Search results for: optimization and visualization

Authors: Florin Leon, Silvia Curteanu

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The Bacterial Foraging Optimization (BFO) algorithm is inspired by the behavior of bacteria such as Escherichia coli or Myxococcus xanthus when searching for food, more precisely the chemotaxis behavior. Bacteria perceive chemical gradients in the environment, such as nutrients, and also other individual bacteria, and move toward or in the opposite direction to those signals. The application example considered as a case study consists in establishing the dependency between the reaction yield of hydrogels based on polyacrylamide and the working conditions such as time, temperature, monomer, initiator, crosslinking agent and inclusion polymer concentrations, as well as type of the polymer added. This process is modeled with a neural network which is included in an optimization procedure based on BFO. An experimental study of BFO parameters is performed. The results show that the algorithm is quite robust and can obtain good results for diverse combinations of parameter values.

Keywords: bacterial foraging, hydrogels, modeling and optimization, neural networks

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Authors: Daniel Kostrzewa, Henryk Josiński

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The expanded Invasive Weed Optimization algorithm (exIWO) is an optimization metaheuristic modelled on the original IWO version created by the researchers from the University of Tehran. The authors of the present paper have extended the exIWO algorithm introducing a set of both deterministic and non-deterministic strategies of individuals’ selection. The goal of the project was to evaluate the exIWO by testing its usefulness for solving some test instances of the traveling salesman problem (TSP) taken from the TSPLIB collection which allows comparing the experimental results with optimal values.

Keywords: expanded invasive weed optimization algorithm (exIWO), traveling salesman problem (TSP), heuristic approach, inversion operator

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Authors: Maria Kountouridou, Dino Domic

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Within an increasingly competitive and dynamic environment, the higher education sector is becoming more commodified, with the concept of branding to become exceedingly imperative and an inextricable ingredient for the university’s success. Branding in higher education has proven to be an effective strategy that managed to receive considerable attention in the recent few years, and a growing number of articles have begun to appear in the literature. However, a clear void in the literature confirms that the concept of students’ perceptions towards the university’s brand image has not been researched extensively. An investigation on this central concept is of paramount importance since it will facilitate the development of an inductively generated theoretical model concerning branding in higher education. This research focuses on examining the impact of the ‘positive-visualization-course in brand identity’ upon the perception of freshmen students towards a university’s brand image. A grounded theory methodology has been selected, consisting of semi-structured interviews. Forty-two students have participated in the research, among which twenty-five women and seventeen men. The identification of the sample emerged through the use of the snowball sampling technique. The participants were divided into two groups (experimental and control group) after the researcher had taken into consideration the factor ‘program of study’, to eliminate any possible interaction between the participants of each group. An experiment was carried out where a ‘positive-visualization-course in brand identity’ was conducted among the participants of the experimental group, while the participants of the control group have not been exposed to the course. For the purpose of this research, the term ‘positive-visualization-course in brand identity’ refers to a course where brand history, past achievements/recognitions/awards, its values, and its mission are presented. Prior to the course implementation, face-to-face semi-structured interviews were carried out among the participants of both groups, with the aim of examining the freshmen students’ perceptions towards the university’s brand image. One week after the course implementation, the researcher carried out semi-structured interviews with the participants of the experimental group only in order to identify whether students’ perceptions had been affected after the course completion. Four months after the course completion, semi-structured interviews were carried out among the participants of both groups. Eight months after the course completion, semi-structured interviews were conducted with the aim of identifying the freshmen students’ updated perceptions. Data has been analyzed using substantive coding (open and selective coding), theoretical coding, field memos, and constant comparative analysis. The findings strongly suggest that the ‘positive-visualization-course in brand identity’ can positively affect freshmen students’ perceptions towards a university’s brand image. Additionally, other factors conduce to the formation of perception throughout the months. This study contributes and expands upon the existing literature by presenting an inductively generated theoretical model to guide future research in the links between ‘positive-visualization-course in brand identity’ and the perception of freshmen students towards a university’s brand image.

Keywords: brand image, brand name, branding, higher education marketing, perception

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Authors: Wajid Ali Khan

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Extensive experimentation and numerical investigation are performed to predict the machining-induced residual stresses in the end milling of AISI 1045 steel, and an optimization code has been developed using the particle swarm optimization technique. Experiments were conducted using a single factor at a time and design of experiments approach. Regression analysis was done, and a mathematical model of the cutting process was developed, thus predicting the machining-induced residual stress with reasonable accuracy. The mathematical model served as the objective function to be optimized using particle swarm optimization. The relationship between the different cutting parameters and the output variables, force, and residual stresses has been studied. The combined effect of the process parameters, speed, feed, and depth of cut was examined, and it is understood that 85% of the variation of these variables can be attributed to these machining parameters under research. A 3D finite element model is developed to predict the cutting forces and the machining-induced residual stresses in end milling operation. The results were validated experimentally and against the Johnson-cook model available in the literature.

Keywords: residual stresses, end milling, 1045 steel, optimization

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Authors: Xiongxiong You, Zhanwen Niu

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Choosing an appropriate surrogate model plays an important role in surrogates-assisted evolutionary algorithms (SAEAs) since there are many types and different kernel functions in the surrogate model. In this paper, an adaptive selection of the best suitable surrogate model method is proposed to solve different kinds of expensive optimization problems. Firstly, according to the prediction residual error sum of square (PRESS) and different model selection strategies, the excellent individual surrogate models are integrated into multiple ensemble models in each generation. Then, based on the minimum root of mean square error (RMSE), the best suitable surrogate model is selected dynamically. Secondly, two methods with dynamic number of models and selection strategies are designed, which are used to show the influence of the number of individual models and selection strategy. Finally, some compared studies are made to deal with several commonly used benchmark problems, as well as a rotor system optimization problem. The results demonstrate the accuracy and robustness of the proposed method.

Keywords: adaptive selection, expensive optimization, rotor system, surrogates assisted evolutionary algorithms

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Authors: F. Farzan Nasab, H. J. M. Geijselaers, I. Baran, A. De Boer

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A method is introduced for the coupled skin-rib optimization of a wing box where mass minimization is the objective and local buckling is the constraint. The structure is made of composite materials where continuity of plies in multiple adjacent panels (blending) has to be satisfied. Blending guarantees the manufacturability of the structure; however, it is a highly challenging constraint to treat and has been under debate in recent research in the same area. To fulfill design guidelines with respect to symmetry, balance, contiguity, disorientation and percentage rule of the layup, a reference for the stacking sequences (stacking sequence table or SST) is generated first. Then, an innovative fully gradient-based optimization approach in relation to a specific SST is introduced to obtain the optimum thickness distribution all over the structure while blending is fulfilled. The proposed optimization approach aims to turn the discrete optimization problem associated with the integer number of plies into a continuous one. As a result of a wing box deflection, a rib is subjected to load values which vary nonlinearly with the amount of deflection. The bending stiffness of a skin affects the wing box deflection and thus affects the load applied to a rib. This indicates the necessity of a coupled skin-rib optimization approach for a more realistic optimized design. The proposed method is examined with the optimization of the layup of a composite stiffened skin and rib of a wing torsion box subjected to in-plane normal and shear loads. Results show that the method can successfully prescribe a valid design with a significantly cheap computation cost.

Keywords: blending, buckling optimization, composite panels, wing torsion box

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Authors: Vijaya K. Srivastava, Davide Spinello

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This paper presents established 3ⁿ enumeration procedure for mixed integer optimization problems for solving multi-objective reliability and redundancy allocation problem subject to design constraints. The formulated problem is to find the optimum level of unit reliability and the number of units for each subsystem. A number of illustrative examples are provided and compared to indicate the application of the superiority of the proposed method.

Keywords: integer programming, mixed integer programming, multi-objective optimization, Reliability Redundancy Allocation

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Authors: Fariborz Ahmadi, Hamid Salehi, Khosrow Karimi

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A sensor network is set of sensor nodes that cooperate together to perform a predefined tasks. The important problem in this network is power consumption. So, in this paper one algorithm based on the eurygaster life is introduced to minimize power consumption by the nodes of these networks. In this method the search space of problem is divided into several partitions and each partition is investigated separately. The evaluation results show that our approach is more efficient in comparison to other evolutionary algorithm like genetic algorithm.

Keywords: evolutionary computation, genetic algorithm, particle swarm optimization, sensor network optimization

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Authors: Gaohuizi Guo, Ning Zhang

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Firefly algorithm (FA) and Sine Cosine algorithm (SCA) are two very popular and advanced metaheuristic algorithms. However, these algorithms applied to multi-objective optimization problems have some shortcomings, respectively, such as premature convergence and limited exploration capability. Combining the privileges of FA and SCA while avoiding their deficiencies may improve the accuracy and efficiency of the algorithm. This paper proposes a hybridization of FA and SCA algorithms, named multi-objective firefly-sine cosine algorithm (MFA-SCA), to develop a more efficient meta-heuristic algorithm than FA and SCA.

Keywords: firefly algorithm, hybrid algorithm, multi-objective optimization, sine cosine algorithm

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Authors: Broderick Crawford, Ricardo Soto, Natalia Berrios, Eduardo Olguin

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In this paper, we present a binary cat swarm optimization for solving the Set covering problem. The set covering problem is a well-known NP-hard problem with many practical applications, including those involving scheduling, production planning and location problems. Binary cat swarm optimization is a recent swarm metaheuristic technique based on the behavior of discrete cats. Domestic cats show the ability to hunt and are curious about moving objects. The cats have two modes of behavior: seeking mode and tracing mode. We illustrate this approach with 65 instances of the problem from the OR-Library. Moreover, we solve this problem with 40 new binarization techniques and we select the technical with the best results obtained. Finally, we make a comparison between results obtained in previous studies and the new binarization technique, that is, with roulette wheel as transfer function and V3 as discretization technique.

Keywords: binary cat swarm optimization, binarization methods, metaheuristic, set covering problem

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Authors: Taweechai Nuntawisuttiwong, Natasha Dejdumrong

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Geometric modeling plays an important role in the constructions and manufacturing of curve, surface and solid modeling. Their algorithms are critically important not only in the automobile, ship and aircraft manufacturing business, but are also absolutely necessary in a wide variety of modern applications, e.g., robotics, optimization, computer vision, data analytics and visualization. The calculation and display of geometric objects can be accomplished by these six techniques: Polynomial basis, Recursive, Iterative, Coefficient matrix, Polar form approach and Pyramidal algorithms. In this research, the coefficient matrix (simply called monomial form approach) will be used to model polynomial rectangular patches, i.e., Said-Ball, Wang-Ball, DP, Dejdumrong and NB1 surfaces. Some examples of the monomial forms for these surface modeling are illustrated in many aspects, e.g., construction, derivatives, model transformation, degree elevation and degress reduction.

Keywords: monomial forms, rectangular surfaces, CAGD curves, monomial matrix applications

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

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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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Authors: Xiang Li, Jian-Qiao Sun

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As the crucial component of city traffic network, intersections have significant impacts on urban traffic performance. Despite of the rapid development in transportation systems, increasing traffic volumes result in severe congestions especially at intersections in urban areas. Effective regulation of vehicle flows at intersections has always been an important issue in the traffic control system. This study presents a multi-objective optimization method at intersections with cellular automata to achieve better traffic performance. Vehicle conflicts and pedestrian interference are considered. Three categories of the traffic performance are studied including transportation efficiency, energy consumption and road safety. The left-turn signal type, signal timing and lane assignment are optimized for different traffic flows. The multi-objective optimization problem is solved with the cell mapping method. The optimization results show the conflicting nature of different traffic performance. The influence of different traffic variables on the intersection performance is investigated. It is observed that the proposed optimization method is effective in regulating the traffic at the intersection to meet multiple objectives. Transportation efficiency can be usually improved by the permissive left-turn signal, which sacrifices safety. Right-turn traffic suffers significantly when the right-turn lanes are shared with the through vehicles. The effect of vehicle flow on the intersection performance is significant. The display pattern of the optimization results can be changed remarkably by the traffic volume variation. Pedestrians have strong interference with the traffic system.

Keywords: cellular automata, intersection, multi-objective optimization, traffic system

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Authors: Muhammad Abu Bakar Tariq

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Construction industry plays a crucial role in the progress of societies and economies. Furthermore, construction projects have social as well as economic implications, thus, their success/failure have wider impacts. However, the industry is lagging behind in terms of efficiency and productivity. Building Information Modeling (BIM) is recognized as a revolutionary development in Architecture, Engineering and Construction (AEC) industry. There are numerous interest groups around the world providing definitions of BIM, proponents describing its advantages and opponents identifying challenges/barriers regarding adoption of BIM. This research is aimed at to determine what actually BIM is, along with its potential role in delivering successful construction projects. The methodology is critical analysis of secondary data sources i.e. information present in public domain, which include peer reviewed journal articles, industry and government reports, conference papers, books, case studies etc. It is discovered that clash detection and visualization are two major advantages of BIM. Clash detection option identifies clashes among structural, architectural and MEP designs before construction actually commences, which subsequently saves time as well as cost and ensures quality during execution phase of a project. Visualization is a powerful tool that facilitates in rapid decision-making in addition to communication and coordination among stakeholders throughout project’s life cycle. By eliminating inconsistencies that consume time besides cost during actual construction, improving collaboration among stakeholders throughout project’s life cycle, BIM can play a positive role to achieve efficiency and productivity that consequently deliver successful construction projects.

Keywords: building information modeling, clash detection, construction project success, visualization

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Authors: Jonah Kenei, Elisha Opiyo

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Electronic health records, as a repository of patient information, is nowadays the most commonly used technology to record, store and review patient clinical records and perform other clinical tasks. However, the accurate identification and retrieval of relevant information from clinical records is a difficult task due to the unstructured nature of clinical documents, characterized in particular by a lack of clear structure. Therefore, medical practice is facing a challenge thanks to the rapid growth of health information in electronic health records (EHRs), mostly in narrative text form. As a result, it's becoming important to effectively manage the growing amount of data for a single patient. As a result, there is currently a requirement to visualize electronic health records (EHRs) in a way that aids physicians in clinical tasks and medical decision-making. Leveraging text visualization techniques to unstructured clinical narrative texts is a new area of research that aims to provide better information extraction and retrieval to support clinical decision support in scenarios where data generated continues to grow. Clinical datasets in electronic health records (EHR) offer a lot of potential for training accurate statistical models to classify facets of information which can then be used to improve patient care and outcomes. However, in many clinical note datasets, the unstructured nature of clinical texts is a common problem. This paper examines the very issue of getting raw clinical texts and mapping them into meaningful structures that can support healthcare professionals utilizing narrative texts. Our work is the result of a collaborative design process that was aided by empirical data collected through formal usability testing.

Keywords: classification, electronic health records, narrative texts, visualization

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Authors: Hichem Kmimech, Achref Jabeur Telmoudi, Lotfi Nabli

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The estimation of the initial marking minimum (MIM) is a crucial problem in labeled Petri nets. In the case of multiple choices, the search for the initial marking leads to a problem of optimization of the minimum allocation of resources with two constraints. The first concerns the firing sequence that could be legal on the initial marking with respect to the firing vector. The second deals with the total number of tokens that can be minimal. In this article, the MIM problem is solved by the meta-heuristic particle swarm optimization (PSO). The proposed approach presents the advantages of PSO to satisfy the two previous constraints and find all possible combinations of minimum initial marking with the best computing time. This method, more efficient than conventional ones, has an excellent impact on the resolution of the MIM problem. We prove through a set of definitions, lemmas, and examples, the effectiveness of our approach.

Keywords: marking, production system, labeled Petri nets, particle swarm optimization

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Authors: A. Sri Janani, K. Immanuel Arokia James

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Cognitive radio ad hoc networks different unlicensed users may acquire different available channel sets. This non-uniform spectrum availability imposes special design challenges for broadcasting in CR ad hoc networks. Cognitive radio automatically detects available channels in wireless spectrum. This is a form of dynamic spectrum management. Cross-layer optimization is proposed, using this can allow far away secondary users can also involve into channel work. So it can increase the throughput and it will overcome the collision and time delay.

Keywords: cognitive radio, cross layer optimization, CR mesh network, heterogeneous spectrum, mesh topology, random routing optimization technique

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Authors: Abdulbaset Saad, Adel Younis, Zuomin Dong

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For design optimization with high-dimensional expensive problems, an effective and efficient optimization methodology is desired. This work proposes a series of modification to the Differential Evolution (DE) algorithm for solving computation Intensive Black-Box Problems. The proposed methodology is called Radial Basis Meta-Model Algorithm Assisted Differential Evolutionary (RBF-DE), which is a global optimization algorithm based on the meta-modeling techniques. A meta-modeling assisted DE is proposed to solve computationally expensive optimization problems. The Radial Basis Function (RBF) model is used as a surrogate model to approximate the expensive objective function, while DE employs a mechanism to dynamically select the best performing combination of parameters such as differential rate, cross over probability, and population size. The proposed algorithm is tested on benchmark functions and real life practical applications and problems. The test results demonstrate that the proposed algorithm is promising and performs well compared to other optimization algorithms. The proposed algorithm is capable of converging to acceptable and good solutions in terms of accuracy, number of evaluations, and time needed to converge.

Keywords: differential evolution, engineering design, expensive computations, meta-modeling, radial basis function, optimization

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Authors: Yang Yiting

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This paper employs CiteSpace to conduct a visualiazation analysis of literature on college English writing teaching researches published in core journals from the CNKI database and CSSCI journals between 2002 and 2022. It aims to explore the characteristics of researches and future directions on college English writing teaching. The present study yielded the following major findings: the field primarily focuses on innovative writing teaching models and methods, the integration of traditional classroom teaching and information technology, and instructional strategies to enhance students' writing skills. The future research is anticipated to involve a hybrid writing teaching approach combining online and offline teaching methods, leveraging the "Internet+" digital platform, aiming to elevate students' writing proficiency. This paper also presents a prospective outlook for college English writing teaching research in China.

Keywords: citespace, college English, writing teaching, visualization analysis

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Authors: Kuen Ming Shu, Ren Kai Ho

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Ultrasonic horn has the functions of amplifying amplitude and reducing resonant impedance in ultrasonic system. Its primary function is to amplify deformation or velocity during vibration and focus ultrasonic energy on the small area. It is a crucial component in design of ultrasonic vibration system. There are five common design methods for ultrasonic horns: analytical method, equivalent circuit method, equal mechanical impedance, transfer matrix method, finite element method. In addition, the general optimization design process is to change the geometric parameters to improve a single performance. Therefore, in the general optimization design process, we couldn't find the relation of parameter and objective. However, a good optimization design must be able to establish the relationship between input parameters and output parameters so that the designer can choose between parameters according to different performance objectives and obtain the results of the optimization design. In this study, an ultrasonic horn provided by Maxwide Ultrasonic co., Ltd. was used as the contrast of optimized ultrasonic horn. The ANSYS finite element analysis (FEA) software was used to simulate the distribution of the horn amplitudes and the natural frequency value. The results showed that the frequency for the simulation values and actual measurement values were similar, verifying the accuracy of the simulation values. The ANSYS DesignXplorer was used to perform Response Surface optimization, which could shows the relation of parameter and objective. Therefore, this method can be used to substitute the traditional experience method or the trial-and-error method for design to reduce material costs and design cycles.

Keywords: horn, natural frequency, response surface optimization, ultrasonic vibration

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Authors: C. Andreu Sabater, D. Drago, C. Key-aberg, W. Moukrim, B. Naccache

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Present study concerns the optimization of a new vertical axis wind turbine system associated to a dynamoelectric motor. The system is composed by three Savonius wind turbines, arranged in an equilateral triangle. The idea is to propose a new concept of wind turbines through a technical approach allowing find a specific power never obtained before and therefore, a significant reduction of installation costs. In this work different wind flows across the system have been simulated, as well as precise definition of parameters and relations established between them. It will allow define the optimal rotor specific power for a given volume. Calculations have been developed with classical Savonius dimensions.

Keywords: VAWT, savonius, specific power, optimization, weibull

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Authors: Rony Tawk, Boutros Ghannam, Maroun Nemer

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Topology optimization technique presents a potential tool for the design and optimization of structures involved in mass and heat transfer. The method starts with an initial intermediate domain and should be able to progressively distribute the solid and the two fluids exchanging heat. The multi-objective function of the problem takes into account minimization of total pressure loss and maximization of heat transfer between solid and fluid subdomains. Existing methods account for the presence of only one fluid, while the actual work extends optimization distribution of solid and two different fluids. This requires to separate the channels of both fluids and to ensure a minimum solid thickness between them. This is done by adding a third objective function to the multi-objective optimization problem. This article uses density approach where each cell holds two local design parameters ranging from 0 to 1, where the combination of their extremums defines the presence of solid, cold fluid or hot fluid in this cell. Finite volume method is used for direct solver coupled with a discrete adjoint approach for sensitivity analysis and method of moving asymptotes for numerical optimization. Several examples are presented to show the ability of the method to find a trade-off between minimization of power dissipation and maximization of heat transfer while ensuring the separation and continuity of the channel of each fluid without crossing or mixing the fluids. The main conclusion is the possibility to find an optimal bi-fluid domain using topology optimization, defining a fluid to fluid heat exchanger device.

Keywords: topology optimization, density approach, bi-fluid domain, laminar steady state regime, fluid-to-fluid heat exchanger

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Authors: Elham Kiyani

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In this paper, we first introduce the concept of Q-efficient solutions in a real linear space not necessarily endowed with a topology, where Q is some nonempty (not necessarily convex) set. We also used the scalarization technique including the Gerstewitz function generated by a nonconvex set to characterize these Q-efficient solutions. The algebraic concepts of interior and closure are useful to study optimization problems without topology. Studying nonconvex vector optimization is valuable since topological interior is equal to algebraic interior for a convex cone. So, we use the algebraic concepts of interior and closure to define Q-weak efficient solutions and Q-Henig proper efficient solutions of set-valued optimization problems, where Q is not a convex cone. Optimization problems with set-valued maps have a wide range of applications, so it is expected that there will be a useful analytical tool in optimization theory for set-valued maps. These kind of optimization problems are closely related to stochastic programming, control theory, and economic theory. The paper focus on nonconvex problems, the results are obtained by assuming generalized non-convexity assumptions on the data of the problem. In convex problems, main mathematical tools are convex separation theorems, alternative theorems, and algebraic counterparts of some usual topological concepts, while in nonconvex problems, we need a nonconvex separation function. Thus, we consider the Gerstewitz function generated by a general set in a real linear space and re-examine its properties in the more general setting. A useful approach for solving a vector problem is to reduce it to a scalar problem. In general, scalarization means the replacement of a vector optimization problem by a suitable scalar problem which tends to be an optimization problem with a real valued objective function. The Gerstewitz function is well known and widely used in optimization as the basis of the scalarization. The essential properties of the Gerstewitz function, which are well known in the topological framework, are studied by using algebraic counterparts rather than the topological concepts of interior and closure. Therefore, properties of the Gerstewitz function, when it takes values just in a real linear space are studied, and we use it to characterize Q-efficient solutions of vector problems whose image space is not endowed with any particular topology. Therefore, we deal with a constrained vector optimization problem in a real linear space without assuming any topology, and also Q-weak efficient and Q-proper efficient solutions in the senses of Henig are defined. Moreover, by means of the Gerstewitz function, we provide some necessary and sufficient optimality conditions for set-valued vector optimization problems.

Keywords: algebraic interior, Gerstewitz function, vector closure, vector optimization

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Authors: Siddhant Sahu, P. James Daniel Paul

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Technical analysis comprised by various technical indicators is a holistic way of representing price movement of stocks in the market. Various forms of indicators have evolved from the primitive ones in the past decades. There have been many attempts to introduce volume as a major determinant to determine strong patterns in market forecasting. The law of demand defines the relationship between the volume and price. Most of the traders are familiar with the volume game. Including the time dimension to the law of demand provides a different visualization to the theory. While attempting the same, it was found that there are different thresholds in the market for different companies. These thresholds have a significant influence on the price. This article is an attempt in determining the thresholds for companies using the three dimensional graphs for optimizing the portfolios. It also emphasizes on the magnitude of importance of volumes as a key factor for determining of predicting strong price movements, bullish and bearish markets. It uses a comprehensive data set of major companies which form a major chunk of the Indian automotive sector and are thus used as an illustration.

Keywords: technical analysis, expert system, law of demand, stocks, portfolio analysis, Indian automotive sector

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Authors: Wlodzimierz Ogryczak, Michal Przyluski, Tomasz Sliwinski

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In problems of portfolio selection, the reward-risk ratio criterion is optimized to search for a risky portfolio with the maximum increase of the mean return in proportion to the risk measure increase when compared to the risk-free investments. In the classical model, following Markowitz, the risk is measured by the variance thus representing the Sharpe ratio optimization and leading to the quadratic optimization problems. Several Linear Programming (LP) computable risk measures have been introduced and applied in portfolio optimization. In particular, the Mean Absolute Deviation (MAD) measure has been widely recognized. The reward-risk ratio optimization with the MAD measure can be transformed into the LP formulation with the number of constraints proportional to the number of scenarios and the number of variables proportional to the total of the number of scenarios and the number of instruments. This may lead to the LP models with huge number of variables and constraints in the case of real-life financial decisions based on several thousands scenarios, thus decreasing their computational efficiency and making them hardly solvable by general LP tools. We show that the computational efficiency can be then dramatically improved by an alternative model based on the inverse risk-reward ratio minimization and by taking advantages of the LP duality. In the introduced LP model the number of structural constraints is proportional to the number of instruments thus not affecting seriously the simplex method efficiency by the number of scenarios and therefore guaranteeing easy solvability. Moreover, we show that under natural restriction on the target value the MAD risk-reward ratio optimization is consistent with the second order stochastic dominance rules.

Keywords: portfolio optimization, reward-risk ratio, mean absolute deviation, linear programming

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Authors: Scott M. Black, Craig Maclean, Pauline Hall Barrientos, Konstantinos Ritos, Asimina Kazakidi

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Aortic aneurysms and dissections are leading causes of death in cardiovascular disease. Both inevitably lead to hemodynamic instability without surgical intervention in the form of vascular stent-graft deployment. An accurate description of the aortic geometry and blood flow in patient-specific cases is vital for treatment planning and long-term success of such grafts, as they must generate physiological branch perfusion and in-stent hemodynamics. The aim of this study was to create patient-specific computational fluid dynamics (CFD) models through a multi-modality, multi-dimensional approach with boundary condition optimization to predict branch flow rates and in-stent hemodynamics in custom stent-graft configurations. Three-dimensional (3D) thoracoabdominal aortae were reconstructed from four-dimensional flow-magnetic resonance imaging (4D Flow-MRI) and computed tomography (CT) medical images. The former employed a novel approach to generate and enhance vessel lumen contrast via through-plane velocity at discrete, user defined cardiac time steps post-hoc. To produce patient-specific boundary conditions (BCs), the aortic geometry was reduced to a one-dimensional (1D) model. Thereafter, a zero-dimensional (0D) 3-Element Windkessel model (3EWM) was coupled to each terminal branch to represent the distal vasculature. In this coupled 0D-1D model, the 3EWM parameters were optimized to yield branch flow waveforms which are representative of the 4D Flow-MRI-derived in-vivo data. Thereafter, a 0D-3D CFD model was created, utilizing the optimized 3EWM BCs and a 4D Flow-MRI-obtained inlet velocity profile. A sensitivity analysis on the effects of stent-graft configuration and BC parameters was then undertaken using multiple stent-graft configurations and a range of distal vasculature conditions. 4D Flow-MRI granted unparalleled visualization of blood flow throughout the cardiac cycle in both the pre- and postsurgical states. Segmentation and reconstruction of healthy and stented regions from retrospective 4D Flow-MRI images also generated 3D models with geometries which were successfully validated against their CT-derived counterparts. 0D-1D coupling efficiently captured branch flow and pressure waveforms, while 0D-3D models also enabled 3D flow visualization and quantification of clinically relevant hemodynamic parameters for in-stent thrombosis and graft limb occlusion. It was apparent that changes in 3EWM BC parameters had a pronounced effect on perfusion distribution and near-wall hemodynamics. Results show that the 3EWM parameters could be iteratively changed to simulate a range of graft limb diameters and distal vasculature conditions for a given stent-graft to determine the optimal configuration prior to surgery. To conclude, this study outlined a methodology to aid in the prediction post-surgical branch perfusion and in-stent hemodynamics in patient specific cases for the implementation of custom stent-grafts.

Keywords: 4D flow-MRI, computational fluid dynamics, vascular stent-grafts, windkessel

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Authors: Jeoffrey Oostrom, Robbert James Schlingmann, Hani Alers

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This document depicts the research into the indicators of dementia progression, the automation of quality of life assignments, and the visualization of it. To do this, the Smart Teddy project was initiated to make a smart companion that both monitors the senior citizen as well as processing the captured data into an insightful dashboard. With around 50 million diagnoses worldwide, dementia proves again and again to be a bothersome strain on the lives of many individuals, their relatives, and society as a whole. In 2015 it was estimated that dementia care cost 818 billion U.S Dollars globally. The Smart Teddy project aims to take away a portion of the burden from caregivers by automating the collection of certain data, like movement, geolocation, and sound-levels. This paper proves that the Smart Teddy has the potential to become a useful tool for caregivers but won’t pose as a solution. The Smart Teddy still faces some problems in terms of emotional privacy, but its non-intrusive nature, as well as diversity in usability, can make up for it.

Keywords: dementia care, medical data visualization, quality of life, smart companion

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Authors: Jason Digalakis, John Cotronis

Abstract:

Memetic algorithms (MAs) are useful for solving optimization problems. It is quite difficult to search the search space of the optimization problem with large dimensions. There is a challenge to use all the cores of the system. In this study, a sequential implementation of the memetic algorithm is converted into a concurrent version, which is executed on the cores of both CPU and GPU. For this reason, CUDA and OpenMP libraries are operated on the parallel algorithm to make a concurrent execution on CPU and GPU, respectively. The aim of this study is to compare CPU and GPU implementation of the memetic algorithm. For this purpose, fourteen benchmark functions are selected as test problems. The obtained results indicate that our approach leads to speedups up to five thousand times higher compared to one CPU thread while maintaining a reasonable results quality. This clearly shows that GPUs have the potential to acceleration of MAs and allow them to solve much more complex tasks.

Keywords: memetic algorithm, CUDA, GPU-based memetic algorithm, open multi processing, multimodal functions, unimodal functions, non-linear optimization problems

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Authors: Angelina Anani, Ignacio Ortiz Flores, Haitao Li

Abstract:

The use of underground mining methods have increased significantly over the past decades. This increase has also been spared on by several mines transitioning from surface to underground mining. However, determining the transition depth can be a challenging task, especially when coupled with production schedule optimization. Several researchers have simplified the problem by excluding operational features relevant to production schedule optimization. Our research objective is to investigate the extent to which operational features of transition mines accounted for affect the optimal production schedule. We also provide a framework for factors to consider in production schedule optimization for transition mines. An integrated mixed-integer linear programming (MILP) model is developed that maximizes the NPV as a function of production schedule and transition depth. A case study is performed to validate the model, with a comparative sensitivity analysis to obtain operational insights.

Keywords: underground mining, transition mines, mixed-integer linear programming, production schedule

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Authors: Xinhuang Wu, Yousef Sardahi

Abstract:

A hybrid and optimal multi-loop control structure combining linear and nonlinear control algorithms are introduced in this paper to regulate the position of a quadcopter unmanned aerial vehicle (UAV) driven by four brushless DC motors. To this end, a nonlinear mathematical model of the UAV is derived and then linearized around one of its operating points. Using the nonlinear version of the model, a sliding mode control is used to derive the control laws of the motor thrust forces required to drive the UAV to a certain position. The linear model is used to design two controllers, XG-controller and YG-controller, responsible for calculating the required roll and pitch to maneuver the vehicle to the desired X and Y position. Three attitude controllers are designed to calculate the desired angular rates of rotors, assuming that the Euler angles are minimal. After that, a many-objective optimization problem involving 20 design parameters and ten objective functions is formulated and solved by HypE (Hypervolume estimation algorithm), one of the widely used many-objective optimization algorithms approaches. Both stability and performance constraints are imposed on the optimization problem. The optimization results in terms of Pareto sets and fronts are obtained and show that some of the design objectives are competing. That is, when one objective goes down, the other goes up. Also, Numerical simulations conducted on the nonlinear UAV model show that the proposed optimization method is quite effective.

Keywords: optimal control, many-objective optimization, sliding mode control, linear control, cascade controllers, UAV, drones

Procedia PDF Downloads 45