• Smart Structures and Systems
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• v.33 no.1
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• pp.17-26
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• 2024

The new metro crossing the existing metro will cause the settlement or floating of the existing structures, which will have safety problems for the operation of the existing metro and the construction of the new metro. Therefore, it is necessary to monitor and predict the settlement of the existing metro caused by the construction of the new metro in real time. Considering the complexity and uncertainty of metro settlement, a Gaussian Prior Bayesian Emulator (GPBE) probability prediction model based on Bayesian optimization (BO) is proposed, that is, BO-GPBE. Firstly, the settlement monitoring data are analyzed to get the influence of the new metro on the settlement of the existing metro. Then, five different acquisition functions, that is, expected improvement (EI), expected improvement per second (EIPS), expected improvement per second plus (EIPSP), lower confidence bound (LCB), probability of improvement (PI) are selected to construct BO model, and then BO-GPBE model is established. Finally, three years settlement monitoring data were collected by structural health monitoring (SHM) system installed on Nanjing Metro Line 10 are employed to demonstrate the effectiveness of BO-GPBE for forecasting the settlement.

• Industrial Engineering and Management Systems
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• v.16 no.1
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• pp.118-128
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• 2017

Uncertain factors in finical markets make the prediction of future returns and risk of asset much difficult. In this paper, a model,assuming the admissible errors on expected returns and risks of assets, assisted in the multiperiod mean variance portfolio selection problem is built. The model considers transaction costs, upper bound on borrowing risk-free asset constraints, cardinality constraints and threshold constraints. Cardinality constraints limit the number of assets to be held in an efficient portfolio. At the same time, threshold constraints limit the amount of capital to be invested in each stock and prevent very small investments in any stock. Because of these limitations, the proposed model is a mix integer dynamic optimization problem with path dependence. The forward dynamic programming method is designed to obtain the optimal portfolio strategy. Finally, to evaluate the model, our result of a meaning example is compared to the terminal wealth under different constraints.

• Journal of the Korean Operations Research and Management Science Society
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• v.36 no.2
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• pp.1-14
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• 2011

In this paper, we deal with an access network design problem of fiber-to-the-home passive optical network (FTTH-PON). The FTTH-PON network design problem seeks to minimize the total cost of optical splitters and cables that provide optical connectivity between central office and subscribers. We develop a flow-based mixed integer programming (MIP) model with nonlinear link cost. By developing valid inequalities and preprocessing rules, we enhance the strength of the proposed MIP model in generating tight lower bounds for the problem. We develop an effective Tabu Search (TS) heuristic algorithm that provides good quality feasible solutions to the problem. Computational results demonstrate that the valid inequalities and preprocessing rules are effective for improving the LP-relaxation lower bound and TS algorithm finds good quality solutions within reasonable time bounds.

• Journal of Korean Institute of Industrial Engineers
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• v.27 no.4
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• pp.424-431
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• 2001

This paper is concerned with the unconstrained two-dimensional cutting problem of cutting small rectangles (products), each of which has its own profit and size, from a large rectangle (material) to maximize the profit-sum of products. Since this problem is used as a sub-problem to generate a cutting pattern in the algorithms for the two-dimensional cutting stock problem, most of researches for the two-dimensional cutting stock problem have been concentrated on solving this sub-problem more efficiently. This paper improves Hifi and Zissimopoulos's recursive algorithm, which is known as the most efficient exact algorithm, by applying newly proposed upper bound and searching strategy. The experimental results show that the proposed algorithm has been improved significantly in the computational amount of time as compared with the Hifi and Zissimopulos's algorithm.

• Management Science and Financial Engineering
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• v.17 no.2
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• pp.1-21
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• 2011

This paper considers an integrated inventory-distribution system with a fleet of heterogeneous vehicles employed where a single warehouse distributes a single type of products to many spatially distributed retailers to satisfy their dynamic demands. The problem is to determine order planning at the warehouse, and also vehicle schedules and delivery quantities for the retailers with the objective of minimizing the sum of ordering cost at the warehouse, inventory holding cost at both the warehouse and retailers, and transportation cost. For the problem, we give a Mixed Integer Programming formulation and develop a Lagrangean heuristic procedure for computing lower and upper bounds on the optimal solution value. The Lagrangean dual problem of finding the best Lagrangrean lower bound is solved by subgradient optimization. Computational experiments on randomly generated test problems showed that the suggested algorithm gives relatively good solutions in a reasonable amount of computation time.

• International Journal of Control, Automation, and Systems
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• v.6 no.1
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• pp.15-23
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• 2008

This paper considers the problem of delay-dependent guaranteed cost controller design for uncertain neutral systems with distributed delays. The system under consideration is subject to norm-bounded time-varying parametric uncertainty appearing in all the matrices of the state-space model. By constructing appropriate Lyapunov functionals and using matrix inequality techniques, a state feedback controller is designed such that the resulting closed-loop system is not only robustly stable but also guarantees an adequate level of performance for all admissible uncertainties. Furthermore, a convex optimization problem is introduced to minimize a specified cost bound. By matrix transformation techniques, the corresponding optimal guaranteed controller can be obtained by solving a linear matrix inequality. Finally, a simulation example is presented to demonstrate the effectiveness of the proposed approach.

• Journal of Korean Institute of Industrial Engineers
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• v.29 no.3
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• pp.222-229
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• 2003

In this paper, we address a layout design problem, PTN[2], for determining an appropriate 2-class-based dedicated storage layout in a class of unit load storage systems. Our strong conjecture is that PTNI2] is NP-hard. Restricting PTN[2], we provide three solvable cases of PTN[2] in which an optimal solution to the solvable cases is one of the partitions based on the PAI(product activity index)-nonincreasing ordering. However, we show with a counterexample that a solution based on the PAI-non increasing ordering does not always give an optimal solution to PTN[2]. Utilizing the derived properties, we construct an effective heuristic algorithm for solving PTN[2] based on a PAI-non increasing ordering with performance ratio bound. Our algorithm with O($n^2$) is effective in the sense that it guarantees a better class-based storage layout than a randomized storage layout in terms of the expected single command travel time.

• Journal of Korean Institute of Industrial Engineers
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• v.18 no.1
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• pp.91-104
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• 1992

Flowshop scheduling problem is known to be NP-complete. Since the optimization apporach like branch-and-bound is limited by exponentially growing computation time, many heuristic methods have been developed. Total tardiness is one of the criteria that the researchers have recently considered in flowshop scheduling. There, however, are few literatures which studied the general (m machine)-flowshop scheduling under the total tardiness criterion. In this paper, a heuristic scheduling method to minimize total tardiness at the (m machine, n job)-flowshop is presented. A heuristic value function is proposed to be used as a dispatching criterion in initial schedule generation. And the schedule improving procedure, by pairwise interchange of tardy job with the job right ahead of it, is introduced. Illustrative examles and simulated results are presented.

• Journal of applied mathematics & informatics
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• v.41 no.3
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• pp.487-510
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• 2023

We propose a mathematical model which describes the frictional contact between a piezoelectric body and an electrically conductive foundation. The behavior of the material is described with a linearly electro-viscoelastic constitutive law with long term memory. The mechanical process is dynamic and the electrical conductivity coefficient depends on the total slip rate, the friction is modeled with Tresca's law which the friction bound depends on the total slip rate with taking into account the electrical conductivity of the foundation both. The main results of this paper concern the existence and uniqueness of the weak solution of the model; the proof is based on results for second order evolution variational inequalities with a time-dependent hemivariational inequality in Banach spaces.

• Korean Chemical Engineering Research
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• v.52 no.4
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• pp.497-502
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• 2014

Biomass-derived tar and waxy compounds have a highly negative effect on the separation and purification of paclitaxel and should be removed prior to final purification. Adsorbent treatment is a simple, efficient method for removal of tar and waxy compounds from plant cell cultures. In this study, we optimized the important process parameters (adsorption temperature, time, solvent type and adsorbent amount) of adsorbent treatment with Sylopute to remove the tar and waxy compounds in a pre-purification step. The optimal adsorption temperature, adsorption time, solvent type, and crude extract/Sylopute ratio were $30^{\circ}C$, 15 min, methylene chloride, and 1:1(w/w), respectively. This result could be confirmed by HPLC analysis of the absorbent after treatment and TGA of the organic substances that were bound to the adsorbent. In adsorbent treatment step, the purity seemed to show a small improvement but this treatment had a significant effect on convenience and feasibility of following steps by the removal of tar and waxy compounds.