• Title/Summary/Keyword: stochastic optimal solution

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A Minimum Expected Length Insertion Algorithm and Grouping Local Search for the Heterogeneous Probabilistic Traveling Salesman Problem (이종 확률적 외판원 문제를 위한 최소 평균거리 삽입 및 집단적 지역 탐색 알고리듬)

  • Kim, Seung-Mo;Choi, Ki-Seok
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.33 no.3
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    • pp.114-122
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    • 2010
  • The Probabilistic Traveling Salesman Problem (PTSP) is an important topic in the study of traveling salesman problem and stochastic routing problem. The goal of PTSP is to find a priori tour visiting all customers with a minimum expected length, which simply skips customers not requiring a visit in the tour. There are many existing researches for the homogeneous version of the problem, where all customers have an identical visiting probability. Otherwise, the researches for the heterogeneous version of the problem are insufficient and most of them have focused on search base algorithms. In this paper, we propose a simple construction algorithm to solve the heterogeneous PTSP. The Minimum Expected Length Insertion (MELI) algorithm is a construction algorithm and consists of processes to decide a sequence of visiting customers by inserting the one, with the minimum expected length between two customers already in the sequence. Compared with optimal solutions, the MELI algorithm generates better solutions when the average probability is low and the customers have different visiting probabilities. We also suggest a local search method which improves the initial solution generated by the MELI algorithm.

Motion Planning of Autonomous Racing Vehicles for Mimicking Human Driver Characteristics (운전자 주행 특성 모사를 위한 트랙 한계 자율 주행 차량의 거동 계획 알고리즘)

  • Changhee Kim;Kyongsu Yi
    • Journal of Auto-vehicle Safety Association
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    • v.16 no.1
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    • pp.6-11
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    • 2024
  • This paper presents a motion planning algorithm of autonomous racing vehicles for mimicking the characteristics of a human driver. Time optimal maneuver of a race car has been actively studied as a major research area over the past decades. Although the time optimization problem yields a single time series solution of minimum time maneuver inputs for the vehicle, human drivers achieve similar lap times while taking various racing lines and velocity profiles. In order to model the characteristics of a specific driver and reproduce the motion, a stochastic motion planning framework based on kernelized motion primitive is introduced. The proposed framework imitates the behavior of the generated reference motion, which is based on a small number of human demonstration laps along the racetrack using Gaussian mixture model and Gaussian mixture regression. The mean and covariance of the racing line and velocity profile mimicking the driver are obtained by accumulating the outputs tested at equidistantly sampled input points. The results confirmed that the obtained lateral and longitudinal motion simulates the driver's driving characteristics, which are feasible for actual vehicle test environments.

Location Area Design of a Cellular Network with Time-dependent Mobile flow and Call Arrival Rate (시간에 따른 인구유동/호 발생의 변화를 고려한 이동통신 네트워크의 위치영역 설계)

  • Hong Jung-Sik;Jang Jae-Song;Kim Ji-Pyo;Lie Chang-Hoon;Lee Jin-Seung
    • Journal of the Korean Operations Research and Management Science Society
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    • v.30 no.3
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    • pp.119-135
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    • 2005
  • Design of location erea(LA) in a cellular network is to partition the network into clusters of cells so as to minimize the cost of location updating and paging. Most research works dealing with the LA design problem assume that the call. arrival rate and mobile flow rate are fixed parameters which can be estimated independently. In this aspect, most Problems addressed so far are deterministic LA design problems(DLADP), known to be NP hard. The mobile flow and call arrival rate are, however, varying with time and should be treated simultaneously because the call arrival rate in a cell during a day is influenced by the change of a population size of the cell. This Paper Presents a new model on IA design problems considering the time-dependent call arrival and mobile flow rate. The new model becomes a stochastic LA design problem(SLADP) because It takes into account the possibility of paging waiting and blocking caused by the changing call arrival rate and finite paging capacity. Un order to obtain the optimal solution of the LA design problem, the SIADP is transformed Into the DLADP by introducing the utilization factor of paging channels and the problem is solved iteratively until the required paging quality is satisfied. Finally, an illustrative example reflecting the metropolitan area, Seoul, is provided and the optimal partitions of a cell structure are presented.

Optimization of Water Reuse System under Uncertainty (불확실성을 고려한 하수처리수 재이용 관로의 최적화)

  • Chung, Gun-Hui;Kim, Tae-Woong;Lee, Jeong-Ho;Kim, Joong-Hoon
    • Journal of Korea Water Resources Association
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    • v.43 no.2
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    • pp.131-138
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    • 2010
  • Due to the increased water demand and severe drought as an effect of the global warming, the effluent from wastewater treatment plants becomes considered as an alternative water source to supply agricultural, industrial, and public (gardening) water demand. The effluent from the wastewater treatment plant is a sustainable water source because of its good quality and stable amount of water discharge. In this study, the water reuse system was developed to minimize total construction cost to cope with the uncertain water demand in future using two-stage stochastic linear programming with binary variables. The pipes in the water reuse network were constructed in two stages of which in the first stage, the water demands of users are assumed to be known, while the water demands in the second stage have uncertainty in the predicted value. However, the water reuse system has to be designed now when the future water demands are not known precisely. Therefore, the construction of a pipe parallel with the existing one was allowed to meet the increased water demands in the second stage. As a result, the trade-off of construction costs between a pipe with large diameter and two pipes having small diameters was evaluated and the optimal solution was found. Three scenarios for the future water demand were selected and a hypothetical water reuse network considering the uncertainties was optimized. The results provide the information about the economies of scale in the water reuse network and the long range water supply plan.

Application of Resampling Method based on Statistical Hypothesis Test for Improving the Performance of Particle Swarm Optimization in a Noisy Environment (노이즈 환경에서 입자 군집 최적화 알고리즘의 성능 향상을 위한 통계적 가설 검정 기반 리샘플링 기법의 적용)

  • Choi, Seon Han
    • Journal of the Korea Society for Simulation
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    • v.28 no.4
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    • pp.21-32
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    • 2019
  • Inspired by the social behavior models of a bird flock or fish school, particle swarm optimization (PSO) is a popular metaheuristic optimization algorithm and has been widely used from solving a complex optimization problem to learning a artificial neural network. However, PSO is difficult to apply to many real-life optimization problems involving stochastic noise, since it is originated in a deterministic environment. To resolve this problem, this paper incorporates a resampling method called the uncertainty evaluation (UE) method into PSO. The UE method allows the particles to converge on the accurate optimal solution quickly in a noisy environment by selecting the particles' global best position correctly, one of the significant factors in the performance of PSO. The results of comparative experiments on several benchmark problems demonstrated the improved performance of the propose algorithm compared to the existing studies. In addition, the results of the case study emphasize the necessity of this work. The proposed algorithm is expected to be effectively applied to optimize complex systems through digital twins in the fourth industrial revolution.

Goal-Directed Reinforcement Learning System (목표지향적 강화학습 시스템)

  • Lee, Chang-Hoon
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.10 no.5
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    • pp.265-270
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    • 2010
  • Reinforcement learning performs learning through interacting with trial-and-error in dynamic environment. Therefore, in dynamic environment, reinforcement learning method like TD-learning and TD(${\lambda}$)-learning are faster in learning than the conventional stochastic learning method. However, because many of the proposed reinforcement learning algorithms are given the reinforcement value only when the learning agent has reached its goal state, most of the reinforcement algorithms converge to the optimal solution too slowly. In this paper, we present GDRLS algorithm for finding the shortest path faster in a maze environment. GDRLS is select the candidate states that can guide the shortest path in maze environment, and learn only the candidate states to find the shortest path. Through experiments, we can see that GDRLS can search the shortest path faster than TD-learning and TD(${\lambda}$)-learning in maze environment.

Asymmetric Joint Scheduling and Rate Control under Reliability Constraints in Cognitive Radio Networks (전파인지 네트워크에서 신뢰성 보장 비대칭 스케줄-데이터율 결합제어)

  • Nguyen, Hung Khanh;Song, Ju-Bin
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.49 no.7
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    • pp.23-31
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    • 2012
  • Resource allocation, such as joint rate control and scheduling, is an important issue in cognitive radio networks. However, it is difficult to jointly consider the rate control and scheduling problem due to the stochastic behavior of channel availability in cognitive radio networks. In this paper, we propose an asymmetric joint rate control and scheduling technique under reliability constraints in cognitive radio networks. The joint rate control and scheduling problem is formulated as a convex optimization problem and substantially decomposed into several sub-problems using a dual decomposition method. An algorithm for secondary users to locally update their rate that maximizes the utility of the overall system is also proposed. The results of simulations revealed that the proposed algorithm converges to a globally optimal solution.

Analysis of Reinforcement Learning Methods for BS Switching Operation (기지국 상태 조정을 위한 강화 학습 기법 분석)

  • Park, Hyebin;Lim, Yujin
    • Asia-pacific Journal of Multimedia Services Convergent with Art, Humanities, and Sociology
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    • v.8 no.2
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    • pp.351-358
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    • 2018
  • Reinforcement learning is a machine learning method which aims to determine a policy to get optimal actions in dynamic and stochastic environments. But reinforcement learning has high computational complexity and needs a lot of time to get solution, so it is not easily applicable to uncertain and continuous environments. To tackle the complexity problem, AC (actor-critic) method is used and it separates an action-value function into a value function and an action decision policy. Also, in transfer learning method, the knowledge constructed in one environment is adapted to another environment, so it reduces the time to learn in a reinforcement learning method. In this paper, we present AC method and transfer learning method to solve the problem of a reinforcement learning method. Finally, we analyze the case study which a transfer learning method is used to solve BS(base station) switching problem in wireless access networks.