Search results for: grey wolf optimization algorithm
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6119

Search results for: grey wolf optimization algorithm

5729 A Genetic Based Algorithm to Generate Random Simple Polygons Using a New Polygon Merge Algorithm

Authors: Ali Nourollah, Mohsen Movahedinejad

Abstract:

In this paper a new algorithm to generate random simple polygons from a given set of points in a two dimensional plane is designed. The proposed algorithm uses a genetic algorithm to generate polygons with few vertices. A new merge algorithm is presented which converts any two polygons into a simple polygon. This algorithm at first changes two polygons into a polygonal chain and then the polygonal chain is converted into a simple polygon. The process of converting a polygonal chain into a simple polygon is based on the removal of intersecting edges. The merge algorithm has the time complexity of O ((r+s) *l) where r and s are the size of merging polygons and l shows the number of intersecting edges removed from the polygonal chain. It will be shown that 1 < l < r+s. The experiments results show that the proposed algorithm has the ability to generate a great number of different simple polygons and has better performance in comparison to celebrated algorithms such as space partitioning and steady growth.

Keywords: Divide and conquer, genetic algorithm, merge polygons, Random simple polygon generation.

Procedia PDF Downloads 509
5728 Comparative Performance of Artificial Bee Colony Based Algorithms for Wind-Thermal Unit Commitment

Authors: P. K. Singhal, R. Naresh, V. Sharma

Abstract:

This paper presents the three optimization models, namely New Binary Artificial Bee Colony (NBABC) algorithm, NBABC with Local Search (NBABC-LS), and NBABC with Genetic Crossover (NBABC-GC) for solving the Wind-Thermal Unit Commitment (WTUC) problem. The uncertain nature of the wind power is incorporated using the Weibull probability density function, which is used to calculate the overestimation and underestimation costs associated with the wind power fluctuation. The NBABC algorithm utilizes a mechanism based on the dissimilarity measure between binary strings for generating the binary solutions in WTUC problem. In NBABC algorithm, an intelligent scout bee phase is proposed that replaces the abandoned solution with the global best solution. The local search operator exploits the neighboring region of the current solutions, whereas the integration of genetic crossover with the NBABC algorithm increases the diversity in the search space and thus avoids the problem of local trappings encountered with the NBABC algorithm. These models are then used to decide the units on/off status, whereas the lambda iteration method is used to dispatch the hourly load demand among the committed units. The effectiveness of the proposed models is validated on an IEEE 10-unit thermal system combined with a wind farm over the planning period of 24 hours.

Keywords: artificial bee colony algorithm, economic dispatch, unit commitment, wind power

Procedia PDF Downloads 354
5727 Topology Optimization of the Interior Structures of Beams under Various Load and Support Conditions with Solid Isotropic Material with Penalization Method

Authors: Omer Oral, Y. Emre Yilmaz

Abstract:

Topology optimization is an approach that optimizes material distribution within a given design space for a certain load and boundary conditions by providing performance goals. It uses various restrictions such as boundary conditions, set of loads, and constraints to maximize the performance of the system. It is different than size and shape optimization methods, but it reserves some features of both methods. In this study, interior structures of the parts were optimized by using SIMP (Solid Isotropic Material with Penalization) method. The volume of the part was preassigned parameter and minimum deflection was the objective function. The basic idea behind the theory was considered, and different methods were discussed. Rhinoceros 3D design tool was used with Grasshopper and TopOpt plugins to create and optimize parts. A Grasshopper algorithm was designed and tested for different beams, set of arbitrary located forces and support types such as pinned, fixed, etc. Finally, 2.5D shapes were obtained and verified by observing the changes in density function.

Keywords: Grasshopper, lattice structure, microstructures, Rhinoceros, solid isotropic material with penalization method, TopOpt, topology optimization

Procedia PDF Downloads 109
5726 Orthogonal Basis Extreme Learning Algorithm and Function Approximation

Authors: Ying Li, Yan Li

Abstract:

A new algorithm for single hidden layer feedforward neural networks (SLFN), Orthogonal Basis Extreme Learning (OBEL) algorithm, is proposed and the algorithm derivation is given in the paper. The algorithm can decide both the NNs parameters and the neuron number of hidden layer(s) during training while providing extreme fast learning speed. It will provide a practical way to develop NNs. The simulation results of function approximation showed that the algorithm is effective and feasible with good accuracy and adaptability.

Keywords: neural network, orthogonal basis extreme learning, function approximation

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5725 Solving a Micromouse Maze Using an Ant-Inspired Algorithm

Authors: Rolando Barradas, Salviano Soares, António Valente, José Alberto Lencastre, Paulo Oliveira

Abstract:

This article reviews the Ant Colony Optimization, a nature-inspired algorithm, and its implementation in the Scratch/m-Block programming environment. The Ant Colony Optimization is a part of Swarm Intelligence-based algorithms and is a subset of biological-inspired algorithms. Starting with a problem in which one has a maze and needs to find its path to the center and return to the starting position. This is similar to an ant looking for a path to a food source and returning to its nest. Starting with the implementation of a simple wall follower simulator, the proposed solution uses a dynamic graphical interface that allows young students to observe the ants’ movement while the algorithm optimizes the routes to the maze’s center. Things like interface usability, Data structures, and the conversion of algorithmic language to Scratch syntax were some of the details addressed during this implementation. This gives young students an easier way to understand the computational concepts of sequences, loops, parallelism, data, events, and conditionals, as they are used through all the implemented algorithms. Future work includes the simulation results with real contest mazes and two different pheromone update methods and the comparison with the optimized results of the winners of each one of the editions of the contest. It will also include the creation of a Digital Twin relating the virtual simulator with a real micromouse in a full-size maze. The first test results show that the algorithm found the same optimized solutions that were found by the winners of each one of the editions of the Micromouse contest making this a good solution for maze pathfinding.

Keywords: nature inspired algorithms, scratch, micromouse, problem-solving, computational thinking

Procedia PDF Downloads 99
5724 Design of a Graphical User Interface for Data Preprocessing and Image Segmentation Process in 2D MRI Images

Authors: Enver Kucukkulahli, Pakize Erdogmus, Kemal Polat

Abstract:

The 2D image segmentation is a significant process in finding a suitable region in medical images such as MRI, PET, CT etc. In this study, we have focused on 2D MRI images for image segmentation process. We have designed a GUI (graphical user interface) written in MATLABTM for 2D MRI images. In this program, there are two different interfaces including data pre-processing and image clustering or segmentation. In the data pre-processing section, there are median filter, average filter, unsharp mask filter, Wiener filter, and custom filter (a filter that is designed by user in MATLAB). As for the image clustering, there are seven different image segmentations for 2D MR images. These image segmentation algorithms are as follows: PSO (particle swarm optimization), GA (genetic algorithm), Lloyds algorithm, k-means, the combination of Lloyds and k-means, mean shift clustering, and finally BBO (Biogeography Based Optimization). To find the suitable cluster number in 2D MRI, we have designed the histogram based cluster estimation method and then applied to these numbers to image segmentation algorithms to cluster an image automatically. Also, we have selected the best hybrid method for each 2D MR images thanks to this GUI software.

Keywords: image segmentation, clustering, GUI, 2D MRI

Procedia PDF Downloads 350
5723 Optimization of Temperature Difference Formula at Thermoacoustic Cryocooler Stack with Genetic Algorithm

Authors: H. Afsari, H. Shokouhmand

Abstract:

When stack is placed in a thermoacoustic resonator in a cryocooler, one extremity of the stack heats up while the other cools down due to the thermoacoustic effect. In the present, with expression a formula by linear theory, will see this temperature difference depends on what factors. The computed temperature difference is compared to the one predicted by the formula. These discrepancies can not be attributed to non-linear effects, rather they exist because of thermal effects. Two correction factors are introduced for close up results among linear theory and computed and use these correction factors to modified linear theory. In fact, this formula, is optimized by GA (Genetic Algorithm). Finally, results are shown at different Mach numbers and stack location in resonator.

Keywords: heat transfer, thermoacoustic cryocooler, stack, resonator, mach number, genetic algorithm

Procedia PDF Downloads 344
5722 Optimal Placement and Sizing of Energy Storage System in Distribution Network with Photovoltaic Based Distributed Generation Using Improved Firefly Algorithms

Authors: Ling Ai Wong, Hussain Shareef, Azah Mohamed, Ahmad Asrul Ibrahim

Abstract:

The installation of photovoltaic based distributed generation (PVDG) in active distribution system can lead to voltage fluctuation due to the intermittent and unpredictable PVDG output power. This paper presented a method in mitigating the voltage rise by optimally locating and sizing the battery energy storage system (BESS) in PVDG integrated distribution network. The improved firefly algorithm is used to perform optimal placement and sizing. Three objective functions are presented considering the voltage deviation and BESS off-time with state of charge as the constraint. The performance of the proposed method is compared with another optimization method such as the original firefly algorithm and gravitational search algorithm. Simulation results show that the proposed optimum BESS location and size improve the voltage stability.

Keywords: BESS, firefly algorithm, PVDG, voltage fluctuation

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5721 An Optimized RDP Algorithm for Curve Approximation

Authors: Jean-Pierre Lomaliza, Kwang-Seok Moon, Hanhoon Park

Abstract:

It is well-known that Ramer Douglas Peucker (RDP) algorithm greatly depends on the method of choosing starting points. Therefore, this paper focuses on finding such starting points that will optimize the results of RDP algorithm. Specifically, this paper proposes a curve approximation algorithm that finds flat points, called essential points, of an input curve, divides the curve into corner-like sub-curves using the essential points, and applies the RDP algorithm to the sub-curves. The number of essential points play a role on optimizing the approximation results by balancing the degree of shape information loss and the amount of data reduction. Through experiments with curves of various types and complexities of shape, we compared the performance of the proposed algorithm with three other methods, i.e., the RDP algorithm itself and its variants. As a result, the proposed algorithm outperformed the others in term of maintaining the original shapes of the input curve, which is important in various applications like pattern recognition.

Keywords: curve approximation, essential point, RDP algorithm

Procedia PDF Downloads 507
5720 A New Dual Forward Affine Projection Adaptive Algorithm for Speech Enhancement in Airplane Cockpits

Authors: Djendi Mohmaed

Abstract:

In this paper, we propose a dual adaptive algorithm, which is based on the combination between the forward blind source separation (FBSS) structure and the affine projection algorithm (APA). This proposed algorithm combines the advantages of the source separation properties of the FBSS structure and the fast convergence characteristics of the APA algorithm. The proposed algorithm needs two noisy observations to provide an enhanced speech signal. This process is done in a blind manner without the need for ant priori information about the source signals. The proposed dual forward blind source separation affine projection algorithm is denoted (DFAPA) and used for the first time in an airplane cockpit context to enhance the communication from- and to- the airplane. Intensive experiments were carried out in this sense to evaluate the performance of the proposed DFAPA algorithm.

Keywords: adaptive algorithm, speech enhancement, system mismatch, SNR

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5719 A Transform Domain Function Controlled VSSLMS Algorithm for Sparse System Identification

Authors: Cemil Turan, Mohammad Shukri Salman

Abstract:

The convergence rate of the least-mean-square (LMS) algorithm deteriorates if the input signal to the filter is correlated. In a system identification problem, this convergence rate can be improved if the signal is white and/or if the system is sparse. We recently proposed a sparse transform domain LMS-type algorithm that uses a variable step-size for a sparse system identification. The proposed algorithm provided high performance even if the input signal is highly correlated. In this work, we investigate the performance of the proposed TD-LMS algorithm for a large number of filter tap which is also a critical issue for standard LMS algorithm. Additionally, the optimum value of the most important parameter is calculated for all experiments. Moreover, the convergence analysis of the proposed algorithm is provided. The performance of the proposed algorithm has been compared to different algorithms in a sparse system identification setting of different sparsity levels and different number of filter taps. Simulations have shown that the proposed algorithm has prominent performance compared to the other algorithms.

Keywords: adaptive filtering, sparse system identification, TD-LMS algorithm, VSSLMS algorithm

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5718 Path Planning for Unmanned Aerial Vehicles in Constrained Environments for Locust Elimination

Authors: Aadiv Shah, Hari Nair, Vedant Mittal, Alice Cheeran

Abstract:

Present-day agricultural practices such as blanket spraying not only lead to excessive usage of pesticides but also harm the overall crop yield. This paper introduces an algorithm to optimize the traversal of an unmanned aerial vehicle (UAV) in constrained environments. The proposed system focuses on the agricultural application of targeted spraying for locust elimination. Given a satellite image of a farm, target zones that are prone to locust swarm formation are detected through the calculation of the normalized difference vegetation index (NDVI). This is followed by determining the optimal path for traversal of a UAV through these target zones using the proposed algorithm in order to perform pesticide spraying in the most efficient manner possible. Unlike the classic travelling salesman problem involving point-to-point optimization, the proposed algorithm determines an optimal path for multiple regions, independent of its geometry. Finally, the paper explores the idea of implementing reinforcement learning to model complex environmental behaviour and make the path planning mechanism for UAVs agnostic to external environment changes. This system not only presents a solution to the enormous losses incurred due to locust attacks but also an efficient way to automate agricultural practices across the globe in order to improve farmer ergonomics.

Keywords: locust, NDVI, optimization, path planning, reinforcement learning, UAV

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5717 A Biologically Inspired Approach to Automatic Classification of Textile Fabric Prints Based On Both Texture and Colour Information

Authors: Babar Khan, Wang Zhijie

Abstract:

Machine Vision has been playing a significant role in Industrial Automation, to imitate the wide variety of human functions, providing improved safety, reduced labour cost, the elimination of human error and/or subjective judgments, and the creation of timely statistical product data. Despite the intensive research, there have not been any attempts to classify fabric prints based on printed texture and colour, most of the researches so far encompasses only black and white or grey scale images. We proposed a biologically inspired processing architecture to classify fabrics w.r.t. the fabric print texture and colour. We created a texture descriptor based on the HMAX model for machine vision, and incorporated colour descriptor based on opponent colour channels simulating the single opponent and double opponent neuronal function of the brain. We found that our algorithm not only outperformed the original HMAX algorithm on classification of fabric print texture and colour, but we also achieved a recognition accuracy of 85-100% on different colour and different texture fabric.

Keywords: automatic classification, texture descriptor, colour descriptor, opponent colour channel

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5716 Optimization of Traffic Agent Allocation for Minimizing Bus Rapid Transit Cost on Simplified Jakarta Network

Authors: Gloria Patricia Manurung

Abstract:

Jakarta Bus Rapid Transit (BRT) system which was established in 2009 to reduce private vehicle usage and ease the rush hour gridlock throughout the Jakarta Greater area, has failed to achieve its purpose. With gradually increasing the number of private vehicles ownership and reduced road space by the BRT lane construction, private vehicle users intuitively invade the exclusive lane of BRT, creating local traffic along the BRT network. Invaded BRT lanes costs become the same with the road network, making BRT which is supposed to be the main public transportation in the city becoming unreliable. Efforts to guard critical lanes with preventing the invasion by allocating traffic agents at several intersections have been expended, lead to the improving congestion level along the lane. Given a set of number of traffic agents, this study uses an analytical approach to finding the best deployment strategy of traffic agent on a simplified Jakarta road network in minimizing the BRT link cost which is expected to lead to the improvement of BRT system time reliability. User-equilibrium model of traffic assignment is used to reproduce the origin-destination demand flow on the network and the optimum solution conventionally can be obtained with brute force algorithm. This method’s main constraint is that traffic assignment simulation time escalates exponentially with the increase of set of agent’s number and network size. Our proposed metaheuristic and heuristic algorithms perform linear simulation time increase and result in minimized BRT cost approaching to brute force algorithm optimization. Further analysis of the overall network link cost should be performed to see the impact of traffic agent deployment to the network system.

Keywords: traffic assignment, user equilibrium, greedy algorithm, optimization

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5715 Swarm Optimization of Unmanned Vehicles and Object Localization

Authors: Venkataramana Sovenahalli Badigar, B. M. Suryakanth, Akshar Prasanna, Karthik Veeramalai, Vishwak Ram Vishwak Ram

Abstract:

Technological advances have led to widespread autonomy in vehicles. Empowering these autonomous with the intelligence to cooperate amongst themselves leads to a more efficient use of the resources available to them. This paper proposes a demonstration of a swarm algorithm implemented on a group of autonomous vehicles. The demonstration involves two ground bots and an aerial drone which cooperate amongst them to locate an object of interest. The object of interest is modelled using a high-intensity light source which acts as a beacon. The ground bots are light sensitive and move towards the beacon. The ground bots and the drone traverse in random paths and jointly locate the beacon. This finds application in various scenarios in where human interference is difficult such as search and rescue during natural disasters, delivering crucial packages in perilous situations, etc. Experimental results show that the modified swarm algorithm implemented in this system has better performance compared to fully random based moving algorithm for object localization and tracking.

Keywords: swarm algorithm, object localization, ground bots, drone, beacon

Procedia PDF Downloads 228
5714 Gas Lift Optimization to Improve Well Performance

Authors: Mohamed A. G. H. Abdalsadig, Amir Nourian, G. G. Nasr, Meisam Babaie

Abstract:

Gas lift optimization is becoming more important now a day in petroleum industry. A proper lift optimization can reduce the operating cost, increase the net present value (NPV) and maximize the recovery from the asset. A widely accepted definition of gas lift optimization is to obtain the maximum output under specified operating conditions. In addition, gas lift, a costly and indispensable means to recover oil from high depth reservoir entails solving the gas lift optimization problems. Gas lift optimization is a continuous process; there are two levels of production optimization. The total field optimization involves optimizing the surface facilities and the injection rate that can be achieved by standard tools softwares. Well level optimization can be achieved by optimizing the well parameters such as point of injection, injection rate, and injection pressure. All these aspects have been investigated and presented in this study by using experimental data and PROSPER simulation program. The results show that the well head pressure has a large influence on the gas lift performance and also proved that smart gas lift valve can be used to improve gas lift performance by controlling gas injection from down hole. Obtaining the optimum gas injection rate is important because excessive gas injection reduces production rate and consequently increases the operation cost.

Keywords: optimization, production rate, reservoir pressure effect, gas injection rate effect, gas injection pressure

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5713 Ant Lion Optimization in a Fuzzy System for Benchmark Control Problem

Authors: Leticia Cervantes, Edith Garcia, Oscar Castillo

Abstract:

At today, there are several control problems where the main objective is to obtain the best control in the study to decrease the error in the application. Many techniques can use to control these problems such as Neural Networks, PID control, Fuzzy Logic, Optimization techniques and many more. In this case, fuzzy logic with fuzzy system and an optimization technique are used to control the case of study. In this case, Ant Lion Optimization is used to optimize a fuzzy system to control the velocity of a simple treadmill. The main objective is to achieve the control of the velocity in the control problem using the ALO optimization. First, a simple fuzzy system was used to control the velocity of the treadmill it has two inputs (error and error change) and one output (desired speed), then results were obtained but to decrease the error the ALO optimization was developed to optimize the fuzzy system of the treadmill. Having the optimization, the simulation was performed, and results can prove that using the ALO optimization the control of the velocity was better than a conventional fuzzy system. This paper describes some basic concepts to help to understand the idea in this work, the methodology of the investigation (control problem, fuzzy system design, optimization), the results are presented and the optimization is used for the fuzzy system. A comparison between the simple fuzzy system and the optimized fuzzy systems are presented where it can be proving the optimization improved the control with good results the major findings of the study is that ALO optimization is a good alternative to improve the control because it helped to decrease the error in control applications even using any control technique to optimized, As a final statement is important to mentioned that the selected methodology was good because the control of the treadmill was improve using the optimization technique.

Keywords: ant lion optimization, control problem, fuzzy control, fuzzy system

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5712 Optimal Design of Reference Node Placement for Wireless Indoor Positioning Systems in Multi-Floor Building

Authors: Kittipob Kondee, Chutima Prommak

Abstract:

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

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5711 Estimation of Structural Parameters in Time Domain Using One Dimensional Piezo Zirconium Titanium Patch Model

Authors: N. Jinesh, K. Shankar

Abstract:

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

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5710 An Efficient Algorithm for Solving the Transmission Network Expansion Planning Problem Integrating Machine Learning with Mathematical Decomposition

Authors: Pablo Oteiza, Ricardo Alvarez, Mehrdad Pirnia, Fuat Can

Abstract:

To effectively combat climate change, many countries around the world have committed to a decarbonisation of their electricity, along with promoting a large-scale integration of renewable energy sources (RES). While this trend represents a unique opportunity to effectively combat climate change, achieving a sound and cost-efficient energy transition towards low-carbon power systems poses significant challenges for the multi-year Transmission Network Expansion Planning (TNEP) problem. The objective of the multi-year TNEP is to determine the necessary network infrastructure to supply the projected demand in a cost-efficient way, considering the evolution of the new generation mix, including the integration of RES. The rapid integration of large-scale RES increases the variability and uncertainty in the power system operation, which in turn increases short-term flexibility requirements. To meet these requirements, flexible generating technologies such as energy storage systems must be considered within the TNEP as well, along with proper models for capturing the operational challenges of future power systems. As a consequence, TNEP formulations are becoming more complex and difficult to solve, especially for its application in realistic-sized power system models. To meet these challenges, there is an increasing need for developing efficient algorithms capable of solving the TNEP problem with reasonable computational time and resources. In this regard, a promising research area is the use of artificial intelligence (AI) techniques for solving large-scale mixed-integer optimization problems, such as the TNEP. In particular, the use of AI along with mathematical optimization strategies based on decomposition has shown great potential. In this context, this paper presents an efficient algorithm for solving the multi-year TNEP problem. The algorithm combines AI techniques with Column Generation, a traditional decomposition-based mathematical optimization method. One of the challenges of using Column Generation for solving the TNEP problem is that the subproblems are of mixed-integer nature, and therefore solving them requires significant amounts of time and resources. Hence, in this proposal we solve a linearly relaxed version of the subproblems, and trained a binary classifier that determines the value of the binary variables, based on the results obtained from the linearized version. A key feature of the proposal is that we integrate the binary classifier into the optimization algorithm in such a way that the optimality of the solution can be guaranteed. The results of a study case based on the HRP 38-bus test system shows that the binary classifier has an accuracy above 97% for estimating the value of the binary variables. Since the linearly relaxed version of the subproblems can be solved with significantly less time than the integer programming counterpart, the integration of the binary classifier into the Column Generation algorithm allowed us to reduce the computational time required for solving the problem by 50%. The final version of this paper will contain a detailed description of the proposed algorithm, the AI-based binary classifier technique and its integration into the CG algorithm. To demonstrate the capabilities of the proposal, we evaluate the algorithm in case studies with different scenarios, as well as in other power system models.

Keywords: integer optimization, machine learning, mathematical decomposition, transmission planning

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5709 Market Solvency Capital Requirement Minimization: How Non-linear Solvers Provide Portfolios Complying with Solvency II Regulation

Authors: Abraham Castellanos, Christophe Durville, Sophie Echenim

Abstract:

In this article, a portfolio optimization problem is performed in a Solvency II context: it illustrates how advanced optimization techniques can help to tackle complex operational pain points around the monitoring, control, and stability of Solvency Capital Requirement (SCR). The market SCR of a portfolio is calculated as a combination of SCR sub-modules. These sub-modules are the results of stress-tests on interest rate, equity, property, credit and FX factors, as well as concentration on counter-parties. The market SCR is non convex and non differentiable, which does not make it a natural optimization criteria candidate. In the SCR formulation, correlations between sub-modules are fixed, whereas risk-driven portfolio allocation is usually driven by the dynamics of the actual correlations. Implementing a portfolio construction approach that is efficient on both a regulatory and economic standpoint is not straightforward. Moreover, the challenge for insurance portfolio managers is not only to achieve a minimal SCR to reduce non-invested capital but also to ensure stability of the SCR. Some optimizations have already been performed in the literature, simplifying the standard formula into a quadratic function. But to our knowledge, it is the first time that the standard formula of the market SCR is used in an optimization problem. Two solvers are combined: a bundle algorithm for convex non- differentiable problems, and a BFGS (Broyden-Fletcher-Goldfarb- Shanno)-SQP (Sequential Quadratic Programming) algorithm, to cope with non-convex cases. A market SCR minimization is then performed with historical data. This approach results in significant reduction of the capital requirement, compared to a classical Markowitz approach based on the historical volatility. A comparative analysis of different optimization models (equi-risk-contribution portfolio, minimizing volatility portfolio and minimizing value-at-risk portfolio) is performed and the impact of these strategies on risk measures including market SCR and its sub-modules is evaluated. A lack of diversification of market SCR is observed, specially for equities. This was expected since the market SCR strongly penalizes this type of financial instrument. It was shown that this direct effect of the regulation can be attenuated by implementing constraints in the optimization process or minimizing the market SCR together with the historical volatility, proving the interest of having a portfolio construction approach that can incorporate such features. The present results are further explained by the Market SCR modelling.

Keywords: financial risk, numerical optimization, portfolio management, solvency capital requirement

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5708 A Novel Guided Search Based Multi-Objective Evolutionary Algorithm

Authors: A. Baviskar, C. Sandeep, K. Shankar

Abstract:

Solving Multi-objective Optimization Problems requires faster convergence and better spread. Though existing Evolutionary Algorithms (EA's) are able to achieve this, the computation effort can further be reduced by hybridizing them with innovative strategies. This study is focuses on converging to the pareto front faster while adapting the advantages of Strength Pareto Evolutionary Algorithm-II (SPEA-II) for a better spread. Two different approaches based on optimizing the objective functions independently are implemented. In the first method, the decision variables corresponding to the optima of individual objective functions are strategically used to guide the search towards the pareto front. In the second method, boundary points of the pareto front are calculated and their decision variables are seeded to the initial population. Both the methods are applied to different constrained and unconstrained multi-objective test functions. It is observed that proposed guided search based algorithm gives better convergence and diversity than several well-known existing algorithms (such as NSGA-II and SPEA-II) in considerably less number of iterations.

Keywords: boundary points, evolutionary algorithms (EA's), guided search, strength pareto evolutionary algorithm-II (SPEA-II)

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5707 An Algorithm for Herding Cows by a Swarm of Quadcopters

Authors: Jeryes Danial, Yosi Ben Asher

Abstract:

Algorithms for controlling a swarm of robots is an active research field, out of which cattle herding is one of the most complex problems to solve. In this paper, we derive an independent herding algorithm that is specifically designed for a swarm of quadcopters. The algorithm works by devising flight trajectories that cause the cows to run-away in the desired direction and hence herd cows that are distributed in a given field towards a common gathering point. Unlike previously proposed swarm herding algorithms, this algorithm does not use a flocking model but rather stars each cow separately. The effectiveness of this algorithm is verified experimentally using a simulator. We use a special set of experiments attempting to demonstrate that the herding times of this algorithm correspond to field diameter small constant regardless of the number of cows in the field. This is an optimal result indicating that the algorithm groups the cows into intermediate groups and herd them as one forming ever closing bigger groups.

Keywords: swarm, independent, distributed, algorithm

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5706 Hybridized Approach for Distance Estimation Using K-Means Clustering

Authors: Ritu Vashistha, Jitender Kumar

Abstract:

Clustering using the K-means algorithm is a very common way to understand and analyze the obtained output data. When a similar object is grouped, this is called the basis of Clustering. There is K number of objects and C number of cluster in to single cluster in which k is always supposed to be less than C having each cluster to be its own centroid but the major problem is how is identify the cluster is correct based on the data. Formulation of the cluster is not a regular task for every tuple of row record or entity but it is done by an iterative process. Each and every record, tuple, entity is checked and examined and similarity dissimilarity is examined. So this iterative process seems to be very lengthy and unable to give optimal output for the cluster and time taken to find the cluster. To overcome the drawback challenge, we are proposing a formula to find the clusters at the run time, so this approach can give us optimal results. The proposed approach uses the Euclidian distance formula as well melanosis to find the minimum distance between slots as technically we called clusters and the same approach we have also applied to Ant Colony Optimization(ACO) algorithm, which results in the production of two and multi-dimensional matrix.

Keywords: ant colony optimization, data clustering, centroids, data mining, k-means

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5705 Ant Colony Optimization Control for Multilevel STATCOM

Authors: H. Tédjini, Y. Meslem, B. Guesbaoui, A. Safa

Abstract:

Flexible AC Transmission Systems (FACTS) are potentially becoming more flexible and more economical local controllers in the power system; and because of the high MVA ratings, it would be expensive to provide independent, equal, regulated DC voltage sources to power the multilevel converters which are presently proposed for STATCOMs. DC voltage sources can be derived from the DC link capacitances which are charged by the rectified ac power. In this paper a new stronger control combined of nonlinear control based Lyapunov’s theorem and Ant Colony Algorithm (ACA) to maintain stability of multilevel STATCOM and the utility.

Keywords: Static Compensator (STATCOM), ant colony optimization (ACO), lyapunov control theory, Decoupled power control, neutral point clamped (NPC)

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5704 A Fast Optimizer for Large-scale Fulfillment Planning based on Genetic Algorithm

Authors: Choonoh Lee, Seyeon Park, Dongyun Kang, Jaehyeong Choi, Soojee Kim, Younggeun Kim

Abstract:

Market Kurly is the first South Korean online grocery retailer that guarantees same-day, overnight shipping. More than 1.6 million customers place an average of 4.7 million orders and add 3 to 14 products into a cart per month. The company has sold almost 30,000 kinds of various products in the past 6 months, including food items, cosmetics, kitchenware, toys for kids/pets, and even flowers. The company is operating and expanding multiple dry, cold, and frozen fulfillment centers in order to store and ship these products. Due to the scale and complexity of the fulfillment, pick-pack-ship processes are planned and operated in batches, and thus, the planning that decides the batch of the customers’ orders is a critical factor in overall productivity. This paper introduces a metaheuristic optimization method that reduces the complexity of batch processing in a fulfillment center. The method is an iterative genetic algorithm with heuristic creation and evolution strategies; it aims to group similar orders into pick-pack-ship batches to minimize the total number of distinct products. With a well-designed approach to create initial genes, the method produces streamlined plans, up to 13.5% less complex than the actual plans carried out in the company’s fulfillment centers in the previous months. Furthermore, our digital-twin simulations show that the optimized plans can reduce 3% of operation time for packing, which is the most complex and time-consuming task in the process. The optimization method implements a multithreading design on the Spring framework to support the company’s warehouse management systems in near real-time, finding a solution for 4,000 orders within 5 to 7 seconds on an AWS c5.2xlarge instance.

Keywords: fulfillment planning, genetic algorithm, online grocery retail, optimization

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5703 Impact of Population Size on Symmetric Travelling Salesman Problem Efficiency

Authors: Wafa' Alsharafat, Suhila Farhan Abu-Owida

Abstract:

Genetic algorithm (GA) is a powerful evolutionary searching technique that is used successfully to solve and optimize problems in different research areas. Genetic Algorithm (GA) considered as one of optimization methods used to solve Travel salesman Problem (TSP). The feasibility of GA in finding a TSP solution is dependent on GA operators; encoding method, population size, termination criteria, in general. In specific, crossover and its probability play a significant role in finding possible solutions for Symmetric TSP (STSP). In addition, the crossover should be determined and enhanced in term reaching optimal or at least near optimal. In this paper, we spot the light on using a modified crossover method called modified sequential constructive crossover and its impact on reaching optimal solution. To justify the relevance of a parameter value in solving the TSP, a set comparative analysis conducted on different crossover methods values.

Keywords: genetic algorithm, crossover, mutation, TSP

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5702 Multi-Period Portfolio Optimization Using Predictive Machine Learning Models

Authors: Peng Liu, Chyng Wen Tee, Xiaofei Xu

Abstract:

This paper integrates machine learning forecasting techniques into the multi-period portfolio optimization framework, enabling dynamic asset allocation based on multiple future periods. We explore both theoretical foundations and practical applications, employing diverse machine learning models for return forecasting. This comprehensive guide demonstrates the superiority of multi-period optimization over single-period approaches, particularly in risk mitigation through strategic rebalancing and enhanced market trend forecasting. Our goal is to promote wider adoption of multi-period optimization, providing insights that can significantly enhance the decision-making capabilities of practitioners and researchers alike.

Keywords: multi-period portfolio optimization, look-ahead constrained optimization, machine learning, sequential decision making

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5701 A Review Paper on Data Mining and Genetic Algorithm

Authors: Sikander Singh Cheema, Jasmeen Kaur

Abstract:

In this paper, the concept of data mining is summarized and its one of the important process i.e KDD is summarized. The data mining based on Genetic Algorithm is researched in and ways to achieve the data mining Genetic Algorithm are surveyed. This paper also conducts a formal review on the area of data mining tasks and genetic algorithm in various fields.

Keywords: data mining, KDD, genetic algorithm, descriptive mining, predictive mining

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5700 PointNetLK-OBB: A Point Cloud Registration Algorithm with High Accuracy

Authors: Wenhao Lan, Ning Li, Qiang Tong

Abstract:

To improve the registration accuracy of a source point cloud and template point cloud when the initial relative deflection angle is too large, a PointNetLK algorithm combined with an oriented bounding box (PointNetLK-OBB) is proposed. In this algorithm, the OBB of a 3D point cloud is used to represent the macro feature of source and template point clouds. Under the guidance of the iterative closest point algorithm, the OBB of the source and template point clouds is aligned, and a mirror symmetry effect is produced between them. According to the fitting degree of the source and template point clouds, the mirror symmetry plane is detected, and the optimal rotation and translation of the source point cloud is obtained to complete the 3D point cloud registration task. To verify the effectiveness of the proposed algorithm, a comparative experiment was performed using the publicly available ModelNet40 dataset. The experimental results demonstrate that, compared with PointNetLK, PointNetLK-OBB improves the registration accuracy of the source and template point clouds when the initial relative deflection angle is too large, and the sensitivity of the initial relative position between the source point cloud and template point cloud is reduced. The primary contribution of this paper is the use of PointNetLK to avoid the non-convex problem of traditional point cloud registration and leveraging the regularity of the OBB to avoid the local optimization problem in the PointNetLK context.

Keywords: mirror symmetry, oriented bounding box, point cloud registration, PointNetLK-OBB

Procedia PDF Downloads 122