• Title/Summary/Keyword: Nelder-Mead 알고리즘

Search Result 8, Processing Time 0.026 seconds

Parameter Estimation of NSRPM using a Nelder-Mead Method (Nelder-Mead 기법을 이용한 NSRPM의 매개변수 추청 연구)

  • Cho, Hyun-Gon;Kim, Gwang-Seob;Yi, Jae-Eung
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2012.05a
    • /
    • pp.710-710
    • /
    • 2012
  • 구형펄스모형(Rectangular Pulse Model)에서 반영하지 못하는 강우의 군집특성을 잘 반영하는 NSRPM(Neyman-Scott Rectangular Pulse Model) 강우생성 모형은 수자원 분야에 널리 쓰이고 있다. 일반적으로 NSRPM의 5개의 매개변수를 추정하는 최적화기법으로 DFP(Davidon-Fletcher-Powell)과 유전자알고리즘(Genetic Algorithm)을 사용하고 있다. 그러나 DFP는 주어진 초기 값에 따라 민감하며 각 반복 단계마다 헤시안행렬(Hessian Matrix)을 계산하여야 하며 추정된 전체의 해가 국지해에 수렴 할 수 있는 단점이 있다. 유전자 알고리즘을 DFP와 다르게 헤시안 행렬을 사용하지 않고 최적화를 할 수 있다는 장점이 있으나 시간이 오래 걸리는 단점이 있다. 이에 본 연구에서는 이러한 단점을 보완, 강화 하기위해서 최적화 기법으로 반복 단계마다 미분계산이 필요하지 않고 빠른 속도로 계산이 가능한 Nelder-Mead 알고리즘 이용하여 NSRPM매개변수를 추정하고 정확도를 비교하였다. 표 1은 각 기법을 이용하여 추정된 매개변수를 이용하여 생성한 강우의 통계특성과 관측된 통계특성의 상대오차를 나타낸 것이다. 괄호 안 숫자는 중첩되지 않는 누적시간을 나타낸다. 상대오차는 다음과 같다(식 1). 분석결과 Nelder-Mead 기법이 1시간의 평균, 공분산과 6시간 분산 등 전체적으로 GA, DFP보다 높은 정확도를 보였다.

  • PDF

Analysis of the Applicability of Parameter Estimation Methods for a Stochastic Rainfall Model (추계학적 강우모형 매개변수 추정기법의 적합성 분석)

  • Cho, HyunGon;Kim, GwangSeob;Yi, JaeEung
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.34 no.4
    • /
    • pp.1105-1116
    • /
    • 2014
  • A stochastic rainfall model, NSRPM (Neyman-Scott Rectangular Pulse Model), is able to reflect the cluster characteristics of rainfall events which is unable in the RPM (Rectangular Pulse Model). Therefore NSRPM has advantage in the hydrological applications. The NSRPM consists of five model parameters and the parameters are estimated using optimization techniques such as DFP (Davidon-Fletcher-Powell) method and genetic algorithm. However the DFP method is very sensitive in initial values and is easily converge to local minimum. Also genetic algorithm has disadvantage of long computation time. Nelder-Mead method has several advantages of short computation time and no need of a proper initial value. In this study, the applicability of parameter estimation methods was evaluated using rainfall data of 59 national rainfall networks from 1973-2011. Overall results demonstrated that accuracy in parameter estimation is in the order of Nelder-Mead method, genetic algorithm, and DFP method.

Parameter Identifications of Roll Maneuvering Coefficients Based on Sea Trial Data (해상 실측 자료를 이용한 횡동요 조종 계수 식별)

  • C.K. Kim
    • Journal of the Society of Naval Architects of Korea
    • /
    • v.35 no.2
    • /
    • pp.29-37
    • /
    • 1998
  • Linear equations of motion for submersibles are one of the rest important design parameters, which are used as a governing equation for the shape design and the controller design. But, the estimated maneuvering coefficients in equations of motion by using empirical formulae, theoretical calculations or model tests might have some errors. Therefore the maneuvering coefficients should be verified from sea trial test. In this study, parallel extended Kalman filter method, Nelder & Mead Simplex method and genetic algorithm were applied to the parameter identification of roll maneuvering coefficients based on sea trial data. As a result, it was verified that Nelder & Mead Simplex method gave the most satisfactory results for the mathmatical models and the sea trial data used in this study.

  • PDF

Analysis of the applicability of parameter estimation methods for a stochastic rainfall generation model (강우모의모형의 모수 추정 최적화 기법의 적합성 분석)

  • Cho, Hyungon;Lee, Kyeong Eun;Kim, Gwangseob
    • Journal of the Korean Data and Information Science Society
    • /
    • v.28 no.6
    • /
    • pp.1447-1456
    • /
    • 2017
  • Accurate inference of parameters of a stochastic rainfall generation model is essential to improve the applicability of the rainfall generation model which modeled the rainfall process and the structure of rainfall events. In this study, the model parameters of a stochastic rainfall generation model, NSRPM (Neyman-Scott rectangular pulse model), were estimated using DFP (Davidon-Fletcher-Powell), GA (genetic algorithm), Nelder-Mead, and DE (differential evolution) methods. Summer season hourly rainfall data of 20 rainfall observation sites within the Nakdong river basin from 1973 to 2017 were used to estimate parameters and the regional applicability of inference methods were analyzed. Overall results demonstrated that DE and Nelder-Mead methods generate better results than that of DFP and GA methods.

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
    • /
    • v.32 no.3
    • /
    • pp.133-147
    • /
    • 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.

Dual Band Design of Aperture-Coupled Cavity-Fed Microstrip Antenna (이중 대역 개구면 결합 공진기 급전 마이크로스트립 안테나 설계)

  • Jang, Guk-Hyun;Nam, Kyung-Min;Lee, Jang-Hwan;Nam, Sang-Ho;Kim, Chul-Un;Kim, Jeong-Phill
    • Journal of the Institute of Electronics Engineers of Korea TC
    • /
    • v.44 no.3 s.357
    • /
    • pp.26-32
    • /
    • 2007
  • A simple but accurate equivalent circuit of an aperture-coupled cavity-fed microstrip patch antenna is developed. It consists of ideal transformers, admittance elements, and transmission lines, and the related circuit element values are computed by applying the reciprocity theorem and complex power concept with the spectral-domain immittance approach. After validating by the published design example, a dual-band antenna was designed with the help of a hybrid optimization method. For this purpose, the Genetic Algorithm is applied with the Nelder-Mead simplex method. The obtained good results show that this approach turned out to be a very efficient tool for the design of aperture-coupled cavity-fed microstrip patch antenna having various structural design parameters.

FE Model Updating on the Grillage Model for Plate Girder Bridge Using the Hybrid Genetic Algorithm and the Multi-objective Function (하이브리드 유전자 알고리즘과 다중목적함수를 적용한 플레이트 거더교의 격자모델에 대한 유한요소 모델개선)

  • Jung, Dae-Sung;Kim, Chul-Young
    • Journal of the Earthquake Engineering Society of Korea
    • /
    • v.12 no.6
    • /
    • pp.13-23
    • /
    • 2008
  • In this study, a finite element (FE) model updating method based on the hybrid genetic algorithm (HGA) is proposed to improve the grillage FE model for plate girder bridges. HGA consists of a genetic algorithm (GA) and direct search method (DS) based on a modification of Nelder & Mead's simplex optimization method (NMS). Fitness functions based on natural frequencies, mode shapes, and static deflections making use of the measurements and analytical results are also presented to apply in the proposed method. In addition, a multi-objective function has been formulated as a linear combination of fitness functions in order to simultaneously improve both stiffness and mass. The applicability of the proposed method to girder bridge structures has been verified through a numerical example on a two-span continuous grillage FE model, as well as through an experimental test on a simply supported plate girder skew bridge. In addition, the effect of measuring error is considered as random noise, and its effect is investigated by numerical simulation. Through numerical and experimental verification, it has been proven that the proposed method is feasible and effective for FE model updating on plate girder bridges.

Analysis and Design Theory of Aperture-Coupled Cavity-Fed Back-to-Back Microstrip Directional Coupler (개구면 결합 공진기 급전 마이크로스트립 방향성결합기 해석 및 설계)

  • Nam, Sang-Ho;Jang, Guk-Hyun;Nam, Kyung-Min;Lee, Jang-Hwan;Kim, Chul-Un;Kim, Jeong-Phill
    • Journal of the Institute of Electronics Engineers of Korea TC
    • /
    • v.44 no.3 s.357
    • /
    • pp.7-17
    • /
    • 2007
  • An analysis and design theory of an aperture-coupled cavity-fed back-to-back microstrip directional coupler is presented for the efficient and optimized design. For this purpose, an equivalent network is developed, and simple but accurate calculations of circuit element values are described. Design equations of the coupler are derived based on the equivalent circuit. In order to determine various structural design parameters, the evolutionary hybrid optimization method based on the genetic algorithm and Nelder-Mead method is invoked. As a validation check of the proposed theory and optimized design method, a 10 dB directional coupler was designed and fabricated. The measured coupling was 10.3 dB at 3 GHz, and the return loss and isolation were 31.8 dB and 30.5 dB, respectively. The directional coupler also showed very good quadrature phase characteristics. Good agreements between the measured and the design specifications fully validate the proposed network analysis and design procedure.