• Title/Summary/Keyword: Annealing-Simplex method

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Parameter Calibrations of a Daily Rainfall-Runoff Model Using Global Optimization Methods (전역최적화 기법을 이용한 강우-유출모형의 매개변수 자동보정)

  • Kang, Min-Goo;Park, Seung-Woo;Im, Sang-Jun;Kim, Hyun-Jun
    • Journal of Korea Water Resources Association
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    • v.35 no.5
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    • pp.541-552
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    • 2002
  • Two global optimization methods, the SCE-UA method and the Annealing-Simplex(A-S) method for calibrating a daily rainfall-runoff model, a Tank model, was compared with that of the Downhill Simplex method. In synthetic data study, 100% success rates for all objective functions were obtained from the A-S method, and the SCE-UA method was also consistently able to obtain good estimates. The Downhill Simplex method was converged to the true values only when the initial guess was close to the true values. In the historical data study, the A-S method and the SCE-UA method showed consistently good results regardless of objective function. An objective function was developed, which puts more weight on the low flows.

Comparison of Automatic Calibration for a Tank Model with Optimization Methods and Objective Functions

  • Kang, Min-Goo;Park, Seung-Woo;Park, Chang-Eun
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.44 no.7
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    • pp.1-13
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    • 2002
  • Two global optimization methods, the SCE-UA method and the Annealing-simplex (A-S) method for calibrating a daily rainfall-runoff model, a Tank model, was compared with that of the Downhill Simplex method. The performance of the four objective functions, DRMS (daily root mean square), HMLE (heteroscedastic maximum likelihood estimator), ABSERR (mean absolute error), and NS (Nash-Sutcliffe measure), was tested and synthetic data and historical data were used. In synthetic data study. 100% success rates for all objective functions were obtained from the A-S method, and the SCE-UA method was also consistently able to obtain good estimates. The downhill simplex method was unable to escape from local optimum, the worst among the methods, and converged to the true values only when the initial guess was close to the true values. In the historical data study, the A-S method and the SCE-UA method showed consistently good results regardless of objective function. An objective function was developed with combination of DRMS and NS, which putted more weight on the low flows.

Multi-Exchange Neighborhood Search Heuristics for the Multi-Source Capacitated Facility Location Problem

  • Chyu, Chiuh-Cheng;Chang, Wei-Shung
    • Industrial Engineering and Management Systems
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    • v.8 no.1
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    • pp.29-36
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    • 2009
  • We present two local-search based metaheuristics for the multi-source capacitated facility location problem. In such a problem, each customer's demand can be supplied by one or more facilities. The problem is NP-hard and the number of locations in the optimal solution is unknown. To keep the search process effective, the proposed methods adopt the following features: (1) a multi-exchange neighborhood structure, (2) a tabu list that keeps track of recently visited solutions, and (3) a multi-start to enhance the diversified search paths. The transportation simplex method is applied in an efficient manner to obtain the optimal solutions to neighbors of the current solution under the algorithm framework. Two in-and-out selection rules are also proposed in the algorithms with the purpose of finding promising solutions in a short computational time. Our computational results for some of the benchmark instances, as well as some instances generated using a method in the literature, have demonstrated the effectiveness of this approach.

A New Hybrid Genetic Algorithm for Nonlinear Channel Blind Equalization

  • Han, Soowhan;Lee, Imgeun;Han, Changwook
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.4 no.3
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    • pp.259-265
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    • 2004
  • In this study, a hybrid genetic algorithm merged with simulated annealing is presented to solve nonlinear channel blind equalization problems. The equalization of nonlinear channels is more complicated one, but it is of more practical use in real world environments. The proposed hybrid genetic algorithm with simulated annealing is used to estimate the output states of nonlinear channel, based on the Bayesian likelihood fitness function, instead of the channel parameters. By using the desired channel states derived from these estimated output states of the nonlinear channel, the Bayesian equalizer is implemented to reconstruct transmitted symbols. In the simulations, binary signals are generated at random with Gaussian noise. The performance of the proposed method is compared with those of a conventional genetic algorithm(GA) and a simplex GA. In particular, we observe a relatively high accuracy and fast convergence of the method.

Blind Nonlinear Channel Equalization by Performance Improvement on MFCM (MFCM의 성능개선을 통한 블라인드 비선형 채널 등화)

  • Park, Sung-Dae;Woo, Young-Woon;Han, Soo-Whan
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.11 no.11
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    • pp.2158-2165
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    • 2007
  • In this paper, a Modified Fuzzy C-Means algorithm with Gaussian Weights(MFCM_GW) is presented for nonlinear blind channel equalization. The proposed algorithm searches the optimal channel output states of a nonlinear channel from the received symbols, based on the Bayesian likelihood fitness function and Gaussian weighted partition matrix instead of a conventional Euclidean distance measure. Next, the desired channel states of a nonlinear channel are constructed with the elements of estimated channel output states, and placed at the center of a Radial Basis Function(RBF) equalizer to reconstruct transmitted symbols. In the simulations, binary signals are generated at random with Gaussian noise. The performance of the proposed method is compared with those of a simplex genetic algorithm(GA), a hybrid genetic algorithm(GA merged with simulated annealing(SA): GASA), and a previously developed version of MFCM. It is shown that a relatively high accuracy and fast search speed has been achieved.

Resolutions of NP-complete Optimization Problem (최적화 문제 해결 기법 연구)

  • Kim Dong-Yun;Kim Sang-Hui;Go Bo-Yeon
    • Journal of the military operations research society of Korea
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    • v.17 no.1
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    • pp.146-158
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    • 1991
  • In this paper, we deal with the TSP (Traveling Salesperson Problem) which is well-known as NP-complete optimization problem. the TSP is applicable to network routing. task allocation or scheduling. and VLSI wiring. Well known numerical methods such as Newton's Metheod. Gradient Method, Simplex Method can not be applicable to find Global Solution but the just give Local Minimum. Exhaustive search over all cyclic paths requires 1/2 (n-1) ! paths, so there is no computer to solve more than 15-cities. Heuristic algorithm. Simulated Annealing, Artificial Neural Net method can be used to get reasonable near-optimum with polynomial execution time on problem size. Therefore, we are able to select the fittest one according to the environment of problem domain. Three methods are simulated about symmetric TSP with 30 and 50-city samples and are compared by means of the quality of solution and the running time.

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Real-time Upstream Inflow Forecasting for Flood Management of Estuary Dam (담수호 홍수관리를 위한 상류 유입량 실시간 예측)

  • Kang, Min-Goo;Park, Seung-Woo;Kang, Moon-Seong
    • Journal of Korea Water Resources Association
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    • v.38 no.12 s.161
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    • pp.1061-1072
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    • 2005
  • A hydrological grey model is developed to forecast short-term river runoff from the Naju watershed located at upstream of the Youngsan estuary dam in Korea. The runoff of the Naju watershed is measured in real time at the Naju streamflow gauge station, which is a key station for forecasting the upstream inflow and operating the gates of the estuary dam in flood period. The model's governing equation is formulated on the basis of the grey system theory. The model parameters are reparameterized in combination with the grey system parameters and estimated with the annealing-simplex method In conjunction with an objective function, HMLE. To forecast accurately runoff, the fifth order differential equation was adopted as the governing equation of the model in consideration of the statistic values between the observed and forecast runoff. In calibration, RMSE values between the observed and simulated runoff of two and six Hours ahead using the model range from 3.1 to 290.5 $m^{3}/s,\;R^2$ values range from 0.909 to 0.999. In verification, RMSE values range from 26.4 to 147.4 $m^{3}/s,\;R^2$ values range from 0.940 to 0.998, compared to the observed data. In forecasting runoff in real time, the relative error values with lead-time and river stage range from -23.4 to $14.3\%$ and increase as the lead time increases. The results in this study demonstrate that the proposed model can reasonably and efficiently forecast runoff for one to six Hours ahead.

Nonlinear Blind Equalizer Using Hybrid Genetic Algorithm and RBF Networks

  • Han, Soo-Whan;Han, Chang-Wook
    • Journal of Korea Multimedia Society
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    • v.9 no.12
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    • pp.1689-1699
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    • 2006
  • A nonlinear channel blind equalizer by using a hybrid genetic algorithm, which merges a genetic algorithm with simulated annealing, and a RBF network is presented. In this study, a hybrid genetic algorithm is used to estimate the output states of a nonlinear channel, based on the Bayesian likelihood fitness function, instead of the channel parameters. From these estimated output states, the desired channel states of the nonlinear channel are derived and placed at the center of a RBF equalizer to reconstruct transmitted symbols. In the simulations, binary signals are generated at random with Gaussian noise. The performance of the proposed method is compared with those of a conventional genetic algorithm(GA) and a simplex GA, and the relatively high accuracy and fast convergence of the method are achieved.

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Sums-of-Products Models for Korean Segment Duration Prediction

  • Chung, Hyun-Song
    • Speech Sciences
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    • v.10 no.4
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    • pp.7-21
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    • 2003
  • Sums-of-Products models were built for segment duration prediction of spoken Korean. An experiment for the modelling was carried out to apply the results to Korean text-to-speech synthesis systems. 670 read sentences were analyzed. trained and tested for the construction of the duration models. Traditional sequential rule systems were extended to simple additive, multiplicative and additive-multiplicative models based on Sums-of-Products modelling. The parameters used in the modelling include the properties of the target segment and its neighbors and the target segment's position in the prosodic structure. Two optimisation strategies were used: the downhill simplex method and the simulated annealing method. The performance of the models was measured by the correlation coefficient and the root mean squared prediction error (RMSE) between actual and predicted duration in the test data. The best performance was obtained when the data was trained and tested by ' additive-multiplicative models. ' The correlation for the vowel duration prediction was 0.69 and the RMSE. 31.80 ms. while the correlation for the consonant duration prediction was 0.54 and the RMSE. 29.02 ms. The results were not good enough to be applied to the real-time text-to-speech systems. Further investigation of feature interactions is required for the better performance of the Sums-of-Products models.

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Bayesian Nonlinear Blind Channel Equalizer based on Gaussian Weighted MFCM

  • Han, Soo-Whan;Park, Sung-Dae;Lee, Jong-Keuk
    • Journal of Korea Multimedia Society
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    • v.11 no.12
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    • pp.1625-1634
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    • 2008
  • In this study, a modified Fuzzy C-Means algorithm with Gaussian weights (MFCM_GW) is presented for the problem of nonlinear blind channel equalization. The proposed algorithm searches for the optimal channel output states of a nonlinear channel based on received symbols. In contrast to conventional Euclidean distance in Fuzzy C-Means (FCM), the use of the Bayesian likelihood fitness function and the Gaussian weighted partition matrix is exploited in this method. In the search procedure, all possible sets of desired channel states are constructed by considering the combinations of estimated channel output states. The set of desired states characterized by the maxima] value of the Bayesian fitness is selected and updated by using the Gaussian weights. After this procedure, the Bayesian equalizer with the final desired states is implemented to reconstruct transmitted symbols. The performance of the proposed method is compared with those of a simplex genetic algorithm (GA), a hybrid genetic algorithm (GA merged with simulated annealing (SA):GASA), and a previously developed version of MFCM. In particular, a relative]y high accuracy and a fast search speed have been observed.

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