• 제목/요약/키워드: stochastic optimization algorithm

검색결과 189건 처리시간 0.028초

실수 코딩 유전자 알고리즘을 이용한 생산 시스템의 시뮬레이션 최적화 (Simulation Optimization of Manufacturing System using Real-coded Genetic Algorithm)

  • 박경종
    • 산업경영시스템학회지
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    • 제28권3호
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    • pp.149-155
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    • 2005
  • In this paper, we optimize simulation model of a manufacturing system using the real-coded genetic algorithm. Because the manufacturing system expressed by simulation model has stochastic process, the objective functions such as the throughput of a manufacturing system or the resource utilization are not optimized by simulation itself. So, in order to solve it, we apply optimization methods such as a genetic algorithm to simulation method. Especially, the genetic algorithm is known to more effective method than other methods to find global optimum, because the genetic algorithm uses entity pools to find the optimum. In this study, therefore, we apply the real-coded genetic algorithm to simulation optimization of a manufacturing system, which is known to more effective method than the binary-coded genetic algorithm when we optimize the constraint problems. We use the reproduction operator of the applied real-coded genetic algorithm as technique of the remainder stochastic sample with replacement and the crossover operator as the technique of simple crossover. Also, we use the mutation operator as the technique of the dynamic mutation that configures the searching area with generations.

조립수율을 고려한 공차할당 및 가공중심 결정 (Tolerance allotment with Design Centering considering Assembly Yield)

  • 이진구
    • 한국생산제조학회지
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    • 제9권1호
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    • pp.45-52
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    • 2000
  • The purpose of this research was developing an integrated way to solve two typical tolerance optimization problem i.e. optimal tolerance allotment and design centering. A new problem definition design centering-tolerance allotment problem (DCTA) was proposed here for the first time and solved. Genetic algorithm and coarse Monte Carlo simulation were used to solve the stochastic optimization problem. Optimal costs were compared with the costs from the previous optimization strategies Significant cost reductions were achieved by DCTA scheme.

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유전 알고리즘의 확률 미분방정식에 의한 동역학 분석에 대한 연구 (A Study on the Dynamics of Genetic Algorithm Based on Stochastic Differential Equation)

  • 석진욱;조성원
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 1997년도 추계학술대회 학술발표 논문집
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    • pp.296-300
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    • 1997
  • Recently, the genetic algorithm has been applied to the various types of optimization problems and these attempts have very successfully. However, in most cases on these approaches, there is not given by investigator about to the theoritical analysis. The reason that the analysis of the dynamics for genetic algorithm is not clear, is the probablitic aspect of genetic algorithm. In this paper, we investigate the analysis of the internal dynamics for genetic algorithm using stochastic differential method. In addition, we provide a new genetic algorithm, based on the study of the convergence property for the genetic algorithm.

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벌칙함수를 도입한 하모니서치 휴리스틱 알고리즘 기반 구조물의 이산최적설계법 (Discrete Optimization of Structural System by Using the Harmony Search Heuristic Algorithm with Penalty Function)

  • 정주성;최윤철;이강석
    • 대한건축학회논문집:구조계
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    • 제33권12호
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    • pp.53-62
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    • 2017
  • Many gradient-based mathematical methods have been developed and are in use for structural size optimization problems, in which the cross-sectional areas or sizing variables are usually assumed to be continuous. In most practical structural engineering design problems, however, the design variables are discrete. The main objective of this paper is to propose an efficient optimization method for structures with discrete-sized variables based on the harmony search (HS) meta-heuristic algorithm that is derived using penalty function. The recently developed HS algorithm was conceptualized using the musical process of searching for a perfect state of harmony. It uses a stochastic random search instead of a gradient search so that derivative information is unnecessary. In this paper, a discrete search strategy using the HS algorithm with a static penalty function is presented in detail and its applicability using several standard truss examples is discussed. The numerical results reveal that the HS algorithm with the static penalty function proposed in this study is a powerful search and design optimization technique for structures with discrete-sized members.

HS 최적화 알고리즘을 이용한 계단응답과 연속시스템 인식 (Identification of Continuous System from Step Response using HS Optimization Algorithm)

  • 이태봉;손진근
    • 전기학회논문지P
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    • 제65권4호
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    • pp.292-297
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    • 2016
  • The first-order plus dead time(FOPDT) and second-order plus dead time(SOPDT), which describes a linear monotonic process quite well in most chemical and industrial processes and is often sufficient for PID and IMC controller tuning. This paper presents an application of heuristic harmony search(HS) optimization algorithm to the identification of linear continuous time-delay systems from step response. This recently developed HS algorithm is conceptualized using the musical process of searching for a perfect state of harmony. It uses a stochastic random search instead of a gradient search so that derivative information is unnecessary. The effectiveness of the proposed identification method has been demonstrated through a number of simulation examples.

수요가 재생 도착과정을 따르는 (s, S) 재고 시스템에서 시뮬레이션 민감도 분석을 이용한 최적 전략 (Optimal Policy for (s, S) Inventory System Characterized by Renewal Arrival Process of Demand through Simulation Sensitivity Analysis)

  • 권치명
    • 한국시뮬레이션학회논문지
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    • 제12권3호
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    • pp.31-40
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    • 2003
  • This paper studies an optimal policy for a certain class of (s, S) inventory control systems, where the demands are characterized by the renewal arrival process. To minimize the average cost over a simulation period, we apply a stochastic optimization algorithm which uses the gradients of parameters, s and S. We obtain the gradients of objective function with respect to ordering amount S and reorder point s via a combined perturbation method. This method uses the infinitesimal perturbation analysis and the smoothed perturbation analysis alternatively according to occurrences of ordering event changes. The optimal estimates of s and S from our simulation results are quite accurate. We consider that this may be due to the estimated gradients of little noise from the regenerative system simulation, and their effect on search procedure when we apply the stochastic optimization algorithm. The directions for future study stemming from this research pertain to extension to the more general inventory system with regard to demand distribution, backlogging policy, lead time, and inter-arrival times of demands. Another direction involves the efficiency of stochastic optimization algorithm related to searching procedure for an improving point of (s, S).

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Numerical analysis of quantization-based optimization

  • Jinwuk Seok;Chang Sik Cho
    • ETRI Journal
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    • 제46권3호
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    • pp.367-378
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    • 2024
  • We propose a number-theory-based quantized mathematical optimization scheme for various NP-hard and similar problems. Conventional global optimization schemes, such as simulated and quantum annealing, assume stochastic properties that require multiple attempts. Although our quantization-based optimization proposal also depends on stochastic features (i.e., the white-noise hypothesis), it provides a more reliable optimization performance. Our numerical analysis equates quantization-based optimization to quantum annealing, and its quantization property effectively provides global optimization by decreasing the measure of the level sets associated with the objective function. Consequently, the proposed combinatorial optimization method allows the removal of the acceptance probability used in conventional heuristic algorithms to provide a more effective optimization. Numerical experiments show that the proposed algorithm determines the global optimum in less operational time than conventional schemes.

A cross-entropy algorithm based on Quasi-Monte Carlo estimation and its application in hull form optimization

  • Liu, Xin;Zhang, Heng;Liu, Qiang;Dong, Suzhen;Xiao, Changshi
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제13권1호
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    • pp.115-125
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    • 2021
  • Simulation-based hull form optimization is a typical HEB (high-dimensional, expensive computationally, black-box) problem. Conventional optimization algorithms easily fall into the "curse of dimensionality" when dealing with HEB problems. A recently proposed Cross-Entropy (CE) optimization algorithm is an advanced stochastic optimization algorithm based on a probability model, which has the potential to deal with high-dimensional optimization problems. Currently, the CE algorithm is still in the theoretical research stage and rarely applied to actual engineering optimization. One reason is that the Monte Carlo (MC) method is used to estimate the high-dimensional integrals in parameter update, leading to a large sample size. This paper proposes an improved CE algorithm based on quasi-Monte Carlo (QMC) estimation using high-dimensional truncated Sobol subsequence, referred to as the QMC-CE algorithm. The optimization performance of the proposed algorithm is better than that of the original CE algorithm. With a set of identical control parameters, the tests on six standard test functions and a hull form optimization problem show that the proposed algorithm not only has faster convergence but can also apply to complex simulation optimization problems.

Real-Time Stochastic Optimum Control of Traffic Signals

  • Lee, Hee-Hyol
    • Journal of information and communication convergence engineering
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    • 제11권1호
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    • pp.30-44
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    • 2013
  • Traffic congestion has become a serious problem with the recent exponential increase in the number of vehicles. In urban areas, almost all traffic congestion occurs at intersections. One of the ways to solve this problem is road expansion, but it is difficult to realize in urban areas because of the high cost and long construction period. In such cases, traffic signal control is a reasonable method for reducing traffic jams. In an actual situation, the traffic flow changes randomly and its randomness makes the control of traffic signals difficult. A prediction of traffic jams is, therefore, necessary and effective for reducing traffic jams. In addition, an autonomous distributed (stand-alone) point control of each traffic light individually is better than the wide and/or line control of traffic lights from the perspective of real-time control. This paper describes a stochastic optimum control of crossroads and multi-way traffic signals. First, a stochastic model of traffic flows and traffic jams is constructed by using a Bayesian network. Secondly, the probabilistic distributions of the traffic flows are estimated by using a cellular automaton, and then the probabilistic distributions of traffic jams are predicted. Thirdly, optimum traffic signals of crossroads and multi-way intersection are searched by using a modified particle swarm optimization algorithm to realize real-time traffic control. Finally, simulations are carried out to confirm the effectiveness of the real-time stochastic optimum control of traffic signals.

마이크로 유전자 알고리즘을 이용한 구조 최적설계 (Structural Optimization Using Micro-Genetic Algorithm)

  • 한석영;최성만
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 2003년도 춘계학술대회 논문집
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    • pp.9-14
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    • 2003
  • SGA (Single Genetic Algorithm) is a heuristic global optimization method based on the natural characteristics and uses many populations and stochastic rules. Therefore SGA needs many function evaluations and takes much time for convergence. In order to solve the demerits of SGA, $\mu$GA(Micro-Genetic Algorithm) has recently been developed. In this study, $\mu$GA which have small populations and fast convergence rate, was applied to structural optimization with discrete or integer variables such as 3, 10 and 25 bar trusses. The optimized results of $\mu$GA were compared with those of SGA. Solutions of $\mu$GA for structural optimization were very similar or superior to those of SGA, and faster convergence rate was obtained. From the results of examples, it is found that $\mu$GA is a suitable and very efficient optimization algorithm for structural design.

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