Search results for: non-stationary stochastic optimization
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3554

Search results for: non-stationary stochastic optimization

2864 Optimal Wheat Straw to Bioethanol Supply Chain Models

Authors: Abdul Halim Abdul Razik, Ali Elkamel, Leonardo Simon

Abstract:

Wheat straw is one of the alternative feedstocks that may be utilized for bioethanol production especially when sustainability criteria are the major concerns. To increase market competitiveness, optimal supply chain plays an important role since wheat straw is a seasonal agricultural residue. In designing the supply chain optimization model, economic profitability of the thermochemical and biochemical conversion routes options were considered. It was found that torrefied pelletization with gasification route to be the most profitable option to produce bioethanol from the lignocellulosic source of wheat straw.

Keywords: bio-ethanol, optimization, supply chain, wheat straw

Procedia PDF Downloads 725
2863 The Impact of Data Science on Geography: A Review

Authors: Roberto Machado

Abstract:

We conducted a systematic review using the Preferred Reporting Items for Systematic Reviews and Meta-Analyses methodology, analyzing 2,996 studies and synthesizing 41 of them to explore the evolution of data science and its integration into geography. By employing optimization algorithms, we accelerated the review process, significantly enhancing the efficiency and precision of literature selection. Our findings indicate that data science has developed over five decades, facing challenges such as the diversified integration of data and the need for advanced statistical and computational skills. In geography, the integration of data science underscores the importance of interdisciplinary collaboration and methodological innovation. Techniques like large-scale spatial data analysis and predictive algorithms show promise in natural disaster management and transportation route optimization, enabling faster and more effective responses. These advancements highlight the transformative potential of data science in geography, providing tools and methodologies to address complex spatial problems. The relevance of this study lies in the use of optimization algorithms in systematic reviews and the demonstrated need for deeper integration of data science into geography. Key contributions include identifying specific challenges in combining diverse spatial data and the necessity for advanced computational skills. Examples of connections between these two fields encompass significant improvements in natural disaster management and transportation efficiency, promoting more effective and sustainable environmental solutions with a positive societal impact.

Keywords: data science, geography, systematic review, optimization algorithms, supervised learning

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2862 Modelling and Optimization of Laser Cutting Operations

Authors: Hany Mohamed Abdu, Mohamed Hassan Gadallah, El-Giushi Mokhtar, Yehia Mahmoud Ismail

Abstract:

Laser beam cutting is one nontraditional machining process. This paper optimizes the parameters of Laser beam cutting machining parameters of Stainless steel (316L) by considering the effect of input parameters viz. power, oxygen pressure, frequency and cutting speed. Statistical design of experiments are carried in three different levels and process responses such as 'Average kerf taper (Ta)' and 'Surface Roughness (Ra)' are measured accordingly. A quadratic mathematical model (RSM) for each of the responses is developed as a function of the process parameters. Responses predicted by the models (as per Taguchi’s L27 OA) are employed to search for an optimal parametric combination to achieve desired yield of the process. RSM models are developed for mean responses, S/N ratio, and standard deviation of responses. Optimization models are formulated as single objective problem subject to process constraints. Models are formulated based on Analysis of Variance (ANOVA) using MATLAB environment. Optimum solutions are compared with Taguchi Methodology results.

Keywords: optimization, laser cutting, robust design, kerf width, Taguchi method, RSM and DOE

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2861 Optimization of Surface Coating on Magnetic Nanoparticles for Biomedical Applications

Authors: Xiao-Li Liu, Ling-Yun Zhao, Xing-Jie Liang, Hai-Ming Fan

Abstract:

Owing to their unique properties, magnetic nanoparticles have been used as diagnostic and therapeutic agents for biomedical applications. Highly monodispersed magnetic nanoparticles with controlled particle size and surface coating have been successfully synthesized as a model system to investigate the effect of surface coating on the T2 relaxivity and specific absorption rate (SAR) under an alternating magnetic field, respectively. Amongst, by using mPEG-g-PEI to solubilize oleic-acid capped 6 nm magnetic nanoparticles, the T2 relaxivity could be significantly increased by up to 4-fold as compared to PEG coated nanoparticles. Moreover, it largely enhances the cell uptake with a T2 relaxivity of 92.6 mM-1s-1 for in vitro cell MRI. As for hyperthermia agent, SAR value increase with the decreased thickness of PEG surface coating. By elaborate optimization of surface coating and particle size, a significant increase of SAR (up to 74%) could be achieved with a minimal variation on the saturation magnetization (<5%). The 19 nm magnetic nanoparticles with 2000 Da PEG exhibited the highest SAR of 930 W•g-1 among the samples, which can be maintained in various simulated physiological conditions. This systematic work provides a general strategy for the optimization of surface coating of magnetic core for high performance MRI contrast agent and hyperthermia agent.

Keywords: magnetic nanoparticles, magnetic hyperthermia, magnetic resonance imaging, surface modification

Procedia PDF Downloads 496
2860 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

Procedia PDF Downloads 160
2859 Optimal Design of Composite Patch for a Cracked Pipe by Utilizing Genetic Algorithm and Finite Element Method

Authors: Mahdi Fakoor, Seyed Mohammad Navid Ghoreishi

Abstract:

Composite patching is a common way for reinforcing the cracked pipes and cylinders. The effects of composite patch reinforcement on fracture parameters of a cracked pipe depend on a variety of parameters such as number of layers, angle, thickness, and material of each layer. Therefore, stacking sequence optimization of composite patch becomes crucial for the applications of cracked pipes. In this study, in order to obtain the optimal stacking sequence for a composite patch that has minimum weight and maximum resistance in propagation of cracks, a coupled Multi-Objective Genetic Algorithm (MOGA) and Finite Element Method (FEM) process is proposed. This optimization process has done for longitudinal and transverse semi-elliptical cracks and optimal stacking sequences and Pareto’s front for each kind of cracks are presented. The proposed algorithm is validated against collected results from the existing literature.

Keywords: multi objective optimization, pareto front, composite patch, cracked pipe

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2858 The Importance of Optimization of Halal Tourism: A Study of the Development of Halal Tourism in Indonesia

Authors: Rizqi W. Romadhon, Nur Arifan

Abstract:

Halal Tourism is a part of tourism industry which is based on Islamic Principle and addressed to the Muslim tourist. The potency of halal tourism is very broad to be developed, because the growth of Muslim populations is rapidly increasing. Indonesia is one of the biggest countries with Majority of its population is Muslim, therefore human resources and natural resources have very good potential to be part of the Halal tourism industry. But the fact is Indonesia can not optimize the potential of human resources and natural resources as well as neighboring countries carried out. This paper will discuss the reasons of the importance of developing Halal tourism, and the factors influencing the success of developing halal tourism in Indonesia, and also the optimization strategies which can be adopted by the government so that the Halal tourism industry in Indonesia has a sustainable competitive advantage. The existence of this research is expected to government, tourism agents and others can optimize the potency of Indonesia’s Human resources and natural resources for developing Halal tourism industry in Indonesia.

Keywords: halal tourism, Islamic principle, optimization, sustainable competitive advantage

Procedia PDF Downloads 366
2857 Inverse Mapping of Weld Bead Geometry in Shielded Metal Arc-Welding: Genetic Algorithm Approach

Authors: D. S. Nagesh, G. L. Datta

Abstract:

In the field of welding, various studies had been made by some of the previous investigators to predict as well as optimize weld bead geometric descriptors. Modeling of weld bead shape is important for predicting the quality of welds. In most of the cases, design of experiments technique to postulate multiple linear regression equations have been used. Nowadays, Genetic Algorithm (GA) an intelligent information treatment system with the characteristics of treating complex relationships as seen in welding processes used as a tool for inverse mapping/optimization of the process is attempted.

Keywords: smaw, genetic algorithm, bead geometry, optimization/inverse mapping

Procedia PDF Downloads 442
2856 Genetic Algorithm Approach for Inverse Mapping of Weld Bead Geometry in Shielded Metal Arc-Welding

Authors: D. S. Nagesh, G. L. Datta

Abstract:

In the field of welding, various studies had been made by some of the previous investigators to predict as well as optimize weld bead geometric descriptors. Modeling of weld bead shape is important for predicting the quality of welds. In most of the cases design of experiments technique to postulate multiple linear regression equations have been used. Nowadays Genetic Algorithm (GA) an intelligent information treatment system with the characteristics of treating complex relationships as seen in welding processes used as a tool for inverse mapping/optimization of the process is attempted.

Keywords: SMAW, genetic algorithm, bead geometry, optimization/inverse mapping

Procedia PDF Downloads 413
2855 Accounting for Downtime Effects in Resilience-Based Highway Network Restoration Scheduling

Authors: Zhenyu Zhang, Hsi-Hsien Wei

Abstract:

Highway networks play a vital role in post-disaster recovery for disaster-damaged areas. Damaged bridges in such networks can disrupt the recovery activities by impeding the transportation of people, cargo, and reconstruction resources. Therefore, rapid restoration of damaged bridges is of paramount importance to long-term disaster recovery. In the post-disaster recovery phase, the key to restoration scheduling for a highway network is prioritization of bridge-repair tasks. Resilience is widely used as a measure of the ability to recover with which a network can return to its pre-disaster level of functionality. In practice, highways will be temporarily blocked during the downtime of bridge restoration, leading to the decrease of highway-network functionality. The failure to take downtime effects into account can lead to overestimation of network resilience. Additionally, post-disaster recovery of highway networks is generally divided into emergency bridge repair (EBR) in the response phase and long-term bridge repair (LBR) in the recovery phase, and both of EBR and LBR are different in terms of restoration objectives, restoration duration, budget, etc. Distinguish these two phases are important to precisely quantify highway network resilience and generate suitable restoration schedules for highway networks in the recovery phase. To address the above issues, this study proposes a novel resilience quantification method for the optimization of long-term bridge repair schedules (LBRS) taking into account the impact of EBR activities and restoration downtime on a highway network’s functionality. A time-dependent integer program with recursive functions is formulated for optimally scheduling LBR activities. Moreover, since uncertainty always exists in the LBRS problem, this paper extends the optimization model from the deterministic case to the stochastic case. A hybrid genetic algorithm that integrates a heuristic approach into a traditional genetic algorithm to accelerate the evolution process is developed. The proposed methods are tested using data from the 2008 Wenchuan earthquake, based on a regional highway network in Sichuan, China, consisting of 168 highway bridges on 36 highways connecting 25 cities/towns. The results show that, in this case, neglecting the bridge restoration downtime can lead to approximately 15% overestimation of highway network resilience. Moreover, accounting for the impact of EBR on network functionality can help to generate a more specific and reasonable LBRS. The theoretical and practical values are as follows. First, the proposed network recovery curve contributes to comprehensive quantification of highway network resilience by accounting for the impact of both restoration downtime and EBR activities on the recovery curves. Moreover, this study can improve the highway network resilience from the organizational dimension by providing bridge managers with optimal LBR strategies.

Keywords: disaster management, highway network, long-term bridge repair schedule, resilience, restoration downtime

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2854 Estimation of Elastic Modulus of Soil Surrounding Buried Pipeline Using Multi-Response Surface Methodology

Authors: Won Mog Choi, Seong Kyeong Hong, Seok Young Jeong

Abstract:

The stress on the buried pipeline under pavement is significantly affected by vehicle loads and elastic modulus of the soil surrounding the pipeline. The correct elastic modulus of soil has to be applied to the finite element model to investigate the effect of the vehicle loads on the buried pipeline using finite element analysis. The purpose of this study is to establish the approach to calculating the correct elastic modulus of soil using the optimization process. The optimal elastic modulus of soil, which minimizes the difference between the strain measured from vehicle driving test at the velocity of 35km/h and the strain calculated from finite element analyses, was calculated through the optimization process using multi-response surface methodology. Three elastic moduli of soil (road layer, original soil, dense sand) surrounding the pipeline were defined as the variables for the optimization. Further analyses with the optimal elastic modulus at the velocities of 4.27km/h, 15.47km/h, 24.18km/h were performed and compared to the test results to verify the applicability of multi-response surface methodology. The results indicated that the strain of the buried pipeline was mostly affected by the elastic modulus of original soil, followed by the dense sand and the load layer, as well as the results of further analyses with optimal elastic modulus of soil show good agreement with the test.

Keywords: pipeline, optimization, elastic modulus of soil, response surface methodology

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2853 Spectrum Allocation in Cognitive Radio Using Monarch Butterfly Optimization

Authors: Avantika Vats, Kushal Thakur

Abstract:

This paper displays the point at issue, improvement, and utilization of a Monarch Butterfly Optimization (MBO) rather than a Genetic Algorithm (GA) in cognitive radio for the channel portion. This approach offers a satisfactory approach to get the accessible range of both the users, i.e., primary users (PUs) and secondary users (SUs). The proposed enhancement procedure depends on a nature-inspired metaheuristic algorithm. In MBO, all the monarch butterfly individuals are located in two distinct lands, viz. Southern Canada and the northern USA (land 1), and Mexico (Land 2). The positions of the monarch butterflies are modernizing in two ways. At first, the offsprings are generated (position updating) by the migration operator and can be adjusted by the migration ratio. It is trailed by tuning the positions for different butterflies by the methods for the butterfly adjusting operator. To keep the population unaltered and minimize fitness evaluations, the aggregate of the recently produced butterflies in these two ways stays equivalent to the first population. The outcomes obviously display the capacity of the MBO technique towards finding the upgraded work values on issues regarding the genetic algorithm.

Keywords: cognitive radio, channel allocation, monarch butterfly optimization, evolutionary, computation

Procedia PDF Downloads 49
2852 Optimal Design of Multi-Machine Power System Stabilizers Using Interactive Honey Bee Mating Optimization

Authors: Hossein Ghadimi, Alireza Alizadeh, Oveis Abedinia, Noradin Ghadimi

Abstract:

This paper presents an enhanced Honey Bee Mating Optimization (HBMO) to solve the optimal design of multi machine power system stabilizer (PSSs) parameters, which is called the Interactive Honey Bee Mating Optimization (IHBMO). Power System Stabilizers (PSSs) are now routinely used in the industry to damp out power system oscillations. The design problem of the proposed controller is formulated as an optimization problem and IHBMO algorithm is employed to search for optimal controller parameters. The proposed method is applied to multi-machine power system (MPS). The method suggested in this paper can be used for designing robust power system stabilizers for guaranteeing the required closed loop performance over a prespecified range of operating and system conditions. The simplicity in design and implementation of the proposed stabilizers makes them better suited for practical applications in real plants. The non-linear simulation results are presented under wide range of operating conditions in comparison with the PSO and CPSS base tuned stabilizer one through FD and ITAE performance indices. The results evaluation shows that the proposed control strategy achieves good robust performance for a wide range of system parameters and load changes in the presence of system nonlinearities and is superior to the other controllers.

Keywords: power system stabilizer, IHBMO, multimachine, nonlinearities

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2851 Application of an Analytical Model to Obtain Daily Flow Duration Curves for Different Hydrological Regimes in Switzerland

Authors: Ana Clara Santos, Maria Manuela Portela, Bettina Schaefli

Abstract:

This work assesses the performance of an analytical model framework to generate daily flow duration curves, FDCs, based on climatic characteristics of the catchments and on their streamflow recession coefficients. According to the analytical model framework, precipitation is considered to be a stochastic process, modeled as a marked Poisson process, and recession is considered to be deterministic, with parameters that can be computed based on different models. The analytical model framework was tested for three case studies with different hydrological regimes located in Switzerland: pluvial, snow-dominated and glacier. For that purpose, five time intervals were analyzed (the four meteorological seasons and the civil year) and two developments of the model were tested: one considering a linear recession model and the other adopting a nonlinear recession model. Those developments were combined with recession coefficients obtained from two different approaches: forward and inverse estimation. The performance of the analytical framework when considering forward parameter estimation is poor in comparison with the inverse estimation for both, linear and nonlinear models. For the pluvial catchment, the inverse estimation shows exceptional good results, especially for the nonlinear model, clearing suggesting that the model has the ability to describe FDCs. For the snow-dominated and glacier catchments the seasonal results are better than the annual ones suggesting that the model can describe streamflows in those conditions and that future efforts should focus on improving and combining seasonal curves instead of considering single annual ones.

Keywords: analytical streamflow distribution, stochastic process, linear and non-linear recession, hydrological modelling, daily discharges

Procedia PDF Downloads 153
2850 Optimization by Means of Genetic Algorithm of the Equivalent Electrical Circuit Model of Different Order for Li-ion Battery Pack

Authors: V. Pizarro-Carmona, S. Castano-Solis, M. Cortés-Carmona, J. Fraile-Ardanuy, D. Jimenez-Bermejo

Abstract:

The purpose of this article is to optimize the Equivalent Electric Circuit Model (EECM) of different orders to obtain greater precision in the modeling of Li-ion battery packs. Optimization includes considering circuits based on 1RC, 2RC and 3RC networks, with a dependent voltage source and a series resistor. The parameters are obtained experimentally using tests in the time domain and in the frequency domain. Due to the high non-linearity of the behavior of the battery pack, Genetic Algorithm (GA) was used to solve and optimize the parameters of each EECM considered (1RC, 2RC and 3RC). The objective of the estimation is to minimize the mean square error between the measured impedance in the real battery pack and those generated by the simulation of different proposed circuit models. The results have been verified by comparing the Nyquist graphs of the estimation of the complex impedance of the pack. As a result of the optimization, the 2RC and 3RC circuit alternatives are considered as viable to represent the battery behavior. These battery pack models are experimentally validated using a hardware-in-the-loop (HIL) simulation platform that reproduces the well-known New York City cycle (NYCC) and Federal Test Procedure (FTP) driving cycles for electric vehicles. The results show that using GA optimization allows obtaining EECs with 2RC or 3RC networks, with high precision to represent the dynamic behavior of a battery pack in vehicular applications.

Keywords: Li-ion battery packs modeling optimized, EECM, GA, electric vehicle applications

Procedia PDF Downloads 111
2849 Topology Optimization Design of Transmission Structure in Flapping-Wing Micro Aerial Vehicle via 3D Printing

Authors: Zuyong Chen, Jianghao Wu, Yanlai Zhang

Abstract:

Flapping-wing micro aerial vehicle (FMAV) is a new type of aircraft by mimicking the flying behavior to that of small birds or insects. Comparing to the traditional fixed wing or rotor-type aircraft, FMAV only needs to control the motion of flapping wings, by changing the size and direction of lift to control the flight attitude. Therefore, its transmission system should be designed very compact. Lightweight design can effectively extend its endurance time, while engineering experience alone is difficult to simultaneously meet the requirements of FMAV for structural strength and quality. Current researches still lack the guidance of considering nonlinear factors of 3D printing material when carrying out topology optimization, especially for the tiny FMAV transmission system. The coupling of non-linear material properties and non-linear contact behaviors of FMAV transmission system is a great challenge to the reliability of the topology optimization result. In this paper, topology optimization design based on FEA solver package Altair Optistruct for the transmission system of FMAV manufactured by 3D Printing was carried out. Firstly, the isotropic constitutive behavior of the Ultraviolet (UV) Cureable Resin used to fabricate the structure of FMAV was evaluated and confirmed through tensile test. Secondly, a numerical computation model describing the mechanical behavior of FMAV transmission structure was established and verified by experiments. Then topology optimization modeling method considering non-linear factors were presented, and optimization results were verified by dynamic simulation and experiments. Finally, detail discussions of different load status and constraints were carried out to explore the leading factors affecting the optimization results. The contributions drawn from this article helpful for guiding the lightweight design of FMAV are summarizing as follow; first, a dynamic simulation modeling method used to obtain the load status is presented. Second, verification method of optimized results considering non-linear factors is introduced. Third, based on or can achieve a better weight reduction effect and improve the computational efficiency rather than taking multi-states into account. Fourth, basing on makes for improving the ability to resist bending deformation. Fifth, constraint of displacement helps to improve the structural stiffness of optimized result. Results and engineering guidance in this paper may shed lights on the structural optimization and light-weight design for future advanced FMAV.

Keywords: flapping-wing micro aerial vehicle, 3d printing, topology optimization, finite element analysis, experiment

Procedia PDF Downloads 161
2848 Optimum Design of Helical Gear System on Basis of Maximum Power Transmission Capability

Authors: Yasaman Esfandiari

Abstract:

Mechanical engineering has always dealt with amplification of the input power in power trains. One of the ways to achieve this goal is to use gears to change the amplitude and direction of the torque and the speed. However, the gears should be optimally designed to best achieve these objectives. In this study, helical gear systems are optimized to achieve maximum power. Material selection, space restriction, available facilities for manufacturing, the probability of tooth breakage, and tooth wear are taken into account and governing equations are derived. Finally, a Matlab code was generated to solve the optimization problem and the results are verified.

Keywords: design, gears, Matlab, optimization

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2847 Influence of Radio Frequency Identification Technology at Cost of Supply Chain as a Driver for the Generation of Competitive Advantage

Authors: Mona Baniahmadi, Saied Haghanifar

Abstract:

Radio Frequency Identification (RFID) is regarded as a promising technology for the optimization of supply chain processes since it improves manufacturing and retail operations from forecasting demand for planning, managing inventory, and distribution. This study precisely aims at learning to know the RFID technology and at explaining how it can concretely be used for supply chain management and how it can help improving it in the case of Hejrat Company which is located in Iran and works on the distribution of medical drugs and cosmetics. This study uses some statistical analysis to calculate the expected benefits of an integrated RFID system on supply chain obtained through competitive advantages increases with decreasing cost factor. The study investigates how the cost of storage process, labor cost, the cost of missing goods, inventory management optimization, on-time delivery, order cost, lost sales and supply process optimization affect the performance of the integrated RFID supply chain regarding cost factors and provides a competitive advantage.

Keywords: cost, competitive advantage, radio frequency identification, supply chain

Procedia PDF Downloads 263
2846 A Linear Programming Approach to Assist Roster Construction Under a Salary Cap

Authors: Alex Contarino

Abstract:

Professional sports leagues often have a “free agency” period, during which teams may sign players with expiring contracts.To promote parity, many leagues operate under a salary cap that limits the amount teams can spend on player’s salaries in a given year. Similarly, in fantasy sports leagues, salary cap drafts are a popular method for selecting players. In order to sign a free agent in either setting, teams must bid against one another to buy the player’s services while ensuring the sum of their player’s salaries is below the salary cap. This paper models the bidding process for a free agent as a constrained optimization problem that can be solved using linear programming. The objective is to determine the largest bid that a team should offer the player subject to the constraint that the value of signing the player must exceed the value of using the salary cap elsewhere. Iteratively solving this optimization problem for each available free agent provides teams with an effective framework for maximizing the talent on their rosters. The utility of this approach is demonstrated for team sport roster construction and fantasy sport drafts, using recent data sets from both settings.

Keywords: linear programming, optimization, roster management, salary cap

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2845 Market Solvency Capital Requirement Minimization: How Non-linear Solvers Provide Portfolios Complying with Solvency II Regulation

Authors: Abraham Castellanos, Christophe Durville, Sophie Echenim

Abstract:

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

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

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2844 Application of Hybrid Honey Bees Mating Optimization Algorithm in Multiuser Detection of Wireless Communication Systems

Authors: N. Larbi, F. Debbat

Abstract:

Wireless communication systems have changed dramatically and shown spectacular evolution over the past two decades. These radio technologies are engaged in a quest endless high-speed transmission coupled to a constant need to improve transmission quality. Various radio communication systems being developed use code division multiple access (CDMA) technique. This work analyses a hybrid honey bees mating optimization algorithm (HBMO) applied to multiuser detection (MuD) in CDMA communication systems. The HBMO is a swarm-based optimization algorithm, which simulates the mating process of real honey bees. We apply a hybridization of HBMO with simulated annealing (SA) in order to improve the solution generated by the HBMO. Simulation results show that the detection based on Hybrid HBMO, in term of bit error rate (BER), is viable option when compared with the classic detectors from literature under Rayleigh flat fading channel.

Keywords: BER, DS-CDMA multiuser detection, genetic algorithm, hybrid HBMO, simulated annealing

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2843 Forecasting Lake Malawi Water Level Fluctuations Using Stochastic Models

Authors: M. Mulumpwa, W. W. L. Jere, M. Lazaro, A. H. N. Mtethiwa

Abstract:

The study considered Seasonal Autoregressive Integrated Moving Average (SARIMA) processes to select an appropriate stochastic model to forecast the monthly data from the Lake Malawi water levels for the period 1986 through 2015. The appropriate model was chosen based on SARIMA (p, d, q) (P, D, Q)S. The Autocorrelation function (ACF), Partial autocorrelation (PACF), Akaike Information Criteria (AIC), Bayesian Information Criterion (BIC), Box–Ljung statistics, correlogram and distribution of residual errors were estimated. The SARIMA (1, 1, 0) (1, 1, 1)12 was selected to forecast the monthly data of the Lake Malawi water levels from August, 2015 to December, 2021. The plotted time series showed that the Lake Malawi water levels are decreasing since 2010 to date but not as much as was the case in 1995 through 1997. The future forecast of the Lake Malawi water levels until 2021 showed a mean of 474.47 m ranging from 473.93 to 475.02 meters with a confidence interval of 80% and 90% against registered mean of 473.398 m in 1997 and 475.475 m in 1989 which was the lowest and highest water levels in the lake respectively since 1986. The forecast also showed that the water levels of Lake Malawi will drop by 0.57 meters as compared to the mean water levels recorded in the previous years. These results suggest that the Lake Malawi water level may not likely go lower than that recorded in 1997. Therefore, utilisation and management of water-related activities and programs among others on the lake should provide room for such scenarios. The findings suggest a need to manage the Lake Malawi jointly and prudently with other stakeholders starting from the catchment area. This will reduce impacts of anthropogenic activities on the lake’s water quality, water level, aquatic and adjacent terrestrial ecosystems thereby ensuring its resilience to climate change impacts.

Keywords: forecasting, Lake Malawi, water levels, water level fluctuation, climate change, anthropogenic activities

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2842 On the Application of Heuristics of the Traveling Salesman Problem for the Task of Restoring the DNA Matrix

Authors: Boris Melnikov, Dmitrii Chaikovskii, Elena Melnikova

Abstract:

The traveling salesman problem (TSP) is a well-known optimization problem that seeks to find the shortest possible route that visits a set of points and returns to the starting point. In this paper, we apply some heuristics of the TSP for the task of restoring the DNA matrix. This restoration problem is often considered in biocybernetics. For it, we must recover the matrix of distances between DNA sequences if not all the elements of the matrix under consideration are known at the input. We consider the possibility of using this method in the testing of distance calculation algorithms between a pair of DNAs to restore the partially filled matrix.

Keywords: optimization problems, DNA matrix, partially filled matrix, traveling salesman problem, heuristic algorithms

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2841 Modeling and Optimization of Algae Oil Extraction Using Response Surface Methodology

Authors: I. F. Ejim, F. L. Kamen

Abstract:

Aims: In this experiment, algae oil extraction with a combination of n-hexane and ethanol was investigated. The effects of extraction solvent concentration, extraction time and temperature on the yield and quality of oil were studied using Response Surface Methodology (RSM). Experimental Design: Optimization of algae oil extraction using Box-Behnken design was used to generate 17 experimental runs in a three-factor-three-level design where oil yield, specific gravity, acid value and saponification value were evaluated as the response. Result: In this result, a minimum oil yield of 17% and maximum of 44% was realized. The optimum values for yield, specific gravity, acid value and saponification value from the overlay plot were 40.79%, 0.8788, 0.5056 mg KOH/g and 180.78 mg KOH/g respectively with desirability of 0.801. The maximum point prediction was yield 40.79% at solvent concentration 66.68 n-hexane, temperature of 40.0°C and extraction time of 4 hrs. Analysis of Variance (ANOVA) results showed that the linear and quadratic coefficient were all significant at p<0.05. The experiment was validated and results obtained were with the predicted values. Conclusion: Algae oil extraction was successfully optimized using RSM and its quality indicated it is suitable for many industrial uses.

Keywords: algae oil, response surface methodology, optimization, Box-Bohnken, extraction

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2840 Using Jumping Particle Swarm Optimization for Optimal Operation of Pump in Water Distribution Networks

Authors: R. Rajabpour, N. Talebbeydokhti, M. H. Ahmadi

Abstract:

Carefully scheduling the operations of pumps can be resulted to significant energy savings. Schedules can be defined either implicit, in terms of other elements of the network such as tank levels, or explicit by specifying the time during which each pump is on/off. In this study, two new explicit representations based on time-controlled triggers were analyzed, where the maximum number of pump switches was established beforehand, and the schedule may contain fewer switches than the maximum. The optimal operation of pumping stations was determined using a Jumping Particle Swarm Optimization (JPSO) algorithm to achieve the minimum energy cost. The model integrates JPSO optimizer and EPANET hydraulic network solver. The optimal pump operation schedule of VanZyl water distribution system was determined using the proposed model and compared with those from Genetic and Ant Colony algorithms. The results indicate that the proposed model utilizing the JPSP algorithm outperformed the others and is a versatile management model for the operation of real-world water distribution system.

Keywords: JPSO, operation, optimization, water distribution system

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2839 Aerodynamic Optimum Nose Shape Change of High-Speed Train by Design Variable Variation

Authors: Minho Kwak, Suhwan Yun, Choonsoo Park

Abstract:

Nose shape optimizations of high-speed train are performed for the improvement of aerodynamic characteristics. Based on the commercial train, KTX-Sancheon, multi-objective optimizations are conducted for the improvement of the side wind stability and the micro-pressure wave following the optimization for the reduction of aerodynamic drag. 3D nose shapes are modelled by the Vehicle Modeling Function. Aerodynamic drag and side wind stability are calculated by three-dimensional compressible Navier-Stokes solver, and micro pressure wave is done by axi-symmetric compressible Navier-Stokes solver. The Maxi-min Latin Hypercube Sampling method is used to extract sampling points to construct the approximation model. The kriging model is constructed for the approximation model and the NSGA-II algorithm was used as the multi-objective optimization algorithm. Nose length, nose tip height, and lower surface curvature are design variables. Because nose length is a dominant variable for aerodynamic characteristics of train nose, two optimization processes are progressed respectively with and without the design variable, nose length. Each pareto set was obtained and each optimized nose shape is selected respectively considering Honam high-speed rail line infrastructure in South Korea. Through the optimization process with the nose length, when compared to KTX Sancheon, aerodynamic drag was reduced by 9.0%, side wind stability was improved by 4.5%, micro-pressure wave was reduced by 5.4% whereas aerodynamic drag by 7.3%, side wind stability by 3.9%, micro-pressure wave by 3.9%, without the nose length. As a result of comparison between two optimized shapes, similar shapes are extracted other than the effect of nose length.

Keywords: aerodynamic characteristics, design variable, multi-objective optimization, train nose shape

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2838 A Genetic Algorithm for the Load Balance of Parallel Computational Fluid Dynamics Computation with Multi-Block Structured Mesh

Authors: Chunye Gong, Ming Tie, Jie Liu, Weimin Bao, Xinbiao Gan, Shengguo Li, Bo Yang, Xuguang Chen, Tiaojie Xiao, Yang Sun

Abstract:

Large-scale CFD simulation relies on high-performance parallel computing, and the load balance is the key role which affects the parallel efficiency. This paper focuses on the load-balancing problem of parallel CFD simulation with structured mesh. A mathematical model for this load-balancing problem is presented. The genetic algorithm, fitness computing, two-level code are designed. Optimal selector, robust operator, and local optimization operator are designed. The properties of the presented genetic algorithm are discussed in-depth. The effects of optimal selector, robust operator, and local optimization operator are proved by experiments. The experimental results of different test sets, DLR-F4, and aircraft design applications show the presented load-balancing algorithm is robust, quickly converged, and is useful in real engineering problems.

Keywords: genetic algorithm, load-balancing algorithm, optimal variation, local optimization

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2837 Seismic Response Mitigation of Structures Using Base Isolation System Considering Uncertain Parameters

Authors: Rama Debbarma

Abstract:

The present study deals with the performance of Linear base isolation system to mitigate seismic response of structures characterized by random system parameters. This involves optimization of the tuning ratio and damping properties of the base isolation system considering uncertain system parameters. However, the efficiency of base isolator may reduce if it is not tuned to the vibrating mode it is designed to suppress due to unavoidable presence of system parameters uncertainty. With the aid of matrix perturbation theory and first order Taylor series expansion, the total probability concept is used to evaluate the unconditional response of the primary structures considering random system parameters. For this, the conditional second order information of the response quantities are obtained in random vibration framework using state space formulation. Subsequently, the maximum unconditional root mean square displacement of the primary structures is used as the objective function to obtain optimum damping parameters Numerical study is performed to elucidate the effect of parameters uncertainties on the optimization of parameters of linear base isolator and system performance.

Keywords: linear base isolator, earthquake, optimization, uncertain parameters

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2836 Bounded Solution Method for Geometric Programming Problem with Varying Parameters

Authors: Abdullah Ali H. Ahmadini, Firoz Ahmad, Intekhab Alam

Abstract:

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 124
2835 Optimization of the Mechanical Performance of Fused Filament Fabrication Parts

Authors: Iván Rivet, Narges Dialami, Miguel Cervera, Michele Chiumenti

Abstract:

Process parameters in Additive Manufacturing (AM) play a critical role in the mechanical performance of the final component. In order to find the input configuration that guarantees the optimal performance of the printed part, the process-performance relationship must be found. Fused Filament Fabrication (FFF) is the selected demonstrative AM technology due to its great popularity in the industrial manufacturing world. A material model that considers the different printing patterns present in a FFF part is used. A voxelized mesh is built from the manufacturing toolpaths described in the G-Code file. An Adaptive Mesh Refinement (AMR) based on the octree strategy is used in order to reduce the complexity of the mesh while maintaining its accuracy. High-fidelity and cost-efficient Finite Element (FE) simulations are performed and the influence of key process parameters in the mechanical performance of the component is analyzed. A robust optimization process based on appropriate failure criteria is developed to find the printing direction that leads to the optimal mechanical performance of the component. The Tsai-Wu failure criterion is implemented due to the orthotropy and heterogeneity constitutive nature of FFF components and because of the differences between the strengths in tension and compression. The optimization loop implements a modified version of an Anomaly Detection (AD) algorithm and uses the computed metrics to obtain the optimal printing direction. The developed methodology is verified with a case study on an industrial demonstrator.

Keywords: additive manufacturing, optimization, printing direction, mechanical performance, voxelization

Procedia PDF Downloads 48