Search results for: route optimization

Authors: Manas Shah

Abstract:

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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Authors: Leon Mortari

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The Metropolitan East region of Rio de Janeiro state, Brazil, faces a historic water scarcity. Among the alternatives studied to solve this situation, the possibility of adduction of the available water in the reservoir Lagoa de Juturnaíba to supply the region's municipalities stands out. The allocation of a linear engineering project must occur through an evaluation of different aspects, such as altitude, slope, proximity to roads, distance from watercourses, land use and occupation, and physical and chemical features of the soil. This work aims to apply a multi-criteria model that combines geoprocessing techniques, decision-making, and geometric search algorithm to optimize a hypothetical adductor system in the scenario of expanding the water supply system that serves this region, known as Imunana-Laranjal, using the Lagoa de Juturnaíba as the source. It is proposed in this study, the construction of a spatial database related to the presented evaluation criteria, treatment and rasterization of these data, and standardization and reclassification of this information in a Geographic Information System (GIS) platform. The methodology involves the integrated analysis of these criteria, using their relative importance defined by weighting them based on expert consultations and the Analytic Hierarchy Process (AHP) method. Three approaches are defined for weighting the criteria by AHP: the first treats all criteria as equally important, the second considers weighting based on a pairwise comparison matrix, and the third establishes a hierarchy based on the priority of the criteria. For each approach, a distinct group of weightings is defined. In the next step, map algebra tools are used to overlay the layers and generate cost surfaces, that indicates the resistance to the passage of the adductor route, using the three groups of weightings. The Dijkstra algorithm, a geometric search algorithm, is then applied to these cost surfaces to find an optimized path within the geographical space, aiming to minimize resources, time, investment, maintenance, and environmental and social impacts.

Keywords: geometric search algorithm, GIS, pipeline, route optimization, spatial multi-criteria analysis model

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Authors: Alaa Eddien Abdallah, Bajes Yousef Alskarnah

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Ant colony based routing algorithms are known to grantee the packet delivery, but they suffer from the huge overhead of control messages which are needed to discover the route. In this paper we utilize the network nodes positions to group the nodes in connected clusters. We use clusters-heads only on forwarding the route discovery control messages. Our simulations proved that the new algorithm has decreased the overhead dramatically without affecting the delivery rate.

Keywords: ad-hoc network, MANET, ant colony routing, position based routing

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Authors: Mohammadhadi Mirmohammadi, Reza Safian, Hossein Haddad

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This paper presents an innovative solution for complex multi-objective optimization problem which is a part of efforts toward maximizing rolling mill throughput and minimizing processing costs in tandem cold rolling. This computational intelligence based optimization has been applied to the rolling schedules of tandem cold rolling mill. This method involves the combination of two derivative-free optimization procedures in the form of nested loops. The first optimization loop is based on Improving Hit and Run method which focus on balance of power, force and reduction distribution in rolling schedules. The second loop is a real-coded genetic algorithm based optimization procedure which optimizes energy consumption and productivity. An experimental result of application to five stand tandem cold rolling mill is presented.

Keywords: derivative-free optimization, Improving Hit and Run method, real-coded genetic algorithm, rolling schedules of tandem cold rolling mill

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Authors: Nader A. Al Theeb, Zaid Abu Manneh, Ibrahim Al-Qadi

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Traveling salesman problem (TSP) is a combinatorial integer optimization problem that asks "What is the optimal route for a vehicle to traverse in order to deliver requests to a given set of customers?”. It is widely used by the package carrier companies’ distribution centers. The main goal of applying the TSP in courier organizations is to minimize the time that it takes for the courier in each trip to deliver or pick up the shipments during a day. In this article, an optimization model is constructed to create a new TSP variant to optimize the routing in a courier organization with a consideration of congestion in Amman, the capital of Jordan. Real data were collected by different methods and analyzed. Then, concert technology - CPLEX was used to solve the proposed model for some random generated data instances and for the real collected data. At the end, results have shown a great improvement in time compared with the current trip times, and an economic study was conducted afterwards to figure out the impact of using such models.

Keywords: travel salesman problem, congestions, pick-up, integer programming, package carriers, service engineering

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Authors: Boris Djartov, Sanaz Mostaghim

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This paper presents a number-based dominance method. The main idea is how to fragment the many attributes of the problem into subsets suitable for the well-established concept of Pareto dominance. Although other similar methods can be found in the literature, they focus on comparing the solutions one objective at a time, while the focus of this method is to compare entire subsets of the objective vector. Given the nature of the method, it is computationally costlier than other methods and thus, it is geared more towards selecting an option from a finite set of alternatives, where each solution is defined by multiple objectives. The need for this method was motivated by dynamic alternate airport selection (DAAS). In DAAS, pilots, while en route to their destination, can find themselves in a situation where they need to select a new landing airport. In such a predicament, they need to consider multiple alternatives with many different characteristics, such as wind conditions, available landing distance, the fuel needed to reach it, etc. Hence, this method is primarily aimed at human decision-makers. Many methods within the field of multi-objective and many-objective decision-making rely on the decision maker to initially provide the algorithm with preference points and weight vectors; however, this method aims to omit this very difficult step, especially when the number of objectives is so large. The proposed method will be compared to Favour (1 − k)-Dom and L-dominance (LD) methods. The test will be conducted using well-established test problems from the literature, such as the DTLZ problems. The proposed method is expected to outperform the currently available methods in the literature and hopefully provide future decision-makers and pilots with support when dealing with many-objective optimization problems.

Keywords: multi-objective decision-making, many-objective decision-making, multi-objective optimization, many-objective optimization

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Authors: Maru Chetan, Desai Abhilash

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The structural characteristics & application of TiO2 powder with different phases are study by various techniques in this paper. TTIP, EG and citric acid use as Ti source and catalyst respectively synthesis for sol gel synthesis of TiO2 powder. To replace sol gel method we develop the new method of making nano particle of TiO2 powder. It is two route method one is physical and second one is chemical route. Specific aim to this process is to minimize the production cost and the large scale production of nano particle The synthesis product work characterize by EDAX, SEM, XRD tests.

Keywords: mortal and pestle, nano particle , TiO2, TTIP

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Authors: Angga S. Fajar, A. Aminullah, J. Kiyono, R. A. Safitri

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This paper discusses about the application of ANN for optimizing of bridge structure design. ANN has been applied in various field of science concerning prediction and optimization. The structural optimization has several benefit including accelerate structural design process, saving the structural material, and minimize self-weight and mass of structure. In this paper, there are three types of bridge structure that being optimized including PSC I-girder superstructure, composite steel-concrete girder superstructure, and RC bridge pier. The different optimization strategy on each bridge structure implement back propagation method of ANN is conducted in this research. The optimal weight and easier design process of bridge structure with satisfied error are achieved.

Keywords: bridge structures, ANN, optimization, back propagation

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Authors: David Lindström

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We evaluate the performance of a numerical method for global optimization of expensive functions. The method is using a response surface to guide the search for the global optimum. This metamodel could be based on radial basis functions, kriging, or a combination of different models. We discuss how to set the cycling parameters of the optimization method to get a balance between local and global search. We also discuss the eventual problem with Runge oscillations in the response surface.

Keywords: expensive function, infill sampling criterion, kriging, global optimization, response surface, Runge phenomenon

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Authors: Romisaa Ali

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The Policy Gradient approach is one of the deep reinforcement learning families that combines deep neural networks (DNN) with reinforcement learning RL to discover the optimum of the control problem through experience gained from the interaction between the robot and its surroundings. In contrast to earlier policy gradient algorithms, which were unable to handle these two types of error because of over-or under-estimation introduced by the deep neural network model, this article will discuss the state-of-the-art SOTA policy gradient technique, trust region policy optimization (TRPO), by applying this method in various environments compared to another policy gradient method, the Proximal Policy Optimization (PPO), to explain their robust optimization, using this SOTA to gather experience data during various training phases after observing the impact of hyper-parameters on neural network performance.

Keywords: deep neural networks, deep reinforcement learning, proximal policy optimization, state-of-the-art, trust region policy optimization

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Authors: J. Rhodes, V. Cheng, P. Lok

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The aim of this study is to develop a parsimonious model that explains the effect of different stimulus on a tourist’s intention to visit a new destination. The model consists of destination trust and interest as the mediating variables. The model was tested using two different types of stimulus; both studies empirically supported the proposed model. Furthermore, the first study revealed that advertising has a stronger effect than positive online reviews. The second study found that the peripheral route of the elaboration likelihood model has a stronger influence power than the central route in this context.

Keywords: advertising, electronic word-of-mouth, elaboration likelihood model, intention to visit, trust

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Authors: Jong-Yeon Kim, Kwang-Bok Shin, Tae-Hwan Ko

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The purpose of this paper is to suggest a weight-reduction design method for the aluminum extrusion carbody structure of a double deck high-speed train using size optimization method. The size optimization method was used to optimize thicknesses of skin and rib of the aluminum extrusion for the carbody structure. Thicknesses of 1st underframe, 2nd underframe, solebar and roof frame were selected by design variables in order to conduct size optimization. The results of the size optimization analysis showed that the weight of the aluminum extrusion could be reduced by 0.61 tons (5.60%) compared to the weight of the original carbody structure.

Keywords: double deck high-speed train, size optimization, weigh-reduction, aluminum extrusion

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Authors: Syed Auon Raza, Tahir Mahmood, Syed Basit Ali Bukhari

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In power system properly coordinated protection scheme is designed to make sure that only the faulty part of the system will be isolated when abnormal operating condition of the system will reach. The complexity of the system as well as the increased user demand and the deregulated environment enforce the utilities to improve system reliability by using a properly coordinated protection scheme. This paper presents overview of over current relay coordination techniques. Different techniques such as Deterministic Techniques, Meta Heuristic Optimization techniques, Hybrid Optimization Techniques, and Trial and Error Optimization Techniques have been reviewed in terms of method of their implementation, operation modes, nature of distribution system, and finally their advantages as well as the disadvantages.

Keywords: distribution system, relay coordination, optimization, Plug Setting Multiplier (PSM)

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Authors: William Anderson, Kyle Kobold, Oleg Yakimenko

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Green microgrids using mostly renewable energy (RE) for generation, are complex systems with inherent nonlinear dynamics. Among a variety of different optimization tools there are only a few ones that adequately consider this complexity. This paper evaluates applicability of two somewhat similar optimization tools tailored for standalone RE microgrids and also assesses a machine learning tool for performance prediction that can enhance the reliability of any chosen optimization tool. It shows that one of these microgrid optimization tools has certain advantages over another and presents a detailed routine of preparing input data to simulate RE microgrid behavior. The paper also shows how neural-network-based predictive modeling can be used to validate and forecast solar power generation based on weather time series data, which improves the overall quality of standalone RE microgrid analysis.

Keywords: microgrid, renewable energy, complex systems, optimization, predictive modeling, neural networks

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Authors: Ali Rabah

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This research received no grant or financial support from any public, commercial, or none governmental agency. The author conducted this work as part of his normal research activities as a professor of Chemical Engineering at the University of Khartoum, Sudan. Abstract While fossil oil reserves have been receding, the demand for diesel and gasoline has been growing. In recent years, syngas of biomass origin has been emerging as a viable feedstock for Fischer-Tropsch (FT) synthesis, a process for manufacturing synthetic gasoline and diesel. This paper reports the optimization of syngas quality to match FT synthesis requirements. The optimization model maximizes the thermal efficiency under the constraint of H2/CO≥2.0 and operating conditions of equivalent ratio (0 ≤ ER ≤ 1.0), steam to biomass ratio (0 ≤ SB ≤ 5), and gasification temperature (500 °C ≤ Tg ≤ 1300 °C). The optimization model is executed using the optimization section of the Model Analysis Tools of the Aspen Plus simulator. The model is tested using eleven (11) types of MSW. The optimum operating conditions under which the objective function and the constraint are satisfied are ER=0, SB=0.66-1.22, and Tg=679 - 763°C. Under the optimum operating conditions, the syngas quality is H2=52.38 - 58.67-mole percent, LHV=12.55 - 17.15 MJ/kg, N2=0.38 - 2.33-mole percent, and H2/CO≥2.15. The generalized optimization model reported could be extended to any other type of biomass and coal. Keywords: MSW, Syngas, Optimization, Fischer-Tropsch.

Keywords: syngas, MSW, optimization, Fisher-Tropsh

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Authors: Peng Liu

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Deep Q networks (DQNs) represent a significant advancement in reinforcement learning, utilizing neural networks to approximate the optimal Q-value for guiding sequential decision processes. This paper presents a comprehensive introduction to reinforcement learning principles, delves into the mechanics of DQNs, and explores its application in portfolio optimization. By evaluating the performance of DQNs against traditional benchmark portfolios, we demonstrate its potential to enhance investment strategies. Our results underscore the advantages of DQNs in dynamically adjusting asset allocations, offering a robust portfolio management framework.

Keywords: deep reinforcement learning, deep Q networks, portfolio optimization, multi-period optimization

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Authors: Inayat Ur Rehman, Georgia Sakellari

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Cloud computing has evolved into a vital technology for businesses, offering scalability, flexibility, and cost-effectiveness. However, maintaining high availability and optimal performance in the cloud is crucial for reliable services. This paper explores the significance of cloud monitoring and performance optimization in sustaining the high availability of cloud-based systems. It discusses diverse monitoring tools, techniques, and best practices for continually assessing the health and performance of cloud resources. The paper also delves into performance optimization strategies, including resource allocation, load balancing, and auto-scaling, to ensure efficient resource utilization and responsiveness. Addressing potential challenges in cloud monitoring and optimization, the paper offers insights into data security and privacy considerations. Through this thorough analysis, the paper aims to underscore the importance of cloud monitoring and performance optimization for ensuring a seamless and highly available cloud computing environment.

Keywords: cloud computing, cloud monitoring, performance optimization, high availability

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Authors: Vasant Reddy, Shivani A. Singh, Pravin S. More

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In the present investigation, we demonstrated the fabrication of few-layers of graphene sheets with alkali metal i.e. Rb-G using chemical route method. The obtained materials were characterized by means of chemical, structural and electrical techniques, using the ultraviolet-visible spectroscopy (UV-Vis), Fourier transform infrared spectroscopy (FTIR), X-ray powder diffraction (XRD), scanning electron microscopy (SEM) and 4 points probe, respectively. The XRD studies were carried out to understand the phase of the samples where we found a sharp peak of Rb-G at 26.470. UV-Spectroscopy of Graphene and Rb-modified graphene samples shows the absorption peaks at ~248 nm and ~318 nm respectively. These analyses show that this modified material can be useful for gas sensing applications and to be used in diverse areas.

Keywords: chemical route, graphene, gas sensing, UV-spectroscopy

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Authors: Mehrdad Rezaei, Reza Haghmaram, Nima Amjadi

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This paper proposes an operating and cost optimization model for micro-grid (MG). This model takes into account emission costs of NOx, SO2, and CO2, together with the operation and maintenance costs. Wind turbines (WT), photovoltaic (PV) arrays, micro turbines (MT), fuel cells (FC), diesel engine generators (DEG) with different capacities are considered in this model. The aim of the optimization is minimizing operation cost according to constraints, supply demand and safety of the system. The proposed genetic algorithm (GA), with the ability to fine-tune its own settings, is used to optimize the micro-grid operation.

Keywords: micro-grid, optimization, genetic algorithm, MG

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Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

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Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: optimization, zero-coupon curve, Nelson-Siegel-Svensson, particle swarm optimization, Nelder-Mead algorithm

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Authors: Rahul Paul, Kedar Nath Das

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The field of machine learning (ML) is experiencing rapid development, resulting in a multitude of theoretical advancements and extensive practical implementations across various disciplines. The objective of ML is to facilitate the ability of machines to perform cognitive tasks by leveraging knowledge gained from prior experiences and effectively addressing complex problems, even in situations that deviate from previously encountered instances. Reinforcement Learning (RL) has emerged as a prominent subfield within ML and has gained considerable attention in recent times from researchers. This surge in interest can be attributed to the practical applications of RL, the increasing availability of data, and the rapid advancements in computing power. At the same time, optimization algorithms play a pivotal role in the field of ML and have attracted considerable interest from researchers. A multitude of proposals have been put forth to address optimization problems or improve optimization techniques within the domain of ML. The necessity of a thorough examination and implementation of optimization algorithms within the context of ML is of utmost importance in order to provide guidance for the advancement of research in both optimization and ML. This article provides a comprehensive overview of the application of metaheuristic evolutionary optimization algorithms in conjunction with RL to address a diverse range of scientific challenges. Furthermore, this article delves into the various challenges and unresolved issues pertaining to the optimization of RL models.

Keywords: machine learning, reinforcement learning, loss function, evolutionary optimization techniques

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Authors: Arslan Ellahi, Syed Amjad Hussain, Fawaz Saleem Bokhari

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Optimization of software architecture can be done with respect to a quality attributes (QA). In this paper, there is an analysis of multiple research papers from different dimensions that have been used to classify those attributes. We have proposed a technique of swarm intelligence Meta heuristic ant colony optimization algorithm as a contribution to solve this critical optimization problem of software architecture. We have ranked quality attributes and run our algorithm on every QA, and then we will rank those on the basis of accuracy. At the end, we have selected the most accurate quality attributes. Ant colony algorithm is an effective algorithm and will perform best in optimizing the QA’s and ranking them.

Keywords: complexity, rapid evolution, swarm intelligence, dimensions

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Authors: Saeed Kamarian, Mahmoud Shakeri

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Sandwich structures are used in a variety of engineering applications including aircraft, construction and transportation where strong, stiff and light structures are required. In this paper, frequency maximization of Functionally Graded Sandwich (FGS) beams resting on Pasternak foundations is investigated. A generalized power-law distribution with four parameters is considered for material distribution through the thicknesses of face layers. Since the search space is large, the optimization processes becomes so complicated and too much time consuming. Thus a novel meta–heuristic called Imperialist Competitive Algorithm (ICA) which is a socio-politically motivated global search strategy is implemented to improve the speed of optimization process. Results show the success of applying ICA for engineering problems especially for design optimization of FGM sandwich beams.

Keywords: sandwich beam, functionally graded materials, optimization, imperialist competitive algorithm

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Authors: Li Ni, Pen ManMan, Li KenLi

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Clustering is an intensive research for some years because of its multifaceted applications, such as biology, information retrieval, medicine, business and so on. The expectation maximization (EM) is a kind of algorithm framework in clustering methods, one of the ten algorithms of machine learning. Traditionally, optimization of objective function has been the standard approach in EM. Hence, research has investigated the utility of evolutionary computing and related techniques in the regard. Chemical Reaction Optimization (CRO) is a recently established method. So the property embedded in CRO is used to solve optimization problems. This paper presents an algorithm framework (EM-CRO) with modified CRO operators based on EM cluster problems. The hybrid algorithm is mainly to solve the problem of initial value sensitivity of the objective function optimization clustering algorithm. Our experiments mainly take the EM classic algorithm:k-means and fuzzy k-means as an example, through the CRO algorithm to optimize its initial value, get K-means-CRO and FKM-CRO algorithm. The experimental results of them show that there is improved efficiency for solving objective function optimization clustering problems.

Keywords: chemical reaction optimization, expection maimization, initia, objective function clustering

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Authors: Tomasz Robert Kuczerski

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The high complexity of the algorithm of the autonomous tandem detonator system creates an optimization problem due to the parallel operation of several machine states of the system. Many years of experience and classic analyses have led to a partially optimized model. Limitations on the energy resources of this class of autonomous systems make it necessary to search for more effective methods of optimisation. The use of the Quantum Approximate Optimization Algorithm (QAOA) in these studies shows the most promising results. With the help of multiple evaluations of several qubit quantum circuits, proper results of variable parameter optimization were obtained. In addition, it was observed that the increase in the number of assessments does not result in further efficient growth due to the increasing complexity of optimising variables. The tests confirmed the effectiveness of the QAOA optimization method.

Keywords: algorithm analysis, autonomous system, quantum optimization, tandem detonator

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Authors: M. Farhaoui, M. Derraz

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In the drinking water treatment processes, the optimization of the treatment is an issue of particular concern. In general, the process consists of many units as settling, coagulation, flocculation, sedimentation, filtration and disinfection. The optimization of the process consists of some measures to decrease the managing and monitoring expenses and improve the quality of the produced water. The objective of this study is to provide water treatment operators with methods and practices that enable to attain the most effective use of the facility and, in consequence, optimize the of the cubic meter price of the treated water. This paper proposes a review on optimization of drinking water treatment process by analyzing all of the water treatment units and gives some solutions in order to maximize the water treatment performances without compromising the water quality standards. Some solutions and methods are performed in the water treatment plant located in the middle of Morocco (Meknes).

Keywords: coagulation process, optimization, turbidity removal, water treatment

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Authors: Riffi Mohammed Amine

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A cloud is made up of small particles of liquid water or ice suspended in the atmosphere, which generally do not reach the ground. Various methods are used to classify clouds. This article focuses specifically on a technique known as particle swarm optimization (PSO), an AI approach inspired by the collective behaviors of animals living in groups, such as schools of fish and flocks of birds, and a method used to solve complex classification and optimization problems with approximate solutions. The proposed technique was evaluated using a series of second-generation METOSAT images taken by the MSG satellite. The acquired results indicate that the proposed method gave acceptable results.

Keywords: remote sensing, particle swarm optimization, clouds, meteorological image

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Authors: K. Y. Tseng, C. Y. Wu

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This paper employs a heuristic algorithm to solve engineering problems including truss structure optimization and optimal chiller loading (OCL) problems. Two different type algorithms, real-valued differential evolution (DE) and modified binary differential evolution (MBDE), are successfully integrated and then can obtain better performance in solving engineering problems. In order to demonstrate the performance of the proposed algorithm, this study adopts each one testing case of truss structure optimization and OCL problems to compare the results of other heuristic optimization methods. The result indicates that the proposed algorithm can obtain similar or better solution in comparing with previous studies.

Keywords: differential evolution, Truss structure optimization, optimal chiller loading, modified binary differential evolution

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Authors: Aman Sharma, Sonali Sengupta

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The study explores the utility of Bayesian optimization in tuning the physical and chemical parameters of reactions in an offline experimental setup. A comparative analysis of the influence of the acquisition function on the optimization performance is also studied. For proxy first and second-order reactions, the results are indifferent to the acquisition function used, whereas, while studying the parameters for oxidative desulphurization of thiophene in an offline setup, upper confidence bound (UCB) provides faster convergence along with a marginal trade-off in the maximum conversion achieved. The work also demarcates the critical number of independent parameters and input observations required for both sequential and offline reaction setups to yield tangible results.

Keywords: acquisition function, Bayesian optimization, desulfurization, kinetics, thiophene

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