Search results for: optimization analysis

Authors: Ahmed Elrewainy

Abstract:

Mixing in the hyperspectral imaging occurs due to the low spatial resolutions of the used cameras. The existing pure materials “endmembers” in the scene share the spectra pixels with different amounts called “abundances”. Unmixing of the data cube is an important task to know the present endmembers in the cube for the analysis of these images. Unsupervised unmixing is done with no information about the given data cube. Sparsity is one of the recent approaches used in the source recovery or unmixing techniques. The l₁-norm optimization problem “basis pursuit” could be used as a sparsity-based approach to solve this unmixing problem where the endmembers is assumed to be sparse in an appropriate domain known as dictionary. This optimization problem is solved using proximal method “iterative thresholding”. The l₁-norm basis pursuit optimization problem as a sparsity-based unmixing technique was used to unmix real and synthetic hyperspectral data cubes.

Keywords: basis pursuit, blind source separation, hyperspectral imaging, spectral unmixing, wavelets

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Authors: Totok R. Biyanto, Arif T. Mardianto, M. Farid R. R., Luthfi Machmudi, kandi mulakasti

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The main objective of this research is optimizing the electrocoagulation process design as a post-treatment for biologically vinasse effluent process. The first principle model with three independent variables that affect the energy consumption of electrocoagulation process i.e. current density, electrode distance, and time of treatment process are chosen as optimized variables. The process condition parameters were determined with the value of pH, electrical conductivity, and temperature of vinasse about 6.5, 28.5 mS/cm, 52 oC, respectively. Aluminum was chosen as the electrode material of electrocoagulation process. Duelist algorithm was used as optimization technique due to its capability to reach a global optimum. The optimization results show that the optimal process can be reached in the conditions of current density of 2.9976 A/m2, electrode distance of 1.5 cm and electrolysis time of 119 min. The optimized energy consumption during process is 34.02 Wh.

Keywords: optimization, vinasse effluent, electrocoagulation, energy consumption

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Authors: Lokendra Kumar Devangan, Ajay Mishra

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This paper describes the implementation of a large-scale SAS/OR model with significant pre-processing, scenario analysis, and post-processing work done using SAS. A large cement manufacturer with ten geographically distributed manufacturing plants for two variants of cement, around 400 warehouses serving as transshipment points, and several thousand distributor locations generating demand needed to optimize this multi-echelon, multi-modal transport supply chain separately for planning and allocation purposes. For monthly planning as well as daily allocation, the demand is deterministic. Rail and road networks connect any two points in this supply chain, creating tens of thousands of such connections. Constraints include the plant’s production capacity, transportation capacity, and rail wagon batch size constraints. Each demand point has a minimum and maximum for shipments received. Price varies at demand locations due to local factors. A large mixed integer programming model built using proc OPTMODEL decides production at plants, demand fulfilled at each location, and the shipment route to demand locations to maximize the profit contribution. Using base SAS, we did significant pre-processing of data and created inputs for the optimization. Using outputs generated by OPTMODEL and other processing completed using base SAS, we generated several reports that went into their enterprise system and created tables for easy consumption of the optimization results by operations.

Keywords: production planning, mixed integer optimization, network model, network optimization

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Authors: Florin Leon, Silvia Curteanu

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The Bacterial Foraging Optimization (BFO) algorithm is inspired by the behavior of bacteria such as Escherichia coli or Myxococcus xanthus when searching for food, more precisely the chemotaxis behavior. Bacteria perceive chemical gradients in the environment, such as nutrients, and also other individual bacteria, and move toward or in the opposite direction to those signals. The application example considered as a case study consists in establishing the dependency between the reaction yield of hydrogels based on polyacrylamide and the working conditions such as time, temperature, monomer, initiator, crosslinking agent and inclusion polymer concentrations, as well as type of the polymer added. This process is modeled with a neural network which is included in an optimization procedure based on BFO. An experimental study of BFO parameters is performed. The results show that the algorithm is quite robust and can obtain good results for diverse combinations of parameter values.

Keywords: bacterial foraging, hydrogels, modeling and optimization, neural networks

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Authors: Daniel Kostrzewa, Henryk Josiński

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The expanded Invasive Weed Optimization algorithm (exIWO) is an optimization metaheuristic modelled on the original IWO version created by the researchers from the University of Tehran. The authors of the present paper have extended the exIWO algorithm introducing a set of both deterministic and non-deterministic strategies of individuals’ selection. The goal of the project was to evaluate the exIWO by testing its usefulness for solving some test instances of the traveling salesman problem (TSP) taken from the TSPLIB collection which allows comparing the experimental results with optimal values.

Keywords: expanded invasive weed optimization algorithm (exIWO), traveling salesman problem (TSP), heuristic approach, inversion operator

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Authors: Basil Manos, Parthena Chatzinikolaou, Fedra Kiomourtzi

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This paper presents a Multicriteria Mathematical Programming model for farm planning and sustainable optimization of agricultural production. The model can be used as a tool for the analysis and simulation of agricultural production plans, as well as for the study of impacts of various measures of Common Agriculture Policy in the member states of European Union. The model can achieve the optimum production plan of a farm or an agricultural region combining in one utility function different conflicting criteria as the maximization of gross margin and the minimization of fertilizers used, under a set of constraints for land, labor, available capital, Common Agricultural Policy etc. The proposed model was applied to the region of Larisa in central Greece. The optimum production plan achieves a greater gross return, a less fertilizers use, and a less irrigated water use than the existent production plan.

Keywords: sustainable optimization, multicriteria analysis, agricultural production, farm planning

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Authors: Xiongxiong You, Zhanwen Niu

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Choosing an appropriate surrogate model plays an important role in surrogates-assisted evolutionary algorithms (SAEAs) since there are many types and different kernel functions in the surrogate model. In this paper, an adaptive selection of the best suitable surrogate model method is proposed to solve different kinds of expensive optimization problems. Firstly, according to the prediction residual error sum of square (PRESS) and different model selection strategies, the excellent individual surrogate models are integrated into multiple ensemble models in each generation. Then, based on the minimum root of mean square error (RMSE), the best suitable surrogate model is selected dynamically. Secondly, two methods with dynamic number of models and selection strategies are designed, which are used to show the influence of the number of individual models and selection strategy. Finally, some compared studies are made to deal with several commonly used benchmark problems, as well as a rotor system optimization problem. The results demonstrate the accuracy and robustness of the proposed method.

Keywords: adaptive selection, expensive optimization, rotor system, surrogates assisted evolutionary algorithms

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Authors: F. Farzan Nasab, H. J. M. Geijselaers, I. Baran, A. De Boer

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A method is introduced for the coupled skin-rib optimization of a wing box where mass minimization is the objective and local buckling is the constraint. The structure is made of composite materials where continuity of plies in multiple adjacent panels (blending) has to be satisfied. Blending guarantees the manufacturability of the structure; however, it is a highly challenging constraint to treat and has been under debate in recent research in the same area. To fulfill design guidelines with respect to symmetry, balance, contiguity, disorientation and percentage rule of the layup, a reference for the stacking sequences (stacking sequence table or SST) is generated first. Then, an innovative fully gradient-based optimization approach in relation to a specific SST is introduced to obtain the optimum thickness distribution all over the structure while blending is fulfilled. The proposed optimization approach aims to turn the discrete optimization problem associated with the integer number of plies into a continuous one. As a result of a wing box deflection, a rib is subjected to load values which vary nonlinearly with the amount of deflection. The bending stiffness of a skin affects the wing box deflection and thus affects the load applied to a rib. This indicates the necessity of a coupled skin-rib optimization approach for a more realistic optimized design. The proposed method is examined with the optimization of the layup of a composite stiffened skin and rib of a wing torsion box subjected to in-plane normal and shear loads. Results show that the method can successfully prescribe a valid design with a significantly cheap computation cost.

Keywords: blending, buckling optimization, composite panels, wing torsion box

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Authors: Vijaya K. Srivastava, Davide Spinello

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This paper presents established 3ⁿ enumeration procedure for mixed integer optimization problems for solving multi-objective reliability and redundancy allocation problem subject to design constraints. The formulated problem is to find the optimum level of unit reliability and the number of units for each subsystem. A number of illustrative examples are provided and compared to indicate the application of the superiority of the proposed method.

Keywords: integer programming, mixed integer programming, multi-objective optimization, Reliability Redundancy Allocation

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Authors: Fariborz Ahmadi, Hamid Salehi, Khosrow Karimi

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A sensor network is set of sensor nodes that cooperate together to perform a predefined tasks. The important problem in this network is power consumption. So, in this paper one algorithm based on the eurygaster life is introduced to minimize power consumption by the nodes of these networks. In this method the search space of problem is divided into several partitions and each partition is investigated separately. The evaluation results show that our approach is more efficient in comparison to other evolutionary algorithm like genetic algorithm.

Keywords: evolutionary computation, genetic algorithm, particle swarm optimization, sensor network optimization

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Authors: Gaohuizi Guo, Ning Zhang

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Firefly algorithm (FA) and Sine Cosine algorithm (SCA) are two very popular and advanced metaheuristic algorithms. However, these algorithms applied to multi-objective optimization problems have some shortcomings, respectively, such as premature convergence and limited exploration capability. Combining the privileges of FA and SCA while avoiding their deficiencies may improve the accuracy and efficiency of the algorithm. This paper proposes a hybridization of FA and SCA algorithms, named multi-objective firefly-sine cosine algorithm (MFA-SCA), to develop a more efficient meta-heuristic algorithm than FA and SCA.

Keywords: firefly algorithm, hybrid algorithm, multi-objective optimization, sine cosine algorithm

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Authors: Broderick Crawford, Ricardo Soto, Natalia Berrios, Eduardo Olguin

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In this paper, we present a binary cat swarm optimization for solving the Set covering problem. The set covering problem is a well-known NP-hard problem with many practical applications, including those involving scheduling, production planning and location problems. Binary cat swarm optimization is a recent swarm metaheuristic technique based on the behavior of discrete cats. Domestic cats show the ability to hunt and are curious about moving objects. The cats have two modes of behavior: seeking mode and tracing mode. We illustrate this approach with 65 instances of the problem from the OR-Library. Moreover, we solve this problem with 40 new binarization techniques and we select the technical with the best results obtained. Finally, we make a comparison between results obtained in previous studies and the new binarization technique, that is, with roulette wheel as transfer function and V3 as discretization technique.

Keywords: binary cat swarm optimization, binarization methods, metaheuristic, set covering problem

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Authors: A. Hidalgo, A. Desportes, E. Bonin, A. Kadaoui, T. Bouaricha

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Present paper is concerned with portfolio management with Black-Litterman (B-L) model. Considered stocks are exclusively limited to large companies stocks on US market. Results obtained by application of the model are presented. From analysis of collected Dow Jones stock data, remarkable explicit analytical expression of optimal B-L parameter τ, which scales dispersion of normal distribution of assets mean return, is proposed in terms of standard deviation of covariance matrix. Implementation has been developed in Matlab environment to split optimization in Markovitz sense from specific elements related to B-L representation.

Keywords: Black-Litterman, Markowitz, market data, portfolio manager opinion

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Authors: Mohammad Y. Badiee, Saeed Golestani, Mir Saman Pishvaee

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In recent years consumers and governments have been pushing companies to design their activities in such a way as to reduce negative environmental impacts by producing renewable product or threat free disposal policy more and more. It is therefore important to focus more accurate to the optimization of various aspect of total supply chain. Modeling a supply chain can be a challenging process due to the fact that there are a large number of factors that need to be considered in the model. The use of multi-objective optimization can lead to overcome those problems since more information is used when designing the model. Uncertainty is inevitable in real world. Considering uncertainty on parameters in addition to use multi-objectives are ways to give more flexibility to the decision making process since the process can take into account much more constraints and requirements. In this paper we demonstrate a stochastic scenario based robust model to cope with uncertainty in a closed-loop multi-objective supply chain. By applying the proposed model in a real world case, the power of proposed model in handling data uncertainty is shown.

Keywords: supply chain management, closed-loop supply chain, multi-objective optimization, goal programming, uncertainty, robust optimization

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Authors: Basavaraj R. Endigeri, Shriharsh Desphande

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Optimization and reduction of stress concentration around holes in a uniaxially loaded plate is one of the important design criteria in many of the engineering applications. These stress risers will lead to failure of the component at the region of high stress concentration which has to be avoided by means of providing auxiliary holes on either side of the parent hole. By literature survey it is known that till date, there is no analytical solution documented to reduce the stress concentration by providing auxiliary holes expect for fever geometries. In the present work, plate with a hole subjected to uniaxial load is analyzed with the numerical method to determine the optimum sizes and locations for the auxillary holes for different center hole diameter to plate width ratios. The introduction of auxiliary holes at a optimum location and radii with its effect on stress concentration is also represented graphically. The finite element analysis package ANSYS 8.0 is used to carry out analysis and optimization is performed to determine the location and radii for optimum values of auxiliary holes to reduce stress concentration. All the results for different diameter to plate width ratio are presented graphically. It is found from the work that introduction of auxiliary holes on either side of central circular hole will reduce stress concentration factor by a factor of 19 to 21 percentage.

Keywords: finite element method, optimization, stress concentration factor, auxiliary holes

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Authors: Xiang Li, Jian-Qiao Sun

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As the crucial component of city traffic network, intersections have significant impacts on urban traffic performance. Despite of the rapid development in transportation systems, increasing traffic volumes result in severe congestions especially at intersections in urban areas. Effective regulation of vehicle flows at intersections has always been an important issue in the traffic control system. This study presents a multi-objective optimization method at intersections with cellular automata to achieve better traffic performance. Vehicle conflicts and pedestrian interference are considered. Three categories of the traffic performance are studied including transportation efficiency, energy consumption and road safety. The left-turn signal type, signal timing and lane assignment are optimized for different traffic flows. The multi-objective optimization problem is solved with the cell mapping method. The optimization results show the conflicting nature of different traffic performance. The influence of different traffic variables on the intersection performance is investigated. It is observed that the proposed optimization method is effective in regulating the traffic at the intersection to meet multiple objectives. Transportation efficiency can be usually improved by the permissive left-turn signal, which sacrifices safety. Right-turn traffic suffers significantly when the right-turn lanes are shared with the through vehicles. The effect of vehicle flow on the intersection performance is significant. The display pattern of the optimization results can be changed remarkably by the traffic volume variation. Pedestrians have strong interference with the traffic system.

Keywords: cellular automata, intersection, multi-objective optimization, traffic system

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Authors: Shahin Mirshekari, Mohammadreza Moradi, Hossein Jafari, Mehdi Jafari, Mohammad Ensaf

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This research employs Gaussian Process Regression (GPR) with an ensemble kernel, integrating Exponential Squared, Revised Matern, and Rational Quadratic kernels to analyze pharmaceutical sales data. Bayesian optimization was used to identify optimal kernel weights: 0.76 for Exponential Squared, 0.21 for Revised Matern, and 0.13 for Rational Quadratic. The ensemble kernel demonstrated superior performance in predictive accuracy, achieving an R² score near 1.0, and significantly lower values in MSE, MAE, and RMSE. These findings highlight the efficacy of ensemble kernels in GPR for predictive analytics in complex pharmaceutical sales datasets.

Keywords: Gaussian process regression, ensemble kernels, bayesian optimization, pharmaceutical sales analysis, time series forecasting, data analysis

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Authors: Hichem Kmimech, Achref Jabeur Telmoudi, Lotfi Nabli

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The estimation of the initial marking minimum (MIM) is a crucial problem in labeled Petri nets. In the case of multiple choices, the search for the initial marking leads to a problem of optimization of the minimum allocation of resources with two constraints. The first concerns the firing sequence that could be legal on the initial marking with respect to the firing vector. The second deals with the total number of tokens that can be minimal. In this article, the MIM problem is solved by the meta-heuristic particle swarm optimization (PSO). The proposed approach presents the advantages of PSO to satisfy the two previous constraints and find all possible combinations of minimum initial marking with the best computing time. This method, more efficient than conventional ones, has an excellent impact on the resolution of the MIM problem. We prove through a set of definitions, lemmas, and examples, the effectiveness of our approach.

Keywords: marking, production system, labeled Petri nets, particle swarm optimization

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Authors: H. Nikzad, S. Yoshitomi

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This paper presents the design application and reinforcement detailing of 15 storied reinforced concrete shear wall-frame structure based on linear static analysis. Databases are generated for section sizes based on automated structural optimization method utilizing Active-set Algorithm in MATLAB platform. The design constraints of allowable section sizes, capacity criteria and seismic provisions for static loads, combination of gravity and lateral loads are checked and determined based on ASCE 7-10 documents and ACI 318-14 design provision. The result of this study illustrates the efficiency of proposed method, and is expected to provide a useful reference in designing of RC shear wall-frame structures.

Keywords: design constraints, ETABS, linear static analysis, MATLAB, RC shear wall-frame structures, structural optimization

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Authors: Abdulbaset Saad, Adel Younis, Zuomin Dong

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For design optimization with high-dimensional expensive problems, an effective and efficient optimization methodology is desired. This work proposes a series of modification to the Differential Evolution (DE) algorithm for solving computation Intensive Black-Box Problems. The proposed methodology is called Radial Basis Meta-Model Algorithm Assisted Differential Evolutionary (RBF-DE), which is a global optimization algorithm based on the meta-modeling techniques. A meta-modeling assisted DE is proposed to solve computationally expensive optimization problems. The Radial Basis Function (RBF) model is used as a surrogate model to approximate the expensive objective function, while DE employs a mechanism to dynamically select the best performing combination of parameters such as differential rate, cross over probability, and population size. The proposed algorithm is tested on benchmark functions and real life practical applications and problems. The test results demonstrate that the proposed algorithm is promising and performs well compared to other optimization algorithms. The proposed algorithm is capable of converging to acceptable and good solutions in terms of accuracy, number of evaluations, and time needed to converge.

Keywords: differential evolution, engineering design, expensive computations, meta-modeling, radial basis function, optimization

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Authors: Sonveer Singh, Sanjay Agrawal, D. V. Avasthi, Jayant Shekhar

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The aim of this paper is to improve the efficiency of photovoltaic thermal (PVT) system with the help of Genetic Algorithms with multi-objective function. There are some parameters that affect the efficiency of PVT system like depth and length of the channel, velocity of flowing fluid through the channel, thickness of the tedlar and glass, temperature of inlet fluid i.e. all above parameters are considered for optimization. An attempt has been made to the model and optimizes the parameters of glazed hybrid single channel PVT module when two objective functions have been considered separately. The two objective function for optimization of PVT module is overall electrical and thermal efficiency. All equations for PVT module have been derived. Using genetic algorithms (GAs), above two objective functions of the system has been optimized separately and analysis has been carried out for two cases. Two cases are: Case-I; Improvement in electrical and thermal efficiency when overall electrical efficiency is optimized, Case-II; Improvement in electrical and thermal efficiency when overall thermal efficiency is optimized. All the parameters that are used in genetic algorithms are the parameters that could be changed, and the non-changeable parameters, like solar radiation, ambient temperature cannot be used in the algorithm. It has been observed that electrical efficiency (14.08%) and thermal efficiency (19.48%) are obtained when overall thermal efficiency was an objective function for optimization. It is observed that GA is a very efficient technique to estimate the design parameters of hybrid single channel PVT module.

Keywords: genetic algorithm, energy, exergy, PVT module, optimization

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Authors: Bastien Batardière, Joon Kwon

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For finite-sum optimization, variance-reduced gradient methods (VR) compute at each iteration the gradient of a single function (or of a mini-batch), and yet achieve faster convergence than SGD thanks to a carefully crafted lower-variance stochastic gradient estimator that reuses past gradients. Another important line of research of the past decade in continuous optimization is the adaptive algorithms such as AdaGrad, that dynamically adjust the (possibly coordinate-wise) learning rate to past gradients and thereby adapt to the geometry of the objective function. Variants such as RMSprop and Adam demonstrate outstanding practical performance that have contributed to the success of deep learning. In this work, we present AdaLVR, which combines the AdaGrad algorithm with loopless variance-reduced gradient estimators such as SAGA or L-SVRG that benefits from a straightforward construction and a streamlined analysis. We assess that AdaLVR inherits both good convergence properties from VR methods and the adaptive nature of AdaGrad: in the case of L-smooth convex functions we establish a gradient complexity of O(n + (L + √ nL)/ε) without prior knowledge of L. Numerical experiments demonstrate the superiority of AdaLVR over state-of-the-art methods. Moreover, we empirically show that the RMSprop and Adam algorithm combined with variance-reduced gradients estimators achieve even faster convergence.

Keywords: convex optimization, variance reduction, adaptive algorithms, loopless

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Authors: C. Andreu Sabater, D. Drago, C. Key-aberg, W. Moukrim, B. Naccache

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Present study concerns the optimization of a new vertical axis wind turbine system associated to a dynamoelectric motor. The system is composed by three Savonius wind turbines, arranged in an equilateral triangle. The idea is to propose a new concept of wind turbines through a technical approach allowing find a specific power never obtained before and therefore, a significant reduction of installation costs. In this work different wind flows across the system have been simulated, as well as precise definition of parameters and relations established between them. It will allow define the optimal rotor specific power for a given volume. Calculations have been developed with classical Savonius dimensions.

Keywords: VAWT, savonius, specific power, optimization, weibull

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Authors: Muqdad Al-Juboori, Bithin Datta

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Hydraulic structures such as gravity dams are classified as essential structures, and have the vital role in providing strong and safe water resource management. Three major aspects must be considered to achieve an effective design of such a structure: 1) The building cost, 2) safety, and 3) accurate analysis of seepage characteristics. Due to the complexity and non-linearity relationships of the seepage process, many approximation theories have been developed; however, the application of these theories results in noticeable errors. The analytical solution, which includes the difficult conformal mapping procedure, could be applied for a simple and symmetrical problem only. Therefore, the objectives of this paper are to: 1) develop a surrogate model based on numerical simulated data using SEEPW software to approximately simulate seepage process related to a hydraulic structure, 2) develop and solve a linked simulation-optimization model based on the developed surrogate model to describe the seepage occurring under a concrete gravity dam, in order to obtain optimum and safe design at minimum cost. The result shows that the linked simulation-optimization model provides an efficient and optimum design of concrete gravity dams.

Keywords: artificial neural network, concrete gravity dam, genetic algorithm, seepage analysis

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Authors: Elham Kiyani

Abstract:

In this paper, we first introduce the concept of Q-efficient solutions in a real linear space not necessarily endowed with a topology, where Q is some nonempty (not necessarily convex) set. We also used the scalarization technique including the Gerstewitz function generated by a nonconvex set to characterize these Q-efficient solutions. The algebraic concepts of interior and closure are useful to study optimization problems without topology. Studying nonconvex vector optimization is valuable since topological interior is equal to algebraic interior for a convex cone. So, we use the algebraic concepts of interior and closure to define Q-weak efficient solutions and Q-Henig proper efficient solutions of set-valued optimization problems, where Q is not a convex cone. Optimization problems with set-valued maps have a wide range of applications, so it is expected that there will be a useful analytical tool in optimization theory for set-valued maps. These kind of optimization problems are closely related to stochastic programming, control theory, and economic theory. The paper focus on nonconvex problems, the results are obtained by assuming generalized non-convexity assumptions on the data of the problem. In convex problems, main mathematical tools are convex separation theorems, alternative theorems, and algebraic counterparts of some usual topological concepts, while in nonconvex problems, we need a nonconvex separation function. Thus, we consider the Gerstewitz function generated by a general set in a real linear space and re-examine its properties in the more general setting. A useful approach for solving a vector problem is to reduce it to a scalar problem. In general, scalarization means the replacement of a vector optimization problem by a suitable scalar problem which tends to be an optimization problem with a real valued objective function. The Gerstewitz function is well known and widely used in optimization as the basis of the scalarization. The essential properties of the Gerstewitz function, which are well known in the topological framework, are studied by using algebraic counterparts rather than the topological concepts of interior and closure. Therefore, properties of the Gerstewitz function, when it takes values just in a real linear space are studied, and we use it to characterize Q-efficient solutions of vector problems whose image space is not endowed with any particular topology. Therefore, we deal with a constrained vector optimization problem in a real linear space without assuming any topology, and also Q-weak efficient and Q-proper efficient solutions in the senses of Henig are defined. Moreover, by means of the Gerstewitz function, we provide some necessary and sufficient optimality conditions for set-valued vector optimization problems.

Keywords: algebraic interior, Gerstewitz function, vector closure, vector optimization

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Authors: Mourad Hrizi

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In this paper, we study the inverse problem of reconstructing an interior interface D appearing in the elliptic partial differential equation: Δu+χ(D)u=0 from the knowledge of the boundary measurements. This problem arises from a semiconductor transistor model. We propose a new shape reconstruction procedure that is based on the Kohn-Vogelius formulation and the topological sensitivity method. The inverse problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a function. The unknown subdomain D is reconstructed using a level-set curve of the topological gradient. Finally, we give several examples to show the viability of our proposed method.

Keywords: inverse problem, topological optimization, topological gradient, Kohn-Vogelius formulation

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Authors: Hany Mohamed Abdu, Mohamed Hassan Gadallah, El-Giushi Mokhtar, Yehia Mahmoud Ismail

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Laser beam cutting is one nontraditional machining process. This paper optimizes the parameters of Laser beam cutting machining parameters of Stainless steel (316L) by considering the effect of input parameters viz. power, oxygen pressure, frequency and cutting speed. Statistical design of experiments are carried in three different levels and process responses such as 'Average kerf taper (Ta)' and 'Surface Roughness (Ra)' are measured accordingly. A quadratic mathematical model (RSM) for each of the responses is developed as a function of the process parameters. Responses predicted by the models (as per Taguchi’s L27 OA) are employed to search for an optimal parametric combination to achieve desired yield of the process. RSM models are developed for mean responses, S/N ratio, and standard deviation of responses. Optimization models are formulated as single objective problem subject to process constraints. Models are formulated based on Analysis of Variance (ANOVA) using MATLAB environment. Optimum solutions are compared with Taguchi Methodology results.

Keywords: optimization, laser cutting, robust design, kerf width, Taguchi method, RSM and DOE

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Authors: Wlodzimierz Ogryczak, Michal Przyluski, Tomasz Sliwinski

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In problems of portfolio selection, the reward-risk ratio criterion is optimized to search for a risky portfolio with the maximum increase of the mean return in proportion to the risk measure increase when compared to the risk-free investments. In the classical model, following Markowitz, the risk is measured by the variance thus representing the Sharpe ratio optimization and leading to the quadratic optimization problems. Several Linear Programming (LP) computable risk measures have been introduced and applied in portfolio optimization. In particular, the Mean Absolute Deviation (MAD) measure has been widely recognized. The reward-risk ratio optimization with the MAD measure can be transformed into the LP formulation with the number of constraints proportional to the number of scenarios and the number of variables proportional to the total of the number of scenarios and the number of instruments. This may lead to the LP models with huge number of variables and constraints in the case of real-life financial decisions based on several thousands scenarios, thus decreasing their computational efficiency and making them hardly solvable by general LP tools. We show that the computational efficiency can be then dramatically improved by an alternative model based on the inverse risk-reward ratio minimization and by taking advantages of the LP duality. In the introduced LP model the number of structural constraints is proportional to the number of instruments thus not affecting seriously the simplex method efficiency by the number of scenarios and therefore guaranteeing easy solvability. Moreover, we show that under natural restriction on the target value the MAD risk-reward ratio optimization is consistent with the second order stochastic dominance rules.

Keywords: portfolio optimization, reward-risk ratio, mean absolute deviation, linear programming

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Authors: Kyoungwoo Park, Gil Dong Kim, Seong Joon Moon, Ho Kil Lee

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The Urea-SCR is one of the most efficient technologies to reduce NOx emissions in diesel engines. In the present work, the computational prediction of internal flow and spray characteristics in the Urea-SCR system was carried out by using 3D-CFD simulation to evaluate NH3 uniformity index (NH3 UI) and its activation time according to the official New European Driving Cycle (NEDC). The number of nozzle and its diameter, two types of injection directions, and penetration length were chosen as the design variables. The optimal solutions were obtained by coupling the CFD analysis with Taguchi method. The L16 orthogonal array and small-the-better characteristics of the Taguchi method were used, and the optimal values were confirmed to be valid with 95% confidence and 5% significance level through analysis of variance (ANOVA). The results show that the optimal solutions for the NH3 UI and activation time (NH3 UI 0.22) are obtained by 0.41 and 0,125 second, respectively, and their values are improved by 85.0% and 10.7%, respectively, compared with those of the base model.

Keywords: computational fluid dynamics, NH3 uniformity index, optimization, Taguchi method, Urea-SCR system, UWS injector

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Authors: Jason Digalakis, John Cotronis

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Memetic algorithms (MAs) are useful for solving optimization problems. It is quite difficult to search the search space of the optimization problem with large dimensions. There is a challenge to use all the cores of the system. In this study, a sequential implementation of the memetic algorithm is converted into a concurrent version, which is executed on the cores of both CPU and GPU. For this reason, CUDA and OpenMP libraries are operated on the parallel algorithm to make a concurrent execution on CPU and GPU, respectively. The aim of this study is to compare CPU and GPU implementation of the memetic algorithm. For this purpose, fourteen benchmark functions are selected as test problems. The obtained results indicate that our approach leads to speedups up to five thousand times higher compared to one CPU thread while maintaining a reasonable results quality. This clearly shows that GPUs have the potential to acceleration of MAs and allow them to solve much more complex tasks.

Keywords: memetic algorithm, CUDA, GPU-based memetic algorithm, open multi processing, multimodal functions, unimodal functions, non-linear optimization problems

Procedia PDF Downloads 78