• 제목/요약/키워드: Sequential approximate optimal design

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Augmented D-Optimal Design for Effective Response Surface Modeling and Optimization

  • Kim, Min-Soo;Hong, Kyung-Jin;Park, Dong-Hoon
    • Journal of Mechanical Science and Technology
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    • 제16권2호
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    • pp.203-210
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    • 2002
  • For effective response surface modeling during sequential approximate optimization (SAO), the normalized and the augmented D-optimality criteria are presented. The normalized D-optimality criterion uses the normalized Fisher information matrix by its diagonal terms in order to obtain a balance among the linear-order and higher-order terms. Then, it is augmented to directly include other experimental designs or the pre-sampled designs. This augmentation enables the trust region managed sequential approximate optimization to directly use the pre-sampled designs in the overlapped trust regions in constructing the new response surface models. In order to show the effectiveness of the normalized and the augmented D-optimality criteria, following two comparisons are performed. First, the information surface of the normalized D-optimal design is compared with those of the original D-optimal design. Second, a trust-region managed sequential approximate optimizer having three D-optimal designs is developed and three design problems are solved. These comparisons show that the normalized D-optimal design gives more rotatable designs than the original D-optimal design, and the augmented D-optimal design can reduce the number of analyses by 30% - 40% than the original D-optimal design.

크리깅 모델을 이용한 순차적 근사최적화 (Sequential Approximate Optimization Using Kriging Metamodels)

  • 신용식;이용빈;류제선;최동훈
    • 대한기계학회논문집A
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    • 제29권9호
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    • pp.1199-1208
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    • 2005
  • Nowadays, it is performed actively to optimize by using an approximate model. This is called the approximate optimization. In addition, the sequential approximate optimization (SAO) is the repetitive method to find an optimum by considering the convergence of an approximate optimum. In some recent studies, it is proposed to increase the fidelity of approximate models by applying the sequential sampling. However, because the accuracy and efficiency of an approximate model is directly connected with the design area and the termination criteria are not clear, sequential sampling method has the disadvantages that could support an unreasonable approximate optimum. In this study, the SAO is executed by using trust region, Kriging model and Optimal Latin Hypercube design (OLHD). Trust region is used to guarantee the convergence and Kriging model and OLHD are suitable for computer experiment. finally, this SAO method is applied to various optimization problems of highly nonlinear mathematical functions. As a result, each approximate optimum is acquired and the accuracy and efficiency of this method is verified by comparing with the result by established method.

응답량 재사용을 통한 순차 근사최적설계 (A Sequential Approximate Optimization Technique Using the Previous Response Values)

  • 황태경;최은호;임오강
    • 대한기계학회논문집A
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    • 제29권1호
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    • pp.45-52
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    • 2005
  • A general approximate optimization technique by sequential design domain(SDD) did not save response values for getting an approximate function in each step. It has a disadvantage at aspect of an expense. In this paper, previous response values are recycled for constructing an approximate function. For this reason, approximation function is more accurate. Accordingly, even if we did not determine move limit, a system is converged to the optimal design. Size and shape optimization using approximate optimization technique is carried out with SDD. Algorithm executing Pro/Engineer and ANSYS are automatically adopted in the approximate optimization program by SDD. Convergence criterion is defined such that optimal point must be located within SDD during the three steps. The PLBA(Pshenichny-Lim-Belegundu-Arora) algorithm is used to solve approximate optimization problems. This algorithm uses the second-order information in the direction finding problem and uses the active set strategy.

Accuracy of Brownian Motion Approximation in Group Sequential Methods

  • Euy Hoon Suh
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.207-220
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    • 1999
  • In this paper, some of the issue about a group sequential method are considered in the Bayesian context. The continuous time optimal stopping boundary can be used to approximate the optimal stopping boundary for group sequential designs. The exact stopping boundary for group sequential design is obtained by using the backward induction method and is compared with the continuous optimal stopping boundary and the corrected continuous stopping boundary.

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순차적 근사최적화 기법을 이용한 방열판 최적설계 (Optimal Design of a Heat Sink using the Sequential Approximate Optimization Algorithm)

  • 박경우;최동훈
    • 설비공학논문집
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    • 제16권12호
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    • pp.1156-1166
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    • 2004
  • The shape of plate-fin type heat sink is numerically optimized to acquire the minimum pressure drop under the required temperature rise. In constrained nonlinear optimization problems of thermal/fluid systems, three fundamental difficulties such as high computational cost for function evaluations (i.e., pressure drop and thermal resistance), the absence of design sensitivity information, and the occurrence of numerical noise are commonly confronted. Thus, a sequential approximate optimization (SAO) algorithm has been introduced because it is very hard to obtain the optimal solutions of fluid/thermal systems by means of gradient-based optimization techniques. In this study, the progressive quadratic response surface method (PQRSM) based on the trust region algorithm, which is one of sequential approximate optimization algorithms, is used for optimization and the heat sink is optimized by combining it with the computational fluid dynamics (CFD).

임상실험에서 그룹축차방법들의 비교 (A comparison of group sequential methods in clinical trials)

  • 서의훈;안성진;임동훈
    • 응용통계연구
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    • 제10권2호
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    • pp.353-366
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    • 1997
  • 본 논문에서는 주어진 손실함수에 대한 근사최적베이즈축차실험방법을 유도한다. 근사최적베이즈축차실험방법을 Pocock 실험방법, O'Brien and Fleming 실험방법과 ASN(average sample size) 함수와 베이즈 위험면에서 비교하기 위하여 몬테칼로(Monte-Carlo) 방법을 사용한다. 그룹축차실험방법에서 그룹 때문에 빚어지는 정보의 손실비율과 베이즈효율의 개념을 소개하고 여러 가지 다른 그룹 크기에 따른 정보의 손실을 측정한다.

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대형 설계 시스템의 효율적 반응표면 근사화를 위한 점진적 이차 근사화 기법 (Progressive Quadratic Approximation Method for Effective Constructing the Second-Order Response Surface Models in the Large Scaled System Design)

  • 홍경진;김민수;최동훈
    • 대한기계학회논문집A
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    • 제24권12호
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    • pp.3040-3052
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    • 2000
  • For effective construction of second-order response surface models, an efficient quad ratic approximation method is proposed in the context of trust region model management strategy. In the proposed method, although only the linear and quadratic terms are uniquely determined using 2n+1 design points, the two-factor interaction terms are mathematically updated by normalized quasi-Newton formula. In order to show the numerical performance of the proposed approximation method, a sequential approximate optimizer is developed and solves a typical unconstrained optimization problem having 2, 6, 10, 15, 30 and 50 design variables, a gear reducer system design problem and two dynamic response optimization problems with multiple objectives, five objectives for one and two objectives for the other. Finally, their optimization results are compared with those of the CCD or the 50% over-determined D-optimal design combined with the same trust region sequential approximate optimizer. These comparisons show that the proposed method gives more efficient than others.

상용프로그램을 사용한 트러스 구조물 근사최적설계 GUI 환경 개발 (Development of GUI Environment Using a Commercial Program for Truss Structure of Approximate Optimization)

  • 임오강;이경배
    • 한국전산구조공학회논문집
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    • 제16권4호
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    • pp.431-437
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    • 2003
  • 본 연구에서는 순차 설계영역 (SDD: sequential Design Domain) 개념을 사용한 GUI(Graphic User Interface)환경 프로그램을 개발하였다. 본 프로그램은 상용프로그램인 ANSYS와 최적설계 프로그램인 PLBA(Pshenichny-Lim-Belegundu-Arora)를 연결하고 비주얼 베이직을 이용하여 GUI환경에서 사용자가 초기값과 입력파일을 작성하고 결과를 확인할 수 있도록 하였다. 프로그램의 신뢰도를 검증하기 위해서 3부재 및 5부재 트러스 구조물을 수치예제로 선정하여 해석하였다.

미기압파 저감을 위한 고속전철 열차-터널 조건의 근사최적설계 (Approximate Optimization of High-speed Train Shape and Tunnel Condition to Reduce the Micro-pressure Wave)

  • 김정희;이종수;권혁빈
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2004년도 춘계학술대회
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    • pp.1023-1028
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    • 2004
  • A micro-pressure wave is generated by the high-speed train which enters a tunnel, and it causes explosive noise and vibration at the exit. It is known that train speed, train-tunnel area ratio, nose slenderness and nose shape mainly influence on generating micro-pressure wave. So it is required to minimize it by searching optimal values of such train shape factors and tunnel condition. In this study, response surface model, one of approximation models, is used to perform optimization effectively and analyze sensitivity of design variables. Owen's randomized orthogonal array and D-optimal Design are used to construct response surface model. In order to increase accuracy of model, stepwise regression is selected. Finally SQP(Sequential Quadratic Programming) optimization algorithm is used to minimize the maximum micro-pressure wave by using built approximation model.

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순차설계영역을 이용한 근사 형상최적에 관한 연구 (Approximate Shape Optimization Technique by Sequential Design Domain)

  • 김우현;임오강
    • 한국전산구조공학회논문집
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    • 제17권1호
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    • pp.31-38
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    • 2004
  • 기계부품의 설계는 초기 설계, 해석, 성능 평가의 반복 과정을 통하여 수행된다. 설계자는 각 과정에서 특성에 맞는 프로그램을 사용하고 있다. 본 연구에서는 순차 설계 영역을 이용한 형상최적화를 수행하였다. 순차 설계영역의 근사함수를 구하기 위하여 Pro/Engineer 와 ANSYS 실행의 자동화를 수행하였다. 전체 설계영역을 근사식으로 표현하기에는 어려움이 있다. 정확도가 높은 근사식을 만들기 위하여 순차설계영역을 설정하여 각 단계에서 수렴한 해로 이동량을 결정하고, 두 번 연속하여 순차설계 영역에 존재하면 수렴조건을 만족하는 것으로 하였다. 각 단계의 해는 순차이차 계획법인 PLBA(Pshenichny-Lim-Belegundu Arora)알고리즘을 이용하여 구하였다.