Search results for: path constraints
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2288

Search results for: path constraints

2288 Generalized Central Paths for Convex Programming

Authors: Li-Zhi Liao

Abstract:

The central path has played the key role in the interior point method. However, the convergence of the central path may not be true even in some convex programming problems with linear constraints. In this paper, the generalized central paths are introduced for convex programming. One advantage of the generalized central paths is that the paths will always converge to some optimal solutions of the convex programming problem for any initial interior point. Some additional theoretical properties for the generalized central paths will be also reported.

Keywords: central path, convex programming, generalized central path, interior point method

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2287 Approximating Maximum Speed on Road from Curvature Information of Bezier Curve

Authors: M. Yushalify Misro, Ahmad Ramli, Jamaludin M. Ali

Abstract:

Bezier curves have useful properties for path generation problem, for instance, it can generate the reference trajectory for vehicles to satisfy the path constraints. Both algorithms join cubic Bezier curve segment smoothly to generate the path. Some of the useful properties of Bezier are curvature. In mathematics, the curvature is the amount by which a geometric object deviates from being flat, or straight in the case of a line. Another extrinsic example of curvature is a circle, where the curvature is equal to the reciprocal of its radius at any point on the circle. The smaller the radius, the higher the curvature thus the vehicle needs to bend sharply. In this study, we use Bezier curve to fit highway-like curve. We use the different approach to finding the best approximation for the curve so that it will resemble highway-like curve. We compute curvature value by analytical differentiation of the Bezier Curve. We will then compute the maximum speed for driving using the curvature information obtained. Our research works on some assumptions; first the Bezier curve estimates the real shape of the curve which can be verified visually. Even, though, the fitting process of Bezier curve does not interpolate exactly on the curve of interest, we believe that the estimation of speed is acceptable. We verified our result with the manual calculation of the curvature from the map.

Keywords: speed estimation, path constraints, reference trajectory, Bezier curve

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2286 Solutions to Probabilistic Constrained Optimal Control Problems Using Concentration Inequalities

Authors: Tomoaki Hashimoto

Abstract:

Recently, optimal control problems subject to probabilistic constraints have attracted much attention in many research field. Although probabilistic constraints are generally intractable in optimization problems, several methods haven been proposed to deal with probabilistic constraints. In most methods, probabilistic constraints are transformed to deterministic constraints that are tractable in optimization problems. This paper examines a method for transforming probabilistic constraints into deterministic constraints for a class of probabilistic constrained optimal control problems.

Keywords: optimal control, stochastic systems, discrete-time systems, probabilistic constraints

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2285 Cluster-Based Multi-Path Routing Algorithm in Wireless Sensor Networks

Authors: Si-Gwan Kim

Abstract:

Small-size and low-power sensors with sensing, signal processing and wireless communication capabilities is suitable for the wireless sensor networks. Due to the limited resources and battery constraints, complex routing algorithms used for the ad-hoc networks cannot be employed in sensor networks. In this paper, we propose node-disjoint multi-path hexagon-based routing algorithms in wireless sensor networks. We suggest the details of the algorithm and compare it with other works. Simulation results show that the proposed scheme achieves better performance in terms of efficiency and message delivery ratio.

Keywords: clustering, multi-path, routing protocol, sensor network

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2284 Control Law Design of a Wheeled Robot Mobile

Authors: Ghania Zidani, Said Drid, Larbi Chrifi-Alaoui, Abdeslam Benmakhlouf, Souad Chaouch

Abstract:

In this paper, we focus on the study for path tracking control of unicycle-type Wheeled Mobile Robots (WMR), by applying the Backstepping technic. The latter is a relatively new technic for nonlinear systems. To solve the problem of constraints nonholonomics met in the path tracking of such robots, an adaptive Backstepping based nonlinear controller is developed. The stability of the controller is guaranteed, using the Lyapunov theory. Simulation results show that the proposed controller achieves the objective and ensures good path tracking.

Keywords: Backstepping control, kinematic and dynamic controllers, Lyapunov methods, nonlinear control systems, Wheeled Mobile Robot (WMR).

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2283 Three-Dimensional Optimal Path Planning of a Flying Robot for Terrain Following/Terrain Avoidance

Authors: Amirreza Kosari, Hossein Maghsoudi, Malahat Givar

Abstract:

In this study, the three-dimensional optimal path planning of a flying robot for Terrain Following / Terrain Avoidance (TF/TA) purposes using Direct Collocation has been investigated. To this purpose, firstly, the appropriate equations of motion representing the flying robot translational movement have been described. The three-dimensional optimal path planning of the flying vehicle in terrain following/terrain avoidance maneuver is formulated as an optimal control problem. The terrain profile, as the main allowable height constraint has been modeled using Fractal Generation Method. The resulting optimal control problem is discretized by applying Direct Collocation numerical technique, and then transformed into a Nonlinear Programming Problem (NLP). The efficacy of the proposed method is demonstrated by extensive simulations, and in particular, it is verified that this approach could produce a solution satisfying almost all performance and environmental constraints encountering a low-level flying maneuver

Keywords: path planning, terrain following, optimal control, nonlinear programming

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2282 A Survey on Compression Methods for Table Constraints

Authors: N. Gharbi

Abstract:

Constraint Satisfaction problems are mathematical problems that are often used to model many real-world problems for which we look if there exists a solution satisfying all its constraints. Table constraints are important for modeling parts of many problems since they list all combinations of allowed or forbidden values. However, they admit practical limitations because they are sometimes too large to be represented in a direct way. In this paper, we present a survey of the different categories of the proposed approaches to compress table constraints in order to reduce both space and time complexities.

Keywords: constraint programming, compression, data mining, table constraints

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2281 A Method to Compute Efficient 3D Helicopters Flight Trajectories Based On a Motion Polymorph-Primitives Algorithm

Authors: Konstanca Nikolajevic, Nicolas Belanger, David Duvivier, Rabie Ben Atitallah, Abdelhakim Artiba

Abstract:

Finding the optimal 3D path of an aerial vehicle under flight mechanics constraints is a major challenge, especially when the algorithm has to produce real-time results in flight. Kinematics models and Pythagorian Hodograph curves have been widely used in mobile robotics to solve this problematic. The level of difficulty is mainly driven by the number of constraints to be saturated at the same time while minimizing the total length of the path. In this paper, we suggest a pragmatic algorithm capable of saturating at the same time most of dimensioning helicopter 3D trajectories’ constraints like: curvature, curvature derivative, torsion, torsion derivative, climb angle, climb angle derivative, positions. The trajectories generation algorithm is able to generate versatile complex 3D motion primitives feasible by a helicopter with parameterization of the curvature and the climb angle. An upper ”motion primitives’ concatenation” algorithm is presented based. In this article we introduce a new way of designing three-dimensional trajectories based on what we call the ”Dubins gliding symmetry conjecture”. This extremely performing algorithm will be soon integrated to a real-time decisional system dealing with inflight safety issues.

Keywords: robotics, aerial robots, motion primitives, helicopter

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2280 Optimised Path Recommendation for a Real Time Process

Authors: Likewin Thomas, M. V. Manoj Kumar, B. Annappa

Abstract:

Traditional execution process follows the path of execution drawn by the process analyst without observing the behaviour of resource and other real-time constraints. Identifying process model, predicting the behaviour of resource and recommending the optimal path of execution for a real time process is challenging. The proposed AlfyMiner: αyM iner gives a new dimension in process execution with the novel techniques Process Model Analyser: PMAMiner and Resource behaviour Analyser: RBAMiner for recommending the probable path of execution. PMAMiner discovers next probable activity for currently executing activity in an online process using variant matching technique to identify the set of next probable activity, among which the next probable activity is discovered using decision tree model. RBAMiner identifies the resource suitable for performing the discovered next probable activity and observe the behaviour based on; load and performance using polynomial regression model, and waiting time using queueing theory. Based on the observed behaviour αyM iner recommend the probable path of execution with; next probable activity and the best suitable resource for performing it. Experiments were conducted on process logs of CoSeLoG Project1 and 72% of accuracy is obtained in identifying and recommending next probable activity and the efficiency of resource performance was optimised by 59% by decreasing their load.

Keywords: cross-organization process mining, process behaviour, path of execution, polynomial regression model

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2279 Exploring the Growth Path under Coupling Relationship between Space and Economy of Mountain Village and Townlets: Case Study of Southwest China

Authors: Runlin Liu, Shilong Li

Abstract:

China is a mountainous country, with two-thirds of its territory covered by plateaus, hills, and mountains, and nearly half of the cities and towns are distributed in mountainous areas. Compared with the environmental constraints in the development path of cities and towns in the plains, there are heterogeneities in aspects such as spatial characteristics, growth mode, and ecological protection and so on for mountain village and townlets, and the development path of mountain village and townlets has a bidirectional relationship between mountain space and economic growth. Based on classical growth theory, this article explores the two-dimensional coupling relation between space and economy in mountain village and townlets under background of rural rejuvenation. GIS technology is adopted in the study to analyze spatial trends and patterns, economical spatial differentiation characteristics of village and townlets. This powerful tool can also help differentiate and analyze limiting factors and assessment systems in the economic growth of village and townlets under spatial dimension of mountainous space. To make the research more specific, this article selects mountain village and townlets in Southwest China as the object of study; this provides good cases for analyzing parallel coupling mechanism of the duality structure system between economic growth and spatial expansion and discussing the path selection of spatial economic growth of mountain village and towns with multiple constraints. The research results can provide quantitative references for the spatial and economic development paths of mountain villages and towns, which is helpful in realizing efficient and high-quality development mode with equal emphasis on spatial and economic benefits for these type of towns.

Keywords: coupling mechanism, geographic information technology, mountainous town, synergetic development, spatial economy

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2278 Top-K Shortest Distance as a Similarity Measure

Authors: Andrey Lebedev, Ilya Dmitrenok, JooYoung Lee, Leonard Johard

Abstract:

Top-k shortest path routing problem is an extension of finding the shortest path in a given network. Shortest path is one of the most essential measures as it reveals the relations between two nodes in a network. However, in many real world networks, whose diameters are small, top-k shortest path is more interesting as it contains more information about the network topology. Many variations to compute top-k shortest paths have been studied. In this paper, we apply an efficient top-k shortest distance routing algorithm to the link prediction problem and test its efficacy. We compare the results with other base line and state-of-the-art methods as well as with the shortest path. Then, we also propose a top-k distance based graph matching algorithm.

Keywords: graph matching, link prediction, shortest path, similarity

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2277 A Review on Comparative Analysis of Path Planning and Collision Avoidance Algorithms

Authors: Divya Agarwal, Pushpendra S. Bharti

Abstract:

Autonomous mobile robots (AMR) are expected as smart tools for operations in every automation industry. Path planning and obstacle avoidance is the backbone of AMR as robots have to reach their goal location avoiding obstacles while traversing through optimized path defined according to some criteria such as distance, time or energy. Path planning can be classified into global and local path planning where environmental information is known and unknown/partially known, respectively. A number of sensors are used for data collection. A number of algorithms such as artificial potential field (APF), rapidly exploring random trees (RRT), bidirectional RRT, Fuzzy approach, Purepursuit, A* algorithm, vector field histogram (VFH) and modified local path planning algorithm, etc. have been used in the last three decades for path planning and obstacle avoidance for AMR. This paper makes an attempt to review some of the path planning and obstacle avoidance algorithms used in the field of AMR. The review includes comparative analysis of simulation and mathematical computations of path planning and obstacle avoidance algorithms using MATLAB 2018a. From the review, it could be concluded that different algorithms may complete the same task (i.e. with a different set of instructions) in less or more time, space, effort, etc.

Keywords: path planning, obstacle avoidance, autonomous mobile robots, algorithms

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2276 Application of Rapidly Exploring Random Tree Star-Smart and G2 Quintic Pythagorean Hodograph Curves to the UAV Path Planning Problem

Authors: Luiz G. Véras, Felipe L. Medeiros, Lamartine F. Guimarães

Abstract:

This work approaches the automatic planning of paths for Unmanned Aerial Vehicles (UAVs) through the application of the Rapidly Exploring Random Tree Star-Smart (RRT*-Smart) algorithm. RRT*-Smart is a sampling process of positions of a navigation environment through a tree-type graph. The algorithm consists of randomly expanding a tree from an initial position (root node) until one of its branches reaches the final position of the path to be planned. The algorithm ensures the planning of the shortest path, considering the number of iterations tending to infinity. When a new node is inserted into the tree, each neighbor node of the new node is connected to it, if and only if the extension of the path between the root node and that neighbor node, with this new connection, is less than the current extension of the path between those two nodes. RRT*-smart uses an intelligent sampling strategy to plan less extensive routes by spending a smaller number of iterations. This strategy is based on the creation of samples/nodes near to the convex vertices of the navigation environment obstacles. The planned paths are smoothed through the application of the method called quintic pythagorean hodograph curves. The smoothing process converts a route into a dynamically-viable one based on the kinematic constraints of the vehicle. This smoothing method models the hodograph components of a curve with polynomials that obey the Pythagorean Theorem. Its advantage is that the obtained structure allows computation of the curve length in an exact way, without the need for quadratural techniques for the resolution of integrals.

Keywords: path planning, path smoothing, Pythagorean hodograph curve, RRT*-Smart

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2275 Three-Dimensional Off-Line Path Planning for Unmanned Aerial Vehicle Using Modified Particle Swarm Optimization

Authors: Lana Dalawr Jalal

Abstract:

This paper addresses the problem of offline path planning for Unmanned Aerial Vehicles (UAVs) in complex three-dimensional environment with obstacles, which is modelled by 3D Cartesian grid system. Path planning for UAVs require the computational intelligence methods to move aerial vehicles along the flight path effectively to target while avoiding obstacles. In this paper Modified Particle Swarm Optimization (MPSO) algorithm is applied to generate the optimal collision free 3D flight path for UAV. The simulations results clearly demonstrate effectiveness of the proposed algorithm in guiding UAV to the final destination by providing optimal feasible path quickly and effectively.

Keywords: obstacle avoidance, particle swarm optimization, three-dimensional path planning unmanned aerial vehicles

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2274 Joint Path and Push Planning among Moveable Obstacles

Authors: Victor Emeli, Akansel Cosgun

Abstract:

This paper explores the navigation among movable obstacles (NAMO) problem and proposes joint path and push planning: which path to take and in what direction the obstacles should be pushed at, given a start and goal position. We present a planning algorithm for selecting a path and the obstacles to be pushed, where a rapidly-exploring random tree (RRT)-based heuristic is employed to calculate a minimal collision path. When it is necessary to apply a pushing force to slide an obstacle out of the way, the planners leverage means-end analysis through a dynamic physics simulation to determine the sequence of linear pushes to clear the necessary space. Simulation experiments show that our approach finds solutions in higher clutter percentages (up to 49%) compared to the straight-line push planner (37%) and RRT without pushing (18%).

Keywords: motion planning, path planning, push planning, robot navigation

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2273 Conservativeness of Probabilistic Constrained Optimal Control Method for Unknown Probability Distribution

Authors: Tomoaki Hashimoto

Abstract:

In recent decades, probabilistic constrained optimal control problems have attracted much attention in many research field. Although probabilistic constraints are generally intractable in an optimization problem, several tractable methods haven been proposed to handle probabilistic constraints. In most methods, probabilistic constraints are reduced to deterministic constraints that are tractable in an optimization problem. However, there is a gap between the transformed deterministic constraints in case of known and unknown probability distribution. This paper examines the conservativeness of probabilistic constrained optimization method with the unknown probability distribution. The objective of this paper is to provide a quantitative assessment of the conservatism for tractable constraints in probabilistic constrained optimization with the unknown probability distribution.

Keywords: optimal control, stochastic systems, discrete time systems, probabilistic constraints

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2272 Fast Return Path Planning for Agricultural Autonomous Terrestrial Robot in a Known Field

Authors: Carlo Cernicchiaro, Pedro D. Gaspar, Martim L. Aguiar

Abstract:

The agricultural sector is becoming more critical than ever in view of the expected overpopulation of the Earth. The introduction of robotic solutions in this field is an increasingly researched topic to make the most of the Earth's resources, thus going to avoid the problems of wear and tear of the human body due to the harsh agricultural work, and open the possibility of a constant careful processing 24 hours a day. This project is realized for a terrestrial autonomous robot aimed to navigate in an orchard collecting fallen peaches below the trees. When it receives the signal indicating the low battery, it has to return to the docking station where it will replace its battery and then return to the last work point and resume its routine. Considering a preset path in orchards with tree rows with variable length by which the robot goes iteratively using the algorithm D*. In case of low battery, the D* algorithm is still used to determine the fastest return path to the docking station as well as to come back from the docking station to the last work point. MATLAB simulations were performed to analyze the flexibility and adaptability of the developed algorithm. The simulation results show an enormous potential for adaptability, particularly in view of the irregularity of orchard field, since it is not flat and undergoes modifications over time from fallen branch as well as from other obstacles and constraints. The D* algorithm determines the best route in spite of the irregularity of the terrain. Moreover, in this work, it will be shown a possible solution to improve the initial points tracking and reduce time between movements.

Keywords: path planning, fastest return path, agricultural autonomous terrestrial robot, docking station

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2271 Business Constraints and Growth Potential of Smes: Case Study of Electrical Industry in Pakistan

Authors: Muhammad Waseem Akram

Abstract:

The current study attempts to analyze the impact of business constraints on the growth potential and performance of Small and Medium Enterprises (SMEs) in the electrical industry of Pakistan. Primary data have been utilized for the study collected from the electrical industry cluster in Sargodha, Pakistan. OLS regression is used to assess the impact of business constraints on the performance of SMEs by controlling the effect of Technology Level, Innovations, and Firm Size. To associate business constraints with the growth potential of SMEs, the study utilized Tetrachoric Correlation and Logistic Regression. Findings reveal that all the business constraints negatively affect the performance of SMEs in the electrical industry except Political Instability. Results of Tetrachoric Correlation show that all the business constraints are negatively correlated with the growth potential of SMEs. Logistic Regression results show that Energy Constraint, Inflation and Price Instability, and Bad Business Practices, all three business constraints cause to reduce the probability of income growth in sample SMEs.

Keywords: SMEs, business constraints, performance, growth potential

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2270 Path Planning for Orchard Robot Using Occupancy Grid Map in 2D Environment

Authors: Satyam Raikwar, Thomas Herlitzius, Jens Fehrmann

Abstract:

In recent years, the autonomous navigation of orchard and field robots is an emerging technology of the mobile robotics in agriculture. One of the core aspects of autonomous navigation builds upon path planning, which is still a crucial issue. Generally, for simple representation, the path planning for a mobile robot is performed in a two-dimensional space, which creates a path between the start and goal point. This paper presents the automatic path planning approach for robots used in orchards and vineyards using occupancy grid maps with field consideration. The orchards and vineyards are usually structured environment and their topology is assumed to be constant over time; therefore, in this approach, an RGB image of a field is used as a working environment. These images undergone different image processing operations and then discretized into two-dimensional grid matrices. The individual grid or cell of these grid matrices represents the occupancy of the space, whether it is free or occupied. The grid matrix represents the robot workspace for motion and path planning. After the grid matrix is described, a probabilistic roadmap (PRM) path algorithm is used to create the obstacle-free path over these occupancy grids. The path created by this method was successfully verified in the test area. Furthermore, this approach is used in the navigation of the orchard robot.

Keywords: orchard robots, automatic path planning, occupancy grid, probabilistic roadmap

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2269 Multi-Path Signal Synchronization Model with Phase Length Constraints

Authors: Tzu-Jung Huang, Hsun-Jung Cho, Chien-Chia Liäm Huang

Abstract:

To improve the level of service (LoS) of urban arterial systems containing a series of signalized intersections, a proper design of offsets for all intersections associated is of great importance. The MAXBAND model has been the most common approach for this purpose. In this paper, we propose a MAXBAND model with phase constraints so that the lengths of the phases in a cycle are variable. In other words, the length of a cycle is also variable in our setting. We conduct experiments on a real-world traffic network, having several major paths, in Taiwan for numerical evaluations. Actual traffic data were collected through on-site experiments. Numerical evidences suggest that the improvements are around 32%, on average, in terms of total delay of the entire network.

Keywords: arterial progression, MAXBAND, signal control, offset

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2268 Preserving Privacy in Workflow Delegation Models

Authors: Noha Nagy, Hoda Mokhtar, Mohamed El Sherkawi

Abstract:

The popularity of workflow delegation models and the increasing number of workflow provenance-aware systems motivate the need for finding more strict delegation models. Such models combine different approaches for enhanced security and respecting workflow privacy. Although modern enterprises seek conformance to workflow constraints to ensure correctness of their work, these constraints pose a threat to security, because these constraints can be good seeds for attacking privacy even in secure models. This paper introduces a comprehensive Workflow Delegation Model (WFDM) that utilizes provenance and workflow constraints to prevent malicious delegate from attacking workflow privacy as well as extending the delegation functionalities. In addition, we argue the need for exploiting workflow constraints to improve workflow security models.

Keywords: workflow delegation models, secure workflow, workflow privacy, workflow provenance

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2267 Designing Floor Planning in 2D and 3D with an Efficient Topological Structure

Authors: V. Nagammai

Abstract:

Very-large-scale integration (VLSI) is the process of creating an integrated circuit (IC) by combining thousands of transistors into a single chip. Development of technology increases the complexity in IC manufacturing which may vary the power consumption, increase the size and latency period. Topology defines a number of connections between network. In this project, NoC topology is generated using atlas tool which will increase performance in turn determination of constraints are effective. The routing is performed by XY routing algorithm and wormhole flow control. In NoC topology generation, the value of power, area and latency are predetermined. In previous work, placement, routing and shortest path evaluation is performed using an algorithm called floor planning with cluster reconstruction and path allocation algorithm (FCRPA) with the account of 4 3x3 switch, 6 4x4 switch, and 2 5x5 switches. The usage of the 4x4 and 5x5 switch will increase the power consumption and area of the block. In order to avoid the problem, this paper has used one 8x8 switch and 4 3x3 switches. This paper uses IPRCA which of 3 steps they are placement, clustering, and shortest path evaluation. The placement is performed using min – cut placement and clustering are performed using an algorithm called cluster generation. The shortest path is evaluated using an algorithm called Dijkstra's algorithm. The power consumption of each block is determined. The experimental result shows that the area, power, and wire length improved simultaneously.

Keywords: application specific noc, b* tree representation, floor planning, t tree representation

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2266 Independence and Path Independence on Cayley Digraphs of Left Groups and Right Groups

Authors: Nuttawoot Nupo, Sayan Panma

Abstract:

A semigroup S is said to be a left (right) zero semigroup if S satisfies the equation xy=x (xy=y) for all x,y in S. In addition, the semigroup S is called a left (right) group if S is isomorphic to the direct product of a group and a left (right) zero semigroup. The Cayley digraph Cay(S,A) of a semigroup S with a connection set A is defined to be a digraph with the vertex set S and the arc set E(Cay(S,A))={(x,xa) | x∈S, a∈A} where A is any subset of S. All sets in this research are assumed to be finite. Let D be a digraph together with a vertex set V and an arc set E. Let u and v be two different vertices in V and I a nonempty subset of V. The vertices u and v are said to be independent if (u,v)∉E and (v,u)∉E. The set I is called an independent set of D if any two different vertices in I are independent. The independence number of D is the maximum cardinality of an independent set of D. Moreover, the vertices u and v are said to be path independent if there is no dipath from u to v and there is no dipath from v to u. The set I is called a path independent set of D if any two different vertices in I are path independent. The path independence number of D is the maximum cardinality of a path independent set of D. In this research, we describe a lower bound and an upper bound of the independence number of Cayley digraphs of left groups and right groups. Some examples corresponding to those bounds are illustrated here. Furthermore, the exact value of the path independence number of Cayley digraphs of left groups and right groups are also presented.

Keywords: Cayley digraphs, independence number, left groups, path independence number, right groups

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2265 Optimizing Network Latency with Fast Path Assignment for Incoming Flows

Authors: Qing Lyu, Hang Zhu

Abstract:

Various flows in the network require to go through different types of middlebox. The improper placement of network middlebox and path assignment for flows could greatly increase the network latency and also decrease the performance of network. Minimizing the total end to end latency of all the ows requires to assign path for the incoming flows. In this paper, the flow path assignment problem in regard to the placement of various kinds of middlebox is studied. The flow path assignment problem is formulated to a linear programming problem, which is very time consuming. On the other hand, a naive greedy algorithm is studied. Which is very fast but causes much more latency than the linear programming algorithm. At last, the paper presents a heuristic algorithm named FPA, which takes bottleneck link information and estimated bandwidth occupancy into consideration, and achieves near optimal latency in much less time. Evaluation results validate the effectiveness of the proposed algorithm.

Keywords: flow path, latency, middlebox, network

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2264 Portfolio Selection with Constraints on Trading Frequency

Authors: Min Dai, Hong Liu, Shuaijie Qian

Abstract:

We study a portfolio selection problem of an investor who faces constraints on rebalancing frequency, which is common in pension fund investment. We formulate it as a multiple optimal stopping problem and utilize the dynamic programming principle. By numerically solving the corresponding Hamilton-Jacobi-Bellman (HJB) equation, we find a series of free boundaries characterizing optimal strategy, and the constraints significantly impact the optimal strategy. Even in the absence of transaction costs, there is a no-trading region, depending on the number of the remaining trading chances. We also find that the equivalent wealth loss caused by the constraints is large. In conclusion, our model clarifies the impact of the constraints on transaction frequency on the optimal strategy.

Keywords: portfolio selection, rebalancing frequency, optimal strategy, free boundary, optimal stopping

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2263 Eliminating Cutter-Path Deviation For Five-Axis Nc Machining

Authors: Alan C. Lin, Tsong Der Lin

Abstract:

This study proposes a deviation control method to add interpolation points to numerical control (NC) codes of five-axis machining in order to achieve the required machining accuracy. Specific research issues include: (1) converting machining data between the CL (cutter location) domain and the NC domain, (2) calculating the deviation between the deviated path and the linear path, (3) finding interpolation points, and (4) determining tool orientations for the interpolation points. System implementation with practical examples will also be included to highlight the applicability of the proposed methodology.

Keywords: CAD/CAM, cutter path, five-axis machining, numerical control

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2262 Critical Path Segments Method for Scheduling Technique

Authors: Sherif M. Hafez, Remon F. Aziz, May S. A. Elalim

Abstract:

Project managers today rely on scheduling tools based on the Critical Path Method (CPM) to determine the overall project duration and the activities’ float times which lead to greater efficiency in planning and control of projects. CPM was useful for scheduling construction projects, but researchers had highlighted a number of serious drawbacks that limit its use as a decision support tool and lacks the ability to clearly record and represent detailed information. This paper discusses the drawbacks of CPM as a scheduling technique and presents a modified critical path method (CPM) model which is called critical path segments (CPS). The CPS scheduling mechanism addresses the problems of CPM in three ways: decomposing the activity duration of separated but connected time segments; all relationships among activities are converted into finish–to–start relationship; and analysis and calculations are made with forward path. Sample cases are included to illustrate the shortages in CPM, CPS full analysis and calculations are explained in details, and how schedules can be handled better with the CPS technique.

Keywords: construction management, scheduling, critical path method, critical path segments, forward pass, float, project control

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2261 Real-Time Path Planning for Unmanned Air Vehicles Using Improved Rapidly-Exploring Random Tree and Iterative Trajectory Optimization

Authors: A. Ramalho, L. Romeiro, R. Ventura, A. Suleman

Abstract:

A real-time path planning framework for Unmanned Air Vehicles, and in particular multi-rotors is proposed. The framework is designed to provide feasible trajectories from the current UAV position to a goal state, taking into account constraints such as obstacle avoidance, problem kinematics, and vehicle limitations such as maximum speed and maximum acceleration. The framework computes feasible paths online, allowing to avoid new, unknown, dynamic obstacles without fully re-computing the trajectory. These features are achieved using an iterative process in which the robot computes and optimizes the trajectory while performing the mission objectives. A first trajectory is computed using a modified Rapidly-Exploring Random Tree (RRT) algorithm, that provides trajectories that respect a maximum curvature constraint. The trajectory optimization is accomplished using the Interior Point Optimizer (IPOPT) as a solver. The framework has proven to be able to compute a trajectory and optimize to a locally optimal with computational efficiency making it feasible for real-time operations.

Keywords: interior point optimization, multi-rotors, online path planning, rapidly exploring random trees, trajectory optimization

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2260 Construction Project Planning Using Fuzzy Critical Path Approach

Authors: Omar M. Aldenali

Abstract:

Planning is one of the most important phases of the management science and network planning, which represents the project activities relationship. Critical path is one of the project management techniques used to plan and control the execution of a project activities. The objective of this paper is to implement a fuzzy logic approach to arrange network planning on construction projects. This method is used to finding out critical path in the fuzzy construction project network. The trapezoidal fuzzy numbers are used to represent the activity construction project times. A numerical example that represents a house construction project is introduced. The critical path method is implemented on the fuzzy construction network activities, and the results showed that this method significantly affects the completion time of the construction projects.

Keywords: construction project, critical path, fuzzy network project, planning

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2259 Graphical Theoretical Construction of Discrete time Share Price Paths from Matroid

Authors: Min Wang, Sergey Utev

Abstract:

The lessons from the 2007-09 global financial crisis have driven scientific research, which considers the design of new methodologies and financial models in the global market. The quantum mechanics approach was introduced in the unpredictable stock market modeling. One famous quantum tool is Feynman path integral method, which was used to model insurance risk by Tamturk and Utev and adapted to formalize the path-dependent option pricing by Hao and Utev. The research is based on the path-dependent calculation method, which is motivated by the Feynman path integral method. The path calculation can be studied in two ways, one way is to label, and the other is computational. Labeling is a part of the representation of objects, and generating functions can provide many different ways of representing share price paths. In this paper, the recent works on graphical theoretical construction of individual share price path via matroid is presented. Firstly, a study is done on the knowledge of matroid, relationship between lattice path matroid and Tutte polynomials and ways to connect points in the lattice path matroid and Tutte polynomials is suggested. Secondly, It is found that a general binary tree can be validly constructed from a connected lattice path matroid rather than general lattice path matroid. Lastly, it is suggested that there is a way to represent share price paths via a general binary tree, and an algorithm is developed to construct share price paths from general binary trees. A relationship is also provided between lattice integer points and Tutte polynomials of a transversal matroid. Use this way of connection together with the algorithm, a share price path can be constructed from a given connected lattice path matroid.

Keywords: combinatorial construction, graphical representation, matroid, path calculation, share price, Tutte polynomial

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