• Title/Summary/Keyword: stochastic optimization methods

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Analysis of the Applicability of Parameter Estimation Methods for a Stochastic Rainfall Model (추계학적 강우모형 매개변수 추정기법의 적합성 분석)

  • Cho, HyunGon;Kim, GwangSeob;Yi, JaeEung
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.4
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    • pp.1105-1116
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    • 2014
  • A stochastic rainfall model, NSRPM (Neyman-Scott Rectangular Pulse Model), is able to reflect the cluster characteristics of rainfall events which is unable in the RPM (Rectangular Pulse Model). Therefore NSRPM has advantage in the hydrological applications. The NSRPM consists of five model parameters and the parameters are estimated using optimization techniques such as DFP (Davidon-Fletcher-Powell) method and genetic algorithm. However the DFP method is very sensitive in initial values and is easily converge to local minimum. Also genetic algorithm has disadvantage of long computation time. Nelder-Mead method has several advantages of short computation time and no need of a proper initial value. In this study, the applicability of parameter estimation methods was evaluated using rainfall data of 59 national rainfall networks from 1973-2011. Overall results demonstrated that accuracy in parameter estimation is in the order of Nelder-Mead method, genetic algorithm, and DFP method.

On-line Finite Element Model Updating Using Operational Modal Analysis and Neural Networks (운용중 모드해석 방법과 신경망을 이용한 온라인 유한요소모델 업데이트)

  • Park, Wonsuk
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.34 no.1
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    • pp.35-42
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    • 2021
  • This paper presents an on-line finite element model updating method for in-service structures using measured data. Conventional updating methods, which are based on numerical optimization, are not efficient for on-line updating because they generally require repeated eigenvalue analyses until convergence criteria are met. The proposed method enables fully automated on-line finite element model updating, almost simultaneously with vibration measurement, without any user intervention or off-line procedures. The automated covariance-driven stochastic subspace identification (Cov-SSI) method is utilized to identify modal frequencies and vectors, and the identified modal data is fed to the neural network of the inverse eigenvalue function to produce the updated finite element model parameters. Numerical examples for a wind excited 20-story building structure shows that the proposed method can update the series of finite element model parameters automatically. It is also shown that sudden changes in the structural parameters can be detected and traced successfully.

Catchment Responses in Time and Space to Parameter Uncertainty in Distributed Rainfall-Runoff Modeling (분포형 강우-유출 모형의 매개변수 불확실성에 대한 시.공간적 유역 응답)

  • Lee, Gi-Ha;Takara, Kaoru;Tachikawa, Yasuto;Sayama, Takahiro
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.2215-2219
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    • 2009
  • For model calibration in rainfall-runoff modeling, streamflow data at a specific outlet is obviously required but is not sufficient to identify parameters of a model since numerous parameter combinations can result in very similar model performance measures (i.e. objective functions) and indistinguishable simulated hydrographs. This phenomenon has been called 'equifinality' due to inherent parameter uncertainty involved in rainfall-runoff modeling. This study aims to investigate catchment responses in time and space to various uncertain parameter sets in distributed rainfall-runoff modeling. Seven plausible (or behavioral) parameter sets, which guarantee identically-good model performances, were sampled using deterministic and stochastic optimization methods entitled SCE and SCEM, respectively. Then, we applied them to a computational tracer method linked with a distributed rainfall-runoff model in order to trace and visualize potential origins of streamflow at a catchment outlet. The results showed that all hydrograph simulations based on the plausible parameter sets were performed equally well while internal catchment responses to them showed totally different aspects; different parameter values led to different distributions with respect to the streamflow origins in space and time despite identical simulated hydrographs. Additional information provided by the computational tracer method may be utilized as a complementary constraint for filtering out non-physical parameter set(s) (or reducing parameter uncertainty) in distributed rainfall-runoff modeling.

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A study on the optimal sizing and topology design for Truss/Beam structures using a genetic algorithm (유전자 알고리듬을 이용한 트러스/보 구조물의 기하학적 치수 및 토폴로지 최적설계에 관한 연구)

  • 박종권;성활경
    • Journal of the Korean Society for Precision Engineering
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    • v.14 no.3
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    • pp.89-97
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    • 1997
  • A genetic algorithm (GA) is a stochastic direct search strategy that mimics the process of genetic evolution. The GA applied herein works on a population of structural designs at any one time, and uses a structured information exchange based on the principles of natural selection and wurvival of the fittest to recombine the most desirable features of the designs over a sequence of generations until the process converges to a "maximum fitness" design. Principles of genetics are adapted into a search procedure for structural optimization. The methods consist of three genetics operations mainly named selection, cross- over and mutation. In this study, a method of finding the optimum topology of truss/beam structure is pro- posed by using the GA. In order to use GA in the optimum topology problem, chromosomes to FEM elements are assigned, and a penalty function is used to include constraints into fitness function. The results show that the GA has the potential to be an effective tool for the optimal design of structures accounting for sizing, geometrical and topological variables.variables.

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Analysis of the suitability of optimization methods for parameter estimation of stochastic rainfall model. (추계학적 강우모형의 모수 추정을 위한 최적화 기법의 적합성 분석)

  • Cho, Hyungon;Kim, Gwangseob
    • Proceedings of the Korea Water Resources Association Conference
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    • 2018.05a
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    • pp.327-327
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    • 2018
  • 돌발홍수, 집중호우 등 강우가 발생 원인되는 자연재해에 효과적으로 대응하기 위한 연구가 활발히 이루어지고 있으나 강우의 시공간 변동성과 발생과정의 복잡한 물리과정으로 인해 강우 추정에 한계를 가진다. 일반적으로 강우 추정은 물리적, 추계학적 모형을 이용하며 추계학적 모형의 점과정(point process)을 이용하여 강우를 생산한다. 추계학적 강우 모형은 관측 강우의 시간 스케일, 강우발생 빈도, 강우 강도 등 강우 구조의 특성을 반영 할 수 있다는 장점을 가지고 있으나 생산되는 강우의 구조가 추정되는 매개변수에 크게 의존한다는 점에서 실제 강우에 적합한 매개변수 추정이 중요하다. 본 연구에서는 낙동강 유역내에 있는 20개의 강우관측 지점을 대상으로 1973년-2017년까지의 강우 관측자료를 수집하였으며 추계학적 강우생성 모형으로 점과정을 이용하는 추계학적 강우생성 모형인 NSRPM(Neymann-Scott rectangular pulse model)을 선정하였다. NSRPM모형의 매개변수를 추정하기위한 최적기법으로 DFP(Davidon-Fletcher-Powell), GA(genetic algorithm), Nelder-Mead, DE(differential evolution)를 이용하여 추정된 매개변수의 적합성을 분석하고 지역특성을 고려한 매개변수 추정 기법을 제시하였다. 추정된 모형의 매개변수를 분석한 결과 DE와 Nelder-Mead 기법이 높은 적합성을 보였으며 DFP, GA기법이 상대적으로 낮은 적합도를 보였다.

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EVOLUTION OF NUCLEAR FUEL MANAGEMENT AND REACTOR OPERATIONAL AID TOOLS

  • TURINSKY PAUL J.;KELLER PAUL M.;ABDEL-KHALIK HANY S.
    • Nuclear Engineering and Technology
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    • v.37 no.1
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    • pp.79-90
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    • 2005
  • In this paper are reviewed the current status of nuclear fuel management and reactor operational aid tools. In addition, we indicate deficiencies in current capabilities and what future research is judged warranted. For the nuclear fuel management review the focus is on light water reactors and the utilization of stochastic optimization methods applied to the lattice, fuel bundle, core loading pattern, and for BWRs the control rod pattern/core flow design decision making problems. Significant progress in addressing separately each of these design problems on a single cycle basis is noted; however, the outstanding challenge of addressing the integrated design problem over multiple cycles under conditions of uncertainty remains to be addressed. For the reactor operational aid tools review the focus is on core simulators, used to both process core instrumentation signals and as an operator aid to predict future core behaviors under various operational strategies. After briefly reviewing the current status of capabilities, a more in depth review of adaptive core simulation capabilities, where core simulator input data are adjusted within their known uncertainties to improved agreement between prediction and measurement, is presented. This is done in support of the belief that further development of adaptive core simulation capabilities is required to further significantly advance the utility of core simulators in support of reactor operational aid tools.

Optimal Sizing Method of Distributed Energy Resources for a Stand-alone Microgrid by using Reliability-based Genetic Algorithm (신뢰도 기반의 유전자알고리즘을 활용한 독립형 마이크로그리드 내 분산형전원 최적용량 산정 방법)

  • Baek, Ja-Hyun;Han, Soo-Kyung;Kim, Dae-Sik;Han, Dong-Hwa;Lee, Hansang;Cho, Soo-Hwan
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.66 no.5
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    • pp.757-764
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    • 2017
  • As the reduction of greenhouse gases(GHGs) emission has become a global issue, the microgrid markets are growing rapidly. With the sudden changes in the market, Korean government suggested a new business model called 'Self-Sufficient Energy Islands'. Its main concern is a stand-alone microgrid composed of Distributed Energy Resources(DERs) such as Renewable Energy Sources(RESs), Energy Storage System(ESS) and Fuel Cell, in order to minimize the emission of GHGs. According to these trend, this paper is written to propose an optimal sizing method of DERs in a stand-alone microgrid by using Genetic Algorithm(GA), one of the representative stochastic methods. It is to minimize the net present cost with the variables, size of RESs and ESS. In the process for optimization, the sunless days are considered as additional constraints. Through the case study analysis, the size of DERs installed in a microgrid system has been computed using the proposed method in MATLAB. And the result of MATLAB is compared with that of HOMER(Hybrid Optimization of Multiple Energy Resources), a well-known energy modeling software.

Call Admission Control Techniques of Mobile Communication System using SRN Models (SRN 모델을 이용한 이동통신 시스템의 호 수락 제어 기법)

  • 로철우
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.39 no.12
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    • pp.529-538
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    • 2002
  • Conventional method to reduce the handoff call blocking probability(PBH) in mobile communication system is to reserve a predetermined number of channels only for handoff calls. To determine the number of reserved channels, an optimization problem, which is generally computationally heavily involved, must be solved. In this Paper, we propose a call admission control (CAC) scheme that can be used to reduce the PBH without reserving channels in advance. For this, we define a new measure, gain, which depends on the state of the system upon the arrival of a new call. The proposed CAC decision rule relies on the gain computed when a new call arrives. SRN, an extended stochastic Petri nets, provides compact modeling facilities for system analysis can be calculated performance index by appropriate reward to the model. In this Paper, we develop SRN models which can perform the CAC with gain. The SRN models are 2 level hierarchical models. The upper layer models are the structure state model representing the CAC and channel allocation methods considering QoS with multimedia traffic The lower layer model Is to compute the gain under the state of the upper layer models.

Efficient Path Search Method using Ant Colony System in Traveling Salesman Problem (순회 판매원 문제에서 개미 군락 시스템을 이용한 효율적인 경로 탐색)

  • 홍석미;이영아;정태충
    • Journal of KIISE:Software and Applications
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    • v.30 no.9
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    • pp.862-866
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    • 2003
  • Traveling Salesman Problem(TSP) is a combinational optimization problem, Genetic Algorithm(GA) and Lin-Kernighan(LK) Heuristic[1]that is Local Search Heuristic are one of the most commonly used methods to resolve TSP. In this paper, we introduce ACS(Ant Colony System) Algorithm as another approach to solve TSP and propose a new pheromone updating method. ACS uses pheromone information between cities in the Process where many ants make a tour, and is a method to find a optimal solution through recursive tour creation process. At the stage of Global Updating of ACS method, it updates pheromone of edges belonging to global best tour of created all edge. But we perform once more pheromone update about created all edges before global updating rule of original ACS is applied. At this process, we use the frequency of occurrence of each edges to update pheromone. We could offer stochastic value by pheromone about each edges, giving all edges' occurrence frequency as weight about Pheromone. This finds an optimal solution faster than existing ACS algorithm and prevent a local optima using more edges in next time search.

A Study on the Determination of Water Storage-Supply Capacity of Agricultural Reservoir (소규모 농업용 저수지의 저류량-용수공급능력 결정에 관한 연구)

  • 안승섭;정순돌;이증석;윤경덕;장인수
    • Journal of Environmental Science International
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    • v.11 no.12
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    • pp.1217-1226
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    • 2002
  • This study aims at the effective estimation of water supply capacity of small scale reservoir and the proposal of the data which is necessary to establish the water resources management plan of down stream area of the reservoir in the future by comparison and examination about reservoir operation technique for the security of agricultural water in small scale reservoir. The result of flow calculation by Tank model is used for the input data as the inflow data which is needed for the analysis of water supply capacity. Stochastic method, simulation method, and optimization method are used to examine the water supply capacity, and water security amount is compared with each method. From the analyses of water supply capacities by each method, slightly different results are shown in spite of the effort to compare them equally using input data such as inflow data under equal conditions, and the comparison of water supply capacities by each method are as follows; linear planning method, simulation method, and transition probability matrix method in the order of amount from the largest. It is thought that the simulation method in which comparatively reasonable application of the inflow data is possible and is simulated in successive time series dam operation of the three methods used in this study thus, simulation model is proper to estimate the water supply capacity of agricultural small scale reservoir. And it is judged that the heightening of efficiency of water resources utilization according to the development of downstream area of dam may be possible using the upward readjusted water supply amount of $55.18{\tiems}10^6ton$ and $63.7{\times}10^6ton$ at 95% and 90% supply reliability respectively which are above the planning water supply amount of $50.0{\times}10^6$ton when the simulation method is introduced as the standard.