Search results for: numerical optimization
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6512

Search results for: numerical optimization

6182 Multi-Objective Optimization of Combined System Reliability and Redundancy Allocation Problem

Authors: Vijaya K. Srivastava, Davide Spinello

Abstract:

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

Procedia PDF Downloads 172
6181 The Intersection of Artificial Intelligence and Mathematics

Authors: Mitat Uysal, Aynur Uysal

Abstract:

Artificial Intelligence (AI) is fundamentally driven by mathematics, with many of its core algorithms rooted in mathematical principles such as linear algebra, probability theory, calculus, and optimization techniques. This paper explores the deep connection between AI and mathematics, highlighting the role of mathematical concepts in key AI techniques like machine learning, neural networks, and optimization. To demonstrate this connection, a case study involving the implementation of a neural network using Python is presented. This practical example illustrates the essential role that mathematics plays in training a model and solving real-world problems.

Keywords: AI, mathematics, machine learning, optimization techniques, image processing

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6180 Numerical Simulation and Analysis on Liquid Nitrogen Spray Heat Exchanger

Authors: Wenjing Ding, Weiwei Shan, Zijuan, Wang, Chao He

Abstract:

Liquid spray heat exchanger is the critical equipment of temperature regulating system by gaseous nitrogen which realizes the environment temperature in the range of -180 ℃~+180 ℃. Liquid nitrogen is atomized into smaller liquid drops through liquid nitrogen sprayer and then contacts with gaseous nitrogen to be cooled. By adjusting the pressure of liquid nitrogen and gaseous nitrogen, the flowrate of liquid nitrogen is changed to realize the required outlet temperature of heat exchanger. The temperature accuracy of shrouds is ±1 ℃. Liquid nitrogen spray heat exchanger is simulated by CATIA, and the numerical simulation is performed by FLUENT. The comparison between the tests and numerical simulation is conducted. Moreover, the results help to improve the design of liquid nitrogen spray heat exchanger.

Keywords: liquid nitrogen spray, temperature regulating system, heat exchanger, numerical simulation

Procedia PDF Downloads 327
6179 Mathematical and Numerical Analysis of a Nonlinear Cross Diffusion System

Authors: Hassan Al Salman

Abstract:

We consider a nonlinear parabolic cross diffusion model arising in applied mathematics. A fully practical piecewise linear finite element approximation of the model is studied. By using entropy-type inequalities and compactness arguments, existence of a global weak solution is proved. Providing further regularity of the solution of the model, some uniqueness results and error estimates are established. Finally, some numerical experiments are performed.

Keywords: cross diffusion model, entropy-type inequality, finite element approximation, numerical analysis

Procedia PDF Downloads 383
6178 Numerical Studies on 2D and 3D Boundary Layer Blockage and External Flow Choking at Wing in Ground Effect

Authors: K. Dhanalakshmi, N. Deepak, E. Manikandan, S. Kanagaraj, M. Sulthan Ariff Rahman, P. Chilambarasan C. Abhimanyu, C. A. Akaash Emmanuel Raj, V. R. Sanal Kumar

Abstract:

In this paper using a validated double precision, density-based implicit standard k-ε model, the detailed 2D and 3D numerical studies have been carried out to examine the external flow choking at wing-in-ground (WIG) effect craft. The CFD code is calibrated using the exact solution based on the Sanal flow choking condition for adiabatic flows. We observed that at the identical WIG effect conditions the numerically predicted 2D boundary layer blockage is significantly higher than the 3D case and as a result, the airfoil exhibited an early external flow choking than the corresponding wing, which is corroborated with the exact solution. We concluded that, in lieu of the conventional 2D numerical simulation, it is invariably beneficial to go for a realistic 3D simulation of the wing in ground effect, which is analogous and would have the aspects of a real-time parametric flow. We inferred that under the identical flying conditions the chances of external flow choking at WIG effect is higher for conventional aircraft than an aircraft facilitating a divergent channel effect at the bottom surface of the fuselage as proposed herein. We concluded that the fuselage and wings integrated geometry optimization can improve the overall aerodynamic performance of WIG craft. This study is a pointer to the designers and/or pilots for perceiving the zone of danger a priori due to the anticipated external flow choking at WIG effect craft for safe flying at the close proximity of the terrain and the dynamic surface of the marine.

Keywords: boundary layer blockage, chord dominated ground effect, external flow choking, WIG effect

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6177 Sensor Network Routing Optimization by Simulating Eurygaster Life in Wheat Farms

Authors: Fariborz Ahmadi, Hamid Salehi, Khosrow Karimi

Abstract:

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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6176 Application of a SubIval Numerical Solver for Fractional Circuits

Authors: Marcin Sowa

Abstract:

The paper discusses the subinterval-based numerical method for fractional derivative computations. It is now referred to by its acronym – SubIval. The basis of the method is briefly recalled. The ability of the method to be applied in time stepping solvers is discussed. The possibility of implementing a time step size adaptive solver is also mentioned. The solver is tested on a transient circuit example. In order to display the accuracy of the solver – the results have been compared with those obtained by means of a semi-analytical method called gcdAlpha. The time step size adaptive solver applying SubIval has been proven to be very accurate as the results are very close to the referential solution. The solver is currently able to solve FDE (fractional differential equations) with various derivative orders for each equation and any type of source time functions.

Keywords: numerical method, SubIval, fractional calculus, numerical solver, circuit analysis

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6175 Improved Blood Glucose-Insulin Monitoring with Dual-Layer Predictive Control Design

Authors: Vahid Nademi

Abstract:

In response to widely used wearable medical devices equipped with a continuous glucose monitor (CGM) and insulin pump, the advanced control methods are still demanding to get the full benefit of these devices. Unlike costly clinical trials, implementing effective insulin-glucose control strategies can provide significant contributions to the patients suffering from chronic diseases such as diabetes. This study deals with a key role of two-layer insulin-glucose regulator based on model-predictive-control (MPC) scheme so that the patient’s predicted glucose profile is in compliance with the insulin level injected through insulin pump automatically. It is achieved by iterative optimization algorithm which is called an integrated perturbation analysis and sequential quadratic programming (IPA-SQP) solver for handling uncertainties due to unexpected variations in glucose-insulin values and body’s characteristics. The feasibility evaluation of the discussed control approach is also studied by means of numerical simulations of two case scenarios via measured data. The obtained results are presented to verify the superior and reliable performance of the proposed control scheme with no negative impact on patient safety.

Keywords: blood glucose monitoring, insulin pump, predictive control, optimization

Procedia PDF Downloads 136
6174 A Hybrid Multi-Objective Firefly-Sine Cosine Algorithm for Multi-Objective Optimization Problem

Authors: Gaohuizi Guo, Ning Zhang

Abstract:

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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6173 Solving the Set Covering Problem Using the Binary Cat Swarm Optimization Metaheuristic

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

Abstract:

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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6172 A Robust Optimization Model for Multi-Objective Closed-Loop Supply Chain

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

Abstract:

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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6171 Multi-Objective Optimization of Intersections

Authors: Xiang Li, Jian-Qiao Sun

Abstract:

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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6170 Optimal Design of RC Pier Accompanied with Multi Sliding Friction Damping Mechanism Using Combination of SNOPT and ANN Method

Authors: Angga S. Fajar, Y. Takahashi, J. Kiyono, S. Sawada

Abstract:

The structural system concept of RC pier accompanied with multi sliding friction damping mechanism was developed based on numerical analysis approach. However in the implementation, to make design for such kind of this structural system consumes a lot of effort in case high of complexity. During making design, the special behaviors of this structural system should be considered including flexible small deformation, sufficient elastic deformation capacity, sufficient lateral force resistance, and sufficient energy dissipation. The confinement distribution of friction devices has significant influence to its. Optimization and prediction with multi function regression of this structural system expected capable of providing easier and simpler design method. The confinement distribution of friction devices is optimized with SNOPT in Opensees, while some design variables of the structure are predicted using multi function regression of ANN. Based on the optimization and prediction this structural system is able to be designed easily and simply.

Keywords: RC Pier, multi sliding friction device, optimal design, flexible small deformation

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6169 Particle Swarm Optimization Based Method for Minimum Initial Marking in Labeled Petri Nets

Authors: Hichem Kmimech, Achref Jabeur Telmoudi, Lotfi Nabli

Abstract:

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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6168 Analysis of Decentralized on Demand Cross Layer in Cognitive Radio Ad Hoc Network

Authors: A. Sri Janani, K. Immanuel Arokia James

Abstract:

Cognitive radio ad hoc networks different unlicensed users may acquire different available channel sets. This non-uniform spectrum availability imposes special design challenges for broadcasting in CR ad hoc networks. Cognitive radio automatically detects available channels in wireless spectrum. This is a form of dynamic spectrum management. Cross-layer optimization is proposed, using this can allow far away secondary users can also involve into channel work. So it can increase the throughput and it will overcome the collision and time delay.

Keywords: cognitive radio, cross layer optimization, CR mesh network, heterogeneous spectrum, mesh topology, random routing optimization technique

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6167 Radial Basis Surrogate Model Integrated to Evolutionary Algorithm for Solving Computation Intensive Black-Box Problems

Authors: Abdulbaset Saad, Adel Younis, Zuomin Dong

Abstract:

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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6166 The Interdisciplinary Synergy Between Computer Engineering and Mathematics

Authors: Mitat Uysal, Aynur Uysal

Abstract:

Computer engineering and mathematics share a deep and symbiotic relationship, with mathematics providing the foundational theories and models for computer engineering advancements. From algorithm development to optimization techniques, mathematics plays a pivotal role in solving complex computational problems. This paper explores key mathematical principles that underpin computer engineering, illustrating their significance through a case study that demonstrates the application of optimization techniques using Python code. The case study addresses the well-known vehicle routing problem (VRP), an extension of the traveling salesman problem (TSP), and solves it using a genetic algorithm.

Keywords: VRP, TSP, genetic algorithm, computer engineering, optimization

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6165 Vibration Analysis and Optimization Design of Ultrasonic Horn

Authors: Kuen Ming Shu, Ren Kai Ho

Abstract:

Ultrasonic horn has the functions of amplifying amplitude and reducing resonant impedance in ultrasonic system. Its primary function is to amplify deformation or velocity during vibration and focus ultrasonic energy on the small area. It is a crucial component in design of ultrasonic vibration system. There are five common design methods for ultrasonic horns: analytical method, equivalent circuit method, equal mechanical impedance, transfer matrix method, finite element method. In addition, the general optimization design process is to change the geometric parameters to improve a single performance. Therefore, in the general optimization design process, we couldn't find the relation of parameter and objective. However, a good optimization design must be able to establish the relationship between input parameters and output parameters so that the designer can choose between parameters according to different performance objectives and obtain the results of the optimization design. In this study, an ultrasonic horn provided by Maxwide Ultrasonic co., Ltd. was used as the contrast of optimized ultrasonic horn. The ANSYS finite element analysis (FEA) software was used to simulate the distribution of the horn amplitudes and the natural frequency value. The results showed that the frequency for the simulation values and actual measurement values were similar, verifying the accuracy of the simulation values. The ANSYS DesignXplorer was used to perform Response Surface optimization, which could shows the relation of parameter and objective. Therefore, this method can be used to substitute the traditional experience method or the trial-and-error method for design to reduce material costs and design cycles.

Keywords: horn, natural frequency, response surface optimization, ultrasonic vibration

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6164 Optimization of Vertical Axis Wind Turbine

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

Abstract:

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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6163 Q-Efficient Solutions of Vector Optimization via Algebraic Concepts

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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6162 One-Dimensional Performance Improvement of a Single-Stage Transonic Compressor

Authors: A. Shahsavari, M. Nili-Ahmadabadi

Abstract:

This paper presents an innovative one-dimensional optimization of a transonic compressor based on the radial equilibrium theory by means of increasing blade loading. Firstly, the rotor blade of the transonic compressor is redesigned based on the constant span-wise deHaller number and diffusion. The code is applied to extract compressor meridional plane and blade to blade geometry containing rotor and stator in order to design blade three-dimensional view. A structured grid is generated for the numerical domain of fluid. Finer grids are used for regions near walls to capture boundary layer effects and behavior. RANS equations are solved by finite volume method for rotating zones (rotor) and stationary zones (stator). The experimental data, available for the performance map of NASA Rotor67, is used to validate the results of simulations. Then, the capability of the design method is validated by CFD that is capable of predicting the performance map. The numerical results of new geometry show about 19% increase in pressure ratio and 11% improvement in overall efficiency of the transonic stage; however, the design point mass flow rate of the new compressor is 5.7% less than that of the original compressor.

Keywords: deHaller number, one dimensional design, radial equilibrium, transonic compressor

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6161 A New Modification of Nonlinear Conjugate Gradient Coefficients with Global Convergence Properties

Authors: Ahmad Alhawarat, Mustafa Mamat, Mohd Rivaie, Ismail Mohd

Abstract:

Conjugate gradient method has been enormously used to solve large scale unconstrained optimization problems due to the number of iteration, memory, CPU time, and convergence property, in this paper we find a new class of nonlinear conjugate gradient coefficient with global convergence properties proved by exact line search. The numerical results for our new βK give a good result when it compared with well-known formulas.

Keywords: conjugate gradient method, conjugate gradient coefficient, global convergence

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6160 Structural Optimization, Design, and Fabrication of Dissolvable Microneedle Arrays

Authors: Choupani Andisheh, Temucin Elif Sevval, Bediz Bekir

Abstract:

Due to their various advantages compared to many other drug delivery systems such as hypodermic injections and oral medications, microneedle arrays (MNAs) are a promising drug delivery system. To achieve enhanced performance of the MN, it is crucial to develop numerical models, optimization methods, and simulations. Accordingly, in this work, the optimized design of dissolvable MNAs, as well as their manufacturing, is investigated. For this purpose, a mechanical model of a single MN, having the geometry of an obelisk, is developed using commercial finite element software. The model considers the condition in which the MN is under pressure at the tip caused by the reaction force when penetrating the skin. Then, a multi-objective optimization based on non-dominated sorting genetic algorithm II (NSGA-II) is performed to obtain geometrical properties such as needle width, tip (apex) angle, and base fillet radius. The objective of the optimization study is to reach a painless and effortless penetration into the skin along with minimizing its mechanical failures caused by the maximum stress occurring throughout the structure. Based on the obtained optimal design parameters, master (male) molds are then fabricated from PMMA using a mechanical micromachining process. This fabrication method is selected mainly due to the geometry capability, production speed, production cost, and the variety of materials that can be used. Then to remove any chip residues, the master molds are cleaned using ultrasonic cleaning. These fabricated master molds can then be used repeatedly to fabricate Polydimethylsiloxane (PDMS) production (female) molds through a micro-molding approach. Finally, Polyvinylpyrrolidone (PVP) as a dissolvable polymer is cast into the production molds under vacuum to produce the dissolvable MNAs. This fabrication methodology can also be used to fabricate MNAs that include bioactive cargo. To characterize and demonstrate the performance of the fabricated needles, (i) scanning electron microscope images are taken to show the accuracy of the fabricated geometries, and (ii) in-vitro piercing tests are performed on artificial skin. It is shown that optimized MN geometries can be precisely fabricated using the presented fabrication methodology and the fabricated MNAs effectively pierce the skin without failure.

Keywords: microneedle, microneedle array fabrication, micro-manufacturing structural optimization, finite element analysis

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6159 A Family of Second Derivative Methods for Numerical Integration of Stiff Initial Value Problems in Ordinary Differential Equations

Authors: Luke Ukpebor, C. E. Abhulimen

Abstract:

Stiff initial value problems in ordinary differential equations are problems for which a typical solution is rapidly decaying exponentially, and their numerical investigations are very tedious. Conventional numerical integration solvers cannot cope effectively with stiff problems as they lack adequate stability characteristics. In this article, we developed a new family of four-step second derivative exponentially fitted method of order six for the numerical integration of stiff initial value problem of general first order differential equations. In deriving our method, we employed the idea of breaking down the general multi-derivative multistep method into predator and corrector schemes which possess free parameters that allow for automatic fitting into exponential functions. The stability analysis of the method was discussed and the method was implemented with numerical examples. The result shows that the method is A-stable and competes favorably with existing methods in terms of efficiency and accuracy.

Keywords: A-stable, exponentially fitted, four step, predator-corrector, second derivative, stiff initial value problems

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6158 Portfolio Optimization with Reward-Risk Ratio Measure Based on the Mean Absolute Deviation

Authors: Wlodzimierz Ogryczak, Michal Przyluski, Tomasz Sliwinski

Abstract:

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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6157 Non-Centrifugal Cane Sugar Production: Heat Transfer Study to Optimize the Use of Energy

Authors: Fabian Velasquez, John Espitia, Henry Hernadez, Sebastian Escobar, Jader Rodriguez

Abstract:

Non-centrifuged cane sugar (NCS) is a concentrated product obtained through the evaporation of water contain from sugarcane juice inopen heat exchangers (OE). The heat supplied to the evaporation stages is obtained from the cane bagasse through the thermochemical process of combustion, where the thermal energy released is transferred to OE by the flue gas. Therefore, the optimization of energy usage becomes essential for the proper design of the production process. For optimize the energy use, it is necessary modeling and simulation of heat transfer between the combustion gases and the juice and to understand the major mechanisms involved in the heat transfer. The main objective of this work was simulated heat transfer phenomena between the flue gas and open heat exchangers using Computational Fluid Dynamics model (CFD). The simulation results were compared to field measured data. Numerical results about temperature profile along the flue gas pipeline at the measurement points are in good accordance with field measurements. Thus, this study could be of special interest in design NCS production process and the optimization of the use of energy.

Keywords: mathematical modeling, design variables, computational fluid dynamics, overall thermal efficiency

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6156 Comparison of Parallel CUDA and OpenMP Implementations of Memetic Algorithms for Solving Optimization Problems

Authors: Jason Digalakis, John Cotronis

Abstract:

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

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6155 Feature Selection for Production Schedule Optimization in Transition Mines

Authors: Angelina Anani, Ignacio Ortiz Flores, Haitao Li

Abstract:

The use of underground mining methods have increased significantly over the past decades. This increase has also been spared on by several mines transitioning from surface to underground mining. However, determining the transition depth can be a challenging task, especially when coupled with production schedule optimization. Several researchers have simplified the problem by excluding operational features relevant to production schedule optimization. Our research objective is to investigate the extent to which operational features of transition mines accounted for affect the optimal production schedule. We also provide a framework for factors to consider in production schedule optimization for transition mines. An integrated mixed-integer linear programming (MILP) model is developed that maximizes the NPV as a function of production schedule and transition depth. A case study is performed to validate the model, with a comparative sensitivity analysis to obtain operational insights.

Keywords: underground mining, transition mines, mixed-integer linear programming, production schedule

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6154 Numerical Investigation of Improved Aerodynamic Performance of a NACA 0015 Airfoil Using Synthetic Jet

Authors: K. Boualem, T. Yahiaoui, A. Azzi

Abstract:

Numerical investigations are performed to analyze the flow behavior over NACA0015 and to evaluate the efficiency of synthetic jet as active control device. The second objective of this work is to investigate the influence of momentum coefficient of synthetic jet on the flow behaviour. The unsteady Reynolds-averaged Navier-Stokes equations of the turbulent flow are solved using, k-ω SST provided by ANSYS CFX-CFD code. The model presented in this paper is a comprehensive representation of the information found in the literature. Comparison of obtained numerical flow parameters with the experimental ones shows that the adopted computational procedure reflects nearly the real flow nature. Also, numerical results state that use of synthetic jets devices has positive effects on the flow separation, and thus, aerodynamic performance improvement of NACA0015 airfoil. It can also be observed that the use of synthetic jet increases the lift coefficient about 13.3% and reduces the drag coefficient about 52.7%.

Keywords: active control, synthetic jet, NACA airfoil, CFD

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6153 Development and Verification of the Idom Shielding Optimization Tool

Authors: Omar Bouhassoun, Cristian Garrido, César Hueso

Abstract:

The radiation shielding design is an optimization problem with multiple -constrained- objective functions (radiation dose, weight, price, etc.) that depend on several parameters (material, thickness, position, etc.). The classical approach for shielding design consists of a brute force trial-and-error process subject to previous designer experience. Therefore, the result is an empirical solution but not optimal, which can degrade the overall performance of the shielding. In order to automate the shielding design procedure, the IDOM Shielding Optimization Tool (ISOT) has been developed. This software combines optimization algorithms with the capabilities to read/write input files, run calculations, as well as parse output files for different radiation transport codes. In the first stage, the software was established to adjust the input files for two well-known Monte Carlo codes (MCNP and Serpent) and optimize the result (weight, volume, price, dose rate) using multi-objective genetic algorithms. Nevertheless, its modular implementation easily allows the inclusion of more radiation transport codes and optimization algorithms. The work related to the development of ISOT and its verification on a simple 3D multi-layer shielding problem using both MCNP and Serpent will be presented. ISOT looks very promising for achieving an optimal solution to complex shielding problems.

Keywords: optimization, shielding, nuclear, genetic algorithm

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