• Title/Summary/Keyword: Global optimization method

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A Global Robust Optimization Using the Kriging Based Approximation Model (크리깅 근사모델을 이용한 전역적 강건최적설계)

  • Park Gyung-Jin;Lee Kwon-Hee
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.29 no.9 s.240
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    • pp.1243-1252
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    • 2005
  • A current trend of design methodologies is to make engineers objectify or automate the decision-making process. Numerical optimization is an example of such technologies. However, in numerical optimization, the uncertainties are uncontrollable to efficiently objectify or automate the process. To better manage these uncertainties, the Taguchi method, reliability-based optimization and robust optimization are being used. To obtain the target performance with the maximum robustness is the main functional requirement of a mechanical system. In this research, a design procedure for global robust optimization is developed based on the kriging and global optimization approaches. The DACE modeling, known as the one of Kriging interpolation, is introduced to obtain the surrogate approximation model of the function. Robustness is determined by the DACE model to reduce real function calculations. The simulated annealing algorithm of global optimization methods is adopted to determine the global robust design of a surrogated model. As the postprocess, the first order second-moment approximation method is applied to refine the robust optimum. The mathematical problems and the MEMS design problem are investigated to show the validity of the proposed method.

Polynomial-Filled Function Algorithm for Unconstrained Global Optimization Problems

  • Salmah;Ridwan Pandiya
    • Kyungpook Mathematical Journal
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    • v.64 no.1
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    • pp.95-111
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    • 2024
  • The filled function method is useful in solving unconstrained global optimization problems. However, depending on the type of function, and parameters used, there are limitations that cause difficultiies in implemenations. Exponential and logarithmic functions lead to the overflow effect, requiring iterative adjustment of the parameters. This paper proposes a polynomial-filled function that has a general form, is non-exponential, nonlogarithmic, non-parameteric, and continuously differentiable. With this newly proposed filled function, the aforementioned shortcomings of the filled function method can be overcome. To confirm the superiority of the proposed filled function algorithm, we apply it to a set of unconstrained global optimization problems. The data derived by numerical implementation shows that the proposed filled function can be used as an alternative algorithm when solving unconstrained global optimization problems.

On the Global Convergence of Univariate Dynamic Encoding Algorithm for Searches (uDEAS)

  • Kim, Jong-Wook;Kim, Tae-Gyu;Choi, Joon-Young;Kim, Sang-Woo
    • International Journal of Control, Automation, and Systems
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    • v.6 no.4
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    • pp.571-582
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    • 2008
  • This paper analyzes global convergence of the univariate dynamic encoding algorithm for searches (uDEAS) and provides an application result to function optimization. uDEAS is a more advanced optimization method than its predecessor in terms of the number of neighborhood points. This improvement should be validated through mathematical analysis for further research and application. Since uDEAS can be categorized into the generating set search method also established recently, the global convergence property of uDEAS is proved in the context of the direct search method. To show the strong performance of uDEAS, the global minima of four 30 dimensional benchmark functions are attempted to be located by uDEAS and the other direct search methods. The proof of global convergence and the successful optimization result guarantee that uDEAS is a reliable and effective global optimization method.

A Global Optimization Technique for the Capacitor Placement in Distribution Systems (배전계통 커패시터 설치를 위한 전역적 최적화 기법)

  • Rhee, Sang-Bong;Kim, Kyu-Ho;Lee, Sang-Keun
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.57 no.5
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    • pp.748-754
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    • 2008
  • The general capacitor placement problem is a combinatorial optimization problem having an objective function composed of power losses and capacitor installation costs subject to bus voltage constraints. In this paper, a global optimization technique, which employing the chaos search algorithm, is applied to solve optimal capacitor placement problem with reducing computational effort and enhancing global optimality of the solution. Chaos method in optimization problem searches the global optimal solution on the regularity of chaotic motions and easily escapes from local or near optimal solution than stochastic optimization algorithms. The chaos optimization method is tested on 9 buses and 69 buses system to illustrate the effectiveness of the proposed method.

A Study on the Global Optimization Using the Alienor Method and Lipschitzian Optimization (Alienor Method와 Lipschitzian Optimization을 이용한 전역적 최적화에 대한 연구)

  • Kim, Hyoung-Rae;Lee, Na-Ri;Park, Chan-Woo
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.35 no.3
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    • pp.212-217
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    • 2007
  • The Alienor method is a powerful tool for solving global optimization problems. It allows the transformation of a multi-variable problem into a new one that depends on a single variable. Any one-dimensional global optimization method can then be used to solve the transformed problem. Several one-dimensional global optimization methods coupled with the Alienor method have been suggested by mathematicians and it is shown that the suggested methods are successful for test functions. However, there are problems with these methods in engineering practice. In this paper, Lipschitzian optimization without using the Lipschitz constant is coupled with the Alienor method and applied to the test functions. Using test functions, it is shown that the suggested method can be successfully applied to global optimization problems.

MULTI-STAGE AERODYNAMIC DESIGN OF AIRCRAFT GEOMETRIES BY KRIGING-BASED MODELS AND ADJOINT VARIABLE APPROACH (Kriging 기반 모델과 매개변수(Adjoint Variable)법을 이용한 항공기형상의 2단계 공력최적설계)

  • Yim, J.W.;Lee, B.J.;Kim, C.
    • 한국전산유체공학회:학술대회논문집
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    • 2009.04a
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    • pp.57-65
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    • 2009
  • An efficient and high-fidelity design approach for wing-body shape optimization is presented. Depending on the size of design space and the number of design of variable, aerodynamic shape optimization process is carried out via different optimization strategies at each design stage. In the first stage, global optimization techniques are applied to planform design with a few geometric design variables. In the second stage, local optimization techniques are used for wing surface design with a lot of design variables to maintain a sufficient design space with a high DOF (Degree of Freedom) geometric change. For global optimization, Kriging method in conjunction with Genetic Algorithm (GA) is used. Asearching algorithm of EI (Expected Improvement) points is introduced to enhance the quality of global optimization for the wing-planform design. For local optimization, a discrete adjoint method is adopted. By the successive combination of global and local optimization techniques, drag minimization is performed for a multi-body aircraft configuration while maintaining the baseline lift and the wing weight at the same time. Through the design process, performances of the test models are remarkably improved in comparison with the single stage design approach. The performance of the proposed design framework including wing planform design variables can be efficiently evaluated by the drag decomposition method, which can examine the improvement of various drag components, such as induced drag, wave drag, viscous drag and profile drag.

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Optimization of Triple Response Systems by Using the Dual Response Approach and the Hooke-Jeeves Search Method

  • Fan, Shu-Kai S.;Huang, Chia-Fen;Chang, Ko-Wei;Chuang, Yu-Chiang
    • Industrial Engineering and Management Systems
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    • v.9 no.1
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    • pp.10-19
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    • 2010
  • This paper presents an extended computing procedure for the global optimization of the triple response system (TRS) where the response functions are nonconvex (nonconcave) quadratics and the input factors satisfy a radial region of interest. The TRS arising from response surface modeling can be approximated using a nonlinear mathematical program involving one primary (objective) function and two secondary (constraints) functions. An optimization algorithm named triple response surface algorithm (TRSALG) is proposed to determine the global optimum for the nondegenerate TRS. In TRSALG, the Lagrange multipliers of target (secondary) functions are computed by using the Hooke-Jeeves search method, and the Lagrange multiplier of the radial constraint is located by using the trust region (TR) method at the same time. To ensure global optimality that can be attained by TRSALG, included is the means for detecting the degenerate case. In the field of numerical optimization, as the family of TR approach always exhibits excellent mathematical properties during optimization steps, thus the proposed algorithm can guarantee the global optimal solution where the optimality conditions are satisfied for the nondegenerate TRS. The computing procedure is illustrated in terms of examples found in the quality literature where the comparison results with a gradient-based method are used to calibrate TRSALG.

Simulation Optimization with Statistical Selection Method

  • Kim, Ju-Mi
    • Management Science and Financial Engineering
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    • v.13 no.1
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    • pp.1-24
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    • 2007
  • I propose new combined randomized methods for global optimization problems. These methods are based on the Nested Partitions(NP) method, a useful method for simulation optimization which guarantees global optimal solution but has several shortcomings. To overcome these shortcomings I hired various statistical selection methods and combined with NP method. I first explain the NP method and statistical selection method. And after that I present a detail description of proposed new combined methods and show the results of an application. As well as, I show how these combined methods can be considered in case of computing budget limit problem.

Improved Automatic Lipreading by Stochastic Optimization of Hidden Markov Models (은닉 마르코프 모델의 확률적 최적화를 통한 자동 독순의 성능 향상)

  • Lee, Jong-Seok;Park, Cheol-Hoon
    • The KIPS Transactions:PartB
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    • v.14B no.7
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    • pp.523-530
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    • 2007
  • This paper proposes a new stochastic optimization algorithm for hidden Markov models (HMMs) used as a recognizer of automatic lipreading. The proposed method combines a global stochastic optimization method, the simulated annealing technique, and the local optimization method, which produces fast convergence and good solution quality. We mathematically show that the proposed algorithm converges to the global optimum. Experimental results show that training HMMs by the method yields better lipreading performance compared to the conventional training methods based on local optimization.

A Study on the Robust Design Using Kriging Surrogate Models (크리깅 근사모델을 이용한 강건설계에 관한 연구)

  • Lee, Kwon-Hee;Cho, Yong-Chul;Park, Gyung-Jin
    • Proceedings of the KSME Conference
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    • 2004.11a
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    • pp.870-875
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    • 2004
  • Current trend of design technologies shows engineers to objectify or automate the given decision-making process. The numerical optimization is an example of such technologies. However, in numerical optimization, the uncertainties are uncontrollable to efficiently objectify or automate the process. To better manage these uncertainties, Taguchi method, reliability-based optimization and robust optimization are being used. To obtain the target performance with the maximum robustness is the main functional requirement of a mechanical system. In this research, the robust design strategy is developed based on the DACE and the global optimization approaches. The DACE modeling, known as the one of Kriging interpolation, is introduced to obtain the surrogate approximation model of the system. The robustness is determined by the DACE model to reduce the real function calculations. The simulated annealing algorithm of global optimization methods is adopted to determine the global robust design of a surrogated model. The mathematical problems and the MEMS design problem are investigated to show the validity of the proposed method.

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