• Title/Summary/Keyword: stochastic optimization algorithm

Search Result 189, Processing Time 0.028 seconds

A Hybrid of Evolutionary Search and Local Heuristic Search for Combinatorial Optimization Problems

  • Park, Lae-Jeong;Park, Cheol-Hoon
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.1 no.1
    • /
    • pp.6-12
    • /
    • 2001
  • Evolutionary algorithms(EAs) have been successfully applied to many combinatorial optimization problems of various engineering fields. Recently, some comparative studies of EAs with other stochastic search algorithms have, however, shown that they are similar to, or even are not comparable to other heuristic search. In this paper, a new hybrid evolutionary algorithm utilizing a new local heuristic search, for combinatorial optimization problems, is presented. The new intelligent local heuristic search is described, and the behavior of the hybrid search algorithm is investigated on two well-known problems: traveling salesman problems (TSPs), and quadratic assignment problems(QAPs). The results indicate that the proposed hybrid is able to produce solutions of high quality compared with some of evolutionary and simulated annealing.

  • PDF

Capacitor Placement in Radial Distribution Systems Using Chaotic Search Algorithm (방사상 배전계통의 커패시터 설치를 위한 카오스 탐색알고리즘)

  • Rhee, Sang-Bong;Kim, Kyu-Ho;You, Seok-Ku
    • Proceedings of the KIEE Conference
    • /
    • 2002.07a
    • /
    • pp.124-126
    • /
    • 2002
  • The general capacitor placement problem is a combinatorial optimization problem having an objective function composed of power losses and capacitor installation costs subject to bus voltage constraints. In this paper, the method employing the chaos search algorithm is proposed to solve optimal capacitor placement problem with reducing computational effort and enhancing optimality of the solution. Chaos method in optimization problem searches the global optimal solution on the regularity of chaotic motions and easily escapes from local or near optimal solution than stochastic optimization algorithms. The chaos optimization method is tested on 9 buses and 69 buses system to illustrate the effectiveness of the proposed method.

  • PDF

Genetic Algorithm and Clustering Technique for Optimization of Stochastic Simulation (유전자 알고리즘과 군집 분석을 이용한 확률적 시뮬레이션 최적화 기법)

  • 이동훈;허성필
    • Journal of the Korea Institute of Military Science and Technology
    • /
    • v.2 no.1
    • /
    • pp.90-100
    • /
    • 1999
  • 유전자 알고리즘은 전통적인 등반 알고리즘을 이용하여 구하기 어려웠던 최적화 문제를 해결하기 위한 강인한(Robust) 탐색 기법이다. 특히 목적함수가 (1)여러 개의 국부 최대치를 가지는 경우, (2)수학적으로 표현이 불가능하거나 어려운 경우, (3)목적함수에 교란 항(disturbance term)이 섞여 있을 경우도 우수한 탐색 능력을 갖는 것으로 알려져 있다. 본 논문에서는 유전자 알고리즘을 이용하여 나타나는 다양한 해집합을 형성하는 개체군을 군집성 분석(cluster analysis)을 이용하여 군집화하고, 각 군집에 부여된 군집 적합도에 따라서 최적해를 구함으로써 단순 유전자 알고리즘에 의한 최적화보다 훨씬 향상된 탐색 알고리즘을 제안하였다. 반응표면의 형태가 정형화한 테스트 함수의 형태로 나타난다고 가정한 경우에 대하여 몬테 칼로 시뮬레이션을 통하여 본 알고리즘을 적용하여 평가하고 분석하였다.

  • PDF

Optimization Using Gnetic Algorithms and Simulated Annealing (유전자 기법과 시뮬레이티드 어닐링을 이용한 최적화)

  • Park, Jung-Sun;Ryu, Mi-Ran
    • Proceedings of the KSME Conference
    • /
    • 2001.06a
    • /
    • pp.939-944
    • /
    • 2001
  • Genetic algorithm is modelled on natural evolution and simulated annealing is based on the simulation of thermal annealing. Both genetic algorithm and simulated annealing are stochastic method. So they can find global optimum values. For compare efficiency of SA and GA's, some function value was maximized. In the result, that was a little better than GA's.

  • PDF

Optimum design of lead-rubber bearing system with uncertainty parameters

  • Fan, Jian;Long, Xiaohong;Zhang, Yanping
    • Structural Engineering and Mechanics
    • /
    • v.56 no.6
    • /
    • pp.959-982
    • /
    • 2015
  • In this study, a non-stationary random earthquake Clough-Penzien model is used to describe earthquake ground motion. Using stochastic direct integration in combination with an equivalent linear method, a solution is established to describe the non-stationary response of lead-rubber bearing (LRB) system to a stochastic earthquake. Two parameters are used to develop an optimization method for bearing design: the post-yielding stiffness and the normalized yield strength of the isolation bearing. Using the minimization of the maximum energy response level of the upper structure subjected to an earthquake as an objective function, and with the constraints that the bearing failure probability is no more than 5% and the second shape factor of the bearing is less than 5, a calculation method for the two optimal design parameters is presented. In this optimization process, the radial basis function (RBF) response surface was applied, instead of the implicit objective function and constraints, and a sequential quadratic programming (SQP) algorithm was used to solve the optimization problems. By considering the uncertainties of the structural parameters and seismic ground motion input parameters for the optimization of the bearing design, convex set models (such as the interval model and ellipsoidal model) are used to describe the uncertainty parameters. Subsequently, the optimal bearing design parameters were expanded at their median values into first-order Taylor series expansions, and then, the Lagrange multipliers method was used to determine the upper and lower boundaries of the parameters. Moreover, using a calculation example, the impacts of site soil parameters, such as input peak ground acceleration, bearing diameter and rubber shore hardness on the optimization parameters, are investigated.

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
    • /
    • v.5 no.2
    • /
    • pp.179-190
    • /
    • 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.

Intelligent Decision Support Algorithm for Uncertain Inventory Management

  • Le Ngoc Bao Long;Sam-Sang You;Truong Ngoc Cuong;Hwan-Seong Kim
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
    • /
    • 2023.05a
    • /
    • pp.254-255
    • /
    • 2023
  • This paper discovers a robust managerial strategy for a stochastic inventory of perishable products, where the model experiences changing factors including inner parameters and an external disturbance with unknown form. An analytical solution for the optimization problem can be obtained by applying the Hamilton-Bellman-Jacobi equation, however the policy result cannot completely suppress the oscillation from the external disturbance. Therefore, an intelligent approach named Radial Basis Function Neural Networks is applied to estimate the unknown disturbance and provide a robust controller to manipulate the inventory level more effective. The final results show the outstanding performance of RBFNN controller, where both the estimation error and control error are guaranteed in the predefined limit.

  • PDF

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
    • /
    • v.17 no.6 s.79
    • /
    • pp.661-672
    • /
    • 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

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
    • /
    • v.27 no.5
    • /
    • pp.798-806
    • /
    • 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.

Probabilistic multi-objective optimization of a corrugated-core sandwich structure

  • Khalkhali, Abolfazl;Sarmadi, Morteza;Khakshournia, Sharif;Jafari, Nariman
    • Geomechanics and Engineering
    • /
    • v.10 no.6
    • /
    • pp.709-726
    • /
    • 2016
  • Corrugated-core sandwich panels are prevalent for many applications in industries. The researches performed with the aim of optimization of such structures in the literature have considered a deterministic approach. However, it is believed that deterministic optimum points may lead to high-risk designs instead of optimum ones. In this paper, an effort has been made to provide a reliable and robust design of corrugated-core sandwich structures through stochastic and probabilistic multi-objective optimization approach. The optimization is performed using a coupling between genetic algorithm (GA), Monte Carlo simulation (MCS) and finite element method (FEM). To this aim, Prob. Design module in ANSYS is employed and using a coupling between optimization codes in MATLAB and ANSYS, a connection has been made between numerical results and optimization process. Results in both cases of deterministic and probabilistic multi-objective optimizations are illustrated and compared together to gain a better understanding of the best sandwich panel design by taking into account reliability and robustness. Comparison of results with a similar deterministic optimization study demonstrated better reliability and robustness of optimum point of this study.