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- 주제어 : stochastic cost optimization (검색결과 5 건)
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경사제 피복재의 예방적 최적 유지관리를 위한 추계학적 기대비용모형의 개발
이철응(Lee, Cheol-Eung) 한국해안해양공학회 2013 한국해안해양공학회 논문집 Vol.25 No.5
비선형 누적피해모형과 경제성 모형을 결합하여 경사제 피복재를 예방적으로 최적 유지관리할 수 있는 추계학적 기대비용모형을 제안하였다. 기존 모형과의 비교를 통해 만족스럽게 검증되었으며, 관련 변수들의 민감도 분석도 자세히 수행하였다. 구조물의 중요도, 피해강도함수 그리고 저항한계에 따른 단위시간당 기대비용이 최소가 되는 최적의 보수 보강 시간을 산정할 수 있었다. 마지막으로 개발된 추계학적 기대비용모형을 경사제 피복재에 적용하였다. 구조물의 유지관리 비용과 편익을 최적화하여 어느 시점에 설계 당시 수준으로 보수 보강이 이루어져야 하는지를 정량적으로 결정할 수 있었다. A stochastic expected cost model has been suggested by combining the nonlinear cumulative damage model with the expected cost model together which can be useful for doing the preventive optimal-maintenance of the armor units of rubble-mound breakwaters. The suggested model has been satisfactorily calibrated by comparison of the results from others models, also the sensitivity analysis has been carried out in detail under the variation of the associated parameters with the model. The optimal repair times can be directly evaluated by minimizing the expected cost rates that depend on the social importances, damage intensity functions and resistance limits. Finally, the present cost model has been straightforwardly applied to the armor units of rubble-mound breakwaters. Based on the assumption of turning the damaged structure back to the state as good as new after repairs, the required optimal repair times and magnitudes can be determined quantitatively in terms of the optimum balance between the costs and benefits on the preventive maintenance.
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Kim, Hyeong-Joo,Lee, Kwang-Hyung,Jamin, Jay C.,Mission, Jose Leo C. Techno-Press 2014 Geomechanics & engineering Vol.7 No.5
The typical design of ground improvement with prefabricated vertical drains (PVD) and surcharge preloading involves a series of deterministic analyses using averaged or mean soil properties for the various combination of the PVD spacing and surcharge preloading height that would meet the criteria for minimum consolidation time and required degree of consolidation. The optimum design combination is then selected in which the total cost of ground improvement is a minimum. Considering the variability and uncertainties of the soil consolidation parameters, as well as considering the effects of soil disturbance (smear zone) and drain resistance in the analysis, this study presents a stochastic cost optimization of ground improvement with PVD and surcharge preloading. Direct Monte Carlo (MC) simulation and importance sampling (IS) technique is used in the stochastic analysis by limiting the sampled random soil parameters within the range from a minimum to maximum value while considering their statistical distribution. The method has been verified in a case study of PVD improved ground with preloading, in which average results of the stochastic analysis showed a good agreement with field monitoring data.
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수요와 운영비 및 판매가격이 기간별로 다른 서비스 지원시설의 최적 수용능력 산정 모델
박영만,주신원,배종욱 대한설비관리학회 2022 대한설비관리학회지 Vol.27 No.4
This study deals with the problem of determining the optimal capacity of service support facilities in consideration of changes in service demand and changes in operating costs and sales prices by period. Considering the initial investment cost of the service support facility and the different operating costs for each unit period, a model minimizing the sum of the excess cost and shortage cost caused by the change in demand was presented and the optimal capacity of the service facility was determined through bi-section search. To examine changes in optimal capacity, a numerical experiment was conducted on a total of 21 changes using three scenarios for fluctuations in demand and seven scenarios for fluctuations in operating costs and sales prices.
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구지혜,김시화 한국항해항만학회 2019 한국항해항만학회지 Vol.43 No.6
Offshore oil production faces several difficulties caused by oil price decline and unexpected changes in the global petroleum logistics. This paper suggests a stochastic model for optimizing the offshore oil production under uncertainty. The proposed model incorporates robust optimization and restricted recourse framework, and uses the lower partial mean as the measure of variability of the recourse profit. Some computational experiments and results based on the proposed model using scenario-based data on the crude oil price and demand under uncertainty are examined and presented. This study would be meaningful in decision-making for the offshore oil production problem considering risks under uncertainty. 해양석유 생산은 예기치 못한 유가 하락과 글로벌 석유물류의 변화로 인한 여러 가지 어려움에 직면하고 있다. 이 연구는 불확실성하의 해양석유생산 최적화를 위한 추계적 모형을 제시한다. 제시된 추계적 모형은 강인한 최적화 모형과 리코스 제한 최적화 모형을 사용하고 리코스 이익 변동의 척도로 하위부분평균을 사용한다. 제안된 모형을 바탕으로 불확실성 하의 원유의 가격과 수요에 관한 시나리오 기반의 자료를 사용하여 수행한 계산실험 및 결과를 검토하여 보고하였다. 이 연구는 불학실성 하에서 위험을 고려한 해양석유생산 문제에 대한 의사결정에 유의하게 적용될 수 있을 것이다.
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Reliability-based design optimization of time-dependent systems with stochastic degradation
Gordon J. Savage,손영갑 대한기계학회 2019 JOURNAL OF MECHANICAL SCIENCE AND TECHNOLOGY Vol.33 No.12
A major hurdle in the application of reliability-based design optimization (RBDO) to time-dependent systems is the continual interplay between calculating time-variant reliability (to ensure reliability policies are met) and moving the design point to optimize some objective function, such as cost, weight, size and so forth. In most cases the reliability can be obtained readily using so-called fast integration methods. However, this option is not available when certain stochastic processes are invoked to model gradual damage or deterioration. In this case, sampling methods must be used. This paper provides a novel way to obviate this inefficiency. First, a meta-model is built to relate time-variant system reliability to the entire design space (and noise space if required). A design of experiments paradigm and Monte Carlo simulation using the mechanistic model determines the corresponding system reliability accurately. A moving least-squares meta-model relates the data. Then, the optimization process to find the best design point, accesses the meta-model to quickly evaluate objectives and reliability constraints. Case-studies include a parallel Daniel’s system and a series servo control system. The meta-model approach is simple, accurate and very fast, suggesting an attractive means for RBDO of time-dependent systems.
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