Search results for: data optimization
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 26479

Search results for: data optimization

26419 Application the Queuing Theory in the Warehouse Optimization

Authors: Jaroslav Masek, Juraj Camaj, Eva Nedeliakova

Abstract:

The aim of optimization of store management is not only designing the situation of store management itself including its equipment, technology and operation. In optimization of store management we need to consider also synchronizing of technological, transport, store and service operations throughout the whole process of logistic chain in such a way that a natural flow of material from provider to consumer will be achieved the shortest possible way, in the shortest possible time in requested quality and quantity and with minimum costs. The paper deals with the application of the queuing theory for optimization of warehouse processes. The first part refers to common information about the problematic of warehousing and using mathematical methods for logistics chains optimization. The second part refers to preparing a model of a warehouse within queuing theory. The conclusion of the paper includes two examples of using queuing theory in praxis.

Keywords: queuing theory, logistics system, mathematical methods, warehouse optimization

Procedia PDF Downloads 560
26418 Comparison of ANFIS Update Methods Using Genetic Algorithm, Particle Swarm Optimization, and Artificial Bee Colony

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

Abstract:

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

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

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26417 A Relative Entropy Regularization Approach for Fuzzy C-Means Clustering Problem

Authors: Ouafa Amira, Jiangshe Zhang

Abstract:

Clustering is an unsupervised machine learning technique; its aim is to extract the data structures, in which similar data objects are grouped in the same cluster, whereas dissimilar objects are grouped in different clusters. Clustering methods are widely utilized in different fields, such as: image processing, computer vision , and pattern recognition, etc. Fuzzy c-means clustering (fcm) is one of the most well known fuzzy clustering methods. It is based on solving an optimization problem, in which a minimization of a given cost function has been studied. This minimization aims to decrease the dissimilarity inside clusters, where the dissimilarity here is measured by the distances between data objects and cluster centers. The degree of belonging of a data point in a cluster is measured by a membership function which is included in the interval [0, 1]. In fcm clustering, the membership degree is constrained with the condition that the sum of a data object’s memberships in all clusters must be equal to one. This constraint can cause several problems, specially when our data objects are included in a noisy space. Regularization approach took a part in fuzzy c-means clustering technique. This process introduces an additional information in order to solve an ill-posed optimization problem. In this study, we focus on regularization by relative entropy approach, where in our optimization problem we aim to minimize the dissimilarity inside clusters. Finding an appropriate membership degree to each data object is our objective, because an appropriate membership degree leads to an accurate clustering result. Our clustering results in synthetic data sets, gaussian based data sets, and real world data sets show that our proposed model achieves a good accuracy.

Keywords: clustering, fuzzy c-means, regularization, relative entropy

Procedia PDF Downloads 241
26416 Particle Swarm Optimization and Quantum Particle Swarm Optimization to Multidimensional Function Approximation

Authors: Diogo Silva, Fadul Rodor, Carlos Moraes

Abstract:

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

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

Procedia PDF Downloads 550
26415 Algorithm Development of Individual Lumped Parameter Modelling for Blood Circulatory System: An Optimization Study

Authors: Bao Li, Aike Qiao, Gaoyang Li, Youjun Liu

Abstract:

Background: Lumped parameter model (LPM) is a common numerical model for hemodynamic calculation. LPM uses circuit elements to simulate the human blood circulatory system. Physiological indicators and characteristics can be acquired through the model. However, due to the different physiological indicators of each individual, parameters in LPM should be personalized in order for convincing calculated results, which can reflect the individual physiological information. This study aimed to develop an automatic and effective optimization method to personalize the parameters in LPM of the blood circulatory system, which is of great significance to the numerical simulation of individual hemodynamics. Methods: A closed-loop LPM of the human blood circulatory system that is applicable for most persons were established based on the anatomical structures and physiological parameters. The patient-specific physiological data of 5 volunteers were non-invasively collected as personalized objectives of individual LPM. In this study, the blood pressure and flow rate of heart, brain, and limbs were the main concerns. The collected systolic blood pressure, diastolic blood pressure, cardiac output, and heart rate were set as objective data, and the waveforms of carotid artery flow and ankle pressure were set as objective waveforms. Aiming at the collected data and waveforms, sensitivity analysis of each parameter in LPM was conducted to determine the sensitive parameters that have an obvious influence on the objectives. Simulated annealing was adopted to iteratively optimize the sensitive parameters, and the objective function during optimization was the root mean square error between the collected waveforms and data and simulated waveforms and data. Each parameter in LPM was optimized 500 times. Results: In this study, the sensitive parameters in LPM were optimized according to the collected data of 5 individuals. Results show a slight error between collected and simulated data. The average relative root mean square error of all optimization objectives of 5 samples were 2.21%, 3.59%, 4.75%, 4.24%, and 3.56%, respectively. Conclusions: Slight error demonstrated good effects of optimization. The individual modeling algorithm developed in this study can effectively achieve the individualization of LPM for the blood circulatory system. LPM with individual parameters can output the individual physiological indicators after optimization, which are applicable for the numerical simulation of patient-specific hemodynamics.

Keywords: blood circulatory system, individual physiological indicators, lumped parameter model, optimization algorithm

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26414 Thinned Elliptical Cylindrical Antenna Array Synthesis Using Particle Swarm Optimization

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

Abstract:

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

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

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26413 Dynamic Construction Site Layout Using Ant Colony Optimization

Authors: Yassir AbdelRazig

Abstract:

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

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

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26412 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

Abstract:

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 358
26411 Multiobjective Optimization of a Pharmaceutical Formulation Using Regression Method

Authors: J. Satya Eswari, Ch. Venkateswarlu

Abstract:

The formulation of a commercial pharmaceutical product involves several composition factors and response characteristics. When the formulation requires to satisfy multiple response characteristics which are conflicting, an optimal solution requires the need for an efficient multiobjective optimization technique. In this work, a regression is combined with a non-dominated sorting differential evolution (NSDE) involving Naïve & Slow and ε constraint techniques to derive different multiobjective optimization strategies, which are then evaluated by means of a trapidil pharmaceutical formulation. The analysis of the results show the effectiveness of the strategy that combines the regression model and NSDE with the integration of both Naïve & Slow and ε constraint techniques for Pareto optimization of trapidil formulation. With this strategy, the optimal formulation at pH=6.8 is obtained with the decision variables of micro crystalline cellulose, hydroxypropyl methylcellulose and compression pressure. The corresponding response characteristics of rate constant and release order are also noted down. The comparison of these results with the experimental data and with those of other multiple regression model based multiobjective evolutionary optimization strategies signify the better performance for optimal trapidil formulation.

Keywords: pharmaceutical formulation, multiple regression model, response surface method, radial basis function network, differential evolution, multiobjective optimization

Procedia PDF Downloads 384
26410 An Enhanced Harmony Search (ENHS) Algorithm for Solving Optimization Problems

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

Abstract:

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

Keywords: optimization, harmony search algorithm, MATLAB, electronic

Procedia PDF Downloads 429
26409 Parametric Optimization of Electric Discharge Machining Process Using Taguchi's Method and Grey Relation Analysis

Authors: Pushpendra S. Bharti

Abstract:

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

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

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26408 Global Optimization Techniques for Optimal Placement of HF Antennas on a Shipboard

Authors: Mustafa Ural, Can Bayseferogulari

Abstract:

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

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

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26407 An Enhanced Particle Swarm Optimization Algorithm for Multiobjective Problems

Authors: Houda Abadlia, Nadia Smairi, Khaled Ghedira

Abstract:

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

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

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26406 Cuckoo Search Optimization for Black Scholes Option Pricing

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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26405 Topology Optimization of Structures with Web-Openings

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

Abstract:

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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26404 A Deep Learning Based Method for Faster 3D Structural Topology Optimization

Authors: Arya Prakash Padhi, Anupam Chakrabarti, Rajib Chowdhury

Abstract:

Topology or layout optimization often gives better performing economic structures and is very helpful in the conceptual design phase. But traditionally it is being done in finite element-based optimization schemes which, although gives a good result, is very time-consuming especially in 3D structures. Among other alternatives machine learning, especially deep learning-based methods, have a very good potential in resolving this computational issue. Here convolutional neural network (3D-CNN) based variational auto encoder (VAE) is trained using a dataset generated from commercially available topology optimization code ABAQUS Tosca using solid isotropic material with penalization (SIMP) method for compliance minimization. The encoded data in latent space is then fed to a 3D generative adversarial network (3D-GAN) to generate the outcome in 64x64x64 size. Here the network consists of 3D volumetric CNN with rectified linear unit (ReLU) activation in between and sigmoid activation in the end. The proposed network is seen to provide almost optimal results with significantly reduced computational time, as there is no iteration involved.

Keywords: 3D generative adversarial network, deep learning, structural topology optimization, variational auto encoder

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26403 A Hybrid Derivative-Free Optimization Method for Pass Schedule Calculation in Cold Rolling Mill

Authors: Mohammadhadi Mirmohammadi, Reza Safian, Hossein Haddad

Abstract:

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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26402 Influence of Optimization Method on Parameters Identification of Hyperelastic Models

Authors: Bale Baidi Blaise, Gilles Marckmann, Liman Kaoye, Talaka Dya, Moustapha Bachirou, Gambo Betchewe, Tibi Beda

Abstract:

This work highlights the capabilities of particles swarm optimization (PSO) method to identify parameters of hyperelastic models. The study compares this method with Genetic Algorithm (GA) method, Least Squares (LS) method, Pattern Search Algorithm (PSA) method, Beda-Chevalier (BC) method and the Levenberg-Marquardt (LM) method. Four classic hyperelastic models are used to test the different methods through parameters identification. Then, the study compares the ability of these models to reproduce experimental Treloar data in simple tension, biaxial tension and pure shear.

Keywords: particle swarm optimization, identification, hyperelastic, model

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26401 A Robust Optimization Model for Multi-Objective Closed-Loop Supply Chain

Authors: Mohammad Y. Badiee, Saeed Golestani, Mir Saman Pishvaee

Abstract:

In recent years consumers and governments have been pushing companies to design their activities in such a way as to reduce negative environmental impacts by producing renewable product or threat free disposal policy more and more. It is therefore important to focus more accurate to the optimization of various aspect of total supply chain. Modeling a supply chain can be a challenging process due to the fact that there are a large number of factors that need to be considered in the model. The use of multi-objective optimization can lead to overcome those problems since more information is used when designing the model. Uncertainty is inevitable in real world. Considering uncertainty on parameters in addition to use multi-objectives are ways to give more flexibility to the decision making process since the process can take into account much more constraints and requirements. In this paper we demonstrate a stochastic scenario based robust model to cope with uncertainty in a closed-loop multi-objective supply chain. By applying the proposed model in a real world case, the power of proposed model in handling data uncertainty is shown.

Keywords: supply chain management, closed-loop supply chain, multi-objective optimization, goal programming, uncertainty, robust optimization

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26400 Printed Thai Character Recognition Using Particle Swarm Optimization Algorithm

Authors: Phawin Sangsuvan, Chutimet Srinilta

Abstract:

This Paper presents the applications of Particle Swarm Optimization (PSO) Method for Thai optical character recognition (OCR). OCR consists of the pre-processing, character recognition and post-processing. Before enter into recognition process. The Character must be “Prepped” by pre-processing process. The PSO is an optimization method that belongs to the swarm intelligence family based on the imitation of social behavior patterns of animals. Route of each particle is determined by an individual data among neighborhood particles. The interaction of the particles with neighbors is the advantage of Particle Swarm to determine the best solution. So PSO is interested by a lot of researchers in many difficult problems including character recognition. As the previous this research used a Projection Histogram to extract printed digits features and defined the simple Fitness Function for PSO. The results reveal that PSO gives 67.73% for testing dataset. So in the future there can be explored enhancement the better performance of PSO with improve the Fitness Function.

Keywords: character recognition, histogram projection, particle swarm optimization, pattern recognition techniques

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26399 Nelder-Mead Parametric Optimization of Elastic Metamaterials with Artificial Neural Network Surrogate Model

Authors: Jiaqi Dong, Qing-Hua Qin, Yi Xiao

Abstract:

Some of the most fundamental challenges of elastic metamaterials (EMMs) optimization can be attributed to the high consumption of computational power resulted from finite element analysis (FEA) simulations that render the optimization process inefficient. Furthermore, due to the inherent mesh dependence of FEA, minuscule geometry features, which often emerge during the later stages of optimization, induce very fine elements, resulting in enormously high time consumption, particularly when repetitive solutions are needed for computing the objective function. In this study, a surrogate modelling algorithm is developed to reduce computational time in structural optimization of EMMs. The surrogate model is constructed based on a multilayer feedforward artificial neural network (ANN) architecture, trained with prepopulated eigenfrequency data prepopulated from FEA simulation and optimized through regime selection with genetic algorithm (GA) to improve its accuracy in predicting the location and width of the primary elastic band gap. With the optimized ANN surrogate at the core, a Nelder-Mead (NM) algorithm is established and its performance inspected in comparison to the FEA solution. The ANNNM model shows remarkable accuracy in predicting the band gap width and a reduction of time consumption by 47%.

Keywords: artificial neural network, machine learning, mechanical metamaterials, Nelder-Mead optimization

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26398 Simulation-Based Optimization Approach for an Electro-Plating Production Process Based on Theory of Constraints and Data Envelopment Analysis

Authors: Mayada Attia Ibrahim

Abstract:

Evaluating and developing the electroplating production process is a key challenge in this type of process. The process is influenced by several factors such as process parameters, process costs, and production environments. Analyzing and optimizing all these factors together requires extensive analytical techniques that are not available in real-case industrial entities. This paper presents a practice-based framework for the evaluation and optimization of some of the crucial factors that affect the costs and production times associated with this type of process, energy costs, material costs, and product flow times. The proposed approach uses Design of Experiments, Discrete-Event Simulation, and Theory of Constraints were respectively used to identify the most significant factors affecting the production process and simulate a real production line to recognize the effect of these factors and assign possible bottlenecks. Several scenarios are generated as corrective strategies for improving the production line. Following that, data envelopment analysis CCR input-oriented DEA model is used to evaluate and optimize the suggested scenarios.

Keywords: electroplating process, simulation, design of experiment, performance optimization, theory of constraints, data envelopment analysis

Procedia PDF Downloads 65
26397 Functional and Efficient Query Interpreters: Principle, Application and Performances’ Comparison

Authors: Laurent Thiry, Michel Hassenforder

Abstract:

This paper presents a general approach to implement efficient queries’ interpreters in a functional programming language. Indeed, most of the standard tools actually available use an imperative and/or object-oriented language for the implementation (e.g. Java for Jena-Fuseki) but other paradigms are possible with, maybe, better performances. To proceed, the paper first explains how to model data structures and queries in a functional point of view. Then, it proposes a general methodology to get performances (i.e. number of computation steps to answer a query) then it explains how to integrate some optimization techniques (short-cut fusion and, more important, data transformations). It then compares the functional server proposed to a standard tool (Fuseki) demonstrating that the first one can be twice to ten times faster to answer queries.

Keywords: data transformation, functional programming, information server, optimization

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26396 Credit Card Fraud Detection with Ensemble Model: A Meta-Heuristic Approach

Authors: Gong Zhilin, Jing Yang, Jian Yin

Abstract:

The purpose of this paper is to develop a novel system for credit card fraud detection based on sequential modeling of data using hybrid deep learning models. The projected model encapsulates five major phases are pre-processing, imbalance-data handling, feature extraction, optimal feature selection, and fraud detection with an ensemble classifier. The collected raw data (input) is pre-processed to enhance the quality of the data through alleviation of the missing data, noisy data as well as null values. The pre-processed data are class imbalanced in nature, and therefore they are handled effectively with the K-means clustering-based SMOTE model. From the balanced class data, the most relevant features like improved Principal Component Analysis (PCA), statistical features (mean, median, standard deviation) and higher-order statistical features (skewness and kurtosis). Among the extracted features, the most optimal features are selected with the Self-improved Arithmetic Optimization Algorithm (SI-AOA). This SI-AOA model is the conceptual improvement of the standard Arithmetic Optimization Algorithm. The deep learning models like Long Short-Term Memory (LSTM), Convolutional Neural Network (CNN), and optimized Quantum Deep Neural Network (QDNN). The LSTM and CNN are trained with the extracted optimal features. The outcomes from LSTM and CNN will enter as input to optimized QDNN that provides the final detection outcome. Since the QDNN is the ultimate detector, its weight function is fine-tuned with the Self-improved Arithmetic Optimization Algorithm (SI-AOA).

Keywords: credit card, data mining, fraud detection, money transactions

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26395 Optimization of Black-Litterman Model for Portfolio Assets Allocation

Authors: A. Hidalgo, A. Desportes, E. Bonin, A. Kadaoui, T. Bouaricha

Abstract:

Present paper is concerned with portfolio management with Black-Litterman (B-L) model. Considered stocks are exclusively limited to large companies stocks on US market. Results obtained by application of the model are presented. From analysis of collected Dow Jones stock data, remarkable explicit analytical expression of optimal B-L parameter τ, which scales dispersion of normal distribution of assets mean return, is proposed in terms of standard deviation of covariance matrix. Implementation has been developed in Matlab environment to split optimization in Markovitz sense from specific elements related to B-L representation.

Keywords: Black-Litterman, Markowitz, market data, portfolio manager opinion

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26394 Multimodal Optimization of Density-Based Clustering Using Collective Animal Behavior Algorithm

Authors: Kristian Bautista, Ruben A. Idoy

Abstract:

A bio-inspired metaheuristic algorithm inspired by the theory of collective animal behavior (CAB) was integrated to density-based clustering modeled as multimodal optimization problem. The algorithm was tested on synthetic, Iris, Glass, Pima and Thyroid data sets in order to measure its effectiveness relative to CDE-based Clustering algorithm. Upon preliminary testing, it was found out that one of the parameter settings used was ineffective in performing clustering when applied to the algorithm prompting the researcher to do an investigation. It was revealed that fine tuning distance δ3 that determines the extent to which a given data point will be clustered helped improve the quality of cluster output. Even though the modification of distance δ3 significantly improved the solution quality and cluster output of the algorithm, results suggest that there is no difference between the population mean of the solutions obtained using the original and modified parameter setting for all data sets. This implies that using either the original or modified parameter setting will not have any effect towards obtaining the best global and local animal positions. Results also suggest that CDE-based clustering algorithm is better than CAB-density clustering algorithm for all data sets. Nevertheless, CAB-density clustering algorithm is still a good clustering algorithm because it has correctly identified the number of classes of some data sets more frequently in a thirty trial run with a much smaller standard deviation, a potential in clustering high dimensional data sets. Thus, the researcher recommends further investigation in the post-processing stage of the algorithm.

Keywords: clustering, metaheuristics, collective animal behavior algorithm, density-based clustering, multimodal optimization

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26393 The Application of Artificial Neural Network for Bridge Structures Design Optimization

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

Abstract:

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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26392 Metareasoning Image Optimization Q-Learning

Authors: Mahasa Zahirnia

Abstract:

The purpose of this paper is to explore new and effective ways of optimizing satellite images using artificial intelligence, and the process of implementing reinforcement learning to enhance the quality of data captured within the image. In our implementation of Bellman's Reinforcement Learning equations, associated state diagrams, and multi-stage image processing, we were able to enhance image quality, detect and define objects. Reinforcement learning is the differentiator in the area of artificial intelligence, and Q-Learning relies on trial and error to achieve its goals. The reward system that is embedded in Q-Learning allows the agent to self-evaluate its performance and decide on the best possible course of action based on the current and future environment. Results show that within a simulated environment, built on the images that are commercially available, the rate of detection was 40-90%. Reinforcement learning through Q-Learning algorithm is not just desired but required design criteria for image optimization and enhancements. The proposed methods presented are a cost effective method of resolving uncertainty of the data because reinforcement learning finds ideal policies to manage the process using a smaller sample of images.

Keywords: Q-learning, image optimization, reinforcement learning, Markov decision process

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26391 Evaluation of a Surrogate Based Method for Global Optimization

Authors: David Lindström

Abstract:

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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26390 A Study on Weight-Reduction of Double Deck High-Speed Train Using Size Optimization Method

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

Abstract:

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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