• Title/Summary/Keyword: Stochastic Optimization Algorithm

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Stochastic Time-Cost Tradeoff Using Genetic Algorithm

  • Lee, Hyung-Guk;Lee, Dong-Eun
    • International conference on construction engineering and project management
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    • 2015.10a
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    • pp.114-116
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    • 2015
  • This paper presents a Stochastic Time-Cost Tradeoff analysis system (STCT) that identifies optimal construction methods for activities, hence reducing the project completion time and cost simultaneously. It makes use of schedule information obtained from critical path method (CPM), applies alternative construction methods data obtained from estimators to respective activities, computes an optimal set of genetic algorithm (GA) parameters, executes simulation based GA experiments, and identifies near optimal solution(s). A test case verifies the usability of STCT.

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Algorithm for stochastic Neighbor Embedding: Conjugate Gradient, Newton, and Trust-Region

  • Hongmo, Je;Kijoeng, Nam;Seungjin, Choi
    • Proceedings of the Korean Information Science Society Conference
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    • 2004.10b
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    • pp.697-699
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    • 2004
  • Stochastic Neighbor Embedding(SNE) is a probabilistic method of mapping high-dimensional data space into a low-dimensional representation with preserving neighbor identities. Even though SNE shows several useful properties, the gradient-based naive SNE algorithm has a critical limitation that it is very slow to converge. To overcome this limitation, faster optimization methods should be considered by using trust region method we call this method fast TR SNE. Moreover, this paper presents a couple of useful optimization methods(i.e. conjugate gradient method and Newton's method) to embody fast SNE algorithm. We compared above three methods and conclude that TR-SNE is the best algorithm among them considering speed and stability. Finally, we show several visualizing experiments of TR-SNE to confirm its stability by experiments.

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Charging Control Strategy of Electric Vehicles Based on Particle Swarm Optimization

  • Boo, Chang-Jin
    • Journal of IKEEE
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    • v.22 no.2
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    • pp.455-459
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    • 2018
  • In this paper, proposed a multi-channel charging control strategy for electric vehicle. This control strategy can adjust the charging power according to the calculated state-of-charge (SOC). Electric vehicle (EV) charging system using Particle Swarm Optimization (PSO) algorithm is proposed. A stochastic optimization algorithm technique such as PSO in the time-of-use (TOU) price used for the energy cost minimization. Simulation results show that the energy cost can be reduced using proposed method.

Searching a global optimum by stochastic perturbation in error back-propagation algorithm (오류 역전파 학습에서 확률적 가중치 교란에 의한 전역적 최적해의 탐색)

  • 김삼근;민창우;김명원
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.35C no.3
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    • pp.79-89
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    • 1998
  • The Error Back-Propagation(EBP) algorithm is widely applied to train a multi-layer perceptron, which is a neural network model frequently used to solve complex problems such as pattern recognition, adaptive control, and global optimization. However, the EBP is basically a gradient descent method, which may get stuck in a local minimum, leading to failure in finding the globally optimal solution. Moreover, a multi-layer perceptron suffers from locking a systematic determination of the network structure appropriate for a given problem. It is usually the case to determine the number of hidden nodes by trial and error. In this paper, we propose a new algorithm to efficiently train a multi-layer perceptron. OUr algorithm uses stochastic perturbation in the weight space to effectively escape from local minima in multi-layer perceptron learning. Stochastic perturbation probabilistically re-initializes weights associated with hidden nodes to escape a local minimum if the probabilistically re-initializes weights associated with hidden nodes to escape a local minimum if the EGP learning gets stuck to it. Addition of new hidden nodes also can be viewed asa special case of stochastic perturbation. Using stochastic perturbation we can solve the local minima problem and the network structure design in a unified way. The results of our experiments with several benchmark test problems including theparity problem, the two-spirals problem, andthe credit-screening data show that our algorithm is very efficient.

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Stochastic Search Techniques for Golobal Optimization (전체 최적화를 위한 확률론적 탐색기법)

  • 양영순;김기화
    • Computational Structural Engineering
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    • v.5 no.2
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    • pp.93-104
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    • 1992
  • The final objective of optimization methods is to find global optimum accurately and efficiently. The optmization processes by simulated annealing and genetic algorithm which have stochastic search process are examined and are applied to several mathematical models and truss, beam structures. Then the robustnesses of these two methods are studied and compared with the results of deterministic optimization methods from the viewpoints of reliability and running time in obtaining the global optimum.

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Comparative Study on Structural Optimal Design Using Micro-Genetic Algorithm (마이크로 유전자 알고리즘을 적용한 구조 최적설계에 관한 비교 연구)

  • 한석영;최성만
    • Transactions of the Korean Society of Machine Tool Engineers
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    • v.12 no.3
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    • pp.82-88
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    • 2003
  • SGA(Single Genetic Algorithm) is a heuristic global optimization method based on the natural characteristics and uses many populations and stochastic rules. Therefore SGA needs many function evaluations and takes much time for convergence. In order to solve the demerits of SGA, ${\mu}GA$(Micro-Genetic Algorithm) has recently been developed. In this study, ${\mu}GA$ which have small populations and fast convergence rate, was applied to structural optimization with discrete or integer variables such as 3, 10 and 25 bar trusses. The optimized results of ${\mu}GA$ were compared with those of SGA. Solutions of ${\mu}GA$ for structural optimization were very similar or superior to those of SGA, and faster convergence rate was obtained. From the results of examples, it is found that ${\mu}GA$ is a suitable and very efficient optimization algorithm for structural design.

Allocation of aircraft under demand by Wets' approach to stochastic programs with simple recourse

  • Sung, Chang-Sup
    • Journal of the Korean Operations Research and Management Science Society
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    • v.4 no.1
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    • pp.59-64
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    • 1979
  • The application of optimization techniques to the planning of industrial, economic, administrative and military activities with random technological coefficients has been extensively studied in the literature. Stochastic (linear) programs with simple recourse essentially model the allocation of scarce resources under uncertainty with linear penalties associated with shortages or surplus. This work on a problem with a discrete random resource vector, "The allocation of aircraft under uncertain demand" given in (1), is easily and efficiently handled by the application of the recently developed Wets' algorithm (8) for solving stochastic programs with simple recourse, which approves that such class of stochastic problems can be solved with the same efficiency as solving linear programs of the same size. It is known that the algorithm is also applicable to stochastic programs with continuous random demands for their approximate solutions.

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Examination of three meta-heuristic algorithms for optimal design of planar steel frames

  • Tejani, Ghanshyam G.;Bhensdadia, Vishwesh H.;Bureerat, Sujin
    • Advances in Computational Design
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    • v.1 no.1
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    • pp.79-86
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    • 2016
  • In this study, the three different meta-heuristics namely the Grey Wolf Optimizer (GWO), Stochastic Fractal Search (SFS), and Adaptive Differential Evolution with Optional External Archive (JADE) algorithms are examined. This study considers optimization of the planer frame to minimize its weight subjected to the strength and displacement constraints as per the American Institute of Steel and Construction - Load and Resistance Factor Design (AISC-LRFD). The GWO algorithm is associated with grey wolves' activities in the social hierarchy. The SFS algorithm works on the natural phenomenon of growth. JADE on the other hand is a powerful self-adaptive version of a differential evolution algorithm. A one-bay ten-story planar steel frame problem is examined in the present work to investigate the design ability of the proposed algorithms. The frame design is produced by optimizing the W-shaped cross sections of beam and column members as per AISC-LRFD standard steel sections. The results of the algorithms are compared. In addition, these results are also mapped with other state-of-art algorithms.

An Efficient Traning of Multilayer Neural Newtorks Using Stochastic Approximation and Conjugate Gradient Method (확률적 근사법과 공액기울기법을 이용한 다층신경망의 효율적인 학습)

  • 조용현
    • Journal of the Korean Institute of Intelligent Systems
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    • v.8 no.5
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    • pp.98-106
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    • 1998
  • This paper proposes an efficient learning algorithm for improving the training performance of the neural network. The proposed method improves the training performance by applying the backpropagation algorithm of a global optimization method which is a hybrid of a stochastic approximation and a conjugate gradient method. The approximate initial point for f a ~gtl obal optimization is estimated first by applying the stochastic approximation, and then the conjugate gradient method, which is the fast gradient descent method, is applied for a high speed optimization. The proposed method has been applied to the parity checking and the pattern classification, and the simulation results show that the performance of the proposed method is superior to those of the conventional backpropagation and the backpropagation algorithm which is a hyhrid of the stochastic approximation and steepest descent method.

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Economic Life Assessment of Power Transformer using HS Optimization Algorithm (HS 최적화 알고리즘을 이용한 전력용 변압기의 경제적 수명평가)

  • Lee, Tae-bong;Shon, Jin-geun
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.66 no.3
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    • pp.123-128
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    • 2017
  • Electric utilities has been considered the necessity to introduce AM(asset management) of electric power facilities in order to reduce maintenance cost of existing facilities and to maximize profit. In order to make decisions in terms of repairs and replacements for power transformers, not only measuring by counting parts and labor costs, but comprehensive comparison including reliability and cost is needed. Therefore, this study is modeling input cost for power transformer during its entire life and also the life cycle cost (LCC) technique is applied. In particular, this paper presents an application of heuristic harmony search(HS) optimization algorithm to the convergence and the validity of economic life assessment of power transformer from LCC technique. This recently developed HS algorithm is conceptualized using the musical process of searching for a perfect state of harmony. It uses a stochastic random search instead of a gradient search so that derivative information is unnecessary. The effectiveness of the proposed identification method has been demonstrated through an economic life assessment simulation of power transformer using HS optimization algorithm.