• Proceedings of the Korean Operations and Management Science Society Conference
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• 1995.04a
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• pp.697-708
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• 1995

For many practical optimization problems where the system components are stochastic, the objective functions can not be represented analytically. Furthermore, many of these problems are characterized by the presence of multiple and conflicting objectives. In this research, we introduce a new algorithm through an interactive cutting plane method for solving this multi-criteria simulation optimization problem. Then a turning process is evaluated through the proposed algorithm.

• Journal of the Korea Society for Simulation
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• v.18 no.2
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• pp.49-55
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• 2009

In this paper, we investigate an optimal allocation of constant service resources in stochastic system to optimize the expected performance of interest. For this purpose, we use the control variates to estimate the gradients of expected performance with respect to given resource parameters, and apply these estimated gradients in stochastic optimization algorithm to find the optimal allocation of resources. The proposed gradient estimation method is advantageous in that it uses simulation results of a single design point without increasing the number of design points in simulation experiments and does not need to describe the logical relationship among realized performance of interest and perturbations in input parameters. We consider the applications of this research to various models and extension of input parameter space as the future research.

• Geophysics and Geophysical Exploration
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• v.22 no.4
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• pp.186-194
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• 2019

Deterministic optimization, commonly used to find the geophysical inverse solutions, have its limitation that it cannot find the proper solution since it might converge into the local minimum. One of the solutions to this problem is to use global optimization based on a stochastic approach, among which a large number of particle swarm optimization (PSO) applications have been introduced. In this paper, I developed a geophysical inversion algorithm applying PSO method for the layered-earth resistivity inversion of the small-loop electromagnetic (EM) survey data and carried out numerical inversion experiments on synthetic datasets. From the results, it is confirmed that the PSO inversion algorithm could increase the inversion success rate even when attempting the inversion of small-loop EM survey data from which it might be difficult to find a best solution by applying the Gauss-Newton inversion algorithm.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2005.04a
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• pp.359-366
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• 2005

Most engineering optimization are based on numerical linear and nonlinear programming methods that require substantial gradient information and usually seek to improve the solution in the neighborhood of a starting point. These algorithm, however, reveal a limited approach to complicated real-world optimization problems. If there is more than one local optimum in the problem, the result may depend on the selection of an initial point, and the obtained optimal solution may not necessarily be the global optimum. This paper describes a new harmony search(HS) meta-heuristic algorithm-based approach for structural size optimization problems with continuous design variables. This recently developed HS algorithm is conceptualized using the musical process of searching for a perfect state of harmony. It uses a stochastic random search instead of a gradient search so that derivative information is unnecessary. Two classical space truss optimization problems are presented to demonstrate the effectiveness and robustness of the HS algorithm. The results indicate that the proposed approach is a powerful search and optimization technique that may yield better solutions to structural engineering problems than those obtained using current algorithms.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.28 no.10
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• pp.1558-1565
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• 2004

It is important to determine supporting locations for structural stability when a structure is loaded with non-uniform load or supporting locations as well as the number of the supporting structures are restricted by the problem of space. Moreover, the supporting location optimization of complex structure in real world is frequently faced with discontinuous design space. Therefore, the traditional optimization methods based on derivative are not suitable Whereas, Genetic Algorithm (CA) based on stochastic search technique is a very robust and general method. The KSTAR in-vessel control coil installed in vacuum vessel is loaded with non- uniform electro-magnetic load and supporting locations are restricted by the problem of space. This paper shows the supporting location optimization for structural stability of the in-vessel control coil. Optimization has been performed by means of a developed program. It consists of a Finite Element Analysis interfaced with a Genetic Algorithm. In addition, this paper presents an algorithm to find an optimum solution in discontinuous space using continuous design variables.

• Journal of Korea Society of Industrial Information Systems
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• v.28 no.1
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• pp.27-34
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• 2023

The optimal assignment problem between agents and tasks is known as one of the representative problems of combinatorial optimization and an NP-hard problem. This paper covers multi agent-multi task assignment problems with uncertain completion probability. The completion probabilities are generally uncertain due to endogenous (agent or task) or exogenous factors in the system. Assignment decisions without considering uncertainty can be ineffective in a real situation that has volatility. To consider uncertain completion probability mathematically, a mathematical formulation with stochastic programming is illustrated. We also present an algorithm by using the sample average approximation method to solve the problem efficiently. The algorithm can obtain an assignment decision and the upper and lower bounds of the assignment problem. Through numerical experiments, we present the optimality gap and the variance of the gap to confirm the performances of the results. This shows the excellence and robustness of the assignment decisions obtained by the algorithm in the problem with uncertainty.

• Journal of the Earthquake Engineering Society of Korea
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• v.14 no.2
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• pp.1-13
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• 2010

This paper proposes an optimal design method for the nonlinear seismic isolated bridge. The probabilities of failure at the pier and the seismic isolator are considered as objective functions for optimal design, and a multi-objective optimization technique is employed to efficiently explore a set of multiple solutions optimizing mutually-conflicting objective functions at the same time. In addition, a stochastic linearization method is incorporated into the multi-objective optimization framework in order to effectively estimate the stochastic responses of the bridge without performing numerous nonlinear time history analyses during the optimization process. As a numerical example to demonstrate the efficiency of the proposed method, the Nam-Han river bridge is taken into account, and the proposed method and the existing life-cycle-cost based design method are both applied for the purpose of comparing their seismic performances. The comparative results demonstrate that the proposed method not only shows better seismic performance but also is more economical than the existing cost-based design method. The proposed method is also proven to guarantee improved performance under variations in seismic intensity, in bandwidth and in the predominant frequency of the seismic event.

• Journal of Broadcast Engineering
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• v.18 no.3
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• pp.491-494
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• 2013

This paper proposes a stochastic/dynamic routing protocol which aims the minimization of the summation of time average expected power expenditure with buffer stability in mobile ad-hoc 60 GHz wireless networks. By using 60 GHz RF, the wireless devices can transmit/receive 1080p HD video signals without compression. In addition, our algorithm works without centralized controller, so that the distributed operation is available. The novelty of the proposed algorithm was also verified by simulations.

• Journal of the Korea Society for Simulation
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• v.9 no.1
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• pp.93-108
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• 2000

The stochastic manufacturing system has one or more random variables as inputs that lead to random outputs. Since the outputs are random, they can be considered only as estimates of the true characteristics of the system. These estimates could greatly differ from the corresponding real characteristics for the system. Multiple replications are necessary to get reliable information on the system and output data should be analyzed to get optimal solution. It requires too much computation time practically, In this paper a GA method, named Stochastic Genetic Algorithm(SGA) is proposed and tested to find the optimal solution fast and efficiently by reducing the number of replications.

• Proceedings of the Korea Society for Simulation Conference
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• 1999.10a
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• pp.75-80
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• 1999

This paper presents a new method to find a optimal solution for stochastic system. This method uses Genetic Algorithm(GA) and simulation. GA is used to search for new alternative and simulation is used to evaluate alternative. The stochastic system has one or more random variables as inputs. Random inputs lead to random outputs. Since the outputs are random, they can be considered only as estimates of the true characteristics of they system. These estimates could greatly differ from the corresponding real characteristics for the system. We need multiple replications to get reliable information on the system. And we have to analyze output data to get a optimal solution. It requires too much computation to be practical. We address the problem of reducing computation. The procedure on this paper use GA character, an iterative process, to reduce the number of replications. The same chromosomes could exit in post and present generation. Computation can be reduced by using the information of the same chromosomes which exist in post and present current generation.