Search results for: non-dominated sorting genetic algorithm
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4780

Search results for: non-dominated sorting genetic algorithm

4720 Optimal Portfolio Selection under Treynor Ratio Using Genetic Algorithms

Authors: Imad Zeyad Ramadan

Abstract:

In this paper a genetic algorithm was developed to construct the optimal portfolio based on the Treynor method. The GA maximizes the Treynor ratio under budget constraint to select the best allocation of the budget for the companies in the portfolio. The results show that the GA was able to construct a conservative portfolio which includes companies from the three sectors. This indicates that the GA reduced the risk on the investor as it choose some companies with positive risks (goes with the market) and some with negative risks (goes against the market).

Keywords: oOptimization, genetic algorithm, portfolio selection, Treynor method

Procedia PDF Downloads 424
4719 A Genetic Algorithm Approach for Multi Constraint Team Orienteering Problem with Time Windows

Authors: Uyanga Sukhbaatar, Ahmed Lbath, Mendamar Majig

Abstract:

The Orienteering Problem is the most known example to start modeling tourist trip design problem. In order to meet tourist’s interest and constraint the OP is becoming more and more complicate to solve. The Multi Constraint Team Orienteering Problem with Time Windows is the last extension of the OP which differentiates from other extensions by including more extra associated constraints. The goal of the MCTOPTW is maximizing tourist’s satisfaction score in same time not to violate any of these constraints. This paper presents a genetic algorithmic approach to tackle the MCTOPTW. The benchmark data from literature is tested by our algorithm and the performance results are compared.

Keywords: multi constraint team orienteering problem with time windows, genetic algorithm, tour planning system

Procedia PDF Downloads 605
4718 Comparison of ANFIS Update Methods Using Genetic Algorithm, Particle Swarm Optimization, and Artificial Bee Colony

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

Abstract:

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

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

Procedia PDF Downloads 320
4717 A Matheuristic Algorithm for the School Bus Routing Problem

Authors: Cagri Memis, Muzaffer Kapanoglu

Abstract:

The school bus routing problem (SBRP) is a variant of the Vehicle Routing Problem (VRP) classified as a location-allocation-routing problem. In this study, the SBRP is decomposed into two sub-problems: (1) bus route generation and (2) bus stop selection to solve large instances of the SBRP in reasonable computational times. To solve the first sub-problem, we propose a genetic algorithm to generate bus routes. Once the routes have been fixed, a sub-problem remains of allocating students to stops considering the capacity of the buses and the walkability constraints of the students. While the exact method solves small-scale problems, treating large-scale problems with the exact method becomes complex due to computational problems, a deficiency that the genetic algorithm can overcome. Results obtained from the proposed approach on 150 instances up to 250 stops show that the matheuristic algorithm provides better solutions in reasonable computational times with respect to benchmark algorithms.

Keywords: genetic algorithm, matheuristic, school bus routing problem, vehicle routing problem

Procedia PDF Downloads 43
4716 Genetic Algorithm Based Deep Learning Parameters Tuning for Robot Object Recognition and Grasping

Authors: Delowar Hossain, Genci Capi

Abstract:

This paper concerns with the problem of deep learning parameters tuning using a genetic algorithm (GA) in order to improve the performance of deep learning (DL) method. We present a GA based DL method for robot object recognition and grasping. GA is used to optimize the DL parameters in learning procedure in term of the fitness function that is good enough. After finishing the evolution process, we receive the optimal number of DL parameters. To evaluate the performance of our method, we consider the object recognition and robot grasping tasks. Experimental results show that our method is efficient for robot object recognition and grasping.

Keywords: deep learning, genetic algorithm, object recognition, robot grasping

Procedia PDF Downloads 327
4715 Optimization of Flexible Job Shop Scheduling Problem with Sequence-Dependent Setup Times Using Genetic Algorithm Approach

Authors: Sanjay Kumar Parjapati, Ajai Jain

Abstract:

This paper presents optimization of makespan for ‘n’ jobs and ‘m’ machines flexible job shop scheduling problem with sequence dependent setup time using genetic algorithm (GA) approach. A restart scheme has also been applied to prevent the premature convergence. Two case studies are taken into consideration. Results are obtained by considering crossover probability (pc = 0.85) and mutation probability (pm = 0.15). Five simulation runs for each case study are taken and minimum value among them is taken as optimal makespan. Results indicate that optimal makespan can be achieved with more than one sequence of jobs in a production order.

Keywords: flexible job shop, genetic algorithm, makespan, sequence dependent setup times

Procedia PDF Downloads 304
4714 Discriminant Analysis as a Function of Predictive Learning to Select Evolutionary Algorithms in Intelligent Transportation System

Authors: Jorge A. Ruiz-Vanoye, Ocotlán Díaz-Parra, Alejandro Fuentes-Penna, Daniel Vélez-Díaz, Edith Olaco García

Abstract:

In this paper, we present the use of the discriminant analysis to select evolutionary algorithms that better solve instances of the vehicle routing problem with time windows. We use indicators as independent variables to obtain the classification criteria, and the best algorithm from the generic genetic algorithm (GA), random search (RS), steady-state genetic algorithm (SSGA), and sexual genetic algorithm (SXGA) as the dependent variable for the classification. The discriminant classification was trained with classic instances of the vehicle routing problem with time windows obtained from the Solomon benchmark. We obtained a classification of the discriminant analysis of 66.7%.

Keywords: Intelligent Transportation Systems, data-mining techniques, evolutionary algorithms, discriminant analysis, machine learning

Procedia PDF Downloads 441
4713 Optimal Design of Substation Grounding Grid Based on Genetic Algorithm Technique

Authors: Ahmed Z. Gabr, Ahmed A. Helal, Hussein E. Said

Abstract:

With the incessant increase of power systems capacity and voltage grade, the safety of grounding grid becomes more and more prominent. In this paper, the designing substation grounding grid is presented by means of genetic algorithm (GA). This approach purposes to control the grounding cost of the power system with the aid of controlling grounding rod number and conductor lengths under the same safety limitations. The proposed technique is used for the design of the substation grounding grid in Khalda Petroleum Company “El-Qasr” power plant and the design was simulated by using CYMGRD software for results verification. The result of the design is highly complying with IEEE 80-2000 standard requirements.

Keywords: genetic algorithm, optimum grounding grid design, power system analysis, power system protection, single layer model, substation

Procedia PDF Downloads 503
4712 Security System for Safe Transmission of Medical Image

Authors: Mohammed Jamal Al-Mansor, Kok Beng Gan

Abstract:

This paper develops an optimized embedding of payload in medical image by using genetic optimization. The goal is to preserve region of interest from being distorted because of the watermark. By using this developed system there is no need of manual defining of region of interest through experts as the system will apply the genetic optimization to select the parts of image that can carry the watermark with guaranteeing less distortion. The experimental results assure that genetic based optimization is useful for performing steganography with less mean square error percentage.

Keywords: AES, DWT, genetic algorithm, watermarking

Procedia PDF Downloads 387
4711 Optimal Design of Multimachine Power System Stabilizers Using Improved Multi-Objective Particle Swarm Optimization Algorithm

Authors: Badr M. Alshammari, T. Guesmi

Abstract:

In this paper, the concept of a non-dominated sorting multi-objective particle swarm optimization with local search (NSPSO-LS) is presented for the optimal design of multimachine power system stabilizers (PSSs). The controller design is formulated as an optimization problem in order to shift the system electromechanical modes in a pre-specified region in the s-plan. A composite set of objective functions comprising the damping factor and the damping ratio of the undamped and lightly damped electromechanical modes is considered. The performance of the proposed optimization algorithm is verified for the 3-machine 9-bus system. Simulation results based on eigenvalue analysis and nonlinear time-domain simulation show the potential and superiority of the NSPSO-LS algorithm in tuning PSSs over a wide range of loading conditions and large disturbance compared to the classic PSO technique and genetic algorithms.

Keywords: multi-objective optimization, particle swarm optimization, power system stabilizer, low frequency oscillations

Procedia PDF Downloads 407
4710 A Model for Diagnosis and Prediction of Coronavirus Using Neural Network

Authors: Sajjad Baghernezhad

Abstract:

Meta-heuristic and hybrid algorithms have high adeer in modeling medical problems. In this study, a neural network was used to predict covid-19 among high-risk and low-risk patients. This study was conducted to collect the applied method and its target population consisting of 550 high-risk and low-risk patients from the Kerman University of medical sciences medical center to predict the coronavirus. In this study, the memetic algorithm, which is a combination of a genetic algorithm and a local search algorithm, has been used to update the weights of the neural network and develop the accuracy of the neural network. The initial study showed that the accuracy of the neural network was 88%. After updating the weights, the memetic algorithm increased by 93%. For the proposed model, sensitivity, specificity, positive predictivity value, value/accuracy to 97.4, 92.3, 95.8, 96.2, and 0.918, respectively; for the genetic algorithm model, 87.05, 9.20 7, 89.45, 97.30 and 0.967 and for logistic regression model were 87.40, 95.20, 93.79, 0.87 and 0.916. Based on the findings of this study, neural network models have a lower error rate in the diagnosis of patients based on individual variables and vital signs compared to the regression model. The findings of this study can help planners and health care providers in signing programs and early diagnosis of COVID-19 or Corona.

Keywords: COVID-19, decision support technique, neural network, genetic algorithm, memetic algorithm

Procedia PDF Downloads 50
4709 Two Points Crossover Genetic Algorithm for Loop Layout Design Problem

Authors: Xu LiYun, Briand Florent, Fan GuoLiang

Abstract:

The loop-layout design problem (LLDP) aims at optimizing the sequence of positioning of the machines around the cyclic production line. Traffic congestion is the usual criteria to minimize in this type of problem, i.e. the number of additional cycles spent by each part in the network until the completion of its required routing sequence of machines. This paper aims at applying several improvements mechanisms such as a positioned-based crossover operator for the Genetic Algorithm (GA) called a Two Points Crossover (TPC) and an offspring selection process. The performance of the improved GA is measured using well-known examples from literature and compared to other evolutionary algorithms. Good results show that GA can still be competitive for this type of problem against more recent evolutionary algorithms.

Keywords: crossover, genetic algorithm, layout design problem, loop-layout, manufacturing optimization

Procedia PDF Downloads 246
4708 Genetic Algorithm and Multi Criteria Decision Making Approach for Compressive Sensing Based Direction of Arrival Estimation

Authors: Ekin Nurbaş

Abstract:

One of the essential challenges in array signal processing, which has drawn enormous research interest over the past several decades, is estimating the direction of arrival (DOA) of plane waves impinging on an array of sensors. In recent years, the Compressive Sensing based DoA estimation methods have been proposed by researchers, and it has been discovered that the Compressive Sensing (CS)-based algorithms achieved significant performances for DoA estimation even in scenarios where there are multiple coherent sources. On the other hand, the Genetic Algorithm, which is a method that provides a solution strategy inspired by natural selection, has been used in sparse representation problems in recent years and provides significant improvements in performance. With all of those in consideration, in this paper, a method that combines the Genetic Algorithm (GA) and the Multi-Criteria Decision Making (MCDM) approaches for Direction of Arrival (DoA) estimation in the Compressive Sensing (CS) framework is proposed. In this method, we generate a multi-objective optimization problem by splitting the norm minimization and reconstruction loss minimization parts of the Compressive Sensing algorithm. With the help of the Genetic Algorithm, multiple non-dominated solutions are achieved for the defined multi-objective optimization problem. Among the pareto-frontier solutions, the final solution is obtained with the multiple MCDM methods. Moreover, the performance of the proposed method is compared with the CS-based methods in the literature.

Keywords: genetic algorithm, direction of arrival esitmation, multi criteria decision making, compressive sensing

Procedia PDF Downloads 115
4707 Partial Knowledge Transfer Between the Source Problem and the Target Problem in Genetic Algorithms

Authors: Terence Soule, Tami Al Ghamdi

Abstract:

To study how the partial knowledge transfer may affect the Genetic Algorithm (GA) performance, we model the Transfer Learning (TL) process using GA as the model solver. The objective of the TL is to transfer the knowledge from one problem to another related problem. This process imitates how humans think in their daily life. In this paper, we proposed to study a case where the knowledge transferred from the S problem has less information than what the T problem needs. We sampled the transferred population using different strategies of TL. The results showed transfer part of the knowledge is helpful and speeds the GA process of finding a solution to the problem.

Keywords: transfer learning, partial transfer, evolutionary computation, genetic algorithm

Procedia PDF Downloads 103
4706 Optimization of Temperature Difference Formula at Thermoacoustic Cryocooler Stack with Genetic Algorithm

Authors: H. Afsari, H. Shokouhmand

Abstract:

When stack is placed in a thermoacoustic resonator in a cryocooler, one extremity of the stack heats up while the other cools down due to the thermoacoustic effect. In the present, with expression a formula by linear theory, will see this temperature difference depends on what factors. The computed temperature difference is compared to the one predicted by the formula. These discrepancies can not be attributed to non-linear effects, rather they exist because of thermal effects. Two correction factors are introduced for close up results among linear theory and computed and use these correction factors to modified linear theory. In fact, this formula, is optimized by GA (Genetic Algorithm). Finally, results are shown at different Mach numbers and stack location in resonator.

Keywords: heat transfer, thermoacoustic cryocooler, stack, resonator, mach number, genetic algorithm

Procedia PDF Downloads 341
4705 An Application of Integrated Multi-Objective Particles Swarm Optimization and Genetic Algorithm Metaheuristic through Fuzzy Logic for Optimization of Vehicle Routing Problems in Sugar Industry

Authors: Mukhtiar Singh, Sumeet Nagar

Abstract:

Vehicle routing problem (VRP) is a combinatorial optimization and nonlinear programming problem aiming to optimize decisions regarding given set of routes for a fleet of vehicles in order to provide cost-effective and efficient delivery of both services and goods to the intended customers. This paper proposes the application of integrated particle swarm optimization (PSO) and genetic optimization algorithm (GA) to address the Vehicle routing problem in sugarcane industry in India. Suger industry is very prominent agro-based industry in India due to its impacts on rural livelihood and estimated to be employing around 5 lakhs workers directly in sugar mills. Due to various inadequacies, inefficiencies and inappropriateness associated with the current vehicle routing model it costs huge money loss to the industry which needs to be addressed in proper context. The proposed algorithm utilizes the crossover operation that originally appears in genetic algorithm (GA) to improve its flexibility and manipulation more readily and avoid being trapped in local optimum, and simultaneously for improving the convergence speed of the algorithm, level set theory is also added to it. We employ the hybrid approach to an example of VRP and compare its result with those generated by PSO, GA, and parallel PSO algorithms. The experimental comparison results indicate that the performance of hybrid algorithm is superior to others, and it will become an effective approach for solving discrete combinatory problems.

Keywords: fuzzy logic, genetic algorithm, particle swarm optimization, vehicle routing problem

Procedia PDF Downloads 362
4704 Genetic Algorithm Optimization of Multiple Resources for Multi-Projects

Authors: A. Samer Ezeldin, Sarah A. Fotouh

Abstract:

Optimization of resources is very important in all fields, as in construction management. Project managers have to face problems regarding management of cost, time and available resources of single projects and more problems arise when managing multiple projects. Most of the studies focused on optimization of resources for a single project, but, this paper will discuss the design and modeling of multiple resources optimization for multiple projects using Genetic Algorithm. Most of the companies in construction industry optimize the resources for single projects only, but with the presence of several mega projects in several developing countries running at the same time, there is a need for a model to enhance the efficiency of available resources and decreases the fluctuation as much as possible. The proposed model calculates the cost of each resource, tries to minimize the cost of extra resources as much as possible and generates the schedule of each project within a selected program.

Keywords: construction management, genetic algorithm, multiple projects, multiple resources, optimization

Procedia PDF Downloads 429
4703 Genetic Algorithm and Multi-Parametric Programming Based Cascade Control System for Unmanned Aerial Vehicles

Authors: Dao Phuong Nam, Do Trong Tan, Pham Tam Thanh, Le Duy Tung, Tran Hoang Anh

Abstract:

This paper considers the problem of cascade control system for unmanned aerial vehicles (UAVs). Due to the complicated modelling technique of UAV, it is necessary to separate them into two subsystems. The proposed cascade control structure is a hierarchical scheme including a robust control for inner subsystem based on H infinity theory and trajectory generator using genetic algorithm (GA), outer loop control law based on multi-parametric programming (MPP) technique to overcome the disadvantage of a big amount of calculations. Simulation results are presented to show that the equivalent path has been found and obtained by proposed cascade control scheme.

Keywords: genetic algorithm, GA, H infinity, multi-parametric programming, MPP, unmanned aerial vehicles, UAVs

Procedia PDF Downloads 189
4702 Development of an NIR Sorting Machine, an Experimental Study in Detecting Internal Disorder and Quality of Apple Fruitpple Fruit

Authors: Eid Alharbi, Yaser Miaji

Abstract:

The quality level for fresh fruits is very important for the fruit industries. In presents study, an automatic online sorting system according to the internal disorder for fresh apple fruit has developed by using near infrared (NIR) spectroscopic technology. The automatic conveyer belts system along with sorting mechanism was constructed. To check the internal quality of the apple fruit, apple was exposed to the NIR radiations in the range 650-1300nm and the data were collected in form of absorption spectra. The collected data were compared to the reference (data of known sample) analyzed and an electronic signal was pass to the sorting system. The sorting system was separate the apple fruit samples according to electronic signal passed to the system. It is found that absorption of NIR radiation in the range 930-950nm was higher in the internally defected samples as compared to healthy samples. On the base of this high absorption of NIR radiation in 930-950nm region the online sorting system was constructed.

Keywords: mechatronics, NIR, fruit quality, spectroscopic technology, mechatronic design

Procedia PDF Downloads 371
4701 A Hybrid Based Algorithm to Solve the Multi-objective Minimum Spanning Tree Problem

Authors: Boumesbah Asma, Chergui Mohamed El-amine

Abstract:

Since it has been shown that the multi-objective minimum spanning tree problem (MOST) is NP-hard even with two criteria, we propose in this study a hybrid NSGA-II algorithm with an exact mutation operator, which is only used with low probability, to find an approximation to the Pareto front of the problem. In a connected graph G, a spanning tree T of G being a connected and cycle-free graph, if k edges of G\T are added to T, we obtain a partial graph H of G inducing a reduced size multi-objective spanning tree problem compared to the initial one. With a weak probability for the mutation operator, an exact method for solving the reduced MOST problem considering the graph H is then used to give birth to several mutated solutions from a spanning tree T. Then, the selection operator of NSGA-II is activated to obtain the Pareto front approximation. Finally, an adaptation of the VNS metaheuristic is called for further improvements on this front. It allows finding good individuals to counterbalance the diversification and the intensification during the optimization search process. Experimental comparison studies with an exact method show promising results and indicate that the proposed algorithm is efficient.

Keywords: minimum spanning tree, multiple objective linear optimization, combinatorial optimization, non-sorting genetic algorithm, variable neighborhood search

Procedia PDF Downloads 65
4700 Optimization Analysis of a Concentric Tube Heat Exchanger with Field Synergy Principle

Authors: M. C. Lin, C. W. Su

Abstract:

The paper investigates the optimization analysis to the heat exchanger design, mainly with response surface method and genetic algorithm to explore the relationship between optimal fluid flow velocity and temperature of the heat exchanger using field synergy principle. First, finite volume method is proposed to calculate the flow temperature and flow rate distribution for numerical analysis. We identify the most suitable simulation equations by response surface methodology. Furthermore, a genetic algorithm approach is applied to optimize the relationship between fluid flow velocity and flow temperature of the heat exchanger. The results show that the field synergy angle plays vital role in the performance of a true heat exchanger.

Keywords: optimization analysis, field synergy, heat exchanger, genetic algorithm

Procedia PDF Downloads 278
4699 Modification of Rk Equation of State for Liquid and Vapor of Ammonia by Genetic Algorithm

Authors: S. Mousavian, F. Mousavian, V. Nikkhah Rashidabad

Abstract:

Cubic equations of state like Redlich–Kwong (RK) EOS have been proved to be very reliable tools in the prediction of phase behavior. Despite their good performance in compositional calculations, they usually suffer from weaknesses in the predictions of saturated liquid density. In this research, RK equation was modified. The result of this study shows that modified equation has good agreement with experimental data.

Keywords: equation of state, modification, ammonia, genetic algorithm

Procedia PDF Downloads 347
4698 Transfer Knowledge From Multiple Source Problems to a Target Problem in Genetic Algorithm

Authors: Terence Soule, Tami Al Ghamdi

Abstract:

To study how to transfer knowledge from multiple source problems to the target problem, we modeled the Transfer Learning (TL) process using Genetic Algorithms as the model solver. TL is the process that aims to transfer learned data from one problem to another problem. The TL process aims to help Machine Learning (ML) algorithms find a solution to the problems. The Genetic Algorithms (GA) give researchers access to information that we have about how the old problem is solved. In this paper, we have five different source problems, and we transfer the knowledge to the target problem. We studied different scenarios of the target problem. The results showed combined knowledge from multiple source problems improves the GA performance. Also, the process of combining knowledge from several problems results in promoting diversity of the transferred population.

Keywords: transfer learning, genetic algorithm, evolutionary computation, source and target

Procedia PDF Downloads 115
4697 Impact of Population Size on Symmetric Travelling Salesman Problem Efficiency

Authors: Wafa' Alsharafat, Suhila Farhan Abu-Owida

Abstract:

Genetic algorithm (GA) is a powerful evolutionary searching technique that is used successfully to solve and optimize problems in different research areas. Genetic Algorithm (GA) considered as one of optimization methods used to solve Travel salesman Problem (TSP). The feasibility of GA in finding a TSP solution is dependent on GA operators; encoding method, population size, termination criteria, in general. In specific, crossover and its probability play a significant role in finding possible solutions for Symmetric TSP (STSP). In addition, the crossover should be determined and enhanced in term reaching optimal or at least near optimal. In this paper, we spot the light on using a modified crossover method called modified sequential constructive crossover and its impact on reaching optimal solution. To justify the relevance of a parameter value in solving the TSP, a set comparative analysis conducted on different crossover methods values.

Keywords: genetic algorithm, crossover, mutation, TSP

Procedia PDF Downloads 193
4696 Using Genetic Algorithms to Outline Crop Rotations and a Cropping-System Model

Authors: Nicolae Bold, Daniel Nijloveanu

Abstract:

The idea of cropping-system is a method used by farmers. It is an environmentally-friendly method, protecting the natural resources (soil, water, air, nutritive substances) and increase the production at the same time, taking into account some crop particularities. The combination of this powerful method with the concepts of genetic algorithms results into a possibility of generating sequences of crops in order to form a rotation. The usage of this type of algorithms has been efficient in solving problems related to optimization and their polynomial complexity allows them to be used at solving more difficult and various problems. In our case, the optimization consists in finding the most profitable rotation of cultures. One of the expected results is to optimize the usage of the resources, in order to minimize the costs and maximize the profit. In order to achieve these goals, a genetic algorithm was designed. This algorithm ensures the finding of several optimized solutions of cropping-systems possibilities which have the highest profit and, thus, which minimize the costs. The algorithm uses genetic-based methods (mutation, crossover) and structures (genes, chromosomes). A cropping-system possibility will be considered a chromosome and a crop within the rotation is a gene within a chromosome. Results about the efficiency of this method will be presented in a special section. The implementation of this method would bring benefits into the activity of the farmers by giving them hints and helping them to use the resources efficiently.

Keywords: chromosomes, cropping, genetic algorithm, genes

Procedia PDF Downloads 402
4695 Heuristic Methods for the Capacitated Location- Allocation Problem with Stochastic Demand

Authors: Salinee Thumronglaohapun

Abstract:

The proper number and appropriate locations of service centers can save cost, raise revenue and gain more satisfaction from customers. Establishing service centers is high-cost and difficult to relocate. In long-term planning periods, several factors may affect the service. One of the most critical factors is uncertain demand of customers. The opened service centers need to be capable of serving customers and making a profit although the demand in each period is changed. In this work, the capacitated location-allocation problem with stochastic demand is considered. A mathematical model is formulated to determine suitable locations of service centers and their allocation to maximize total profit for multiple planning periods. Two heuristic methods, a local search and genetic algorithm, are used to solve this problem. For the local search, five different chances to choose each type of moves are applied. For the genetic algorithm, three different replacement strategies are considered. The results of applying each method to solve numerical examples are compared. Both methods reach to the same best found solution in most examples but the genetic algorithm provides better solutions in some cases.

Keywords: location-allocation problem, stochastic demand, local search, genetic algorithm

Procedia PDF Downloads 102
4694 A Mean–Variance–Skewness Portfolio Optimization Model

Authors: Kostas Metaxiotis

Abstract:

Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: evolutionary algorithms, portfolio optimization, skewness, stock selection

Procedia PDF Downloads 161
4693 A Weighted Sum Particle Swarm Approach (WPSO) Combined with a Novel Feasibility-Based Ranking Strategy for Constrained Multi-Objective Optimization of Compact Heat Exchangers

Authors: Milad Yousefi, Moslem Yousefi, Ricarpo Poley, Amer Nordin Darus

Abstract:

Design optimization of heat exchangers is a very complicated task that has been traditionally carried out based on a trial-and-error procedure. To overcome the difficulties of the conventional design approaches especially when a large number of variables, constraints and objectives are involved, a new method based on a well-stablished evolutionary algorithm, particle swarm optimization (PSO), weighted sum approach and a novel constraint handling strategy is presented in this study. Since, the conventional constraint handling strategies are not effective and easy-to-implement in multi-objective algorithms, a novel feasibility-based ranking strategy is introduced which is both extremely user-friendly and effective. A case study from industry has been investigated to illustrate the performance of the presented approach. The results show that the proposed algorithm can find the near pareto-optimal with higher accuracy when it is compared to conventional non-dominated sorting genetic algorithm II (NSGA-II). Moreover, the difficulties of a trial-and-error process for setting the penalty parameters is solved in this algorithm.

Keywords: Heat exchanger, Multi-objective optimization, Particle swarm optimization, NSGA-II Constraints handling.

Procedia PDF Downloads 534
4692 A Simplified, Fabrication-Friendly Acoustophoretic Model for Size Sensitive Particle Sorting

Authors: V. Karamzadeh, J. Adhvaryu, A. Chandrasekaran, M. Packirisamy

Abstract:

In Bulk Acoustic Wave (BAW) microfluidics, the throughput of particle sorting is dependent on the complex interplay between the geometric configuration of the channel, the size of the particles, and the properties of the fluid medium, which therefore calls for a detailed modeling and understanding of the fluid-particle interaction dynamics under an acoustic field, prior to designing the system. In this work, we propose a simplified Bulk acoustophoretic system that can be used for size dependent particle sorting. A Finite Element Method (FEM) based analytical model has been developed to study the dependence of particle sizes on channel parameters, and the sorting efficiency in a given fluid medium. Based on the results, the microfluidic system has been designed to take into account all the variables involved with the underlying physics, and has been fabricated using an additive manufacturing technique employing a commercial 3D printer, to generate a simple, cost-effective system that can be used for size sensitive particle sorting.

Keywords: 3D printing, 3D microfluidic chip, acoustophoresis, cell separation, MEMS (Microelectromechanical Systems), microfluidics

Procedia PDF Downloads 145
4691 Optimizing Boiler Combustion System in a Petrochemical Plant Using Neuro-Fuzzy Inference System and Genetic Algorithm

Authors: Yul Y. Nazaruddin, Anas Y. Widiaribowo, Satriyo Nugroho

Abstract:

Boiler is one of the critical unit in a petrochemical plant. Steam produced by the boiler is used for various processes in the plant such as urea and ammonia plant. An alternative method to optimize the boiler combustion system is presented in this paper. Adaptive Neuro-Fuzzy Inference System (ANFIS) approach is applied to model the boiler using real-time operational data collected from a boiler unit of the petrochemical plant. Nonlinear equation obtained is then used to optimize the air to fuel ratio using Genetic Algorithm, resulting an optimal ratio of 15.85. This optimal ratio is then maintained constant by ratio controller designed using inverse dynamics based on ANFIS. As a result, constant value of oxygen content in the flue gas is obtained which indicates more efficient combustion process.

Keywords: ANFIS, boiler, combustion process, genetic algorithm, optimization.

Procedia PDF Downloads 228