• Title/Summary/Keyword: Nelder Mead

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Analysis of the suitability of optimization methods for parameter estimation of stochastic rainfall model. (추계학적 강우모형의 모수 추정을 위한 최적화 기법의 적합성 분석)

  • Cho, Hyungon;Kim, Gwangseob
    • Proceedings of the Korea Water Resources Association Conference
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    • 2018.05a
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    • pp.327-327
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    • 2018
  • 돌발홍수, 집중호우 등 강우가 발생 원인되는 자연재해에 효과적으로 대응하기 위한 연구가 활발히 이루어지고 있으나 강우의 시공간 변동성과 발생과정의 복잡한 물리과정으로 인해 강우 추정에 한계를 가진다. 일반적으로 강우 추정은 물리적, 추계학적 모형을 이용하며 추계학적 모형의 점과정(point process)을 이용하여 강우를 생산한다. 추계학적 강우 모형은 관측 강우의 시간 스케일, 강우발생 빈도, 강우 강도 등 강우 구조의 특성을 반영 할 수 있다는 장점을 가지고 있으나 생산되는 강우의 구조가 추정되는 매개변수에 크게 의존한다는 점에서 실제 강우에 적합한 매개변수 추정이 중요하다. 본 연구에서는 낙동강 유역내에 있는 20개의 강우관측 지점을 대상으로 1973년-2017년까지의 강우 관측자료를 수집하였으며 추계학적 강우생성 모형으로 점과정을 이용하는 추계학적 강우생성 모형인 NSRPM(Neymann-Scott rectangular pulse model)을 선정하였다. NSRPM모형의 매개변수를 추정하기위한 최적기법으로 DFP(Davidon-Fletcher-Powell), GA(genetic algorithm), Nelder-Mead, DE(differential evolution)를 이용하여 추정된 매개변수의 적합성을 분석하고 지역특성을 고려한 매개변수 추정 기법을 제시하였다. 추정된 모형의 매개변수를 분석한 결과 DE와 Nelder-Mead 기법이 높은 적합성을 보였으며 DFP, GA기법이 상대적으로 낮은 적합도를 보였다.

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Optimum Design of Power Screw Efficiency by Fuzzy Simplex Search Algorithm (퍼지 simplex search 알고리듬을 이용한 동력 스크류 효율의 최적설계)

  • Hyun, Chang-Hun;Lee, Byeong-Ki
    • Journal of Industrial Technology
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    • v.22 no.A
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    • pp.19-28
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    • 2002
  • The Nelder-Mead simplex algorithm has been one of the most widely used methods for the nonlinear unconstrained optimization, since 1965. Recently, the new algorithm, (so-called the Fuzzy Simplex Algorithm), with fuzzy logic controllers for the expansion, reflection and contraction process of this algorithm has been proposed. In this paper, this new algorithm is developed. And, the formulation for the optimum design of the power screw's efficiency is made. And then, the developed fuzzy simplex algorithm as well as the original one is applied to this optimum design problem. The Fuzzy simplex algorithm results in a faster convergence in this problem, as reported in other study, too.

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Target Altitude Extraction for Multibeam Surveillance Radar in Multipath Environmental Condition (다중 경로 환경 상태에서 다중 빔 탐색 레이다의 표적 고도 추출)

  • Chung, Myung-Soo;Hong, Dong-Hee;Park, Dong-Chul
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.18 no.10
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    • pp.1203-1210
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    • 2007
  • The multibeam surveillance radar is a state-of-art of 3D radar technology. It applies the stacked beam-on-received realized by a digital beamformer. In this paper, a method of a low target altitude extraction for multibeam surveillance radar in multipath environmental condition is proposed and investigated. The model of multipath propagation and radar generation produced from the low altitude target in multibeam surveillance radar and the nelder-mead simplex multipath reduction(NMSMR) method which enables a reliable low altitude target extraction in specular reflection situations are described. The proposed algorithm is simulated to confirm the effectiveness of proposed algorithm in accordance with a various of target altitudes and radar frequencies.

Magnetoencephalography Source Localization using Improved Downhill Simplex Method in Frequency Domain (개선된 다운힐 심플렉스 법을 이용한 주파수 영역에서의 뇌자도 신호원 추정)

  • Kim, Byeong-Jun;An, Kwang-Ok;Lee, Chany;Jung, Hyun-Kyo
    • Journal of Biomedical Engineering Research
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    • v.29 no.3
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    • pp.231-238
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    • 2008
  • Nelder-Mead downhill simplex method (DSM), a kind of deterministic optimization algorithms, has been used extensively for magnetoencephalography(MEG) dipolar source localization problems because it dose not require any functional differentiation. Like many other deterministic algorithms, however, it is very sensitive to the choice of initial positions and it can be easily trapped in local optima when being applied to complex inverse problems with multiple simultaneous sources. In this paper, some modifications have been made to make up for DSM's limitations and improve the accuracy of DSM. First of all, initial point determination method for DSM using magnetic fields on the sensor surface was proposed. Secondly, Univariant-DSM combined DSM with univariant method was proposed. To verify the performance of the proposed method, it was applied to simulated MEG data and practical MEG measurements.

Optimum Structural Design of a Corrugated Bulkhead by using Flexible Tolerance Method (FTM을 이용한 파형격벽의 최적구조설계)

  • S.J.,Yim;G.H.,Kim;Y.S.,Yang
    • Bulletin of the Society of Naval Architects of Korea
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    • v.24 no.4
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    • pp.45-52
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    • 1987
  • In this paper, merits and demerits of Nelder and Mead Penalty Function Method(SUMTNM) and Flexible Tolerance Method(FTM) are investigated from the standpoint of generality, accuracy and efficiency. SUMTNM is combined with Nelder and Method and SUMT, but FTM improves the values of the objective function by using information provided by feasible points as well as certain nonfeasible points termed near-feasible points. Therefore, FTM uses more information than SUMTNM for minimizing object function. The structural analysis of a vertically corrugated bulkhead is performed by collapse mechanism and plate buckling analysis. Based on the results of this analysis, minimum structural weight design of a corrugated bulkhead by use of above two optimization techniques is carried out by investigating the effects of sizes of bulkhead on the structural weight.

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A generalized model for categorical data from epidemiological studies (질병의 범주적 자료에 대한 통계적 분석모형)

  • 최재성
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.1-15
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    • 1996
  • This paper discusses the effectiveness of an infection rate under a certain disease on an immunity rate by a protective inoculation. A sequence of dependense models concerning the infection rate is derived by defining conditionally nested binary random variables for the analysis of polytomous data with hierarchical response scale. Maximum likelihood estimates based on the marginal log-likelihood functin are obtained numerically in the Nelder and Mead's(1965) simplex method.

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A Study on tile Cross Section Optimization of P.C Box-Girder Bridge (P.C 박스거더교의 횡단면 최적설계에 관한 연구)

  • 방명석;김일곤;조현준
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1990.10a
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    • pp.101-104
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    • 1990
  • The program which could determine cross-sectional dimensions of the box girder bridge at tile stage of preliminary design was developed using the optimal technique in this study. It could minimize the cost and time required in the design of box girder bridges and the construction with the prestressed precast segmental method. Objective cost function consisted of four independent variables such as widths and depth of the cross-section. The Nelder-Mead method was used to solve the nonconstrained nonlinear problem like this.

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Optimization Method for the Design of LCD Back-Light Unit (LCD Back-Light Unit 설계를 위한 최적화 기법)

  • Seo Heekyung;Ryu Yangseon;Choi Joonsoo;Hahn Kwang-Soo;Kim Seongcheol
    • Journal of KIISE:Computer Systems and Theory
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    • v.32 no.3
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    • pp.133-147
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    • 2005
  • Various types of ray-tracing methods are used to predict the quantity measures of radiation illumination, the uniformity of illumination, radiation performance of LCD BLU(Hack-Light Unit). The uniformity of radiation illumination is one of the most important design factor of BLU and is usually controlled by the diffusive-ink pattern printed on the bottom of light-guide panel of BLU. Therefore it is desirable to produce an improved (ideally, the optimal) ink pattern to achieve the best uniformity of radiation illumination. In this paper, we applied the Welder-Mead simplex-search method among various direct search method to compute the optimal ink pattern. Direct search methods are widely used to optimize the functions which are often highly nonlinear, unpredictably discontinuous, and nondifferentiable, The ink-pattern controlling the uniformity of radiation illumination is one type of these functions. In this paper, we found that simplex search methods are well suited to computing the optimal diffusive-ink pattern. In extensive numerical testing, we have found the simplex search method to be reasonably efficient and reliable at computing the optimal diffusive-ink pattern. The result also suggests that optimization can improve the functionality of simulation tools which are used to design LCD BLU.

Theoretical Growth Equations and Their Application with a Direct Search Method (직접탐색법(直接探索法)을 이용한 이론적(理論的) 생장함수(生長函數)의 적용(適用))

  • Seo, Ok-ha
    • Journal of Forest and Environmental Science
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    • v.8 no.1
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    • pp.35-49
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    • 1992
  • Three theoretical growth equations, i.e., the Mitscherlich, the Gompertz, and the Logistic equation, were applied to the radical stem growth of 50 jack pines (Pinus banksiana Lamb.). For the determination of the parameters in these equations, NELDER-MEAD's method was used, which is one of the direct-search methods of optimization. It has been known to be very convenient in dealing with the issues related to optimization, specifically where the number of parameters are less than 6. It was found that although all the equations did not appropriately work as expected, the Mitscherlich equation revealed the least discrapancy from the obsered value among three. Using these equations and the first certain period data, i. e., 35, 55, 75 years, the predection of radius of age 95 was investigated. Comparing to the observed value, the most valid equation was the Mitscherlich, and the next were the Gompertz and the Logistic, in order.

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A study on the acoustic performance of an absorptive silencer applying the optimal arrangement of absorbing materials (흡음재 최적 배치를 적용한 흡음형 소음기의 음향성능 연구)

  • Dongheon Kang;Haesang Yang;Woojae Seong
    • The Journal of the Acoustical Society of Korea
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    • v.43 no.3
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    • pp.261-269
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    • 2024
  • In this paper, the acoustic performance of an absorptive silencer was enhanced by optimizing an arrangement of multi-layered absorbing materials. The acoustic performance of the silencer was evaluated through transmission loss, and finite element method-based numerical analysis program was employed to calculate the transmission loss. Polyurethane, a porous elastic material frequently used in absorptive silencers, was employed as the absorbing material. The Biot-Allard model was applied, assuming that air is filled inside the polyurethane. By setting the frequency range of interest up to the 2 kHz and the acoustic performance affecting properties of the absorbing materials were investigated when it was composed as a single layer. And the acoustic performance of the silencers with the single and multi-layered absorbing materials was compared with each other based on polyurethane material properties. Subsequently, the arrangement of the absorbing materials was optimized by applying the Nelder-Mead method. The results demonstrated that the average transmission loss improved compared to the single-layered absorptive silencer.