• Title/Summary/Keyword: stochastic optimal solution

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On the Comparison of Particle Swarm Optimization Algorithm Performance using Beta Probability Distribution (베타 확률분포를 이용한 입자 떼 최적화 알고리즘의 성능 비교)

  • Lee, ByungSeok;Lee, Joon Hwa;Heo, Moon-Beom
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.8
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    • pp.854-867
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    • 2014
  • This paper deals with the performance comparison of a PSO algorithm inspired in the process of simulating the behavior pattern of the organisms. The PSO algorithm finds the optimal solution (fitness value) of the objective function based on a stochastic process. Generally, the stochastic process, a random function, is used with the expression related to the velocity included in the PSO algorithm. In this case, the random function of the normal distribution (Gaussian) or uniform distribution are mainly used as the random function in a PSO algorithm. However, in this paper, because the probability distribution which is various with 2 shape parameters can be expressed, the performance comparison of a PSO algorithm using the beta probability distribution function, that is a random function which has a high degree of freedom, is introduced. For performance comparison, 3 functions (Rastrigin, Rosenbrock, Schwefel) were selected among the benchmark Set. And the convergence property was compared and analyzed using PSO-FIW to find the optimal solution.

Two Echelon Inventory System With Stochastic Demand (확률적 수요를 가지는 2단계 재고 시스템)

  • 최규탁;김정자
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.15 no.26
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    • pp.99-109
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    • 1992
  • This paper presents a cost model of the system which is managed under a continuous review (Q,r) policy at each retailer and peridic review (R,T) policy at the central warehouse. An iterative procedure is performed to find the optimal or near-optimal' solution for the policy parameters at each retailers and a central warehouse in this study.

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Stochastic Optimization Approach for Parallel Expansion of the Existing Water Distribution Systems (추계학적 최적화방법에 의한 기존관수로시스템의 병열관로 확장)

  • Ahn, Tae-Jin;Choi, Gye-Woon;Park, Jung-Eung
    • Water for future
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    • v.28 no.2
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    • pp.169-180
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    • 1995
  • The cost of a looped pipe network is affected by a set of loop flows. The mathematical model for optimizing the looped pipe network is expressed in the optimal set of loop flows to apply to a stochastic optimization method. Because the feasible region of the looped pipe network problem is nonconvex with multiple local optima, the Modified Stochastic Probing Method is suggested to efficiently search the feasible region. The method consists of two phase: i) a global search phase(the stochastic probing method) and ii) a local search phase(the nearest neighbor method). While the global search sequentially improves a local minimum, the local search escapes out of a local minimum trapped in the global search phase and also refines a final solution. In order to test the method, a standard test problem from the literature is considered for the optimal design of the paralled expansion of an existing network. The optimal solutions thus found have significantly smaller costs than the ones reported previously by other researchers.

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Searching a global optimum by stochastic perturbation in error back-propagation algorithm (오류 역전파 학습에서 확률적 가중치 교란에 의한 전역적 최적해의 탐색)

  • 김삼근;민창우;김명원
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.35C no.3
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    • pp.79-89
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    • 1998
  • The Error Back-Propagation(EBP) algorithm is widely applied to train a multi-layer perceptron, which is a neural network model frequently used to solve complex problems such as pattern recognition, adaptive control, and global optimization. However, the EBP is basically a gradient descent method, which may get stuck in a local minimum, leading to failure in finding the globally optimal solution. Moreover, a multi-layer perceptron suffers from locking a systematic determination of the network structure appropriate for a given problem. It is usually the case to determine the number of hidden nodes by trial and error. In this paper, we propose a new algorithm to efficiently train a multi-layer perceptron. OUr algorithm uses stochastic perturbation in the weight space to effectively escape from local minima in multi-layer perceptron learning. Stochastic perturbation probabilistically re-initializes weights associated with hidden nodes to escape a local minimum if the probabilistically re-initializes weights associated with hidden nodes to escape a local minimum if the EGP learning gets stuck to it. Addition of new hidden nodes also can be viewed asa special case of stochastic perturbation. Using stochastic perturbation we can solve the local minima problem and the network structure design in a unified way. The results of our experiments with several benchmark test problems including theparity problem, the two-spirals problem, andthe credit-screening data show that our algorithm is very efficient.

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Chaotic Search Algorithm for Network Reconfiguration in Distribution Systems (배전계통 최적구성을 위한 카오스 탐색법 응용)

  • Rhee, Sang-Bong;Kim, Kyu-Ho;You, Seok-Ku
    • Proceedings of the KIEE Conference
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    • 2002.07a
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    • pp.121-123
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    • 2002
  • In this paper, we preposed a chaos optimization method to reduce computational effort and enhance optimality of the solution in feeder reconfiguration problem. Chaos method in optimization problem searches the global optimal solution on the regularity of chaotic motions and more easily escapes from local or near optimal solution than stochastic optimization algorithms. The chaos optimization method is tested on 15 buses and 32 buses distribution systems, and the test results indicate that it is able to determine appropriate switching options for global optimum configuration with less computation.

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Serviceability-oriented analytical design of isolated liquid damper for the wind-induced vibration control of high-rise buildings

  • Zhipeng Zhao;Xiuyan Hu;Cong Liao;Na Hong;Yuanchen Tang
    • Smart Structures and Systems
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    • v.33 no.1
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    • pp.27-39
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    • 2024
  • The effectiveness of conventional tuned liquid dampers (TLDs) in controlling the wind-induced response of tall flexible structures has been indicated. However, the impaired control effect in the detuning condition or a considerably high mass cost of liquid may be incurred in ensuring the high-level serviceability. To provide an efficient TLD-based solution for wind-induced vibration control, this study proposes a serviceability-oriented optimal design method for isolated TLDs (ILDs) and derives analytical design formulae. The ILD is implemented by mounting the TLD on the linear isolators. Stochastic response analysis is performed for the ILD-equipped structure subjected to stochastic wind and white noise, and the results are considered to derive the closed-form responses. Correspondingly, an extensive parametric analysis is conducted to clarify a serviceability-oriented optimal design framework by incorporating the comfort demand. The obtained results show that the high-level serviceability demand can be satisfied by the ILD based on the proposed optimal design framework. Analytical design formulae can be preliminarily adopted to ensure the target serviceability demand while enhancing the structural displacement performance to increase the safety level. Compared with conventional TLD systems, the ILD exhibits higher effectiveness and a larger frequency bandwidth for wind-induced vibration control at a small mass ratio.

Determining Optimal Custom Power Devices to Enhance Power Quality

  • Won Dong-Jun;Moon Seung-Il
    • KIEE International Transactions on Power Engineering
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    • v.5A no.3
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    • pp.280-285
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    • 2005
  • This paper proposes a novel method for determining the kind and rating of power quality solutions. To determine the kind of solution, event cause and direction are utilized. According to the event cause and direction, an adequate type of solution is determined for effective compensation. To rate the required capacity of solution, the concept of lost energy is adopted. Lost voltage, lost power and lost energy are calculated and the rating of the solution is determined to compensate a specific event. The rating method that utilizes the result of stochastic diagnosis is also proposed. A power quality index such as CP95 is adopted for solution suggestion. The method developed in this paper is applied to the test system and proved to be useful for enhancing the power quality of the customer system. It can provide customers with information pertaining to what is a proper and cost-effective solution among various compensating devices.

Identification of flutter derivatives of bridge decks using stochastic search technique

  • Chen, Ai-Rong;Xu, Fu-You;Ma, Ru-Jin
    • Wind and Structures
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    • v.9 no.6
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    • pp.441-455
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    • 2006
  • A more applicable optimization model for extracting flutter derivatives of bridge decks is presented, which is suitable for time-varying weights for fitting errors and different lengths of vertical bending and torsional free vibration data. A stochastic search technique for searching the optimal solution of optimization problem is developed, which is more convenient in understanding and programming than the alternate iteration technique, and testified to be a valid and efficient method using two numerical examples. On the basis of the section model test of Sutong Bridge deck, the flutter derivatives are extracted by the stochastic search technique, and compared with the identification results using the modified least-square method. The Empirical Mode Decomposition method is employed to eliminate noise, trends and zero excursion of the collected free vibration data of vertical bending and torsional motion, by which the identification precision of flutter derivatives is improved.

Chaos Search Method for Reconfiguration Problem in Unbalanced Distribution Systems (불평형 배전계통의 선로 재구성문제를 위한 카오스 탐색법 응용)

  • Rhee, Sang-Bong;Kim, Kyu-Ho;Lee, Yu-Jeong;You, Seok-Ku
    • Proceedings of the KIEE Conference
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    • 2003.07a
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    • pp.403-405
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    • 2003
  • In this paper, we applied a chaos search method for feeder reconfiguration problem in unbalanced distribution system. Chaos method, in optimization problem, searches the global optimal solution on the regularity of chaotic motions and more easily escapes from local or near optimal solution than stochastic optimization algorithms. The chaos search method applied to the IEEE 13 unbalanced test feeder systems, and the test results indicate that it is able to determine appropriate switching options for global optimum configuration.

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An Informal Analysis of Diffusion, Global Optimization Properties in Langevine Competitive Learning Neural Network (Langevine 경쟁학습 신경회로망의 확산성과 대역 최적화 성질의 근사 해석)

  • Seok, Jin-Wuk;Cho, Seong-Won;Choi, Gyung-Sam
    • Proceedings of the KIEE Conference
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    • 1996.07b
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    • pp.1344-1346
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    • 1996
  • In this paper, we discuss an informal analysis of diffusion, global optimization properties of Langevine competitive learning neural network. In the view of the stochastic process, it is important that competitive learning gurantee an optimal solution for pattern recognition. We show that the binary reinforcement function in Langevine competitive learning is a brownian motion as Gaussian process, and construct the Fokker-Plank equation for the proposed neural network. Finally, we show that the informal analysis of the proposed algorithm has a possiblity of globally optimal. solution with the proper initial condition.

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