• Title/Summary/Keyword: solution algorithm

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SMOOTHING APPROXIMATION TO l1 EXACT PENALTY FUNCTION FOR CONSTRAINED OPTIMIZATION PROBLEMS

  • BINH, NGUYEN THANH
    • Journal of applied mathematics & informatics
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    • v.33 no.3_4
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    • pp.387-399
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    • 2015
  • In this paper, a new smoothing approximation to the l1 exact penalty function for constrained optimization problems (COP) is presented. It is shown that an optimal solution to the smoothing penalty optimization problem is an approximate optimal solution to the original optimization problem. Based on the smoothing penalty function, an algorithm is presented to solve COP, with its convergence under some conditions proved. Numerical examples illustrate that this algorithm is efficient in solving COP.

Synthesis of binary phase computer generated hologram by usngin an efficient simulated annealing algorithm (효율적인 Simulated Annealing 알고리듬을 이용한 이진 위상 컴퓨터형성 홀로그램의 합성)

  • 김철수;김동호;김정우;배장근;이재곤;김수중
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.32A no.2
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    • pp.111-119
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    • 1995
  • In this paper, we propose an efficient SA(simulated annealing) algorithm for the synthesis of binary phase computer generated hologram. SA algorithm is a method to find the optimal solution through iterative technique. It is important that selecting cost function and parameters within this algorithm. The aplications of converentional SA algorithm to synthesize parameters within this algorithm. The applications of conventional SA algorithm to synthesize binary hologram have many problems because of inappropriate paramters and cost function. So, we propose a new cost function and a calculation technique of proper parameters required to achieve the optimal solution. Computer simulation results show that the proposed method is better than conventional method in terms of diffraction efficiency and reconstruction error. Also, we show the reconstructed images by the proposed method through optical esperiment.

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A Shaking Optimization Algorithm for Solving Job Shop Scheduling Problem

  • Abdelhafiez, Ehab A.;Alturki, Fahd A.
    • Industrial Engineering and Management Systems
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    • v.10 no.1
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    • pp.7-14
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    • 2011
  • In solving the Job Shop Scheduling Problem, the best solution rarely is completely random; it follows one or more rules (heuristics). The Genetic Algorithm (GA), Particle Swarm Optimization (PSO), Simulated Annealing, and Tabu search, which belong to the Evolutionary Computations Algorithms (ECs), are not efficient enough in solving this problem as they neglect all conventional heuristics and hence they need to be hybridized with different heuristics. In this paper a new algorithm titled "Shaking Optimization Algorithm" is proposed that follows the common methodology of the Evolutionary Computations while utilizing different heuristics during the evolution process of the solution. The results show that the proposed algorithm outperforms the GA, PSO, SA, and TS algorithms, while being a good competitor to some other hybridized techniques in solving a selected number of benchmark Job Shop Scheduling problems.

Some Theoretical Results on the Algorithm for the Tree-like Queueing Networks with Blocking (봉쇄가 존재하는 나무형태 대기행렬 네트워크 알고리듬의 이론적 고찰)

  • Lee, Hyo-Seong
    • Journal of the Korean Operations Research and Management Science Society
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    • v.22 no.4
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    • pp.51-69
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    • 1997
  • Recently Lee et al[5] developed an approximation algorithm for the performance evaluation of the open queueing networks with blocking. This algorithm, which solves the exponential queueing networks with general configuration is developed based on the symmetrical decomposition approach and is reported to have many advantages over the previous algorithmsf. In addition to being very accurate, this algorithm is reported to be quite simple, pretty fast and solves very general configurations. In this study, we show that if a network has a tree-like configurations, the algorithm developed by Lee at al, always converges to the unique solution. To prove the theoretical results pertaining to the algorithm, some properties associated with symmetrical decomposition approach are exploited. The results obtained in this study such as the proofs of convergence of the algorithm as well as uniquences of the solution would contribute to the theoretical study for the non-tandem configurating of open queueing network.

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Heuristic algorithm to assign job in inspection process (검사공정의 작업배분을 위한 휴리스틱 알고리즘 개발)

  • Lee, Seog-Hwan;Park, Seung-Hun
    • Journal of the Korea Safety Management & Science
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    • v.10 no.3
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    • pp.253-265
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    • 2008
  • In this paper, we developed a heuristic algorithm to assign job to workers in parallel line inspection process without sequence. Objective of assigning job in inspection process is only to assign job to workers evenly. But this objective needs much time and effort since there are many cases in assigning job and cases increase geometrically if the number of job and worker increases. In order to solve this problem, we proposed heuristic algorithm to assign job to workers evenly. Experiments of assigning job are performed to evaluate performance of this heuristic algorithm. The result shows that heuristic algorithm can find the optimal solution to assign job to workers evenly in many type of cases. Especially, in case there are more than two optimal solutions, this heuristic algorithm can find the optimal solution with 98% accuracy.

Heuristic algorithm to raise efficiency in clustering (군집의 효율향상을 위한 휴리스틱 알고리즘)

  • Lee, Seog-Hwan;Park, Seung-Hun
    • Journal of the Korea Safety Management & Science
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    • v.11 no.3
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    • pp.157-166
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    • 2009
  • In this study, we developed a heuristic algorithm to get better efficiency of clustering than conventional algorithms. Conventional clustering algorithm had lower efficiency of clustering as there were no solid method for selecting initial center of cluster and as they had difficulty in search solution for clustering. EMC(Expanded Moving Center) heuristic algorithm was suggested to clear the problem of low efficiency in clustering. We developed algorithm to select initial center of cluster and search solution systematically in clustering. Experiments of clustering are performed to evaluate performance of EMC heuristic algorithm. Squared-error of EMC heuristic algorithm showed better performance for real case study and improved greatly with increase of cluster number than the other ones.

A B-spline based Branch & Bound Algorithm for Global Optimization (전역 최적화를 위한 B-스플라인 기반의 Branch & Bound알고리즘)

  • Park, Sang-Kun
    • Korean Journal of Computational Design and Engineering
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    • v.15 no.1
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    • pp.24-32
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    • 2010
  • This paper introduces a B-spline based branch & bound algorithm for global optimization. The branch & bound is a well-known algorithm paradigm for global optimization, of which key components are the subdivision scheme and the bound calculation scheme. For this, we consider the B-spline hypervolume to approximate an objective function defined in a design space. This model enables us to subdivide the design space, and to compute the upper & lower bound of each subspace where the bound calculation is based on the LHS sampling points. We also describe a search tree to represent the searching process for optimal solution, and explain iteration steps and some conditions necessary to carry out the algorithm. Finally, the performance of the proposed algorithm is examined on some test problems which would cover most difficulties faced in global optimization area. It shows that the proposed algorithm is complete algorithm not using heuristics, provides an approximate global solution within prescribed tolerances, and has the good possibility for large scale NP-hard optimization.

A Weapon Assignment Algorithm Using the Munkres Optimal Assignment Method (Munkres 최적할당 기법을 적용한 무기할당 알고리즘)

  • Kim, Ji-Eun;Shin, Jin-Hwa;Cho, Kil-Seok
    • Journal of the Korea Institute of Military Science and Technology
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    • v.13 no.1
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    • pp.1-8
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    • 2010
  • This paper presents global and optimal solution for weapon assignment problems using the Munkres assignment algorithm. We propose a new modeling method of weapon assignment problems concerning some constraints of weapon systems. In this paper, we compares the Munkres weapon assignment algorithm with two other algorithms employing a search tree model in terms of computational complexity and performance. One is an optimal algorithm using exhausted search and the other is a greedy algorithm which selects the first search result as a solution. The experiment results show that the Munkres weapon assignment algorithm has better performance and less computational complexity in comparison with the two other algorithms.

An Optimal Algorithm for Aircraft Scheduling Problem by Column Generation (열(列) 생성(生成) 기법(技法)에 의한 항공기(航空機) 운항계획(運航計劃) 문제(問題)의 최적해법(最適解法))

  • Ki, Jae-Seug;Kang, Maing-Kyu
    • Journal of Korean Institute of Industrial Engineers
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    • v.19 no.4
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    • pp.13-22
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    • 1993
  • The aircraft scheduling, which is used to determine flight frequency, departure times and aircraft type assignments, is main problem of airline's planning. This paper proposes a new algorithm for aircraft scheduling that is to maximize airline profits. This paper proposes a column generation algorithm to get an optimal solution of the continous relaxation not using all the feasible variables, but using only a limited number of variables that is generated whenever it is necessary. Using this algorithm, proposes an optimal algorithm to get an optimal integer solution of aircraft scheduling problem efficiently. The effectiveness of the column generation algorithm and the optimal algorithm is illustrated by the computational results obtained from a series of real airline problems.

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OD trip matrix estimation from urban link traffic counts (comparison with GA and SAB algorithm) (링크관측교통량을 이용한 도시부 OD 통행행렬 추정 (GA와 SAB 알고리즘의 비교를 중심으로))

  • 백승걸;김현명;임용택;임강원
    • Journal of Korean Society of Transportation
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    • v.18 no.6
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    • pp.89-99
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    • 2000
  • To cope with the limits of conventional O-D trip matrix collecting methods, several approaches have been developed. One of them is bilevel Programming method Proposed by Yang(1995), which uses Sensitivity Analysis Based(SAB) algorithm to solve Generalized Least Square(GLS) problem. However, the SAB a1gorithm has revealed two critical short-comings. The first is that when there exists a significant difference between target O-D matrix and true O-D matrix, SAB algorithm may not produce correct solution. This stems from the heavy dependance on the historical O-D information, in special when gravel Patterns are dramatically changed. The second is the assumption of iterative linear approximation to original Problem. Because of the approximation, SAB algorithm has difficulty in converging to Perfect Stackelberg game condition. So as to avoid the Problems. we need a more robust and stable solution method. The main purpose of this Paper is to show the problem of the dependency of Previous models and to Propose an alternative solution method to handle it. The Problem of O-D matrix estimation is intrinsically nonlinear and nonconvex. thus it has multiple solutions. Therefore it is necessary to require a method for searching globa1 solution. In this paper, we develop a solution algorithm combined with genetic algorithm(GA) , which is widely used as probabilistic global searching method To compare the efficiency of the algorithm, SAB algorithm suggested by Yang et al. (1992,1995) is used. From the results of numerical example, the Proposed algorithm is superior to SAB algorithm irrespective of travel patterns.

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