Search results for: chance constrained programming
1487 Extended Constraint Mask Based One-Bit Transform for Low-Complexity Fast Motion Estimation
Authors: Oğuzhan Urhan
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In this paper, an improved motion estimation (ME) approach based on weighted constrained one-bit transform is proposed for block-based ME employed in video encoders. Binary ME approaches utilize low bit-depth representation of the original image frames with a Boolean exclusive-OR based hardware efficient matching criterion to decrease computational burden of the ME stage. Weighted constrained one-bit transform (WC‑1BT) based approach improves the performance of conventional C-1BT based ME employing 2-bit depth constraint mask instead of a 1-bit depth mask. In this work, the range of constraint mask is further extended to increase ME performance of WC-1BT approach. Experiments reveal that the proposed method provides better ME accuracy compared existing similar ME methods in the literature.Keywords: fast motion estimation; low-complexity motion estimation, video coding
Procedia PDF Downloads 2971486 Integrated Approach of Quality Function Deployment, Sensitivity Analysis and Multi-Objective Linear Programming for Business and Supply Chain Programs Selection
Authors: T. T. Tham
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The aim of this study is to propose an integrated approach to determine the most suitable programs, based on Quality Function Deployment (QFD), Sensitivity Analysis (SA) and Multi-Objective Linear Programming model (MOLP). Firstly, QFD is used to determine business requirements and transform them into business and supply chain programs. From the QFD, technical scores of all programs are obtained. All programs are then evaluated through five criteria (productivity, quality, cost, technical score, and feasibility). Sets of weight of these criteria are built using Sensitivity Analysis. Multi-Objective Linear Programming model is applied to select suitable programs according to multiple conflicting objectives under a budget constraint. A case study from the Sai Gon-Mien Tay Beer Company is given to illustrate the proposed methodology. The outcome of the study provides a comprehensive picture for companies to select suitable programs to obtain the optimal solution according to their preference.Keywords: business program, multi-objective linear programming model, quality function deployment, sensitivity analysis, supply chain management
Procedia PDF Downloads 951485 Application of Genetic Programming for Evolution of Glass-Forming Ability Parameter
Authors: Manwendra Kumar Tripathi, Subhas Ganguly
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A few glass forming ability expressions in terms of characteristic temperatures have been proposed in the literature. Attempts have been made to correlate the expression with the critical diameter of the bulk metallic glass composition. However, with the advent of new alloys, many exceptions have been noted and reported. In the present approach, a genetic programming based code which generates an expression in terms of input variables, i.e., three characteristic temperatures viz. glass transition temperature (Tg), onset crystallization temperature (Tx) and offset temperature of melting (Tl) with maximum correlation with a critical diameter (Dmax). The expression evolved shows improved correlation with the critical diameter. In addition, the expression can be explained on the basis of time-temperature transformation curve.Keywords: glass forming ability, genetic programming, bulk metallic glass, critical diameter
Procedia PDF Downloads 3131484 A Hybrid MAC Protocol for Delay Constrained Mobile Wireless Sensor Networks
Authors: Hanefi Cinar, Musa Cibuk, Ismail Erturk, Fikri Aggun, Munip Geylani
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Mobile Wireless Sensor Networks (MWSNs) carry heterogeneous data traffic with different urgency and quality of service (QoS) requirements. There are a lot of studies made on energy efficiency, bandwidth, and communication methods in literature. But delay, high throughput, utility parameters are not well considered. Increasing demand for real-time data transfer makes these parameters more important. In this paper we design new MAC protocol which is delay constrained and targets for improving delay, utility, and throughput performance of the network and finding solutions on collision and interference problems. Protocol improving QoS requirements by using TDMA, FDM, and OFDMA hybrid communication methods with multi-channel communication.Keywords: MWSN, delay, hybrid MAC, TDMA, FDM, OFDMA
Procedia PDF Downloads 4521483 Integer Programming Model for the Network Design Problem with Facility Dependent Shortest Path Routing
Authors: Taehan Lee
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We consider a network design problem which has shortest routing restriction based on the values determined by the installed facilities on each arc. In conventional multicommodity network design problem, a commodity can be routed through any possible path when the capacity is available. But, we consider a problem in which the commodity between two nodes must be routed on a path which has shortest metric value and the link metric value is determined by the installed facilities on the link. By this routing restriction, the problem has a distinct characteristic. We present an integer programming formulation containing the primal-dual optimality conditions to the shortest path routing. We give some computational results for the model.Keywords: integer programming, multicommodity network design, routing, shortest path
Procedia PDF Downloads 3951482 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
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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 1901481 Transformer Design Optimization Using Artificial Intelligence Techniques
Authors: Zakir Husain
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Main objective of a power transformer design optimization problem requires minimizing the total overall cost and/or mass of the winding and core material by satisfying all possible constraints obligatory by the standards and transformer user requirement. The constraints include appropriate limits on winding fill factor, temperature rise, efficiency, no-load current and voltage regulation. The design optimizations tasks are a constrained minimum cost and/or mass solution by optimally setting the parameters, geometry and require magnetic properties of the transformer. In this paper, present the above design problems have been formulated by using genetic algorithm (GA) and simulated annealing (SA) on the MATLAB platform. The importance of the presented approach is stems for two main features. First, proposed technique provides reliable and efficient solution for the problem of design optimization with several variables. Second, it guaranteed to obtained solution is global optimum. This paper includes a demonstration of the application of the genetic programming GP technique to transformer design.Keywords: optimization, power transformer, genetic algorithm (GA), simulated annealing technique (SA)
Procedia PDF Downloads 5501480 A Model for Solid Transportation Problem with Three Hierarchical Objectives under Uncertain Environment
Authors: Wajahat Ali, Shakeel Javaid
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In this study, we have developed a mathematical programming model for a solid transportation problem with three objective functions arranged in hierarchical order. The mathematical programming models with more than one objective function to be solved in hierarchical order is termed as a multi-level programming model. Our study explores a Multi-Level Solid Transportation Problem with Uncertain Parameters (MLSTPWU). The proposed MLSTPWU model consists of three objective functions, viz. minimization of transportation cost, minimization of total transportation time, and minimization of deterioration during transportation. These three objective functions are supposed to be solved by decision-makers at three consecutive levels. Three constraint functions are added to the model, restricting the total availability, total demand, and capacity of modes of transportation. All the parameters involved in the model are assumed to be uncertain in nature. A solution method based on fuzzy logic is also discussed to obtain the compromise solution for the proposed model. Further, a simulated numerical example is discussed to establish the efficiency and applicability of the proposed model.Keywords: solid transportation problem, multi-level programming, uncertain variable, uncertain environment
Procedia PDF Downloads 611479 Automated Test Data Generation For some types of Algorithm
Authors: Hitesh Tahbildar
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The cost of test data generation for a program is computationally very high. In general case, no algorithm to generate test data for all types of algorithms has been found. The cost of generating test data for different types of algorithm is different. Till date, people are emphasizing the need to generate test data for different types of programming constructs rather than different types of algorithms. The test data generation methods have been implemented to find heuristics for different types of algorithms. Some algorithms that includes divide and conquer, backtracking, greedy approach, dynamic programming to find the minimum cost of test data generation have been tested. Our experimental results say that some of these types of algorithm can be used as a necessary condition for selecting heuristics and programming constructs are sufficient condition for selecting our heuristics. Finally we recommend the different heuristics for test data generation to be selected for different types of algorithms.Keywords: ongest path, saturation point, lmax, kL, kS
Procedia PDF Downloads 3761478 Programming without Code: An Approach and Environment to Conditions-On-Data Programming
Authors: Philippe Larvet
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This paper presents the concept of an object-based programming language where tests (if... then... else) and control structures (while, repeat, for...) disappear and are replaced by conditions on data. According to the object paradigm, by using this concept, data are still embedded inside objects, as variable-value couples, but object methods are expressed into the form of logical propositions (‘conditions on data’ or COD).For instance : variable1 = value1 AND variable2 > value2 => variable3 = value3. Implementing this approach, a central inference engine turns and examines objects one after another, collecting all CODs of each object. CODs are considered as rules in a rule-based system: the left part of each proposition (left side of the ‘=>‘ sign) is the premise and the right part is the conclusion. So, premises are evaluated and conclusions are fired. Conclusions modify the variable-value couples of the object and the engine goes to examine the next object. The paper develops the principles of writing CODs instead of complex algorithms. Through samples, the paper also presents several hints for implementing a simple mechanism able to process this ‘COD language’. The proposed approach can be used within the context of simulation, process control, industrial systems validation, etc. By writing simple and rigorous conditions on data, instead of using classical and long-to-learn languages, engineers and specialists can easily simulate and validate the functioning of complex systems.Keywords: conditions on data, logical proposition, programming without code, object-oriented programming, system simulation, system validation
Procedia PDF Downloads 1991477 A Parallel Implementation of Artificial Bee Colony Algorithm within CUDA Architecture
Authors: Selcuk Aslan, Dervis Karaboga, Celal Ozturk
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Artificial Bee Colony (ABC) algorithm is one of the most successful swarm intelligence based metaheuristics. It has been applied to a number of constrained or unconstrained numerical and combinatorial optimization problems. In this paper, we presented a parallelized version of ABC algorithm by adapting employed and onlooker bee phases to the Compute Unified Device Architecture (CUDA) platform which is a graphical processing unit (GPU) programming environment by NVIDIA. The execution speed and obtained results of the proposed approach and sequential version of ABC algorithm are compared on functions that are typically used as benchmarks for optimization algorithms. Tests on standard benchmark functions with different colony size and number of parameters showed that proposed parallelization approach for ABC algorithm decreases the execution time consumed by the employed and onlooker bee phases in total and achieved similar or better quality of the results compared to the standard sequential implementation of the ABC algorithm.Keywords: Artificial Bee Colony algorithm, GPU computing, swarm intelligence, parallelization
Procedia PDF Downloads 3451476 Performance Analysis and Multi-Objective Optimization of a Kalina Cycle for Low-Temperature Applications
Authors: Sadegh Sadeghi, Negar Shabani
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From a thermal point of view, zeotropic mixtures are likely to be more efficient than azeotropic fluids in low-temperature thermodynamic cycles due to their suitable boiling characteristics. In this study, performance of a low-temperature Kalina cycle with R717/water working fluid used in different existing power plants is mathematically investigated. To analyze the behavior of the cycle, mass conservation, energy conservation, and exergy balance equations are presented. With regard to the similarity in molar mass of R717 (17.03 gr/mol) and water (18.01 gr/mol), there is no need to alter the size of Kalina system components such as turbine and pump. To optimize the cycle energy and exergy efficiencies simultaneously, a constrained multi-objective optimization is carried out applying an Artificial Bee Colony algorithm. The main motivation behind using this algorithm lies on its robustness, reliability, remarkable precision and high–speed convergence rate in dealing with complicated constrained multi-objective problems. Convergence rates of the algorithm for calculating the optimal energy and exergy efficiencies are presented. Subsequently, due to the importance of exergy concept in Kalina cycles, exergy destructions occurring in the components are computed. Finally, the impacts of pressure, temperature, mass fraction and mass flow rate on the energy and exergy efficiencies are elaborately studied.Keywords: artificial bee colony algorithm, binary zeotropic mixture, constrained multi-objective optimization, energy efficiency, exergy efficiency, Kalina cycle
Procedia PDF Downloads 1271475 A Mixed Integer Linear Programming Model for Flexible Job Shop Scheduling Problem
Authors: Mohsen Ziaee
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In this paper, a mixed integer linear programming (MILP) model is presented to solve the flexible job shop scheduling problem (FJSP). This problem is one of the hardest combinatorial problems. The objective considered is the minimization of the makespan. The computational results of the proposed MILP model were compared with those of the best known mathematical model in the literature in terms of the computational time. The results show that our model has better performance with respect to all the considered performance measures including relative percentage deviation (RPD) value, number of constraints, and total number of variables. By this improved mathematical model, larger FJS problems can be optimally solved in reasonable time, and therefore, the model would be a better tool for the performance evaluation of the approximation algorithms developed for the problem.Keywords: scheduling, flexible job shop, makespan, mixed integer linear programming
Procedia PDF Downloads 1571474 Near-Infrared Hyperspectral Imaging Spectroscopy to Detect Microplastics and Pieces of Plastic in Almond Flour
Authors: H. Apaza, L. Chévez, H. Loro
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Plastic and microplastic pollution in human food chain is a big problem for human health that requires more elaborated techniques that can identify their presences in different kinds of food. Hyperspectral imaging technique is an optical technique than can detect the presence of different elements in an image and can be used to detect plastics and microplastics in a scene. To do this statistical techniques are required that need to be evaluated and compared in order to find the more efficient ones. In this work, two problems related to the presence of plastics are addressed, the first is to detect and identify pieces of plastic immersed in almond seeds, and the second problem is to detect and quantify microplastic in almond flour. To do this we make use of the analysis hyperspectral images taken in the range of 900 to 1700 nm using 4 unmixing techniques of hyperspectral imaging which are: least squares unmixing (LSU), non-negatively constrained least squares unmixing (NCLSU), fully constrained least squares unmixing (FCLSU), and scaled constrained least squares unmixing (SCLSU). NCLSU, FCLSU, SCLSU techniques manage to find the region where the plastic is found and also manage to quantify the amount of microplastic contained in the almond flour. The SCLSU technique estimated a 13.03% abundance of microplastics and 86.97% of almond flour compared to 16.66% of microplastics and 83.33% abundance of almond flour prepared for the experiment. Results show the feasibility of applying near-infrared hyperspectral image analysis for the detection of plastic contaminants in food.Keywords: food, plastic, microplastic, NIR hyperspectral imaging, unmixing
Procedia PDF Downloads 991473 Load Management Using Multiple Sequential Load Shaping Techniques
Authors: Amira M. Attia, Karim H. Youssef, Nabil H. Abbasi
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Demand Side Management (DSM) is an essential characteristic of current and future smart grid systems. As one of DSM functions, load management aims to control customers’ total electric consumption and utility’s load factor by using various load shaping techniques. However, applying load shaping techniques such as load shifting, peak clipping, or strategic conservation individually does not provide the desired level of improvement for load factor increment and/or customer’s bill reduction. In this paper, two load shaping techniques will be simulated as constrained optimization problems. The purpose is to reflect the application of combined load shifting and strategic conservation model together at the same time, and the application of combined load shifting and peak clipping model as well. The problem will be formulated and solved by using disciplined convex programming (CVX) based MATLAB® R2013b. Simulation results will be evaluated and compared for studying the most impactful multi-techniques model in improving load curve.Keywords: convex programing, demand side management, load shaping, multiple, building energy optimization
Procedia PDF Downloads 2871472 Evolving Digital Circuits for Early Stage Breast Cancer Detection Using Cartesian Genetic Programming
Authors: Zahra Khalid, Gul Muhammad Khan, Arbab Masood Ahmad
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Cartesian Genetic Programming (CGP) is explored to design an optimal circuit capable of early stage breast cancer detection. CGP is used to evolve simple multiplexer circuits for detection of malignancy in the Fine Needle Aspiration (FNA) samples of breast. The data set used is extracted from Wisconsins Breast Cancer Database (WBCD). A range of experiments were performed, each with different set of network parameters. The best evolved network detected malignancy with an accuracy of 99.14%, which is higher than that produced with most of the contemporary non-linear techniques that are computational expensive than the proposed system. The evolved network comprises of simple multiplexers and can be implemented easily in hardware without any further complications or inaccuracy, being the digital circuit.Keywords: breast cancer detection, cartesian genetic programming, evolvable hardware, fine needle aspiration
Procedia PDF Downloads 1841471 Integrating Neural Linguistic Programming with Exergaming
Authors: Shyam Sajan, Kamal Bijlani
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The widespread effects of digital media help people to explore the world more and get entertained with no effort. People became fond of these kind of sedentary life style. The increase in sedentary time and a decrease in physical activities has negative impacts on human health. Even though the addiction to video games has been exploited in exergames, to make people exercise and enjoy game challenges, the contribution is restricted only to physical wellness. This paper proposes creation and implementation of a game with the help of digital media in a virtual environment. The game is designed by collaborating ideas from neural linguistic programming and Stroop effect that can also be used to identify a person’s mental state, to improve concentration and to eliminate various phobias. The multiplayer game is played in a virtual environment created with Kinect sensor, to make the game more motivating and interactive.Keywords: exergaming, Kinect Sensor, Neural Linguistic Programming, Stroop Effect
Procedia PDF Downloads 4141470 Internet of Things Networks: Denial of Service Detection in Constrained Application Protocol Using Machine Learning Algorithm
Authors: Adamu Abdullahi, On Francisca, Saidu Isah Rambo, G. N. Obunadike, D. T. Chinyio
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The paper discusses the potential threat of Denial of Service (DoS) attacks in the Internet of Things (IoT) networks on constrained application protocols (CoAP). As billions of IoT devices are expected to be connected to the internet in the coming years, the security of these devices is vulnerable to attacks, disrupting their functioning. This research aims to tackle this issue by applying mixed methods of qualitative and quantitative for feature selection, extraction, and cluster algorithms to detect DoS attacks in the Constrained Application Protocol (CoAP) using the Machine Learning Algorithm (MLA). The main objective of the research is to enhance the security scheme for CoAP in the IoT environment by analyzing the nature of DoS attacks and identifying a new set of features for detecting them in the IoT network environment. The aim is to demonstrate the effectiveness of the MLA in detecting DoS attacks and compare it with conventional intrusion detection systems for securing the CoAP in the IoT environment. Findings: The research identifies the appropriate node to detect DoS attacks in the IoT network environment and demonstrates how to detect the attacks through the MLA. The accuracy detection in both classification and network simulation environments shows that the k-means algorithm scored the highest percentage in the training and testing of the evaluation. The network simulation platform also achieved the highest percentage of 99.93% in overall accuracy. This work reviews conventional intrusion detection systems for securing the CoAP in the IoT environment. The DoS security issues associated with the CoAP are discussed.Keywords: algorithm, CoAP, DoS, IoT, machine learning
Procedia PDF Downloads 481469 Timetabling Communities’ Demands for an Effective Examination Timetabling Using Integer Linear Programming
Authors: N. F. Jamaluddin, N. A. H. Aizam
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This paper explains the educational timetabling problem, a type of scheduling problem that is considered as one of the most challenging problem in optimization and operational research. The university examination timetabling problem (UETP), which involves assigning a set number of exams into a set number of timeslots whilst fulfilling all required conditions, has been widely investigated. The limitation of available timeslots and resources with the increasing number of examinations are the main reasons in the difficulty of solving this problem. Dynamical change in the examination scheduling system adds up the complication particularly in coping up with the demand and new requirements by the communities. Our objective is to investigate these demands and requirements with subjects taken from Universiti Malaysia Terengganu (UMT), through questionnaires. Integer linear programming model which reflects the preferences obtained to produce an effective examination timetabling was formed.Keywords: demands, educational timetabling, integer linear programming, scheduling, university examination timetabling problem (UETP)
Procedia PDF Downloads 3151468 Predictive Output Feedback Linearization for Safe Control of Collaborative Robots
Authors: Aliasghar Arab
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Autonomous robots interacting with humans, as safety-critical nonlinear control systems, are complex closed-loop cyber-physical dynamical machines. Keeping these intelligent yet complicated systems safe and smooth during their operations is challenging. The aim of the safe predictive output feedback linearization control synthesis is to design a novel controller for smooth trajectory following while unsafe situations must be avoided. The controller design should obtain a linearized output for smoothness and invariance to a safety subset. Inspired by finite-horizon nonlinear model predictive control, the problem is formulated as constrained nonlinear dynamic programming. The safety constraints can be defined as control barrier functions. Avoiding unsafe maneuvers and performing smooth motions increases the predictability of the robot’s movement for humans when robots and people are working together. Our results demonstrate the proposed output linearization method obeys the safety constraints and, compared to existing safety-guaranteed methods, is smoother and performs better.Keywords: robotics, collaborative robots, safety, autonomous robots
Procedia PDF Downloads 771467 Modeling of Tool Flank Wear in Finish Hard Turning of AISI D2 Using Genetic Programming
Authors: V. Pourmostaghimi, M. Zadshakoyan
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Efficiency and productivity of the finish hard turning can be enhanced impressively by utilizing accurate predictive models for cutting tool wear. However, the ability of genetic programming in presenting an accurate analytical model is a notable characteristic which makes it more applicable than other predictive modeling methods. In this paper, the genetic equation for modeling of tool flank wear is developed with the use of the experimentally measured flank wear values and genetic programming during finish turning of hardened AISI D2. Series of tests were conducted over a range of cutting parameters and the values of tool flank wear were measured. On the basis of obtained results, genetic model presenting connection between cutting parameters and tool flank wear were extracted. The accuracy of the genetically obtained model was assessed by using two statistical measures, which were root mean square error (RMSE) and coefficient of determination (R²). Evaluation results revealed that presented genetic model predicted flank wear over the study area accurately (R² = 0.9902 and RMSE = 0.0102). These results allow concluding that the proposed genetic equation corresponds well with experimental data and can be implemented in real industrial applications.Keywords: cutting parameters, flank wear, genetic programming, hard turning
Procedia PDF Downloads 1521466 Active Control of Multiferroic Composite Shells Using 1-3 Piezoelectric Composites
Authors: S. C. Kattimani
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This article deals with the analysis of active constrained layer damping (ACLD) of smart multiferroic or magneto-electro-elastic doubly curved shells. The kinematics of deformations of the multiferroic doubly curved shell is described by a layer-wise shear deformation theory. A three-dimensional finite element model of multiferroic shells has been developed taking into account the electro-elastic and magneto-elastic couplings. A simple velocity feedback control law is employed to incorporate the active damping. Influence of layer stacking sequence and boundary conditions on the response of the multiferroic doubly curved shell has been studied. In addition, for the different orientation of the fibers of the constraining layer, the performance of the ACLD treatment has been studied.Keywords: active constrained layer damping (ACLD), doubly curved shells, magneto-electro-elastic, multiferroic composite, smart structures
Procedia PDF Downloads 2891465 Knowledge Based Automated Software Engineering Platform Used for the Development of Bulgarian E-Customs
Authors: Ivan Stanev, Maria Koleva
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Described are challenges to the Bulgarian e-Customs (BeC) related to low level of interoperability and standardization, inefficient use of available infrastructure, lack of centralized identification and authorization, extremely low level of software process automation, and insufficient quality of data stored in official registers. The technical requirements for BeC are prepared with a focus on domain independent common platform, specialized customs and excise components, high scalability, flexibility, and reusability. The Knowledge Based Automated Software Engineering (KBASE) Common Platform for Automated Programming (CPAP) is selected as an instrument covering BeC requirements for standardization, programming automation, knowledge interpretation and cloud computing. BeC stage 3 results are presented and analyzed. BeC.S3 development trends are identified.Keywords: service oriented architecture, cloud computing, knowledge based automated software engineering, common platform for automated programming, e-customs
Procedia PDF Downloads 3391464 Optimal Production Planning in Aromatic Coconuts Supply Chain Based on Mixed-Integer Linear Programming
Authors: Chaimongkol Limpianchob
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This work addresses the problem of production planning that arises in the production of aromatic coconuts from Samudsakhorn province in Thailand. The planning involves the forwarding of aromatic coconuts from the harvest areas to the factory, which is classified into two groups; self-owned areas and contracted areas, the decisions of aromatic coconuts flow in the plant, and addressing a question of which warehouse will be in use. The problem is formulated as a mixed-integer linear programming model within supply chain management framework. The objective function seeks to minimize the total cost including the harvesting, labor and inventory costs. Constraints on the system include the production activities in the company and demand requirements. Numerical results are presented to demonstrate the feasibility of coconuts supply chain model compared with base case.Keywords: aromatic coconut, supply chain management, production planning, mixed-integer linear programming
Procedia PDF Downloads 4361463 Numerical Solution of Portfolio Selecting Semi-Infinite Problem
Authors: Alina Fedossova, Jose Jorge Sierra Molina
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SIP problems are part of non-classical optimization. There are problems in which the number of variables is finite, and the number of constraints is infinite. These are semi-infinite programming problems. Most algorithms for semi-infinite programming problems reduce the semi-infinite problem to a finite one and solve it by classical methods of linear or nonlinear programming. Typically, any of the constraints or the objective function is nonlinear, so the problem often involves nonlinear programming. An investment portfolio is a set of instruments used to reach the specific purposes of investors. The risk of the entire portfolio may be less than the risks of individual investment of portfolio. For example, we could make an investment of M euros in N shares for a specified period. Let yi> 0, the return on money invested in stock i for each dollar since the end of the period (i = 1, ..., N). The logical goal here is to determine the amount xi to be invested in stock i, i = 1, ..., N, such that we maximize the period at the end of ytx value, where x = (x1, ..., xn) and y = (y1, ..., yn). For us the optimal portfolio means the best portfolio in the ratio "risk-return" to the investor portfolio that meets your goals and risk ways. Therefore, investment goals and risk appetite are the factors that influence the choice of appropriate portfolio of assets. The investment returns are uncertain. Thus we have a semi-infinite programming problem. We solve a semi-infinite optimization problem of portfolio selection using the outer approximations methods. This approach can be considered as a developed Eaves-Zangwill method applying the multi-start technique in all of the iterations for the search of relevant constraints' parameters. The stochastic outer approximations method, successfully applied previously for robotics problems, Chebyshev approximation problems, air pollution and others, is based on the optimal criteria of quasi-optimal functions. As a result we obtain mathematical model and the optimal investment portfolio when yields are not clear from the beginning. Finally, we apply this algorithm to a specific case of a Colombian bank.Keywords: outer approximation methods, portfolio problem, semi-infinite programming, numerial solution
Procedia PDF Downloads 2801462 Meteorological Risk Assessment for Ships with Fuzzy Logic Designer
Authors: Ismail Karaca, Ridvan Saracoglu, Omer Soner
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Fuzzy Logic, an advanced method to support decision-making, is used by various scientists in many disciplines. Fuzzy programming is a product of fuzzy logic, fuzzy rules, and implication. In marine science, fuzzy programming for ships is dramatically increasing together with autonomous ship studies. In this paper, a program to support the decision-making process for ship navigation has been designed. The program is produced in fuzzy logic and rules, by taking the marine accidents and expert opinions into account. After the program was designed, the program was tested by 46 ship accidents reported by the Transportation Safety Investigation Center of Turkey. Wind speed, sea condition, visibility, day/night ratio have been used as input data. They have been converted into a risk factor within the Fuzzy Logic Designer application and fuzzy rules set by marine experts. Finally, the expert's meteorological risk factor for each accident is compared with the program's risk factor, and the error rate was calculated. The main objective of this study is to improve the navigational safety of ships, by using the advance decision support model. According to the study result, fuzzy programming is a robust model that supports safe navigation.Keywords: calculation of risk factor, fuzzy logic, fuzzy programming for ship, safety navigation of ships
Procedia PDF Downloads 1611461 Extending the AOP Joinpoint Model for Memory and Type Safety
Authors: Amjad Nusayr
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Software security is a general term used to any type of software architecture or model in which security aspects are incorporated in this architecture. These aspects are not part of the main logic of the underlying program. Software security can be achieved using a combination of approaches, including but not limited to secure software designs, third part component validation, and secure coding practices. Memory safety is one feature in software security where we ensure that any object in memory has a valid pointer or a reference with a valid type. Aspect-Oriented Programming (AOP) is a paradigm that is concerned with capturing the cross-cutting concerns in code development. AOP is generally used for common cross-cutting concerns like logging and DB transaction managing. In this paper, we introduce the concepts that enable AOP to be used for the purpose of memory and type safety. We also present ideas for extending AOP in software security practices.Keywords: aspect oriented programming, programming languages, software security, memory and type safety
Procedia PDF Downloads 1051460 A Comparison of Sequential Quadratic Programming, Genetic Algorithm, Simulated Annealing, Particle Swarm Optimization for the Design and Optimization of a Beam Column
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
Procedia PDF Downloads 3631459 Lego Mindstorms as a Simulation of Robotic Systems
Authors: Miroslav Popelka, Jakub Nožička
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In this paper we deal with using Lego Mindstorms in simulation of robotic systems with respect to cost reduction. Lego Mindstorms kit contains broad variety of hardware components which are required to simulate, program and test the robotics systems in practice. Algorithm programming went in development environment supplied together with Lego kit as in programming language C# as well. Algorithm following the line, which we dealt with in this paper, uses theoretical findings from area of controlling circuits. PID controller has been chosen as controlling circuit whose individual components were experimentally adjusted for optimal motion of robot tracking the line. Data which are determined to process by algorithm are collected by sensors which scan the interface between black and white surfaces followed by robot. Based on discovered facts Lego Mindstorms can be considered for low-cost and capable kit to simulate real robotics systems.Keywords: LEGO Mindstorms, PID controller, low-cost robotics systems, line follower, sensors, programming language C#, EV3 Home Edition Software
Procedia PDF Downloads 3501458 Iterative Dynamic Programming for 4D Flight Trajectory Optimization
Authors: Kawser Ahmed, K. Bousson, Milca F. Coelho
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4D flight trajectory optimization is one of the key ingredients to improve flight efficiency and to enhance the air traffic capacity in the current air traffic management (ATM). The present paper explores the iterative dynamic programming (IDP) as a potential numerical optimization method for 4D flight trajectory optimization. IDP is an iterative version of the Dynamic programming (DP) method. Due to the numerical framework, DP is very suitable to deal with nonlinear discrete dynamic systems. The 4D waypoint representation of the flight trajectory is similar to the discretization by a grid system; thus DP is a natural method to deal with the 4D flight trajectory optimization. However, the computational time and space complexity demanded by the DP is enormous due to the immense number of grid points required to find the optimum, which prevents the use of the DP in many practical high dimension problems. On the other hand, the IDP has shown potentials to deal successfully with high dimension optimal control problems even with a few numbers of grid points at each stage, which reduces the computational effort over the traditional DP approach. Although the IDP has been applied successfully in chemical engineering problems, IDP is yet to be validated in 4D flight trajectory optimization problems. In this paper, the IDP has been successfully used to generate minimum length 4D optimal trajectory avoiding any obstacle in its path, such as a no-fly zone or residential areas when flying in low altitude to reduce noise pollution.Keywords: 4D waypoint navigation, iterative dynamic programming, obstacle avoidance, trajectory optimization
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