• Title/Summary/Keyword: stochastic search method

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Development of Pareto strategy multi-objective function method for the optimum design of ship structures

  • Na, Seung-Soo;Karr, Dale G.
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.8 no.6
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    • pp.602-614
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    • 2016
  • It is necessary to develop an efficient optimization technique to perform optimum designs which have given design spaces, discrete design values and several design goals. As optimization techniques, direct search method and stochastic search method are widely used in designing of ship structures. The merit of the direct search method is to search the optimum points rapidly by considering the search direction, step size and convergence limit. And the merit of the stochastic search method is to obtain the global optimum points well by spreading points randomly entire the design spaces. In this paper, Pareto Strategy (PS) multi-objective function method is developed by considering the search direction based on Pareto optimal points, the step size, the convergence limit and the random number generation. The success points between just before and current Pareto optimal points are considered. PS method can also apply to the single objective function problems, and can consider the discrete design variables such as plate thickness, longitudinal space, web height and web space. The optimum design results are compared with existing Random Search (RS) multi-objective function method and Evolutionary Strategy (ES) multi-objective function method by performing the optimum designs of double bottom structure and double hull tanker which have discrete design values. Its superiority and effectiveness are shown by comparing the optimum results with those of RS method and ES method.

Development of a Multi-objective function Method Based on Pareto Optimal Point (Pareto 최적점 기반 다목적함수 기법 개발에 관한 연구)

  • Na, Seung-Soo
    • Journal of the Society of Naval Architects of Korea
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    • v.42 no.2 s.140
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    • pp.175-182
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    • 2005
  • It is necessary to develop an efficient optimization technique to optimize the engineering structures which have given design spaces, discrete design values and several design goals. As optimization techniques, direct search method and stochastic search method are widely used in designing of engineering structures. The merit of the direct search method is to search the optimum points rapidly by considering the search direction, step size and convergence limit. And the merit of the stochastic search method is to obtain the global optimum points by spreading point randomly entire the design spaces. In this paper, a Pareto optimal based multi-objective function method (PMOFM) is developed by considering the search direction based on Pareto optimal points, step size, convergence limit and random search generation . The PMOFM can also apply to the single objective function problems, and can consider the discrete design variables such as discrete plate thickness and discrete stiffener spaces. The design results are compared with existing Evolutionary Strategies (ES) method by performing the design of double bottom structures which have discrete plate thickness and discrete stiffener spaces.

Stochastic Optimization Approach for Parallel Expansion of the Existing Water Distribution Systems (추계학적 최적화방법에 의한 기존관수로시스템의 병열관로 확장)

  • Ahn, Tae-Jin;Choi, Gye-Woon;Park, Jung-Eung
    • Water for future
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    • v.28 no.2
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    • pp.169-180
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    • 1995
  • The cost of a looped pipe network is affected by a set of loop flows. The mathematical model for optimizing the looped pipe network is expressed in the optimal set of loop flows to apply to a stochastic optimization method. Because the feasible region of the looped pipe network problem is nonconvex with multiple local optima, the Modified Stochastic Probing Method is suggested to efficiently search the feasible region. The method consists of two phase: i) a global search phase(the stochastic probing method) and ii) a local search phase(the nearest neighbor method). While the global search sequentially improves a local minimum, the local search escapes out of a local minimum trapped in the global search phase and also refines a final solution. In order to test the method, a standard test problem from the literature is considered for the optimal design of the paralled expansion of an existing network. The optimal solutions thus found have significantly smaller costs than the ones reported previously by other researchers.

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Identification of flutter derivatives of bridge decks using stochastic search technique

  • Chen, Ai-Rong;Xu, Fu-You;Ma, Ru-Jin
    • Wind and Structures
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    • v.9 no.6
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    • pp.441-455
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    • 2006
  • A more applicable optimization model for extracting flutter derivatives of bridge decks is presented, which is suitable for time-varying weights for fitting errors and different lengths of vertical bending and torsional free vibration data. A stochastic search technique for searching the optimal solution of optimization problem is developed, which is more convenient in understanding and programming than the alternate iteration technique, and testified to be a valid and efficient method using two numerical examples. On the basis of the section model test of Sutong Bridge deck, the flutter derivatives are extracted by the stochastic search technique, and compared with the identification results using the modified least-square method. The Empirical Mode Decomposition method is employed to eliminate noise, trends and zero excursion of the collected free vibration data of vertical bending and torsional motion, by which the identification precision of flutter derivatives is improved.

Simultaneous outlier detection and variable selection via difference-based regression model and stochastic search variable selection

  • Park, Jong Suk;Park, Chun Gun;Lee, Kyeong Eun
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.149-161
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    • 2019
  • In this article, we suggest the following approaches to simultaneous variable selection and outlier detection. First, we determine possible candidates for outliers using properties of an intercept estimator in a difference-based regression model, and the information of outliers is reflected in the multiple regression model adding mean shift parameters. Second, we select the best model from the model including the outlier candidates as predictors using stochastic search variable selection. Finally, we evaluate our method using simulations and real data analysis to yield promising results. In addition, we need to develop our method to make robust estimates. We will also to the nonparametric regression model for simultaneous outlier detection and variable selection.

A Development of SDS Algorithm for the Improvement of Convergence Simulation (실시간 계산에서 수령속도 개선을 위한 SDS 알고리즘의 개발)

  • Lee, Young-J.;Jang, Yong-H.;Lee, Kwon-S.
    • Proceedings of the KIEE Conference
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    • 1997.07b
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    • pp.699-701
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    • 1997
  • The simulated annealing(SA) algorithm is a stochastic strategy for search of the ground state and a powerful tool for optimization, based on the annealing process used for the crystallization in physical systems. It's main disadvantage is the long convergence time. Therefore, this paper proposes a stochastic algorithm combined with conventional deterministic optimization method to reduce the computation time, which is called SDS(Stochastic-Deterministic-Stochastic) method.

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Simulation Optimization Methods with Application to Machining Process (시뮬레이션 최적화 기법과 절삭공정에의 응용)

  • 양병희
    • Journal of the Korea Society for Simulation
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    • v.3 no.2
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    • pp.57-67
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    • 1994
  • For many practical and industrial optimization problems where some or all 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. In this paper, with discussion of simulation optimization techniques, a case study in machining process for application of simulation optimization is presented. Most of optimization techniques can be classified as single-or multiple-response techniques. The optimization of single-response category, these strategies are gradient based search methods, stochastic approximate method, response surface method, and heuristic search methods. In the multiple-response category, there are basically five distinct strategies for treating the responses and finding the optimum solution. These strategies are graphical method, direct search method, constrained optimization, unconstrained optimization, and goal programming methods. The choice of the procedure to employ in simulation optimization depends on the analyst and the problem to be solved.

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

  • Lee, Tae-bong;Shon, Jin-geun
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.65 no.4
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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.

A Study on the Improvement of Vehicle Ride Comfort by Genetic Algorithms (유전자 알고리즘을 이용한 차량 승차감 개선에 관한 연구)

  • 백운태;성활경
    • Transactions of the Korean Society of Automotive Engineers
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    • v.6 no.4
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    • pp.76-85
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    • 1998
  • Recently, Genetic Algorithm(GA) is widely adopted into a search procedure for structural optimization, which is a stochastic direct search strategy that mimics the process of genetic evolution. This methods consist of three genetics operations maned selection, crossover and mutation. Contrast to traditional optimal design techniques which use design sensitivity analysis results, GA, being zero-order method, is very simple. So, they can be easily applicable to wide area of design optimization problems. Also, owing to multi-point search procedure, they have higher probability of converge to global optimum compared to traditional techniques which take one-point search method. In this study, a method of finding the optimum values of suspension parameters is proposed by using the GA. And vehicle is modelled as planar vehicle having 5 degree-of-freedom. The generalized coordinates are vertical motion of passenger seat, sprung mass and front and rear unsprung mass and rotate(pitch) motion of sprung mass. For rapid converge and precluding local optimum, share function which distribute chromosomes over design bound is introduced. Elitist survival model, remainder stochastic sampling without replacement method, multi-point crossover method are adopted. In the sight of the improvement of ride comfort, good result can be obtained in 5-D.O.F. vehicle model by using GA.

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Hybrid evolutionary identification of output-error state-space models

  • Dertimanis, Vasilis K.;Chatzi, Eleni N.;Spiridonakos, Minas D.
    • Structural Monitoring and Maintenance
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    • v.1 no.4
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    • pp.427-449
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    • 2014
  • A hybrid optimization method for the identification of state-space models is presented in this study. Hybridization is succeeded by combining the advantages of deterministic and stochastic algorithms in a superior scheme that promises faster convergence rate and reliability in the search for the global optimum. The proposed hybrid algorithm is developed by replacing the original stochastic mutation operator of Evolution Strategies (ES) by the Levenberg-Marquardt (LM) quasi-Newton algorithm. This substitution results in a scheme where the entire population cloud is involved in the search for the global optimum, while single individuals are involved in the local search, undertaken by the LM method. The novel hybrid identification framework is assessed through the Monte Carlo analysis of a simulated system and an experimental case study on a shear frame structure. Comparisons to subspace identification, as well as to conventional, self-adaptive ES provide significant indication of superior performance.