• Title/Summary/Keyword: numerical optimization

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Nonlinear optimization algorithm using monotonically increasing quantization resolution

  • Jinwuk Seok;Jeong-Si Kim
    • ETRI Journal
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    • v.45 no.1
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    • pp.119-130
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    • 2023
  • We propose a quantized gradient search algorithm that can achieve global optimization by monotonically reducing the quantization step with respect to time when quantization is composed of integer or fixed-point fractional values applied to an optimization algorithm. According to the white noise hypothesis states, a quantization step is sufficiently small and the quantization is well defined, the round-off error caused by quantization can be regarded as a random variable with identically independent distribution. Thus, we rewrite the searching equation based on a gradient descent as a stochastic differential equation and obtain the monotonically decreasing rate of the quantization step, enabling the global optimization by stochastic analysis for deriving an objective function. Consequently, when the search equation is quantized by a monotonically decreasing quantization step, which suitably reduces the round-off error, we can derive the searching algorithm evolving from an optimization algorithm. Numerical simulations indicate that due to the property of quantization-based global optimization, the proposed algorithm shows better optimization performance on a search space to each iteration than the conventional algorithm with a higher success rate and fewer iterations.

A numerical solver for quantitative pursuit-evasion game (정량적 추적자-회피자 게임을 위한 수치해석기)

  • 이훈구;탁민제
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.474-477
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    • 1996
  • In this paper, a numerical method is developed to solve the 2 dimensional missile/target persuit-evasion game. The numerical solver for the problem is composed of two parts: parametrization of the kinematic equations of motion using collocation and optimization of the parametrized minimax problem using a nonlinear programming. A numerical example is solved to verify the performance of the proposed numerical scheme.

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Multi-Level and Multi-Objective Optimization of Framed Structures Using Automatic Differentiation (자동미분을 이용한 뼈대구조의 다단계 다목적 최적설계)

  • Cho, Hyo-Nam;Min, Dae-Hong;Lee, Kwang-Min;Kim, Hoan-Kee
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2000.04b
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    • pp.177-186
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    • 2000
  • An improved multi-level(IML) optimization algorithm using automatic differentiation (AD) for multi-objective optimum design of framed structures is proposed in this paper. In order to optimize the steel frames under seismic load, two main objective functions need to be considered for minimizing the structural weight and maximizing the strain energy. For the efficiency of the proposed algorithm, multi-level optimization techniques using decomposition method that separately utilizes both system-level and element-level optimizations and an artificial constraint deletion technique are incorporated in the algorithm. And also to save the numerical efforts, an efficient reanalysis technique through approximated structural responses such as moments, frequencies, and strain energy with respect to intermediate variables is proposed in the paper. Sensitivity analysis of dynamic structural response is executed by AD that is a powerful technique for computing complex or implicit derivatives accurately and efficiently with minimal human effort. The efficiency and robustness of the IML algorithm, compared with a plain multi-level (PML) algorithm, is successfully demonstrated in the numerical examples.

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A LINE SEARCH TRUST REGION ALGORITHM AND ITS APPLICATION TO NONLINEAR PORTFOLIO PROBLEMS

  • Gu, Nengzhu;Zhao, Yan;Gao, Yan
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.233-243
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    • 2009
  • This paper concerns an algorithm that combines line search and trust region step for nonlinear optimization problems. Unlike traditional trust region methods, we incorporate the Armijo line search technique into trust region method to solve the subproblem. In addition, the subproblem is solved accurately, but instead solved by inaccurate method. If a trial step is not accepted, our algorithm performs the Armijo line search from the failed point to find a suitable steplength. At each iteration, the subproblem is solved only one time. In contrast to interior methods, the optimal solution is derived by iterating from outside of the feasible region. In numerical experiment, we apply the algorithm to nonlinear portfolio optimization problems, primary numerical results are presented.

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Real-Time Optimization for Mobile Robot Based on Algorithmic Control

  • Kobayashi, Tomoaki;Maenishi, Junichi;Imae, Joe;Zhai, Guisheng
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2102-2107
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    • 2005
  • In this paper, a real-time optimization method for nonlinear dynamical systems is proposed. The proposed method is based on the algorithms of numerical solutions for optimal control problems. We deal with a real-time collision-free motion control of a nonholonomic mobile robot, which has input restrictions of actuators. The effectiveness of the algorithmic method is demonstrated through numerical and experimental results. The mobile robot which we have developed is able to avoid moving obstacles skillfully. Therefore the proposed controller works well in real time.

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Design Optimization of a Staggered Dimpled Channel Using Neural Network Techniques (신경회로망기법을 사용한 엇갈린 딤플 유로의 최적설계)

  • Shin, Dong-Yoon;Kim, Kwang-Yong
    • The KSFM Journal of Fluid Machinery
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    • v.10 no.3 s.42
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    • pp.39-46
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    • 2007
  • This study presents a numerical procedure to optimize the shape of staggered dimple surface to enhance turbulent heat transfer in a rectangular channel. The RBNN method is used as an optimization technique with Reynolds-averaged Navier-Stokes analysis of fluid flow and heat transfer with shear stress transport (SST) turbulence model. The dimple depth-to-dimple print diameter (d/D), channel height-to-dimple print diameter ratio (H/D), and dimple print diameter-to-pitch ratio (D/S) are chosen as design variables. The objective function is defined as a linear combination of heat transfer related term and friction loss related term with a weighting factor. Latin Hypercube Sampling (LHS) is used to determine the training points as a mean of the design of experiment. The optimum shape shows remarkable performance in comparison with a reference shape.

Performance Analysis on the Design Variables of a Turbo Blower (터보블로어 설계인자의 성능특성 연구)

  • Jang, Choon-Man;Yang, Sang-Ho
    • The KSFM Journal of Fluid Machinery
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    • v.14 no.2
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    • pp.47-51
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    • 2011
  • This paper describes the shape optimization of a blower impeller used for a refuse collection system. Two design variables, which are used to define the blade angles of an impeller, are introduced to increase the blower performance. A blower efficiency is selected as an object function, and the shape optimization of the blade angles is performed by a response surface method (RSM). Three-dimensional Navier-Stokes equations are introduced to analyze the internal flow of the blower and to find the value of object function for the training data. Relatively good agreement between experimental measurements and numerical simulation is obtained in the present study. Throughout the shape optimization, blower efficiency for the optimal blade angles is successfully increased up to 3.6% compared with that of reference at the design flow rate. Detailed flow field inside the turbo blower is also analyzed and discussed.

Numerical Investigation for the Optimization of Two-Dimensional Adaptive Wall (2차원 적응벽면의 최적화에 관한 수치적 연구)

  • Chang B. H.;Chang K. S.
    • Journal of computational fluids engineering
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    • v.1 no.1
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    • pp.134-141
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    • 1996
  • Wall interference is one of the major obstacles to increase the model size and data accuracy. There have been many treatments for wall interference including interference correction and adaptive wall test section. Recently, two-flexible-walled adaptive wall test section is concluded adequate for three-dimensional test. But proper location of target line and pressure holes are critical to its success. In this study, a new adaptive algorithm which dispenses target line and dependency of pressure hole distribution is suggested. The wind tunnel and free air tests are simulated by the numerical computation of Euler equations. The optimum wall shape is achieved by two variable optimization which is composed of two base streamlines. The wall interference is reduced well in the optimized result which is not sensitive to the base streamlines.

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Design Optimization of an Impingement Jet on Concave Surface for Enhancement of Heat Transfer Performance (곡면에서의 열전달성능 향상을 위한 충돌제트의 최적설계)

  • Heo, M.W.;Lee, K.D.;Kim, K.Y.
    • 한국전산유체공학회:학술대회논문집
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    • 2011.05a
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    • pp.100-103
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    • 2011
  • In the present work, a numerical study of fluid flow and heat transfer on the concave surface with impinging jet has been performed by solving three-dimensional Reynods-averaged Naver-Stokes(RANS) equations. The constant temperature condition was applied to the concave impingement surface. The inclination angle of jet nozzle and the distance between jet nozzles are chosen as design variables under equivalent mass flow rate of working fluid into cooling channel, and area averaged Nusselt number on concave impingement surface is set as the objective function. Thirteen training points are obtained by Latin Hypercube sampling method, and the PEA model is constructed by using the objective function values at the trainging points. And, the sequential quadratic programming is used to search for the optimal paint from the PBA model. Through the optimization, the optimal shape shows improved heat transfer rate as compared to the reference geometry.

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Comparative Studies of Topology Optimization Using Continuous Approximation of Material Distribution (재료분포의 연속적인 근사를 이용한 위상최적설계 방법의 비교 연구)

  • Lim, Young-Seok;Yoo, Jeong-Hoon;Terada, Kenjiro;Nishiwaki, Shin-Ji;Min, Seung-Jae
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.30 no.2 s.245
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    • pp.164-170
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    • 2006
  • To prevent the numerical instabilities in topology optimization, continuous approximation of material distribution (CAMD) is proposed to the homogenization design method (HDM) and the simple isotropic material with penalization (SIMP) method. The continuous FE approximation of design variables including high order elements is applied to the formulation of SIMP method. Numerical examples are presented to compare the efficiency of CAMD both in HDM and SIMP.