• Title/Summary/Keyword: Pareto 최적해

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The Design of Optimal Recall Insurance Product (최적 리콜보험상품 설계에 관한 연구)

  • 김두철
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.3 no.4
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    • pp.325-332
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    • 2002
  • In the process of designing pareto optimal insurance contract, it is necessary to assume that insurance contract conditions are endogenous to build a model. The expected utility, the non-expected utility and the state-dependent utility function can be applied as a insurance decision making principle. The insurance costs may have the linear, convex, and concave ralationship with the indemnity schedule. However, the sunk cost and fixed cost must be recognized. The deductible which decides whether an insurance contract to be a full or partial insurance contract can exist in the forms of straight deductible or diminishing deductible. Indeciding the level of deductible, the types of the insurance and the risks to be insured should be the deciding factors. Especially for recall insurance, there is relatively high chance that the recalling company being bankrupt. Therefore, the possibility of bankrupcy should be the considering factor in deciding the policy limit. The existence of the incomplete market and uninsurable background risk should be understood as restricting conditions of the pareto-optimal insurance contract.

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Analysis of Rainfall-Sediment Yield-Runoff Prediction Uncertainty due to Propagation of Parameter Uncertainty (매개변수의 불확실성 전이에 따른 강우-유사-유출의 불확실성 분석)

  • Yu, Wan-Sik;Lee, Gi-Ha;Park, Chan-Hong;Lee, Bok-Hwan;Jung, Kwan-Sue
    • Proceedings of the Korea Water Resources Association Conference
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    • 2011.05a
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    • pp.282-286
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    • 2011
  • 토양침식 및 유사유출로 인한 피해를 예방하고 대응방안을 수립하기 위해서는 침식의 발생원인과 규모에 대한 정량적 평가가 필요하다. 이를 위해서는 지속적인 계측에 의한 토양침식량 산정이 가장 바람직하지만 실질적으로 유역규모의 지속적인 모니터링은 불가능하므로 유역의 수문/지형/지질학적 특성을 고려한 수치모형을 사용하여 토양침식량 및 유사유출량을 산정하는 것이 일반적이다. 이러한 수치모형을 이용한 수문모의의 경우 모형의 구조, 모델링에 사용되는 자료, 매개변수 등에 포함된 다양한 불확실성 요인에 의해 계산결과에 상당한 불확실성을 포함하고 있다. 본 연구에서는 매개변수의 불확실성 전이에 따른 수문모의결과의 불확실성의 정량적인 평가를 위해 서로 다른 두가지 수문량(유출량, 유사유출량)을 제공하는 강우-유사-유출 모형을 선택하고, 다중최적화기법인 MOSCEM-UA을 이용하여 매개변수 상호작용에 의한 Pareto 최적해 군 및 균형최적해를 산정하고, 이에 따른 수문예측결과의 불확실성을 평가하였다.

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Global Shape Optimization of Airfoil Using Multi-objective Genetic Algorithm (다목적 유전알고리즘을 이용한 익형의 전역최적설계)

  • Lee, Ju-Hee;Lee, Sang-Hwan;Park, Kyoung-Woo
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.29 no.10 s.241
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    • pp.1163-1171
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    • 2005
  • The shape optimization of an airfoil has been performed for an incompressible viscous flow. In this study, Pareto frontier sets, which are global and non-dominated solutions, can be obtained without various weighting factors by using the multi-objective genetic algorithm An NACA0012 airfoil is considered as a baseline model, and the profile of the airfoil is parameterized and rebuilt with four Bezier curves. Two curves, front leading to maximum thickness, are composed of five control points and the rest, from maximum thickness to tailing edge, are composed of four control points. There are eighteen design variables and two objective functions such as the lift and drag coefficients. A generation is made up of forty-five individuals. After fifteenth evolutions, the Pareto individuals of twenty can be achieved. One Pareto, which is the best of the . reduction of the drag furce, improves its drag to $13\%$ and lift-drag ratio to $2\%$. Another Pareto, however, which is focused on increasing the lift force, can improve its lift force to $61\%$, while sustaining its drag force, compared to those of the baseline model.

A Study on the optimization design of ATM network Using Internet Traffic Characteristics (인터넷 트래픽 특성을 이용한 ATM 망의 최적설계에 관한 연구)

  • 최삼길;김동일
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.6 no.4
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    • pp.574-581
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    • 2002
  • Traditional queueing analyses are very useful for designing a network's capacity and predicting their performances, however most of the predicted results from the queueing analyses are quite different from the realistic measured performance. And recent empirical studies on LAN, WAN, and VBR traffic characteristic have indicated that the models used in the traditional Poisson assumption cannot properly predict the real traffic properties due to underestimation of the long-range dependence of network traffics and self-similar properties. In this paper, It is also shown that the self-similar traffic reflects real Ethernet traffic characteristics by comparing Pareto-like ON/OFF source model which is exactly self-similar model to the traditional Poisson model. It is also performed optimization design and performance analysis of ATM network using Internet traffic characteristics.

유전적 알고리듬을 이용한 최적 구조 설계

  • 김기화
    • Bulletin of the Society of Naval Architects of Korea
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    • v.31 no.1
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    • pp.34-38
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    • 1994
  • 본 연구에서는 Genetic Algorithm을 사용하여 상기의 문제를 해결하고자 한다. 특히 다목적 함수 최적화에는 한 번의 최적화 계산으로 Pareto최적해 집합이 동시에 구해지는 새로운 방법인 MOGA(Multicriteria Optimization by Genetic Algorithm)을 개발하였다. 먼저 Genetic Alorithm의 기본 특성에 대해 살펴보고, 다양한 종류의 문제를 통해 Genetic Algorithm의 유용 성을 검토하였다.

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A Simulation-based Optimization Approach for the Selection of Design Factors (설계 변수 선택을 위한 시뮬레이션 기반 최적화)

  • Um, In-Sup;Cheon, Hyeon-Jae;Lee, Hong-Chul
    • Journal of the Korea Society for Simulation
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    • v.16 no.2
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    • pp.45-54
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    • 2007
  • In this article, we propose a different modeling approach, which aims at the simulation optimization so as to meet the design specification. Generally, Multi objective optimization problem is formulated by dependent factors as objective functions and independent factors as constraints. However, this paper presents the critical(dependent) factors as objective function and design(independent) factors as constraints for the selection of design factors directly. The objective function is normalized far the generalization of design factors while the constraints are composed of the simulation-based regression metamodels fer the critical factors and design factor's domain. Then the effective and fast solution procedure based on the pareto optimal solution set is proposed. This paper provides a comprehensive framework for the system design using the simulation and metamodels. Therefore, the method developed for this research can be adopted for other enhancements in different but comparable situations.

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Multi-objective Optimization of an Injection Mold Cooling Circuit for Uniform Cooling (사출금형의 균일 냉각을 위한 냉각회로의 다중목적함수 최적설계)

  • Park, Chang-Hyun;Park, Jung-Min;Choi, Jae-Hyuk;Rhee, Byung-Ohk;Choi, Dong-Hoon
    • Transactions of the Korean Society of Automotive Engineers
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    • v.20 no.1
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    • pp.124-130
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    • 2012
  • An injection mold cooling circuit for an automotive front bumper was optimally designed in order to simultaneously minimize the average of the standard deviations of the temperature and the difference in mean temperatures of the upper and lower molds for uniform cooling. The temperature distribution for a specified design was evaluated by Moldflow Insight 2010, a commercial injection molding analysis tool. For efficient design, PIAnO (Process Integration, Automation and Optimization), a commercial PIDO tool, was used to integrate and automate injection molding analysis procedure. The weighted-sum method was used to handle the multi-objective optimization problem and PQRSM, a function-based sequential approximate optimizer equipped in PIAnO, to handle numerically noisy responses with respect to the variation of design variables. The optimal average of the standard deviations and difference in mean temperatures were found to be reduced by 9.2% and 56.52%, respectively, compared to the initial ones.

Optimization of Multi-objective Function based on The Game Theory and Co-Evolutionary Algorithm (게임 이론과 공진화 알고리즘에 기반한 다목적 함수의 최적화)

  • Sim, Kwee-Bo;Kim, Ji-Yoon;Lee, Dong-Wook
    • Journal of the Korean Institute of Intelligent Systems
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    • v.12 no.6
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    • pp.491-496
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    • 2002
  • Multi-objective Optimization Problems(MOPs) are occur more frequently than generally thought when we try to solve engineering problems. In the real world, the majority cases of optimization problems are the problems composed of several competitive objective functions. In this paper, we introduce the definition of MOPs and several approaches to solve these problems. In the introduction, established optimization algorithms based on the concept of Pareto optimal solution are introduced. And contrary these algorithms, we introduce theoretical backgrounds of Nash Genetic Algorithm(Nash GA) and Evolutionary Stable Strategy(ESS), which is the basis of Co-evolutionary algorithm proposed in this paper. In the next chapter, we introduce the definitions of MOPs and Pareto optimal solution. And the architecture of Nash GA and Co-evolutionary algorithm for solving MOPs are following. Finally from the experimental results we confirm that two algorithms based on Evolutionary Game Theory(EGT) which are Nash GA and Co-evolutionary algorithm can search optimal solutions of MOPs.

Assessment of Rainfall-Sediment Yield-Runoff Prediction Uncertainty Using a Multi-objective Optimization Method (다중최적화기법을 이용한 강우-유사-유출 예측 불확실성 평가)

  • Lee, Gi-Ha;Yu, Wan-Sik;Jung, Kwan-Sue;Cho, Bok-Hwan
    • Journal of Korea Water Resources Association
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    • v.43 no.12
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    • pp.1011-1027
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    • 2010
  • In hydrologic modeling, prediction uncertainty generally stems from various uncertainty sources associated with model structure, data, and parameters, etc. This study aims to assess the parameter uncertainty effect on hydrologic prediction results. For this objective, a distributed rainfall-sediment yield-runoff model, which consists of rainfall-runoff module for simulation of surface and subsurface flows and sediment yield module based on unit stream power theory, was applied to the mesoscale mountainous area (Cheoncheon catchment; 289.9 $km^2$). For parameter uncertainty evaluation, the model was calibrated by a multi-objective optimization algorithm (MOSCEM) with two different objective functions (RMSE and HMLE) and Pareto optimal solutions of each case were then estimated. In Case I, the rainfall-runoff module was calibrated to investigate the effect of parameter uncertainty on hydrograph reproduction whereas in Case II, sediment yield module was calibrated to show the propagation of parameter uncertainty into sedigraph estimation. Additionally, in Case III, all parameters of both modules were simultaneously calibrated in order to take account of prediction uncertainty in rainfall-sediment yield-runoff modeling. The results showed that hydrograph prediction uncertainty of Case I was observed over the low-flow periods while the sedigraph of high-flow periods was sensitive to uncertainty of the sediment yield module parameters in Case II. In Case III, prediction uncertainty ranges of both hydrograph and sedigraph were larger than the other cases. Furthermore, prediction uncertainty in terms of spatial distribution of erosion and deposition drastically varied with the applied model parameters for all cases.

Numerical Optimization of a Transonic Axial Compressor with Casing Grooves for Improvement of Operating Stability (케이싱 그루브가 장착된 천음속 축류압축기의 작동 안정성 향상을 위한 수치최적화)

  • Kim, Jin-Hyuk;Choi, Kwang-Jin;Kim, Kwang-Yong
    • The KSFM Journal of Fluid Machinery
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    • v.14 no.5
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    • pp.31-38
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    • 2011
  • Optimization using a hybrid multi-objective evolutionary algorithm coupled with response surface approximation has been performed to improve the performance of a transonic axial compressor with circumferential casing grooves. In order to optimize the operating stability and peak adiabatic efficiency of the compressor with circumferential casing grooves, tip clearance, angle distribution at blade tip and the depth of the circumferential casing grooves are selected as design variables. Three-dimensional Reynolds-averaged Navier-Stokes equations with the shear stress transport turbulence model are discretized by finite volume approximations. The trade-off between two objectives with the interaction of blade and casing treatment is determined and discussed with respect to the representative clusters in the Pareto-optimal solutions compared to the axial compressor without the casing treatment.