• 제목/요약/키워드: optimization formulation

검색결과 534건 처리시간 0.052초

DUALITY FOR LINEAR CHANCE-CONSTRAINED OPTIMIZATION PROBLEMS

  • Bot, Radu Ioan;Lorenz, Nicole;Wanka, Gert
    • 대한수학회지
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    • 제47권1호
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    • pp.17-28
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    • 2010
  • In this paper we deal with linear chance-constrained optimization problems, a class of problems which naturally arise in practical applications in finance, engineering, transportation and scheduling, where decisions are made in presence of uncertainty. After giving the deterministic equivalent formulation of a linear chance-constrained optimization problem we construct a conjugate dual problem to it. Then we provide for this primal-dual pair weak sufficient conditions which ensure strong duality. In this way we generalize some results recently given in the literature. We also apply the general duality scheme to a portfolio optimization problem, a fact that allows us to derive necessary and sufficient optimality conditions for it.

기하학적 비선헝 구조물의 설계 민감도해석 및 위상최적설계 (Design Sensitivity Analysis and Topology Optimization of Geometrically Nonlinear Structures)

  • Cho, Seonho;Jung, Hyunseung;Yang, Youngsoon
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2002년도 봄 학술발표회 논문집
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    • pp.335-342
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    • 2002
  • A continuum-based design sensitivity analysis (DSA) method fur non-shape problems is developed for geometrically nonlinear elastic structures. The non-shape problem is characterized by the design variables that are not associated with the domain of system like sizing, material property, loading, and so on. Total Lagrangian formulation with the Green-Lagrange strain and the second Piola-Kirchhoff stress is employed to describe the geometrically nonlinear structures. The spatial domain is discretized using the 4-node isoparametric plane stress/strain elements. The resulting nonlinear system is solved using the Newton-Raphson iterative method. To take advantage of the derived analytical sensitivity In topology optimization, a fast and efficient design sensitivity analysis method, adjoint variable method, is employed and the material property of each element is selected as non-shape design variable. Combining the design sensitivity analysis method and a gradient-based design optimization algorithm, an automated design optimization method is developed. The comparison of the analytical sensitivity with the finite difference results shows excellent agreement. Also application to the topology design optimization problem suggests a very good insight for the layout design.

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Development of an analytical method for optimum design of reinforced concrete beams considering both flexural and shear effects

  • Zivari, Ahmad;Habibi, Alireza;Khaledy, Nima
    • Computers and Concrete
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    • 제24권2호
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    • pp.117-123
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    • 2019
  • Optimization is an important subject which is widely used in engineering problems. In this paper, an analytical method is developed for optimum design of reinforced concrete beams considering both flexural and shear effects. A closed-form formulation is derived for optimal height and rebar of beams. The total material cost of steel and concrete is considered as the objective function which is minimized during the optimization process. The ultimate flexural and shear capacities of the beam are considered as the main constraints. The ultimate limit state is considered for deriving the relations for flexural capacity of the beam. The design requirements are considered according to the item 9 of the Iranian National Building. Analytical formulas and some curves are proposed to be used for optimum design of RC beams. The proposed method can be used to perform the optimization of RC beams without the need of any prior knowledge in optimization. Also, the results of the studied numerical example show that the proposed method results in a better design comparing with the other methods.

A smooth boundary scheme-based topology optimization for functionally graded structures with discontinuities

  • Thanh T. Banh;Luu G. Nam;Dongkyu Lee
    • Steel and Composite Structures
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    • 제48권1호
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    • pp.73-88
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    • 2023
  • This paper presents a novel implicit level set method for topology optimization of functionally graded (FG) structures with pre-existing discontinuities (pre-cracks) using radial basis functions (RBF). The mathematical formulation of the optimization problem is developed by incorporating RBF-based nodal densities as design variables and minimizing compliance as the objective function. To accurately capture crack-tip behavior, crack-tip enrichment functions are introduced, and an eXtended Finite Element Method (X-FEM) is employed for analyzing the mechanical response of FG structures with strong discontinuities. The enforcement of boundary conditions is achieved using the Hamilton-Jacobi method. The study provides detailed mathematical expressions for topology optimization of systems with defects using FG materials. Numerical examples are presented to demonstrate the efficiency and reliability of the proposed methodology.

유조선의 최적 운항일정계획 (An optimization of crude oil tanker scheduling problems)

  • 주재훈;김기석
    • 경영과학
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    • 제8권1호
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    • pp.91-108
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    • 1991
  • This paper presents an efficient optimization algorithm for the crude oil tanker scheduling problem. The algorithm consists of two stages. In stage one, all the potentially optimal schedules (called 'candidate schedules') are generated from feasible schedules for each ship. In the second stage, a multiple ship scheduling problem is formulated as 0-1 integer programming problem considering only the those candidate schedules. The efficiency of the suggested algorithm was improved by exploiting the special structure of the formulation. The algorithm was illustrated by a numerical example and tested on practical ship scheduling problems.

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설계민감도를 이용한 비정상상태 소성가공공정 최적 설계 (Optimal Process Design in Non-Steady Metal Forming by the Design Sensitivity)

  • 정석환;황상무
    • 한국소성가공학회:학술대회논문집
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    • 한국소성가공학회 1997년도 춘계학술대회논문집
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    • pp.113-118
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    • 1997
  • A new approach to process optimal design in non-isothermal, non-steady state metal forming is presented. In this approach, the optimal design problem is formulated on the basis of the integrated thermo-mechanical finite element process model so as to cover a wide range of the objective functions and design variables, and the derivative based approach is adopted for conducting optimization by design iteration. The process model, the formulation for process optimal design, and the procedures for the evaluation of the design sensitivity and for design iteration for optimization are described.

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Modified Fixed-Threshold SMO for 1-Slack Structural SVMs

  • Lee, Chang-Ki;Jang, Myung-Gil
    • ETRI Journal
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    • 제32권1호
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    • pp.120-128
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    • 2010
  • In this paper, we describe a modified fixed-threshold sequential minimal optimization (FSMO) for 1-slack structural support vector machine (SVM) problems. Because the modified FSMO uses the fact that the formulation of 1-slack structural SVMs has no bias, it breaks down the quadratic programming (QP) problems of 1-slack structural SVMs into a series of smallest QP problems, each involving only one variable. For various test sets, the modified FSMO is as accurate as existing structural SVM implementations (n-slack and 1-slack SVM-struct) but is faster on large data sets.

FLEXIBLE OPTIMIZATION MODEL FOR LINEAR SCHEDULING PROBLEMS

  • Shu-Shun Liu;Chang-Jung Wang
    • 국제학술발표논문집
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    • The 1th International Conference on Construction Engineering and Project Management
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    • pp.802-807
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    • 2005
  • For linear projects, it has long been known that resource utilization is important in improving work efficiency. However, most existing scheduling techniques cannot satisfy the need for solving such issues. This paper presents an optimization model for solving linear scheduling problems involving resource assignment tasks. The proposed model adopts constraint programming (CP) as the searching algorithm for model formulation, and the proposed model is designed to optimize project total cost. Additionally, the concept of outsourcing resources is introduced here to improve project performance.

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DEA에서 교차효율성의 공격적 정형화 (An Aggressive Formulation of Cross-efficiency in DEA)

  • 임성묵
    • 한국경영과학회지
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    • 제33권4호
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    • pp.83-100
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    • 2008
  • We propose a new aggressive formulation of cross-efficiency in Data Envelopment Analysis(DEA). In the traditional aggressive formulation, the efficiency score of a test DMU is maximized as the first goal while an average of efficiency scores of peer DMUs is minimized as the second goal. The proposed model replaces the second goal with the minimization of the best efficiency score of peer DMUs. We showed the model is a quasi-convex optimization problem, and for a solution method we developed a bisection method whose computational complexity is polynomial-time. We tested the model on 200 randomly generated DEA problems, and compared it with the traditional model in terms of various criteria. The experimental results confirmed the effectiveness and usefulness of the proposed model.

초소성재료의 압력성형에 관한 삼차원 유한요소해석 (3-D Finite Element Analysis of Superplastic Blow Forming)

  • 이기석;허훈
    • 한국소성가공학회:학술대회논문집
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    • 한국소성가공학회 1994년도 추계학술대회 논문집
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    • pp.55-63
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    • 1994
  • The analysis of superplastic sheet forming process is studied by the use of the finite element method using a convected coordinate system and a skew boundary condition. In the formulation, the large inelastic behavior of the superplastic material is described as incompressible, nonlinear, viscous flow. The formulation is then approximated to the finite dimensional space with the use of membrane elements, which results in algebraic linear equations. In addition to the finite element formulation, a pressure cycle control algorithm is combined in the analysis for optimization of the forming time, which deals with the maximization of the strain rate sensitivity, the protection of the thickness reduction, the consistency of the desired strain rate and improvement of formability.

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