Search results for: optimal stopping
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3075

Search results for: optimal stopping

2775 Optimization Method of Dispersed Generation in Electrical Distribution Systems

Authors: Mahmoud Samkan

Abstract:

Dispersed Generation (DG) is a promising solution to many power system problems such as voltage regulation and power loss. This paper proposes a heuristic two-step method to optimize the location and size of DG for reducing active power losses and, therefore, improve the voltage profile in radial distribution networks. In addition to a DG placed at the system load gravity center, this method consists in assigning a DG to each lateral of the network. After having determined the central DG placement, the location and size of each lateral DG are predetermined in the first step. The results are then refined in the second step. This method is tested for 33-bus system for 100% DG penetration. The results obtained are compared with those of other methods found in the literature.

Keywords: optimal location, optimal size, dispersed generation (DG), radial distribution networks, reducing losses

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2774 Numerical Solution of Portfolio Selecting Semi-Infinite Problem

Authors: Alina Fedossova, Jose Jorge Sierra Molina

Abstract:

SIP problems are part of non-classical optimization. There are problems in which the number of variables is finite, and the number of constraints is infinite. These are semi-infinite programming problems. Most algorithms for semi-infinite programming problems reduce the semi-infinite problem to a finite one and solve it by classical methods of linear or nonlinear programming. Typically, any of the constraints or the objective function is nonlinear, so the problem often involves nonlinear programming. An investment portfolio is a set of instruments used to reach the specific purposes of investors. The risk of the entire portfolio may be less than the risks of individual investment of portfolio. For example, we could make an investment of M euros in N shares for a specified period. Let yi> 0, the return on money invested in stock i for each dollar since the end of the period (i = 1, ..., N). The logical goal here is to determine the amount xi to be invested in stock i, i = 1, ..., N, such that we maximize the period at the end of ytx value, where x = (x1, ..., xn) and y = (y1, ..., yn). For us the optimal portfolio means the best portfolio in the ratio "risk-return" to the investor portfolio that meets your goals and risk ways. Therefore, investment goals and risk appetite are the factors that influence the choice of appropriate portfolio of assets. The investment returns are uncertain. Thus we have a semi-infinite programming problem. We solve a semi-infinite optimization problem of portfolio selection using the outer approximations methods. This approach can be considered as a developed Eaves-Zangwill method applying the multi-start technique in all of the iterations for the search of relevant constraints' parameters. The stochastic outer approximations method, successfully applied previously for robotics problems, Chebyshev approximation problems, air pollution and others, is based on the optimal criteria of quasi-optimal functions. As a result we obtain mathematical model and the optimal investment portfolio when yields are not clear from the beginning. Finally, we apply this algorithm to a specific case of a Colombian bank.

Keywords: outer approximation methods, portfolio problem, semi-infinite programming, numerial solution

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2773 Optimal Rotor Design of an 150kW-Class IPMSM through the 3D Voltage-Inductance Map Analysis Method

Authors: Eung-Seok Park, Tae-Chul Jeong, Hyun-Jong Park, Hyun-Woo Jun, Dong-Woo Kang, Ju Lee

Abstract:

This presents a methodology to determine detail design directions of an 150kW-class IPMSM (interior permanent magnet synchronous motor) and its detail design. The basic design of the stator and rotor was conducted. After dividing the designed models into the best cases and the worst cases based on rotor shape parameters, Sensitivity analysis and 3D Voltage-Inductance Map (3D EL-Map) parameters were analyzed. Then, the design direction for the final model was predicted. Based on the prediction, the final model was extracted with Trend analysis. Lastly, the final model was validated with experiments.

Keywords: PMSM, optimal design, rotor design, voltage-inductance map

Procedia PDF Downloads 649
2772 Engineering Optimization Using Two-Stage Differential Evolution

Authors: K. Y. Tseng, C. Y. Wu

Abstract:

This paper employs a heuristic algorithm to solve engineering problems including truss structure optimization and optimal chiller loading (OCL) problems. Two different type algorithms, real-valued differential evolution (DE) and modified binary differential evolution (MBDE), are successfully integrated and then can obtain better performance in solving engineering problems. In order to demonstrate the performance of the proposed algorithm, this study adopts each one testing case of truss structure optimization and OCL problems to compare the results of other heuristic optimization methods. The result indicates that the proposed algorithm can obtain similar or better solution in comparing with previous studies.

Keywords: differential evolution, Truss structure optimization, optimal chiller loading, modified binary differential evolution

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2771 The Relationship between Rhythmic Complexity and Listening Engagement as a Proxy for Perceptual Interest

Authors: Noah R. Fram

Abstract:

Although it has been confirmed by multiple studies, the inverted-U relationship between stimulus complexity and preference (liking) remains contentious. Research aimed at substantiating the model are largely reliant upon anecdotal self-assessments of subjects and basic measures of complexity, leaving potential confounds unresolved. This study attempts to address the topic by assessing listening time as a behavioral correlate of liking (with the assumption that engagement prolongs listening time) and by looking for latent factors underlying several measures of rhythmic complexity. Participants listened to groups of rhythms, stopping each one when they started to lose interest and were asked to rate each rhythm in each group in terms of interest, complexity, and preference. Subjects were not informed that the time spent listening to each rhythm was the primary measure of interest. The hypothesis that listening time does demonstrate the same inverted-U relationship with complexity as verbal reports of liking was confirmed using a variety of metrics for rhythmic complexity, including meter-dependent measures of syncopation and meter-independent measures of entropy.

Keywords: complexity, entropy, rhythm, syncopation

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2770 Workforce Optimization: Fair Workload Balance and Near-Optimal Task Execution Order

Authors: Alvaro Javier Ortega

Abstract:

A large number of companies face the challenge of matching highly-skilled professionals to high-end positions by human resource deployment professionals. However, when the professional list and tasks to be matched are larger than a few dozens, this process result is far from optimal and takes a long time to be made. Therefore, an automated assignment algorithm for this workforce management problem is needed. The majority of companies are divided into several sectors or departments, where trained employees with different experience levels deal with a large number of tasks daily. Also, the execution order of all tasks is of mater consequence, due to some of these tasks just can be run it if the result of another task is provided. Thus, a wrong execution order leads to large waiting times between consecutive tasks. The desired goal is, therefore, creating accurate matches and a near-optimal execution order that maximizes the number of tasks performed and minimizes the idle time of the expensive skilled employees. The problem described before can be model as a mixed-integer non-linear programming (MINLP) as it will be shown in detail through this paper. A large number of MINLP algorithms have been proposed in the literature. Here, genetic algorithm solutions are considered and a comparison between two different mutation approaches is presented. The simulated results considering different complexity levels of assignment decisions show the appropriateness of the proposed model.

Keywords: employees, genetic algorithm, industry management, workforce

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2769 A Game-Theory-Based Price-Optimization Algorithm for the Simulation of Markets Using Agent-Based Modelling

Authors: Juan Manuel Sanchez-Cartas, Gonzalo Leon

Abstract:

A price competition algorithm for ABMs based on game theory principles is proposed to deal with the simulation of theoretical market models. The algorithm is applied to the classical Hotelling’s model and to a two-sided market model to show it leads to the optimal behavior predicted by theoretical models. However, when theoretical models fail to predict the equilibrium, the algorithm is capable of reaching a feasible outcome. Results highlight that the algorithm can be implemented in other simulation models to guarantee rational users and endogenous optimal behaviors. Also, it can be applied as a tool of verification given that is theoretically based.

Keywords: agent-based models, algorithmic game theory, multi-sided markets, price optimization

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2768 Multi-Objective Optimization and Effect of Surface Conditions on Fatigue Performance of Burnished Components Made of AISI 52100 Steel

Authors: Ouahiba Taamallah, Tarek Litim

Abstract:

The study deals with the burnishing effect of AISI 52100 steel and parameters influence (Py, i and f on surface integrity. The results show that the optimal effects are closely related to the treatment parameters. With a 92% improvement in roughness, SB can be defined as a finishing operation within the machining range. Due to 85% gain in consolidation rate, this treatment constitutes an efficient process for work-hardening of material. In addition, a statistical study based on regression and Taguchi's design has made it possible to develop mathematical models to predict output responses according to the studied burnishing parameters. Response Surface Methodology RSM showed a simultaneous influence of the burnishing parameters and to observe the optimal parameters of the treatment. ANOVA Analysis of results led to validate the prediction model with a determination coefficient R2=94.60% and R2=93.41% for surface roughness and micro-hardness, respectively. Furthermore, a multi-objective optimization allowed to identify a regime characterized by P=20 Kgf, i=5 passes and f=0.08 mm.rev-1, which favors minimum surface roughness and a maximum of micro-hardness. The result was validated by a composite desirability D_i=1 for both surface roughness and microhardness, respectively. Applying optimal parameters, burnishing showed its beneficial effects in fatigue resistance, especially for imposed loading in the low cycle fatigue of the material where the lifespan increased by 90%.

Keywords: AISI 52100 steel, burnishing, Taguchi, fatigue

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2767 Optimal Mother Wavelet Function for Shoulder Muscles of Upper Limb Amputees

Authors: Amanpreet Kaur

Abstract:

Wavelet transform (WT) is a powerful statistical tool used in applied mathematics for signal and image processing. The different mother, wavelet basis function, has been compared to select the optimal wavelet function that represents the electromyogram signal characteristics of upper limb amputees. Four different EMG electrode has placed on different location of shoulder muscles. Twenty one wavelet functions from different wavelet families were investigated. These functions included Daubechies (db1-db10), Symlets (sym1-sym5), Coiflets (coif1-coif5) and Discrete Meyer. Using mean square error value, the significance of the mother wavelet functions has been determined for teres, pectorals, and infraspinatus around shoulder muscles. The results show that the best mother wavelet is the db3 from the Daubechies family for efficient classification of the signal.

Keywords: Daubechies, upper limb amputation, shoulder muscles, Symlets, Coiflets

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2766 Optimal and Critical Path Analysis of State Transportation Network Using Neo4J

Authors: Pallavi Bhogaram, Xiaolong Wu, Min He, Onyedikachi Okenwa

Abstract:

A transportation network is a realization of a spatial network, describing a structure which permits either vehicular movement or flow of some commodity. Examples include road networks, railways, air routes, pipelines, and many more. The transportation network plays a vital role in maintaining the vigor of the nation’s economy. Hence, ensuring the network stays resilient all the time, especially in the face of challenges such as heavy traffic loads and large scale natural disasters, is of utmost importance. In this paper, we used the Neo4j application to develop the graph. Neo4j is the world's leading open-source, NoSQL, a native graph database that implements an ACID-compliant transactional backend to applications. The Southern California network model is developed using the Neo4j application and obtained the most critical and optimal nodes and paths in the network using centrality algorithms. The edge betweenness centrality algorithm calculates the critical or optimal paths using Yen's k-shortest paths algorithm, and the node betweenness centrality algorithm calculates the amount of influence a node has over the network. The preliminary study results confirm that the Neo4j application can be a suitable tool to study the important nodes and the critical paths for the major congested metropolitan area.

Keywords: critical path, transportation network, connectivity reliability, network model, Neo4j application, edge betweenness centrality index

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2765 Thinned Elliptical Cylindrical Antenna Array Synthesis Using Particle Swarm Optimization

Authors: Rajesh Bera, Durbadal Mandal, Rajib Kar, Sakti P. Ghoshal

Abstract:

This paper describes optimal thinning of an Elliptical Cylindrical Array (ECA) of uniformly excited isotropic antennas which can generate directive beam with minimum relative Side Lobe Level (SLL). The Particle Swarm Optimization (PSO) method, which represents a new approach for optimization problems in electromagnetic, is used in the optimization process. The PSO is used to determine the optimal set of ‘ON-OFF’ elements that provides a radiation pattern with maximum SLL reduction. Optimization is done without prefixing the value of First Null Beam Width (FNBW). The variation of SLL with element spacing of thinned array is also reported. Simulation results show that the number of array elements can be reduced by more than 50% of the total number of elements in the array with a simultaneous reduction in SLL to less than -27dB.

Keywords: thinned array, Particle Swarm Optimization, Elliptical Cylindrical Array, Side Lobe Label.

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2764 Research on Pilot Sequence Design Method of Multiple Input Multiple Output Orthogonal Frequency Division Multiplexing System Based on High Power Joint Criterion

Authors: Linyu Wang, Jiahui Ma, Jianhong Xiang, Hanyu Jiang

Abstract:

For the pilot design of the sparse channel estimation model in Multiple Input Multiple Output Orthogonal Frequency Division Multiplexing (MIMO-OFDM) systems, the observation matrix constructed according to the matrix cross-correlation criterion, total correlation criterion and other optimization criteria are not optimal, resulting in inaccurate channel estimation and high bit error rate at the receiver. This paper proposes a pilot design method combining high-power sum and high-power variance criteria, which can more accurately estimate the channel. First, the pilot insertion position is designed according to the high-power variance criterion under the condition of equal power. Then, according to the high power sum criterion, the pilot power allocation is converted into a cone programming problem, and the power allocation is carried out. Finally, the optimal pilot is determined by calculating the weighted sum of the high power sum and the high power variance. Compared with the traditional pilot frequency, under the same conditions, the constructed MIMO-OFDM system uses the optimal pilot frequency for channel estimation, and the communication bit error rate performance obtains a gain of 6~7dB.

Keywords: MIMO-OFDM, pilot optimization, compressed sensing, channel estimation

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2763 Identity Verification Using k-NN Classifiers and Autistic Genetic Data

Authors: Fuad M. Alkoot

Abstract:

DNA data have been used in forensics for decades. However, current research looks at using the DNA as a biometric identity verification modality. The goal is to improve the speed of identification. We aim at using gene data that was initially used for autism detection to find if and how accurate is this data for identification applications. Mainly our goal is to find if our data preprocessing technique yields data useful as a biometric identification tool. We experiment with using the nearest neighbor classifier to identify subjects. Results show that optimal classification rate is achieved when the test set is corrupted by normally distributed noise with zero mean and standard deviation of 1. The classification rate is close to optimal at higher noise standard deviation reaching 3. This shows that the data can be used for identity verification with high accuracy using a simple classifier such as the k-nearest neighbor (k-NN). 

Keywords: biometrics, genetic data, identity verification, k nearest neighbor

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2762 A Study on Computational Fluid Dynamics (CFD)-Based Design Optimization Techniques Using Multi-Objective Evolutionary Algorithms (MOEA)

Authors: Ahmed E. Hodaib, Mohamed A. Hashem

Abstract:

In engineering applications, a design has to be as fully perfect as possible in some defined case. The designer has to overcome many challenges in order to reach the optimal solution to a specific problem. This process is called optimization. Generally, there is always a function called “objective function” that is required to be maximized or minimized by choosing input parameters called “degrees of freedom” within an allowed domain called “search space” and computing the values of the objective function for these input values. It becomes more complex when we have more than one objective for our design. As an example for Multi-Objective Optimization Problem (MOP): A structural design that aims to minimize weight and maximize strength. In such case, the Pareto Optimal Frontier (POF) is used, which is a curve plotting two objective functions for the best cases. At this point, a designer should make a decision to choose the point on the curve. Engineers use algorithms or iterative methods for optimization. In this paper, we will discuss the Evolutionary Algorithms (EA) which are widely used with Multi-objective Optimization Problems due to their robustness, simplicity, suitability to be coupled and to be parallelized. Evolutionary algorithms are developed to guarantee the convergence to an optimal solution. An EA uses mechanisms inspired by Darwinian evolution principles. Technically, they belong to the family of trial and error problem solvers and can be considered global optimization methods with a stochastic optimization character. The optimization is initialized by picking random solutions from the search space and then the solution progresses towards the optimal point by using operators such as Selection, Combination, Cross-over and/or Mutation. These operators are applied to the old solutions “parents” so that new sets of design variables called “children” appear. The process is repeated until the optimal solution to the problem is reached. Reliable and robust computational fluid dynamics solvers are nowadays commonly utilized in the design and analyses of various engineering systems, such as aircraft, turbo-machinery, and auto-motives. Coupling of Computational Fluid Dynamics “CFD” and Multi-Objective Evolutionary Algorithms “MOEA” has become substantial in aerospace engineering applications, such as in aerodynamic shape optimization and advanced turbo-machinery design.

Keywords: mathematical optimization, multi-objective evolutionary algorithms "MOEA", computational fluid dynamics "CFD", aerodynamic shape optimization

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2761 Upon One Smoothing Problem in Project Management

Authors: Dimitri Golenko-Ginzburg

Abstract:

A CPM network project with deterministic activity durations, in which activities require homogenous resources with fixed capacities, is considered. The problem is to determine the optimal schedule of starting times for all network activities within their maximal allowable limits (in order not to exceed the network's critical time) to minimize the maximum required resources for the project at any point in time. In case when a non-critical activity may start only at discrete moments with the pregiven time span, the problem becomes NP-complete and an optimal solution may be obtained via a look-over algorithm. For the case when a look-over requires much computational time an approximate algorithm is suggested. The algorithm's performance ratio, i.e., the relative accuracy error, is determined. Experimentation has been undertaken to verify the suggested algorithm.

Keywords: resource smoothing problem, CPM network, lookover algorithm, lexicographical order, approximate algorithm, accuracy estimate

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2760 Extracellular Phytase from Lactobacillus fermentum spp KA1: Optimization of Enzyme Production and Its Application for Improving the Nutritional Quality of Rice Bran

Authors: Neha Sharma, Kanthi K. Kondepudi, Naveen Gupta

Abstract:

Phytases are phytate specific phosphatases catalyzing the step-wise dephosphorylation of phytate, which acts as an anti-nutritional factor in food due to its strong binding capacity to minerals. In recent years microbial phytases have been explored for improving nutritional quality of food. But the major limitation is acceptability of phytases from these microorganisms. Therefore, efforts are being made to isolate organisms which are generally regarded as safe for human consumption such as Lactic Acid Bacteria (LAB). Phytases from these organisms will have an edge over other phytase sources due to its probiotic attributes. Only few LAB have been reported to give phytase activity that too is generally seen as intracellular. LAB producing extracellular phytase will be more useful as it can degrade phytate more effectively. Moreover, enzyme from such isolate will have application in food processing also. Only few species of Lactobacillus producing extracellular phytase have been reported so far. This study reports the isolation of a probiotic strain of Lactobacillus fermentum spp KA1 which produces extracellular phytase. Conditions for the optimal production of phytase have been optimized and the enzyme production resulted in an approximately 13-fold increase in yield. The phytate degradation potential of extracellular phytase in rice bran has been explored and conditions for optimal degradation were optimized. Under optimal conditions, there was 43.26% release of inorganic phosphate and 6.45% decrease of phytate content.

Keywords: Lactobacillus, phytase, phytate reduction, rice bran

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2759 Socio-Economic Inequality in Breastfeeding Patterns in India

Authors: Ankita Shukla

Abstract:

The promotion and support of breastfeeding is a global priority with benefits for maternal and infant health, especially in low income and middle-income countries where the probability of child survival is still very low. In India too it has been well established that breastfeeding increases the survival of the child. However, the breastfeeding levels are quite low in the country. Examining the socio-economic inequality in breastfeeding pattern can help to the causal pathways responsible for early breastfeeding termination. This paper tries to understand the socio-economic differential in breastfeeding patterns among Indian women. Data is used from nationally representative National Family Health Survey-3. Using Cox regression modelling techniques, the analysis found that the likelihood of having small breastfeeding duration increased with increasing household wealth status similarly education also has negative effect on breastfeeding duration. The considerable gender difference is also visible in India, likelihood of stopping breastfeeding was significantly higher among female children compared with male children. To understand the cultural factors or norms responsible for the early termination of breastfeeding more in depth/qualitative studies are needed.

Keywords: breastfeeding, India, socio-economic inequality, women education

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2758 Designing Ecologically and Economically Optimal Electric Vehicle Charging Stations

Authors: Y. Ghiassi-Farrokhfal

Abstract:

The number of electric vehicles (EVs) is increasing worldwide. Replacing gas fueled cars with EVs reduces carbon emission. However, the extensive energy consumption of EVs stresses the energy systems, requiring non-green sources of energy (such as gas turbines) to compensate for the new energy demand caused by EVs in the energy systems. To make EVs even a greener solution for the future energy systems, new EV charging stations are equipped with solar PV panels and batteries. This will help serve the energy demand of EVs through the green energy of solar panels. To ensure energy availability, solar panels are combined with batteries. The energy surplus at any point is stored in batteries and is used when there is not enough solar energy to serve the demand. While EV charging stations equipped with solar panels and batteries are green and ecologically optimal, they might not be financially viable solutions, due to battery prices. To make the system viable, we should size the battery economically and operate the system optimally. This is, in general, a challenging problem because of the stochastic nature of the EV arrivals at the charging station, the available solar energy, and the battery operating system. In this work, we provide a mathematical model for this problem and we compute the return on investment (ROI) of such a system, which is designed to be ecologically and financially optimal. We also quantify the minimum required investment in terms of battery and solar panels along with the operating strategy to ensure that a charging station has enough energy to serve its EV demand at any time.

Keywords: solar energy, battery storage, electric vehicle, charging stations

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2757 Differentiation of the Functional in an Optimization Problem for Coefficients of Elliptic Equations with Unbounded Nonlinearity

Authors: Aigul Manapova

Abstract:

We consider an optimal control problem in the higher coefficient of nonlinear equations with a divergent elliptic operator and unbounded nonlinearity, and the Dirichlet boundary condition. The conditions imposed on the coefficients of the state equation are assumed to hold only in a small neighborhood of the exact solution to the original problem. This assumption suggests that the state equation involves nonlinearities of unlimited growth and considerably expands the class of admissible functions as solutions of the state equation. We obtain formulas for the first partial derivatives of the objective functional with respect to the control functions. To calculate the gradients the numerical solutions of the state and adjoint problems are used. We also prove that the gradient of the cost function is Lipchitz continuous.

Keywords: cost functional, differentiability, divergent elliptic operator, optimal control, unbounded nonlinearity

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2756 Arc Plasma Application for Solid Waste Processing

Authors: Vladimir Messerle, Alfred Mosse, Alexandr Ustimenko, Oleg Lavrichshev

Abstract:

Hygiene and sanitary study of typical medical-biological waste made in Kazakhstan, Russia, Belarus and other countries show that their risk to the environment is much higher than that of most chemical wastes. For example, toxicity of solid waste (SW) containing cytotoxic drugs and antibiotics is comparable to toxicity of radioactive waste of high and medium level activity. This report presents the results of the thermodynamic analysis of thermal processing of SW and experiments at the developed plasma unit for SW processing. Thermodynamic calculations showed that the maximum yield of the synthesis gas at plasma gasification of SW in air and steam mediums is achieved at a temperature of 1600K. At the air plasma gasification of SW high-calorific synthesis gas with a concentration of 82.4% (СO – 31.7%, H2 – 50.7%) can be obtained, and at the steam plasma gasification – with a concentration of 94.5% (СO – 33.6%, H2 – 60.9%). Specific heat of combustion of the synthesis gas produced by air gasification amounts to 14267 kJ/kg, while by steam gasification - 19414 kJ/kg. At the optimal temperature (1600 K), the specific power consumption for air gasification of SW constitutes 1.92 kWh/kg, while for steam gasification - 2.44 kWh/kg. Experimental study was carried out in a plasma reactor. This is device of periodic action. The arc plasma torch of 70 kW electric power is used for SW processing. Consumption of SW was 30 kg/h. Flow of plasma-forming air was 12 kg/h. Under the influence of air plasma flame weight average temperature in the chamber reaches 1800 K. Gaseous products are taken out of the reactor into the flue gas cooling unit, and the condensed products accumulate in the slag formation zone. The cooled gaseous products enter the gas purification unit, after which via gas sampling system is supplied to the analyzer. Ventilation system provides a negative pressure in the reactor up to 10 mm of water column. Condensed products of SW processing are removed from the reactor after its stopping. By the results of experiments on SW plasma gasification the reactor operating conditions were determined, the exhaust gas analysis was performed and the residual carbon content in the slag was determined. Gas analysis showed the following composition of the gas at the exit of gas purification unit, (vol.%): СO – 26.5, H2 – 44.6, N2–28.9. The total concentration of the syngas was 71.1%, which agreed well with the thermodynamic calculations. The discrepancy between experiment and calculation by the yield of the target syngas did not exceed 16%. Specific power consumption for SW gasification in the plasma reactor according to the results of experiments amounted to 2.25 kWh/kg of working substance. No harmful impurities were found in both gas and condensed products of SW plasma gasification. Comparison of experimental results and calculations showed good agreement. Acknowledgement—This work was supported by Ministry of Education and Science of the Republic of Kazakhstan and Ministry of Education and Science of the Russian Federation (Agreement on grant No. 14.607.21.0118, project RFMEF160715X0118).

Keywords: coal, efficiency, ignition, numerical modeling, plasma-fuel system, plasma generator

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2755 Planning a Haemodialysis Process by Minimum Time Control of Hybrid Systems with Sliding Motion

Authors: Radoslaw Pytlak, Damian Suski

Abstract:

The aim of the paper is to provide a computational tool for planning a haemodialysis process. It is shown that optimization methods can be used to obtain the most effective treatment focused on removing both urea and phosphorus during the process. In order to achieve that, the IV–compartment model of phosphorus kinetics is applied. This kinetics model takes into account a rebound phenomenon that can occur during haemodialysis and results in a hybrid model of the process. Furthermore, vector fields associated with the model equations are such that it is very likely that using the most intuitive objective functions in the planning problem could lead to solutions which include sliding motions. Therefore, building computational tools for solving the problem of planning a haemodialysis process has required constructing numerical algorithms for solving optimal control problems with hybrid systems. The paper concentrates on minimum time control of hybrid systems since this control objective is the most suitable for the haemodialysis process considered in the paper. The presented approach to optimal control problems with hybrid systems is different from the others in several aspects. First of all, it is assumed that a hybrid system can exhibit sliding modes. Secondly, the system’s motion on the switching surface is described by index 2 differential–algebraic equations, and that guarantees accurate tracking of the sliding motion surface. Thirdly, the gradients of the problem’s functionals are evaluated with the help of adjoint equations. The adjoint equations presented in the paper take into account sliding motion and exhibit jump conditions at transition times. The optimality conditions in the form of the weak maximum principle for optimal control problems with hybrid systems exhibiting sliding modes and with piecewise constant controls are stated. The presented sensitivity analysis can be used to construct globally convergent algorithms for solving considered problems. The paper presents numerical results of solving the haemodialysis planning problem.

Keywords: haemodialysis planning process, hybrid systems, optimal control, sliding motion

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2754 Global Analysis in a Growth Economic Model with Perfect-Substitution Technologies

Authors: Paolo Russu

Abstract:

The purpose of the present paper is to highlight some features of an economic growth model with environmental negative externalities, giving rise to a three-dimensional dynamic system. In particular, we show that the economy, which is based on a Perfect-Substitution Technologies function of production, has no neither indeterminacy nor poverty trap. This implies that equilibrium select by economy depends on the history (initial values of state variable) of the economy rather than on expectations of economies agents. Moreover, by contrast, we prove that the basin of attraction of locally equilibrium points may be very large, as they can extend up to the boundary of the system phase space. The infinite-horizon optimal control problem has the purpose of maximizing the representative agent’s instantaneous utility function depending on leisure and consumption.

Keywords: Hopf bifurcation, open-access natural resources, optimal control, perfect-substitution technologies, Poincarè compactification

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2753 Random Access in IoT Using Naïve Bayes Classification

Authors: Alhusein Almahjoub, Dongyu Qiu

Abstract:

This paper deals with the random access procedure in next-generation networks and presents the solution to reduce total service time (TST) which is one of the most important performance metrics in current and future internet of things (IoT) based networks. The proposed solution focuses on the calculation of optimal transmission probability which maximizes the success probability and reduces TST. It uses the information of several idle preambles in every time slot, and based on it, it estimates the number of backlogged IoT devices using Naïve Bayes estimation which is a type of supervised learning in the machine learning domain. The estimation of backlogged devices is necessary since optimal transmission probability depends on it and the eNodeB does not have information about it. The simulations are carried out in MATLAB which verify that the proposed solution gives excellent performance.

Keywords: random access, LTE/LTE-A, 5G, machine learning, Naïve Bayes estimation

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2752 The Structure and Development of a Wing Tip Vortex under the Effect of Synthetic Jet Actuation

Authors: Marouen Dghim, Mohsen Ferchichi

Abstract:

The effect of synthetic jet actuation on the roll-up and the development of a wing tip vortex downstream a square-tipped rectangular wing was investigated experimentally using hotwire anemometry. The wing is equipped with a hallow cavity designed to generate a high aspect ratio synthetic jets blowing at an angles with respect to the spanwise direction. The structure of the wing tip vortex under the effect of fluidic actuation was examined at a chord Reynolds number Re_c=8×10^4. An extensive qualitative study on the effect of actuation on the spanwise pressure distribution at c⁄4 was achieved using pressure scanner measurements in order to determine the optimal actuation parameters namely, the blowing momentum coefficient, Cμ, and the non-dimensionalized actuation frequency, F^+. A qualitative study on the effect of actuation parameters on the spanwise pressure distribution showed that optimal actuation frequencies of the synthetic jet were found within the range amplified by both long and short wave instabilities where spanwise pressure coefficients exhibited a considerable decrease by up to 60%. The vortex appeared larger and more diffuse than that of the natural vortex case. Operating the synthetic jet seemed to introduce unsteadiness and turbulence into the vortex core. Based on the ‘a priori’ optimal selected parameters, results of the hotwire wake survey indicated that the actuation achieved a reduction and broadening of the axial velocity deficit. A decrease in the peak tangential velocity associated with an increase in the vortex core radius was reported as a result of the accelerated radial transport of angular momentum. Peak vorticity level near the core was also found to be largely diffused as a direct result of the increased turbulent mixing within the vortex. The wing tip vortex a exhibited a reduced strength and a diffused core as a direct result of increased turbulent mixing due to the presence of turbulent small scale vortices within its core. It is believed that the increased turbulence within the vortex due to the synthetic jet control was the main mechanism associated with the decreased strength and increased size of the wing tip vortex as it evolves downstream. A comparison with a ‘non-optimal’ case was included to demonstrate the effectiveness of selecting the appropriate control parameters. The Synthetic Jet will be operated at various actuation configurations and an extensive parametric study is projected to determine the optimal actuation parameters.

Keywords: flow control, hotwire anemometry, synthetic jet, wing tip vortex

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2751 Hybrid Intelligent Optimization Methods for Optimal Design of Horizontal-Axis Wind Turbine Blades

Authors: E. Tandis, E. Assareh

Abstract:

Designing the optimal shape of MW wind turbine blades is provided in a number of cases through evolutionary algorithms associated with mathematical modeling (Blade Element Momentum Theory). Evolutionary algorithms, among the optimization methods, enjoy many advantages, particularly in stability. However, they usually need a large number of function evaluations. Since there are a large number of local extremes, the optimization method has to find the global extreme accurately. The present paper introduces a new population-based hybrid algorithm called Genetic-Based Bees Algorithm (GBBA). This algorithm is meant to design the optimal shape for MW wind turbine blades. The current method employs crossover and neighborhood searching operators taken from the respective Genetic Algorithm (GA) and Bees Algorithm (BA) to provide a method with good performance in accuracy and speed convergence. Different blade designs, twenty-one to be exact, were considered based on the chord length, twist angle and tip speed ratio using GA results. They were compared with BA and GBBA optimum design results targeting the power coefficient and solidity. The results suggest that the final shape, obtained by the proposed hybrid algorithm, performs better compared to either BA or GA. Furthermore, the accuracy and speed convergence increases when the GBBA is employed

Keywords: Blade Design, Optimization, Genetic Algorithm, Bees Algorithm, Genetic-Based Bees Algorithm, Large Wind Turbine

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2750 Model of Optimal Centroids Approach for Multivariate Data Classification

Authors: Pham Van Nha, Le Cam Binh

Abstract:

Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm. PSO was inspired by the natural behavior of birds and fish in migration and foraging for food. PSO is considered as a multidisciplinary optimization model that can be applied in various optimization problems. PSO’s ideas are simple and easy to understand but PSO is only applied in simple model problems. We think that in order to expand the applicability of PSO in complex problems, PSO should be described more explicitly in the form of a mathematical model. In this paper, we represent PSO in a mathematical model and apply in the multivariate data classification. First, PSOs general mathematical model (MPSO) is analyzed as a universal optimization model. Then, Model of Optimal Centroids (MOC) is proposed for the multivariate data classification. Experiments were conducted on some benchmark data sets to prove the effectiveness of MOC compared with several proposed schemes.

Keywords: analysis of optimization, artificial intelligence based optimization, optimization for learning and data analysis, global optimization

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2749 The Analysis of the Two Dimensional Huxley Equation Using the Galerkin Method

Authors: Pius W. Molo Chin

Abstract:

Real life problems such as the Huxley equation are always modeled as nonlinear differential equations. These problems need accurate and reliable methods for their solutions. In this paper, we propose a nonstandard finite difference method in time and the Galerkin combined with the compactness method in the space variables. This coupled method, is used to analyze a two dimensional Huxley equation for the existence and uniqueness of the continuous solution of the problem in appropriate spaces to be defined. We proceed to design a numerical scheme consisting of the aforementioned method and show that the scheme is stable. We further show that the stable scheme converges with the rate which is optimal in both the L2 as well as the H1-norms. Furthermore, we show that the scheme replicates the decaying qualities of the exact solution. Numerical experiments are presented with the help of an example to justify the validity of the designed scheme.

Keywords: Huxley equations, non-standard finite difference method, Galerkin method, optimal rate of convergence

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2748 Supplier Risk Management: A Multivariate Statistical Modelling and Portfolio Optimization Based Approach for Supplier Delivery Performance Development

Authors: Jiahui Yang, John Quigley, Lesley Walls

Abstract:

In this paper, the authors develop a stochastic model regarding the investment in supplier delivery performance development from a buyer’s perspective. The authors propose a multivariate model through a Multinomial-Dirichlet distribution within an Empirical Bayesian inference framework, representing both the epistemic and aleatory uncertainties in deliveries. A closed form solution is obtained and the lower and upper bound for both optimal investment level and expected profit under uncertainty are derived. The theoretical properties provide decision makers with useful insights regarding supplier delivery performance improvement problems where multiple delivery statuses are involved. The authors also extend the model from a single supplier investment into a supplier portfolio, using a Lagrangian method to obtain a theoretical expression for an optimal investment level and overall expected profit. The model enables a buyer to know how the marginal expected profit/investment level of each supplier changes with respect to the budget and which supplier should be invested in when additional budget is available. An application of this model is illustrated in a simulation study. Overall, the main contribution of this study is to provide an optimal investment decision making framework for supplier development, taking into account multiple delivery statuses as well as multiple projects.

Keywords: decision making, empirical bayesian, portfolio optimization, supplier development, supply chain management

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2747 Computational Simulations on Stability of Model Predictive Control for Linear Discrete-Time Stochastic Systems

Authors: Tomoaki Hashimoto

Abstract:

Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial time and a moving terminal time. This paper examines the stability of model predictive control for linear discrete-time systems with additive stochastic disturbances. A sufficient condition for the stability of the closed-loop system with model predictive control is derived by means of a linear matrix inequality. The objective of this paper is to show the results of computational simulations in order to verify the validity of the obtained stability condition.

Keywords: computational simulations, optimal control, predictive control, stochastic systems, discrete-time systems

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2746 Continuous-Time Convertible Lease Pricing and Firm Value

Authors: Ons Triki, Fathi Abid

Abstract:

Along with the increase in the use of leasing contracts in corporate finance, multiple studies aim to model the credit risk of the lease in order to cover the losses of the lessor of the asset if the lessee goes bankrupt. In the current research paper, a convertible lease contract is elaborated in a continuous time stochastic universe aiming to ensure the financial stability of the firm and quickly recover the losses of the counterparties to the lease in case of default. This work examines the term structure of the lease rates taking into account the credit default risk and the capital structure of the firm. The interaction between the lessee's capital structure and the equilibrium lease rate has been assessed by applying the competitive lease market argument developed by Grenadier (1996) and the endogenous structural default model set forward by Leland and Toft (1996). The cumulative probability of default was calculated by referring to Leland and Toft (1996) and Yildirim and Huan (2006). Additionally, the link between lessee credit risk and lease rate was addressed so as to explore the impact of convertible lease financing on the term structure of the lease rate, the optimal leverage ratio, the cumulative default probability, and the optimal firm value by applying an endogenous conversion threshold. The numerical analysis is suggestive that the duration structure of lease rates increases with the increase in the degree of the market price of risk. The maximal value of the firm decreases with the effect of the optimal leverage ratio. The results are indicative that the cumulative probability of default increases with the maturity of the lease contract if the volatility of the asset service flows is significant. Introducing the convertible lease contract will increase the optimal value of the firm as a function of asset volatility for a high initial service flow level and a conversion ratio close to 1.

Keywords: convertible lease contract, lease rate, credit-risk, capital structure, default probability

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