coordination Function) wireless networks is addressed. In this' wireless networks, the modeling of the CSMA/CA protocol based DCF, the utility or payoff function calculation of the game, the system optimization (using optimization theory or convex optimization), and selection of Pareto-optimality and Nash Equilibrium in game strategies are the important elements for analyzing how nodes are operated in the steady state of system. Finally, the main issues about the game theory in the wireless network are introduced.

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Robust Approach for Channel Estimation in Power Line Communication

  • Huang, Jiyan;Wang, Peng;Wan, Qun
    • Journal of Communications and Networks
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    • v.14 no.3
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    • pp.237-242
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    • 2012
  • One of the major problems for accurate channel estimation in power line communication systems is impulsive noise. Traditional channel estimation algorithms are based on the assumption of Gaussian noise, or the need to locate the positions of impulsive noise. The algorithms may lose optimality when impulsive noise exists in the channel, or if the location estimation of impulsive noise is inaccurate. In the present paper, an effective channel estimation algorithm based on a robust cost function is proposed to mitigate impulsive noise. The proposed method can provide a closed-form solution, and the application of robust estimation theory enables the proposed method to be free from localization of impulsive noise and thus can guarantee that the proposed method has better performance. Simulations verified the proposed algorithm.

The Design of A Creative Engineering Robot with MCU Platform (MCU 플랫폼 창의 공학용 로봇 설계)

  • Hong, Seon Hack
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.5 no.4
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    • pp.77-85
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    • 2009
  • In this paper, the implementation of creative engineering robot with MCU platform is described. This robot, as a platform of robot system to be used as creative engineering education, has to satisfy restrictions in many aspects in order to study algorithm and apply for the processor based function and pattern recognition application. Considering many restrictions of the mobile platform for creative robot system, we made this robot autonomous by using efficiently the LINUX embedded system. And we choose Marvell Monahan processor(PXA320) as MCU flatform, and used CentOS5.2 as an embedded OS that has the function of robustness and optimality. For flexibility and modularity, the platform has expansion ports. The results of experiment are described to show the pattern matching of creative engineering mobile robot with LINUX programming environments.

High-Speed Path Planning of a Mobile Robot Using Gradient Method with Topological Information (위상정보를 갖는 구배법에 기반한 이동로봇의 고속 경로계획)

  • Ham Jong-Gyu;Chung Woo-Jin;Song Jae-Bok
    • Journal of Institute of Control, Robotics and Systems
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    • v.12 no.5
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    • pp.444-449
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    • 2006
  • Path planning is a key element in navigation of a mobile robot. Several algorithms such as a gradient method have been successfully implemented so for. Although the gradient method can provide the global optimal path, it computes the navigation function over the whole environment at all times, which result in high computational cost. This paper proposes a high-speed path planning scheme, called a gradient method with topological information, in which the search space for computation of a navigation function can be remarkably reduced by exploiting the characteristics of the topological information reflecting the topology of the navigation path. The computing time of the gradient method with topological information can therefore be significantly decreased without losing the global optimality. This reduced path update period allows the mobile robot to find a collision-free path even in the dynamic environment.