• Title/Summary/Keyword: robust optimization problems

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A STOCHASTIC VARIANCE REDUCTION METHOD FOR PCA BY AN EXACT PENALTY APPROACH

  • Jung, Yoon Mo;Lee, Jae Hwa;Yun, Sangwoon
    • Bulletin of the Korean Mathematical Society
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    • v.55 no.4
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    • pp.1303-1315
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    • 2018
  • For principal component analysis (PCA) to efficiently analyze large scale matrices, it is crucial to find a few singular vectors in cheaper computational cost and under lower memory requirement. To compute those in a fast and robust way, we propose a new stochastic method. Especially, we adopt the stochastic variance reduced gradient (SVRG) method [11] to avoid asymptotically slow convergence in stochastic gradient descent methods. For that purpose, we reformulate the PCA problem as a unconstrained optimization problem using a quadratic penalty. In general, increasing the penalty parameter to infinity is needed for the equivalence of the two problems. However, in this case, exact penalization is guaranteed by applying the analysis in [24]. We establish the convergence rate of the proposed method to a stationary point and numerical experiments illustrate the validity and efficiency of the proposed method.

Optimization of fuzzy logic controller using genetic algorithm (유전 알고리듬을 이용한 지능형 퍼지 제어기에 관한 연구)

  • Jang, Wook;Son, Yoo-Seok;Park, Jin-Bae;Joo, Young-Hoon
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.960-963
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    • 1996
  • In this paper, the optimization of a fuzzy controller using genetic algorithm is studied. The fuzzy controller has been widely applied to industries because it is highly flexible, robust easy to implement and suitable for complex systems. Generally, the design of fuzzy controller has difficulties in determining the structure of the rules and the membership functions. To solve these problems, the proposed method optimizes the structure of fuzzy rules and the parameters of membership functions simultaneously in an off-line method. The proposed method is evaluated through computer simulations.

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Enhancement of Rejection Performance using the PSO-NCM in Noisy Environment (잡음 환경하에서의 PSO-NCM을 이용한 거절기능 성능 향상)

  • Kim, Byoung-Don;Song, Min-Gyu;Choi, Seung-Ho;Kim, Jin-Young
    • Speech Sciences
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    • v.15 no.4
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    • pp.85-96
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    • 2008
  • Automatic speech recognition has severe performance degradation under noisy environments. To cope with the noise problem, many methods have been proposed. Most of them focused on noise-robust features or model adaptation. However, researchers have overlooked utterance verification (UV) under noisy environments. In this paper we discuss UV problems based on the normalized confidence measure. First, we show that UV performance is also degraded in noisy environments with the experiments of an isolated word recognition. Then we observe how the degradation of UV performances is suffered. Based on the UV experiments we propose a modeling method of the statistics of phone confidences using sigmoid functions. For obtaining the parameters of the sigmoidal models, the particle swarm optimization (PSO) is adopted. The proposed method improves 20% rejection performance. Our experimental results show that the PSO-NCM can apply noise speech recognition successfully.

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Optimization of Fuzzy Logic Controller Using Genetic Algorithm (유전 알고리듬을 이용한 퍼지 제어기의 최적화)

  • Chang, Wook;Son, You-Seok;Park, Jin-Bae;Joo, Young-Hoon
    • Proceedings of the KIEE Conference
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    • 1996.07b
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    • pp.1158-1160
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    • 1996
  • In this paper, the optimization of fuzzy controller using genetic algorithm is studied. The fuzzy controller has been widely applied to industries because it is highly flexible, robust, easy to implement, and suitable for complex systems. Generally, the design of fuzzy controller has difficulties in determining the structure of the rules and the membership functions. To solve these problems, the proposed method optimizes the structure of fuzzy roles and the parameters of membership functions simultaneously in so off-line method. The proposed method is evaluated through computer simulations.

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OPTIMISATION OF ASSET MANAGEMENT METHODOLOGY FOR A SMALL BRIDGE NETWORK

  • Jaeho Lee;Kamalarasa Sanmugarasa
    • International conference on construction engineering and project management
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    • 2011.02a
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    • pp.597-602
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    • 2011
  • A robust asset management methodology is essential for effective decision-making of maintenance, repair and rehabilitation of a bridge network. It can be achieved by a computer-based bridge management system (BMS). Successful BMS development requires a reliable bridge deterioration model, which is the most crucial component in a BMS, and an optimal management philosophy. The maintenance optimization methodology proposed in this paper is developed for a small bridge network with limited structural condition rating records. . The methodology is organized in three major components: (1) bridge health index (BHI); (2) maintenance and budget optimization; and (3) reliable Artificial Intelligence (AI) based bridge deterioration model. The outcomes of the paper will help to identify BMS implementation problems and to provide appropriate solutions for managing small bridge networks.

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Genetic Programming based Illumination Robust and Non-parametric Multi-colors Detection Model (밝기변화에 강인한 Genetic Programming 기반의 비파라미터 다중 컬러 검출 모델)

  • Kim, Young-Kyun;Kwon, Oh-Sung;Cho, Young-Wan;Seo, Ki-Sung
    • Journal of the Korean Institute of Intelligent Systems
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    • v.20 no.6
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    • pp.780-785
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    • 2010
  • This paper introduces GP(Genetic Programming) based color detection model for an object detection and tracking. Existing color detection methods have used linear/nonlinear transformatin of RGB color-model and improved color model for illumination variation by optimization or learning techniques. However, most of cases have difficulties to classify various of colors because of interference of among color channels and are not robust for illumination variation. To solve these problems, we propose illumination robust and non-parametric multi-colors detection model using evolution of GP. The proposed method is compared to the existing color-models for various colors and images with different lighting conditions.

Application of Genetic Algorithm for Shape Analysis of Truss Structures (트러스구조물의 형태해석에 유전알고리즘의 응용)

  • 문창훈;한상을
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1998.04a
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    • pp.101-109
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    • 1998
  • Genetic Algorithm(GA), which is based on the theory of natural evolution, has been evaluated highly for their robust performances. The optimization problems on truss structures under the prescribed displacement are solved by using GA. In this paper, the homologous deformation of structures was proposed as the prescribed displacement. The shape analysis of structures is a kind of inverse problems different from stress analysis, and the governing equation becomes nonlinear. In this regard, GA was used to solve the nonlinear equation. In this study, the shape analysis method in which not only the positions of the objective nodes but also the layout and sectional area of the member are encoded to strings in the GA as design parameters of the structures is proposed.

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An Improved Robust Fuzzy Principal Component Analysis (잡음 민감성이 개선된 퍼지 주성분 분석)

  • Heo, Gyeong-Yong;Woo, Young-Woon;Kim, Seong-Hoon
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.14 no.5
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    • pp.1093-1102
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    • 2010
  • Principal component analysis (PCA) is a well-known method for dimension reduction while maintaining most of the variation in data. Although PCA has been applied to many areas successfully, it is sensitive to outliers. Several variants of PCA have been proposed to resolve the problem and, among the variants, robust fuzzy PCA (RF-PCA) demonstrated promising results. RF-PCA uses fuzzy memberships to reduce the noise sensitivity. However, there are also problems in RF-PCA and the convergence property is one of them. RF-PCA uses two different objective functions to update memberships and principal components, which is the main reason of the lack of convergence property. The difference between two functions also slows the convergence and deteriorates the solutions of RF-PCA. In this paper, a variant of RF-PCA, called RF-PCA2, is proposed. RF-PCA2 uses an integrated objective function both for memberships and principal components. By using alternating optimization, RF-PCA2 is guaranteed to converge on a local optimum. Furthermore, RF-PCA2 converges faster than RF-PCA and the solutions found are more similar to the desired solutions than those of RF-PCA. Experimental results also support this.

Multimodal Optimization Based on Global and Local Mutation Operators

  • Jo, Yong-Gun;Lee, Hong-Gi;Sim, Kwee-Bo;Kang, Hoon
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.1283-1286
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    • 2005
  • Multimodal optimization is one of the most interesting topics in evolutionary computational discipline. Simple genetic algorithm, a basic and good-performance genetic algorithm, shows bad performance on multimodal problems, taking long generation time to obtain the optimum, converging on the local extrema in early generation. In this paper, we propose a new genetic algorithm with two new genetic mutational operators, i.e. global and local mutation operators, and no genetic crossover. The proposed algorithm is similar to Simple GA and the two genetic operators are as simple as the conventional mutation. They just mutate the genes from left or right end of a chromosome till the randomly selected gene is replaced. In fact, two operators are identical with each other except for the direction where they are applied. Their roles of shaking the population (global searching) and fine tuning (local searching) make the diversity of the individuals being maintained through the entire generation. The proposed algorithm is, therefore, robust and powerful.

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Heterogeneous Fleet Vehicle Routing Problem with Customer Restriction using Hybrid Particle Swarm Optimization (Hybrid-PSO 해법을 이용한 수요지 제한이 있는 다용량 차량경로문제)

  • Lee, Sang-Heon;Hwang, Sun-Ho
    • Journal of Korean Institute of Industrial Engineers
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    • v.35 no.2
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    • pp.150-159
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    • 2009
  • The heterogeneous fleet vehicle routing problem(HVRP) is a variant of the classical vehicle routing problem in which customers are served by a heterogeneous fleet of vehicles with various capacities, fixed costs and variable costs. We propose a new conceptual HVRPCR(HVRP with customer restriction) model including additional customer restrictions in HVRP. In this paper, we develop hybrid particle swarm optimization(HPSO) algorithm with 2-opt and node exchange technique for HVRP. The solution representation is a n-dimensional particle for HVRP with N customers. The decoding method for this representation starts with the transformation of particle into a priority list of customer to enter route and limit of vehicle to serve each customer. The vehicle routes are then constructed based on the customer priority list and limit of vehicle to serve. The proposed algorithm is tested using 8 benchmark problems and it consistently produces high-quality solutions, including new best solutions. The numerical results show that the proposed algorithm is robust and efficient.