Search results for: stochastic optimal control

Authors: Paolo Russu

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The purpose of the present paper is to highlight some features of an economic growth model with environmental negative externalities, giving rise to a three-dimensional dynamic system. In particular, we show that the economy, which is based on a Perfect-Substitution Technologies function of production, has no neither indeterminacy nor poverty trap. This implies that equilibrium select by economy depends on the history (initial values of state variable) of the economy rather than on expectations of economies agents. Moreover, by contrast, we prove that the basin of attraction of locally equilibrium points may be very large, as they can extend up to the boundary of the system phase space. The infinite-horizon optimal control problem has the purpose of maximizing the representative agent’s instantaneous utility function depending on leisure and consumption.

Keywords: Hopf bifurcation, open-access natural resources, optimal control, perfect-substitution technologies, Poincarè compactification

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Authors: Yen-Po Wang, Ming-Chih Huang, Ming-Lian Chang

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A scheme integrated with deterministic–stochastic subspace system identification and the method of damage localization vector is proposed in this study for damage detection of structures based on seismic response data. A series of shaking table tests using a five-storey steel frame has been conducted in National Center for Research on Earthquake Engineering (NCREE), Taiwan. Damage condition is simulated by reducing the cross-sectional area of some of the columns at the bottom. Both single and combinations of multiple damage conditions at various locations have been considered. In the system identification analysis, either full or partial observation conditions have been taken into account. It has been shown that the damaged stories can be identified from global responses of the structure to earthquakes if sufficiently observed. In addition to detecting damage(s) with respect to the intact structure, identification of new or extended damages of the as-damaged (ill-conditioned) counterpart has also been studied. The proposed scheme proves to be effective.

Keywords: damage locating vectors, deterministic-stochastic subspace system, shaking table tests, system identification

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Authors: Mohanad Al-Behadili, Djamila Ouelhadj

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In this paper, a specific type of vehicle routing problem under stochastic demand (SVRP) is considered. This problem is of great importance because it models for many of the real world vehicle routing applications. This paper used a robust optimisation model to solve the problem along with the novel Simulation-Particle Swarm Optimisation (Sim-PSO) approach. The proposed Sim-PSO approach is based on the hybridization of the Monte Carlo simulation technique with the PSO algorithm. A comparative study between the proposed model and the Sim-PSO approach against other solution methods in the literature has been given in this paper. This comparison including the Analysis of Variance (ANOVA) to show the ability of the model and solution method in solving the complicated SVRP. The experimental results show that the proposed model and Sim-PSO approach has a significant impact on the obtained solution by providing better quality solutions comparing with well-known algorithms in the literature.

Keywords: stochastic vehicle routing problem, robust optimisation model, Monte Carlo simulation, particle swarm optimisation

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Authors: Masoud Rabbani, Majede Smizadeh, Hamed Farrokhi-Asl

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We study jointly determining prices and production in a multiple period horizon under a general non-stationary stochastic demand with continuous prices. In some periods we need to increase capacity of production to satisfy demand. This paper presents a model to aid multi-period production capacity planning by quantifying the trade-off between product quality and production cost. The product quality is estimated as the statistical variation from the target performances obtained from the output tolerances of the production machines that manufacture the components. We consider different tolerance for different machines that use to increase capacity. The production cost is estimated as the total cost of owning and operating a production facility during the planning horizon.so capacity planning has cost that impact on price. Pricing products often turns out to be difficult to measure them because customers have a reservation price to pay that impact on price and demand. We decide to determine prices and production for periods after enhance capacity and consider reservation price to determine price. First we use an algorithm base on fuzzy set of the optimal objective function values to determine capacity planning by determine maximize interval from upper bound in minimum objectives and define weight for objectives. Then we try to determine inventory and pricing policies. We can use a lemma to solve a problem in MATLAB and find exact answer.

Keywords: price policy, inventory policy, capacity planning, product quality, epsilon -constraint

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Authors: Vinayak Bassi, Rajpreet Singh

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Over the years, with the emergence of sophisticated computers and algorithms, finance has been quantified using computational prowess. Asset valuation has been one of the key components of quantitative finance. In fact, it has become one of the embryonic steps in determining risk related to a portfolio, the main goal of quantitative finance. This study comprises a drawing comparison between valuation output generated by two stochastic dynamic models, namely Black-Scholes and Dupire’s bi-dimensionality model. Both of these models are formulated for computing the valuation function for a portfolio of European options using Monte Carlo simulation methods. Although Monte Carlo algorithms have a slower convergence rate than calculus-based simulation techniques (like FDM), they work quite effectively over high-dimensional dynamic models. A fidelity gap is analyzed between the static (historical) and stochastic inputs for a sample portfolio of underlying assets. In order to enhance the performance efficiency of the model, the study emphasized the use of variable reduction methods and customizing random number generators to implement parallelization. An attempt has been made to further implement the Dupire’s model on a GPU to achieve higher computational performance. Furthermore, ideas have been discussed around the performance enhancement and bottleneck identification related to the implementation of options-pricing models on GPUs.

Keywords: monte carlo, stochastic models, computational finance, parallel programming, scientific computing

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Authors: Amalia Sholihati, Bambang Riyanto Trilaksono

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As an island nation, is a necessity for the Republic of Indonesia to have a capable military defense on land, sea or air that the development of military weapons such as rockets for air defense becomes very important. RKX rocket-200 is one of the guided missiles which are developed by consortium Indonesia and coordinated by LAPAN that serve to intercept the target. RKX-200 is designed to have the speed of Mach 0.5-0.9. RKX rocket-200 belongs to the category two-stage rocket that control is carried out on the second stage when the rocket has separated from the booster. The requirement for better performance to intercept missiles with higher maneuverability continues to push optimal guidance law development, which is derived from non-linear equations. This research focused on the design and implementation of a guidance system based OGL on the rocket RKX-200 while considering the limitation of rockets such as aerodynamic rocket and actuator. Guided missile control system has three main parts, namely, guidance system, navigation system and autopilot systems. As for other parts such as navigation systems and other supporting simulated on MATLAB based on the results of previous studies. In addition to using the MATLAB simulation also conducted testing with hardware-based ARM TWR-K60D100M conjunction with a navigation system and nonlinear models in MATLAB using Hardware-in-the-Loop Simulation (HILS).

Keywords: RKX-200, guidance system, optimal guidance law, Hils

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Authors: Bita Payami-Shabestari, Dariush Eslami

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The purpose of this paper is to develop a multi-product economic production quantity model under vendor management inventory policy and restrictions including limited warehouse space, budget, and number of orders, average shortage time and maximum permissible shortage. Since the “costs” cannot be predicted with certainty, it is assumed that data behave under uncertain environment. The problem is first formulated into the framework of a bi-objective of multi-product economic production quantity model. Then, the problem is solved with three multi-objective decision-making (MODM) methods. Then following this, three methods had been compared on information on the optimal value of the two objective functions and the central processing unit (CPU) time with the statistical analysis method and the multi-attribute decision-making (MADM). The results are compared with statistical analysis method and the MADM. The results of the study demonstrate that augmented-constraint in terms of optimal value of the two objective functions and the CPU time perform better than global criteria, and goal programming. Sensitivity analysis is done to illustrate the effect of parameter variations on the optimal solution. The contribution of this research is the use of random costs data in developing a multi-product economic production quantity model under vendor management inventory policy with several constraints.

Keywords: economic production quantity, random cost, supply chain management, vendor-managed inventory

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Authors: Michael Ayomoh, Adriaan Roux, Oyindamola Omotuyi

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This paper presents an efficient robot navigation model in a multi-target domain amidst static and dynamic workspace obstacles. The problem is that of developing an optimal algorithm to minimize the total travel time of a robot as it visits all target points within its task domain amidst unknown workspace obstacles and finally return to its initial position. In solving this problem, a classical algorithm was first developed to compute the optimal number of paths to be travelled by the robot amidst the network of paths. The principle of shortest distance between robot and targets was used to compute the target point visitation order amidst workspace obstacles. Algorithm premised on the standard polar coordinate system was developed to determine the length of obstacles encountered by the robot hence giving room for a geometrical estimation of the total surface area occupied by the obstacle especially when classified as a relevant obstacle i.e. obstacle that lies in between a robot and its potential visitation point. A stochastic model was developed and used to estimate the likelihood of a dynamic obstacle bumping into the robot’s navigation path and finally, the navigation/obstacle avoidance algorithm was hinged on the hybrid virtual force field (HVFF) method. Significant modelling constraints herein include the choice of navigation path to selected target points, the possible presence of static obstacles along a desired navigation path and the likelihood of encountering a dynamic obstacle along the robot’s path and the chances of it remaining at this position as a static obstacle hence resulting in a case of re-routing after routing. The proposed algorithm demonstrated a high potential for optimal solution in terms of efficiency and effectiveness.

Keywords: multi-target, mobile robot, optimal path, static obstacles, dynamic obstacles

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Authors: Nikolaos Mamalis

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The work of the eminent architect and composer has undoubtedly been influenced both by his architecture and collaboration with Le Corbusier and by the conquests of the musical avant-garde of the 20th century (Schoenberg, Messian, Bartock, electroacoustic music). It is known that the golden mean and the Fibonacci sequence played a momentous role in the Architectural Avant-garde (Modulor) and expanded on musical pursuits. Especially in the 50s (serialism), it was a structural tool for composition. Xenakis' architectural and musical work (Sacrifice, Metastasis, Rebonds, etc.) received the influence of the Golden Section, as has been repeatedly demonstrated. However, the idea of this retrospective sequence and the reflection raised by the search for new proportions, both in the architectural and the musical work of Xenakis, was not limited to constituting a step, a workable formula that acted unifyingly with regard to the other parameters of the musical work, or as an aesthetic model that makes sense - philosophically and poetically - an anthropocentric dimension as in other composers (see Luigi Nono) ̇ triggered a qualitative leap, an opening of the composer to the assimilation of mathematical concepts and scientific types in music and the consolidation of new sound horizons of stochastic music.

Keywords: golden ratio, music, space, stochastic music

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Authors: Ayad Al-Mahturi, Herman Wahid

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This paper presents an optimal state feedback controller based on Linear Quadratic Regulator (LQR) for a two-rotor aero-dynamical system (TRAS). TRAS is a highly nonlinear multi-input multi-output (MIMO) system with two degrees of freedom and cross coupling. There are two parameters that define the behavior of LQR controller: state weighting matrix and control weighting matrix. The two parameters influence the performance of LQR. Particle Swarm Optimization (PSO) is proposed to optimally tune weighting matrices of LQR. The major concern of using LQR controller is to stabilize the TRAS by making the beam move quickly and accurately for tracking a trajectory or to reach a desired altitude. The simulation results were carried out in MATLAB/Simulink. The system is decoupled into two single-input single-output (SISO) systems. Comparing the performance of the optimized proportional, integral and derivative (PID) controller provided by INTECO, results depict that LQR controller gives a better performance in terms of both transient and steady state responses when PSO is performed.

Keywords: LQR controller, optimal control, particle swarm optimization (PSO), two rotor aero-dynamical system (TRAS)

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Authors: Mohammad Mahdi Paydar, Armin Cheraghalipour, Mostafa Hajiaghaei-Keshteli

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Nowadays, in advanced countries, agriculture as one of the most significant sectors of the economy, plays an important role in its political and economic independence. Due to farmers' lack of information about products' demand and lack of proper planning for harvest time, annually the considerable amount of products is corrupted. Besides, in this paper, we attempt to improve these unfavorable conditions via designing an effective supply chain network that tries to minimize total costs of agricultural products along with minimizing shortage in demand points. To validate the proposed model, a stochastic optimization approach by using a branch and bound solver of the LINGO software is utilized. Furthermore, to accumulate the data of parameters, a case study in Mazandaran province placed in the north of Iran has been applied. Finally, using ɛ-constraint approach, a Pareto front is obtained and one of its Pareto solutions as best solution is selected. Then, related results of this solution are explained. Finally, conclusions and suggestions for the future research are presented.

Keywords: perishable products, stochastic optimization, agricultural supply chain, ɛ-constraint

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Authors: Alina Fedossova, Jose Jorge Sierra Molina

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SIP problems are part of non-classical optimization. There are problems in which the number of variables is finite, and the number of constraints is infinite. These are semi-infinite programming problems. Most algorithms for semi-infinite programming problems reduce the semi-infinite problem to a finite one and solve it by classical methods of linear or nonlinear programming. Typically, any of the constraints or the objective function is nonlinear, so the problem often involves nonlinear programming. An investment portfolio is a set of instruments used to reach the specific purposes of investors. The risk of the entire portfolio may be less than the risks of individual investment of portfolio. For example, we could make an investment of M euros in N shares for a specified period. Let yi> 0, the return on money invested in stock i for each dollar since the end of the period (i = 1, ..., N). The logical goal here is to determine the amount xi to be invested in stock i, i = 1, ..., N, such that we maximize the period at the end of ytx value, where x = (x1, ..., xn) and y = (y1, ..., yn). For us the optimal portfolio means the best portfolio in the ratio "risk-return" to the investor portfolio that meets your goals and risk ways. Therefore, investment goals and risk appetite are the factors that influence the choice of appropriate portfolio of assets. The investment returns are uncertain. Thus we have a semi-infinite programming problem. We solve a semi-infinite optimization problem of portfolio selection using the outer approximations methods. This approach can be considered as a developed Eaves-Zangwill method applying the multi-start technique in all of the iterations for the search of relevant constraints' parameters. The stochastic outer approximations method, successfully applied previously for robotics problems, Chebyshev approximation problems, air pollution and others, is based on the optimal criteria of quasi-optimal functions. As a result we obtain mathematical model and the optimal investment portfolio when yields are not clear from the beginning. Finally, we apply this algorithm to a specific case of a Colombian bank.

Keywords: outer approximation methods, portfolio problem, semi-infinite programming, numerial solution

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Authors: Fuzhang Zhao

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Particle swarm optimization (PSO) is becoming one of the most important swarm intelligent paradigms for solving global optimization problems. Although some progress has been made to improve PSO algorithms over the last two decades, additional work is still needed to balance parameters to achieve better numerical properties of accuracy, efficiency, and stability. In the optimal PSO algorithm, the optimal weightings of (√ 5 − 1)/2 and (3 − √5)/2 are used for the cognitive factor and the social factor, respectively. By the same token, the same optimal weightings have been applied for intensification searches and diversification searches, respectively. Perturbation and constriction effects are optimally balanced. Simulations of the de Jong, the Rosenbrock, and the Griewank functions show that the optimal PSO algorithm indeed achieves better numerical properties and outperforms the canonical PSO algorithm.

Keywords: diversification search, intensification search, optimal weighting, particle swarm optimization

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Authors: Mehmet Halkaci, Ekrem Öztürk, Mevlüt Türköz, H. Selçuk Halkacı

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Hydromechanical deep drawing (HMD) process is an advanced manufacturing process used to form deep parts with only one forming step. In this process, sheet metal blank can be drawn deeper by means of fluid pressure acting on sheet surface in the opposite direction of punch movement. High limiting drawing ratio, good surface quality, less springback characteristic and high dimensional accuracy are some of the advantages of this process. The performance of the HMD process is affected by various process parameters such as fluid pressure, blank holder force, punch-die radius, pre-bulging pressure and height, punch diameter, friction between sheet-die and sheet-punch. The fluid pressure and bank older force are the main loading parameters and affect the formability of HMD process significantly. The punch diameter also influences the limiting drawing ratio (the ratio of initial sheet diameter to punch diameter) of the sheet metal blank. In this research, optimal loading (fluid pressure and blank holder force) profiles were determined for AA 5754-O sheet material through fuzzy control algorithm developed in previous study using LS-DYNA finite element analysis (FEA) software. In the preceding study, the fuzzy control algorithm was developed utilizing geometrical criteria such as thinning and wrinkling. In order to obtain the final desired part with the developed algorithm in terms of the punch diameter requested, the effect of punch diameter, which is the one of the process parameters, on loading profiles was investigated separately using blank thickness of 1 mm. Thus, the practicality of the previously developed fuzzy control algorithm with different punch diameters was clarified. Also, thickness distributions of the sheet metal blank along a curvilinear distance were compared for the FEA in which different punch diameters were used. Consequently, it was found that the use of different punch diameters did not affect the optimal loading profiles too much.

Keywords: Finite Element Analysis (FEA), fuzzy control, hydromechanical deep drawing, optimal loading profiles, punch diameter

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Authors: Yingjie Zhang, Ming Li, Ying Zhang, Jing Zhang, Zuolei Hu

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In the actual start-up process of DC motors, the DC drive system often faces a conflict between energy consumption and acceleration performance. To resolve the conflict, this paper proposes a comprehensive performance index that energy consumption index is added on the basis of classical control performance index in the DC motor starting process. Taking the comprehensive performance index as the cost function, particle swarm optimization algorithm is designed to optimize the comprehensive performance. Then it conducts simulations on the optimization of the comprehensive performance of the DC motor on condition that the weight coefficient of the energy consumption index should be properly designed. The simulation results show that as the weight of energy consumption increased, the energy efficiency was significantly improved at the expense of a slight sacrifice of fastness indicators with the comprehensive performance index method. The energy efficiency was increased from 63.18% to 68.48% and the response time reduced from 0.2875s to 0.1736s simultaneously compared with traditional proportion integrals differential controller in energy saving.

Keywords: comprehensive performance index, energy consumption, acceleration performance, particle swarm optimal control

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Authors: Mohd Sabri Minhat, Nurul Adilla Mohd Subha

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The PUSPATI TRIGA Reactor (RTP), Malaysia reached its first criticality on June 28, 1982, with power capacity 1MW thermal. The Feedback Control Algorithm (FCA) which is conventional Proportional-Integral (PI) controller, was used for present power control method to control fission process in RTP. It is important to ensure the core power always stable and follows load tracking within acceptable steady-state error and minimum settling time to reach steady-state power. At this time, the system could be considered not well-posed with power tracking performance. However, there is still potential to improve current performance by developing next generation of a novel design nuclear core power control. In this paper, the dual-mode predictions which are proposed in modelling Optimal Model Predictive Control (OMPC), is presented in a state-space model to control the core power. The model for core power control was based on mathematical models of the reactor core, OMPC, and control rods selection algorithm. The mathematical models of the reactor core were based on neutronic models, thermal hydraulic models, and reactivity models. The dual-mode prediction in OMPC for transient and terminal modes was based on the implementation of a Linear Quadratic Regulator (LQR) in designing the core power control. The combination of dual-mode prediction and Lyapunov which deal with summations in cost function over an infinite horizon is intended to eliminate some of the fundamental weaknesses related to MPC. This paper shows the behaviour of OMPC to deal with tracking, regulation problem, disturbance rejection and caters for parameter uncertainty. The comparison of both tracking and regulating performance is analysed between the conventional controller and OMPC by numerical simulations. In conclusion, the proposed OMPC has shown significant performance in load tracking and regulating core power for nuclear reactor with guarantee stabilising in the closed-loop.

Keywords: core power control, dual-mode prediction, load tracking, optimal model predictive control

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Authors: Pawan Kumar Sharma, Sudhakar Dwivedi, R. K. Arora

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Saffron is one of the most precious spices grown on the earth and is cultivated in a very limited area in few countries of the world. It has also been grown as a niche crop in Kishtwar district of Jammu region of Jammu and Kashmir State of India. This paper attempts to examine the presence of cost inefficiencies in saffron production and the associated socio-economic characteristics of saffron growers in the mentioned area. Although the numbers of inputs used in cultivation of saffron were limited, still cost inefficiencies were present in its production. The net present value (NPV), internal rate of return (IRR) and profitability index (PI) of investment in five years of saffron production were INR 1120803, 95.67 % and 3.52 respectively. The estimated coefficients of saffron stochastic cost function for saffron bulbs, human labour, animal labour, manure and saffron output were positive. The saffron growers having non-farm income were more cost inefficient as compared to farmers who did not have sources of income other than farming by 0.04 %. The maximum value of cost efficiency for saffron grower was 1.69 with mean value of 1.12. The majority of farmers have low cost inefficiencies, as the highest frequency of occurrence of the predicted cost efficiency was below 1.06.

Keywords: saffron, internal rate of return, cost efficiency, stochastic frontier model

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Authors: Ozgu Turgut

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Water scarcity is a problem for many regions which requires immediate action, and solutions cannot be postponed for a long time. It is known that farming consumes a significant portion of usable water. Although in recent years, the efforts to make the transition to dripping or spring watering systems instead of using surface watering started to pay off. It is also known that this transition is not necessarily translated into an increase in the capacity dedicated to other water consumption channels such as city water or power usage. In order to control and allocate the water resource more purposefully, new watering systems have to be used with monitoring abilities that can limit the usage capacity for each farm. In this study, a decision support model which relies on a bi-objective stochastic linear optimization is proposed, which takes crop yield and price volatility into account. The model generates annual planting plans as well as water usage limits for each farmer in the region while taking the total value (i.e., profit) of the overall harvest. The mathematical model is solved using the L-shaped method optimally. The decision support model can be especially useful for regional administrations to plan next year's planting and water incomes and expenses. That is why not only a single optimum but also a set of representative solutions from the Pareto set is generated with the proposed approach.

Keywords: decision support, farming, water, tactical planning, optimization, stochastic, pareto

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Authors: Reza Zakerinejad

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Gully erosion is a serious problem that threading the sustainability of agricultural area and rangeland and water in a large part of Iran. This type of water erosion is the main source of sedimentation in many catchment areas in the north of Iran. Since in many national assessment approaches just qualitative models were applied the aim of this study is to predict the spatial distribution of gully erosion processes by means of detail terrain analysis and GIS -based logistic regression in the loess deposition in a case study in the Golestan Province. This study the DEM with 25 meter result ion from ASTER data has been used. The Landsat ETM data have been used to mapping of land use. The TreeNet model as a stochastic modeling was applied to prediction the susceptible area for gully erosion. In this model ROC we have set 20 % of data as learning and 20 % as learning data. Therefore, applying the GIS and satellite image analysis techniques has been used to derive the input information for these stochastic models. The result of this study showed a high accurate map of potential for gully erosion.

Keywords: TreeNet model, terrain analysis, Golestan Province, Iran

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Authors: Phanida Phukoetphim, Asaad Y. Shamseldin

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In this study, the novel Stochastic Gradient Boosting (SGB) combination method is addressed for producing daily river flows from four different rain-runoff models of Ohinemuri catchment, New Zealand. The selected rainfall-runoff models are two empirical black-box models: linear perturbation model and linear varying gain factor model, two conceptual models: soil moisture accounting and routing model and Nedbør-Afrstrømnings model. In this study, the simple average combination method and the weighted average combination method were used as a benchmark for comparing the results of the novel SGB combination method. The models and combination results are evaluated using statistical and graphical criteria. Overall results of this study show that the use of combination technique can certainly improve the simulated river flows of four selected models for Ohinemuri catchment, New Zealand. The results also indicate that the novel SGB combination method is capable of accurate prediction when used in a combination method of the simulated river flows in New Zealand.

Keywords: multi-model combination, rainfall-runoff modeling, stochastic gradient boosting, bioinformatics

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Authors: Mallika Supa-Aksorn, Buaream Maneewan, Jiraporn Rojtinnakorn

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For animals, trypsin and chymotrypsin are the 2 proteases that play the important role in protein digestion and involving in growth rate. In many animals, these two enzymes are indicated as growth parameter by feed. Although enzyme assay at optimal condition is significant for its accuracy activity determination. There is less report of trypsin and chymotrypsin. Therefore, in this study, optimization of pH and temperature for trypsin (T) and chymotrypsin (C) in economic species; i.e. Nile tilapia (Oreochromis niloticus), sand goby (Oxyeleotoris marmoratus), giant freshwater prawn (Macrobachium rosenberchii) and native chicken (Gallus gallus) were investigated. Each enzyme of each species was assaying for its specific activity with variation of pH in range of 2-12 and temperature in range of 30-80 °C. It revealed that, for Nile tilapia, T had optimal condition at pH 9 and temperature 50-80 °C, whereas C had optimal condition at pH 8 and temperature 60 °C. For sand goby, T had optimal condition at pH 7 and temperature of 50 °C, while C had optimal condition at pH 11 and temperature of 70-75 °C. For juvenile freshwater prawn, T had optimal condition at pH 10-11 and temperature of 60-65 °C, C had optimal condition at pH 8 and temperature of 70°C. For starter native chicken, T has optimal condition at pH 7 and temperature of 70 °C, whereas C had o optimal condition at pH 8 and temperature of 60°C. This information of optimal conditions will be high valuable in further for, actual enzyme measurement of T and C activities that benefit for growth and feed analysis.

Keywords: trypsin, chymotrypsin, Oreochromis niloticus, Oxyeleotoris marmoratus, Macrobachium rosenberchii, Gallus gallus

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Authors: E. Shahsavari, R. Ghasemi, A. Akramizadeh

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This paper presents a new method to design nonlinear feedback linearization controller for polymer electrolyte membrane fuel cells (PEMFCs). A nonlinear controller is designed based on nonlinear model to prolong the stack life of PEM fuel cells. Since it is known that large deviations between hydrogen and oxygen partial pressures can cause severe membrane damage in the fuel cell, feedback linearization is applied to the PEM fuel cell system so that the deviation can be kept as small as possible during disturbances or load variations. To obtain an accurate feedback linearization controller, tuning the linear parameters are always important. So in proposed study NSGA_II method was used to tune the designed controller in aim to decrease the controller tracking error. The simulation result showed that the proposed method tuned the controller efficiently.

Keywords: nonlinear dynamic model, polymer electrolyte membrane fuel cells, feedback linearization, optimal control, NSGA_II

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Authors: Shabnam Najafi, Metin Turkay

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Network design problem (NDP) is used to determine the set of optimal values for certain pre-specified decision variables such as capacity expansion of nodes and links by optimizing various system performance measures including safety, congestion, and accessibility. The designed transportation network should improve objective functions defined for the system by considering the route choice behaviors of network users at the same time. The NDP studies mostly investigated the random demand and route selection constraints separately due to computational challenges. In this work, we consider both random demand and route selection constraints simultaneously. This work presents a nonlinear stochastic model for land use and road network design problem to address the development of different functional zones in urban areas by considering both cost function and air pollution. This model minimizes cost function and air pollution simultaneously with random demand and stochastic route selection constraint that aims to optimize network performance via road capacity expansion. The Bureau of Public Roads (BPR) link impedance function is used to determine the travel time function in each link. We consider a city with origin and destination nodes which can be residential or employment or both. There are set of existing paths between origin-destination (O-D) pairs. Case of increasing employed population is analyzed to determine amount of roads and origin zones simultaneously. Minimizing travel and expansion cost of routes and origin zones in one side and minimizing CO emission in the other side is considered in this analysis at the same time. In this work demand between O-D pairs is random and also the network flow pattern is subject to stochastic user equilibrium, specifically logit route choice model. Considering both demand and route choice, random is more applicable to design urban network programs. Epsilon-constraint is one of the methods to solve both linear and nonlinear multi-objective problems. In this work epsilon-constraint method is used to solve the problem. The problem was solved by keeping first objective (cost function) as the objective function of the problem and second objective as a constraint that should be less than an epsilon, where epsilon is an upper bound of the emission function. The value of epsilon should change from the worst to the best value of the emission function to generate the family of solutions representing Pareto set. A numerical example with 2 origin zones and 2 destination zones and 7 links is solved by GAMS and the set of Pareto points is obtained. There are 15 efficient solutions. According to these solutions as cost function value increases, emission function value decreases and vice versa.

Keywords: epsilon-constraint, multi-objective, network design, stochastic

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Authors: Giorgi Methodishvili, Iuliia Methodishvili

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In this paper product development algorithm is used to determine the optimal management of financial resources in company. Aspects of financial management considered include put initial investment, examine all possible ways to solve the problem and the optimal rotation length of profit. The software of given problems is based using greedy algorithm. The obtained model and program maintenance enable us to define the optimal version of management of proper financial flows by using visual diagram on each level of investment.

Keywords: management, software, optimal, greedy algorithm, graph-diagram

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Authors: Daud Mustafa Minhas, Raja Rehan Khalid, Georg Frey

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The next generation power systems are equipped with abundantly available free renewable energy resources (RES). During their low-cost operations, the price of electricity significantly reduces to a lower value, and sometimes it becomes negative. Therefore, it is recommended not to operate the traditional power plants (e.g. coal power plants) and to reduce the losses. In fact, it is not a cost-effective solution, because these power plants exhibit some shutdown and startup costs. Moreover, they require certain time for shutdown and also need enough pause before starting up again, increasing inefficiency in the whole power network. Hence, there is always a trade-off between avoiding negative electricity prices, and the startup costs of power plants. To exploit this trade-off and to increase the profit of a power plant, two main contributions are made: 1) introducing retrofit technology for state of art coal power plant; 2) proposing optimal control strategy for a power plant by exploiting different flexibility features. These flexibility features include: improving ramp rate of power plant, reducing startup time and lowering minimum load. While, the control strategy is solved as mixed integer linear programming (MILP), ensuring optimal solution for the profit maximization problem. Extensive comparisons are made considering pre and post-retrofit coal power plant having the same efficiencies under different electricity price scenarios. It concludes that if the power plant must remain in the market (providing services), more flexibility reflects direct economic advantage to the plant operator.

Keywords: discrete optimization, power plant flexibility, profit maximization, unit commitment model

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Authors: S. Ghasemi, K. Khorasani

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In this paper, the problem of fault detection and isolation in the attitude control subsystem of spacecraft formation flying is considered. In order to design the fault detection method, an extended Kalman filter is utilized which is a nonlinear stochastic state estimation method. Three fault detection architectures, namely, centralized, decentralized, and semi-decentralized are designed based on the extended Kalman filters. Moreover, the residual generation and threshold selection techniques are proposed for these architectures.

Keywords: component, formation flight of satellites, extended Kalman filter, fault detection and isolation, actuator fault

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Authors: Skezeer John B. Paz, Ederlina G. Nocon

Abstract:

Finding an optimal binary linear code is a central problem in coding theory. A binary linear code C = [n, k, d] is called optimal if there is no linear code with higher minimum distance d given the length n and the dimension k. There are bounds giving limits for the minimum distance d of a linear code of fixed length n and dimension k. The lower bound which can be taken by construction process tells that there is a known linear code having this minimum distance. The upper bound is given by theoretic results such as Griesmer bound. One way to find an optimal binary linear code is to make the lower bound of d equal to its higher bound. That is, to construct a binary linear code which achieves the highest possible value of its minimum distance d, given n and k. Some optimal binary linear codes were presented by Andries Brouwer in his published table on bounds of the minimum distance d of binary linear codes for 1 ≤ n ≤ 256 and k ≤ n. This was further improved by Markus Grassl by giving a detailed construction process for each code exhibiting the lower bound. In this paper, we construct new optimal binary linear codes by using some construction processes on existing binary linear codes. Particularly, we developed an algorithm applied to the codes already constructed to extend the list of optimal binary linear codes up to 257 ≤ n ≤ 300 for k ≤ 7.

Keywords: bounds of linear codes, Griesmer bound, construction of linear codes, optimal binary linear codes

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Authors: Ali H. Daraji, Jack M. Hale, Ye Jianqiao

Abstract:

With the extensive use of high specific strength structures to optimise the loading capacity and material cost in aerospace and most engineering applications, much effort has been expended to develop intelligent structures for active vibration reduction and structural health monitoring. These structures are highly flexible, inherently low internal damping and associated with large vibration and long decay time. The modification of such structures by adding lightweight piezoelectric sensors and actuators at efficient locations integrated with an optimal control scheme is considered an effective solution for structural vibration monitoring and controlling. The size and location of sensor and actuator are important research topics to investigate their effects on the level of vibration detection and reduction and the amount of energy provided by a controller. Several methodologies have been presented to determine the optimal location of a limited number of sensors and actuators for small-scale structures. However, these studies have tackled this problem directly, measuring the fitness function based on eigenvalues and eigenvectors achieved with numerous combinations of sensor/actuator pair locations and converging on an optimal set using heuristic optimisation techniques such as the genetic algorithms. This is computationally expensive for small- and large-scale structures subject to optimise a number of s/a pairs to suppress multiple vibration modes. This paper proposes an efficient method to determine optimal locations for a limited number of sensor/actuator pairs for active vibration reduction of a flexible structure based on finite element method and Hamilton’s principle. The current work takes the simplified approach of modelling a structure with sensors at all locations, subjecting it to an external force to excite the various modes of interest and noting the locations of sensors giving the largest average percentage sensors effectiveness measured by dividing all sensor output voltage over the maximum for each mode. The methodology was implemented for a cantilever plate under external force excitation to find the optimal distribution of six sensor/actuator pairs to suppress the first six modes of vibration. It is shown that the results of the optimal sensor locations give good agreement with published optimal locations, but with very much reduced computational effort and higher effectiveness. Furthermore, it is shown that collocated sensor/actuator pairs placed in these locations give very effective active vibration reduction using optimal linear quadratic control scheme.

Keywords: optimisation, plate, sensor effectiveness, vibration control

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Authors: Ons Triki, Fathi Abid

Abstract:

Along with the increase in the use of leasing contracts in corporate finance, multiple studies aim to model the credit risk of the lease in order to cover the losses of the lessor of the asset if the lessee goes bankrupt. In the current research paper, a convertible lease contract is elaborated in a continuous time stochastic universe aiming to ensure the financial stability of the firm and quickly recover the losses of the counterparties to the lease in case of default. This work examines the term structure of the lease rates taking into account the credit default risk and the capital structure of the firm. The interaction between the lessee's capital structure and the equilibrium lease rate has been assessed by applying the competitive lease market argument developed by Grenadier (1996) and the endogenous structural default model set forward by Leland and Toft (1996). The cumulative probability of default was calculated by referring to Leland and Toft (1996) and Yildirim and Huan (2006). Additionally, the link between lessee credit risk and lease rate was addressed so as to explore the impact of convertible lease financing on the term structure of the lease rate, the optimal leverage ratio, the cumulative default probability, and the optimal firm value by applying an endogenous conversion threshold. The numerical analysis is suggestive that the duration structure of lease rates increases with the increase in the degree of the market price of risk. The maximal value of the firm decreases with the effect of the optimal leverage ratio. The results are indicative that the cumulative probability of default increases with the maturity of the lease contract if the volatility of the asset service flows is significant. Introducing the convertible lease contract will increase the optimal value of the firm as a function of asset volatility for a high initial service flow level and a conversion ratio close to 1.

Keywords: convertible lease contract, lease rate, credit-risk, capital structure, default probability

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Authors: Sanam Haseen, Abdul Bari

Abstract:

In this paper a three stage multivariate programming problem with random survey cost and variances as random variables has been formulated as a non-linear stochastic programming problem. The problem has been converted into an equivalent deterministic form using chance constraint programming and modified E-modeling. An empirical study of the problem has been done at the end of the paper using R-simulation.

Keywords: chance constraint programming, modified E-model, stochastic programming, stratified sample surveys, three stage sample surveys

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