Search results for: random routing optimization technique
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 11048

Search results for: random routing optimization technique

10628 Safety Approach Highway Alignment Optimization

Authors: Seyed Abbas Tabatabaei, Marjan Naderan Tahan, Arman Kadkhodai

Abstract:

An efficient optimization approach, called feasible gate (FG), is developed to enhance the computation efficiency and solution quality of the previously developed highway alignment optimization (HAO) model. This approach seeks to realistically represent various user preferences and environmentally sensitive areas and consider them along with geometric design constraints in the optimization process. This is done by avoiding the generation of infeasible solutions that violate various constraints and thus focusing the search on the feasible solutions. The proposed method is simple, but improves significantly the model’s computation time and solution quality. On the other, highway alignment optimization through Feasible Gates, eventuates only economic model by considering minimum design constrains includes minimum reduce of circular curves, minimum length of vertical curves and road maximum gradient. This modelling can reduce passenger comfort and road safety. In most of highway optimization models, by adding penalty function for each constraint, final result handles to satisfy minimum constraint. In this paper, we want to propose a safety-function solution by introducing gift function.

Keywords: safety, highway geometry, optimization, alignment

Procedia PDF Downloads 402
10627 Treatment of Rice Industry Waste Water by Flotation-Flocculation Method

Authors: J. K. Kapoor, Shagufta Jabin, H. S. Bhatia

Abstract:

Polyamine flocculants were synthesized by poly-condensation of diphenylamine and epichlorohydrin using 1, 2-diaminoethane as modifying agent. The polyelectrolytes were prepared by taking epichlohydrin-diphenylamine in a molar ratio of 1:1, 1.5:1, 2:1, and 2.5:1. The flocculation performance of these polyelectrolytes was evaluated with rice industry waste water. The polyelectrolytes have been used in conjunction with alum for coagulation- flocculation process. Prior to the coagulation- flocculation process, air flotation technique was used with the aim to remove oil and grease content from waste water. Significant improvement was observed in the removal of oil and grease content after the air flotation technique. It has been able to remove 91.7% oil and grease from rice industry waste water. After coagulation-flocculation method, it has been observed that polyelectrolyte with epichlohydrin-diphenylamine molar ratio of 1.5:1 showed best results for the removal of pollutants from rice industry waste water. The highest efficiency of turbidity and TSS removal with polyelectrolyte has been found to be 97.5% and 98.2%, respectively. Results of these evaluations also reveal 86.8% removal of COD and 87.5% removal of BOD from rice industry waste water. Thus, we demonstrate optimization of coagulation–flocculation technique which is appropriate for waste water treatment.

Keywords: coagulation, flocculation, air flotation technique, polyelectrolyte, turbidity

Procedia PDF Downloads 463
10626 Intelligent Rescheduling Trains for Air Pollution Management

Authors: Kainat Affrin, P. Reshma, G. Narendra Kumar

Abstract:

Optimization of timetable is the need of the day for the rescheduling and routing of trains in real time. Trains are scheduled in parallel with the road transport vehicles to the same destination. As the number of trains is restricted due to single track, customers usually opt for road transport to use frequently. The air pollution increases as the density of vehicles on road transport is increased. Use of an alternate mode of transport like train helps in reducing air-pollution. This paper mainly aims at attracting the passengers to Train transport by proper rescheduling of trains using hybrid of stop-skip algorithm and iterative convex programming algorithm. Rescheduling of train bi-directionally is achieved on a single track with dynamic dual time and varying stops. Introduction of more trains attract customers to use rail transport frequently, thereby decreasing the pollution. The results are simulated using Network Simulator (NS-2).

Keywords: air pollution, AODV, re-scheduling, WSNs

Procedia PDF Downloads 347
10625 A Deterministic Approach for Solving the Hull and White Interest Rate Model with Jump Process

Authors: Hong-Ming Chen

Abstract:

This work considers the resolution of the Hull and White interest rate model with the jump process. A deterministic process is adopted to model the random behavior of interest rate variation as deterministic perturbations, which is depending on the time t. The Brownian motion and jumps uncertainty are denoted as the integral functions piecewise constant function w(t) and point function θ(t). It shows that the interest rate function and the yield function of the Hull and White interest rate model with jump process can be obtained by solving a nonlinear semi-infinite programming problem. A relaxed cutting plane algorithm is then proposed for solving the resulting optimization problem. The method is calibrated for the U.S. treasury securities at 3-month data and is used to analyze several effects on interest rate prices, including interest rate variability, and the negative correlation between stock returns and interest rates. The numerical results illustrate that our approach essentially generates the yield functions with minimal fitting errors and small oscillation.

Keywords: optimization, interest rate model, jump process, deterministic

Procedia PDF Downloads 156
10624 Programming with Grammars

Authors: Peter M. Maurer Maurer

Abstract:

DGL is a context free grammar-based tool for generating random data. Many types of simulator input data require some computation to be placed in the proper format. For example, it might be necessary to generate ordered triples in which the third element is the sum of the first two elements, or it might be necessary to generate random numbers in some sorted order. Although DGL is universal in computational power, generating these types of data is extremely difficult. To overcome this problem, we have enhanced DGL to include features that permit direct computation within the structure of a context free grammar. The features have been implemented as special types of productions, preserving the context free flavor of DGL specifications.

Keywords: DGL, Enhanced Context Free Grammars, Programming Constructs, Random Data Generation

Procedia PDF Downloads 134
10623 Reliability Analysis of Construction Schedule Plan Based on Building Information Modelling

Authors: Lu Ren, You-Liang Fang, Yan-Gang Zhao

Abstract:

In recent years, the application of BIM (Building Information Modelling) to construction schedule plan has been the focus of more and more researchers. In order to assess the reasonable level of the BIM-based construction schedule plan, that is whether the schedule can be completed on time, some researchers have introduced reliability theory to evaluate. In the process of evaluation, the uncertain factors affecting the construction schedule plan are regarded as random variables, and probability distributions of the random variables are assumed to be normal distribution, which is determined using two parameters evaluated from the mean and standard deviation of statistical data. However, in practical engineering, most of the uncertain influence factors are not normal random variables. So the evaluation results of the construction schedule plan will be unreasonable under the assumption that probability distributions of random variables submitted to the normal distribution. Therefore, in order to get a more reasonable evaluation result, it is necessary to describe the distribution of random variables more comprehensively. For this purpose, cubic normal distribution is introduced in this paper to describe the distribution of arbitrary random variables, which is determined by the first four moments (mean, standard deviation, skewness and kurtosis). In this paper, building the BIM model firstly according to the design messages of the structure and making the construction schedule plan based on BIM, then the cubic normal distribution is used to describe the distribution of the random variables due to the collecting statistical data of the random factors influencing construction schedule plan. Next the reliability analysis of the construction schedule plan based on BIM can be carried out more reasonably. Finally, the more accurate evaluation results can be given providing reference for the implementation of the actual construction schedule plan. In the last part of this paper, the more efficiency and accuracy of the proposed methodology for the reliability analysis of the construction schedule plan based on BIM are conducted through practical engineering case.

Keywords: BIM, construction schedule plan, cubic normal distribution, reliability analysis

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10622 Hybrid Adaptive Modeling to Enhance Robustness of Real-Time Optimization

Authors: Hussain Syed Asad, Richard Kwok Kit Yuen, Gongsheng Huang

Abstract:

Real-time optimization has been considered an effective approach for improving energy efficient operation of heating, ventilation, and air-conditioning (HVAC) systems. In model-based real-time optimization, model mismatches cannot be avoided. When model mismatches are significant, the performance of the real-time optimization will be impaired and hence the expected energy saving will be reduced. In this paper, the model mismatches for chiller plant on real-time optimization are considered. In the real-time optimization of the chiller plant, simplified semi-physical or grey box model of chiller is always used, which should be identified using available operation data. To overcome the model mismatches associated with the chiller model, hybrid Genetic Algorithms (HGAs) method is used for online real-time training of the chiller model. HGAs combines Genetic Algorithms (GAs) method (for global search) and traditional optimization method (i.e. faster and more efficient for local search) to avoid conventional hit and trial process of GAs. The identification of model parameters is synthesized as an optimization problem; and the objective function is the Least Square Error between the output from the model and the actual output from the chiller plant. A case study is used to illustrate the implementation of the proposed method. It has been shown that the proposed approach is able to provide reliability in decision making, enhance the robustness of the real-time optimization strategy and improve on energy performance.

Keywords: energy performance, hybrid adaptive modeling, hybrid genetic algorithms, real-time optimization, heating, ventilation, and air-conditioning

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10621 Optimal Capacitors Placement and Sizing Improvement Based on Voltage Reduction for Energy Efficiency

Authors: Zilaila Zakaria, Muhd Azri Abdul Razak, Muhammad Murtadha Othman, Mohd Ainor Yahya, Ismail Musirin, Mat Nasir Kari, Mohd Fazli Osman, Mohd Zaini Hassan, Baihaki Azraee

Abstract:

Energy efficiency can be realized by minimizing the power loss with a sufficient amount of energy used in an electrical distribution system. In this report, a detailed analysis of the energy efficiency of an electric distribution system was carried out with an implementation of the optimal capacitor placement and sizing (OCPS). The particle swarm optimization (PSO) will be used to determine optimal location and sizing for the capacitors whereas energy consumption and power losses minimization will improve the energy efficiency. In addition, a certain number of busbars or locations are identified in advance before the PSO is performed to solve OCPS. In this case study, three techniques are performed for the pre-selection of busbar or locations which are the power-loss-index (PLI). The particle swarm optimization (PSO) is designed to provide a new population with improved sizing and location of capacitors. The total cost of power losses, energy consumption and capacitor installation are the components considered in the objective and fitness functions of the proposed optimization technique. Voltage magnitude limit, total harmonic distortion (THD) limit, power factor limit and capacitor size limit are the parameters considered as the constraints for the proposed of optimization technique. In this research, the proposed methodologies implemented in the MATLAB® software will transfer the information, execute the three-phase unbalanced load flow solution and retrieve then collect the results or data from the three-phase unbalanced electrical distribution systems modeled in the SIMULINK® software. Effectiveness of the proposed methods used to improve the energy efficiency has been verified through several case studies and the results are obtained from the test systems of IEEE 13-bus unbalanced electrical distribution system and also the practical electrical distribution system model of Sultan Salahuddin Abdul Aziz Shah (SSAAS) government building in Shah Alam, Selangor.

Keywords: particle swarm optimization, pre-determine of capacitor locations, optimal capacitors placement and sizing, unbalanced electrical distribution system

Procedia PDF Downloads 422
10620 SFO-ECRSEP: Sensor Field Optimızation Based Ecrsep For Heterogeneous WSNS

Authors: Gagandeep Singh

Abstract:

The sensor field optimization is a serious issue in WSNs and has been ignored by many researchers. As in numerous real-time sensing fields the sensor nodes on the corners i.e. on the segment boundaries will become lifeless early because no extraordinary safety is presented for them. Accordingly, in this research work the central objective is on the segment based optimization by separating the sensor field between advance and normal segments. The inspiration at the back this sensor field optimization is to extend the time spam when the first sensor node dies. For the reason that in normal sensor nodes which were exist on the borders may become lifeless early because the space among them and the base station is more so they consume more power so at last will become lifeless soon.

Keywords: WSNs, ECRSEP, SEP, field optimization, energy

Procedia PDF Downloads 287
10619 A New Concept for Deriving the Expected Value of Fuzzy Random Variables

Authors: Liang-Hsuan Chen, Chia-Jung Chang

Abstract:

Fuzzy random variables have been introduced as an imprecise concept of numeric values for characterizing the imprecise knowledge. The descriptive parameters can be used to describe the primary features of a set of fuzzy random observations. In fuzzy environments, the expected values are usually represented as fuzzy-valued, interval-valued or numeric-valued descriptive parameters using various metrics. Instead of the concept of area metric that is usually adopted in the relevant studies, the numeric expected value is proposed by the concept of distance metric in this study based on two characters (fuzziness and randomness) of FRVs. Comparing with the existing measures, although the results show that the proposed numeric expected value is same with those using the different metric, if only triangular membership functions are used. However, the proposed approach has the advantages of intuitiveness and computational efficiency, when the membership functions are not triangular types. An example with three datasets is provided for verifying the proposed approach.

Keywords: fuzzy random variables, distance measure, expected value, descriptive parameters

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10618 Optimization of the Flexural Strength of Biocomposites Samples Reinforced with Resin for Engineering Applications

Authors: Stephen Akong Takim

Abstract:

This study focused on the optimization of the flexural strength of bio-composite samples of palm kernel, whelks, clams, periwinkles shells and bamboo fiber reinforced with resin for engineering applications. The aim of the study was to formulate different samples of bio-composite reinforced with resin for engineering applications and to evaluate the flexural strength of the fabricated composite. The hand lay-up technique was used for the composites produced by incorporating different percentage compositions of the shells/fiber (10%, 15%, 20%, 25% and 30%) into varied proportions of epoxy resin and catalyst. The cured samples, after 24 hours, were subjected to tensile, impact, flexural and water absorption tests. The experiments were conducted using the Taguchi optimization method L25 (5x5) with five design parameters and five level combinations in Minitab 18 statistical software. The results showed that the average value of flexural was 114.87MPa when compared to the unreinforced 72.33MPa bio-composite. The study recommended that agricultural waste, like palm kernel shells, whelk shells, clams, periwinkle shells and bamboo fiber, should be converted into important engineering applications.

Keywords: bio-composite, resin, palm kernel shells, welk shells, periwinkle shells, bamboo fiber, Taguchi techniques and engineering application

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10617 On the convergence of the Mixed Integer Randomized Pattern Search Algorithm

Authors: Ebert Brea

Abstract:

We propose a novel direct search algorithm for identifying at least a local minimum of mixed integer nonlinear unconstrained optimization problems. The Mixed Integer Randomized Pattern Search Algorithm (MIRPSA), so-called by the author, is based on a randomized pattern search, which is modified by the MIRPSA for finding at least a local minimum of our problem. The MIRPSA has two main operations over the randomized pattern search: moving operation and shrinking operation. Each operation is carried out by the algorithm when a set of conditions is held. The convergence properties of the MIRPSA is analyzed using a Markov chain approach, which is represented by an infinite countable set of state space λ, where each state d(q) is defined by a measure of the qth randomized pattern search Hq, for all q in N. According to the algorithm, when a moving operation is carried out on the qth randomized pattern search Hq, the MIRPSA holds its state. Meanwhile, if the MIRPSA carries out a shrinking operation over the qth randomized pattern search Hq, the algorithm will visit the next state, this is, a shrinking operation at the qth state causes a changing of the qth state into (q+1)th state. It is worthwhile pointing out that the MIRPSA never goes back to any visited states because the MIRPSA only visits any qth by shrinking operations. In this article, we describe the MIRPSA for mixed integer nonlinear unconstrained optimization problems for doing a deep study of its convergence properties using Markov chain viewpoint. We herein include a low dimension case for showing more details of the MIRPSA, when the algorithm is used for identifying the minimum of a mixed integer quadratic function. Besides, numerical examples are also shown in order to measure the performance of the MIRPSA.

Keywords: direct search, mixed integer optimization, random search, convergence, Markov chain

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10616 Radio Frequency Identification Encryption via Modified Two Dimensional Logistic Map

Authors: Hongmin Deng, Qionghua Wang

Abstract:

A modified two dimensional (2D) logistic map based on cross feedback control is proposed. This 2D map exhibits more random chaotic dynamical properties than the classic one dimensional (1D) logistic map in the statistical characteristics analysis. So it is utilized as the pseudo-random (PN) sequence generator, where the obtained real-valued PN sequence is quantized at first, then applied to radio frequency identification (RFID) communication system in this paper. This system is experimentally validated on a cortex-M0 development board, which shows the effectiveness in key generation, the size of key space and security. At last, further cryptanalysis is studied through the test suite in the National Institute of Standards and Technology (NIST).

Keywords: chaos encryption, logistic map, pseudo-random sequence, RFID

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10615 [Keynote Speech]: Feature Selection and Predictive Modeling of Housing Data Using Random Forest

Authors: Bharatendra Rai

Abstract:

Predictive data analysis and modeling involving machine learning techniques become challenging in presence of too many explanatory variables or features. Presence of too many features in machine learning is known to not only cause algorithms to slow down, but they can also lead to decrease in model prediction accuracy. This study involves housing dataset with 79 quantitative and qualitative features that describe various aspects people consider while buying a new house. Boruta algorithm that supports feature selection using a wrapper approach build around random forest is used in this study. This feature selection process leads to 49 confirmed features which are then used for developing predictive random forest models. The study also explores five different data partitioning ratios and their impact on model accuracy are captured using coefficient of determination (r-square) and root mean square error (rsme).

Keywords: housing data, feature selection, random forest, Boruta algorithm, root mean square error

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10614 Detecting Geographically Dispersed Overlay Communities Using Community Networks

Authors: Madhushi Bandara, Dharshana Kasthurirathna, Danaja Maldeniya, Mahendra Piraveenan

Abstract:

Community detection is an extremely useful technique in understanding the structure and function of a social network. Louvain algorithm, which is based on Newman-Girman modularity optimization technique, is extensively used as a computationally efficient method extract the communities in social networks. It has been suggested that the nodes that are in close geographical proximity have a higher tendency of forming communities. Variants of the Newman-Girman modularity measure such as dist-modularity try to normalize the effect of geographical proximity to extract geographically dispersed communities, at the expense of losing the information about the geographically proximate communities. In this work, we propose a method to extract geographically dispersed communities while preserving the information about the geographically proximate communities, by analyzing the ‘community network’, where the centroids of communities would be considered as network nodes. We suggest that the inter-community link strengths, which are normalized over the community sizes, may be used to identify and extract the ‘overlay communities’. The overlay communities would have relatively higher link strengths, despite being relatively apart in their spatial distribution. We apply this method to the Gowalla online social network, which contains the geographical signatures of its users, and identify the overlay communities within it.

Keywords: social networks, community detection, modularity optimization, geographically dispersed communities

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10613 Solving Process Planning, Weighted Apparent Tardiness Cost Dispatching, and Weighted Processing plus Weight Due-Date Assignment Simultaneously Using a Hybrid Search

Authors: Halil Ibrahim Demir, Caner Erden, Abdullah Hulusi Kokcam, Mumtaz Ipek

Abstract:

Process planning, scheduling, and due date assignment are three important manufacturing functions which are studied independently in literature. There are hundreds of works on IPPS and SWDDA problems but a few works on IPPSDDA problem. Integrating these three functions is very crucial due to the high relationship between them. Since the scheduling problem is in the NP-Hard problem class without any integration, an integrated problem is even harder to solve. This study focuses on the integration of these functions. Sum of weighted tardiness, earliness, and due date related costs are used as a penalty function. Random search and hybrid metaheuristics are used to solve the integrated problem. Marginal improvement in random search is very high in the early iterations and reduces enormously in later iterations. At that point directed search contribute to marginal improvement more than random search. In this study, random and genetic search methods are combined to find better solutions. Results show that overall performance becomes better as the integration level increases.

Keywords: process planning, genetic algorithm, hybrid search, random search, weighted due-date assignment, weighted scheduling

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10612 Neuroevolution Based on Adaptive Ensembles of Biologically Inspired Optimization Algorithms Applied for Modeling a Chemical Engineering Process

Authors: Sabina-Adriana Floria, Marius Gavrilescu, Florin Leon, Silvia Curteanu, Costel Anton

Abstract:

Neuroevolution is a subfield of artificial intelligence used to solve various problems in different application areas. Specifically, neuroevolution is a technique that applies biologically inspired methods to generate neural network architectures and optimize their parameters automatically. In this paper, we use different biologically inspired optimization algorithms in an ensemble strategy with the aim of training multilayer perceptron neural networks, resulting in regression models used to simulate the industrial chemical process of obtaining bricks from silicone-based materials. Installations in the raw ceramics industry, i.e., bricks, are characterized by significant energy consumption and large quantities of emissions. In addition, the initial conditions that were taken into account during the design and commissioning of the installation can change over time, which leads to the need to add new mixes to adjust the operating conditions for the desired purpose, e.g., material properties and energy saving. The present approach follows the study by simulation of a process of obtaining bricks from silicone-based materials, i.e., the modeling and optimization of the process. Optimization aims to determine the working conditions that minimize the emissions represented by nitrogen monoxide. We first use a search procedure to find the best values for the parameters of various biologically inspired optimization algorithms. Then, we propose an adaptive ensemble strategy that uses only a subset of the best algorithms identified in the search stage. The adaptive ensemble strategy combines the results of selected algorithms and automatically assigns more processing capacity to the more efficient algorithms. Their efficiency may also vary at different stages of the optimization process. In a given ensemble iteration, the most efficient algorithms aim to maintain good convergence, while the less efficient algorithms can improve population diversity. The proposed adaptive ensemble strategy outperforms the individual optimizers and the non-adaptive ensemble strategy in convergence speed, and the obtained results provide lower error values.

Keywords: optimization, biologically inspired algorithm, neuroevolution, ensembles, bricks, emission minimization

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10611 Performances Analysis and Optimization of an Adsorption Solar Cooling System

Authors: Nadia Allouache

Abstract:

The use of solar energy in cooling systems is an interesting alternative to the increasing demand of energy in the world and more specifically in southern countries where the needs of refrigeration and air conditioning are tremendous. This technique is even more attractive with regards to environmental issues. This study focuses on performances analysis and optimization of solar reactor of an adsorption cooling machine working with activated carbon-methanol pair. The modeling of the adsorption cooling machine requires the resolution of the equation describing the energy and mass transfer in the tubular adsorber that is the most important component of the machine. The results show the poor heat conduction inside the porous medium and the resistance between the metallic wall and the bed engender the important temperature gradient and a great difference between the metallic wall and the bed temperature; this is considered as the essential causes decreasing the performances of the machine. For fixed conditions of functioning, the total desorbed mass presents a maximum for an optimal value of the height of the adsorber; this implies the existence of an optimal dimensioning of the adsorber.

Keywords: solar cooling system, performances Analysis, optimization, heat and mass transfer, activated carbon-methanol pair, numerical modeling

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10610 Polymerase Chain Reaction Analysis and Random Amplified Polymorphic DNA of Agrobacterium Tumefaciens

Authors: Abeer M. Algeblawi

Abstract:

Fifteen isolates of Agrobacterium tumefaciens were obtained from crown gall samples collected from six locations (Tripoli, Alzahra, Ain-Zara, Alzawia, Alazezia in Libya) from Grape (Vitis vinifera L.), Pear (Pyrus communis L.), Peach (Prunus persica L.) and Alexandria in Egypt from Guava (Psidium guajava L.) trees, Artichoke (Cynara cardunculus L.) and Sugar beet (Beta vulgaris L.). Total DNA was extracted from the eight isolates as well as the identification of six isolates used into Polymerase Chain Reaction (PCR) analysis and Random Amplified Polymorphic DNA (RAPD) technique were used. High similarity (55.5%) was observed among the eight A. tumefaciens isolates (Agro1, Agro2, Agro3, Agro4, Agro5, Agro6, Agro7, and Agro8). The PCR amplification products were resulting from the use of two specific primers (virD2A-virD2C). Analysis induction six isolates of A. tumefaciens obtained from different hosts. A visible band was specific to A. tumefaciens of (220 bp, 224 bp) and 338 bp produced with total DNA extracted from bacterial cells.

Keywords: Agrobacterium tumefaciens, crown gall, identification, molecular characterization, PCR, RAPD

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10609 Impact of the Electricity Market Prices during the COVID-19 Pandemic on Energy Storage Operation

Authors: Marin Mandić, Elis Sutlović, Tonći Modrić, Luka Stanić

Abstract:

With the restructuring and deregulation of the power system, storage owners, generation companies or private producers can offer their multiple services on various power markets and earn income in different types of markets, such as the day-ahead, real-time, ancillary services market, etc. During the COVID-19 pandemic, electricity prices, as well as ancillary services prices, increased significantly. The optimization of the energy storage operation was performed using a suitable model for simulating the operation of a pumped storage hydropower plant under market conditions. The objective function maximizes the income earned through energy arbitration, regulation-up, regulation-down and spinning reserve services. The optimization technique used for solving the objective function is mixed integer linear programming (MILP). In numerical examples, the pumped storage hydropower plant operation has been optimized considering the already achieved hourly electricity market prices from Nord Pool for the pre-pandemic (2019) and the pandemic (2020 and 2021) years. The impact of the electricity market prices during the COVID-19 pandemic on energy storage operation is shown through the analysis of income, operating hours, reserved capacity and consumed energy for each service. The results indicate the role of energy storage during a significant fluctuation in electricity and services prices.

Keywords: electrical market prices, electricity market, energy storage optimization, mixed integer linear programming (MILP) optimization

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10608 Multi-Criteria Based Robust Markowitz Model under Box Uncertainty

Authors: Pulak Swain, A. K. Ojha

Abstract:

Portfolio optimization is based on dealing with the problems of efficient asset allocation. Risk and Expected return are two conflicting criteria in such problems, where the investor prefers the return to be high and the risk to be low. Using multi-objective approach we can solve those type of problems. However the information which we have for the input parameters are generally ambiguous and the input values can fluctuate around some nominal values. We can not ignore the uncertainty in input values, as they can affect the asset allocation drastically. So we use Robust Optimization approach to the problems where the input parameters comes under box uncertainty. In this paper, we solve the multi criteria robust problem with the help of  E- constraint method.

Keywords: portfolio optimization, multi-objective optimization, ϵ - constraint method, box uncertainty, robust optimization

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10607 Long Term Love Relationships Analyzed as a Dynamic System with Random Variations

Authors: Nini Johana Marín Rodríguez, William Fernando Oquendo Patino

Abstract:

In this work, we model a coupled system where we explore the effects of steady and random behavior on a linear system like an extension of the classic Strogatz model. This is exemplified by modeling a couple love dynamics as a linear system of two coupled differential equations and studying its stability for four types of lovers chosen as CC='Cautious- Cautious', OO='Only other feelings', OP='Opposites' and RR='Romeo the Robot'. We explore the effects of, first, introducing saturation, and second, adding a random variation to one of the CC-type lover, which will shape his character by trying to model how its variability influences the dynamics between love and hate in couple in a long run relationship. This work could also be useful to model other kind of systems where interactions can be modeled as linear systems with external or internal random influence. We found the final results are not easy to predict and a strong dependence on initial conditions appear, which a signature of chaos.

Keywords: differential equations, dynamical systems, linear system, love dynamics

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10606 A Review on Parametric Optimization of Casting Processes Using Optimization Techniques

Authors: Bhrugesh Radadiya, Jaydeep Shah

Abstract:

In Indian foundry industry, there is a need of defect free casting with minimum production cost in short lead time. Casting defect is a very large issue in foundry shop which increases the rejection rate of casting and wastage of materials. The various parameters influences on casting process such as mold machine related parameters, green sand related parameters, cast metal related parameters, mold related parameters and shake out related parameters. The mold related parameters are most influences on casting defects in sand casting process. This paper review the casting produced by foundry with shrinkage and blow holes as a major defects was analyzed and identified that mold related parameters such as mold temperature, pouring temperature and runner size were not properly set in sand casting process. These parameters were optimized using different optimization techniques such as Taguchi method, Response surface methodology, Genetic algorithm and Teaching-learning based optimization algorithm. Finally, concluded that a Teaching-learning based optimization algorithm give better result than other optimization techniques.

Keywords: casting defects, genetic algorithm, parametric optimization, Taguchi method, TLBO algorithm

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10605 Geographic Information System Based Multi-Criteria Subsea Pipeline Route Optimisation

Authors: James Brown, Stella Kortekaas, Ian Finnie, George Zhang, Christine Devine, Neil Healy

Abstract:

The use of GIS as an analysis tool for engineering decision making is now best practice in the offshore industry. GIS enables multidisciplinary data integration, analysis and visualisation which allows the presentation of large and intricate datasets in a simple map-interface accessible to all project stakeholders. Presenting integrated geoscience and geotechnical data in GIS enables decision makers to be well-informed. This paper is a successful case study of how GIS spatial analysis techniques were applied to help select the most favourable pipeline route. Routing a pipeline through any natural environment has numerous obstacles, whether they be topographical, geological, engineering or financial. Where the pipeline is subjected to external hydrostatic water pressure and is carrying pressurised hydrocarbons, the requirement to safely route the pipeline through hazardous terrain becomes absolutely paramount. This study illustrates how the application of modern, GIS-based pipeline routing techniques enabled the identification of a single most-favourable pipeline route crossing of a challenging seabed terrain. Conventional approaches to pipeline route determination focus on manual avoidance of primary constraints whilst endeavouring to minimise route length. Such an approach is qualitative, subjective and is liable to bias towards the discipline and expertise that is involved in the routing process. For very short routes traversing benign seabed topography in shallow water this approach may be sufficient, but for deepwater geohazardous sites, the need for an automated, multi-criteria, and quantitative approach is essential. This study combined multiple routing constraints using modern least-cost-routing algorithms deployed in GIS, hitherto unachievable with conventional approaches. The least-cost-routing procedure begins with the assignment of geocost across the study area. Geocost is defined as a numerical penalty score representing hazard posed by each routing constraint (e.g. slope angle, rugosity, vulnerability to debris flows) to the pipeline. All geocosted routing constraints are combined to generate a composite geocost map that is used to compute the least geocost route between two defined terminals. The analyses were applied to select the most favourable pipeline route for a potential gas development in deep water. The study area is geologically complex with a series of incised, potentially active, canyons carved into a steep escarpment, with evidence of extensive debris flows. A similar debris flow in the future could cause significant damage to a poorly-placed pipeline. Protruding inter-canyon spurs offer lower-gradient options for ascending an escarpment but the vulnerability of periodic failure of these spurs is not well understood. Close collaboration between geoscientists, pipeline engineers, geotechnical engineers and of course the gas export pipeline operator guided the analyses and assignment of geocosts. Shorter route length, less severe slope angles, and geohazard avoidance were the primary drivers in identifying the most favourable route.

Keywords: geocost, geohazard, pipeline route determination, pipeline route optimisation, spatial analysis

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10604 Optimization of Copper-Water Negative Inclination Heat Pipe with Internal Composite Wick Structure

Authors: I. Brandys, M. Levy, K. Harush, Y. Haim, M. Korngold

Abstract:

Theoretical optimization of a copper-water negative inclination heat pipe with internal composite wick structure has been performed, regarding a new introduced parameter: the ratio between the coarse mesh wraps and the fine mesh wraps of the composite wick. Since in many cases, the design of a heat pipe matches specific thermal requirements and physical limitations, this work demonstrates the optimization of a 1 m length, 8 mm internal diameter heat pipe without an adiabatic section, at a negative inclination angle of -10º. The optimization is based on a new introduced parameter, LR: the ratio between the coarse mesh wraps and the fine mesh wraps.

Keywords: heat pipe, inclination, optimization, ratio

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10603 Facial Expression Recognition Using Sparse Gaussian Conditional Random Field

Authors: Mohammadamin Abbasnejad

Abstract:

The analysis of expression and facial Action Units (AUs) detection are very important tasks in fields of computer vision and Human Computer Interaction (HCI) due to the wide range of applications in human life. Many works have been done during the past few years which has their own advantages and disadvantages. In this work, we present a new model based on Gaussian Conditional Random Field. We solve our objective problem using ADMM and we show how well the proposed model works. We train and test our work on two facial expression datasets, CK+, and RU-FACS. Experimental evaluation shows that our proposed approach outperform state of the art expression recognition.

Keywords: Gaussian Conditional Random Field, ADMM, convergence, gradient descent

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10602 First Investigation on CZTS Electron affinity and Thickness Optimization using SILVACO-Atlas 2D Simulation

Authors: Zeineb Seboui, Samar Dabbabi

Abstract:

In this paper, we study the performance of Cu₂ZnSnS₄ (CZTS) based solar cell. In our knowledge, it is for the first time that the FTO/ZnO:Co/CZTS structure is simulated using the SILVACO-Atlas 2D simulation. Cu₂ZnSnS₄ (CZTS), ZnO:Co and FTO (SnO₂:F) layers have been deposited on glass substrates by the spray pyrolysis technique. The extracted physical properties, such as thickness and optical parameters of CZTS layer, are considered to create a new input data of CZTS based solar cell. The optimization of CZTS electron affinity and thickness is performed to have the best FTO/ZnO: Co/CZTS efficiency. The use of CZTS absorber layer with 3.99 eV electron affinity and 3.2 µm in thickness leads to the higher efficiency of 16.86 %, which is very important in the development of new technologies and new solar cell devices.

Keywords: CZTS solar cell, characterization, electron affinity, thickness, SILVACO-atlas 2D simulation

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10601 Modeling Methodologies for Optimization and Decision Support on Coastal Transport Information System (Co.Tr.I.S.)

Authors: Vassilios Moussas, Dimos N. Pantazis, Panagioths Stratakis

Abstract:

The aim of this paper is to present the optimization methodology developed in the frame of a Coastal Transport Information System. The system will be used for the effective design of coastal transportation lines and incorporates subsystems that implement models, tools and techniques that may support the design of improved networks. The role of the optimization and decision subsystem is to provide the user with better and optimal scenarios that will best fulfill any constrains, goals or requirements posed. The complexity of the problem and the large number of parameters and objectives involved led to the adoption of an evolutionary method (Genetic Algorithms). The problem model and the subsystem structure are presented in detail, and, its support for simulation is also discussed.

Keywords: coastal transport, modeling, optimization

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10600 Structural Optimization Method for 3D Reinforced Concrete Building Structure with Shear Wall

Authors: H. Nikzad, S. Yoshitomi

Abstract:

In this paper, an optimization procedure is applied for 3D Reinforced concrete building structure with shear wall.  In the optimization problem, cross sections of beams, columns and shear wall dimensions are considered as design variables and the optimal cross sections can be derived to minimize the total cost of the structure. As for final design application, the most suitable sections are selected to satisfy ACI 318-14 code provision based on static linear analysis. The validity of the method is examined through numerical example of 15 storied 3D RC building with shear wall.  This optimization method is expected to assist in providing a useful reference in design early stage, and to be an effective and powerful tool for structural design of RC shear wall structures.

Keywords: structural optimization, linear static analysis, ETABS, MATLAB, RC moment frame, RC shear wall structures

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10599 Credit Risk Prediction Based on Bayesian Estimation of Logistic Regression Model with Random Effects

Authors: Sami Mestiri, Abdeljelil Farhat

Abstract:

The aim of this current paper is to predict the credit risk of banks in Tunisia, over the period (2000-2005). For this purpose, two methods for the estimation of the logistic regression model with random effects: Penalized Quasi Likelihood (PQL) method and Gibbs Sampler algorithm are applied. By using the information on a sample of 528 Tunisian firms and 26 financial ratios, we show that Bayesian approach improves the quality of model predictions in terms of good classification as well as by the ROC curve result.

Keywords: forecasting, credit risk, Penalized Quasi Likelihood, Gibbs Sampler, logistic regression with random effects, curve ROC

Procedia PDF Downloads 531