• Title/Summary/Keyword: stochastic cost optimization

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Structural Optimization Using Tabu Search in Discrete Design Space (타부탐색을 이용한 이산설계공간에서의 구조물의 최적설계)

  • Lee, Kwon-Hee;Joo, Won-Sik
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.27 no.5
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    • pp.798-806
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    • 2003
  • Structural optimization has been carried out in continuous or discrete design space. Methods for continuous design have been well developed though they are finding the local optima. On the contrary, the existing methods for discrete design are extremely expensive in computational cost or not robust. In this research, an algorithm using tabu search is developed fur the discrete structural designs. The tabu list and the neighbor function of the Tabu concepts are introduced to the algorithm. It defines the number of steps, the maximum number for random searches and the stop criteria. A tabu search is known as the heuristic approach while genetic algorithm and simulated annealing algorithm are attributed to the stochastic approach. It is shown that an algorithm using the tabu search with random moves has an advantage of discrete design. Furthermore, the suggested method finds the reliable optimum for the discrete design problems. The existing tabu search methods are reviewed. Subsequently, the suggested method is explained. The mathematical problems and structural design problems are investigated to show the validity of the proposed method. The results of the structural designs are compared with those from a genetic algorithm and an orthogonal array design.

Optimization of Mutual Information for Multiresolution Image Registration (다해상도 영상정합을 위한 상호정보 최적화)

  • Hong, Helen;Kim, Myoung-Hee
    • Journal of the Korea Computer Graphics Society
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    • v.7 no.1
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    • pp.37-49
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    • 2001
  • We propose an optimization of mutual information for multiresolution image registration to represent useful information as integrated form obtaining from complementary information of multi modality images. The method applies mutual information as cost function to measure the statistical dependency or information redundancy between the image intensities of corresponding pixels in both images, which is assumed to be maximal if the images are geometrically aligned. As experimental results we validate visual inspection for accuracy, changning initial condition and addictive noise for robustness. Since our method uses the native image rather than prior feature extraction, few user interaction is required to perform the registration. In addition it leads to robust density estimation and convergence as applying non-parametric density estimation and stochastic multiresolution optimization.

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Evaluation of the Charging effects of Plug-in Electrical Vehicles on Power Systems, taking Into account Optimal Charging Scenarios (전기자동차의 충전부하 모델링 및 충전 시나리오에 따른 전력계통 평가)

  • Moon, Sang-Keun;Gwak, Hyeong-Geun;Kim, Jin-O
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.61 no.6
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    • pp.783-790
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    • 2012
  • Electric Vehicles(EVs) and Plug-in Hybrid Electric Vehicles(PHEVs) which have the grid connection capability, represent an important power system issue of charging demands. Analyzing impacts EVs charging demands of the power system such as increased peak demands, developed by means of modeling a stochastic distribution of charging and a demand dispatch calculation. Optimization processes proposed to determine optimal demand distribution portions so that charging costs and demand can possibly be managed. In order to solve the problems due to increasing charging demand at the peak time, alternative electricity rate such as Time-of-Use(TOU) rate has been in effect since last year. The TOU rate would in practice change the tendencies of charging time at the peak time. Nevertheless, since it focus only minimizing costs of charging from owners of the EVs, loads would be concentrated at times which have a lowest charging rate and would form a new peak load. The purpose of this paper is that to suggest a scenario of load leveling for a power system operator side. In case study results, the vehicles as regular load with time constraints, battery charging patterns and changed daily demand in the charging areas are investigated and optimization results are analyzed regarding cost and operation aspects by determining optimal demand distribution portions.

Parametric Optimization Procedure for Robust Flight Control System Design

  • Tunik, Anatol A.;Ryu, Hyeok;Lee, Hae-Chang
    • International Journal of Aeronautical and Space Sciences
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    • v.2 no.2
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    • pp.95-107
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    • 2001
  • This paper is devoted to the parameter optimization of unmanned aerial vehicle's (UAV) flight control laws. Optimization procedure is based on the ideas of mixed $H_2/H_{\infty}$ control of multi-model plants. By using this approach, some partial $H_2$-terms defining the performance of nominal and parametrically perturbed Flight Control System (FCS) responses to deterministic command signals in stochastic atmosphere as well as $H_{\infty}$-terms defining robustness of the FCS can be incorporated in the composite cost function. Special penalty function imposed on the location of closed-loop system's poles keeps the speed of response and oscillatory properties for both nominal and perturbed FCS in reasonable limits. That is the reason why this procedure may provide reasonable trade-off between the performance and robustness of FCS that are very important especially for UAV. Its practical importance is illustrated by case studies of lateral and longitudinal control of small UAV.

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Genetic Algorithm-Based Coordinated Replenishment in Multi-Item Inventory Control

  • Nagasawa, Keisuke;Irohara, Takashi;Matoba, Yosuke;Liu, Shuling
    • Industrial Engineering and Management Systems
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    • v.12 no.3
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    • pp.172-180
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    • 2013
  • We herein consider a stochastic multi-item inventory management problem in which a warehouse sells multiple items with stochastic demand and periodic replenishment from a supplier. Inventory management requires the timing and amounts of orders to be determined. For inventory replenishment, trucks of finite capacity are available. Most inventory management models consider either a single item or assume that multiple items are ordered independently, and whether there is sufficient space in trucks. The order cost is commonly calculated based on the number of carriers and the usage fees of carriers. In this situation, we can reduce future shipments by supplementing items to an order, even if the item is not scheduled to be ordered. On the other hand, we can reduce the average number of items in storage by reducing the order volume and at the risk of running out of stock. The primary variables of interest in the present research are the average number of items in storage, the stock-out volume, and the number of carriers used. We formulate this problem as a multi-objective optimization problem. In a numerical experiment based on actual shipment data, we consider the item shipping characteristics and simulate the warehouse replenishing items coordinately. The results of the simulation indicate that applying a conventional ordering policy individually will not provide effective inventory management.

Transit Frequency Optimization with Variable Demand Considering Transfer Delay (환승지체 및 가변수요를 고려한 대중교통 운행빈도 모형 개발)

  • Yu, Gyeong-Sang;Kim, Dong-Gyu;Jeon, Gyeong-Su
    • Journal of Korean Society of Transportation
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    • v.27 no.6
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    • pp.147-156
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    • 2009
  • We present a methodology for modeling and solving the transit frequency design problem with variable demand. The problem is described as a bi-level model based on a non-cooperative Stackelberg game. The upper-level operator problem is formulated as a non-linear optimization model to minimize net cost, which includes operating cost, travel cost and revenue, with fleet size and frequency constraints. The lower-level user problem is formulated as a capacity-constrained stochastic user equilibrium assignment model with variable demand, considering transfer delay between transit lines. An efficient algorithm is also presented for solving the proposed model. The upper-level model is solved by a gradient projection method, and the lower-level model is solved by an existing iterative balancing method. An application of the proposed model and algorithm is presented using a small test network. The results of this application show that the proposed algorithm converges well to an optimal point. The methodology of this study is expected to contribute to form a theoretical basis for diagnosing the problems of current transit systems and for improving its operational efficiency to increase the demand as well as the level of service.

Stochastic Programming Model for River Water Quality Management (추계학적 계획모형을 이용한 하천수질관리)

  • Cho, Jae Heon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.14 no.1
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    • pp.231-243
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    • 1994
  • A stochastic programming model for river water quality management was developed. River water quality, river flow, quality and flowrate of the wastewater treatment plant inflow were treated as random variables in the model. Withdrawal for water supply and submerged weir reaeration were included in the model itself. A probabilistic model was formulated to compute the expectation and variance of water quality using Streeter-Phelps equation. Chance constraints of the optimization problem were converted to deterministic equivalents by chance constrained method. Objective function was total annual treatment cost of all wastewater treatment plants in the region. Construction cost function and O & M cost function were derived in the form of nonlinear equations that are functions of treatment efficiency and capacity of treatment plant. The optimization problem was solved by nonlinear programming. This model was applied to the lower Han River. The results show that the reliability to meet the DO standards of the year 1996 is about 50% when the treatment level of four wastewater treatment plants in Seoul is secondary treatment, and BOD load from the tributary inflows is the same as present time. And when BOD load from Tanchon, Jungrangchon, and Anyangchon is decreased to 50%, the reliability to meet the DO standards of the year 1996 is above 60%. This results indicated that for the sake of the water quality conservation of the lower Han River, water quality of the tributaries must be improved, and at least secondary level of treatment is required in the wastewater treatment plants.

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Chance-constrained Scheduling of Variable Generation and Energy Storage in a Multi-Timescale Framework

  • Tan, Wen-Shan;Abdullah, Md Pauzi;Shaaban, Mohamed
    • Journal of Electrical Engineering and Technology
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    • v.12 no.5
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    • pp.1709-1718
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    • 2017
  • This paper presents a hybrid stochastic deterministic multi-timescale scheduling (SDMS) approach for generation scheduling of a power grid. SDMS considers flexible resource options including conventional generation flexibility in a chance-constrained day-ahead scheduling optimization (DASO). The prime objective of the DASO is the minimization of the daily production cost in power systems with high penetration scenarios of variable generation. Furthermore, energy storage is scheduled in an hourly-ahead deterministic real-time scheduling optimization (RTSO). DASO simulation results are used as the base starting-point values in the hour-ahead online rolling RTSO with a 15-minute time interval. RTSO considers energy storage as another source of grid flexibility, to balance out the deviation between predicted and actual net load demand values. Numerical simulations, on the IEEE RTS test system with high wind penetration levels, indicate the effectiveness of the proposed SDMS framework for managing the grid flexibility to meet the net load demand, in both day-ahead and real-time timescales. Results also highlight the adequacy of the framework to adjust the scheduling, in real-time, to cope with large prediction errors of wind forecasting.

Optimization of discrete event system in a temporal logic framework (시간논리구조에서 이산사건시스템의 최적화)

  • 황형수;오성권;정용만
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.812-815
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    • 1996
  • In this paper, we consider the optimal control problem based on Discrete Event Dynamic Systems(DEDS) in the Temporal Logic framework(TLF) which have studied for a convenient modeling technique. The TLF is enhanced with objective functions(event cost indices) and a measurement space is also defined. Our research goal is the design of the optimal controller for DEDSs. 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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Scheduling of Preventive Maintenance for Generating Unit Considering Condition of System (시스템의 상태를 고려한 발전설비의 예방 유지보수 계획 수립)

  • Shin, Jun-Seok;Byeon, Yoong-Tae;Kim, Jin-O;Kim, Hyung-Chul
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.57 no.8
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    • pp.1305-1310
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    • 2008
  • Traditional maintenance planning is based on a constant maintenance interval for equipment life. In order to consider economic aspect for time 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 which 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.