• Title/Summary/Keyword: Optimal value function

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Pareto optimum design of journal bearings by artificial life algorithm (인공생명최적화알고리듬에 의한 저널베어링의 파레토 최적화)

  • Song, Jin-Dae;Yang, Bo-Suk
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2005.11a
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    • pp.869-874
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    • 2005
  • This paper proposes the Pareto artificial life algorithm for a multi-objective function optimization problem. The artificial life algorithm for a single objective function optimization problem is improved through incorporating the new method to estimate the fitness value fur a solution and the Pareto list to memorize and to improve the Pareto optimal set. The proposed algorithm is applied to the optimum design of a Journal bearing which has two objective functions. The Pareto front and the optimal solution set for the application are reported to present the possible solutions to a decision maker or a designer.

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A study on the optimal equation of the continuous wave spectrum

  • Cho, Hong-Yeon;Kweon, Hyuck-Min;Jeong, Weon-Mu;Kim, Sang-Ik
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.7 no.6
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    • pp.1056-1063
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    • 2015
  • Waves can be expressed in terms of a spectrum; that is, the energy density distribution of a representative wave can be determined using statistical analysis. The JONSWAP, PM and BM spectra have been widely used for the specific target wave data set during storms. In this case, the extracted wave data are usually discontinuous and independent and cover a very short period of the total data-recording period. Previous studies on the continuous wave spectrum have focused on wave deformation in shallow water conditions and cannot be generalized for deep water conditions. In this study, the Generalized Extreme Value (GEV) function is proposed as a more-optimal function for the fitting of the continuous wave spectral shape based on long-term monitored point wave data in deep waters. The GEV function was found to be able to accurately reproduce the wave spectral shape, except for discontinuous waves of greater than 4 m in height.

ON STOCHASTIC OPTIMAL REINSURANCE AND INVESTMENT STRATEGIES FOR THE SURPLUS UNDER THE CEV MODEL

  • Jung, Eun-Ju;Kim, Jai-Heui
    • East Asian mathematical journal
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    • v.27 no.1
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    • pp.91-100
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    • 2011
  • It is important to find an optimal strategy which maximize the surplus of the insurance company at the maturity time T. The purpose of this paper is to give an explicit expression for the optimal reinsurance and investment strategy, under the CEV model, which maximizes the expected exponential utility of the final value of the surplus at T. To do this optimization problem, the corresponding Hamilton-Jacobi-Bellman equation will be transformed a linear partial differential equation by applying a Legendre transform.

OPTIMAL ROUTE DETERMINATION TECHNOLOGY BASED ON TRAJECTORY QUERYING MOVING OBJECT DATABASE

  • Min Kyoung-Wook;Kim Ju-Wan;Park Jong-Hyun
    • Proceedings of the KSRS Conference
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    • 2005.10a
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    • pp.317-320
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    • 2005
  • The LBS (Location-Based Services) are valuable information services combined the location of moving object with various contents such as map, POI (point of Interest), route and so on. The must general service of LBS is route determination service and its applicable parts are FMS (Fleet Management System), travel advisory system and mobile navigation system. The core function of route determination service is determination of optimal route from source to destination in various environments. The MODB (Moving Object Database) system, core part of LBS composition systems, is able to manage current or past location information of moving object and massive trajectory information stored in MODB is value-added data in CRM, ERP and data mining part. Also this past trajectory information can be helpful to determine optimal route. In this paper, we suggest methods to determine optimal route by querying past trajectory information in MODB system and verify the effectiveness of suggested method.

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An Economic Statistical Design of the EWMA Control Charts with Variable Sampling Interval (VSI EWMA 관리도의 경제적 통계적 설계)

  • 송서일;박현규;정혜진
    • Journal of Korean Society for Quality Management
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    • v.32 no.1
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    • pp.92-101
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    • 2004
  • Tris paper present an economic statistical design which have statistically constraints for the optimal design of an EWMA control charts with variable sampling interval. Cost function use that proposed by Lorenzen and Vance, and the optimal design parameters include the sample size, control limit width, sampling interval, EWMA weight value. Comparisons between VSI EWMA control charts optimal economic design and optimal economic statistical designs show the following fact. Although have demerits which are more costly than economic design, have merits which to detect shifts more efficiently and to improve statistical performance.

Application of Genetic Algorithm to Die Shape Otimization in Extrusion (압출공정중 금형 형상 최적화문제에 대한 유전 알고리즘의 적용)

  • 정제숙;황상무
    • Transactions of Materials Processing
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    • v.5 no.4
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    • pp.269-280
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    • 1996
  • A new approach to die shape optimal design in extrusion is presented. The approach consists of a FEM analysis model to predict the value of the objective function a design model to relate the die profile with the design variables and a genetic algorithm based optimaization procedure. The approach was described in detail with emphasis on our modified micro genetic algorithm. Comparison with theoretical solutions was made to examine the validity of the predicted optimal die shapes. The approach was then applied to revealing the optimal die shapes with regard to various objective functions including those for which the design sensitivities can not be deter-mined analytically.

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A Branch-and-Bound Algorithm for Finding an Optimal Solution of Transductive Support Vector Machines (Transductive SVM을 위한 분지-한계 알고리즘)

  • Park Chan-Kyoo
    • Journal of the Korean Operations Research and Management Science Society
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    • v.31 no.2
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    • pp.69-85
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    • 2006
  • Transductive Support Vector Machine(TSVM) is one of semi-supervised learning algorithms which exploit the domain structure of the whole data by considering labeled and unlabeled data together. Although it was proposed several years ago, there has been no efficient algorithm which can handle problems with more than hundreds of training examples. In this paper, we propose an efficient branch-and-bound algorithm which can solve large-scale TSVM problems with thousands of training examples. The proposed algorithm uses two bounding techniques: min-cut bound and reduced SVM bound. The min-cut bound is derived from a capacitated graph whose cuts represent a lower bound to the optimal objective function value of the dual problem. The reduced SVM bound is obtained by constructing the SVM problem with only labeled data. Experimental results show that the accuracy rate of TSVM can be significantly improved by learning from the optimal solution of TSVM, rather than an approximated solution.

A Study on Optimal Software Maintenance Policies with Warranty Period (보증기기간을 고려한 최적 소프트웨어의 보전정책 연구)

  • Nam, Kyung-H.;Kim, Do-Hoon
    • Journal of Korean Society for Quality Management
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    • v.39 no.2
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    • pp.170-178
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    • 2011
  • In general, a software fault detection phenonenon is described by a software reliability model based on a nonhomogeneous Poisson process(NHPP). In this paper, we propose a software reliability growth model considering the differences of the software environments in both the testing phase and the operational phase. Also, we consider the problem of determining the optimal release time and the optimal warranty period that minimize the total expected software cost which takes account of periodic software maintenance(e.g. patch, update, etc). Finally, we analyze the sensitivity of the optimal release time and warranty period based on the fault data observed in the actual testing process.

AHP 기법을 이용한 교량상부구조의 VE 검토

  • Park, Jang-Ho;Sin, Yeong-Seok;An, Ye-Jun;Lee, Gwang-Gyun
    • Journal of the Korea Construction Safety Engineering Association
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    • s.52
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    • pp.58-66
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    • 2011
  • This study presents an algorithm to select the best alternative plane among various bridge superstructure types (Steel box girder, Rational girder, PSC-I girder) using Value Engineering (VE). Economical efficiency, landscape, constructability, maintenance, stability, function of bridge superstructure were taken into consideration in the designing of bridge. Economical efficiency was evaluated for each alternative plan with optimal design considering Life Cycle Cost (LCC), Repair and rehabilitation histories and some factors were set to get reasonable results. In the application of Analytic Hierarchy Process (AHP), consistency of Pairwise Comparisons Matrix was evaluated and the best plan was determined.

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Optimal Sequencing of Water Supply Proiects by Dynamic Programming (동적계량법에 의한 용수공급시설의 최적화에 관한 연구)

  • 배상근;이순택
    • Water for future
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    • v.14 no.2
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    • pp.63-69
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    • 1981
  • This Study is aimed at optimal sequencing of water supply projects for water demand from the application in water resources field of dynamic programming because a minimum present cost strategy for investment in water supply projects plays an important part of installation of some projects. In analysis, the relationships of the future water demand and numerous possible independent projects that are expected to meet water requirements up to some future data in Daegu city were used and future water demand were estimated from the exponential function method, the method used by the Water Works Bureau of Daegu City government which is a kind of geometric progression method and the mean value of these two methods. The results showed that the optimal sequencing of water supply projects using Dynamic Programming was reasonable and the changing of the estimation method of future water demand made a difference among optimal sequence of projects while the changing of annual rate of interest had influenced on present value cost only. In general, the best sequence for constructing the seven projects was the order of D-E-G-F-C-B-A, with the corresponding period for 33-38 years.

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