• Title/Summary/Keyword: stochastic cost optimization

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Optimal Design of Municipal Water Distribution System (관수로 시스템의 최적설계)

  • Ahn, Tae Jin;Park, Jung Eung
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.14 no.6
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    • pp.1375-1383
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    • 1994
  • The water distribution system problem consists of finding a minimum cost system design subject to hydraulic and operational constraints. Since the municipal water distribution system problem is nonconvex with multiple local minima, classical optimization methods find a local optimum. An outer flow search - inner optimization procedure is proposed for choosing a better local minimum for the water distribution systems. The pipe network is judiciously subjected to the outer search scheme which chooses alternative flow configurations to find an optimal flow division among pipes. Because the problem is nonconvex, a global search scheme called Stochastic Probing method is employed to permit a local optimum seeking method to migrate among various local minima. A local minimizer is employed for the design of least cost diameters for pipes in the network. The algorithm can also be employed for optimal design of parallel expansion of existing networks. In this paper one municipal water distribution system is considered. The optimal solutions thus found have significantly smaller costs than the ones reported previously by other researchers.

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Optimal Location of FACTS Devices Using Adaptive Particle Swarm Optimization Hybrid with Simulated Annealing

  • Ajami, Ali;Aghajani, Gh.;Pourmahmood, M.
    • Journal of Electrical Engineering and Technology
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    • v.5 no.2
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    • pp.179-190
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    • 2010
  • This paper describes a new stochastic heuristic algorithm in engineering problem optimization especially in power system applications. An improved particle swarm optimization (PSO) called adaptive particle swarm optimization (APSO), mixed with simulated annealing (SA), is introduced and referred to as APSO-SA. This algorithm uses a novel PSO algorithm (APSO) to increase the convergence rate and incorporate the ability of SA to avoid being trapped in a local optimum. The APSO-SA algorithm efficiency is verified using some benchmark functions. This paper presents the application of APSO-SA to find the optimal location, type and size of flexible AC transmission system devices. Two types of FACTS devices, the thyristor controlled series capacitor (TCSC) and the static VAR compensator (SVC), are considered. The main objectives of the presented method are increasing the voltage stability index and over load factor, decreasing the cost of investment and total real power losses in the power system. In this regard, two cases are considered: single-type devices (same type of FACTS devices) and multi-type devices (combination of TCSC, SVC). Using the proposed method, the locations, type and sizes of FACTS devices are obtained to reach the optimal objective function. The APSO-SA is used to solve the above non.linear programming optimization problem for better accuracy and fast convergence and its results are compared with results of conventional PSO. The presented method expands the search space, improves performance and accelerates to the speed convergence, in comparison with the conventional PSO algorithm. The optimization results are compared with the standard PSO method. This comparison confirms the efficiency and validity of the proposed method. The proposed approach is examined and tested on IEEE 14 bus systems by MATLAB software. Numerical results demonstrate that the APSO-SA is fast and has a much lower computational cost.

Design of Steel Structures Using the Neural Networks with Improved Learning (개선된 인공신경망의 학습방법에 의한 강구조물의 설계)

  • Choi, Byoung Han;Lim, Jung Hwan
    • Journal of Korean Society of Steel Construction
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    • v.17 no.6 s.79
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    • pp.661-672
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    • 2005
  • For the efficient stochastic optimization of steel structures for which a large number of analyses is required, artificial neural networks,which have emerged as a powerful tool that could have been used to replace time-consuming procedures in many scientific or engineering applications, are applied. They are utilized for the solution of the equilibrium equations resulting from the application of the finite element method in connection with the reanalysis type of problem, for which a large number of finite element analyses are required in this study. As such, the use of artificial neural networks to predict finite element analysis outputs simplifies and facilitates the performance of the stochastic optimal design of structural systems where a trained neural network is used to replace the structural reanalysis phase. Moreover, to improve efficiency of used artificial neural networks, genetic algorithm is utilized. The stochastic optimizer used in this study is an algorithm based on the evolution theory. The efficiency of the proposed procedure is examined in problems with both volume (weight) functions and real-world cost functions

Optimization Methodology for Sales and Operations Planning by Stochastic Programming under Uncertainty : A Case Study in Service Industry (불확실성하에서의 확률적 기법에 의한 판매 및 실행 계획 최적화 방법론 : 서비스 산업)

  • Hwang, Seon Min;Song, Sang Hwa
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.39 no.4
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    • pp.137-146
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    • 2016
  • In recent years, business environment is faced with multi uncertainty that have not been suffered in the past. As supply chain is getting expanded and longer, the flow of information, material and production is also being complicated. It is well known that development service industry using application software has various uncertainty in random events such as supply and demand fluctuation of developer's capcity, project effective date after winning a contract, manpower cost (or revenue), subcontract cost (or purchase), and overrun due to developer's skill-level. This study intends to social contribution through attempts to optimize enterprise's goal by supply chain management platform to balance demand and supply and stochastic programming which is basically applied in order to solve uncertainty considering economical and operational risk at solution supplier. In Particular, this study emphasizes to determine allocation of internal and external manpower of developers using S&OP (Sales & Operations Planning) as monthly resource input has constraint on resource's capability that shared in industry or task. This study is to verify how Stochastic Programming such as Markowitz's MV (Mean Variance) model or 2-Stage Recourse Model is flexible and efficient than Deterministic Programming in software enterprise field by experiment with process and data from service industry which is manufacturing software and performing projects. In addition, this study is also to analysis how profit and labor input plan according to scope of uncertainty is changed based on Pareto Optimal, then lastly it is to enumerate limitation of the study extracted drawback which can be happened in real business environment and to contribute direction in future research considering another applicable methodology.

The Optimal Design of gas oven assembly line with the Simulation and Evolution Strategy (시물레이션과 진화 전략을 이용한 가스 오븐 조립라인의 최적 설계)

  • Kim, Kyung-Rok;Lee, Hong-Chul
    • Proceedings of the KAIS Fall Conference
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    • 2009.12a
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    • pp.715-718
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    • 2009
  • The assembly line is one of the typical process hard to analyze with mathematical methods including even stochastic approaches, because it includes many manual operations varying drastically depending on operators' skills. In this paper, we suggest the simulation optimization method to design the optimal assembly line of a gas oven. To achieve the optimal design, firstly, we modeled the real gas oven assembly line with actual data, such as assembly procedures, operation rules, and other input parameters and so on. Secondly, we build some alternatives to enhance the line performance based on business rules and other parameters. The DOE(Design Of Experiment) techniques were used for testing alternatives under various situations. Each alternatives performed optimization process with evolution strategy; one of the GA(Genetic Algorithm) techniques. As a result, we can make about 7% of throughputs up with the same time and cost. By this process, we expect the assembly line can obtain the solution compatible with their own problems.

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A Stochastic Optimization Model for Equipment Replacement Considering Life Uncertainty (수명의 불확실성을 반영한 추계학적 장비 대체시기 결정모형)

  • 박종인;김승권
    • Journal of the military operations research society of Korea
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    • v.29 no.2
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    • pp.100-110
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    • 2003
  • Equipment replacement policy may not be defined with certainty, because physical states of any technological system may not be determined with foresight. This paper presents Markov Decision Process(MDP) model for army equipment which is subject to the uncertainty of deterioration and ultimately to failure. The components of the MDP model is defined as follows: ⅰ) state is identified as the age of the equipment, ⅱ) actions are classified as 'keep' and 'replace', ⅲ) cost is defined as the expected cost per unit time associated with 'keep' and 'replace' actions, ⅳ) transition probability is derived from Weibull distribution. Using the MDP model, we can determine the optimal replacement policy for an army equipment replacement problem.

Establishment of Preventive Maintenance Planning for Generation Facility Considering Cost (비용을 고려한 발전설비의 예방유지보수 계획 수립)

  • Kim, Hung-Jun;Shin, Jun-Seok;Kim, Jin-O;Kim, Hyung-Chul
    • Proceedings of the Korean Institute of IIIuminating and Electrical Installation Engineers Conference
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    • 2007.05a
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    • pp.328-333
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    • 2007
  • Traditional maintenance planning is based on a constant maintenance interval for equipment life. In order to consider economic aspect for tm based preventive maintenance, preventive maintenance is desirable to be scheduled by RCM(Reliability-Centered Maintenance) evaluation. The main objective of RCM is to reduce the maintenance cost, by focusing on the most important functions of the system and avoiding or removing maintenance actions that are not strictly necessary. So, Markov state model is utilized considering stochastic state in RCM In this paper, a Markov state model much can be used for scheduling and optimization of maintenance is presented. The deterioration process of system condition is modeled by the stepwise Markov model in detail. Also, because the system is not continuously monitored, the inspection is considered. In case study, simulation results about RCM will be shown using the real historical data of combustion turbine generating unit in Korean power systems.

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Optimization and reasoning for Discrete Event System in a Temporal Logic Frameworks (시간논리구조에서 이산사건시스템의 최적화 및 추론)

  • 황형수;정용만
    • Journal of the Korean Institute of Intelligent Systems
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    • v.7 no.2
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    • pp.25-33
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    • 1997
  • A DEDS is a system whose states change in response to the occurence of events from a predefined event set. In this paper, we consider the optimal control and reasoning problem for Discrete Event Systems(DES) in the Temporal Logic Framework(TEL) which have been recnetly defined. The TLE is enhanced with objective functions(event cost indices) and a measurement space is alos deined. A sequence of event which drive the system form a give initial state to a given final state is generated by minimizing a cost functioin index. Our research goal is the reasoning of optimal trajectory and the design of the optimal controller for DESs. This procedure could be guided by the heuristic search methods. For the heuristic search, we suggested the Stochastic Ruler algorithm, instead of the A algorithm with difficulties as following ; the uniqueness of solutions, the computational complexity and how to select a heuristic function. This SR algorithm is used for solving the optimal problem. An example is shown to illustrate our results.

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Stochastic River Water Quality Management by Dynamic Programming (동적계획법을 이용한 추계학적 하천수질관리)

  • Cho, Jae-Heon
    • Journal of Korean Society of Water and Wastewater
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    • v.11 no.3
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    • pp.87-95
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    • 1997
  • A river water quality management model was made by Dynamic programming. This model optimizes the wastewater treatment cost of the application area, and computed water quality with it must meet the water quality standard. And this model takes into consideration tributary input, wastewater treatment plant effluent, withdrawls for several purposes. Modified Streeter-Phelps equation was used to calculate BOD and DO. Optimization problem was solved with particular exceedance probability flow, and the water quality of each point was calculated with the decided treatment efficiencies. At that time, the probability satisfying the water quality standard of constraints to the exceedance probability of the flow. The developed model was applied to the lower part of the Han-River. The reliability to meet the water quality standard is 70 % when 4 wastewater treatment plants of Seoul City are operated by activated sludge system at autumn of the year 2001. Treatment cost of this case is 121.288 billion won per year.

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A Synchronized Job Assignment Model for Manual Assembly Lines Using Multi-Objective Simulation Integrated Hybrid Genetic Algorithm (MO-SHGA) (다목적 시뮬레이션 통합 하이브리드 유전자 알고리즘을 사용한 수동 조립라인의 동기 작업 모델)

  • Imran, Muhammad;Kang, Changwook
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.40 no.4
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    • pp.211-220
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    • 2017
  • The application of the theoretical model to real assembly lines has been one of the biggest challenges for researchers and industrial engineers. There should be some realistic approach to achieve the conflicting objectives on real systems. Therefore, in this paper, a model is developed to synchronize a real system (A discrete event simulation model) with a theoretical model (An optimization model). This synchronization will enable the realistic optimization of systems. A job assignment model of the assembly line is formulated for the evaluation of proposed realistic optimization to achieve multiple conflicting objectives. The objectives, fluctuation in cycle time, throughput, labor cost, energy cost, teamwork and deviation in the skill level of operators have been modeled mathematically. To solve the formulated mathematical model, a multi-objective simulation integrated hybrid genetic algorithm (MO-SHGA) is proposed. In MO-SHGA each individual in each population acts as an input scenario of simulation. Also, it is very difficult to assign weights to the objective function in the traditional multi-objective GA because of pareto fronts. Therefore, we have proposed a probabilistic based linearization and multi-objective to single objective conversion method at population evolution phase. The performance of MO-SHGA is evaluated with the standard multi-objective genetic algorithm (MO-GA) with both deterministic and stochastic data settings. A case study of the goalkeeping gloves assembly line is also presented as a numerical example which is solved using MO-SHGA and MO-GA. The proposed research is useful for the development of synchronized human based assembly lines for real time monitoring, optimization, and control.