Search results for: mathematical optimization

Authors: Elijah Cavan

Abstract:

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 computers

Keywords: optimization, financial mathematics, sports analytics, simulated annealing

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Authors: S. Boria

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In the last years, the crashworthiness of an automotive body structure can be improved, since the beginning of the design stage, thanks to the development of specific optimization tools. It is well known how the finite element codes can help the designer to investigate the crashing performance of structures under dynamic impact. Therefore, by coupling nonlinear mathematical programming procedure and statistical techniques with FE simulations, it is possible to optimize the design with reduced number of analytical evaluations. In engineering applications, many optimization methods which are based on statistical techniques and utilize estimated models, called meta-models, are quickly spreading. A meta-model is an approximation of a detailed simulation model based on a dataset of input, identified by the design of experiments (DOE); the number of simulations needed to build it depends on the number of variables. Among the various types of meta-modeling techniques, Kriging method seems to be excellent in accuracy, robustness and efficiency compared to other ones when applied to crashworthiness optimization. Therefore the application of such meta-model was used in this work, in order to improve the structural optimization of a bumper for a racing car in composite material subjected to frontal impact. The specific energy absorption represents the objective function to maximize and the geometrical parameters subjected to some design constraints are the design variables. LS-DYNA codes were interfaced with LS-OPT tool in order to find the optimized solution, through the use of a domain reduction strategy. With the use of the Kriging meta-model the crashworthiness characteristic of the composite bumper was improved.

Keywords: composite material, crashworthiness, finite element analysis, optimization

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Authors: Stephanie Chen, Mitja Echim, Christof Büskens

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To describe and propagate the behavior of a system mathematical models are formulated. Parameter identification is used to adapt the coefficients of the underlying laws of science. For complex systems this approach can be incomplete and hence imprecise and moreover too slow to be computed efficiently. Therefore, these models might be not applicable for the numerical optimization of real systems, since these techniques require numerous evaluations of the models. Moreover not all quantities necessary for the identification might be available and hence the system must be adapted manually. Therefore, an approach is described that generates models that overcome the before mentioned limitations by not focusing on physical laws, but on measured (sensor) data of real systems. The approach is more general since it generates models for every system detached from the scientific background. Additionally, this approach can be used in a more general sense, since it is able to automatically identify correlations in the data. The method can be classified as a multivariate data regression analysis. In contrast to many other data regression methods this variant is also able to identify correlations of products of variables and not only of single variables. This enables a far more precise and better representation of causal correlations. The basis and the explanation of this method come from an analytical background: the series expansion. Another advantage of this technique is the possibility of real-time adaptation of the generated models during operation. Herewith system changes due to aging, wear or perturbations from the environment can be taken into account, which is indispensable for realistic scenarios. Since these data driven models can be evaluated very efficiently and with high precision, they can be used in mathematical optimization algorithms that minimize a cost function, e.g. time, energy consumption, operational costs or a mixture of them, subject to additional constraints. The proposed method has successfully been tested in several complex applications and with strong industrial requirements. The generated models were able to simulate the given systems with an error in precision less than one percent. Moreover the automatic identification of the correlations was able to discover so far unknown relationships. To summarize the above mentioned approach is able to efficiently compute high precise and real-time-adaptive data-based models in different fields of industry. Combined with an effective mathematical optimization algorithm like WORHP (We Optimize Really Huge Problems) several complex systems can now be represented by a high precision model to be optimized within the user wishes. The proposed methods will be illustrated with different examples.

Keywords: adaptive modeling, automatic identification of correlations, data based modeling, optimization

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Authors: Y. D. Lim, K. S. Yap, K. T. Ooi

Abstract:

In recent years, environmental issue has been a hot topic in the world, especially the global warming effect caused by conventional non-environmentally friendly refrigerants has increased. Several studies of a more energy-efficient and environmentally friendly refrigeration system have been conducted in order to tackle the issue. In search of a better refrigeration system, CO2 refrigeration system has been proposed as a better option. However, the high throttling loss involved during the expansion process of the refrigeration cycle leads to a relatively low efficiency and thus the system is impractical. In order to improve the efficiency of the refrigeration system, it is suggested by replacing the conventional expansion valve in the refrigeration system with an expander. Based on this issue, a new type of expander-compressor combined unit, named Cross Vane Expander-Compressor (CVEC) was introduced to replace the compressor and the expansion valve of a conventional refrigeration system. A mathematical model was developed to calculate the performance of CVEC, and it was found that the machine is capable of saving the energy consumption of a refrigeration system by as much as 18%. Apart from energy saving, CVEC is also geometrically simpler and more compact. To further improve its efficiency, optimization study of the device is carried out. In this report, several design parameters of CVEC were chosen to be the variables of optimization study. This optimization study was done in a simulation program by using complex optimization method, which is a direct search, multi-variables and constrained optimization method. It was found that the main design parameters, which was shaft radius was reduced around 8% while the inner cylinder radius was remained unchanged at its lower limit after optimization. Furthermore, the port sizes were increased to their upper limit after optimization. The changes of these design parameters have resulted in reduction of around 12% in the total frictional loss and reduction of 4% in power consumption. Eventually, the optimization study has resulted in an improvement in the mechanical efficiency CVEC by 4% and improvement in COP by 6%.

Keywords: complex optimization method, COP, cross vane expander-compressor, CVEC, design optimization, direct search, energy saving, improvement, mechanical efficiency, multi variables

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Authors: Sourabh Joshi, Tarun Sharma, Anurag Sharma

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Ant Colony Optimization is heuristic Algorithm which has been proven a successful technique applied on number of combinatorial optimization problems. Two variants of Ant Colony Optimization algorithm named Ant System and Max-Min Ant System are implemented in MATLAB to solve travelling Salesman Problem and the results are compared. In, this paper both systems are analyzed by solving the some Travelling Salesman Problem and depict which system solve the problem better in term of cost and time.

Keywords: Ant Colony Optimization, Travelling Salesman Problem, Ant System, Max-Min Ant System

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Authors: Elham Kiyani

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In this paper, we first introduce the concept of Q-efficient solutions in a real linear space not necessarily endowed with a topology, where Q is some nonempty (not necessarily convex) set. We also used the scalarization technique including the Gerstewitz function generated by a nonconvex set to characterize these Q-efficient solutions. The algebraic concepts of interior and closure are useful to study optimization problems without topology. Studying nonconvex vector optimization is valuable since topological interior is equal to algebraic interior for a convex cone. So, we use the algebraic concepts of interior and closure to define Q-weak efficient solutions and Q-Henig proper efficient solutions of set-valued optimization problems, where Q is not a convex cone. Optimization problems with set-valued maps have a wide range of applications, so it is expected that there will be a useful analytical tool in optimization theory for set-valued maps. These kind of optimization problems are closely related to stochastic programming, control theory, and economic theory. The paper focus on nonconvex problems, the results are obtained by assuming generalized non-convexity assumptions on the data of the problem. In convex problems, main mathematical tools are convex separation theorems, alternative theorems, and algebraic counterparts of some usual topological concepts, while in nonconvex problems, we need a nonconvex separation function. Thus, we consider the Gerstewitz function generated by a general set in a real linear space and re-examine its properties in the more general setting. A useful approach for solving a vector problem is to reduce it to a scalar problem. In general, scalarization means the replacement of a vector optimization problem by a suitable scalar problem which tends to be an optimization problem with a real valued objective function. The Gerstewitz function is well known and widely used in optimization as the basis of the scalarization. The essential properties of the Gerstewitz function, which are well known in the topological framework, are studied by using algebraic counterparts rather than the topological concepts of interior and closure. Therefore, properties of the Gerstewitz function, when it takes values just in a real linear space are studied, and we use it to characterize Q-efficient solutions of vector problems whose image space is not endowed with any particular topology. Therefore, we deal with a constrained vector optimization problem in a real linear space without assuming any topology, and also Q-weak efficient and Q-proper efficient solutions in the senses of Henig are defined. Moreover, by means of the Gerstewitz function, we provide some necessary and sufficient optimality conditions for set-valued vector optimization problems.

Keywords: algebraic interior, Gerstewitz function, vector closure, vector optimization

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

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

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

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Authors: Leticia Cervantes, Edith Garcia, Oscar Castillo

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

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

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Authors: Peng Liu, Chyng Wen Tee, Xiaofei Xu

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

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

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Authors: M. A. Rubio, A. Urquia

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Genetic algorithms (GA) are applied to the solution of high-dimensional optimization problems. Additionally, sensitivity analysis (SA) is usually carried out to determine the effect on optimal solutions of changes in parameter values of the objective function. These two analyses (i.e., optimization and sensitivity analysis) are computationally intensive when applied to high-dimensional functions. The approach presented in this paper consists in performing the SA during the GA execution, by statistically analyzing the data obtained of running the GA. The advantage is that in this case SA does not involve making additional evaluations of the objective function and, consequently, this proposed approach requires less computational effort than conducting optimization and SA in two consecutive steps.

Keywords: optimization, sensitivity, genetic algorithms, model calibration

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Authors: Saeideh Salimpour, Sophie-Charlotte Viaux, Ahmed Azab, Mohammed Fazle Baki

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The Facility Layout Problem (FLP) is key to the efficient and cost-effective operation of a system. This paper presents a hybrid heuristic- and mathematical-programming-based approach that divides the problem conceptually into those of clustering and sequencing. First, clusters of vertically aligned facilities are formed, which are later on sequenced horizontally. The developed methodology provides promising results in comparison to its counterparts in the literature by minimizing the inter-distances for facilities which have more interactions amongst each other and aims at placing the facilities with more interactions at the centroid of the shop.

Keywords: clustering-sequencing approach, mathematical modeling, optimization, unequal facility layout problem

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Authors: S. A. Sadegh Zadeh, C. Kambhampati

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Mathematical and computational modellings are the necessary tools for reviewing, analysing, and predicting processes and events in the wide spectrum range of scientific fields. Therefore, in a field as rapidly developing as neuroscience, the combination of these two modellings can have a significant role in helping to guide the direction the field takes. The paper combined mathematical and computational modelling to prove a weakness in a very precious model in neuroscience. This paper is intended to analyse all-or-none principle in Hodgkin-Huxley mathematical model. By implementation the computational model of Hodgkin-Huxley model and applying the concept of all-or-none principle, an investigation on this mathematical model has been performed. The results clearly showed that the mathematical model of Hodgkin-Huxley does not observe this fundamental law in neurophysiology to generating action potentials. This study shows that further mathematical studies on the Hodgkin-Huxley model are needed in order to create a model without this weakness.

Keywords: all-or-none, computational modelling, mathematical model, transmembrane voltage, action potential

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Authors: Arkadiusz Mezyk, Wojciech Klein, Mariusz Pawlak, Jacek Gnilka

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The aortic heart valve stents should fulfill many criterions. These criteria have a strong impact on the geometrical shape of the stent. Usually, the final construction of stent is a result of many year experience and knowledge. Depending on patents claims, different stent shapes are produced by different companies. This causes difficulties for biomechanics engineers narrowing the domain of feasible solutions. The paper present optimization method for stent geometry defining by a specific analytical equation based on various mathematical functions. This formula was implemented as APDL script language in ANSYS finite element environment. For the purpose of simulation tests, a few parameters were separated from developed equation. The application of the genetic algorithms allows finding the best solution due to selected objective function. Obtained solution takes into account parameters such as radial force, compression ratio and coefficient of expansion on the transverse axial.

Keywords: aortic stent, optimization process, geometry, finite element method

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Authors: Ashwini Umale

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Trajectory planning and optimization is a fundamental problem in articulated robotics. It is often viewed as a two phase problem of initial feasible path planning around obstacles and subsequent optimization of a trajectory satisfying dynamical constraints. An optimized trajectory of multi-axis robot is important and directly influences the Performance of the executing task. Optimal is defined to be the minimum time to transition from the current speed to the set speed. In optimization of trajectory through virtual environment explores the most suitable way to represent robot motion from virtual environment to real environment. This paper aims to review the research of trajectory optimization in virtual environment using simulation software Robcad. Improvements are to be expected in trajectory optimization to generate smooth and collision free trajectories with minimization of overall robot cycle time.

Keywords: trajectory optimization, forward kinematics and reverse kinematics, dynamic constraints, robcad simulation software

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Authors: Adel Sabry Eesa, Adnan Mohsin Abdulazeez Brifcani, Zeynep Orman

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This paper presents a new meta-heuristic bio-inspired optimization algorithm which is called Cuttlefish Algorithm (CFA). The algorithm mimics the mechanism of color changing behavior of the cuttlefish to solve numerical global optimization problems. The colors and patterns of the cuttlefish are produced by reflected light from three different layers of cells. The proposed algorithm considers mainly two processes: reflection and visibility. Reflection process simulates light reflection mechanism used by these layers, while visibility process simulates visibility of matching patterns of the cuttlefish. To show the effectiveness of the algorithm, it is tested with some other popular bio-inspired optimization algorithms such as Genetic Algorithms (GA), Particle Swarm Optimization (PSO) and Bees Algorithm (BA) that have been previously proposed in the literature. Simulations and obtained results indicate that the proposed CFA is superior when compared with these algorithms.

Keywords: Cuttlefish Algorithm, bio-inspired algorithms, optimization, global optimization problems

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Authors: Yang Xiaodong

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This article explores the application and structural characteristics of flexible and programmable systems in electronic systems, with a focus on analyzing their advantages and architectural differences in dealing with complex environments. By introducing mathematical models and simulation experiments, the performance of dynamic module combination in flexible systems and fixed path selection in programmable systems in resource utilization and performance optimization was demonstrated. This article also discusses the mutual transformation between the two in practical applications and proposes a solution to improve system flexibility and performance through dynamic reconfiguration technology. This study provides theoretical reference for the design and optimization of flexible and programmable systems.

Keywords: flexibility, programmable, electronic systems, system architecture

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Authors: Pedro F. Albuquerque, Pedro V. Gamboa, Miguel A. Silvestre

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The present work describes the implementation of the Enhanced Collaborative Optimization (ECO) multilevel architecture with a gradient-based optimization algorithm with the aim of performing a multidisciplinary design optimization of a generic unmanned aerial vehicle with morphing technologies. The concepts of weighting coefficient and a dynamic compatibility parameter are presented for the ECO architecture. A routine that calculates the aircraft performance for the user defined mission profile and vehicle’s performance requirements has been implemented using low fidelity models for the aerodynamics, stability, propulsion, weight, balance and flight performance. A benchmarking case study for evaluating the advantage of using a variable span wing within the optimization methodology developed is presented.

Keywords: multidisciplinary, multilevel, morphing, enhanced collaborative optimization

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Authors: Ahmed E. Hodaib, Mohamed A. Hashem

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In engineering applications, a design has to be as fully perfect as possible in some defined case. The designer has to overcome many challenges in order to reach the optimal solution to a specific problem. This process is called optimization. Generally, there is always a function called “objective function” that is required to be maximized or minimized by choosing input parameters called “degrees of freedom” within an allowed domain called “search space” and computing the values of the objective function for these input values. It becomes more complex when we have more than one objective for our design. As an example for Multi-Objective Optimization Problem (MOP): A structural design that aims to minimize weight and maximize strength. In such case, the Pareto Optimal Frontier (POF) is used, which is a curve plotting two objective functions for the best cases. At this point, a designer should make a decision to choose the point on the curve. Engineers use algorithms or iterative methods for optimization. In this paper, we will discuss the Evolutionary Algorithms (EA) which are widely used with Multi-objective Optimization Problems due to their robustness, simplicity, suitability to be coupled and to be parallelized. Evolutionary algorithms are developed to guarantee the convergence to an optimal solution. An EA uses mechanisms inspired by Darwinian evolution principles. Technically, they belong to the family of trial and error problem solvers and can be considered global optimization methods with a stochastic optimization character. The optimization is initialized by picking random solutions from the search space and then the solution progresses towards the optimal point by using operators such as Selection, Combination, Cross-over and/or Mutation. These operators are applied to the old solutions “parents” so that new sets of design variables called “children” appear. The process is repeated until the optimal solution to the problem is reached. Reliable and robust computational fluid dynamics solvers are nowadays commonly utilized in the design and analyses of various engineering systems, such as aircraft, turbo-machinery, and auto-motives. Coupling of Computational Fluid Dynamics “CFD” and Multi-Objective Evolutionary Algorithms “MOEA” has become substantial in aerospace engineering applications, such as in aerodynamic shape optimization and advanced turbo-machinery design.

Keywords: mathematical optimization, multi-objective evolutionary algorithms "MOEA", computational fluid dynamics "CFD", aerodynamic shape optimization

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Authors: Y. D. Lim, K. S. Yap, K. T. Ooi

Abstract:

Cross Vane Expander Compressor (CVEC) is a newly invented expander-compressor combined unit, where it is introduced to replace the compressor and the expansion valve in traditional refrigeration system. The mathematical model of CVEC has been developed to examine its performance, and it was found that the energy consumption of a conventional refrigeration system was reduced by as much as 18%. It is believed that energy consumption can be further reduced by optimizing the device. In this study, the coefficient of performance (COP) of CVEC has been optimized under predetermined operational parameters and constrained main design parameters. Several main design parameters of CVEC were selected to be the variables, and the optimization was done with theoretical model in a simulation program. The theoretical model consists of geometrical model, dynamic model, heat transfer model and valve dynamics model. Complex optimization method, which is a constrained, direct search and multi-variables method was used in the study. As a result, the optimization study suggested that with an appropriate combination of design parameters, a 58% COP improvement in CVEC R134a refrigeration system is possible.

Keywords: COP, cross vane expander-compressor, CVEC, design, simulation, refrigeration system, air-conditioning, R134a, multi variables

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Authors: Diogo Silva, Fadul Rodor, Carlos Moraes

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This work compares the results of multidimensional function approximation using two algorithms: the classical Particle Swarm Optimization (PSO) and the Quantum Particle Swarm Optimization (QPSO). These algorithms were both tested on three functions - The Rosenbrock, the Rastrigin, and the sphere functions - with different characteristics by increasing their number of dimensions. As a result, this study shows that the higher the function space, i.e. the larger the function dimension, the more evident the advantages of using the QPSO method compared to the PSO method in terms of performance and number of necessary iterations to reach the stop criterion.

Keywords: PSO, QPSO, function approximation, AI, optimization, multidimensional functions

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Authors: Ahmed Tarek, Ahmed Alveed

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In the theory of computing, there are a wide variety of direct and indirect proof techniques. However, mathematical induction (MI) stands out to be one of the most powerful proof techniques for proving hypotheses, theorems, and new results. There are variations of mathematical induction-based proof techniques, which are broadly classified into three categories, such as structural induction (SI), weak induction (WI), and strong induction (SI). In this expository paper, several different variants of the mathematical induction techniques are explored, and the specific scenarios are discussed where a specific induction technique stands out to be more advantageous as compared to other induction strategies. Also, the essential difference among the variants of mathematical induction are explored. The points of separation among mathematical induction, recursion, and logical deduction are precisely analyzed, and the relationship among variations of recurrence relations, and mathematical induction are being explored. In this context, the application of recurrence relations, and mathematical inductions are considered together in a single framework for codewords over a given alphabet.

Keywords: alphabet, codeword, deduction, mathematical, induction, recurrence relation, strong induction, structural induction, weak induction

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Authors: Rajesh Bera, Durbadal Mandal, Rajib Kar, Sakti P. Ghoshal

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This paper describes optimal thinning of an Elliptical Cylindrical Array (ECA) of uniformly excited isotropic antennas which can generate directive beam with minimum relative Side Lobe Level (SLL). The Particle Swarm Optimization (PSO) method, which represents a new approach for optimization problems in electromagnetic, is used in the optimization process. The PSO is used to determine the optimal set of ‘ON-OFF’ elements that provides a radiation pattern with maximum SLL reduction. Optimization is done without prefixing the value of First Null Beam Width (FNBW). The variation of SLL with element spacing of thinned array is also reported. Simulation results show that the number of array elements can be reduced by more than 50% of the total number of elements in the array with a simultaneous reduction in SLL to less than -27dB.

Keywords: thinned array, Particle Swarm Optimization, Elliptical Cylindrical Array, Side Lobe Label.

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Authors: Yassir AbdelRazig

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Evolutionary optimization methods such as genetic algorithms have been used extensively for the construction site layout problem. More recently, ant colony optimization algorithms, which are evolutionary methods based on the foraging behavior of ants, have been successfully applied to benchmark combinatorial optimization problems. This paper proposes a formulation of the site layout problem in terms of a sequencing problem that is suitable for solution using an ant colony optimization algorithm. In the construction industry, site layout is a very important planning problem. The objective of site layout is to position temporary facilities both geographically and at the correct time such that the construction work can be performed satisfactorily with minimal costs and improved safety and working environment. During the last decade, evolutionary methods such as genetic algorithms have been used extensively for the construction site layout problem. This paper proposes an ant colony optimization model for construction site layout. A simple case study for a highway project is utilized to illustrate the application of the model.

Keywords: ant colony, construction site layout, optimization, genetic algorithms

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Authors: Nima Khosravi

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This paper describes an integrated optimization technique with concurrent use of sequential quadratic programming, genetic algorithm, and simulated annealing particle swarm optimization for the design and optimization of a beam column. In this research, the comparison between 4 different types of optimization methods. The comparison is done and it is found out that all the methods meet the required constraints and the lowest value of the objective function is achieved by SQP, which was also the fastest optimizer to produce the results. SQP is a gradient based optimizer hence its results are usually the same after every run. The only thing which affects the results is the initial conditions given. The initial conditions given in the various test run were very large as compared. Hence, the value converged at a different point. Rest of the methods is a heuristic method which provides different values for different runs even if every parameter is kept constant.

Keywords: beam column, genetic algorithm, particle swarm optimization, sequential quadratic programming, simulated annealing

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Authors: Talha A. Taj, Talha A. Khan, M. Imran Khalid

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Optimization techniques attract researchers to formulate a problem and determine its optimum solution. This paper presents an Enhanced Harmony Search (ENHS) algorithm for solving optimization problems. The proposed algorithm increases the convergence and is more efficient than the standard Harmony Search (HS) algorithm. The paper discusses the novel techniques in detail and also provides the strategy for tuning the decisive parameters that affects the efficiency of the ENHS algorithm. The algorithm is tested on various benchmark functions, a real world optimization problem and a constrained objective function. Also, the results of ENHS are compared to standard HS, and various other optimization algorithms. The ENHS algorithms prove to be significantly better and more efficient than other algorithms. The simulation and testing of the algorithms is performed in MATLAB.

Keywords: optimization, harmony search algorithm, MATLAB, electronic

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Authors: Pushpendra S. Bharti

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Process yield of electric discharge machining (EDM) is directly related to optimal combination(s) of process parameters. Optimization of process parameters of EDM is a multi-objective optimization problem owing to the contradictory behavior of performance measures. This paper employs Grey Relation Analysis (GRA) method as a multi-objective optimization technique for the optimal selection of process parameters combination. In GRA, multi-response optimization is converted into optimization of a single response grey relation grade which ultimately gives the optimal combination of process parameters. Experiments were carried out on die-sinking EDM by taking D2 steel as work piece and copper as electrode material. Taguchi's orthogonal array L36 was used for the design of experiments. On the experimental values, GRA was employed for the parametric optimization. A significant improvement has been observed and reported in the process yield by taking the parametric combination(s) obtained through GRA.

Keywords: electric discharge machining, grey relation analysis, material removal rate, optimization

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Authors: Mustafa Ural, Can Bayseferogulari

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In this work, radio frequency (RF) coupling between two HF antennas on a shipboard platform is minimized by determining an optimal antenna placement. Unlike the other works, the coupling is minimized not only at single frequency but over the whole frequency band of operation. Similarly, GAO and PSO, are used in order to determine optimal antenna placement. Throughout this work, outputs of two optimization techniques are compared with each other in terms of antenna placements and coupling results. At the end of the work, far-field radiation pattern performances of the antennas at their optimal places are analyzed in terms of directivity and coverage in order to see that.

Keywords: electromagnetic compatibility, antenna placement, optimization, genetic algorithm optimization, particle swarm optimization

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Authors: Houda Abadlia, Nadia Smairi, Khaled Ghedira

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Multiobjective Particle Swarm Optimization (MOPSO) has shown an effective performance for solving test functions and real-world optimization problems. However, this method has a premature convergence problem, which may lead to lack of diversity. In order to improve its performance, this paper presents a hybrid approach which embedded the MOPSO into the island model and integrated a local search technique, Variable Neighborhood Search, to enhance the diversity into the swarm. Experiments on two series of test functions have shown the effectiveness of the proposed approach. A comparison with other evolutionary algorithms shows that the proposed approach presented a good performance in solving multiobjective optimization problems.

Keywords: particle swarm optimization, migration, variable neighborhood search, multiobjective optimization

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Authors: Manas Shah

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Black Scholes option pricing model is one of the most important concepts in modern world of computational finance. However, its practical use can be challenging as one of the input parameters must be estimated; implied volatility of the underlying security. The more precisely these values are estimated, the more accurate their corresponding estimates of theoretical option prices would be. Here, we present a novel model based on Cuckoo Search Optimization (CS) which finds more precise estimates of implied volatility than Particle Swarm Optimization (PSO) and Genetic Algorithm (GA).

Keywords: black scholes model, cuckoo search optimization, particle swarm optimization, genetic algorithm

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Authors: D. K. Lee, S. M. Shin, J. H. Lee

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Topology optimization technique utilizes constant element densities as design parameters. Finally, optimal distribution contours of the material densities between voids (0) and solids (1) in design domain represent the determination of topology. It means that regions with element density values become occupied by solids in design domain, while there are only void phases in regions where no density values exist. Therefore the void regions of topology optimization results provide design information to decide appropriate depositions of web-opening in structure. Contrary to the basic objective of the topology optimization technique which is to obtain optimal topology of structures, this present study proposes a new idea that topology optimization results can be also utilized for decision of proper web-opening’s position. Numerical examples of linear elastostatic structures demonstrate efficiency of methodological design processes using topology optimization in order to determinate the proper deposition of web-openings.

Keywords: topology optimization, web-opening, structure, element density, material

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