• 제목/요약/키워드: optimization problems

검색결과 2,423건 처리시간 0.121초

Evaluation of Two Lagrangian Dual Optimization Algorithms for Large-Scale Unit Commitment Problems

  • Fan, Wen;Liao, Yuan;Lee, Jong-Beom;Kim, Yong-Kab
    • Journal of Electrical Engineering and Technology
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    • 제7권1호
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    • pp.17-22
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    • 2012
  • Lagrangian relaxation is the most widely adopted method for solving unit commitment (UC) problems. It consists of two steps: dual optimization and primal feasible solution construction. The dual optimization step is crucial in determining the overall performance of the solution. This paper intends to evaluate two dual optimization methods - one based on subgradient (SG) and the other based on the cutting plane. Large-scale UC problems with hundreds of thousands of variables and constraints have been generated for evaluation purposes. It is found that the evaluated SG method yields very promising results.

ON BOUNDEDNESS OF $\epsilon$-APPROXIMATE SOLUTION SET OF CONVEX OPTIMIZATION PROBLEMS

  • Kim, Gwi-Soo;Lee, Gue-Myung
    • Journal of applied mathematics & informatics
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    • 제26권1_2호
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    • pp.375-381
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    • 2008
  • Boundedness for the set of all the $\epsilon$-approximate solutions for convex optimization problems are considered. We give necessary and sufficient conditions for the sets of all the $\epsilon$-approximate solutions of a convex optimization problem involving finitely many convex functions and a convex semidefinite problem involving a linear matrix inequality to be bounded. Furthermore, we give examples illustrating our results for the boundedness.

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혼합이산형최적화기법을 이용한 뒷부벽식 옹벽의 최적설계 (Optimum Design of Counterforted Wall Using Mixed Discrete Optimization Method)

  • 이서영;김종옥
    • 한국농공학회:학술대회논문집
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    • 한국농공학회 2001년도 학술발표회 발표논문집
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    • pp.129-135
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    • 2001
  • The optimum design problems for the design of counterforted wall were formulated and computer programing to solve these problems were developed in this study. Both discrete optimization and continuous optimization method were applied to the design of counterforted wall and the results of these optimization methods were compared each other.

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A Note on Robust Combinatorial Optimization Problem

  • Park, Kyung-Chul;Lee, Kyung-Sik
    • Management Science and Financial Engineering
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    • 제13권1호
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    • pp.115-119
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    • 2007
  • In [1], robust combinatorial optimization problem is introduced, where a positive integer $\Gamma$ is used to control the degree of robustness. The proposed algorithm needs solutions of n+1 nominal problems. In this paper, we show that the number of problems needed reduces to $n+1-\Gamma$.

마이크로 유전알고리즘을 이용한 구조최적설계 및 응용에 관한 연구 (Micro Genetic Algorithms in Structural Optimization and Their Applications)

  • 김종헌;이종수;이형주;구본홍
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2002년도 봄 학술발표회 논문집
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    • pp.225-232
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    • 2002
  • Simple genetic algorithm(SGA) has been used to optimize a lot of structural optimization problems because it can optimize non-linear problems and obtain the global solution. But, because of large evolving populations during many generations, it takes a long time to calculate fitness. Therefore this paper applied micro-genetic algorithm(μ -GA) to structural optimization and compared results of μ -GA with results of SGA. Additionally, the Paper applied μ -GA to gate optimization problem for injection molds by using simulation program CAPA.

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조합최적화문제로 접근한 경제급전 알고리즘 개발 (Economic Dispatch Algorithm as Combinatorial Optimization Problems)

  • 민경일;이수원;최인규;문영현
    • 전기학회논문지
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    • 제58권8호
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    • pp.1485-1495
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    • 2009
  • This paper presents a novel approach to economic dispatch (ED) with nonconvex fuel cost function as combinatorial optimization problems (COP) while most of the conventional researches have been developed as function optimization problems (FOP). One nonconvex fuel cost function can be divided into several convex fuel cost functions, and each convex function can be regarded as a generation type (G-type). In that case, ED with nonconvex fuel cost function can be considered as COP finding the best case among all feasible combinations of G-types. In this paper, a genetic algorithm is applied to solve the COP, and the ${\lambda}-P$ function method is used to calculate ED for the fitness function of GA. The ${\lambda}-P$ function method is reviewed briefly and the GA procedure for COP is explained in detail. This paper deals with two kinds of ED problems, namely ED with multiple fuel units (EDMF) and ED with prohibited operating zones (EDPOZ). The proposed method is tested for all the ED problems, and the test results show an improvement in solution cost compared to the results obtained from conventional algorithms.

Multiobjective Genetic Algorithm for Scheduling Problems in Manufacturing Systems

  • Gen, Mitsuo;Lin, Lin
    • Industrial Engineering and Management Systems
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    • 제11권4호
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    • pp.310-330
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    • 2012
  • Scheduling is an important tool for a manufacturing system, where it can have a major impact on the productivity of a production process. In manufacturing systems, the purpose of scheduling is to minimize the production time and costs, by assigning a production facility when to make, with which staff, and on which equipment. Production scheduling aims to maximize the efficiency of the operation and reduce the costs. In order to find an optimal solution to manufacturing scheduling problems, it attempts to solve complex combinatorial optimization problems. Unfortunately, most of them fall into the class of NP-hard combinatorial problems. Genetic algorithm (GA) is one of the generic population-based metaheuristic optimization algorithms and the best one for finding a satisfactory solution in an acceptable time for the NP-hard scheduling problems. GA is the most popular type of evolutionary algorithm. In this survey paper, we address firstly multiobjective hybrid GA combined with adaptive fuzzy logic controller which gives fitness assignment mechanism and performance measures for solving multiple objective optimization problems, and four crucial issues in the manufacturing scheduling including a mathematical model, GA-based solution method and case study in flexible job-shop scheduling problem (fJSP), automatic guided vehicle (AGV) dispatching models in flexible manufacturing system (FMS) combined with priority-based GA, recent advanced planning and scheduling (APS) models and integrated systems for manufacturing.

An Efficient PSO Algorithm for Finding Pareto-Frontier in Multi-Objective Job Shop Scheduling Problems

  • Wisittipanich, Warisa;Kachitvichyanukul, Voratas
    • Industrial Engineering and Management Systems
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    • 제12권2호
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    • pp.151-160
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    • 2013
  • In the past decades, several algorithms based on evolutionary approaches have been proposed for solving job shop scheduling problems (JSP), which is well-known as one of the most difficult combinatorial optimization problems. Most of them have concentrated on finding optimal solutions of a single objective, i.e., makespan, or total weighted tardiness. However, real-world scheduling problems generally involve multiple objectives which must be considered simultaneously. This paper proposes an efficient particle swarm optimization based approach to find a Pareto front for multi-objective JSP. The objective is to simultaneously minimize makespan and total tardiness of jobs. The proposed algorithm employs an Elite group to store the updated non-dominated solutions found by the whole swarm and utilizes those solutions as the guidance for particle movement. A single swarm with a mixture of four groups of particles with different movement strategies is adopted to search for Pareto solutions. The performance of the proposed method is evaluated on a set of benchmark problems and compared with the results from the existing algorithms. The experimental results demonstrate that the proposed algorithm is capable of providing a set of diverse and high-quality non-dominated solutions.

Kriging 방법을 이용한 2차원 날개 형상 최적설계에 대한 연구 (A Study on 2-D Airfoil Design Optimization by Kriging)

  • 가재도;권장혁
    • 한국전산유체공학회지
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    • 제9권1호
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    • pp.34-40
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    • 2004
  • Recently with growth in the capability of super computers and Parallel computers, shape design optimization is becoming easible for real problems. Also, Computational Fluid Dynamics(CFD) techniques have been improved for higher reliability and higher accuracy. In the shape design optimization, analysis solvers and optimization schemes are essential. In this work, the Roe's 2nd-order Upwind TVD scheme and DADI time march with multigrid were used for the flow solution with the Euler equation and FDM(Finite Differenciation Method), GA(Genetic Algorithm) and Kriging were used for the design optimization. Kriging were applied to 2-D airfoil design optimization and compared with FDM and GA's results. When Kriging is applied to the nonlinear problems, satisfactory results were obtained. From the result design optimization by Kriging method appeared as good as other methods.

An Improved Harmony Search Algorithm and Its Application in Function Optimization

  • Tian, Zhongda;Zhang, Chao
    • Journal of Information Processing Systems
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    • 제14권5호
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    • pp.1237-1253
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    • 2018
  • Harmony search algorithm is an emerging meta-heuristic optimization algorithm, which is inspired by the music improvisation process and can solve different optimization problems. In order to further improve the performance of the algorithm, this paper proposes an improved harmony search algorithm. Key parameters including harmonic memory consideration (HMCR), pitch adjustment rate (PAR), and bandwidth (BW) are optimized as the number of iterations increases. Meanwhile, referring to the genetic algorithm, an improved method to generate a new crossover solutions rather than the traditional mechanism of improvisation. Four complex function optimization and pressure vessel optimization problems were simulated using the optimization algorithm of standard harmony search algorithm, improved harmony search algorithm and exploratory harmony search algorithm. The simulation results show that the algorithm improves the ability to find global search and evolutionary speed. Optimization effect simulation results are satisfactory.