Search results for: MILP (mixed integer linear programming)

Authors: Benjamin Blat Belmonte, Stephan Rinderknecht

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The transition to electric vehicles (EVs) stands at the forefront of innovative strategies designed to address environmental concerns and reduce fossil fuel dependency. As the number of EVs on the roads increases, so too does the potential for their integration into energy markets. This research dives deep into the transformative possibilities of using electric vehicle fleets, specifically electric bus fleets, not just as consumers but as active participants in the energy market. This paper investigates the feasibility and grid effects of electric vehicle fleet operators in the energy market. Our objective centers around a comprehensive exploration of the sector coupling domain, with an emphasis on the economic potential in both electricity and balancing markets. Methodologically, our approach combines data mining techniques with thorough pre-processing, pulling from a rich repository of electricity and balancing market data. Our findings are grounded in the actual operational realities of the bus fleet operator in Darmstadt, Germany. We employ a Mixed Integer Linear Programming (MILP) approach, with the bulk of the computations being processed on the High-Performance Computing (HPC) platform ‘Lichtenbergcluster’. Our findings underscore the compelling economic potential of EV fleets in the energy market. With electric buses becoming more prevalent, the considerable size of these fleets, paired with their substantial battery capacity, opens up new horizons for energy market participation. Notably, our research reveals that economic viability is not the sole advantage. Participating actively in the energy market also translates into pronounced positive effects on grid stabilization. Essentially, EV fleet operators can serve a dual purpose: facilitating transport while simultaneously playing an instrumental role in enhancing grid reliability and resilience. This research highlights the symbiotic relationship between the growth of EV fleets and the stabilization of the energy grid. Such systems could lead to both commercial and ecological advantages, reinforcing the value of electric bus fleets in the broader landscape of sustainable energy solutions. In conclusion, the electrification of transport offers more than just a means to reduce local greenhouse gas emissions. By positioning electric vehicle fleet operators as active participants in the energy market, there lies a powerful opportunity to drive forward the energy transition. This study serves as a testament to the synergistic potential of EV fleets in bolstering both economic viability and grid stabilization, signaling a promising trajectory for future sector coupling endeavors.

Keywords: electric vehicle fleet, sector coupling, optimization, electricity market, balancing market

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Authors: H. Varol

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Although students’ interest level in pursuing Computer Science and related degrees are lower than previous decade, fundamentals of computers, specifically introductory level programming courses are either listed as core or elective courses for a number of non-computer science majors. Universities accommodate these non-computer science majored students either via creating separate sections of a class for them or simply offering mixed-body classroom solutions, in which both computer science and non-computer science students take the courses together. In this work, we demonstrated how we handle introductory level programming course at Sam Houston State University and also provide facts about our observations on students’ success during the coursework. Moreover, we provide suggestions and methodologies that are based on students’ major and skills to overcome the deficiencies of mix-body type of classes.

Keywords: computer science, non-computer science major, programming, programming education

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Authors: E. Behmanesh, J. Pannek

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Logistics network design is known as one of the strategic decision problems. As these kinds of problems belong to the category of NP-hard problems, traditional ways are failed to find an optimal solution in short time. In this study, we attempt to involve reverse flow through an integrated design of forward/reverse supply chain network that formulated into a mixed integer linear programming. This Integrated, multi-stages model is enriched by three different delivery path which makes the problem more complex. To tackle with such an NP-hard problem a revised random path direct encoding method based memetic algorithm is considered as the solution methodology. Each algorithm has some parameters that need to be investigate to reveal the best performance. In this regard, Taguchi method is adapted to identify the optimum operating condition of the proposed memetic algorithm to improve the results. In this study, four factors namely, population size, crossover rate, local search iteration and a number of iteration are considered. Analyzing the parameters and improvement in results are the outlook of this research.

Keywords: integrated logistics network, flexible path, memetic algorithm, Taguchi method

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Authors: Anusuya Ghosh, Vishnu Narayanan

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The approximation of convex set by semidefinite representable set plays an important role in semidefinite programming, especially in modern convex optimization. To optimize a linear function over a convex set is a hard problem. But optimizing the linear function over the semidefinite representable set which approximates the convex set is easy to solve as there exists numerous efficient algorithms to solve semidefinite programming problems. So, our approximation technique is significant in optimization. We develop a technique to approximate any closed convex set, say K by compactly semidefinite representable set. Further we prove that there exists a sequence of compactly semidefinite representable sets which give tighter approximation of the closed convex set, K gradually. We discuss about the convergence of the sequence of compactly semidefinite representable sets to closed convex set K. The recession cone of K and the recession cone of the compactly semidefinite representable set are equal. So, we say that the sequence of compactly semidefinite representable sets converge strongly to the closed convex set. Thus, this approximation technique is very useful development in semidefinite programming.

Keywords: semidefinite programming, semidefinite representable set, compactly semidefinite representable set, approximation

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Authors: Ridoy Das, Myriam Neaimeh, Yue Wang, Ghanim Putrus

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Electric vehicles are a popular transportation medium renowned for potential environmental benefits. However, large and uncontrolled charging volumes can impact distribution networks negatively. Smart charging is widely recognized as an efficient solution to achieve both improved renewable energy integration and grid relief. Nevertheless, different decision-makers may pursue diverse and conflicting objectives. In this context, this paper proposes a multi-objective optimization framework to control electric vehicle charging to achieve both energy cost reduction and peak shaving. A weighted-sum method is developed due to its intuitiveness and efficiency. Monte Carlo simulations are implemented to investigate the impact of uncertain electric vehicle driving patterns and provide decision-makers with a robust outcome in terms of prospective cost and network loading. The results demonstrate that there is a conflict between energy cost efficiency and peak shaving, with the decision-makers needing to make a collaborative decision.

Keywords: electric vehicles, multi-objective optimization, uncertainty, mixed integer linear programming

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Authors: Tunjo Perič, Marin Fatović

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In this paper a new methodology for vendor selection and supply quotas determination (VSSQD) is proposed. The problem of VSSQD is solved by the model that combines revised weighting method for determining the objective function coefficients, and a multiple objective linear programming (MOLP) method based on the cooperative game theory for VSSQD. The criteria used for VSSQD are: (1) purchase costs and (2) product quality supplied by individual vendors. The proposed methodology is tested on the example of flour purchase for a bakery with two decision makers.

Keywords: cooperative game theory, multiple objective linear programming, revised weighting method, vendor selection

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Authors: Babak H. Tabrizi, Seyed Farid Ghaderi

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On-time availability of materials in the construction sites plays an outstanding role in successful achievement of project’s deliverables. Thus, this paper has investigated formulation of project scheduling and material procurement at the same time, by a mixed-integer programming model, aiming to minimize/maximize penalty/reward to deliver the project and minimize material holding, ordering, and procurement costs, respectively. We have taken both all-units and incremental discount possibilities into consideration to address more flexibility from the procurement side with regard to real world conditions. Finally, the applicability and efficiency of the mathematical model is tested by different numerical examples.

Keywords: discount strategies, material purchasing, project planning, project scheduling

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Authors: Ivan Stanev, Maria Koleva

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A common platform for automated programming (CPAP) is defined in details. Two versions of CPAP are described: Cloud-based (including the set of components for classic programming, and the set of components for combined programming) and KBASE based (including the set of components for automated programming, and the set of components for ontology programming). Four KBASE products (module for automated programming of robots, intelligent product manual, intelligent document display, and intelligent form generator) are analyzed and CPAP contributions to automated programming are presented.

Keywords: automated programming, cloud computing, knowledge based software engineering, service oriented architecture

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Authors: Alex Contarino

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

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

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Authors: Matthew T. Wilson

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This paper covers a selection of research utilizing grammar-based genetic programming, and illustrates how context-free grammar can be used to constrain genetic programming. It focuses heavily on grammatical evolution, one of the most popular variants of grammar-based genetic programming, and the way its operators and terminals are specialized and modified from those in genetic programming. A variety of implementations of grammatical evolution for general use are covered, as well as research each focused on using grammatical evolution or grammar-based genetic programming on a single application, or to solve a specific problem, including some of the classically considered genetic programming problems, such as the Santa Fe Trail.

Keywords: context-free grammar, genetic algorithms, genetic programming, grammatical evolution

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Authors: Ignatio Madanhire, Charles Mbohwa

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This study looks at the best model of aggregate planning activity in an industrial entity and uses the trial and error method on spreadsheets to solve aggregate production planning problems. Also linear programming model is introduced to optimize the aggregate production planning problem. Application of the models in a furniture production firm is evaluated to demonstrate that practical and beneficial solutions can be obtained from the models. Finally some benchmarking of other furniture manufacturing industries was undertaken to assess relevance and level of use in other furniture firms

Keywords: aggregate production planning, trial and error, linear programming, furniture industry

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Authors: Meesun Sun, Yongmin Kim

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Estimating maintenance cost is crucial in defense management because it affects military budgets and availability of equipment. When it comes to estimating maintenance cost of the deployed equipment, time series forecasting can be applied with the actual historical cost data. It is more difficult issue to estimate maintenance cost of new equipment for which the actual costs are not provided. In this underlying context, this study proposes an analytical method for maintenance cost estimating relationships (CERs) development of helicopters using linear programming. The CERs can be applied to a new helicopter because they use non-cost independent variables such as the number of engines, the empty weight and so on. In the Republic of Korea, the maintenance cost of new equipment has been usually estimated by reflecting maintenance cost to unit price ratio of the legacy equipment. This study confirms that the CERs perform well for the 10 types of airmobile helicopters in terms of mean absolute percentage error by applying leave-one-out cross-validation. The suggested method is very useful to estimate the maintenance cost of new equipment and can help in the affordability assessment of acquisition program portfolios for total life cycle systems management.

Keywords: affordability analysis, cost estimating relationship, helicopter, linear programming, maintenance cost

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Authors: C. Senabre, S. Valero, M. Lopez, E. Velasco, M. Sanchez

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This paper focuses on an application of linear mixed models to short-term load forecasting. The challenge of this research is to improve a currently working model at the Spanish Transport System Operator, programmed by us, and based on linear autoregressive techniques and neural networks. The forecasting system currently forecasts each of the regions within the Spanish grid separately, even though the behavior of the load in each region is affected by the same factors in a similar way. A load forecasting system has been verified in this work by using the real data from a utility. In this research it has been used an integration of several regions into a linear mixed model as starting point to obtain the information from other regions. Firstly, the systems to learn general behaviors present in all regions, and secondly, it is identified individual deviation in each regions. The technique can be especially useful when modeling the effect of special days with scarce information from the past. The three most relevant regions of the system have been used to test the model, focusing on special day and improving the performance of both currently working models used as benchmark. A range of comparisons with different forecasting models has been conducted. The forecasting results demonstrate the superiority of the proposed methodology.

Keywords: short-term load forecasting, mixed effects models, neural networks, mixed effects models

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Authors: Panudet Saengseedam, Nanthachai Kantanantha

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This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, linear mixed model, multivariate conditional autoregressive model, spatial time series

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Authors: Tao Yin, Zeqiang Zhang, Wei Liang, Yanqing Zeng, Yu Zhang

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To accelerate the remanufacturing process of electronic waste products, this study designs a partial disassembly line with the multi-robotic station to effectively dispose of excessive wastes. The multi-robotic partial disassembly line is a technical upgrade to the existing manual disassembly line. Balancing optimization can make the disassembly line smoother and more efficient. For partial disassembly line balancing with the multi-robotic station (PDLBMRS), a mixed-integer programming model (MIPM) considering the robotic efficiency differences is established to minimize cycle time, energy consumption and hazard index and to calculate their optimal global values. Besides, an enhanced NSGA-II algorithm (HNSGA-II) is proposed to optimize PDLBMRS efficiently. Finally, MIPM and HNSGA-II are applied to an actual mixed disassembly case of two types of computers, the comparison of the results solved by GUROBI and HNSGA-II verifies the correctness of the model and excellent performance of the algorithm, and the obtained Pareto solution set provides multiple options for decision-makers.

Keywords: waste disposal, disassembly line balancing, multi-robot station, robotic efficiency difference, HNSGA-II

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Authors: Fernando Maass, Pablo Martin, Jorge Olivares

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Fractional derivatives have become very important in several areas of Engineering, however, the solutions of simple differential equations are not known. Here we are considering the simplest first order nonhomogeneous differential equations with Bessel regular functions of the first kind, in this way the solutions have been found which are hypergeometric solutions for any fractional derivative of order α, where α is rational number α=m/p, between zero and one. The way to find this result is by using Laplace transform and the Caputo definitions of fractional derivatives. This method is for values longer than one. However for α entire number the hypergeometric functions are Kumer type, no integer values of alpha, the hypergeometric function is more complicated is type ₂F₃(a,b,c, t2/2). The argument of the hypergeometric changes sign when we go from the regular Bessel functions to the modified Bessel functions of the first kind, however it integer seems that using precise values of α and considering no integers values of α, a solution can be obtained in terms of two hypergeometric functions. Further research is required for future papers in order to obtain the general solution for any rational value of α.

Keywords: Caputo, fractional calculation, hypergeometric, linear differential equations

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Authors: Luis A. Lizama-Perez, Manuel J. Linares, Mauricio Lopez

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We introduce a method to perform remote user authentication on what we call non-invertible cryptography. It exploits the fact that the multiplication of an invertible integer and a non-invertible integer in a ring Zn produces a non-invertible integer making infeasible to compute factorization. The protocol requires the smallest key size when is compared with the main public key algorithms as Diffie-Hellman, Rivest-Shamir-Adleman or Elliptic Curve Cryptography. Since we found that the unique opportunity for the eavesdropper is to mount an exhaustive search on the keys, the protocol seems to be post-quantum.

Keywords: invertible, non-invertible, ring, key transfer

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Authors: Sami Baraketi, Jean Marie Garcia, Olivier Brun

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Wavelength Division Multiplexing (WDM) is the dominant transport technology used in numerous high capacity backbone networks, based on optical infrastructures. Given the importance of costs (CapEx and OpEx) associated to these networks, resource management is becoming increasingly important, especially how the optical circuits, called “lightpaths”, are routed throughout the network. This requires the use of efficient algorithms which provide routing strategies with the lowest cost. We focus on the lightpath routing and wavelength assignment problem, known as the RWA problem, while optimizing wavelength fragmentation over the network. Wavelength fragmentation poses a serious challenge for network operators since it leads to the misuse of the wavelength spectrum, and then to the refusal of new lightpath requests. In this paper, we first establish a new Integer Linear Program (ILP) for the problem based on a node-link formulation. This formulation is based on a multilayer approach where the original network is decomposed into several network layers, each corresponding to a wavelength. Furthermore, we propose an efficient heuristic for the problem based on a greedy algorithm followed by a post-treatment procedure. The obtained results show that the optimal solution is often reached. We also compare our results with those of other RWA heuristic methods.

Keywords: WDM, lightpath, RWA, wavelength fragmentation, optimization, linear programming, heuristic

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Authors: Alvaro Javier Ortega

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A large number of companies face the challenge of matching highly-skilled professionals to high-end positions by human resource deployment professionals. However, when the professional list and tasks to be matched are larger than a few dozens, this process result is far from optimal and takes a long time to be made. Therefore, an automated assignment algorithm for this workforce management problem is needed. The majority of companies are divided into several sectors or departments, where trained employees with different experience levels deal with a large number of tasks daily. Also, the execution order of all tasks is of mater consequence, due to some of these tasks just can be run it if the result of another task is provided. Thus, a wrong execution order leads to large waiting times between consecutive tasks. The desired goal is, therefore, creating accurate matches and a near-optimal execution order that maximizes the number of tasks performed and minimizes the idle time of the expensive skilled employees. The problem described before can be model as a mixed-integer non-linear programming (MINLP) as it will be shown in detail through this paper. A large number of MINLP algorithms have been proposed in the literature. Here, genetic algorithm solutions are considered and a comparison between two different mutation approaches is presented. The simulated results considering different complexity levels of assignment decisions show the appropriateness of the proposed model.

Keywords: employees, genetic algorithm, industry management, workforce

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Authors: Mustafa Ekici, Sacide Güzin Mazman

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Programming is the one of ability in computer science fields which is generally perceived difficult by students and various individual differences have been implicated in that ability success. Although several factors that affect programming ability have been identified over the years, there is not still a full understanding of why some students learn to program easily and quickly while others find it complex and difficult. Programming self-efficacy and mathematic success are two of those essential individual differences which are handled as having important effect on the programming success. This study aimed to identify the relationship between programming performance, programming self efficacy and mathematics success. The study group is consisted of 96 undergraduates from Department of Econometrics of Uşak University. 38 (39,58%) of the participants are female while 58 (60,41%) of them are male. Study was conducted in the programming-I course during 2014-2015 fall term. Data collection tools are comprised of programming course final grades, programming self efficacy scale and a mathematics achievement test. Data was analyzed through correlation analysis. The result of study will be reported in the full text of the study.

Keywords: programming performance, self efficacy, mathematic success, computer science

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Authors: Omar A. Abuobidalla, Mingyuan Chen, Satyaveer S. Chauhan

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Railroad transportation of hazardous materials freights is important to the North America economics that supports the national’s supply chain. This paper introduces various extensions of the dynamic hazardous materials trip plan problems. The problem captures most of the operational features of a real-world railroad transportations systems that dynamically initiates a set of blocks and assigns each shipment to a single block path or multiple block paths. The dynamic hazardous materials trip plan policies have distinguishing features that are integrating the blocking plan, and the block activation decisions. We also present a non-linear mixed integer programming formulation for each variant and present managerial insights based on a hypothetical railroad network. The computation results reveal that the dynamic car scheduling policies are not only able to take advantage of the capacity of the network but also capable of diminishing the population, and environment risks by rerouting the active blocks along the least risky train services without sacrificing the cost advantage of the railroad. The empirical results of this research illustrate that the issue of integrating the blocking plan, and the train makeup of the hazardous materials freights must receive closer attentions.

Keywords: dynamic car scheduling, planning and scheduling hazardous materials freights, airborne hazardous materials, gaussian plume model, integrated blocking and routing plans, box model

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Authors: Pitsanu Tongkhow, Pichet Jiraprasertwong

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This research investigates risk factors for defective products in autoparts factories. Under a Bayesian framework, a generalized linear mixed model (GLMM) in which the dependent variable, the number of defective products, has a Poisson distribution is adopted. Its performance is compared with the Poisson GLM under a Bayesian framework. The factors considered are production process, machines, and workers. The products coded RT50 are observed. The study found that the Poisson GLMM is more appropriate than the Poisson GLM. For the production Process factor, the highest risk of producing defective products is Process 1, for the Machine factor, the highest risk is Machine 5, and for the Worker factor, the highest risk is Worker 6.

Keywords: defective autoparts products, Bayesian framework, generalized linear mixed model (GLMM), risk factors

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Authors: A. A. Behroozpoor, M. M. Mazarei

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In this paper, a fuzzy recurrent neural network is proposed for solving the classical quadratic control problem subject to linear equality and bound constraints. The convergence of the state variables of the proposed neural network to achieve solution optimality is guaranteed.

Keywords: REFERENCES [1] Xia, Y, A new neural network for solving linear and quadratic programming problems. IEEE Transactions on Neural Networks, 7(6), 1996, pp.1544–1548. [2] Xia, Y., & Wang, J, A recurrent neural network for solving nonlinear convex programs subject to linear constraints. IEEE Transactions on Neural Networks, 16(2), 2005, pp. 379–386. [3] Xia, Y., H, Leung, & J, Wang, A projection neural network and its application to constrained optimization problems. IEEE Transactions Circuits and Systems-I, 49(4), 2002, pp.447–458.B. [4] Q. Liu, Z. Guo, J. Wang, A one-layer recurrent neural network for constrained seudoconvex optimization and its application for dynamic portfolio optimization. Neural Networks, 26, 2012, pp. 99-109.

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Authors: Mounir Zili

Abstract:

We will introduce a new extension of the Brownian motion, that could serve to get a good model of many natural phenomena. It is a linear combination of a finite number of sub-fractional Brownian motions; that is why we will call it the mixed sub-fractional Brownian motion. We will present some basic properties of this process. Among others, we will check that our process is non-Markovian and that it has non-stationary increments. We will also give the conditions under which it is a semimartingale. Finally, the main features of its sample paths will be specified.

Keywords: mixed Gaussian processes, Sub-fractional Brownian motion, sample paths

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Authors: Pratiksha Saxena, Dipti Singh, Neha Khanna

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A self-organizing migrating genetic algorithm(C-SOMGA) is developed for animal diet formulation. This paper presents animal diet formulation using stochastic and genetic algorithm. Tri-objective models for cost minimization and shelf life maximization are developed. These objectives are achieved by combination of stochastic programming and C-SOMGA. Stochastic programming is used to introduce nutrient variability for animal diet. Self-organizing migrating genetic algorithm provides exact and quick solution and presents an innovative approach towards successful application of soft computing technique in the area of animal diet formulation.

Keywords: animal feed ration, feed formulation, linear programming, stochastic programming, self-migrating genetic algorithm, C-SOMGA technique, shelf life maximization, cost minimization, nutrient maximization

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Authors: Romeo A. Botes, Imelda Smit

Abstract:

The demands of an ever changing and complex higher education environment, along with the profile of modern learners challenge current approaches to assessment and feedback. More learners enter the education system every year. The younger generation expects immediate feedback. At the same time, feedback should be meaningful. The assessment of practical activities in programming poses a particular problem, since both lecturers and learners in the information and computer science discipline acknowledge that paper-based assessment for programming subjects lacks meaningful real-life testing. At the same time, feedback lacks promptness, consistency, comprehensiveness and individualisation. Most of these aspects may be addressed by modern, technology-assisted assessment. The focus of this paper is the continuous development of an artefact that is used to assist the lecturer in the assessment and feedback of practical programming activities in a senior database programming class. The artefact was developed using three Design Science Research cycles. The first implementation allowed one programming activity submission per assessment intervention. This pilot provided valuable insight into the obstacles regarding the implementation of this type of assessment tool. A second implementation improved the initial version to allow multiple programming activity submissions per assessment. The focus of this version is on providing scaffold feedback to the learner – allowing improvement with each subsequent submission. It also has a built-in capability to provide the lecturer with information regarding the key problem areas of each assessment intervention.

Keywords: programming, computer-aided assessment, technology-assisted assessment, programming assessment software, design science research, mixed-method

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Authors: Moses Mwangi, Geert Verbeke, Geert Molenberghs

Abstract:

Cross-over designs are commonly used in randomized clinical trials to estimate efficacy of a new treatment with respect to a reference treatment (placebo or standard). The main advantage of using cross-over design over conventional parallel design is its flexibility, where every subject become its own control, thereby reducing confounding effect. Jones & Kenward, discuss in detail more recent developments in the analysis of cross-over trials. We revisit the simple piecewise linear mixed-effects model, proposed by Mwangi et. al, (in press) for its first application in the analysis of cross-over trials. We compared performance of the proposed piecewise linear mixed-effects model with two commonly cited statistical models namely, (1) Grizzle model; and (2) Jones & Kenward model, used in estimation of the treatment effect, in the analysis of randomized cross-over trial. We estimate two performance measurements (mean square error (MSE) and coverage probability) for the three methods, using data simulated from the proposed piecewise linear mixed-effects model. Piecewise linear mixed-effects model yielded lowest MSE estimates compared to Grizzle and Jones & Kenward models for both small (Nobs=20) and large (Nobs=600) sample sizes. It’s coverage probability were highest compared to Grizzle and Jones & Kenward models for both small and large sample sizes. A piecewise linear mixed-effects model is a better estimator of treatment effect than its two competing estimators (Grizzle and Jones & Kenward models) in the analysis of cross-over trials. The data generating mechanism used in this paper captures two time periods for a simple 2-Treatments x 2-Periods cross-over design. Its application is extendible to more complex cross-over designs with multiple treatments and periods. In addition, it is important to note that, even for single response models, adding more random effects increases the complexity of the model and thus may be difficult or impossible to fit in some cases.

Keywords: Evaluation, Grizzle model, Jones & Kenward model, Performance measures, Simulation

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Authors: Abiodun Ladanu Ajala, Wuyi Oke

Abstract:

Mathematical simulation and optimization models packaged within interactive computer programs provide a common way for planners and managers to predict the behaviour of any proposed water resources system design or management policy before it is implemented. Modeling presents a principal technique of predicting the behaviour of the proposed infrastructural designs or management policies. Models can be developed and used to help identify specific alternative plans that best meet those objectives. This study discusses various types of models, their development, architecture, data requirements, and applications in the field of engineering. It also outlines the advantages and limitations of each the optimization and simulation models presented. The techniques explored in this review include; dynamic programming, linear programming, fuzzy optimization, evolutionary algorithms and finally artificial intelligence techniques. Previous studies carried out using some of the techniques mentioned above were reviewed, and most of the results from different researches showed that indeed optimization and simulation provides viable alternatives and predictions which form a basis for decision making in building engineering structures and also in engineering planning and management.

Keywords: linear programming, mutation, optimization, simulation

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Authors: Mounir Zili

Abstract:

We will introduce a new extension of the Brownian motion, that could serve to get a good model of many natural phenomena. It is a linear combination of a finite number of sub-fractional Brownian motions; that is why we will call it the mixed sub-fractional Brownian motion. We will present some basic properties of this process. Among others, we will check that our process is non-markovian and that it has non-stationary increments. We will also give the conditions under which it is a semi-martingale. Finally, the main features of its sample paths will be specified.

Keywords: fractal dimensions, mixed gaussian processes, sample paths, sub-fractional brownian motion

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Authors: Peng Li, Chuanri Li, Tao Li

Abstract:

Reliability allocation is quite important during early design and development stages for a system to apportion its specified reliability goal to subsystems. This paper improves the reliability fuzzy allocation method and gives concrete processes on determining the factor set, the factor weight set, judgment set, and multi-grade fuzzy comprehensive evaluation. To determine the weight of factor set, the modified trapezoidal numbers are proposed to reduce errors caused by subjective factors. To decrease the fuzziness in the fuzzy division, an approximation method based on linear programming is employed. To compute the explicit values of fuzzy numbers, centroid method of defuzzification is considered. An example is provided to illustrate the application of the proposed reliability allocation method based on fuzzy arithmetic.

Keywords: reliability allocation, fuzzy arithmetic, allocation weight, linear programming

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