• 한국CDE학회논문집
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• 제17권5호
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• pp.375-386
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• 2012

Most engineering design problems require analyses or simulations to evaluate objective functions. However, a single simulation can take many hours or even days to finish for many real world problems. As a result, design optimization becomes impossible since they require hundreds or thousands of simulation evaluations. The surrogate-based optimization (SBO) strategy became a remedy for such computationally expensive analyses and simulations. A surrogate-based optimization strategy has been developed in this study in order to improve global optimization performance. The strategy is a heuristic algorithm and it exploits not only multiple surrogates, but also multiple optimizers. Multiple optimizations of multiple surrogate models yield multiple candidate design points of optima. During the sequential sampling process, the algorithm ranks candidate design points, selects the points as many as specified, and builds the improved surrogate model. Various mathematical functions with different numbers of design variables are chosen to compare the proposed method with the other most recent algorithm, MSEGO. The proposed method shows superior performance to the other method.

• International Journal of Computer Science & Network Security
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• 제21권3호
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• pp.304-310
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• 2021

The paper presents problems of optimization of the synthesis of embedded systems, in particular Pareto optimization. The model of such a system for its design for high-level of abstract is based on the classic approach known from the theory of task scheduling, but it is significantly extended, among others, by the characteristics of tasks and resources as well as additional criteria of optimal system in scope structure and operation. The metaheuristic algorithm operating according to this model introduces a new approach to system synthesis, in which parallelism of task scheduling and resources partition is applied. An algorithm based on a genetic approach with simulated annealing and Boltzmann tournaments, avoids local minima and generates optimized solutions. Such a synthesis is based on the implementation of task scheduling, resources identification and partition, allocation of tasks and resources and ultimately on the optimization of the designed system in accordance with the optimization criteria regarding cost of implementation, execution speed of processes and energy consumption by the system during operation. This paper presents examples and results for multi-criteria optimization, based on calculations for specifying non-dominated solutions and indicating a subset of Pareto solutions in the space of all solutions.

• Journal of Mechanical Science and Technology
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• 제20권8호
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• pp.1169-1182
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• 2006

Robust design technology has been applied to versatile engineering problems to ensure consistency in product performance. Since 1980s, the concept of robust design has been introduced to numerical optimization field, which is called the robust optimization. The robustness in the robust optimization is determined by a measure of insensitiveness with respect to the variation of a response. However, there are significant difficulties associated with the calculation of variations represented as its mean and variance. To overcome the current limitation, this research presents an implementation of the approximate statistical moment method based on kriging metamodel. Two sampling methods are simultaneously utilized to obtain the sequential surrogate model of a response. The statistics such as mean and variance are obtained based on the reliable kriging model and the second-order statistical approximation method. Then, the simulated annealing algorithm of global optimization methods is adopted to find the global robust optimum. The mathematical problem and the two-bar design problem are investigated to show the validity of the proposed method.

• 지식경영연구
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• 제19권1호
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• pp.97-118
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• 2018

The finance-investment industry is currently focusing on research related to artificial intelligence and big data, moving beyond conventional theories of financial engineering. However, the case of equity optimization portfolio by using an artificial intelligence, big data, and its performance is rarely realized in practice. Thus, the purpose of this study is to propose process improvements in equity selection, information analysis, and portfolio composition, and lastly an improvement in portfolio returns, with the case of an equity optimization model based on quantitative research by an artificial intelligence. This paper is an empirical study of the portfolio based on an artificial intelligence technology of "D" asset management, which is the largest domestic active-quant-fiduciary management in accordance with the purpose of this paper. This study will apply artificial intelligence to finance, analyzing financial and demand-supply information and automating factor-selection and weight of equity through machine learning based on the artificial neural network. Also, the learning the process for the composition of portfolio optimization and its performance by applying genetic algorithms to models will be documented. This study posits a model that the asset management industry can achieve, with continuous and stable excess performance, low costs and high efficiency in the process of investment.

• Structural Engineering and Mechanics
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• 제52권1호
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• pp.19-33
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• 2014

Structural robustness refers to the ability of a structure to avoid disproportionate consequences to the original cause. Currently attentions focus on the concepts of structural robustness, and discussions on methods of robustness based structural design are rare. Firstly, taking basis in robust $H_{\infty}$ control theory, structural robustness is assessed by $H_{\infty}$ norm of the system transfer function. Then using the SIMP material model, robustness based design of grid structures is formulated as a continuum topology optimization problem, where the relative density of each element and structural robustness are considered as the design variable and the optimization objective respectively. Generalized elitist genetic algorithm is used to solve the optimization problem. As examples, robustness configurations of plane stress model and the rectangular hyperbolic shell model were obtained by robustness based structural design. Finally, two models of single-layer grid structures were designed by conventional and robustness based method respectively. Different interference scenarios were simulated by static and impact experiments, and robustness of the models were analyzed and compared. The results show that the $H_{\infty}$ structural robustness index can indicate whether the structural response is proportional to the original cause. Robustness based structural design improves structural robustness effectively, and it can provide a conceptual design in the initial stage of structural design.

• 한국산학기술학회논문지
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• 제13권10호
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• pp.4411-4417
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• 2012

본 연구에서는 축소모델을 기반으로 비행체 날개를 최적화하는 기법을 제안한다. 잘 구축된 축소모델은 고유치 문제나 동적 해석 시 정확한 해석결과를 제공하며, 최적화 과정에서 필요한 민감도 계산에서도 정확한 결과를 제공할 수 있다. 이러한 축소모델은 모드기반으로 구축되는 축소차수모델(Reduce Order Model)과 자유도기반으로 구축되는 축소시스템(Reduced System)으로 구분되는데, 본 연구에서 사용하는 자유도 기반 축소시스템은 구조물의 거동에 지배적인 자유도를 적절히 선정하는 것이 중요하므로, 이를 위하여 기존 연구에서 신뢰성이 검증된 2단계 축소방법을 사용하였고, IRS(Improved Reduced System)에 의해 최종시스템을 구축하였다. 수치예제에서 최적화 과정에서 계산되는 등가응력, 고유치 및 설계민감도는 모두 축소시스템 기반으로 구해지며, 축소시스템을 통해 구속조건을 잘 만족하면서 목적함수에 대한 최적 결과를 얻을 수 있음을 보인다.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2018년도 학술발표회
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• pp.176-176
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• 2018

This study presents a regional, probabilistic framework for estimating streamflow via spatial scaling in the Great Lakes basin, which is the largest lake system in the world. The framework follows a two-fold strategy including (1) a quadratic-programming based optimization model a priori to explore the model structure, and (2) a time-varying hierarchical Bayesian model based on insights found in the optimization model. The proposed model is developed to explore three innovations in hierarchical modeling for reconstructing historical streamflow at ungaged sites: (1) information of physical characteristics is utilized in spatial scaling, (2) a time-varying approach is introduced based on climate information, and (3) heteroscedasticity in residual errors is considered to improve streamflow predictive distributions. The proposed model is developed and calibrated in a hierarchical Bayesian framework to pool regional information across sites and enhance regionalization skill. The model is validated in a cross-validation framework along with four simpler nested formulations and the optimization model to confirm specific hypotheses embedded in the full model structure. The nested models assume a similar hierarchical Bayesian structure to our proposed model with their own set of simplifications and omissions. Results suggest that each of three innovations improve historical out-of-sample streamflow reconstructions although these improvements vary corrsponding to each innovation. Finally, we conclude with a discussion of possible model improvements considered by additional model structure and covariates.

• Journal of Information Processing Systems
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• 제20권2호
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• pp.263-272
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• 2024

A model based on genetic algorithm optimization, GA-SVM, is proposed to warn university students of their status. This model improves the predictive effect of support vector machines. The genetic optimization algorithm is used to train the hyperparameters and adjust the kernel parameters, kernel penalty factor C, and gamma to optimize the support vector machine model, which can rapidly achieve convergence to obtain the optimal solution. The experimental model was trained on open-source datasets and validated through comparisons with random forest, backpropagation neural network, and GA-SVM models. The test results show that the genetic algorithm-optimized radial basis kernel support vector machine model GA-SVM can obtain higher accuracy rates when used for early warning in university learning.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2003년도 ISIS 2003
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• pp.175-178
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• 2003

In recent years, several researchers have presented the extensive research reports on network optimization problems. In our real life applications, many important network problems are typically formulated as a Maximum flow model (MXF) or a Minimum Cost flow model (MCF). In this paper, we propose a Genetic Algorithm (GA) approach used a priority-based chromosome for solving the bicriteria network optimization problem including MXF and MCF models(MXF/MCF).

• Structural Engineering and Mechanics
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• 제70권5호
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• pp.513-524
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• 2019

This study proposed an improved particle swarm optimization (IPSO) method ensemble with kriging model for model updating. By introducing genetic algorithm (GA) and grouping strategy together with elite selection into standard particle optimization (PSO), the IPSO is obtained. Kriging metamodel serves for predicting the structural responses to avoid complex computation via finite element model. The combination of IPSO and kriging model shall provide more accurate searching results and obtain global optimal solution for model updating compared with the PSO, Simulate Annealing PSO (SimuAPSO), BreedPSO and PSOGA. A plane truss structure and ASCE Benchmark frame structure are adopted to verify the proposed approach. The results indicated that the hybrid of kriging model and IPSO could serve for model updating effectively and efficiently. The updating results further illustrated that IPSO can provide superior convergent solutions compared with PSO, SimuAPSO, BreedPSO and PSOGA.