• Title/Summary/Keyword: Objective Function

Search Result 4,519, Processing Time 0.034 seconds

A Clustering Algorithm for Handling Missing Data (손실 데이터를 처리하기 위한 집락분석 알고리즘)

  • Lee, Jong Chan
    • Journal of the Korea Convergence Society
    • /
    • v.8 no.11
    • /
    • pp.103-108
    • /
    • 2017
  • In the ubiquitous environment, there has been a problem of transmitting data from various sensors at a long distance. Especially, in the process of integrating data arriving at different locations, data having different property values of data or having some loss in data had to be processed. This paper present a method to analyze such data. The core of this method is to define an objective function suitable for the problem and to develop an algorithm that can optimize this objective function. The objective function is used by modifying the OCS function. MFA (Mean Field Annealing), which was able to process only binary data, is extended to be applicable to fields with continuous values. It is called CMFA and used as an optimization algorithm.

ANOTHER APPROACH TO MULTIOBJECTIVE PROGRAMMING PROBLEMS WITH F-CONVEX FUNCTIONS

  • LIU SANMING;FENG ENMIN
    • Journal of applied mathematics & informatics
    • /
    • v.17 no.1_2_3
    • /
    • pp.379-390
    • /
    • 2005
  • In this paper, optimality conditions for multiobjective programming problems having F-convex objective and constraint functions are considered. An equivalent multiobjective programming problem is constructed by a modification of the objective function. Furthermore, an F-Lagrange function is introduced for a constructed multiobjective programming problem, and a new type of saddle point is introduced. Some results for the new type of a saddle point are given.

Combined Design of Robust Control System and Structure System (강인성 제어 시스템과 구조 시스템의 통합 최적 설계)

  • Park, J.H.
    • Journal of Power System Engineering
    • /
    • v.7 no.4
    • /
    • pp.38-43
    • /
    • 2003
  • This paper proposes an optimum design problem of structural and control systems. taking a 3-D truss structure as an example. The structure is supposed to be subjected to initial static loads and time-varying disturbances. The structure is controlled by a state feedback $H_{\infty}$ controller to suppress the effect of the disturbances. The design variables are the cross sectional areas of truss members. The structural objective function is the structural weight. As the control objective, we consider two types of performance indices. The first function represents the effect of the initial loads. The second one is the norm of the feedback gain. These objective functions are in conflict with each other. Then, first, two control objective functions are transformed into one control objective by the weighting method. Next, the structural objective is treated as the constraint. By introducing the second control objective which considers the magnitude of the feedback gain, we can per limn the design which is robust in modeling errors.

  • PDF

Prediction of Stream Flow on Probability Distributed Model using Multi-objective Function (다목적함수를 이용한 PDM 모형의 유량 분석)

  • Ahn, Sang-Eok;Lee, Hyo-Sang;Jeon, Min-Woo
    • Journal of the Korean Society of Hazard Mitigation
    • /
    • v.9 no.5
    • /
    • pp.93-102
    • /
    • 2009
  • A prediction of streamflow based on multi-objective function is presented to check the performance of Probability Distributed Model(PDM) in Miho stream basin, Chungcheongbuk-do, Korea. PDM is a lumped conceptual rainfall runoff model which has been widely used for flood prevention activities in UK Environmental Agency. The Monte Carlo Analysis Toolkit(MCAT) is a numerical analysis tools based on population sampling, which allows evaluation of performance, identifiability, regional sensitivity and etc. PDM is calibrated for five model parameters by using MCAT. The results show that the performance of model parameters(cmax and k(q)) indicates high identifiability and the others obtain equifinality. In addition, the multi-objective function is applied to PDM for seeking suitable model parameters. The solution of the multi-objective function consists of the Pareto solution accounting to various trade-offs between the different objective functions considering properties of hydrograph. The result indicated the performance of model and simulated hydrograph are acceptable in terms on Nash Sutcliffe Effciency*(=0.035), FSB(=0.161), and FDBH(=0.809) to calibration periods, validation periods as well.

Frequency Domain Waveform Inversion Using $l_1$ -norm ($l_1$-norm을 이용한 주파수 영역 파형역산)

  • Pyun, Suk-Joon;Shin, Chang-Soo
    • 한국지구물리탐사학회:학술대회논문집
    • /
    • 2007.06a
    • /
    • pp.118-123
    • /
    • 2007
  • A robust objective function in the frequency domain is applied to the acoustic full waveform inversion. The proposed objective function is defined as $l_1$-norm of residual wavefields in the frequency domain. Generally, the full waveform inversion is extremely sensitive to a number of factors such as parameterization, initial model, noise and so on. The numerical tests were performed for checking the sensitivity to attenuation and several noises. For the comparison with other objective functions, the conventional least-squares method and the logarithmic method were tested under the same condition. The synthetic data examples show that the proposed algorithm is more robust than the well-known methods.

  • PDF

SWAT model calibration/validation using SWAT-CUP I: analysis for uncertainties of objective functions (SWAT-CUP을 이용한 SWAT 모형 검·보정 I: 목적함수에 따른 불확실성 분석)

  • Yu, Jisoo;Noh, Joonwoo;Cho, Younghyun
    • Journal of Korea Water Resources Association
    • /
    • v.53 no.1
    • /
    • pp.45-56
    • /
    • 2020
  • This study aims to quantify the uncertainty that can be induced by the objective function when calibrating SWAT parameters using SWAT-CUP. SWAT model was constructed to estimate runoff in Naesenong-cheon, which is the one of mid-watershed in Nakdong River basin, and then automatic calibration was performed using eight objective functions (R2, bR2, NS, MNS, KGE, PBIAS, RSR, and SSQR). The optimum parameter sets obtained from each objective function showed different ranges, and thus the corresponding hydrologic characteristics of simulated data were also derived differently. This is because each objective function is sensitive to specific hydrologic signatures and evaluates model performance in an unique way. In other words, one objective function might be sensitive to the residual of the extreme value, so that well produce the peak value, whereas ignores the average or low flow residuals. Therefore, the hydrological similarity between the simulated and measured values was evaluated in order to select the optimum objective function. The hydrologic signatures, which include not only the magnitude, but also the ratio of the inclining and declining time in hydrograph, were defined to consider the timing of the flow occurrence, the response of watershed, and the increasing and decreasing trend. The results of evaluation were quantified by scoring method, and hence the optimal objective functions for SWAT parameter calibration were determined as MNS (342.48) and SSQR (346.45) with the highest total scores.

Comparison of Automatic Calibration for a Tank Model with Optimization Methods and Objective Functions

  • Kang, Min-Goo;Park, Seung-Woo;Park, Chang-Eun
    • Magazine of the Korean Society of Agricultural Engineers
    • /
    • v.44 no.7
    • /
    • pp.1-13
    • /
    • 2002
  • Two global optimization methods, the SCE-UA method and the Annealing-simplex (A-S) method for calibrating a daily rainfall-runoff model, a Tank model, was compared with that of the Downhill Simplex method. The performance of the four objective functions, DRMS (daily root mean square), HMLE (heteroscedastic maximum likelihood estimator), ABSERR (mean absolute error), and NS (Nash-Sutcliffe measure), was tested and synthetic data and historical data were used. In synthetic data study. 100% success rates for all objective functions were obtained from the A-S method, and the SCE-UA method was also consistently able to obtain good estimates. The downhill simplex method was unable to escape from local optimum, the worst among the methods, and converged to the true values only when the initial guess was close to the true values. In the historical data study, the A-S method and the SCE-UA method showed consistently good results regardless of objective function. An objective function was developed with combination of DRMS and NS, which putted more weight on the low flows.

FUZZY GOAL PROGRAMMING FOR MULTIOBJECTIVE TRANSPORTATION PROBLEMS

  • Zangiabadi, M.;Maleki, H.R.
    • Journal of applied mathematics & informatics
    • /
    • v.24 no.1_2
    • /
    • pp.449-460
    • /
    • 2007
  • Several fuzzy approaches can be considered for solving multi-objective transportation problem. This paper presents a fuzzy goal programming approach to determine an optimal compromise solution for the multiobjective transportation problem. We assume that each objective function has a fuzzy goal. Also we assign a special type of nonlinear (hyperbolic) membership function to each objective function to describe each fuzzy goal. The approach focuses on minimizing the negative deviation variables from 1 to obtain a compromise solution of the multiobjective transportation problem. We show that the proposed method and the fuzzy programming method are equivalent. In addition, the proposed approach can be applied to solve other multiobjective mathematical programming problems. A numerical example is given to illustrate the efficiency of the proposed approach.

A Benefit Analysis of Using Common Random Numbers When Optimizing a System by Simulation Experiments (시뮬레이션을 통한 시스템 최적화 과정에서 공통 난수 활용의 이점 분석)

  • 박진원
    • Journal of the Korea Society for Simulation
    • /
    • v.9 no.4
    • /
    • pp.1-10
    • /
    • 2000
  • One of the primary goals of the simulation experiments is to understand the overall system behavior and to analyze the system, ultimately to optimize the system. Optimizing the system includes determining the optimum condition of the system parameters of interest. This paper is concerned with the simulation methodology for estimating the unknown objective function for the system of interest and optimizing the system with respect to the controllable factors. In the process of estimating the unknown objective function, which is assumed to be a second order spline function, we use common random numbers for different set of the controllable factors resulting in more accurate parameter estimation for the objective function. We will show some mathematical result for the benefit of using common random numbers.

  • PDF

A Study for Robustness of Objective Function and Constraints in Robust Design Optimization

  • Lee Tae-Won
    • Journal of Mechanical Science and Technology
    • /
    • v.20 no.10
    • /
    • pp.1662-1669
    • /
    • 2006
  • Since randomness and uncertainties of design parameters are inherent, the robust design has gained an ever increasing importance in mechanical engineering. The robustness is assessed by the measure of performance variability around mean value, which is called as standard deviation. Hence, constraints in robust optimization problem can be approached as probability constraints in reliability based optimization. Then, the FOSM (first order second moment) method or the AFOSM (advanced first order second moment) method can be used to calculate the mean values and the standard deviations of functions describing constraints and object. Among two methods, AFOSM method has some advantage over FOSM method in evaluation of probability. Nevertheless, it is difficult to obtain the mean value and the standard deviation of objective function using AFOSM method, because it requires that the mean value of function is always positive. This paper presented a special technique to overcome this weakness of AFOSM method. The mean value and the standard deviation of objective function by the proposed method are reliable as shown in examples compared with results by FOSM method.