• 제목/요약/키워드: stochastic cost optimization

검색결과 74건 처리시간 0.028초

2단계 추계학적 야전 포병 사격 순서 결정 모형에 관한 연구 (A Two-Stage Stochastic Approach to the Artillery Fire Sequencing Problem)

  • 조재영
    • 한국국방경영분석학회지
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    • 제31권2호
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    • pp.28-44
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    • 2005
  • The previous studies approach the field artillery fire scheduling problem as deterministic and do not explicitly include information on the potential scenario changes. Unfortunately, the effort used to optimize fire sequences and reduce the total time of engagement is often inefficient as the collected military intelligence changes. Instead of modeling the fire sequencing problem as deterministic model, we consider a stochastic artillery fire scheduling model and devise a solution methodology to integrate possible enemy attack scenarios in the evaluation of artillery fire sequences. The goal is to use that information to find robust solutions that withstand disruptions in a better way, Such an approach is important because we can proactively consider the effects of certain unique scheduling decisions. By identifying more robust schedules, cascading delay effects will be minimized. In this paper we describe our stochastic model for the field artillery fire sequencing problem and offer revised robust stochastic model which considers worst scenario first. The robust stochastic model makes the solution more stable than the general two-stage stochastic model and also reduces the computational cost dramatically. We present computational results demonstrating the effectiveness of our proposed method by EVPI, VSS, and Variances.

다목적함수 최적화기법을 이용한 유조선의 최적구조설계 (Optimum Structural Design of Tankers Using Multi-objective Optimization Technique)

  • 신상훈;장창두;송하철
    • 한국전산구조공학회논문집
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    • 제15권4호
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    • pp.591-598
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    • 2002
  • 공학적 설계에 있어 많은 문제들은 몇 가지 목적함수들을 동시에 최소화하여야 할 필요가 있을 경우가 있다. 선박설계에 있어, 종래에는 자재비 경감과 재화중량 증가를 위해 최소중량설계가 구조 설계의 주된 목적이었으나, 값싼 노동력을 내세운 후발 조선국과의 치열한 국제 경쟁을 극복하기 위해서는 보다 경제성 있는 선박 건조 기술 개발이 선행되어야 할 것이다. 이에 따라 본 연구에서는 다목적함수 최적화기법을 이용한 선체 구조의 보다 합리적인 설계 방안에 대한 연구를 수행하여 실제 건조된 유조선을 대상으로 중량, 건조비 등의 경제성을 비교 평가하였다. 다목적 함수로는 유조선의 중량과 건조비로 하였으며 최적화 기법으로는 확률론적 탐색법인 ES(Evolution Strategies)를 이용하였다. 건조비 모델은 상대 건조비 개념을 도입하였고, 종강도 부재는 선급규정에 의해, 횡강도 및 횡격벽 부재는 직접해석법인 일반화된 경사처짐법을 사용하여 설계에 적용하였다. 다목적함수 최적화 결과로부터 도출된 Pareto 최적 설계점들에 대하여, 요구운임률을 각각 산정함으로써 이들 최적 설계점들 중에서 가장 경제성이 뛰어난 선박 설계 방안을 제시하였다.

Optimal Electric Energy Subscription Policy for Multiple Plants with Uncertain Demand

  • Nilrangsee, Puvarin;Bohez, Erik L.J.
    • Industrial Engineering and Management Systems
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    • 제6권2호
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    • pp.106-118
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    • 2007
  • This paper present a new optimization model to generate aggregate production planning by considering electric cost. The new Time Of Switching (TOS) electric type is introduced by switching over Time Of Day (TOD) and Time Of Use (TOU) electric types to minimize the electric cost. The fuzzy demand and Dynamic inventory tracking with multiple plant capacity are modeled to cover the uncertain demand of customer. The constraint for minimum hour limitation of plant running per one start up event is introduced to minimize plants idle time. Furthermore; the Optimal Weight Moving Average Factor for customer demand forecasting is introduced by monthly factors to reduce forecasting error. Application is illustrated for multiple cement mill plants. The mathematical model was formulated in spreadsheet format. Then the spreadsheet-solver technique was used as a tool to solve the model. A simulation running on part of the system in a test for six months shows the optimal solution could save 60% of the actual cost.

주간 단위로한 확률론적 년간 최적 저수지 경제 운용에 관한 연구 (A Study on Optimal Economic Operation of Hydro-reservoir System by Stochastic Dynamic Programming with Weekly Interval)

  • 송영길;김영태;한병률
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1987년도 정기총회 및 창립40주년기념 학술대회 학회본부
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    • pp.106-108
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    • 1987
  • Until now, inflow has been handled an independent log-normal random variable in the problem of planning the long-term operation of a multi-reservoir hydrothermal electric power generation system. This paper introduces the detail study for making rule curve by applying weekly time interval for handling inflows. The hydro system model consists of a set of reservoirs and ponds. Thermal units are modeld by one equivalent thermal unit. Objective is minimizing the total cost that the summation of the fuel cost of equivalent thermal unit at each time interval. For optimization, stochastic dynamic programming(SDP) algorithm using successive approximations is used.

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불확실성하의 해양석유생산 최적화를 위한 추계적 모형 (A Stochastic Model for Optimizing Offshore Oil Production Under Uncertainty)

  • 구지혜;김시화
    • 한국항해항만학회지
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    • 제43권6호
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    • pp.462-468
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    • 2019
  • 해양석유 생산은 예기치 못한 유가 하락과 글로벌 석유물류의 변화로 인한 여러 가지 어려움에 직면하고 있다. 이 연구는 불확실성하의 해양석유생산 최적화를 위한 추계적 모형을 제시한다. 제시된 추계적 모형은 강인한 최적화 모형과 리코스 제한 최적화 모형을 사용하고 리코스 이익 변동의 척도로 하위부분평균을 사용한다. 제안된 모형을 바탕으로 불확실성 하의 원유의 가격과 수요에 관한 시나리오 기반의 자료를 사용하여 수행한 계산실험 및 결과를 검토하여 보고하였다. 이 연구는 불학실성 하에서 위험을 고려한 해양석유생산 문제에 대한 의사결정에 유의하게 적용될 수 있을 것이다.

공간적 확률 과정 기반의 수율 정보를 이용한 번인과 신뢰성 검사 정책 (Differential Burn-in and Reliability Screening Policy Using Yield Information Based on Spatial Stochastic Processes)

  • 황정윤;심영학
    • 산업경영시스템학회지
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    • 제35권4호
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    • pp.1-9
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    • 2012
  • Decisions on reliability screening rules and burn-in policies are determined based on the estimated reliability. The variability in a semiconductor manufacturing process does not only causes quality problems but it also makes reliability estimation more complicated. This study investigates the nonuniformity characteristics of integrated circuit reliability according to defect density distribution within a wafer and between wafers then develops optimal burn-in policy based on the estimated reliability. New reliability estimation model based on yield information is developed using a spatial stochastic process. Spatial defect density variation is reflected in the reliability estimation, and the defect densities of each die location are considered as input variables of the burn-in optimization. Reliability screening and optimal burn-in policy subject to the burn-in cost minimization is examined, and numerical experiments are conducted.

Numerical evaluation of gamma radiation monitoring

  • Rezaei, Mohsen;Ashoor, Mansour;Sarkhosh, Leila
    • Nuclear Engineering and Technology
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    • 제51권3호
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    • pp.807-817
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    • 2019
  • Airborne Gamma Ray Spectrometry (AGRS) with its important applications such as gathering radiation information of ground surface, geochemistry measuring of the abundance of Potassium, Thorium and Uranium in outer earth layer, environmental and nuclear site surveillance has a key role in the field of nuclear science and human life. The Broyden-Fletcher-Goldfarb-Shanno (BFGS), with its advanced numerical unconstrained nonlinear optimization in collaboration with Artificial Neural Networks (ANNs) provides a noteworthy opportunity for modern AGRS. In this study a new AGRS system empowered by ANN-BFGS has been proposed and evaluated on available empirical AGRS data. To that effect different architectures of adaptive ANN-BFGS were implemented for a sort of published experimental AGRS outputs. The selected approach among of various training methods, with its low iteration cost and nondiagonal scaling allocation is a new powerful algorithm for AGRS data due to its inherent stochastic properties. Experiments were performed by different architectures and trainings, the selected scheme achieved the smallest number of epochs, the minimum Mean Square Error (MSE) and the maximum performance in compare with different types of optimization strategies and algorithms. The proposed method is capable to be implemented on a cost effective and minimum electronic equipment to present its real-time process, which will let it to be used on board a light Unmanned Aerial Vehicle (UAV). The advanced adaptation properties and models of neural network, the training of stochastic process and its implementation on DSP outstands an affordable, reliable and low cost AGRS design. The main outcome of the study shows this method increases the quality of curvature information of AGRS data while cost of the algorithm is reduced in each iteration so the proposed ANN-BFGS is a trustworthy appropriate model for Gamma-ray data reconstruction and analysis based on advanced novel artificial intelligence systems.

OPTIMAL DESIGN FOR CAPACITY EXPANSION OF EXISTING WATER SUPPLY SYSTEM

  • Ahn, Tae-Jin;Lyu, Heui-Jeong;Park, Jun-Eung;Yoon, Yong-Nam
    • Water Engineering Research
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    • 제1권1호
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    • pp.63-74
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    • 2000
  • This paper presents a two- phase search scheme for optimal pipe expansion of expansion of existing water distribution systems. In pipe network problems, link flows affect the total cost of the system because the link flows are not uniquely determined for various pipe diameters. The two-phase search scheme based on stochastic optimization scheme is suggested to determine the optimal link flows which make the optimal design of existing pipe network. A sample pipe network is employed to test the proposed method. Once the best tree network is obtained, the link flows are perturbed to find a near global optimum over the whole feasible region. It should be noted that in the perturbation stage the loop flows obtained form the sample existing network are employed as the initial loop flows of the proposed method. It has been also found that the relationship of cost-hydraulic gradient for pipe expansion of existing network affects the total cost of the sample network. The results show that the proposed method can yield a lower cost design than the conventional design method and that the proposed method can be efficiently used to design the pipe expansion of existing water distribution systems.

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전기자동차의 충전부하특성 모델링 및 충전 시나리오에 따른 계통평가 (Evaluation for Charging effects of Plug-in Electrical Vehicles in Power System considering Optimal Charging scenarios)

  • 문상근;김성열;김진오
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2011년도 제42회 하계학술대회
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    • pp.298-299
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    • 2011
  • The impacts of EV charging demands on power system such as increased peak demands may be developed by means of modeling a stochastic distribution of charging and a demand dispatch calculation. Optimization processes are proposed to determine optimal demand distribution portions so that charging costs and demands can be managed optimally. There are two optimization methods which have different effects on the outcome. These focus either on the Electric vehicle customer side (cost optimization) or the System Operator side (Load-weighted optimization).

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Adaptive Cross-Layer Resource Optimization in Heterogeneous Wireless Networks with Multi-Homing User Equipments

  • Wu, Weihua;Yang, Qinghai;Li, Bingbing;Kwak, Kyung Sup
    • Journal of Communications and Networks
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    • 제18권5호
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    • pp.784-795
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    • 2016
  • In this paper, we investigate the resource allocation problem in time-varying heterogeneous wireless networks (HetNet) with multi-homing user equipments (UE). The stochastic optimization model is employed to maximize the network utility, which is defined as the difference between the HetNet's throughput and the total energy consumption cost. In harmony with the hierarchical architecture of HetNet, the problem of stochastic optimization of resource allocation is decomposed into two subproblems by the Lyapunov optimization theory, associated with the flow control in transport layer and the power allocation in physical (PHY) layer, respectively. For avoiding the signaling overhead, outdated dynamic information, and scalability issues, the distributed resource allocation method is developed for solving the two subproblems based on the primal-dual decomposition theory. After that, the adaptive resource allocation algorithm is developed to accommodate the timevarying wireless network only according to the current network state information, i.e. the queue state information (QSI) at radio access networks (RAN) and the channel state information (CSI) of RANs-UE links. The tradeoff between network utility and delay is derived, where the increase of delay is approximately linear in V and the increase of network utility is at the speed of 1/V with a control parameter V. Extensive simulations are presented to show the effectiveness of our proposed scheme.