• Industrial Engineering and Management Systems
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• v.16 no.1
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• pp.44-51
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• 2017

In today's competitive environment, supply chain management is a major concern for a company. Two of the key issues in supply chain management are transportation and inventory management. To achieve significant savings, companies should integrate these two issues instead of treating them separately. In this paper we develop a framework for modeling stochastic programming in a supply chain that is subject to demand uncertainty. With reasonable assumptions, two stochastic programming models are presented, respectively, including a single-period and a multi-period situations. Our assumptions allow us to capture the stochastic nature of the problem and translate it into a deterministic model. And then, based on the genetic algorithm and stochastic simulation, a solution method is developed to solve the model. Finally, the computational results are provided to demonstrate the effectiveness of our model and algorithm.

• Proceedings of the KIEE Conference
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• 1998.07b
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• pp.623-625
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• 1998

This paper focuses on the fast convergence in nonlinear parameter optimization which is necessary for the fitting of nonlinear models to data. The simulated annealing(SA) and genetic algorithm(GA), which are widely used for combinatorial optimization problems, are stochastic strategy for search of the ground state and a powerful tool for optimization. However, their main disadvantage is the long convergence time by unnecessary extra works. It is also recognised that gradient-based nonlinear programing techniques would typically fail to find global minimum. Therefore, this paper develops a modified SA which is the SDS(Stochastic deterministic stochastic) algorithm can minimize cost function of optimal problem.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.31B no.4
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• pp.145-154
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• 1994

This paper proposes an efficient method for improving the training performance of the neural network by using a hybrid of a stochastic approximation and a backpropagation algorithm. The proposed method improves the performance of the training by appliying a global optimization method which is a hybrid of a stochastic approximation and a backpropagation algorithm. The approximate initial point for a stochastic approximation and a backpropagation algorihtm. The approximate initial point for fast global optimization is estimated first by applying the stochastic approximation, and then the backpropagation algorithm, which is the fast gradient descent method, is applied for a high speed global optimization. And further speed-up of training is made possible by adjusting the training parameters of each of the output and the hidden layer adaptively to the standard deviation of the neuron output of each layer. The proposed method has been applied to the parity checking and the pattern classification, and the simulation results show that the performance of the proposed method is superior to that of the backpropagation, the Baba's MROM, and the Sun's method with randomized initial point settings. The results of adaptive adjusting of the training parameters show that the proposed method further improves the convergence speed about 20% in training.

• Journal of applied mathematics & informatics
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• v.20 no.1_2
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• pp.391-399
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• 2006

In order to solve the optimization problem of designing the trajectory of three-dimensional horizontal well, we establish a multi-phase, nonlinear, stochastic dynamic system of the trajectory of horizontal well. We take the precision of hitting target and the total length of the trajectory as the performance index. By the integration of the state equation, this model can be transformed into a nonlinear stochastic programming. We discuss here the necessary conditions under which a local solution exists and depends in a continuous way on the parameter (perturbation). According to the properties we propose a revised Hooke-Jeeves algorithm and work out corresponding software to calculate the local solution of the nonlinear stochastic programming and the expectancy of the performance index. The numerical results illustrate the validity of the proposed model and algorithm.

• Advances in aircraft and spacecraft science
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• v.4 no.3
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• pp.297-316
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• 2017

With rapid growth in the complexity of large scale engineering systems, the application of multidisciplinary analysis and design optimization (MDO) in the engineering design process has garnered much attention. MDO addresses the challenge of integrating several different disciplines into the design process. Primary challenges of MDO include computational expense and poor scalability. The introduction of a distributed, collaborative computational environment results in better utilization of available computational resources, reducing the time to solution, and enhancing scalability. SORCER, a Java-based network-centric computing platform, enables analyses and design studies in a distributed collaborative computing environment. Two different optimization algorithms widely used in multidisciplinary engineering design-VTDIRECT95 and QNSTOP-are implemented on a SORCER grid. VTDIRECT95, a Fortran 95 implementation of D. R. Jones' algorithm DIRECT, is a highly parallelizable derivative-free deterministic global optimization algorithm. QNSTOP is a parallel quasi-Newton algorithm for stochastic optimization problems. The purpose of integrating VTDIRECT95 and QNSTOP into the SORCER framework is to provide load balancing among computational resources, resulting in a dynamically scalable process. Further, the federated computing paradigm implemented by SORCER manages distributed services in real time, thereby significantly speeding up the design process. Part 1 covers SORCER and the algorithms, Part 2 presents results for aircraft panel design with curvilinear stiffeners.

• Advances in aircraft and spacecraft science
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• v.4 no.3
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• pp.317-334
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• 2017

With rapid growth in the complexity of large scale engineering systems, the application of multidisciplinary analysis and design optimization (MDO) in the engineering design process has garnered much attention. MDO addresses the challenge of integrating several different disciplines into the design process. Primary challenges of MDO include computational expense and poor scalability. The introduction of a distributed, collaborative computational environment results in better utilization of available computational resources, reducing the time to solution, and enhancing scalability. SORCER, a Java-based network-centric computing platform, enables analyses and design studies in a distributed collaborative computing environment. Two different optimization algorithms widely used in multidisciplinary engineering design-VTDIRECT95 and QNSTOP-are implemented on a SORCER grid. VTDIRECT95, a Fortran 95 implementation of D. R. Jones' algorithm DIRECT, is a highly parallelizable derivative-free deterministic global optimization algorithm. QNSTOP is a parallel quasi-Newton algorithm for stochastic optimization problems. The purpose of integrating VTDIRECT95 and QNSTOP into the SORCER framework is to provide load balancing among computational resources, resulting in a dynamically scalable process. Further, the federated computing paradigm implemented by SORCER manages distributed services in real time, thereby significantly speeding up the design process. Part 1 covers SORCER and the algorithms, Part 2 presents results for aircraft panel design with curvilinear stiffeners.

• Journal of Electrical Engineering and Technology
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• v.2 no.4
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• pp.413-419
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• 2007

The optimal power flow (OPF) problem was introduced by Carpentier in 1962 as a network constrained economic dispatch problem. Since then, it has been intensively studied and widely used in power system operation and planning. In the past few decades, many stochastic optimization methods such as Genetic Algorithm (GA), Evolutionary Programming (EP), and Particle Swarm Optimization (PSO) have been applied to solve the OPF problem. In particular, PSO is a newly proposed population based stochastic optimization algorithm. The main idea behind it is based on the food-searching behavior of birds and fish. Compared with other stochastic optimization methods, PSO has comparable or even superior search performance for some hard optimization problems in real power systems. Nowadays, some modifications such as breeding and selection operators are considered to make the PSO superior and robust. In this paper, we propose the Modified PSO (MPSO), in which the mutation operator of GA is incorporated into the conventional PSO to improve the search performance. To verify the optimal solution searching ability, the proposed approach has been evaluated on an IEEE 3D-bus test system. The results showed that performance of the proposed approach is better than that of the standard PSO.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.41 no.4
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• pp.346-354
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• 1992

In the power-system, the active and reactive power levels of load bus randomly vary over days, months, and years which are stochastic in nature. This paper presents an algorithm for optimal Var planning considering the uncertainties of loads. The optimization problem is solved by a stochastic linear programming technique which can handle stochastic constraints to evaluate optimal Var requirement at load bus to maintain the voltage profile which results in probabilistic density function by stochastic Load Flow analysis within admissible range. The effectiveness of the proposed algorithm has been verified by the test on the IEEE-30 bus system.

• Journal of Communications and Networks
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• v.14 no.5
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• pp.554-565
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• 2012

In this paper, we study a cross-layer and end-to-end optimization problem for the integrated wireless and wireline network that consists of one wireline core network and multiple wireless access networks. We consider joint end-to-end flow control/distribution at the transport and network layers and opportunistic scheduling at the data link and physical layers. We formulate a single stochastic optimization problem and solve it by using a dual approach and a stochastic sub-gradient algorithm. The developed algorithm can be implemented in a distributed way, vertically among communication layers and horizontally among all entities in the network, clearly showing what should be done at each layer and each entity and what parameters should be exchanged between layers and between entities. Numerical results show that our cross-layer and end-to-end optimization approach provides more efficient resource allocation than the conventional layered and separated optimization approach.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.28 no.3
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• pp.149-155
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• 2005

In this paper, we optimize simulation model of a manufacturing system using the real-coded genetic algorithm. Because the manufacturing system expressed by simulation model has stochastic process, the objective functions such as the throughput of a manufacturing system or the resource utilization are not optimized by simulation itself. So, in order to solve it, we apply optimization methods such as a genetic algorithm to simulation method. Especially, the genetic algorithm is known to more effective method than other methods to find global optimum, because the genetic algorithm uses entity pools to find the optimum. In this study, therefore, we apply the real-coded genetic algorithm to simulation optimization of a manufacturing system, which is known to more effective method than the binary-coded genetic algorithm when we optimize the constraint problems. We use the reproduction operator of the applied real-coded genetic algorithm as technique of the remainder stochastic sample with replacement and the crossover operator as the technique of simple crossover. Also, we use the mutation operator as the technique of the dynamic mutation that configures the searching area with generations.