Transactions of the Korean Society of Mechanical Engineers A (대한기계학회논문집A)

The Korean Society of Mechanical Engineers (대한기계학회)
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A Non-Uniform Convergence Tolerance Scheme for Enhancing the Branch-and-Bound Method

비균일 수렴허용오차 방법을 이용한 분지한계법 개선에 관한 연구

  • 정상진 (한양대학교 대학원 기계공학과) ;
  • ;
  • 최경현 (한양대학교 산업공학과) ;
  • 최동훈 (한양대학교 최적설계신기술연구센터)
  • Received : 2011.01.27
  • Accepted : 2012.01.17
  • Published : 2012.04.01
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Abstract

In order to improve the efficiency of the branch-and-bound method for mixed-discrete nonlinear programming, a nonuniform convergence tolerance scheme is proposed for the continuous subproblem optimizations. The suggested scheme assigns the convergence tolerances for each continuous subproblem optimization according to the maximum constraint violation obtained from the first iteration of each subproblem optimization in order to reduce the total number of function evaluations needed to reach the discrete optimal solution. The proposed tolerance scheme is integrated with five branching order options. The comparative performance test results using the ten combinations of the five branching orders and two convergence tolerance schemes show that the suggested non-uniform convergence tolerance scheme is obviously superior to the uniform one. The results also show that the branching order option using the minimum clearance difference method performed best among the five branching order options. Therefore, we recommend using the "minimum clearance difference method" for branching and the "non-uniform convergence tolerance scheme" for solving discrete optimization problems.

혼합이산비선형계획법(mixed-discrete nonlinear programming) 문제의 최적화를 위한 대표적인 기법 중에 하나인 분지한계법(branch-and-bound method)은 다른 기법에 비해 강건하지만 분지한계법 내부의 각 노드마다 연속최적화를 수행해야 하기 때문에 많은 함수 계산이 요구되는 것으로 알려져 있다. 이러한 분지한계법의 단점을 극복하기 위하여 크게 두 가지 연구를 수행하였다. 먼저, 분지한계법의 각 노드마다 동일한 수렴허용오차를 설정해주던 기존의 방법을 대체할 수 있는 비균일 수렴허용오차 방법을 제안하였다. 또한 분지한계법에 적용할 수 있는 5 가지 분지순서 방법 중에서 분지한계법의 성능을 가장 극대화할 수 있는 분지순서 방법을 제시하였다. 수렴허용오차 방법과 분지순서 방법들을 각각 선택하여 분지한계법에 적용한 후 7 개의 수학예제와 4 개의 공학예제에 대하여 테스트를 수행한 결과, 제안된 비균일 수렴허용오차 방법과 5 가지 분지순서 방법 중 최소간 격차이법을 분지한계법에 함께 적용할 경우 분지한계법의 성능이 가장 극대화 됨을 확인할 수 있었다.

Keywords

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