Search results for: hyperparameters optimization
2897 Improved Multi–Objective Firefly Algorithms to Find Optimal Golomb Ruler Sequences for Optimal Golomb Ruler Channel Allocation
Authors: Shonak Bansal, Prince Jain, Arun Kumar Singh, Neena Gupta
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Recently nature–inspired algorithms have widespread use throughout the tough and time consuming multi–objective scientific and engineering design optimization problems. In this paper, we present extended forms of firefly algorithm to find optimal Golomb ruler (OGR) sequences. The OGRs have their one of the major application as unequally spaced channel–allocation algorithm in optical wavelength division multiplexing (WDM) systems in order to minimize the adverse four–wave mixing (FWM) crosstalk effect. The simulation results conclude that the proposed optimization algorithm has superior performance compared to the existing conventional computing and nature–inspired optimization algorithms to find OGRs in terms of ruler length, total optical channel bandwidth and computation time.Keywords: channel allocation, conventional computing, four–wave mixing, nature–inspired algorithm, optimal Golomb ruler, lévy flight distribution, optimization, improved multi–objective firefly algorithms, Pareto optimal
Procedia PDF Downloads 3182896 A Comparative Study between Different Techniques of Off-Page and On-Page Search Engine Optimization
Authors: Ahmed Ishtiaq, Maeeda Khalid, Umair Sajjad
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In the fast-moving world, information is the key to success. If information is easily available, then it makes work easy. The Internet is the biggest collection and source of information nowadays, and with every single day, the data on internet increases, and it becomes difficult to find required data. Everyone wants to make his/her website at the top of search results. This can be possible when you have applied some techniques of SEO inside your application or outside your application, which are two types of SEO, onsite and offsite SEO. SEO is an abbreviation of Search Engine Optimization, and it is a set of techniques, methods to increase users of a website on World Wide Web or to rank up your website in search engine indexing. In this paper, we have compared different techniques of Onpage and Offpage SEO, and we have suggested many things that should be changed inside webpage, outside web page and mentioned some most powerful and search engine considerable elements and techniques in both types of SEO in order to gain high ranking on Search Engine.Keywords: auto-suggestion, search engine optimization, SEO, query, web mining, web crawler
Procedia PDF Downloads 1462895 Advanced Hybrid Particle Swarm Optimization for Congestion and Power Loss Reduction in Distribution Networks with High Distributed Generation Penetration through Network Reconfiguration
Authors: C. Iraklis, G. Evmiridis, A. Iraklis
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Renewable energy sources and distributed power generation units already have an important role in electrical power generation. A mixture of different technologies penetrating the electrical grid, adds complexity in the management of distribution networks. High penetration of distributed power generation units creates node over-voltages, huge power losses, unreliable power management, reverse power flow and congestion. This paper presents an optimization algorithm capable of reducing congestion and power losses, both described as a function of weighted sum. Two factors that describe congestion are being proposed. An upgraded selective particle swarm optimization algorithm (SPSO) is used as a solution tool focusing on the technique of network reconfiguration. The upgraded SPSO algorithm is achieved with the addition of a heuristic algorithm specializing in reduction of power losses, with several scenarios being tested. Results show significant improvement in minimization of losses and congestion while achieving very small calculation times.Keywords: congestion, distribution networks, loss reduction, particle swarm optimization, smart grid
Procedia PDF Downloads 4432894 Global Direct Search Optimization of a Tuned Liquid Column Damper Subject to Stochastic Load
Authors: Mansour H. Alkmim, Adriano T. Fabro, Marcus V. G. De Morais
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In this paper, a global direct search optimization algorithm to reduce vibration of a tuned liquid column damper (TLCD), a class of passive structural control device, is presented. The objective is to find optimized parameters for the TLCD under stochastic load from different wind power spectral density. A verification is made considering the analytical solution of an undamped primary system under white noise excitation. Finally, a numerical example considering a simplified wind turbine model is given to illustrate the efficacy of the TLCD. Results from the random vibration analysis are shown for four types of random excitation wind model where the response PSDs obtained showed good vibration attenuation.Keywords: generalized pattern search, parameter optimization, random vibration analysis, vibration suppression
Procedia PDF Downloads 2742893 Comparison of ANFIS Update Methods Using Genetic Algorithm, Particle Swarm Optimization, and Artificial Bee Colony
Authors: Michael R. Phangtriastu, Herriyandi Herriyandi, Diaz D. Santika
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This paper presents a comparison of the implementation of metaheuristic algorithms to train the antecedent parameters and consequence parameters in the adaptive network-based fuzzy inference system (ANFIS). The algorithms compared are genetic algorithm (GA), particle swarm optimization (PSO), and artificial bee colony (ABC). The objective of this paper is to benchmark well-known metaheuristic algorithms. The algorithms are applied to several data set with different nature. The combinations of the algorithms' parameters are tested. In all algorithms, a different number of populations are tested. In PSO, combinations of velocity are tested. In ABC, a different number of limit abandonment are tested. Experiments find out that ABC is more reliable than other algorithms, ABC manages to get better mean square error (MSE) than other algorithms in all data set.Keywords: ANFIS, artificial bee colony, genetic algorithm, metaheuristic algorithm, particle swarm optimization
Procedia PDF Downloads 3512892 Real-Time Path Planning for Unmanned Air Vehicles Using Improved Rapidly-Exploring Random Tree and Iterative Trajectory Optimization
Authors: A. Ramalho, L. Romeiro, R. Ventura, A. Suleman
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A real-time path planning framework for Unmanned Air Vehicles, and in particular multi-rotors is proposed. The framework is designed to provide feasible trajectories from the current UAV position to a goal state, taking into account constraints such as obstacle avoidance, problem kinematics, and vehicle limitations such as maximum speed and maximum acceleration. The framework computes feasible paths online, allowing to avoid new, unknown, dynamic obstacles without fully re-computing the trajectory. These features are achieved using an iterative process in which the robot computes and optimizes the trajectory while performing the mission objectives. A first trajectory is computed using a modified Rapidly-Exploring Random Tree (RRT) algorithm, that provides trajectories that respect a maximum curvature constraint. The trajectory optimization is accomplished using the Interior Point Optimizer (IPOPT) as a solver. The framework has proven to be able to compute a trajectory and optimize to a locally optimal with computational efficiency making it feasible for real-time operations.Keywords: interior point optimization, multi-rotors, online path planning, rapidly exploring random trees, trajectory optimization
Procedia PDF Downloads 1342891 Globally Convergent Sequential Linear Programming for Multi-Material Topology Optimization Using Ordered Solid Isotropic Material with Penalization Interpolation
Authors: Darwin Castillo Huamaní, Francisco A. M. Gomes
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The aim of the multi-material topology optimization (MTO) is to obtain the optimal topology of structures composed by many materials, according to a given set of constraints and cost criteria. In this work, we seek the optimal distribution of materials in a domain, such that the flexibility of the structure is minimized, under certain boundary conditions and the intervention of external forces. In the case we have only one material, each point of the discretized domain is represented by two values from a function, where the value of the function is 1 if the element belongs to the structure or 0 if the element is empty. A common way to avoid the high computational cost of solving integer variable optimization problems is to adopt the Solid Isotropic Material with Penalization (SIMP) method. This method relies on the continuous interpolation function, power function, where the base variable represents a pseudo density at each point of domain. For proper exponent values, the SIMP method reduces intermediate densities, since values other than 0 or 1 usually does not have a physical meaning for the problem. Several extension of the SIMP method were proposed for the multi-material case. The one that we explore here is the ordered SIMP method, that has the advantage of not being based on the addition of variables to represent material selection, so the computational cost is independent of the number of materials considered. Although the number of variables is not increased by this algorithm, the optimization subproblems that are generated at each iteration cannot be solved by methods that rely on second derivatives, due to the cost of calculating the second derivatives. To overcome this, we apply a globally convergent version of the sequential linear programming method, which solves a linear approximation sequence of optimization problems.Keywords: globally convergence, multi-material design ordered simp, sequential linear programming, topology optimization
Procedia PDF Downloads 3142890 Analysis of CO₂ Two-Phase Ejector with Taguchi and ANOVA Optimization and Refrigerant Selection with Enviro Economic Concerns by TOPSIS Analysis
Authors: Karima Megdouli, Bourhan tachtouch
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Ejector refrigeration cycles offer an alternative to conventional systems for producing cold from low-temperature heat. In this article, a thermodynamic model is presented. This model has the advantage of simplifying the calculation algorithm and describes the complex double-throttling mechanism that occurs in the ejector. The model assumption and calculation algorithm are presented first. The impact of each efficiency is evaluated. Validation is performed on several data sets. The ejector model is then used to simulate a RES (refrigeration ejector system), to validate its robustness and suitability for use in predicting thermodynamic cycle performance. A Taguchi and ANOVA optimization is carried out on a RES. TOPSIS analysis was applied to decide the optimum refrigerants with cost, safety, environmental and enviro economic concerns along with thermophysical properties.Keywords: ejector, velocity distribution, shock circle, Taguchi and ANOVA optimization, TOPSIS analysis
Procedia PDF Downloads 872889 Statistical Optimization and Production of Rhamnolipid by P. aeruginosa PAO1 Using Prickly Pear Peel as a Carbon Source
Authors: Mostafa M. Abo Elsoud, Heba I. Elkhouly, Nagwa M. Sidkey
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Production of rhamnolipids by Pseudomonas aeruginosa has attracted a growing interest during the last few decades due to its high productivity compared with other microorganisms. In the current work, rhamnolipids production by P. aeruginosa PAO1 was statistically modeled using Taguchi orthogonal array, numerically optimized and validated. Prickly Pear Peel (Opuntia ficus-indica) has been used as a carbon source for production of rhamnolipid. Finally, the optimum conditions for rhamnolipid production were applied in 5L working volume bioreactors at different aerations, agitation and controlled pH for maximum rhamnolipid production. In addition, kinetic studies of rhamnolipids production have been reported. At the end of the batch bioreactor optimization process, rhamnolipids production by P. aeruginosa PAO1 has reached the worldwide levels and can be applied for its industrial production.Keywords: rhamnolipids, pseudomonas aeruginosa, statistical optimization, tagushi, opuntia ficus-indica
Procedia PDF Downloads 1772888 A Modified Nonlinear Conjugate Gradient Algorithm for Large Scale Unconstrained Optimization Problems
Authors: Tsegay Giday Woldu, Haibin Zhang, Xin Zhang, Yemane Hailu Fissuh
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It is well known that nonlinear conjugate gradient method is one of the widely used first order methods to solve large scale unconstrained smooth optimization problems. Because of the low memory requirement, attractive theoretical features, practical computational efficiency and nice convergence properties, nonlinear conjugate gradient methods have a special role for solving large scale unconstrained optimization problems. Large scale optimization problems are with important applications in practical and scientific world. However, nonlinear conjugate gradient methods have restricted information about the curvature of the objective function and they are likely less efficient and robust compared to some second order algorithms. To overcome these drawbacks, the new modified nonlinear conjugate gradient method is presented. The noticeable features of our work are that the new search direction possesses the sufficient descent property independent of any line search and it belongs to a trust region. Under mild assumptions and standard Wolfe line search technique, the global convergence property of the proposed algorithm is established. Furthermore, to test the practical computational performance of our new algorithm, numerical experiments are provided and implemented on the set of some large dimensional unconstrained problems. The numerical results show that the proposed algorithm is an efficient and robust compared with other similar algorithms.Keywords: conjugate gradient method, global convergence, large scale optimization, sufficient descent property
Procedia PDF Downloads 2032887 Physically Informed Kernels for Wave Loading Prediction
Authors: Daniel James Pitchforth, Timothy James Rogers, Ulf Tyge Tygesen, Elizabeth Jane Cross
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Wave loading is a primary cause of fatigue within offshore structures and its quantification presents a challenging and important subtask within the SHM framework. The accurate representation of physics in such environments is difficult, however, driving the development of data-driven techniques in recent years. Within many industrial applications, empirical laws remain the preferred method of wave loading prediction due to their low computational cost and ease of implementation. This paper aims to develop an approach that combines data-driven Gaussian process models with physical empirical solutions for wave loading, including Morison’s Equation. The aim here is to incorporate physics directly into the covariance function (kernel) of the Gaussian process, enforcing derived behaviors whilst still allowing enough flexibility to account for phenomena such as vortex shedding, which may not be represented within the empirical laws. The combined approach has a number of advantages, including improved performance over either component used independently and interpretable hyperparameters.Keywords: offshore structures, Gaussian processes, Physics informed machine learning, Kernel design
Procedia PDF Downloads 1882886 Optimization of Roster Construction In Sports
Authors: Elijah Cavan
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In Major League Sports (MLB, NBA, NHL, NFL), it is the Front Office Staff (FOS) who make decisions about who plays for their respective team. The FOS bear the brunt of the responsibility for acquiring players through drafting, trading and signing players in free agency while typically contesting with maximum roster salary constraints. The players themselves are volatile assets of these teams- their value fluctuates with age and performance. A simple comparison can be made when viewing players as assets. The problem here is similar to that of optimizing your investment portfolio. The The goal is ultimately to maximize your periodic returns while tolerating a fixed risk (degree of uncertainty/ potential loss). Each franchise may value assets differently, and some may only tolerate lower risk levels- these are examples of factors that introduce additional constraints into the model. In this talk, we will detail the mathematical formulation of this problem as a constrained optimization problem- which can be solved with classical machine learning methods but is also well posed as a problem to be solved on quantum computersKeywords: optimization, financial mathematics, sports analytics, simulated annealing
Procedia PDF Downloads 1202885 Optimal Trailing Edge Flap Positions of Helicopter Rotor for Various Thrust Coefficient to Solidity (Ct/σ) Ratios
Authors: K. K. Saijaand, K. Prabhakaran Nair
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This study aims to determine change in optimal lo-cations of dual trailing-edge flaps for various thrust coefficient to solidity (Ct /σ) ratios of helicopter to achieve minimum hub vibration levels, with low penalty in terms of required trailing-edge flap control power. Polynomial response functions are used to approximate hub vibration and flap power objective functions. Single objective and multi-objective optimization is carried with the objective of minimizing hub vibration and flap power. The optimization results shows that the inboard flap location at low Ct/σ ratio move farther from the baseline value and at high Ct/σ ratio move towards the root of the blade for minimizing hub vibration.Keywords: helicopter rotor, trailing-edge flap, thrust coefficient to solidity (Ct /σ) ratio, optimization
Procedia PDF Downloads 4742884 Optimal Design of Storm Water Networks Using Simulation-Optimization Technique
Authors: Dibakar Chakrabarty, Mebada Suiting
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Rapid urbanization coupled with changes in land use pattern results in increasing peak discharge and shortening of catchment time of concentration. The consequence is floods, which often inundate roads and inhabited areas of cities and towns. Management of storm water resulting from rainfall has, therefore, become an important issue for the municipal bodies. Proper management of storm water obviously includes adequate design of storm water drainage networks. The design of storm water network is a costly exercise. Least cost design of storm water networks assumes significance, particularly when the fund available is limited. Optimal design of a storm water system is a difficult task as it involves the design of various components, like, open or closed conduits, storage units, pumps etc. In this paper, a methodology for least cost design of storm water drainage systems is proposed. The methodology proposed in this study consists of coupling a storm water simulator with an optimization method. The simulator used in this study is EPA’s storm water management model (SWMM), which is linked with Genetic Algorithm (GA) optimization method. The model proposed here is a mixed integer nonlinear optimization formulation, which takes care of minimizing the sectional areas of the open conduits of storm water networks, while satisfactorily conveying the runoff resulting from rainfall to the network outlet. Performance evaluations of the developed model show that the proposed method can be used for cost effective design of open conduit based storm water networks.Keywords: genetic algorithm (GA), optimal design, simulation-optimization, storm water network, SWMM
Procedia PDF Downloads 2472883 Ant System with Acoustic Communication
Authors: Saad Bougrine, Salma Ouchraa, Belaid Ahiod, Abdelhakim Ameur El Imrani
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Ant colony optimization is an ant algorithm framework that took inspiration from foraging behaviour of ant colonies. Indeed, ACO algorithms use a chemical communication, represented by pheromone trails, to build good solutions. However, ants involve different communication channels to interact. Thus, this paper introduces the acoustic communication between ants while they are foraging. This process allows fine and local exploration of search space and permits optimal solution to be improved.Keywords: acoustic communication, ant colony optimization, local search, traveling salesman problem
Procedia PDF Downloads 5842882 Response Surface Methodology for the Optimization of Paddy Husker by Medium Brown Rice Peeling Machine 6 Rubber Type
Authors: S. Bangphan, P. Bangphan, C. Ketsombun, T. Sammana
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Optimization of response surface methodology (RSM) was employed to study the effects of three factor (rubber of clearance, spindle of speed, and rice of moisture) in brown rice peeling machine of the optimal good rice yield (99.67, average of three repeats). The optimized composition derived from RSM regression was analyzed using Regression analysis and Analysis of Variance (ANOVA). At a significant level α=0.05, the values of Regression coefficient, R2 adjust were 96.55% and standard deviation were 1.05056. The independent variables are initial rubber of clearance, spindle of speed and rice of moisture parameters namely. The investigating responses are final rubber clearance, spindle of speed and moisture of rice.Keywords: brown rice, response surface methodology (RSM), peeling machine, optimization, paddy husker
Procedia PDF Downloads 5712881 Coefficient of Performance (COP) Optimization of an R134a Cross Vane Expander Compressor Refrigeration System
Authors: Y. D. Lim, K. S. Yap, K. T. Ooi
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Cross Vane Expander Compressor (CVEC) is a newly invented expander-compressor combined unit, where it is introduced to replace the compressor and the expansion valve in traditional refrigeration system. The mathematical model of CVEC has been developed to examine its performance, and it was found that the energy consumption of a conventional refrigeration system was reduced by as much as 18%. It is believed that energy consumption can be further reduced by optimizing the device. In this study, the coefficient of performance (COP) of CVEC has been optimized under predetermined operational parameters and constrained main design parameters. Several main design parameters of CVEC were selected to be the variables, and the optimization was done with theoretical model in a simulation program. The theoretical model consists of geometrical model, dynamic model, heat transfer model and valve dynamics model. Complex optimization method, which is a constrained, direct search and multi-variables method was used in the study. As a result, the optimization study suggested that with an appropriate combination of design parameters, a 58% COP improvement in CVEC R134a refrigeration system is possible.Keywords: COP, cross vane expander-compressor, CVEC, design, simulation, refrigeration system, air-conditioning, R134a, multi variables
Procedia PDF Downloads 3322880 Optimization of Double-Layered Microchannel Heat Sinks
Authors: Tu-Chieh Hung, Wei-Mon Yan, Xiao-Dong Wang, Yu-Xian Huang
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This work employs a combined optimization procedure including a simplified conjugate-gradient method and a three-dimensional fluid flow and heat transfer model to study the optimal geometric parameter design of double-layered microchannel heat sinks. The overall thermal resistance RT is the objective function to be minimized with number of channels, N, the channel width ratio, β, the bottom channel aspect ratio, αb, and upper channel aspect ratio, αu, as the search variables. It is shown that, for the given bottom area (10 mm×10 mm) and heat flux (100 W cm-2), the optimal (minimum) thermal resistance of double-layered microchannel heat sinks is about RT=0.12 ℃/m2W with the corresponding optimal geometric parameters N=73, β=0.50, αb=3.52, and, αu= 7.21 under a constant pumping power of 0.05 W. The optimization process produces a maximum reduction by 52.8% in the overall thermal resistance compared with an initial guess (N=112, β=0.37, αb=10.32 and, αu=10.93). The results also show that the optimal thermal resistance decreases rapidly with the pumping power and tends to be a saturated value afterward. The corresponding optimal values of parameters N, αb, and αu increase while that of β decrease as the pumping power increases. However, further increasing pumping power is not always cost-effective for the application of heat sink designs.Keywords: optimization, double-layered microchannel heat sink, simplified conjugate-gradient method, thermal resistance
Procedia PDF Downloads 4892879 Design and Optimization of a 6 Degrees of Freedom Co-Manipulated Parallel Robot for Prostate Brachytherapy
Authors: Aziza Ben Halima, Julien Bert, Dimitris Visvikis
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In this paper, we propose designing and evaluating a parallel co-manipulated robot dedicated to low-dose-rate prostate brachytherapy. We developed 6 degrees of freedom compact and lightweight robot easy to install in the operating room thanks to its parallel design. This robotic system provides a co-manipulation allowing the surgeon to keep control of the needle’s insertion and consequently to improve the acceptability of the plan for the clinic. The best dimension’s configuration was solved by calculating the geometric model and using an optimization approach. The aim was to ensure the whole coverage of the prostate volume and consider the allowed free space around the patient that includes the ultrasound probe. The final robot dimensions fit in a cube of 300 300 300 mm³. A prototype was 3D printed, and the robot workspace was measured experimentally. The results show that the proposed robotic system satisfies the medical application requirements and permits the needle to reach any point within the prostate.Keywords: medical robotics, co-manipulation, prostate brachytherapy, optimization
Procedia PDF Downloads 2032878 Efficiency of Robust Heuristic Gradient Based Enumerative and Tunneling Algorithms for Constrained Integer Programming Problems
Authors: Vijaya K. Srivastava, Davide Spinello
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This paper presents performance of two robust gradient-based heuristic optimization procedures based on 3n enumeration and tunneling approach to seek global optimum of constrained integer problems. Both these procedures consist of two distinct phases for locating the global optimum of integer problems with a linear or non-linear objective function subject to linear or non-linear constraints. In both procedures, in the first phase, a local minimum of the function is found using the gradient approach coupled with hemstitching moves when a constraint is violated in order to return the search to the feasible region. In the second phase, in one optimization procedure, the second sub-procedure examines 3n integer combinations on the boundary and within hypercube volume encompassing the result neighboring the result from the first phase and in the second optimization procedure a tunneling function is constructed at the local minimum of the first phase so as to find another point on the other side of the barrier where the function value is approximately the same. In the next cycle, the search for the global optimum commences in both optimization procedures again using this new-found point as the starting vector. The search continues and repeated for various step sizes along the function gradient as well as that along the vector normal to the violated constraints until no improvement in optimum value is found. The results from both these proposed optimization methods are presented and compared with one provided by popular MS Excel solver that is provided within MS Office suite and other published results.Keywords: constrained integer problems, enumerative search algorithm, Heuristic algorithm, Tunneling algorithm
Procedia PDF Downloads 3232877 Linear Array Geometry Synthesis with Minimum Sidelobe Level and Null Control Using Taguchi Method
Authors: Amara Prakasa Rao, N. V. S. N. Sarma
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This paper describes the synthesis of linear array geometry with minimum sidelobe level and null control using the Taguchi method. Based on the concept of the orthogonal array, Taguchi method effectively reduces the number of tests required in an optimization process. Taguchi method has been successfully applied in many fields such as mechanical, chemical engineering, power electronics, etc. Compared to other evolutionary methods such as genetic algorithms, simulated annealing and particle swarm optimization, the Taguchi method is much easier to understand and implement. It requires less computational/iteration processing to optimize the problem. Different cases are considered to illustrate the performance of this technique. Simulation results show that this method outperforms the other evolution algorithms (like GA, PSO) for smart antenna systems design.Keywords: array factor, beamforming, null placement, optimization method, orthogonal array, Taguchi method, smart antenna system
Procedia PDF Downloads 3902876 Speed Control of DC Motor Using Optimization Techniques Based PID Controller
Authors: Santosh Kumar Suman, Vinod Kumar Giri
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The goal of this paper is to outline a speed controller of a DC motor by choice of a PID parameters utilizing genetic algorithms (GAs), the DC motor is extensively utilized as a part of numerous applications such as steel plants, electric trains, cranes and a great deal more. DC motor could be represented by a nonlinear model when nonlinearities such as attractive dissemination are considered. To provide effective control, nonlinearities and uncertainties in the model must be taken into account in the control design. The DC motor is considered as third order system. Objective of this paper three type of tuning techniques for PID parameter. In this paper, an independently energized DC motor utilizing MATLAB displaying, has been outlined whose velocity might be examined utilizing the Proportional, Integral, Derivative (KP, KI , KD) addition of the PID controller. Since, established controllers PID are neglecting to control the drive when weight parameters be likewise changed. The principle point of this paper is to dissect the execution of optimization techniques viz. The Genetic Algorithm (GA) for improve PID controllers parameters for velocity control of DC motor and list their points of interest over the traditional tuning strategies. The outcomes got from GA calculations were contrasted and that got from traditional technique. It was found that the optimization techniques beat customary tuning practices of ordinary PID controllers.Keywords: DC motor, PID controller, optimization techniques, genetic algorithm (GA), objective function, IAE
Procedia PDF Downloads 4162875 Portfolio Optimization under a Hybrid Stochastic Volatility and Constant Elasticity of Variance Model
Authors: Jai Heui Kim, Sotheara Veng
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This paper studies the portfolio optimization problem for a pension fund under a hybrid model of stochastic volatility and constant elasticity of variance (CEV) using asymptotic analysis method. When the volatility component is fast mean-reverting, it is able to derive asymptotic approximations for the value function and the optimal strategy for general utility functions. Explicit solutions are given for the exponential and hyperbolic absolute risk aversion (HARA) utility functions. The study also shows that using the leading order optimal strategy results in the value function, not only up to the leading order, but also up to first order correction term. A practical strategy that does not depend on the unobservable volatility level is suggested. The result is an extension of the Merton's solution when stochastic volatility and elasticity of variance are considered simultaneously.Keywords: asymptotic analysis, constant elasticity of variance, portfolio optimization, stochastic optimal control, stochastic volatility
Procedia PDF Downloads 2982874 Optimization Modeling of the Hybrid Antenna Array for the DoA Estimation
Authors: Somayeh Komeylian
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The direction of arrival (DoA) estimation is the crucial aspect of the radar technologies for detecting and dividing several signal sources. In this scenario, the antenna array output modeling involves numerous parameters including noise samples, signal waveform, signal directions, signal number, and signal to noise ratio (SNR), and thereby the methods of the DoA estimation rely heavily on the generalization characteristic for establishing a large number of the training data sets. Hence, we have analogously represented the two different optimization models of the DoA estimation; (1) the implementation of the decision directed acyclic graph (DDAG) for the multiclass least-squares support vector machine (LS-SVM), and (2) the optimization method of the deep neural network (DNN) radial basis function (RBF). We have rigorously verified that the LS-SVM DDAG algorithm is capable of accurately classifying DoAs for the three classes. However, the accuracy and robustness of the DoA estimation are still highly sensitive to technological imperfections of the antenna arrays such as non-ideal array design and manufacture, array implementation, mutual coupling effect, and background radiation and thereby the method may fail in representing high precision for the DoA estimation. Therefore, this work has a further contribution on developing the DNN-RBF model for the DoA estimation for overcoming the limitations of the non-parametric and data-driven methods in terms of array imperfection and generalization. The numerical results of implementing the DNN-RBF model have confirmed the better performance of the DoA estimation compared with the LS-SVM algorithm. Consequently, we have analogously evaluated the performance of utilizing the two aforementioned optimization methods for the DoA estimation using the concept of the mean squared error (MSE).Keywords: DoA estimation, Adaptive antenna array, Deep Neural Network, LS-SVM optimization model, Radial basis function, and MSE
Procedia PDF Downloads 992873 Optimal Design of Reference Node Placement for Wireless Indoor Positioning Systems in Multi-Floor Building
Authors: Kittipob Kondee, Chutima Prommak
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In this paper, we propose an optimization technique that can be used to optimize the placements of reference nodes and improve the location determination performance for the multi-floor building. The proposed technique is based on Simulated Annealing algorithm (SA) and is called MSMR-M. The performance study in this work is based on simulation. We compare other node-placement techniques found in the literature with the optimal node-placement solutions obtained from our optimization. The results show that using the optimal node-placement obtained by our proposed technique can improve the positioning error distances up to 20% better than those of the other techniques. The proposed technique can provide an average error distance within 1.42 meters.Keywords: indoor positioning system, optimization system design, multi-floor building, wireless sensor networks
Procedia PDF Downloads 2452872 Estimation of Structural Parameters in Time Domain Using One Dimensional Piezo Zirconium Titanium Patch Model
Authors: N. Jinesh, K. Shankar
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This article presents a method of using the one dimensional piezo-electric patch on beam model for structural identification. A hybrid element constituted of one dimensional beam element and a PZT sensor is used with reduced material properties. This model is convenient and simple for identification of beams. Accuracy of this element is first verified against a corresponding 3D finite element model (FEM). The structural identification is carried out as an inverse problem whereby parameters are identified by minimizing the deviation between the predicted and measured voltage response of the patch, when subjected to excitation. A non-classical optimization algorithm Particle Swarm Optimization is used to minimize this objective function. The signals are polluted with 5% Gaussian noise to simulate experimental noise. The proposed method is applied on beam structure and identified parameters are stiffness and damping. The model is also validated experimentally.Keywords: inverse problem, particle swarm optimization, PZT patches, structural identification
Procedia PDF Downloads 3072871 Whale Optimization Algorithm for Optimal Reactive Power Dispatch Solution Under Various Contingency Conditions
Authors: Medani Khaled Ben Oualid
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Most of researchers solved and analyzed the ORPD problem in the normal conditions. However, network collapses appear in contingency conditions. In this paper, ORPD under several contingencies is presented using the proposed method WOA. To ensure viability of the power system in contingency conditions, several critical cases are simulated in order to prevent and prepare the power system to face such situations. The results obtained are carried out in IEEE 30 bus test system for the solution of ORPD problem in which control of bus voltages, tap position of transformers and reactive power sources are involved. Moreover, another method, namely, Particle Swarm Optimization with Time Varying Acceleration Coefficient (PSO-TVAC) has been compared with the proposed technique. Simulation results indicate that the proposed WOA gives remarkable solution in terms of effectiveness in case of outages.Keywords: optimal reactive power dispatch, metaheuristic techniques, whale optimization algorithm, real power loss minimization, contingency conditions
Procedia PDF Downloads 882870 Computer Aided Engineering Optimization of Synchronous Reluctance Motor and Vibro-Acoustic Analysis for Lift Systems
Authors: Ezio Bassi, Francesco Vercesi, Francesco Benzi
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The aim of this study is to evaluate the potentiality of synchronous reluctance motors for lift systems by also evaluating the vibroacoustic behaviour of the motor. Two types of synchronous machines are designed, analysed, and compared with an equivalent induction motor, which is the more common solution in such gearbox applications. The machines' performance are further improved with optimization procedures based on multiobjective optimization genetic algorithm (MOGA). The difference between the two synchronous motors consists in the rotor geometry; a symmetric and an asymmetric rotor design were investigated. The evaluation of the vibroacoustic performance has been conducted with a multi-variable model and finite element software taking into account electromagnetic, mechanical, and thermal features of the motor, therefore carrying out a multi-physics analysis of the electrical machine.Keywords: synchronous reluctance motor, vibro-acoustic, lift systems, genetic algorithm
Procedia PDF Downloads 1752869 Model-Based Control for Piezoelectric-Actuated Systems Using Inverse Prandtl-Ishlinskii Model and Particle Swarm Optimization
Authors: Jin-Wei Liang, Hung-Yi Chen, Lung Lin
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In this paper feedforward controller is designed to eliminate nonlinear hysteresis behaviors of a piezoelectric stack actuator (PSA) driven system. The control design is based on inverse Prandtl-Ishlinskii (P-I) hysteresis model identified using particle swarm optimization (PSO) technique. Based on the identified P-I model, both the inverse P-I hysteresis model and feedforward controller can be determined. Experimental results obtained using the inverse P-I feedforward control are compared with their counterparts using hysteresis estimates obtained from the identified Bouc-Wen model. Effectiveness of the proposed feedforward control scheme is demonstrated. To improve control performance feedback compensation using traditional PID scheme is adopted to integrate with the feedforward controller.Keywords: the Bouc-Wen hysteresis model, particle swarm optimization, Prandtl-Ishlinskii model, automation engineering
Procedia PDF Downloads 5132868 Network Analysis and Sex Prediction based on a full Human Brain Connectome
Authors: Oleg Vlasovets, Fabian Schaipp, Christian L. Mueller
Abstract:
we conduct a network analysis and predict the sex of 1000 participants based on ”connectome” - pairwise Pearson’s correlation across 436 brain parcels. We solve the non-smooth convex optimization problem, known under the name of Graphical Lasso, where the solution includes a low-rank component. With this solution and machine learning model for a sex prediction, we explain the brain parcels-sex connectivity patterns.Keywords: network analysis, neuroscience, machine learning, optimization
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