Search results for: algorithm model

Authors: Ammara Mehmood, Aneela Zameer, Muhammad Asif Zahoor Raja, Muhammad Faisal Fateh

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In this work, the strength of bio-inspired computational intelligence based technique is exploited for parameter estimation for the periodic signals using Continuous Differential Evolution (CDE) by defining an error function in the mean square sense. Multidimensional and nonlinear nature of the problem emerging in sinusoidal signal models along with noise makes it a challenging optimization task, which is dealt with robustness and effectiveness of CDE to ensure convergence and avoid trapping in local minima. In the proposed scheme of Continuous Differential Evolution based Signal Parameter Estimation (CDESPE), unknown adjustable weights of the signal system identification model are optimized utilizing CDE algorithm. The performance of CDESPE model is validated through statistics based various performance indices on a sufficiently large number of runs in terms of estimation error, mean squared error and Thiel’s inequality coefficient. Efficacy of CDESPE is examined by comparison with the actual parameters of the system, Genetic Algorithm based outcomes and from various deterministic approaches at different signal-to-noise ratio (SNR) levels.

Keywords: parameter estimation, bio-inspired computing, continuous differential evolution (CDE), periodic signals

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Authors: Somaiyeh Dehghan, Mohammad Reza Kheirkhahan Haghighi

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The rapid growth of domains that have data with a large number of features, while the number of samples is limited has caused difficulty in constructing strong classifiers. To reduce the dimensionality of the feature space becomes an essential step in classification task. Random subspace method (or attribute bagging) is an ensemble classifier that consists of several classifiers that each base learner in ensemble has subset of features. In the present paper, we introduce Random Subspace Ensemble of CMAC neural network (RSE-CMAC), each of which has training with subset of features. Then we use this model for classification task. For evaluation performance of our model, we compare it with bagging algorithm on 36 UCI datasets. The results reveal that the new model has better performance.

Keywords: classification, random subspace, ensemble, CMAC neural network

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Authors: Aydin Teymourifar, Gurkan Ozturk

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In this paper, a distributed hybrid algorithm is proposed for solving the job shop scheduling problem. The suggested method executes different artificial neural networks, heuristics and meta-heuristics simultaneously on more than one machine. The neural networks are used to control the constraints of the problem while the meta-heuristics search the global space and the heuristics are used to prevent the premature convergence. To attain an efficient distributed intelligent method for solving big and distributed job shop scheduling problems, Apache Spark and Hadoop frameworks are used. In the algorithm implementation and design steps, new approaches are applied. Comparison between the proposed algorithm and other efficient algorithms from the literature shows its efficiency, which is able to solve large size problems in short time.

Keywords: distributed algorithms, Apache Spark, Hadoop, job shop scheduling, neural network

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Authors: Harsh Vikram Singh, Ankur Rai, Anand Mohan

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In this paper, we propose secure and robust data hiding algorithm based on DCT by Arnold transform and chaotic sequence. The watermark image is scrambled by Arnold cat map to increases its security and then the chaotic map is used for watermark signal spread in middle band of DCT coefficients of the cover image The chaotic map can be used as pseudo-random generator for digital data hiding, to increase security and robustness .Performance evaluation for robustness and imperceptibility of proposed algorithm has been made using bit error rate (BER), normalized correlation (NC), and peak signal to noise ratio (PSNR) value for different watermark and cover images such as Lena, Girl, Tank images and gain factor .We use a binary logo image and text image as watermark. The experimental results demonstrate that the proposed algorithm achieves higher security and robustness against JPEG compression as well as other attacks such as addition of noise, low pass filtering and cropping attacks compared to other existing algorithm using DCT coefficients. Moreover, to recover watermarks in proposed algorithm, there is no need to original cover image.

Keywords: data hiding, watermarking, DCT, chaotic sequence, arnold transforms

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Authors: Md Habibur Rahman, Jaeho Kim

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Efficient process scheduling is a crucial factor in ensuring optimal system performance and resource utilization in computer systems. While various algorithms have been proposed over the years, there are still limitations to their effectiveness. This paper introduces a new Wait-Optimized Scheduler (WOS) algorithm that aims to minimize process waiting time by dividing them into two layers and considering both process time and waiting time. The WOS algorithm is non-preemptive and prioritizes processes with the shortest WOS. In the first layer, each process runs for a predetermined duration, and any unfinished process is subsequently moved to the second layer, resulting in a decrease in response time. Whenever the first layer is free or the number of processes in the second layer is twice that of the first layer, the algorithm sorts all the processes in the second layer based on their remaining time minus waiting time and sends one process to the first layer to run. This ensures that all processes eventually run, optimizing waiting time. To evaluate the performance of the WOS algorithm, we conducted experiments comparing its performance with traditional scheduling algorithms such as First-Come-First-Serve (FCFS) and Shortest-Job-First (SJF). The results showed that the WOS algorithm outperformed the traditional algorithms in reducing the waiting time of processes, particularly in scenarios with a large number of short tasks with long wait times. Our study highlights the effectiveness of the WOS algorithm in improving process scheduling efficiency in computer systems. By reducing process waiting time, the WOS algorithm can improve system performance and resource utilization. The findings of this study provide valuable insights for researchers and practitioners in developing and implementing efficient process scheduling algorithms.

Keywords: process scheduling, wait-optimized scheduler, response time, non-preemptive, waiting time, traditional scheduling algorithms, first-come-first-serve, shortest-job-first, system performance, resource utilization

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Authors: Michael R. Phangtriastu, Herriyandi Herriyandi, Diaz D. Santika

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This paper presents a comparison of the implementation of metaheuristic algorithms to train the antecedent parameters and consequence parameters in the adaptive network-based fuzzy inference system (ANFIS). The algorithms compared are genetic algorithm (GA), particle swarm optimization (PSO), and artificial bee colony (ABC). The objective of this paper is to benchmark well-known metaheuristic algorithms. The algorithms are applied to several data set with different nature. The combinations of the algorithms' parameters are tested. In all algorithms, a different number of populations are tested. In PSO, combinations of velocity are tested. In ABC, a different number of limit abandonment are tested. Experiments find out that ABC is more reliable than other algorithms, ABC manages to get better mean square error (MSE) than other algorithms in all data set.

Keywords: ANFIS, artificial bee colony, genetic algorithm, metaheuristic algorithm, particle swarm optimization

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Authors: Jung-In Baik, Seung-Jun Yu, Young-Min Ko, Hyoung-Kyu Song

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This paper proposes an efficient relaying algorithm to obtain diversity for improving the reliability of a signal. The algorithm achieves time or space diversity gain by multiple versions of the same signal through two routes. Relays are separated between a source and destination. The routes between the source and destination are set adaptive in order to deal with different channels and noises. The routes consist of one or more relays and the source transmits its signal to the destination through the routes. The signals from the relays are combined and detected at the destination. The proposed algorithm provides a better performance than the conventional algorithms in bit error rate (BER).

Keywords: multi-hop, OFDM, relay, relaying selection

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Authors: Balamurali Gunji, B. B. V. L. Deepak, B. B. Biswal, Amrutha Rout, Golak Bihari Mohanta

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Robots play an important role in the operations like pick and place, assembly, spot welding and much more in manufacturing industries. Out of those, assembly is a very important process in manufacturing, where 20% of manufacturing cost is wholly occupied by the assembly process. To do the assembly task effectively, Assembly Sequences Planning (ASP) is required. ASP is one of the multi-objective non-deterministic optimization problems, achieving the optimal assembly sequence involves huge search space and highly complex in nature. Many researchers have followed different algorithms to solve ASP problem, which they have several limitations like the local optimal solution, huge search space, and execution time is more, complexity in applying the algorithm, etc. By keeping the above limitations in mind, in this paper, a new automated optimal robotic assembly sequence planning using Artificial Bee Colony (ABC) Algorithm is proposed. In this algorithm, automatic extraction of assembly predicates is done using Computer Aided Design (CAD) interface instead of extracting the assembly predicates manually. Due to this, the time of extraction of assembly predicates to obtain the feasible assembly sequence is reduced. The fitness evaluation of the obtained feasible sequence is carried out using ABC algorithm to generate the optimal assembly sequence. The proposed methodology is applied to different industrial products and compared the results with past literature.

Keywords: assembly sequence planning, CAD, artificial Bee colony algorithm, assembly predicates

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Authors: Kyoung-Jin Joo, In-Gun Kim, Hyun-Seok Hong, Dong-Woo Kang, Ju Lee

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Recently, the permanent magnet-assisted synchronous reluctance motor (PMa-SynRM) that can be substituted for the induction motor has been studying because of the needs of the development of the premium high efficiency motor for the minimum energy performance standard (MEPS). PMa-SynRM is required to the speed and position information for motor speed and torque controls. However, to apply the sensors has many problems that are sensor mounting space shortage and additional cost, etc. Therefore, in this paper, speed-sensorless control based on model reference adaptive system (MRAS) is introduced to eliminate the sensor. The sensorless method is constructed in a reference model as standard and an adaptive model as the state observer. The proposed algorithm is verified by the simulation.

Keywords: PMa-SynRM, sensorless control, robust estimation, MRAS method

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Authors: Sirus Mohammadi, Rohala Moghimi

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The main advantages of microgrids are high energy efficiency through the application of Combined Heat and Power (CHP), high quality and reliability of the delivered electric energy and environmental and economic advantages. This study presents an energy management system (EMS) to optimize the operation of the microgrid (MG). In this paper an Adaptive Modified Firefly Algorithm (AMFA) is presented for optimal operation of a typical MG with renewable energy sources (RESs) accompanied by a back-up Micro-Turbine/Fuel Cell/Battery hybrid power source to level the power mismatch or to store the energy surplus when it’s needed. The problem is formulated as a nonlinear constraint problem to minimize the total operating cost. The management of Energy storage system (ESS), economic load dispatch and operation optimization of distributed generation (DG) are simplified into a single-object optimization problem in the EMS. The proposed algorithm is tested on a typical grid-connected MG including WT/PV/Micro Turbine/Fuel Cell and Energy Storage Devices (ESDs) then its superior performance is compared with those from other evolutionary algorithms such as Genetic Algorithm (GA), Particle Swarm Optimization (PSO), Fuzzy Self Adaptive PSO (FSAPSO), Chaotic Particle PSO (CPSO), Adaptive Modified PSO (AMPSO), and Firefly Algorithm (FA).

Keywords: microgrid, operation management, optimization, firefly algorithm (AMFA)

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Authors: Maher Agi, Hardik Soni

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This paper presents a deterministic model for optimized control of the inventory of a perishable product subject to both physical deterioration and degradation of its freshness condition. The demand for the product depends on its current inventory level and freshness condition. Our model allows for any positive amount of end of cycle inventory. Some useful conditions that characterize the optimal solution of the model are derived and an algorithm is presented for finding the optimal values of the price, the inventory cycle, the end of cycle inventory level and the order quantity. Numerical examples are then given. Our work shows how the product freshness in conjunction with the inventory deterioration affects the inventory management decisions.

Keywords: inventory management, lot sizing, perishable products, deteriorating inventory, age-dependent demand, stock-dependent demand

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Authors: Galal H. Senussi, Muamar Benisa, Sanja Vasin

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In our business field today, one of the most important issues for any enterprises is cost minimization and profit maximization. Second issue is how to develop a strong and capable model that is able to give us desired forecasting of these two issues. Many researches deal with these issues using different methods. In this study, we developed a model for multi-criteria production program optimization, integrated with Artificial Neural Network. The prediction of the production cost and profit per unit of a product, dealing with two obverse functions at same time can be extremely difficult, especially if there is a great amount of conflict information about production parameters. Feed-Forward Neural Networks are suitable for generalization, which means that the network will generate a proper output as a result to input it has never seen. Therefore, with small set of examples the network will adjust its weight coefficients so the input will generate a proper output. This essential characteristic is of the most important abilities enabling this network to be used in variety of problems spreading from engineering to finance etc. From our results as we will see later, Feed-Forward Neural Networks has a strong ability and capability to map inputs into desired outputs.

Keywords: project profitability, multi-objective optimization, genetic algorithm, Pareto set, neural networks

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Authors: P. Subbuthai, S. Muruganand

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Diabetic Retinopathy is one of the complicated diseases and it is caused by the changes in the blood vessels of the retina. Extraction of retina image through Fundus camera sometimes produced poor contrast and noises. Because of this noise, detection of blood vessels in the retina is very complicated. So preprocessing is needed, in this paper, a novel algorithm is implemented to remove the noisy pixel in the retina image. The proposed algorithm is Extended Median Filter and it is applied to the green channel of the retina because green channel vessels are brighter than the background. Proposed extended median filter is compared with the existing standard median filter by performance metrics such as PSNR, MSE and RMSE. Experimental results show that the proposed Extended Median Filter algorithm gives a better result than the existing standard median filter in terms of noise suppression and detail preservation.

Keywords: fundus retina image, diabetic retinopathy, median filter, microaneurysms, exudates

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Authors: Laicheng Cao, Xiangqian Su, Youxiao Wu

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Feature selection is one of the important problems in network security, pattern recognition, data mining and other fields. In order to remove redundant features, effectively improve the detection speed of intrusion detection system, proposes a new feature selection method, which is based on the invasive weed optimization (IWO) algorithm and tabu search algorithm(TS). Use IWO as a global search, tabu search algorithm for local search, to improve the results of IWO algorithm. The experimental results show that the feature selection method can effectively remove the redundant features of network data information in feature selection, reduction time, and to guarantee accurate detection rate, effectively improve the speed of detection system.

Keywords: intrusion detection, feature selection, iwo, tabu search

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Authors: Dibakar Chakrabarty, Mebada Suiting

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Rapid urbanization coupled with changes in land use pattern results in increasing peak discharge and shortening of catchment time of concentration. The consequence is floods, which often inundate roads and inhabited areas of cities and towns. Management of storm water resulting from rainfall has, therefore, become an important issue for the municipal bodies. Proper management of storm water obviously includes adequate design of storm water drainage networks. The design of storm water network is a costly exercise. Least cost design of storm water networks assumes significance, particularly when the fund available is limited. Optimal design of a storm water system is a difficult task as it involves the design of various components, like, open or closed conduits, storage units, pumps etc. In this paper, a methodology for least cost design of storm water drainage systems is proposed. The methodology proposed in this study consists of coupling a storm water simulator with an optimization method. The simulator used in this study is EPA’s storm water management model (SWMM), which is linked with Genetic Algorithm (GA) optimization method. The model proposed here is a mixed integer nonlinear optimization formulation, which takes care of minimizing the sectional areas of the open conduits of storm water networks, while satisfactorily conveying the runoff resulting from rainfall to the network outlet. Performance evaluations of the developed model show that the proposed method can be used for cost effective design of open conduit based storm water networks.

Keywords: genetic algorithm (GA), optimal design, simulation-optimization, storm water network, SWMM

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Authors: Rujia Chen, Ajit Narayanan

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Convolutional neural networks (CNN), as typically applied in deep learning, use layer-wise backpropagation (BP) to construct filters and kernels for feature extraction. Such filters are 2D or 3D groups of weights for constructing feature maps at subsequent layers of the CNN and are shared across the entire input. BP as a gradient descent algorithm has well-known problems of getting stuck at local optima. The use of genetic algorithms (GAs) for evolving weights between layers of standard artificial neural networks (ANNs) is a well-established area of neuroevolution. In particular, the use of crossover techniques when optimizing weights can help to overcome problems of local optima. However, the application of GAs for evolving the weights of filters and kernels in CNNs is not yet an established area of neuroevolution. In this paper, a GA-based filter development algorithm is proposed. The results of the proof-of-concept experiments described in this paper show the proposed GA algorithm can find filter weights through evolutionary techniques rather than BP learning. For some simple classification tasks like geometric shape recognition, the proposed algorithm can achieve 100% accuracy. The results for MNIST classification, while not as good as possible through standard filter learning through BP, show that filter and kernel evolution warrants further investigation as a new subarea of neuroevolution for deep architectures.

Keywords: neuroevolution, convolutional neural network, genetic algorithm, filters, kernels

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Authors: Eldho Paul, Brijesh Paul

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This work proposes an auction mechanism based solution methodology for the optimum scheduling of trucks in a cross-docking centre. The cross-docking centre is an important element of lean supply chain. It reduces the amount of storage and transportation costs in the distribution system compared to an ordinary warehouse. Better scheduling of trucks in a cross-docking center is the best way to reduce storage and transportation costs. Auction mechanism is commonly used for allocation of limited resources in different real-life applications. Here, we try to schedule inbound trucks by integrating auction mechanism with the functioning of a cross-docking centre. A mathematical model is developed for the optimal scheduling of inbound trucks based on the auction methodology. The determination of exact solution for problems involving large number of trucks was found to be computationally difficult, and hence a genetic algorithm based heuristic methodology is proposed in this work. A comparative study of exact and heuristic solutions is done using five classes of data sets. It is observed from the study that the auction-based mechanism is capable of providing good solutions to scheduling problem in cross-docking centres.

Keywords: auction mechanism, cross-docking centre, genetic algorithm, scheduling of trucks

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Authors: Xiongxiong You, Zhanwen Niu

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Choosing an appropriate surrogate model plays an important role in surrogates-assisted evolutionary algorithms (SAEAs) since there are many types and different kernel functions in the surrogate model. In this paper, an adaptive selection of the best suitable surrogate model method is proposed to solve different kinds of expensive optimization problems. Firstly, according to the prediction residual error sum of square (PRESS) and different model selection strategies, the excellent individual surrogate models are integrated into multiple ensemble models in each generation. Then, based on the minimum root of mean square error (RMSE), the best suitable surrogate model is selected dynamically. Secondly, two methods with dynamic number of models and selection strategies are designed, which are used to show the influence of the number of individual models and selection strategy. Finally, some compared studies are made to deal with several commonly used benchmark problems, as well as a rotor system optimization problem. The results demonstrate the accuracy and robustness of the proposed method.

Keywords: adaptive selection, expensive optimization, rotor system, surrogates assisted evolutionary algorithms

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Authors: Essam Al Daoud

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This study solves a phylogeny problem by using modified wild dog pack optimization. The least squares error is considered as a cost function that needs to be minimized. Therefore, in each iteration, new distance matrices based on the constructed trees are calculated and used to select the alpha dog. To test the suggested algorithm, ten homologous genes are selected and collected from National Center for Biotechnology Information (NCBI) databanks (i.e., 16S, 18S, 28S, Cox 1, ITS1, ITS2, ETS, ATPB, Hsp90, and STN). The data are divided into three categories: 50 taxa, 100 taxa and 500 taxa. The empirical results show that the proposed algorithm is more reliable and accurate than other implemented methods.

Keywords: least square, neighbor joining, phylogenetic tree, wild dog pack

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Authors: Soumaya Sallem, Marc Olivas

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This contribution presents a method for detecting, locating, and characterizing soft faults in a complex wired network. The proposed method is based on multi-carrier reflectometry MCTDR (Multi-Carrier Time Domain Reflectometry) combined with a multi-objective genetic algorithm. In order to ensure complete network coverage and eliminate diagnosis ambiguities, the MCTDR test signal is injected at several points on the network, and the data is merged between different reflectometers (sensors) distributed on the network. An adapted multi-objective genetic algorithm is used to merge data in order to obtain more accurate faults location and characterization. The proposed method performances are evaluated from numerical and experimental results.

Keywords: wired network, reflectometry, network distributed diagnosis, multi-objective genetic algorithm

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Authors: ِAbdallah A. A. Shaheen

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Gaza Strip faces economic and political issues such as conflict, siege and urbanization; all these have led to an increase in the air pollution over Gaza Strip. In this study, Particulate matter 10 (PM10) concentration over Gaza Strip has been estimated by Landsat Thematic Mapper (TM) and Landsat Enhanced Thematic Mapper Plus (ETM+) data, based on a multispectral algorithm. Simultaneously, in-situ measurements for the corresponding particulate are acquired for selected time period. Landsat and ground data for eleven years are used to develop the algorithm while four years data (2002, 2006, 2010 and 2014) have been used to validate the results of algorithm. The developed algorithm gives highest regression, R coefficient value i.e. 0.86; RMSE value as 9.71 µg/m³; P values as 0. Average validation of algorithm show that calculated PM10 strongly correlates with measured PM10, indicating high efficiency of algorithm for the mapping of PM10 concentration during the years 2000 to 2014. Overall results show increase in minimum, maximum and average yearly PM10 concentrations, also presents similar trend over urban area. The rate of urbanization has been evaluated by supervised classification of the Landsat image. Urban sprawl from year 2000 to 2014 results in a high concentration of PM10 in the study area.

Keywords: PM10, landsat, atmospheric reflectance, Gaza strip, urbanization

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Authors: M. Nemer, E. I. Konukseven

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In this paper, a motion generation algorithm for a six Degrees of Freedom (DoF) robotic hand in a static environment is presented. The purpose of developing this method is to be used in the path generation of the end-effector for edge finishing and inspection processes by utilizing the CAD model of the considered workpiece. Nonetheless, the proposed algorithm may be extended to be applicable for other similar manufacturing processes. A software package programmed in the application programming interface (API) of SolidWorks generates tool path data for the robot. The proposed method significantly simplifies the given problem, resulting in a reduction in the CPU time needed to generate the path, and offers an efficient overall solution. The ABB IRB2000 robot is chosen for executing the generated tool path.

Keywords: CAD-based tools, edge deburring, edge scanning, offline programming, path generation

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Authors: J. G. Batista, T. S. Santiago, E. A. Ribeiro, G. A. P. Thé

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This work deals with parameter identification of permanent magnet motors, a class of ac motor which is particularly important in industrial automation due to characteristics like applications high performance, are very attractive for applications with limited space and reducing the need to eliminate because they have reduced size and volume and can operate in a wide speed range, without independent ventilation. By using experimental data and genetic algorithm we have been able to extract values for both the motor inductance and the electromechanical coupling constant, which are then compared to measure and/or expected values.

Keywords: modeling, AC servomotor, permanent magnet synchronous motor-PMSM, genetic algorithm, vector control, robotic manipulator, control

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Authors: Aid Abdelkrim

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A method of fatigue damage accumulation based upon application of energy parameters of the fatigue process is proposed in the paper. Using this model is simple, it has no parameter to be determined, it requires only the knowledge of the curve W–N (W: strain energy density N: number of cycles at failure) determined from the experimental Wöhler curve. To examine the performance of nonlinear models proposed in the estimation of fatigue damage and fatigue life of components under random loading, a batch of specimens made of 6082 T 6 aluminium alloy has been studied and some of the results are reported in the present paper. The paper describes an algorithm and suggests a fatigue cumulative damage model, especially when random loading is considered. This work contains the results of uni-axial random load fatigue tests with different mean and amplitude values performed on 6082T6 aluminium alloy specimens. The proposed model has been formulated to take into account the damage evolution at different load levels and it allows the effect of the loading sequence to be included by means of a recurrence formula derived for multilevel loading, considering complex load sequences. It is concluded that a ‘damaged stress interaction damage rule’ proposed here allows a better fatigue damage prediction than the widely used Palmgren–Miner rule, and a formula derived in random fatigue could be used to predict the fatigue damage and fatigue lifetime very easily. The results obtained by the model are compared with the experimental results and those calculated by the most fatigue damage model used in fatigue (Miner’s model). The comparison shows that the proposed model, presents a good estimation of the experimental results. Moreover, the error is minimized in comparison to the Miner’s model.

Keywords: damage accumulation, energy model, damage indicator, variable loading, random loading

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Authors: Kathia Melbouci, Sylvie Naudet Collette, Vincent Gay-Bellile, Omar Ait-Aider, Michel Dhome

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In this paper, we handle the problem of real time localization and mapping in indoor environment assisted by a partial prior 3D model, using an RGBD sensor. The proposed solution relies on a feature-based RGBD SLAM algorithm to localize the camera and update the 3D map of the scene. To improve the accuracy and the robustness of the localization, we propose to combine in a local bundle adjustment process, geometric information provided by a prior coarse 3D model of the scene (e.g. generated from the 2D floor plan of the building) along with RGBD data from a Kinect camera. The proposed approach is evaluated on a public benchmark dataset as well as on real scene acquired by a Kinect sensor.

Keywords: SLAM, global localization, 3D sensor, bundle adjustment, 3D model

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Authors: A. Belmeguenai, K. Mansouri, R. Djemili

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This work present a new algorithm based on the nonlinear filter generator for speech encryption and decryption. The proposed algorithm consists on the use a linear feedback shift register (LFSR) whose polynomial is primitive and nonlinear Boolean function. The purpose of this system is to construct Keystream with good statistical properties, but also easily computable on a machine with limited capacity calculated. This proposed speech encryption scheme is very simple, highly efficient, and fast to implement the speech encryption and decryption. We conclude the paper by showing that this system can resist certain known attacks.

Keywords: nonlinear filter generator, stream ciphers, speech encryption, security analysis

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Authors: Norm Josephy, Lucy Kimball, Victoria Steblovskaya

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Hedging of a portfolio of European options under proportional transaction costs is considered. Our discrete time financial market model extends the binomial market model with transaction costs to the case where the underlying stock price ratios are distributed over a bounded interval rather than over a two-point set. An optimal hedging strategy is chosen from a set of admissible non-self-financing hedging strategies. Our approach to optimal hedging of a portfolio of options is based on theoretical foundation that includes determination of a no-arbitrage option price interval as well as on properties of the non-self-financing strategies and their residuals. A computational algorithm for optimizing an investor relevant criterion over the set of admissible non-self-financing hedging strategies is developed. Applicability of our approach is demonstrated using both simulated data and real market data.

Keywords: extended binomial model, non-self-financing hedging, optimization, proportional transaction costs

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Authors: Siliang Luan, Zhongtai Jiang

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The risk of highway incidents is commonly recognized as a major concern for transportation authorities due to the hazardous consequences and negative influence. It is crucial to respond to these unpredictable events as soon as possible faced by emergency management decision makers. In this paper, we focus on path planning for emergency vehicles, one of the most significant processes to avoid congestion and reduce rescue time. A Mixed-Integer Linear Programming with Semi-Soft Time Windows Model (MIPSSTWM) is conducted to plan an optimal routing respectively considering the time consumption of arcs and nodes of the urban road network and the highway network, especially in developing countries with an enormous population. Here, the arcs indicate the road segments and the nodes include the intersections of the urban road network and the on-ramp and off-ramp of the highway networks. An attempt in this research has been made to develop a comprehensive and executive strategy for emergency vehicle routing in heavy traffic conditions. The proposed Cuckoo Search (CS) algorithm is designed by imitating obligate brood parasitic behaviors of cuckoos and Lévy Flights (LF) to solve this hard and combinatorial problem. Using a Chinese city as our case study, the numerical results demonstrate the approach we applied in this paper outperforms the previous method without considering the nodes of the road network for a real-world situation. Meanwhile, the accuracy and validity of the CS algorithm also show better performances than the traditional algorithm.

Keywords: emergency vehicle, path planning, cs algorithm, urban traffic management and urban planning

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Authors: Qing Lyu, Hang Zhu

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Various flows in the network require to go through different types of middlebox. The improper placement of network middlebox and path assignment for flows could greatly increase the network latency and also decrease the performance of network. Minimizing the total end to end latency of all the ows requires to assign path for the incoming flows. In this paper, the flow path assignment problem in regard to the placement of various kinds of middlebox is studied. The flow path assignment problem is formulated to a linear programming problem, which is very time consuming. On the other hand, a naive greedy algorithm is studied. Which is very fast but causes much more latency than the linear programming algorithm. At last, the paper presents a heuristic algorithm named FPA, which takes bottleneck link information and estimated bandwidth occupancy into consideration, and achieves near optimal latency in much less time. Evaluation results validate the effectiveness of the proposed algorithm.

Keywords: flow path, latency, middlebox, network

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Authors: Bao Li, Aike Qiao, Gaoyang Li, Youjun Liu

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Background: Lumped parameter model (LPM) is a common numerical model for hemodynamic calculation. LPM uses circuit elements to simulate the human blood circulatory system. Physiological indicators and characteristics can be acquired through the model. However, due to the different physiological indicators of each individual, parameters in LPM should be personalized in order for convincing calculated results, which can reflect the individual physiological information. This study aimed to develop an automatic and effective optimization method to personalize the parameters in LPM of the blood circulatory system, which is of great significance to the numerical simulation of individual hemodynamics. Methods: A closed-loop LPM of the human blood circulatory system that is applicable for most persons were established based on the anatomical structures and physiological parameters. The patient-specific physiological data of 5 volunteers were non-invasively collected as personalized objectives of individual LPM. In this study, the blood pressure and flow rate of heart, brain, and limbs were the main concerns. The collected systolic blood pressure, diastolic blood pressure, cardiac output, and heart rate were set as objective data, and the waveforms of carotid artery flow and ankle pressure were set as objective waveforms. Aiming at the collected data and waveforms, sensitivity analysis of each parameter in LPM was conducted to determine the sensitive parameters that have an obvious influence on the objectives. Simulated annealing was adopted to iteratively optimize the sensitive parameters, and the objective function during optimization was the root mean square error between the collected waveforms and data and simulated waveforms and data. Each parameter in LPM was optimized 500 times. Results: In this study, the sensitive parameters in LPM were optimized according to the collected data of 5 individuals. Results show a slight error between collected and simulated data. The average relative root mean square error of all optimization objectives of 5 samples were 2.21%, 3.59%, 4.75%, 4.24%, and 3.56%, respectively. Conclusions: Slight error demonstrated good effects of optimization. The individual modeling algorithm developed in this study can effectively achieve the individualization of LPM for the blood circulatory system. LPM with individual parameters can output the individual physiological indicators after optimization, which are applicable for the numerical simulation of patient-specific hemodynamics.

Keywords: blood circulatory system, individual physiological indicators, lumped parameter model, optimization algorithm

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