• Title/Summary/Keyword: stochastic cost optimization

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A Two-Stage Stochastic Approach to the Artillery Fire Sequencing Problem (2단계 추계학적 야전 포병 사격 순서 결정 모형에 관한 연구)

  • Jo, Jae-Young
    • Journal of the military operations research society of Korea
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    • v.31 no.2
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    • pp.28-44
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    • 2005
  • The previous studies approach the field artillery fire scheduling problem as deterministic and do not explicitly include information on the potential scenario changes. Unfortunately, the effort used to optimize fire sequences and reduce the total time of engagement is often inefficient as the collected military intelligence changes. Instead of modeling the fire sequencing problem as deterministic model, we consider a stochastic artillery fire scheduling model and devise a solution methodology to integrate possible enemy attack scenarios in the evaluation of artillery fire sequences. The goal is to use that information to find robust solutions that withstand disruptions in a better way, Such an approach is important because we can proactively consider the effects of certain unique scheduling decisions. By identifying more robust schedules, cascading delay effects will be minimized. In this paper we describe our stochastic model for the field artillery fire sequencing problem and offer revised robust stochastic model which considers worst scenario first. The robust stochastic model makes the solution more stable than the general two-stage stochastic model and also reduces the computational cost dramatically. We present computational results demonstrating the effectiveness of our proposed method by EVPI, VSS, and Variances.

Optimum Structural Design of Tankers Using Multi-objective Optimization Technique (다목적함수 최적화기법을 이용한 유조선의 최적구조설계)

  • 신상훈;장창두;송하철
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.15 no.4
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    • pp.591-598
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    • 2002
  • In the ship structural design, the material cost of hull weight and the overall cost of construction processes should be minimized considering safety and reliability. In the past, minimum weight design has been mainly focused on reducing material cost and increasing dead weight reflect the interests of a ship's owner. But, in the past experience, the minimum weight design has been inevitably lead to increasing the construction cost. Therefore, it is necessary that the designer of ship structure should consider both structural weight and construction cost. In this point of view, multi-objective optimization technique is proposed to design the ship structure in this study. According to the proposed algorithm, the results of optimization were compared to the structural design of actual VLCC(Very Large Crude Oil Carrier). Objective functions were weight cost and construction cost of VLCC, and ES(Evolution Strategies), one of the stochastic search methods, was used as an optimization solver. For the scantlings of members and the estimations of objectives, classification rule was adopted for the longitudinal members, and the direct calculation method, GSDM(Generalized Slope Deflection Method), lot the transverse members. To choose the most economical design point among the results of Pareto optimal set, RFR(Required Freight Rate) was evaluated for each Pareto point, and compared to actual ship.

Optimal Electric Energy Subscription Policy for Multiple Plants with Uncertain Demand

  • Nilrangsee, Puvarin;Bohez, Erik L.J.
    • Industrial Engineering and Management Systems
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    • v.6 no.2
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    • pp.106-118
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    • 2007
  • This paper present a new optimization model to generate aggregate production planning by considering electric cost. The new Time Of Switching (TOS) electric type is introduced by switching over Time Of Day (TOD) and Time Of Use (TOU) electric types to minimize the electric cost. The fuzzy demand and Dynamic inventory tracking with multiple plant capacity are modeled to cover the uncertain demand of customer. The constraint for minimum hour limitation of plant running per one start up event is introduced to minimize plants idle time. Furthermore; the Optimal Weight Moving Average Factor for customer demand forecasting is introduced by monthly factors to reduce forecasting error. Application is illustrated for multiple cement mill plants. The mathematical model was formulated in spreadsheet format. Then the spreadsheet-solver technique was used as a tool to solve the model. A simulation running on part of the system in a test for six months shows the optimal solution could save 60% of the actual cost.

A Study on Optimal Economic Operation of Hydro-reservoir System by Stochastic Dynamic Programming with Weekly Interval (주간 단위로한 확률론적 년간 최적 저수지 경제 운용에 관한 연구)

  • Song, Gil-Yong;Kim, Yeong-Tae;Han, Byeong-Yul
    • Proceedings of the KIEE Conference
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    • 1987.11a
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    • pp.106-108
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    • 1987
  • Until now, inflow has been handled an independent log-normal random variable in the problem of planning the long-term operation of a multi-reservoir hydrothermal electric power generation system. This paper introduces the detail study for making rule curve by applying weekly time interval for handling inflows. The hydro system model consists of a set of reservoirs and ponds. Thermal units are modeld by one equivalent thermal unit. Objective is minimizing the total cost that the summation of the fuel cost of equivalent thermal unit at each time interval. For optimization, stochastic dynamic programming(SDP) algorithm using successive approximations is used.

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A Stochastic Model for Optimizing Offshore Oil Production Under Uncertainty (불확실성하의 해양석유생산 최적화를 위한 추계적 모형)

  • Ku, Ji-Hye;Kim, Si-Hwa
    • Journal of Navigation and Port Research
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    • v.43 no.6
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    • pp.462-468
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    • 2019
  • Offshore oil production faces several difficulties caused by oil price decline and unexpected changes in the global petroleum logistics. This paper suggests a stochastic model for optimizing the offshore oil production under uncertainty. The proposed model incorporates robust optimization and restricted recourse framework, and uses the lower partial mean as the measure of variability of the recourse profit. Some computational experiments and results based on the proposed model using scenario-based data on the crude oil price and demand under uncertainty are examined and presented. This study would be meaningful in decision-making for the offshore oil production problem considering risks under uncertainty.

Differential Burn-in and Reliability Screening Policy Using Yield Information Based on Spatial Stochastic Processes (공간적 확률 과정 기반의 수율 정보를 이용한 번인과 신뢰성 검사 정책)

  • Hwang, Jung Yoon;Shim, Younghak
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.35 no.4
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    • pp.1-9
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    • 2012
  • Decisions on reliability screening rules and burn-in policies are determined based on the estimated reliability. The variability in a semiconductor manufacturing process does not only causes quality problems but it also makes reliability estimation more complicated. This study investigates the nonuniformity characteristics of integrated circuit reliability according to defect density distribution within a wafer and between wafers then develops optimal burn-in policy based on the estimated reliability. New reliability estimation model based on yield information is developed using a spatial stochastic process. Spatial defect density variation is reflected in the reliability estimation, and the defect densities of each die location are considered as input variables of the burn-in optimization. Reliability screening and optimal burn-in policy subject to the burn-in cost minimization is examined, and numerical experiments are conducted.

Numerical evaluation of gamma radiation monitoring

  • Rezaei, Mohsen;Ashoor, Mansour;Sarkhosh, Leila
    • Nuclear Engineering and Technology
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    • v.51 no.3
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    • pp.807-817
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    • 2019
  • Airborne Gamma Ray Spectrometry (AGRS) with its important applications such as gathering radiation information of ground surface, geochemistry measuring of the abundance of Potassium, Thorium and Uranium in outer earth layer, environmental and nuclear site surveillance has a key role in the field of nuclear science and human life. The Broyden-Fletcher-Goldfarb-Shanno (BFGS), with its advanced numerical unconstrained nonlinear optimization in collaboration with Artificial Neural Networks (ANNs) provides a noteworthy opportunity for modern AGRS. In this study a new AGRS system empowered by ANN-BFGS has been proposed and evaluated on available empirical AGRS data. To that effect different architectures of adaptive ANN-BFGS were implemented for a sort of published experimental AGRS outputs. The selected approach among of various training methods, with its low iteration cost and nondiagonal scaling allocation is a new powerful algorithm for AGRS data due to its inherent stochastic properties. Experiments were performed by different architectures and trainings, the selected scheme achieved the smallest number of epochs, the minimum Mean Square Error (MSE) and the maximum performance in compare with different types of optimization strategies and algorithms. The proposed method is capable to be implemented on a cost effective and minimum electronic equipment to present its real-time process, which will let it to be used on board a light Unmanned Aerial Vehicle (UAV). The advanced adaptation properties and models of neural network, the training of stochastic process and its implementation on DSP outstands an affordable, reliable and low cost AGRS design. The main outcome of the study shows this method increases the quality of curvature information of AGRS data while cost of the algorithm is reduced in each iteration so the proposed ANN-BFGS is a trustworthy appropriate model for Gamma-ray data reconstruction and analysis based on advanced novel artificial intelligence systems.

OPTIMAL DESIGN FOR CAPACITY EXPANSION OF EXISTING WATER SUPPLY SYSTEM

  • Ahn, Tae-Jin;Lyu, Heui-Jeong;Park, Jun-Eung;Yoon, Yong-Nam
    • Water Engineering Research
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    • v.1 no.1
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    • pp.63-74
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    • 2000
  • This paper presents a two- phase search scheme for optimal pipe expansion of expansion of existing water distribution systems. In pipe network problems, link flows affect the total cost of the system because the link flows are not uniquely determined for various pipe diameters. The two-phase search scheme based on stochastic optimization scheme is suggested to determine the optimal link flows which make the optimal design of existing pipe network. A sample pipe network is employed to test the proposed method. Once the best tree network is obtained, the link flows are perturbed to find a near global optimum over the whole feasible region. It should be noted that in the perturbation stage the loop flows obtained form the sample existing network are employed as the initial loop flows of the proposed method. It has been also found that the relationship of cost-hydraulic gradient for pipe expansion of existing network affects the total cost of the sample network. The results show that the proposed method can yield a lower cost design than the conventional design method and that the proposed method can be efficiently used to design the pipe expansion of existing water distribution systems.

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Evaluation for Charging effects of Plug-in Electrical Vehicles in Power System considering Optimal Charging scenarios (전기자동차의 충전부하특성 모델링 및 충전 시나리오에 따른 계통평가)

  • Moon, Sang-Keun;Kim, Sung-Yul;Kin, Jin-O
    • Proceedings of the KIEE Conference
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    • 2011.07a
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    • pp.298-299
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    • 2011
  • The impacts of EV charging demands on power system such as increased peak demands may be developed by means of modeling a stochastic distribution of charging and a demand dispatch calculation. Optimization processes are proposed to determine optimal demand distribution portions so that charging costs and demands can be managed optimally. There are two optimization methods which have different effects on the outcome. These focus either on the Electric vehicle customer side (cost optimization) or the System Operator side (Load-weighted optimization).

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Adaptive Cross-Layer Resource Optimization in Heterogeneous Wireless Networks with Multi-Homing User Equipments

  • Wu, Weihua;Yang, Qinghai;Li, Bingbing;Kwak, Kyung Sup
    • Journal of Communications and Networks
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    • v.18 no.5
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    • pp.784-795
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    • 2016
  • In this paper, we investigate the resource allocation problem in time-varying heterogeneous wireless networks (HetNet) with multi-homing user equipments (UE). The stochastic optimization model is employed to maximize the network utility, which is defined as the difference between the HetNet's throughput and the total energy consumption cost. In harmony with the hierarchical architecture of HetNet, the problem of stochastic optimization of resource allocation is decomposed into two subproblems by the Lyapunov optimization theory, associated with the flow control in transport layer and the power allocation in physical (PHY) layer, respectively. For avoiding the signaling overhead, outdated dynamic information, and scalability issues, the distributed resource allocation method is developed for solving the two subproblems based on the primal-dual decomposition theory. After that, the adaptive resource allocation algorithm is developed to accommodate the timevarying wireless network only according to the current network state information, i.e. the queue state information (QSI) at radio access networks (RAN) and the channel state information (CSI) of RANs-UE links. The tradeoff between network utility and delay is derived, where the increase of delay is approximately linear in V and the increase of network utility is at the speed of 1/V with a control parameter V. Extensive simulations are presented to show the effectiveness of our proposed scheme.