Search results for: mixed integer problem
9194 Bounded Solution Method for Geometric Programming Problem with Varying Parameters
Authors: Abdullah Ali H. Ahmadini, Firoz Ahmad, Intekhab Alam
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Geometric programming problem (GPP) is a well-known non-linear optimization problem having a wide range of applications in many engineering problems. The structure of GPP is quite dynamic and easily fit to the various decision-making processes. The aim of this paper is to highlight the bounded solution method for GPP with special reference to variation among right-hand side parameters. Thus this paper is taken the advantage of two-level mathematical programming problems and determines the solution of the objective function in a specified interval called lower and upper bounds. The beauty of the proposed bounded solution method is that it does not require sensitivity analyses of the obtained optimal solution. The value of the objective function is directly calculated under varying parameters. To show the validity and applicability of the proposed method, a numerical example is presented. The system reliability optimization problem is also illustrated and found that the value of the objective function lies between the range of lower and upper bounds, respectively. At last, conclusions and future research are depicted based on the discussed work.Keywords: varying parameters, geometric programming problem, bounded solution method, system reliability optimization
Procedia PDF Downloads 1339193 The Relationship between Self Concept Clarity and Need for Absolute Truth and Problem Solving and Symptoms of Stress in Homosexual Male
Authors: Gizem Akcan, Erdinc Ozturk
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When it is examined as historically, it has caught attention that homosexual people try to behave as heterosexual or come out to have a place in community. Homosexual people have identity confusion during identity development, they have high levels of need for absolute truth and their psychological well being is affected negatively because of high levels of need for absolute truth and they have problems about self concept clarity. People who have problems about self concept clarity have problems on problem solving and show lots of symptoms of stress. People who have clear self concept use healthier coping strategies to solve problems. The purpose of this study is to show whether need for absolute truth predicts problem solving and symptoms of stress via mediator effect of self concept clarity or not on homosexual men. The participants of this study were 200 homosexual men. The ages of participants were 20-50. In addition, Demographic Information Form, Self Concept Clarity Scale, Need for Absolute Truth Scale, Stres Self-Assessment Checklist and Problem Solving Inventory were applied to the participants. The assessment of the data was made with confirmatory factor analysis and structural equation modeling analysis. According to the results of this study, need for absolute truth predicts problem solving and symptoms of stress via mediator effect of self concept clarity on homosexual men.Keywords: need for absolute truth, self concept clarity, symptoms of stress, problem solving
Procedia PDF Downloads 2249192 Solving Directional Overcurrent Relay Coordination Problem Using Artificial Bees Colony
Authors: M. H. Hussain, I. Musirin, A. F. Abidin, S. R. A. Rahim
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This paper presents the implementation of Artificial Bees Colony (ABC) algorithm in solving Directional OverCurrent Relays (DOCRs) coordination problem for near-end faults occurring in fixed network topology. The coordination optimization of DOCRs is formulated as linear programming (LP) problem. The objective function is introduced to minimize the operating time of the associated relay which depends on the time multiplier setting. The proposed technique is to taken as a technique for comparison purpose in order to highlight its superiority. The proposed algorithms have been tested successfully on 8 bus test system. The simulation results demonstrated that the ABC algorithm which has been proved to have good search ability is capable in dealing with constraint optimization problems.Keywords: artificial bees colony, directional overcurrent relay coordination problem, relay settings, time multiplier setting
Procedia PDF Downloads 3309191 Efficient Numerical Simulation for LDC
Authors: Badr Alkahtani
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In this poster, numerical solutions of two-dimensional and three-dimensional lid driven cavity are presented by solving the steady Navier-Stokes equations at high Reynolds numbers where it becomes difficult. Lid driven cavity is where the a fluid contained in a cube and the upper wall is moving. In two dimensions, we use the streamfunction-vorticity formulation to solve the problem in a square domain. A numerical method is employed to discretize the problem in the x and y directions with a spectral collocation method. The problem is coded in the MATLAB programming environment. Solutions at high Reynolds numbers are obtained up to Re=20000 on a fine grid of 131 * 131. Also in this presentation, the numerical solutions for the three-dimensional lid-driven cavity problem are obtained by solving the velocity-vorticity formulation of the Navier-Stokes equations (which is the first time that this has been simulated with special boundary conditions) for various Reynolds numbers. A spectral collocation method is employed to discretize the y and z directions and a finite difference method is used to discretize the x direction. Numerical solutions are obtained for Reynolds number up to 200. , The work prepared here is to show the efficiency of methods used to simulate the physical problem where accurate simulations of lid driven cavity are obtained at high Reynolds number as mentioned above. The result for the two dimensional problem is far from the previous researcher result.Keywords: lid driven cavity, navier-stokes, simulation, Reynolds number
Procedia PDF Downloads 7159190 Dealing the Disruptive Behaviour amongst Students with Autism through Circus
Authors: K. A. Razhiyah
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Disruptive behavior is a problem that is usually associated with those with autism. There is a need to overcome this behavioral problem because the negative impact of this problem does not only effect the social relation of the students but also can cause uneasiness to those around them. This condition will be worse if the techniques used failed to motivate students to change the behaviour. The purpose of this study was to determine the effect of the circus games technique on the disruptive behavior amongst students with autism. The positive results of the intervention that was carried out for three months show the reduction in disruptive behaviour, and also improvement in the turn-taking and focusing ability aspect. Positive changes shown by the students had an encouraging effect and in a way are helping them in the teaching and learning process.Keywords: autism, desruptive behaviour, circus, effect
Procedia PDF Downloads 2489189 Improved Artificial Bee Colony Algorithm for Non-Convex Economic Power Dispatch Problem
Authors: Badr M. Alshammari, T. Guesmi
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This study presents a modified version of the artificial bee colony (ABC) algorithm by including a local search technique for solving the non-convex economic power dispatch problem. The local search step is incorporated at the end of each iteration. Total system losses, valve-point loading effects and prohibited operating zones have been incorporated in the problem formulation. Thus, the problem becomes highly nonlinear and with discontinuous objective function. The proposed technique is validated using an IEEE benchmark system with ten thermal units. Simulation results demonstrate that the proposed optimization algorithm has better convergence characteristics in comparison with the original ABC algorithm.Keywords: economic power dispatch, artificial bee colony, valve-point loading effects, prohibited operating zones
Procedia PDF Downloads 2589188 Childhood Obesity: Future Direction and Education Priorities
Authors: Zahra Ranjbar
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Interpretive structural modeling (ISM) is a well-established methodology for identifying relationships among specific variables, which define a problem or an issue. In this study most important variables that have critical role in children obesity problem were introduce by ISM questionnaire technique and their relationships were determine. Our findings suggested that sedentary activities are top level variables and school teachers and administrators, public education and scientific collaborations are bottom level variables in children obesity problem. Control of dietary, Physical education program, parents, government and motivation strategies variables are depend to other variables. They are very sensitive to external variables. Also, physical education program, parents, government, motivation, school teachers and administrators, public education and collaboration variables have strong driving power. They are linkage factors; it means that they can be effective on children obesity problem directly.Keywords: ISM, variable, obesity, physical education, children
Procedia PDF Downloads 4569187 Evaluation of the exIWO Algorithm Based on the Traveling Salesman Problem
Authors: Daniel Kostrzewa, Henryk Josiński
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The expanded Invasive Weed Optimization algorithm (exIWO) is an optimization metaheuristic modelled on the original IWO version created by the researchers from the University of Tehran. The authors of the present paper have extended the exIWO algorithm introducing a set of both deterministic and non-deterministic strategies of individuals’ selection. The goal of the project was to evaluate the exIWO by testing its usefulness for solving some test instances of the traveling salesman problem (TSP) taken from the TSPLIB collection which allows comparing the experimental results with optimal values.Keywords: expanded invasive weed optimization algorithm (exIWO), traveling salesman problem (TSP), heuristic approach, inversion operator
Procedia PDF Downloads 8369186 Effect of Magnetic Field on Mixed Convection Boundary Layer Flow over an Exponentially Shrinking Vertical Sheet with Suction
Authors: S. S. P. M. Isa, N. M. Arifin, R. Nazar, N. Bachok, F. M. Ali, I. Pop
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A theoretical study has been presented to describe the boundary layer flow and heat transfer on an exponentially shrinking sheet with a variable wall temperature and suction, in the presence of magnetic field. The governing nonlinear partial differential equations are converted into ordinary differential equations by similarity transformation, which are then solved numerically using the shooting method. Results for the skin friction coefficient, local Nusselt number, velocity profiles as well as temperature profiles are presented through graphs and tables for several sets of values of the parameters. The effects of the governing parameters on the flow and heat transfer characteristics are thoroughly examined.Keywords: exponentially shrinking sheet, magnetic field, mixed convection, suction
Procedia PDF Downloads 3319185 Globally Convergent Sequential Linear Programming for Multi-Material Topology Optimization Using Ordered Solid Isotropic Material with Penalization Interpolation
Authors: Darwin Castillo Huamaní, Francisco A. M. Gomes
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The aim of the multi-material topology optimization (MTO) is to obtain the optimal topology of structures composed by many materials, according to a given set of constraints and cost criteria. In this work, we seek the optimal distribution of materials in a domain, such that the flexibility of the structure is minimized, under certain boundary conditions and the intervention of external forces. In the case we have only one material, each point of the discretized domain is represented by two values from a function, where the value of the function is 1 if the element belongs to the structure or 0 if the element is empty. A common way to avoid the high computational cost of solving integer variable optimization problems is to adopt the Solid Isotropic Material with Penalization (SIMP) method. This method relies on the continuous interpolation function, power function, where the base variable represents a pseudo density at each point of domain. For proper exponent values, the SIMP method reduces intermediate densities, since values other than 0 or 1 usually does not have a physical meaning for the problem. Several extension of the SIMP method were proposed for the multi-material case. The one that we explore here is the ordered SIMP method, that has the advantage of not being based on the addition of variables to represent material selection, so the computational cost is independent of the number of materials considered. Although the number of variables is not increased by this algorithm, the optimization subproblems that are generated at each iteration cannot be solved by methods that rely on second derivatives, due to the cost of calculating the second derivatives. To overcome this, we apply a globally convergent version of the sequential linear programming method, which solves a linear approximation sequence of optimization problems.Keywords: globally convergence, multi-material design ordered simp, sequential linear programming, topology optimization
Procedia PDF Downloads 3159184 Study on Technological Development for Reducing the Sulfur Dioxide Residue Problem in Fresh Longan for Exporting
Authors: Wittaya Apai, Satippong Rattanakam, Suttinee Likhittragulrung, Nuttanai Tungmunkongvorakul, Sompetch Jaroensuk
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The objective of this study was to find some alternative ways to decrease sulfur dioxide (SO₂) residue problem and prolong storage life in fresh longan for export. Office of Agricultural Research and Development Region 1, Chiang Mai province conducted the research and development from 2016-2018. A grade longan cv. Daw fruit with panicle attached was placed in 11.5 kg commercial perforated plastic basket. They had 5 selected treatments comprising of 3 baskets as replication for each treatment, i.e. 1.5% SO₂ fumigation prior to insert SO₂-generated pads (Uvasys®) (1.5% SO₂+SO₂ pad), dipping in 5% hydrochloric acid (HCl) mixed with 1% sodium metabisulfite (SMS) for 5 min (5% HCl +1% SMS), ozone (O₃) fumigation for 1 hours (h) prior to 1.5% SO₂ fumigation (O₃ 1 h+1.5% SO₂), 1.5% SO₂ fumigation prior to O₃ fumigation for 1 h (1.5% SO₂+O₃ 1 h) and 1.5% SO₂ fumigation alone as commercial treatment (1.5% SO₂). They were stored at 5 ˚C, 90% relative humidity (RH) for 40-80 days. The results found that the possible treatments were 1.5% SO₂+O₃ 1 h and 5% HCl +1% SMS respectively and prevented pericarp browning for 80 days at 5 ºC. There were no significant changes in some parameters in any treatments; 1.5% SO₂+O₃ 1 h and 1.5% SO₂ during storage, i.e., pericarp browning, flesh discoloration, disease incidence (%) and sensory evaluation during storage. Application 1.5% SO₂+O₃ 1 h had a tendency less both SO₂ residue in fruit and disease incidence (%) including brighter pericarp color as compared with commercial 1.5% SO₂ alone. Moreover, HCl 5%+SMS 1% showed the least SO₂ residue in whole fruit below codex tolerance at 50 mg/kg throughout period of time. The fruit treated with 1.5% SO₂+O₃ 1 h, 1.5% SO₂, 5% HCl+1% SMS, O₃ 1 h+1.5% SO₂, and 1.5% SO₂+SO₂ pad could prolong storage life for 40, 40, 40, 30 and 30 days respectively at 5°C, 90% RH. Thus, application 1.5% SO₂+O₃ 1 h and/or 5% HCl +1% SMS could be used for extending shelf life fresh longan exported to restricted countries due to less SO₂ residue and fruit quality was maintained as compared with the conventional method.Keywords: longan, sulfur dioxide, ozone fumigation, sodium metabisulfite
Procedia PDF Downloads 1269183 Nurse-Patient Assignment: Case of Pediatrics Department
Authors: Jihene Jlassi, Ahmed Frikha, Wazna Kortli
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The objectives of Nurse-Patient Assignment are the minimization of the overall hospital cost and the maximization of nurses ‘preferences. This paper aims to assess nurses' satisfaction related to the implementation of patient acuity tool-based assignments. So, we used an integer linear program that assigns patients to nurses while balancing nurse workloads. Then, the proposed model is applied to the Paediatrics Department at Kasserine Hospital Tunisia. Where patients need special acuities and high-level nursing skills and care. Hence, numerical results suggested that proposed nurse-patient assignment models can achieve a balanced assignmentKeywords: nurse-patient assignment, mathematical model, logistics, pediatrics department, balanced assignment
Procedia PDF Downloads 1489182 Bioremediation of Phenanthrene by Monocultures and Mixed Culture Bacteria Isolated from Contaminated Soil
Authors: A. Fazilah, I. Darah, I. Noraznawati
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Three different bacteria capable of degrading phenanthrene were isolated from hydrocarbon contaminated site. In this study, the phenanthrene-degrading activity by defined monoculture was determined and mixed culture was identified as Acinetobacter sp. P3d, Bacillus sp. P4a and Pseudomonas sp. P6. All bacteria were able to grow in a minimal salt medium saturated with phenanthrene as the sole source of carbon and energy. Phenanthrene degradation efficiencies by different combinations (consortia) of these bacteria were investigated and their phenanthrene degradation was evaluated by gas chromatography. Among the monocultures, Pseudomonas sp. P6 exhibited 58.71% activity compared to Acinetobacter sp. P3d and Bacillus sp. P4a which were 56.97% and 53.05%, respectively after 28 days of cultivation. All consortia showed high phenanthrene elimination which were 95.64, 79.37, 87.19, 79.21% for Consortia A, B, C and D, respectively. The results indicate that all of the bacteria isolated may effectively degrade target chemical and have a promising application in bioremediation of hydrocarbon contaminated soil purposes.Keywords: phenanthrene, consortia, acinetobacter sp. P3d, bacillus sp. P4a, pseudomonas sp. P6
Procedia PDF Downloads 2969181 Bi-Criteria Vehicle Routing Problem for Possibility Environment
Authors: Bezhan Ghvaberidze
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A multiple criteria optimization approach for the solution of the Fuzzy Vehicle Routing Problem (FVRP) is proposed. For the possibility environment the levels of movements between customers are calculated by the constructed simulation interactive algorithm. The first criterion of the bi-criteria optimization problem - minimization of the expectation of total fuzzy travel time on closed routes is constructed for the FVRP. A new, second criterion – maximization of feasibility of movement on the closed routes is constructed by the Choquet finite averaging operator. The FVRP is reduced to the bi-criteria partitioning problem for the so called “promising” routes which were selected from the all admissible closed routes. The convenient selection of the “promising” routes allows us to solve the reduced problem in the real-time computing. For the numerical solution of the bi-criteria partitioning problem the -constraint approach is used. An exact algorithm is implemented based on D. Knuth’s Dancing Links technique and the algorithm DLX. The Main objective was to present the new approach for FVRP, when there are some difficulties while moving on the roads. This approach is called FVRP for extreme conditions (FVRP-EC) on the roads. Also, the aim of this paper was to construct the solving model of the constructed FVRP. Results are illustrated on the numerical example where all Pareto-optimal solutions are found. Also, an approach for more complex model FVRP with time windows was developed. A numerical example is presented in which optimal routes are constructed for extreme conditions on the roads.Keywords: combinatorial optimization, Fuzzy Vehicle routing problem, multiple objective programming, possibility theory
Procedia PDF Downloads 4859180 Bivariate Generalization of q-α-Bernstein Polynomials
Authors: Tarul Garg, P. N. Agrawal
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We propose to define the q-analogue of the α-Bernstein Kantorovich operators and then introduce the q-bivariate generalization of these operators to study the approximation of functions of two variables. We obtain the rate of convergence of these bivariate operators by means of the total modulus of continuity, partial modulus of continuity and the Peetre’s K-functional for continuous functions. Further, in order to study the approximation of functions of two variables in a space bigger than the space of continuous functions, i.e. Bögel space; the GBS (Generalized Boolean Sum) of the q-bivariate operators is considered and degree of approximation is discussed for the Bögel continuous and Bögel differentiable functions with the aid of the Lipschitz class and the mixed modulus of smoothness.Keywords: Bögel continuous, Bögel differentiable, generalized Boolean sum, K-functional, mixed modulus of smoothness
Procedia PDF Downloads 3799179 Spontaneous Pneumothorax in Mixed Poisoning Presented as Daisley Barton Syndrome
Authors: A. A. Md. Ryhan Uddin, Swarup Das, Rajesh Barua, Joheb Hasan, Rashedul Islam
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Background: The herbicide has toxicological importance because some of them are associated with high mortality rates due to respiratory failure. Organophosphate poisoning (OPC) & Paraquat self-poisoning is a major clinical and public health problems in low and middle-income countries across much of South Asia. Paraquat was not used as a common suicidal agent previously in Bangladesh. We report a case of 15 years old female admitted to the ER with a history of nausea & vomiting after ingestion of an unknown substance in a suicidal attempt, later identified as mixed poisoning- OPC & Paraquat. She was initially asymptomatic but later developed renal shutdown & lung injuries as well as pneumothorax, referred to as Daisley Barton Syndrome. Objective: This case report aims to alert spontaneous pneumothorax in mixed poisoning on uncommon forms of presentation. Pneumothorax in a patient with paraquat poisoning is a less unusual but underdiagnosed finding. It has a high index of early mortality. Case history: The patient's attendant complained about nausea followed by vomiting, which was nonprojectile & contains undigested food materials first, then gastric juice later. After a few hours, she also complains of urinary retention. Her family members treated her with some home remedies for her initial symptoms, but all attempts failed. After admission, the patient was initially asymptomatic. Through repeated history taking, her attendant showed a bottle of OPC in liquid form, which they suspected that she may have ingested some of the liquid from that bottle accidentally or attempted Suicide. So, management started for OPC poisoning. She responded well initially, but on 4th day of admission, the patient's condition became deteriorating. After the workout with the family member, 2nd bottle of Pesticide was discovered, which was Paraquat. Conclusion: Physicians should be aware of the symptoms of mixed poisoning and the timely use of urine dithionate testing for early detection and treatment. Pneumothorax is an early predictor of mortality in patients with paraquat poisoning.Keywords: pneumothorax, suicide, dithionate, OPC, herbicide
Procedia PDF Downloads 999178 Nurse Schedule Problem in Mubarak Al Kabeer Hospital
Authors: Khaled Al-Mansour, Nawaf Esmael, Abdulaziz Al-Zaid, Mohammed Al Ateeqi, Ali Al-Yousfi, Sayed Al-Zalzalah
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In this project we will create the new schedule of nurse according to the preference of them. We did our project in Mubarak Al Kabeer Hospital (in Kuwait). The project aims to optimize the schedule of nurses in Mubarak Al Kabeer Hospital. The schedule of the nurses was studied and understood well to do any modification for their schedule to make the nurses feel as much comfort as they are. First constraints were found to know what things we can change and what things we can’t, the hard constraints are the hospital and ministry policies where we can’t change anything about, and the soft constraints are things that make nurses more comfortable. Data were collected and nurses were interviewed to know what is more better for them. All these constraints and date have been formulated to mathematical equations. This report will first contain an introduction to the topic which includes details of the problem definition. It will also contain information regarding the optimization of a nurse schedule and its contents and importance; furthermore, the report will contain information about the data needed to solve the problem and how it was collected. The problem requires formulation and that is also to be shown. The methodology will be explained which will state what has already been done. We used the lingo software to find the best schedule for the nurse. The schedule has been made according to what the nurses prefer, and also took consideration of the hospital policy when we make the schedule.Keywords: nurse schedule problem, Kuwait, hospital policy, optimization of schedules
Procedia PDF Downloads 2689177 An Experimental Investigation on Banana and Pineapple Natural Fibers Reinforced with Polypropylene Composite by Impact Test and SEM Analysis
Authors: D. Karibasavaraja, Ramesh M.R., Sufiyan Ahmed, Noyonika M.R., Sameeksha A. V., Mamatha J., Samiksha S. Urs
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This research paper gives an overview of the experimental analysis of natural fibers with polymer composite. The whole world is concerned about conserving the environment. Henceforth, the demand for natural and decomposable materials is increasing. The application of natural fibers is widely used in aerospace for manufacturing aircraft bodies, and ship construction in navy fields. Based on the literature review, researchers and scientists are replacing synthetic fibers with natural fibers. The selection of these fibers mainly depends on lightweight, easily available, and economical and has its own physical and chemical properties and many other properties that make them a fine quality fiber. The pineapple fiber has desirable properties of good mechanical strength, high cellulose content, and fiber length. Hybrid composite was prepared using different proportions of pineapple fiber and banana fiber, and their ratios were varied in 90% polypropylene mixed with 5% banana fiber and 5% pineapple fiber, 85% polypropylene mixed with 7.5% banana fiber and 7.5% pineapple fiber and 80% polypropylene mixed with 10% banana fiber and 10% pineapple fiber. By impact experimental analysis, we concluded that the combination of 90% polypropylene and 5% banana fiber and 5% pineapple fiber exhibits a higher toughness value with mechanical strength. We also conducted scanning electron microscopy (SEM) analysis which showed better fiber orientation bonding between the banana and pineapple fibers with polypropylene composites. The main aim of the present research is to evaluate the properties of pineapple fiber and banana fiber reinforced with hybrid polypropylene composites.Keywords: toughness, fracture, impact strength, banana fibers, pineapple fibers, tensile strength, SEM analysis
Procedia PDF Downloads 1579176 An Earth Mover’s Distance Algorithm Based DDoS Detection Mechanism in SDN
Authors: Yang Zhou, Kangfeng Zheng, Wei Ni, Ren Ping Liu
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Software-defined networking (SDN) provides a solution for scalable network framework with decoupled control and data plane. However, this architecture also induces a particular distributed denial-of-service (DDoS) attack that can affect or even overwhelm the SDN network. DDoS attack detection problem has to date been mostly researched as entropy comparison problem. However, this problem lacks the utilization of SDN, and the results are not accurate. In this paper, we propose a DDoS attack detection method, which interprets DDoS detection as a signature matching problem and is formulated as Earth Mover’s Distance (EMD) model. Considering the feasibility and accuracy, we further propose to define the cost function of EMD to be a generalized Kullback-Leibler divergence. Simulation results show that our proposed method can detect DDoS attacks by comparing EMD values with the ones computed in the case without attacks. Moreover, our method can significantly increase the true positive rate of detection.Keywords: DDoS detection, EMD, relative entropy, SDN
Procedia PDF Downloads 3389175 Toxicity of Cry1ac Bacillus thuringiensis against Helicoverpa armigera (Hubner) on Artificial Diet under Laboratory Conditions
Authors: Tahammal Hussain, Khuram Zia, Mumammad Jalal Arif, Megha Parajulee, Abdul Hakeem
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The Bioassay on neonate, 2nd and 3rd instar larvae of Helicoverpa armigera (Hubner) were conducted against Bacillus thuringiensis proteins Cry1Ac. Cry1Ac was incorporated into an artificial diet and was serially diluted with distilled water and then mixed with diet at an appropriate temperature of diet. Toxins incorporated prepared diet was poured into Petri-dishes. For controls, distilled water was mixed with the diet. Five toxin doses 0.25, 0.5, 1, 2, and 4 ug / ml and one control were used for each instars of H. armigera 20 larvae were used in each replication and each treatment is replicated four times. LC50 of Cry1Ac against neonate, 2nd and 3rd instar larvae of H. armigera were 0.34, 0.81 and 1.46 ug / ml. So Cry1Ac is more effective against neonate larvae of H .armigera as compared to 2nd and 3rd instar larvae under laboratory conditions.Keywords: B. thuringiensis, Cry1Ac, H. armigera, toxicity
Procedia PDF Downloads 4139174 Pricing European Continuous-Installment Options under Regime-Switching Models
Authors: Saghar Heidari
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In this paper, we study the valuation problem of European continuous-installment options under Markov-modulated models with a partial differential equation approach. Due to the opportunity for continuing or stopping to pay installments, the valuation problem under regime-switching models can be formulated as coupled partial differential equations (CPDE) with free boundary features. To value the installment options, we express the truncated CPDE as a linear complementarity problem (LCP), then a finite element method is proposed to solve the resulted variational inequality. Under some appropriate assumptions, we establish the stability of the method and illustrate some numerical results to examine the rate of convergence and accuracy of the proposed method for the pricing problem under the regime-switching model.Keywords: continuous-installment option, European option, regime-switching model, finite element method
Procedia PDF Downloads 1379173 Multiparametric Optimization of Water Treatment Process for Thermal Power Plants
Authors: Balgaisha Mukanova, Natalya Glazyrina, Sergey Glazyrin
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The formulated problem of optimization of the technological process of water treatment for thermal power plants is considered in this article. The problem is of multiparametric nature. To optimize the process, namely, reduce the amount of waste water, a new technology was developed to reuse such water. A mathematical model of the technology of wastewater reuse was developed. Optimization parameters were determined. The model consists of a material balance equation, an equation describing the kinetics of ion exchange for the non-equilibrium case and an equation for the ion exchange isotherm. The material balance equation includes a nonlinear term that depends on the kinetics of ion exchange. A direct problem of calculating the impurity concentration at the outlet of the water treatment plant was numerically solved. The direct problem was approximated by an implicit point-to-point computation difference scheme. The inverse problem was formulated as relates to determination of the parameters of the mathematical model of the water treatment plant operating in non-equilibrium conditions. The formulated inverse problem was solved. Following the results of calculation the time of start of the filter regeneration process was determined, as well as the period of regeneration process and the amount of regeneration and wash water. Multi-parameter optimization of water treatment process for thermal power plants allowed decreasing the amount of wastewater by 15%.Keywords: direct problem, multiparametric optimization, optimization parameters, water treatment
Procedia PDF Downloads 3879172 Efficient Filtering of Graph Based Data Using Graph Partitioning
Authors: Nileshkumar Vaishnav, Aditya Tatu
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An algebraic framework for processing graph signals axiomatically designates the graph adjacency matrix as the shift operator. In this setup, we often encounter a problem wherein we know the filtered output and the filter coefficients, and need to find out the input graph signal. Solution to this problem using direct approach requires O(N3) operations, where N is the number of vertices in graph. In this paper, we adapt the spectral graph partitioning method for partitioning of graphs and use it to reduce the computational cost of the filtering problem. We use the example of denoising of the temperature data to illustrate the efficacy of the approach.Keywords: graph signal processing, graph partitioning, inverse filtering on graphs, algebraic signal processing
Procedia PDF Downloads 3119171 A Heuristic for the Integrated Production and Distribution Scheduling Problem
Authors: Christian Meinecke, Bernd Scholz-Reiter
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The integrated problem of production and distribution scheduling is relevant in many industrial applications. Thus, many heuristics to solve this integrated problem have been developed in the last decade. Most of these heuristics use a sequential working principal or a single decomposition and integration approach to separate and solve sub-problems. A heuristic using a multi-step decomposition and integration approach is presented in this paper and evaluated in a case study. The result show significant improved results compared with sequential scheduling heuristics.Keywords: production and outbound distribution, integrated planning, heuristic, decomposition, integration
Procedia PDF Downloads 4299170 Modelling and Maping Malnutrition Toddlers in Bojonegoro Regency with Mixed Geographically Weighted Regression Approach
Authors: Elvira Mustikawati P.H., Iis Dewi Ratih, Dita Amelia
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Bojonegoro has proclaimed a policy of zero malnutrition. Therefore, as an effort to solve the cases of malnutrition children in Bojonegoro, this study used the approach geographically Mixed Weighted Regression (MGWR) to determine the factors that influence the percentage of malnourished children under five in which factors can be divided into locally influential factor in each district and global factors that influence throughout the district. Based on the test of goodness of fit models, R2 and AIC values in GWR models are better than MGWR models. R2 and AIC values in MGWR models are 84.37% and 14.28, while the GWR models respectively are 91.04% and -62.04. Based on the analysis with GWR models, District Sekar, Bubulan, Gondang, and Dander is a district with three predictor variables (percentage of vitamin A, the percentage of births assisted health personnel, and the percentage of clean water) that significantly influence the percentage of malnourished children under five. Procedia PDF Downloads 2969169 Field Saturation Flow Measurement Using Dynamic Passenger Car Unit under Mixed Traffic Condition
Authors: Ramesh Chandra Majhi
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Saturation flow is a very important input variable for the design of signalized intersections. Saturation flow measurement is well established for homogeneous traffic. However, saturation flow measurement and modeling is a challenging task in heterogeneous characterized by multiple vehicle types and non-lane based movement. Present study focuses on proposing a field procedure for Saturation flow measurement and the effect of typical mixed traffic behavior at the signal as far as non-lane based traffic movement is concerned. Data collected during peak and off-peak hour from five intersections with varying approach width is used for validating the saturation flow model. The insights from the study can be used for modeling saturation flow and delay at signalized intersection in heterogeneous traffic conditions.Keywords: optimization, passenger car unit, saturation flow, signalized intersection
Procedia PDF Downloads 3279168 Particle Swarm Optimization Based Method for Minimum Initial Marking in Labeled Petri Nets
Authors: Hichem Kmimech, Achref Jabeur Telmoudi, Lotfi Nabli
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The estimation of the initial marking minimum (MIM) is a crucial problem in labeled Petri nets. In the case of multiple choices, the search for the initial marking leads to a problem of optimization of the minimum allocation of resources with two constraints. The first concerns the firing sequence that could be legal on the initial marking with respect to the firing vector. The second deals with the total number of tokens that can be minimal. In this article, the MIM problem is solved by the meta-heuristic particle swarm optimization (PSO). The proposed approach presents the advantages of PSO to satisfy the two previous constraints and find all possible combinations of minimum initial marking with the best computing time. This method, more efficient than conventional ones, has an excellent impact on the resolution of the MIM problem. We prove through a set of definitions, lemmas, and examples, the effectiveness of our approach.Keywords: marking, production system, labeled Petri nets, particle swarm optimization
Procedia PDF Downloads 1799167 Study on a Family of Optimal Fourth-Order Multiple-Root Solver
Authors: Young Hee Geum
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In this paper,we develop the complex dynamics of a family of optimal fourth-order multiple-root solvers and plot their basins of attraction. Mobius conjugacy maps and extraneous fixed points applied to a prototype quadratic polynomial raised to the power of the known integer multiplicity m are investigated. A 300 x 300 uniform grid centered at the origin covering 3 x 3 square region is chosen to visualize the initial values on each basin of attraction in accordance with a coloring scheme based on their dynamical behavior. The illustrative basins of attractions applied to various test polynomials and the corresponding statistical data for convergence are shown to confirm the theoretical convergence.Keywords: basin of attraction, conjugacy, fourth-order, multiple-root finder
Procedia PDF Downloads 2939166 Optimization of Roster Construction In Sports
Authors: Elijah Cavan
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In Major League Sports (MLB, NBA, NHL, NFL), it is the Front Office Staff (FOS) who make decisions about who plays for their respective team. The FOS bear the brunt of the responsibility for acquiring players through drafting, trading and signing players in free agency while typically contesting with maximum roster salary constraints. The players themselves are volatile assets of these teams- their value fluctuates with age and performance. A simple comparison can be made when viewing players as assets. The problem here is similar to that of optimizing your investment portfolio. The The goal is ultimately to maximize your periodic returns while tolerating a fixed risk (degree of uncertainty/ potential loss). Each franchise may value assets differently, and some may only tolerate lower risk levels- these are examples of factors that introduce additional constraints into the model. In this talk, we will detail the mathematical formulation of this problem as a constrained optimization problem- which can be solved with classical machine learning methods but is also well posed as a problem to be solved on quantum computersKeywords: optimization, financial mathematics, sports analytics, simulated annealing
Procedia PDF Downloads 1229165 Method to Find a ε-Optimal Control of Stochastic Differential Equation Driven by a Brownian Motion
Authors: Francys Souza, Alberto Ohashi, Dorival Leao
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We present a general solution for finding the ε-optimal controls for non-Markovian stochastic systems as stochastic differential equations driven by Brownian motion, which is a problem recognized as a difficult solution. The contribution appears in the development of mathematical tools to deal with modeling and control of non-Markovian systems, whose applicability in different areas is well known. The methodology used consists to discretize the problem through a random discretization. In this way, we transform an infinite dimensional problem in a finite dimensional, thereafter we use measurable selection arguments, to find a control on an explicit form for the discretized problem. Then, we prove the control found for the discretized problem is a ε-optimal control for the original problem. Our theory provides a concrete description of a rather general class, among the principals, we can highlight financial problems such as portfolio control, hedging, super-hedging, pairs-trading and others. Therefore, our main contribution is the development of a tool to explicitly the ε-optimal control for non-Markovian stochastic systems. The pathwise analysis was made through a random discretization jointly with measurable selection arguments, has provided us with a structure to transform an infinite dimensional problem into a finite dimensional. The theory is applied to stochastic control problems based on path-dependent stochastic differential equations, where both drift and diffusion components are controlled. We are able to explicitly show optimal control with our method.Keywords: dynamic programming equation, optimal control, stochastic control, stochastic differential equation
Procedia PDF Downloads 188