• 제목/요약/키워드: Hybrid stochastic-deterministic method

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터널의 신 하이브리드 추계학적-확정론적 암반블럭 해석기법 (New hybrid stochastic-deterministic rock block analysis method in tunnels)

  • 황재윤
    • 한국터널지하공간학회 논문집
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    • 제12권3호
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    • pp.265-274
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    • 2010
  • 터널에서 암반구조의 복잡성으로 인해 사전에 예측 할 수 없었던 암반의 붕락이 발생하여, 붕락대책에 막대한 비용과 시간을 낭비하는 사례가 많다. 암반 불연속면의 복잡성을 사전 조사 단계에서 충분히 파악하거나 대책을 수립하는 것은 어렵다. 최근 터널의 정보화 설계시공이 중요시 되어지고 있다. 본 연구에서는 터널의 굴착 전에 관찰된 정보를 최대한 활용하여 불안정한 암반블럭을 사전에 예측하기 위하여 신 하이브리드 추계학적-확정론적 암반블럭 해석기법을 제안하고, 현지에서 관찰한 불연속면 정보를 근거로 하여 터널현장에 적용했다. 터널현장에서의 해석결과를 비교 검토하여, 터널의 신 하이브리드 추계학적-확정론적 암반블럭 해석기법의 타당성과 적용성에 대한 검증을 하였다.

A Two-stage Stochastic Programming Model for Optimal Reactive Power Dispatch with High Penetration Level of Wind Generation

  • Cui, Wei;Yan, Wei;Lee, Wei-Jen;Zhao, Xia;Ren, Zhouyang;Wang, Cong
    • Journal of Electrical Engineering and Technology
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    • 제12권1호
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    • pp.53-63
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    • 2017
  • The increasing of wind power penetration level presents challenges in classical optimal reactive power dispatch (ORPD) which is usually formulated as a deterministic optimization problem. This paper proposes a two-stage stochastic programming model for ORPD by considering the uncertainties of wind speed and load in a specified time interval. To avoid the excessive operation, the schedule of compensators will be determined in the first-stage while accounting for the costs of adjusting the compensators (CACs). Under uncertainty effects, on-load tap changer (OLTC) and generator in the second-stage will compensate the mismatch caused by the first-stage decision. The objective of the proposed model is to minimize the sum of CACs and the expected energy loss. The stochastic behavior is formulated by three-point estimate method (TPEM) to convert the stochastic programming into equivalent deterministic problem. A hybrid Genetic Algorithm-Interior Point Method is utilized to solve this large-scale mixed-integer nonlinear stochastic problem. Two case studies on IEEE 14-bus and IEEE 118-bus system are provided to illustrate the effectiveness of the proposed method.

Hybrid evolutionary identification of output-error state-space models

  • Dertimanis, Vasilis K.;Chatzi, Eleni N.;Spiridonakos, Minas D.
    • Structural Monitoring and Maintenance
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    • 제1권4호
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    • pp.427-449
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    • 2014
  • A hybrid optimization method for the identification of state-space models is presented in this study. Hybridization is succeeded by combining the advantages of deterministic and stochastic algorithms in a superior scheme that promises faster convergence rate and reliability in the search for the global optimum. The proposed hybrid algorithm is developed by replacing the original stochastic mutation operator of Evolution Strategies (ES) by the Levenberg-Marquardt (LM) quasi-Newton algorithm. This substitution results in a scheme where the entire population cloud is involved in the search for the global optimum, while single individuals are involved in the local search, undertaken by the LM method. The novel hybrid identification framework is assessed through the Monte Carlo analysis of a simulated system and an experimental case study on a shear frame structure. Comparisons to subspace identification, as well as to conventional, self-adaptive ES provide significant indication of superior performance.

Stochastic Programming for the Optimization of Transportation-Inventory Strategy

  • Deyi, Mou;Xiaoqian, Zhang
    • Industrial Engineering and Management Systems
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    • 제16권1호
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    • pp.44-51
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    • 2017
  • In today's competitive environment, supply chain management is a major concern for a company. Two of the key issues in supply chain management are transportation and inventory management. To achieve significant savings, companies should integrate these two issues instead of treating them separately. In this paper we develop a framework for modeling stochastic programming in a supply chain that is subject to demand uncertainty. With reasonable assumptions, two stochastic programming models are presented, respectively, including a single-period and a multi-period situations. Our assumptions allow us to capture the stochastic nature of the problem and translate it into a deterministic model. And then, based on the genetic algorithm and stochastic simulation, a solution method is developed to solve the model. Finally, the computational results are provided to demonstrate the effectiveness of our model and algorithm.

이질적 ON/OFF 원을 입력으로 한 다중화 장치의 셀 손실률 계산을 위한 하이브리드 방법 (Hybrid Method to Compute the Cell Loss Probability in a Multiplexer with the Superposition of Heterogeneous ON/OFF Sources)

  • 홍정식;김상백
    • 산업공학
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    • 제12권2호
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    • pp.312-318
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    • 1999
  • This paper considers the cell loss probability(CLP) in a multiplexer with the superposition of heterogeneous ON/OFF sources. The input traffic is composed of k classes. Traffic of class i is the superposition of M_(i) ON/OFF sources. Recently, the method based on the Markov modulated deterministic process(MMDP) is presented. Basically, it is the discretized model of stochastic fluid flow process(SFFP) and gives the CLP very fast, but under-estimates the CLP especially when the value of estimated CLP is very low. This paper develops the discretized model of Markov modulated Poisson process(MMPP). It is a special type of switched batch Bernoulli process(SBBP). Combining the transition probability matrix of MMDP and SBBP according to the state which is characterized by the arrival rate, this paper presents hybrid algorithm. The hybrid algorithm gives better estimate of CLP than that of MMDP and faster than SBBP.

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공급사슬경영의 연구 동향 및 향후 연구 과제 (Current and Future Directions for Researches on Supply Chain Management)

  • Kim, Sook-Han;Lee, Young-Hae
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2000년도 추계학술대회 및 정기총회
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    • pp.103-106
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    • 2000
  • As the industrial environment becomes more competitive, supply chain management (SCM) has become recognized as a major strategy in the business world. Some of current researches are categorized into review papers, deterministic models, stochastic models, simulation models and discussed in this paper. A hybrid approach combining analytic model and simulation model and the simulation optimization method are proposed as future research areas with other analytical subjects.

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다목적 시뮬레이션 통합 하이브리드 유전자 알고리즘을 사용한 수동 조립라인의 동기 작업 모델 (A Synchronized Job Assignment Model for Manual Assembly Lines Using Multi-Objective Simulation Integrated Hybrid Genetic Algorithm (MO-SHGA))

  • 무하마드 임란;강창욱
    • 산업경영시스템학회지
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    • 제40권4호
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    • pp.211-220
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    • 2017
  • The application of the theoretical model to real assembly lines has been one of the biggest challenges for researchers and industrial engineers. There should be some realistic approach to achieve the conflicting objectives on real systems. Therefore, in this paper, a model is developed to synchronize a real system (A discrete event simulation model) with a theoretical model (An optimization model). This synchronization will enable the realistic optimization of systems. A job assignment model of the assembly line is formulated for the evaluation of proposed realistic optimization to achieve multiple conflicting objectives. The objectives, fluctuation in cycle time, throughput, labor cost, energy cost, teamwork and deviation in the skill level of operators have been modeled mathematically. To solve the formulated mathematical model, a multi-objective simulation integrated hybrid genetic algorithm (MO-SHGA) is proposed. In MO-SHGA each individual in each population acts as an input scenario of simulation. Also, it is very difficult to assign weights to the objective function in the traditional multi-objective GA because of pareto fronts. Therefore, we have proposed a probabilistic based linearization and multi-objective to single objective conversion method at population evolution phase. The performance of MO-SHGA is evaluated with the standard multi-objective genetic algorithm (MO-GA) with both deterministic and stochastic data settings. A case study of the goalkeeping gloves assembly line is also presented as a numerical example which is solved using MO-SHGA and MO-GA. The proposed research is useful for the development of synchronized human based assembly lines for real time monitoring, optimization, and control.