• Title/Summary/Keyword: stochastic optimization algorithm

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Optimization of Stochastic System Using Genetic Algorithm and Simulation

  • 유지용
    • Proceedings of the Korea Society for Simulation Conference
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    • 1999.10a
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    • pp.75-80
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    • 1999
  • This paper presents a new method to find a optimal solution for stochastic system. This method uses Genetic Algorithm(GA) and simulation. GA is used to search for new alternative and simulation is used to evaluate alternative. The stochastic system has one or more random variables as inputs. Random inputs lead to random outputs. Since the outputs are random, they can be considered only as estimates of the true characteristics of they system. These estimates could greatly differ from the corresponding real characteristics for the system. We need multiple replications to get reliable information on the system. And we have to analyze output data to get a optimal solution. It requires too much computation to be practical. We address the problem of reducing computation. The procedure on this paper use GA character, an iterative process, to reduce the number of replications. The same chromosomes could exit in post and present generation. Computation can be reduced by using the information of the same chromosomes which exist in post and present current generation.

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A Simulation Optimization Method Using the Multiple Aspects-based Genetic Algorithm (다측면 유전자 알고리즘을 이용한 시뮬레이션 최적화 기법)

  • 박성진
    • Journal of the Korea Society for Simulation
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    • v.6 no.1
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    • pp.71-84
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    • 1997
  • For many optimization problems where some of the system components are stochastic, the objective functions cannot be represented analytically. Therefore, modeling by computer simulation is one of the most effective means of studying such complex systems. Many, if not most, simulation optimization problems have multiple aspects. Historically, multiple aspects have been combined ad hoc to form a scalar objective function, usually through a linear combination (weighted sum) of the multiple attributes, or by turning objectives into constraints. The genetic algorithm (GA), however, is readily modified to deal with multiple aspects. In this paper we propose a MAGA (Multiple Aspects-based Genetic Algorithm) as an algorithm for finding the Pareto optimal set. We demonstrate its ability to find and maintain a diverse "Pareto optimal population" on two problems.

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Deriving Robust Reservoir Operation Policy under Changing Climate: Use of Robust Optimiziation with Stochastic Dynamic Programming

  • Kim, Gi Joo;Kim, Young-Oh
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.171-171
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    • 2020
  • Decision making strategies should consider both adaptiveness and robustness in order to deal with two main characteristics of climate change: non-stationarity and deep uncertainty. Especially, robust strategies are different from traditional optimal strategies in the sense that they are satisfactory over a wider range of uncertainty and may act as a key when confronting climate change. In this study, a new framework named Robust Stochastic Dynamic Programming (R-SDP) is proposed, which couples previously developed robust optimization (RO) into the objective function and constraint of SDP. Two main approaches of RO, feasibility robustness and solution robustness, are considered in the optimization algorithm and consequently, three models to be tested are developed: conventional-SDP (CSDP), R-SDP-Feasibility (RSDP-F), and R-SDP-Solution (RSDP-S). The developed models were used to derive optimal monthly release rules in a single reservoir, and multiple simulations of the derived monthly policy under inflow scenarios with varying mean and standard deviations are undergone. Simulation results were then evaluated with a wide range of evaluation metrics from reliability, resiliency, vulnerability to additional robustness measures. Evaluation results were finally visualized with advanced visualization tools that are used in multi-objective robust decision making (MORDM) framework. As a result, RSDP-F and RSDP-S models yielded more risk averse, or conservative, results than the CSDP model, and a trade-off relationship between traditional and robustness metrics was discovered.

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An Improved Stochastic Algorithm Using Kriging for Practical Optimal Designs (크리깅을 이용한 개선된 확률론적 최적화 알고리즘)

  • 임종빈;박정선;노영희
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.34 no.9
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    • pp.33-44
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    • 2006
  • As many scientific phenomena are now investigated using complex computer models, the effective use of Kriging on physical problems has been expanded to provide global approximations for optimization problems. This paper is focused on the two types of strategies to improve efficiency and accuracy of approximate optimization models using Kriging. These methods are performed by the stochastic process, stochastic-localization method(SLM), as the criterion to move the local domains and the design of experiments(DOE), the classical design and space-filling design. The proposed methodology is applied to the designs of 3-bar truss, Sandgren's pressure vessel, and honeycomb upper platform of a satellite structure.

Opportunistic Scheduling for Streaming services in OFDMA Systems (OFDMA 시스템에서 Streaming 서비스를 위한 Opportunistic 스케줄링 기법)

  • Kwon, Jeong-Ahn;Lee, Jang-Won
    • Proceedings of the IEEK Conference
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    • 2008.06a
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    • pp.197-198
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    • 2008
  • In this paper, we study an opportunistic scheduling scheme for the OFDMA system with streaming services. The service is modeled by using the appropriate utility function. We formulate a stochastic optimization problem that aims at maximizing network utility while satisfying the QoS requirement of each user. The problem is solved by using the dual approach and the stochastic sub-gradient algorithm.

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Identification of First-order Plus Dead Time Model from Step Response Using HS Algorithm (HS 알고리즘을 이용한 계단응답으로부터 FOPDT 모델 인식)

  • Lee, Tae-Bong
    • Journal of Advanced Navigation Technology
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    • v.19 no.6
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    • pp.636-642
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    • 2015
  • This paper presents an application of heuristic harmony search (HS) optimization algorithm for the identification of linear continuous time-delay system from step response. Identification model is first-order plus dead time (FOPDT), which describes a linear monotonic process quite well in most chemical processes and HAVC process and is often sufficient for PID controller tuning. 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 identification method has been demonstrated through a number of simulation examples.

SA-selection-based Genetic Algorithm for the Design of Fuzzy Controller

  • Han Chang-Wook;Park Jung-Il
    • International Journal of Control, Automation, and Systems
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    • v.3 no.2
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    • pp.236-243
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    • 2005
  • This paper presents a new stochastic approach for solving combinatorial optimization problems by using a new selection method, i.e. SA-selection, in genetic algorithm (GA). This approach combines GA with simulated annealing (SA) to improve the performance of GA. GA and SA have complementary strengths and weaknesses. While GA explores the search space by means of population of search points, it suffers from poor convergence properties. SA, by contrast, has good convergence properties, but it cannot explore the search space by means of population. However, SA does employ a completely local selection strategy where the current candidate and the new modification are evaluated and compared. To verify the effectiveness of the proposed method, the optimization of a fuzzy controller for balancing an inverted pendulum on a cart is considered.

Harmony Search Algorithm-Based Approach For Discrete Size Optimization of Truss Structures

  • Lee Kang-Seok;Kim Jeong-Hee;Choi Chang-Sik;Lee Li-Hyung
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2005.04a
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    • pp.351-358
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    • 2005
  • Many 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. This paper proposes an efficient optimization method for structures with discrete-sized variables based on the harmony search (HS) meta-heuristic algorithm. 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 is presented in detail and its effectiveness and robustness, as compared to current discrete optimization methods, are demonstrated through a standard truss example. The numerical results reveal that the proposed method is a powerful search and design optimization tool for structures with discrete-sized members, and may yield better solutions than those obtained using current method.

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Study of Supporting Location Optimization for a Structure under Non-uniform Load Using Genetic Algorithm (유전알고리즘을 이용한 비균일 하중을 받는 구조물의 지지 위치 최적화 연구)

  • Kim, G.H.;Lee, Y.S.;Kim, H.K.;Her, N.I.;Sa, J.W.;Yang, H.L.;Kim, B.C.;Bak, J.S.
    • Proceedings of the KSME Conference
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    • 2003.11a
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    • pp.1322-1327
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    • 2003
  • It is important to determine supporting locations for structural stability of a structure under non-uniform load in space interfered by other parts. In this case, There are many local optima with discontinuous design space. Therefore, The traditional optimization methods based on derivative are not suitable. Whereas, Genetic algorithm(GA) based on stochastic search technique is a very robust and general method. This paper has been presented to determine supporting locations of the vertical supports for reducing stress of the KSTAR(Korea super Superconducting Tokamak Advanced Research) IVCC(In-vessel control coil) under non-uniform electromagnetic load and space interfered by other parts using genetic algorithm. For this study, we develop a program combining finite element analysis with a genetic algorithm to perform structural analysis of IVCC. In addition, this paper presents a technique to perform optimization with FEM when design variables are trapped in an incongruent design space.

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A modified particle swarm approach for multi-objective optimization of laminated composite structures

  • Sepehri, A.;Daneshmand, F.;Jafarpur, K.
    • Structural Engineering and Mechanics
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    • v.42 no.3
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    • pp.335-352
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    • 2012
  • Particle Swarm Optimization (PSO) is a stochastic population based optimization algorithm which has attracted attentions of many researchers. This method has great potentials to be applied to many optimization problems. Despite its robustness the standard version of PSO has some drawbacks that may reduce its performance in optimization of complex structures such as laminated composites. In this paper by suggesting a new variation scheme for acceleration parameters and inertial weight factors of PSO a novel optimization algorithm is developed to enhance the basic version's performance in optimization of laminated composite structures. To verify the performance of the new proposed method, it is applied in two multi-objective design optimization problems of laminated cylindrical. The numerical results from the proposed method are compared with those from two other conventional versions of PSO-based algorithms. The convergancy of the new algorithms is also compared with the other two versions. The results reveal that the new modifications inthe basic forms of particle swarm optimization method can increase its convergence speed and evade it from local optima traps. It is shown that the parameter variation scheme as presented in this paper is successful and can evenfind more preferable optimum results in design of laminated composite structures.