• Journal of the Korea Society for Simulation
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• v.12 no.3
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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).

• Journal of the Korean Data and Information Science Society
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• v.26 no.4
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• pp.813-826
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• 2015

This research deals with an estimation method for kinetic reaction model. The kinetic reaction model is a model to explain spread or changing process based on interaction between species on the Biochemical area. This model can be applied to a model for disease spreading as well as a model for system Biology. In the search, we assumed that the spread of species is stochastic and we construct the reaction model based on stochastic movement. We utilized Gillespie algorithm in order to construct likelihood function. We introduced a Bayesian estimation method using Markov chain Monte Carlo methods that produces more stable results. We applied the Bayesian estimation method to the Lotka-Volterra model and gene transcription model and had more stable estimation results.

• Water Engineering Research
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• v.1 no.1
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• pp.63-74
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• 2000

This paper presents a two- phase search scheme for optimal pipe expansion of expansion of existing water distribution systems. In pipe network problems, link flows affect the total cost of the system because the link flows are not uniquely determined for various pipe diameters. The two-phase search scheme based on stochastic optimization scheme is suggested to determine the optimal link flows which make the optimal design of existing pipe network. A sample pipe network is employed to test the proposed method. Once the best tree network is obtained, the link flows are perturbed to find a near global optimum over the whole feasible region. It should be noted that in the perturbation stage the loop flows obtained form the sample existing network are employed as the initial loop flows of the proposed method. It has been also found that the relationship of cost-hydraulic gradient for pipe expansion of existing network affects the total cost of the sample network. The results show that the proposed method can yield a lower cost design than the conventional design method and that the proposed method can be efficiently used to design the pipe expansion of existing water distribution systems.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.57 no.5
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• pp.748-754
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• 2008

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, a global optimization technique, which employing the chaos search algorithm, is applied to solve optimal capacitor placement problem with reducing computational effort and enhancing global 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.

• Smart Media Journal
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• v.9 no.4
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• pp.36-43
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• 2020

The Monte Carlo tree search (MCTS) is a popular method for implementing an intelligent game program. It has several hyper-parameters that require an optimization for showing the best performance. Due to the stochastic nature of the MCTS, the hyper-parameter optimization is difficult to solve. This paper uses the self-playing capability of the MCTS-based game program for optimizing the hyper-parameters. It seeks a winner path over the hyper-parameter space while performing the self-play. The top-q longest winners in the winner path compete for the final winner. The experiment using the 15-15-5 game (Omok in Korean name) showed a promising result.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 1998.06a
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• pp.107-112
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• 1998

In this paper, we propose a new paradigm (NEW_BP) to be capable of overcoming limitations of the traditional backpropagation(OLD_BP). NEW_BP is based on the method of conjugate gradients with the normalized direction vectors and computes step size through the linear search which may be characterized by order statistics and golden section. Simulation results showed that NEW_BP was definitely superior to both the stochastic OLD_BP and the deterministic OLD_BP in terms of accuracy and rate of convergence and might sumount the problem of local minima. Furthermore, they confirmed us that stagnant phenomenon of training in OLD_BP resulted from the limitations of its algorithm in itself and that unessential approaches would never cured it of this phenomenon.

• The Journal of the Acoustical Society of Korea
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• v.15 no.4E
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• pp.21-27
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• 1996

In this paper, we propose a discriminative training algorithm for the stochastic segment model (SSM) in continuous speech recognition. As the SSM is usually trained by maximum likelihood estimation (MLE), a discriminative training algorithm is required to improve the recognition performance. Since the SSM does not assume the conditional independence of observation sequence as is done in hidden Markov models (HMMs), the search space for decoding an unknown input utterance is increased considerably. To reduce the computational complexity and starch space amount in an iterative training algorithm for discriminative SSMs, a hybrid architecture of SSMs and HMMs is programming using HMMs. Given the segment boundaries, the parameters of the SSM are discriminatively trained by the minimum error classification criterion based on a generalized probabilistic descent (GPD) method. With the discriminative training of the SSM, the word error rate is reduced by 17% compared with the MLE-trained SSM in speaker-independent continuous speech recognition.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2002.05a
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• pp.159-165
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• 2002

진화연산에는 교배, 돌연변이, 경쟁, 선택이 있다. 이러한 과정 중에서 선택은 새로운 개체를 생산하지는 않지만, 모든 해중에서 최적의 해가 될만한 해는 선택하고, 그러지 않은 해는 버리는 판단의 역할을 한다. 따라서 아무리 좋은 해를 만들었다고 해도, 취사 선택을 잘못하면, 최적의 해를 찾지 못하거나, 또 많은 시간이 소요되게 된다. 따라서 본 논문에서는 stochastic한 성질을 갖고 있는 Tournament selection에 Local selection개념을 도입하여, 지역 해에서 벗어나 전역 해를 찾는데, 개선이 될 수 있도록 하였고 Fast Evolutionary Programming의 mutation과정을 개선하고, Genetic Algorithm의 연산자인 crossover와 mutation을 도입하여 Parallel search로 지역 해에서 벗어나 전역 해를 찾는 하이브리드 알고리즘을 제안하고자 한다.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.33 no.3
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• pp.114-122
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• 2010

The Probabilistic Traveling Salesman Problem (PTSP) is an important topic in the study of traveling salesman problem and stochastic routing problem. The goal of PTSP is to find a priori tour visiting all customers with a minimum expected length, which simply skips customers not requiring a visit in the tour. There are many existing researches for the homogeneous version of the problem, where all customers have an identical visiting probability. Otherwise, the researches for the heterogeneous version of the problem are insufficient and most of them have focused on search base algorithms. In this paper, we propose a simple construction algorithm to solve the heterogeneous PTSP. The Minimum Expected Length Insertion (MELI) algorithm is a construction algorithm and consists of processes to decide a sequence of visiting customers by inserting the one, with the minimum expected length between two customers already in the sequence. Compared with optimal solutions, the MELI algorithm generates better solutions when the average probability is low and the customers have different visiting probabilities. We also suggest a local search method which improves the initial solution generated by the MELI algorithm.

• 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.