Search results for: stochastic programming
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1304

Search results for: stochastic programming

1124 Best Resource Recommendation for a Stochastic Process

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

Abstract:

The aim of this study was to develop an Artificial Neural Network0 s recommendation model for an online process using the complexity of load, performance, and average servicing time of the resources. Here, the proposed model investigates the resource performance using stochastic gradient decent method for learning ranking function. A probabilistic cost function is implemented to identify the optimal θ values (load) on each resource. Based on this result the recommendation of resource suitable for performing the currently executing task is made. The test result of CoSeLoG project is presented with an accuracy of 72.856%.

Keywords: ADALINE, neural network, gradient decent, process mining, resource behaviour, polynomial regression model

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1123 Refining Scheme Using Amphibious Epistemologies

Authors: David Blaine, George Raschbaum

Abstract:

The evaluation of DHCP has synthesized SCSI disks, and current trends suggest that the exploration of e-business that would allow for further study into robots will soon emerge. Given the current status of embedded algorithms, hackers worldwide obviously desire the exploration of replication, which embodies the confusing principles of programming languages. In our research we concentrate our efforts on arguing that erasure coding can be made "fuzzy", encrypted, and game-theoretic.

Keywords: SCHI disks, robot, algorithm, hacking, programming language

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1122 Generic Model for Timetabling Problems by Integer Linear Programmimg Approach

Authors: Nur Aidya Hanum Aizam, Vikneswary Uvaraja

Abstract:

The agenda of showing the scheduled time for performing certain tasks is known as timetabling. It widely used in many departments such as transportation, education, and production. Some difficulties arise to ensure all tasks happen in the time and place allocated. Therefore, many researchers invented various programming model to solve the scheduling problems from several fields. However, the studies in developing the general integer programming model for many timetabling problems are still questionable. Meanwhile, this thesis describe about creating a general model which solve different types of timetabling problems by considering the basic constraints. Initially, the common basic constraints from five different fields are selected and analyzed. A general basic integer programming model was created and then verified by using the medium set of data obtained randomly which is much similar to realistic data. The mathematical software, AIMMS with CPLEX as a solver has been used to solve the model. The model obtained is significant in solving many timetabling problems easily since it is modifiable to all types of scheduling problems which have same basic constraints.

Keywords: AIMMS mathematical software, integer linear programming, scheduling problems, timetabling

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1121 Quantum Mechanism Approach for Non-Ruin Probability and Comparison of Path Integral Method and Stochastic Simulations

Authors: Ahmet Kaya

Abstract:

Quantum mechanism is one of the most important approaches to calculating non-ruin probability. We apply standard Dirac notation to model given Hamiltonians. By using the traditional method and eigenvector basis, non-ruin probability is found for several examples. Also, non-ruin probability is calculated for two different Hamiltonian by using the tensor product. Finally, the path integral method is applied to the examples and comparison is made for stochastic simulations and path integral calculation.

Keywords: quantum physics, Hamiltonian system, path integral, tensor product, ruin probability

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1120 Enhance Engineering Pedagogy in Programming Course via Knowledge Graph-Based Recommender System

Authors: Yan Li

Abstract:

Purpose: There is a lack of suitable recommendation systems to assist engineering teaching. The existing traditional engineering pedagogies lack learning interests for postgraduate students. The knowledge graph-based recommender system aims to enhance postgraduate students’ programming skills, with a focus on programming courses. Design/methodology/approach: The case study will be used as a major research method, and the two case studies will be taken in both two teaching styles of the universities (Zhejiang University and the University of Nottingham Ningbo China), followed by the interviews. Quantitative and qualitative research methods will be combined in this study. Research limitations/implications: The case studies were only focused on two teaching styles universities, which is not comprehensive enough. The subject was limited to postgraduate students. Originality/value: The study collected and analyzed the data from two teaching styles of universities’ perspectives. It explored the challenges of Engineering education and tried to seek potential enhancement.

Keywords: knowledge graph and recommender system, engineering pedagogy, programming skills, postgraduate students

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1119 Finding Optimal Solutions to Management Problems with the use of Econometric and Multiobjective Programming

Authors: M. Moradi Dalini, M. R. Talebi

Abstract:

This research revolves around a technical method according to combines econometric and multiobjective programming to select and obtain optimal solutions to management problems. It is taken for a generation that; it is important to analyze which combination of values of the explanatory variables -in an econometric method- would point to the simultaneous achievement of the best values of the response variables. In this case, if a certain degree of conflict is viewed among the response variables, we suggest a multiobjective method in order to the results obtained from a regression analysis. In fact, with the use of a multiobjective method, we will have the best decision about the conflicting relationship between the response variables and the optimal solution. The combined multiobjective programming and econometrics benefit is an assessment of a balanced “optimal” situation among them because a find of information can hardly be extracted just by econometric techniques.

Keywords: econometrics, multiobjective optimization, management problem, optimization

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1118 Bounded Solution Method for Geometric Programming Problem with Varying Parameters

Authors: Abdullah Ali H. Ahmadini, Firoz Ahmad, Intekhab Alam

Abstract:

Geometric programming problem (GPP) is a well-known non-linear optimization problem having a wide range of applications in many engineering problems. The structure of GPP is quite dynamic and easily fit to the various decision-making processes. The aim of this paper is to highlight the bounded solution method for GPP with special reference to variation among right-hand side parameters. Thus this paper is taken the advantage of two-level mathematical programming problems and determines the solution of the objective function in a specified interval called lower and upper bounds. The beauty of the proposed bounded solution method is that it does not require sensitivity analyses of the obtained optimal solution. The value of the objective function is directly calculated under varying parameters. To show the validity and applicability of the proposed method, a numerical example is presented. The system reliability optimization problem is also illustrated and found that the value of the objective function lies between the range of lower and upper bounds, respectively. At last, conclusions and future research are depicted based on the discussed work.

Keywords: varying parameters, geometric programming problem, bounded solution method, system reliability optimization

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1117 Cost Efficiency of European Cooperative Banks

Authors: Karolína Vozková, Matěj Kuc

Abstract:

This paper analyzes recent trends in cost efficiency of European cooperative banks using efficient frontier analysis. Our methodology is based on stochastic frontier analysis which is run on a set of 649 European cooperative banks using data between 2006 and 2015. Our results show that average inefficiency of European cooperative banks is increasing since 2008, smaller cooperative banks are significantly more efficient than the bigger ones over the whole time period and that share of net fee and commission income to total income surprisingly seems to have no impact on bank cost efficiency.

Keywords: cooperative banks, cost efficiency, efficient frontier analysis, stochastic frontier analysis, net fee and commission income

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1116 The Shannon Entropy and Multifractional Markets

Authors: Massimiliano Frezza, Sergio Bianchi, Augusto Pianese

Abstract:

Introduced by Shannon in 1948 in the field of information theory as the average rate at which information is produced by a stochastic set of data, the concept of entropy has gained much attention as a measure of uncertainty and unpredictability associated with a dynamical system, eventually depicted by a stochastic process. In particular, the Shannon entropy measures the degree of order/disorder of a given signal and provides useful information about the underlying dynamical process. It has found widespread application in a variety of fields, such as, for example, cryptography, statistical physics and finance. In this regard, many contributions have employed different measures of entropy in an attempt to characterize the financial time series in terms of market efficiency, market crashes and/or financial crises. The Shannon entropy has also been considered as a measure of the risk of a portfolio or as a tool in asset pricing. This work investigates the theoretical link between the Shannon entropy and the multifractional Brownian motion (mBm), stochastic process which recently is the focus of a renewed interest in finance as a driving model of stochastic volatility. In particular, after exploring the current state of research in this area and highlighting some of the key results and open questions that remain, we show a well-defined relationship between the Shannon (log)entropy and the memory function H(t) of the mBm. In details, we allow both the length of time series and time scale to change over analysis to study how the relation modify itself. On the one hand, applications are developed after generating surrogates of mBm trajectories based on different memory functions; on the other hand, an empirical analysis of several international stock indexes, which confirms the previous results, concludes the work.

Keywords: Shannon entropy, multifractional Brownian motion, Hurst–Holder exponent, stock indexes

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1115 Designing an Introductory Python Course for Finance Students

Authors: Joelle Thng, Li Fang

Abstract:

Objective: As programming becomes a highly valued and sought-after skill in the economy, many universities have started offering Python courses to help students keep up with the demands of employers. This study focuses on designing a university module that effectively educates undergraduate students on financial analysis using Python programming. Methodology: To better satisfy the specific demands for each sector, this study adopted a qualitative research modus operandi to craft a module that would complement students’ existing financial skills. The lessons were structured using research-backed educational learning tools, and important Python concepts were prudently screened before being included in the syllabus. The course contents were streamlined based on criteria such as ease of learning and versatility. In particular, the skills taught were modelled in a way to ensure they were beneficial for financial data processing and analysis. Results: Through this study, a 6-week course containing the chosen topics and programming applications was carefully constructed for finance students. Conclusion: The findings in this paper will provide valuable insights as to how teaching programming could be customised for students hailing from various academic backgrounds.

Keywords: curriculum development, designing effective instruction, higher education strategy, python for finance students

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1114 Advanced Manufacturing Technology Adoption and Organizational Structure

Authors: George Nyori Makari

Abstract:

Data on 92 industrial organizations point to the existence of relationships between advanced manufacturing technology (AMT) adoption and some aspects of organizational structure, including the number of specialized sub-units, the number of levels of authority, span of control, degree of role programming specification, degree of communication programming specification and the degree of output programming. Primary finding is that as the investments and integration of AMTs increases, the more likely the foregoing aspects of structure increase. The findings hold with size and a number of other organizational variables controlled. The results indicate that a company’s capacity to assimilate technology depends on its organizational capabilities. The study encapsulates the need for companies to increase their organizational capabilities during investment and integration of AMTs.

Keywords: advanced manufacturing technology, adoption, organizational structure, Kenya

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1113 Non-Parametric Changepoint Approximation for Road Devices

Authors: Loïc Warscotte, Jehan Boreux

Abstract:

The scientific literature of changepoint detection is vast. Today, a lot of methods are available to detect abrupt changes or slight drift in a signal, based on CUSUM or EWMA charts, for example. However, these methods rely on strong assumptions, such as the stationarity of the stochastic underlying process, or even the independence and Gaussian distributed noise at each time. Recently, the breakthrough research on locally stationary processes widens the class of studied stochastic processes with almost no assumptions on the signals and the nature of the changepoint. Despite the accurate description of the mathematical aspects, this methodology quickly suffers from impractical time and space complexity concerning the signals with high-rate data collection, if the characteristics of the process are completely unknown. In this paper, we then addressed the problem of making this theory usable to our purpose, which is monitoring a high-speed weigh-in-motion system (HS-WIM) towards direct enforcement without supervision. To this end, we first compute bounded approximations of the initial detection theory. Secondly, these approximating bounds are empirically validated by generating many independent long-run stochastic processes. The abrupt changes and the drift are both tested. Finally, this relaxed methodology is tested on real signals coming from a HS-WIM device in Belgium, collected over several months.

Keywords: changepoint, weigh-in-motion, process, non-parametric

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1112 Application of Stochastic Models to Annual Extreme Streamflow Data

Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.

Keywords: stochastic models, ARIMA, extreme streamflow, Karkheh river

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1111 Heuristic Methods for the Capacitated Location- Allocation Problem with Stochastic Demand

Authors: Salinee Thumronglaohapun

Abstract:

The proper number and appropriate locations of service centers can save cost, raise revenue and gain more satisfaction from customers. Establishing service centers is high-cost and difficult to relocate. In long-term planning periods, several factors may affect the service. One of the most critical factors is uncertain demand of customers. The opened service centers need to be capable of serving customers and making a profit although the demand in each period is changed. In this work, the capacitated location-allocation problem with stochastic demand is considered. A mathematical model is formulated to determine suitable locations of service centers and their allocation to maximize total profit for multiple planning periods. Two heuristic methods, a local search and genetic algorithm, are used to solve this problem. For the local search, five different chances to choose each type of moves are applied. For the genetic algorithm, three different replacement strategies are considered. The results of applying each method to solve numerical examples are compared. Both methods reach to the same best found solution in most examples but the genetic algorithm provides better solutions in some cases.

Keywords: location-allocation problem, stochastic demand, local search, genetic algorithm

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1110 Creation of an Integrated Development Environment to Assist and Optimize the Learning the Languages C and C++

Authors: Francimar Alves, Marcos Castro, Marllus Lustosa

Abstract:

In the context of the teaching of computer programming, the choice of tool to use is very important in the initiation and continuity of learning a programming language. The literature tools do not always provide usability and pedagogical dynamism clearly and accurately for effective learning. This hypothesis implies fall in productivity and difficulty of learning a particular programming language by students. The integrated development environments (IDEs) Dev-C ++ and Code :: Blocks are widely used in introductory courses for undergraduate courses in Computer Science for learning C and C ++ languages. However, after several years of discontinuity maintaining the source code of Dev-C ++ tool, the continued use of the same in the teaching and learning process of the students of these institutions has led to difficulties, mainly due to the lack of update by the official developers, which resulted in a sequence of problems in using it on educational settings. Much of the users, dissatisfied with the IDE Dev-C ++, migrated to Code :: Blocks platform targeting the more dynamic range in the learning process of the C and C ++ languages. Nevertheless, there is still the need to create a tool that can provide the resources of most IDE's software development literature, however, more interactive, simple, accurate and efficient. This motivation led to the creation of Falcon C ++ tool, IDE that brings with features that turn it into an educational platform, which focuses primarily on increasing student learning index in the early disciplines of programming and algorithms that use the languages ​​C and C ++ . As a working methodology, a field research to prove the truth of the proposed tool was used. The test results and interviews with entry-level students and intermediate in a postsecondary institution gave basis for the composition of this work, demonstrating a positive impact on the use of the tool in teaching programming, showing that the use of Falcon C ++ software is beneficial in the teaching process of the C and C ++ programming languages.

Keywords: ide, education, learning, development, language

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1109 Reliability Based Topology Optimization: An Efficient Method for Material Uncertainty

Authors: Mehdi Jalalpour, Mazdak Tootkaboni

Abstract:

We present a computationally efficient method for reliability-based topology optimization under material properties uncertainty, which is assumed to be lognormally distributed and correlated within the domain. Computational efficiency is achieved through estimating the response statistics with stochastic perturbation of second order, using these statistics to fit an appropriate distribution that follows the empirical distribution of the response, and employing an efficient gradient-based optimizer. The proposed algorithm is utilized for design of new structures and the changes in the optimized topology is discussed for various levels of target reliability and correlation strength. Predictions were verified thorough comparison with results obtained using Monte Carlo simulation.

Keywords: material uncertainty, stochastic perturbation, structural reliability, topology optimization

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1108 Collaboration and Automatic Tutoring as a Learning Strategy: A Case Study in Programming Courses

Authors: Luis H. Gonzalez-Guerra, Armandina J. Leal-Flores

Abstract:

Students attending classrooms nowadays are habituated to use digital devices all the time and for multiple things. They have been familiar with digital technology throughout their lives so they have developed skills that should be naturally adopted as part of their study strategies. New learning styles require taking in consideration the use of models that support and promote student motivation for learning and development of their creative thinking skills. To achieve student learning in programming courses, different strategies are used. One of them is a collaboration between students, which is a tool which faculty can take advantage of when teaching these kinds of courses. Moreover, cooperation is an essential skill that society should reinforce in order to promote a healthy social environment and cohabitation. Nevertheless, students will still require support and advice to get a complete and correct programming solution to successfully address and solve the problems given throughout the course. This paper present a model where collaboration between students is associated with an automatic tutoring platform providing an excellent approach for the individual learning in collaborative activities in programming courses, and also motivates students to increase their knowledge regarding the topics covered in the classroom.

Keywords: automatic tutoring, collaboration learning, creative thinking, motivation

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1107 Vendor Selection and Supply Quotas Determination by Using Revised Weighting Method and Multi-Objective Programming Methods

Authors: Tunjo Perič, Marin Fatović

Abstract:

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

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

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1106 Stochastic Modeling and Productivity Analysis of a Flexible Manufacturing System

Authors: Mehmet Savsar, Majid Aldaihani

Abstract:

Flexible Manufacturing Systems (FMS) are used to produce a variety of parts on the same equipment. Therefore, their utilization is higher than traditional machining systems. Higher utilization, on the other hand, results in more frequent equipment failures and additional need for maintenance. Therefore, it is necessary to carefully analyze operational characteristics and productivity of FMS or Flexible Manufacturing Cells (FMC), which are smaller configuration of FMS, before installation or during their operation. Appropriate models should be developed to determine production rates based on operational conditions, including equipment reliability, availability, and repair capacity. In this paper, a stochastic model is developed for an automated FMC system, which consists of two machines served by two robots and a single repairman. The model is used to determine system productivity and equipment utilization under different operational conditions, including random machine failures, random repairs, and limited repair capacity. The results are compared to previous study results for FMC system with sufficient repair capacity assigned to each machine. The results show that the model will be useful for design engineers and operational managers to analyze performance of manufacturing systems at the design or operational stages.

Keywords: flexible manufacturing, FMS, FMC, stochastic modeling, production rate, reliability, availability

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1105 Integrated Approach of Quality Function Deployment, Sensitivity Analysis and Multi-Objective Linear Programming for Business and Supply Chain Programs Selection

Authors: T. T. Tham

Abstract:

The aim of this study is to propose an integrated approach to determine the most suitable programs, based on Quality Function Deployment (QFD), Sensitivity Analysis (SA) and Multi-Objective Linear Programming model (MOLP). Firstly, QFD is used to determine business requirements and transform them into business and supply chain programs. From the QFD, technical scores of all programs are obtained. All programs are then evaluated through five criteria (productivity, quality, cost, technical score, and feasibility). Sets of weight of these criteria are built using Sensitivity Analysis. Multi-Objective Linear Programming model is applied to select suitable programs according to multiple conflicting objectives under a budget constraint. A case study from the Sai Gon-Mien Tay Beer Company is given to illustrate the proposed methodology. The outcome of the study provides a comprehensive picture for companies to select suitable programs to obtain the optimal solution according to their preference.

Keywords: business program, multi-objective linear programming model, quality function deployment, sensitivity analysis, supply chain management

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1104 Stochastic Multicast Routing Protocol for Flying Ad-Hoc Networks

Authors: Hyunsun Lee, Yi Zhu

Abstract:

Wireless ad-hoc network is a decentralized type of temporary machine-to-machine connection that is spontaneous or impromptu so that it does not rely on any fixed infrastructure and centralized administration. As unmanned aerial vehicles (UAVs), also called drones, have recently become more accessible and widely utilized in military and civilian domains such as surveillance, search and detection missions, traffic monitoring, remote filming, product delivery, to name a few. The communication between these UAVs become possible and materialized through Flying Ad-hoc Networks (FANETs). However, due to the high mobility of UAVs that may cause different types of transmission interference, it is vital to design robust routing protocols for FANETs. In this talk, the multicast routing method based on a modified stochastic branching process is proposed. The stochastic branching process is often used to describe an early stage of an infectious disease outbreak, and the reproductive number in the process is used to classify the outbreak into a major or minor outbreak. The reproductive number to regulate the local transmission rate is adapted and modified for flying ad-hoc network communication. The performance of the proposed routing method is compared with other well-known methods such as flooding method and gossip method based on three measures; average reachability, average node usage and average branching factor. The proposed routing method achieves average reachability very closer to flooding method, average node usage closer to gossip method, and outstanding average branching factor among methods. It can be concluded that the proposed multicast routing scheme is more efficient than well-known routing schemes such as flooding and gossip while it maintains high performance.

Keywords: Flying Ad-hoc Networks, Multicast Routing, Stochastic Branching Process, Unmanned Aerial Vehicles

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1103 Application of Genetic Programming for Evolution of Glass-Forming Ability Parameter

Authors: Manwendra Kumar Tripathi, Subhas Ganguly

Abstract:

A few glass forming ability expressions in terms of characteristic temperatures have been proposed in the literature. Attempts have been made to correlate the expression with the critical diameter of the bulk metallic glass composition. However, with the advent of new alloys, many exceptions have been noted and reported. In the present approach, a genetic programming based code which generates an expression in terms of input variables, i.e., three characteristic temperatures viz. glass transition temperature (Tg), onset crystallization temperature (Tx) and offset temperature of melting (Tl) with maximum correlation with a critical diameter (Dmax). The expression evolved shows improved correlation with the critical diameter. In addition, the expression can be explained on the basis of time-temperature transformation curve.

Keywords: glass forming ability, genetic programming, bulk metallic glass, critical diameter

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1102 Study of Transport in Electronic Devices with Stochastic Monte Carlo Method: Modeling and Simulation along with Submicron Gate (Lg=0.5um)

Authors: N. Massoum, B. Bouazza

Abstract:

In this paper, we have developed a numerical simulation model to describe the electrical properties of GaInP MESFET with submicron gate (Lg = 0.5 µm). This model takes into account the three-dimensional (3D) distribution of the load in the short channel and the law effect of mobility as a function of electric field. Simulation software based on a stochastic method such as Monte Carlo has been established. The results are discussed and compared with those of the experiment. The result suggests experimentally that, in a very small gate length in our devices (smaller than 40 nm), short-channel tunneling explains the degradation of transistor performance, which was previously enhanced by velocity overshoot.

Keywords: Monte Carlo simulation, transient electron transport, MESFET device, simulation software

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1101 A Reinforcement Learning Approach for Evaluation of Real-Time Disaster Relief Demand and Network Condition

Authors: Ali Nadi, Ali Edrissi

Abstract:

Relief demand and transportation links availability is the essential information that is needed for every natural disaster operation. This information is not in hand once a disaster strikes. Relief demand and network condition has been evaluated based on prediction method in related works. Nevertheless, prediction seems to be over or under estimated due to uncertainties and may lead to a failure operation. Therefore, in this paper a stochastic programming model is proposed to evaluate real-time relief demand and network condition at the onset of a natural disaster. To address the time sensitivity of the emergency response, the proposed model uses reinforcement learning for optimization of the total relief assessment time. The proposed model is tested on a real size network problem. The simulation results indicate that the proposed model performs well in the case of collecting real-time information.

Keywords: disaster management, real-time demand, reinforcement learning, relief demand

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1100 The Optimal Public Debt Ceiling in Taiwan: A Simulation Approach

Authors: Ho Yuan-Hong, Huang Chiung-Ju

Abstract:

This study conducts simulation analyses to find the optimal debt ceiling of Taiwan, while factoring in welfare maximization under a dynamic stochastic general equilibrium framework. The simulation is based on Taiwan's 2001 to 2011 economic data and shows that welfare is maximized at a "debt"⁄"GDP" ratio of 0.2, increases in the "debt"⁄"GDP " ratio leads to increases in both tax and interest rates and decreases in the consumption ratio and working hours. The study results indicate that the optimal debt ceiling of Taiwan is 20% of GDP, where if the "debt"⁄"GDP" ratio is greater than 40%, the welfare will be negative and result in welfare loss.

Keywords: debt sustainability, optimal debt ceiling, dynamic stochastic general equilibrium, welfare maximization

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1099 Integer Programming Model for the Network Design Problem with Facility Dependent Shortest Path Routing

Authors: Taehan Lee

Abstract:

We consider a network design problem which has shortest routing restriction based on the values determined by the installed facilities on each arc. In conventional multicommodity network design problem, a commodity can be routed through any possible path when the capacity is available. But, we consider a problem in which the commodity between two nodes must be routed on a path which has shortest metric value and the link metric value is determined by the installed facilities on the link. By this routing restriction, the problem has a distinct characteristic. We present an integer programming formulation containing the primal-dual optimality conditions to the shortest path routing. We give some computational results for the model.

Keywords: integer programming, multicommodity network design, routing, shortest path

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1098 Genetic Algorithm and Multi-Parametric Programming Based Cascade Control System for Unmanned Aerial Vehicles

Authors: Dao Phuong Nam, Do Trong Tan, Pham Tam Thanh, Le Duy Tung, Tran Hoang Anh

Abstract:

This paper considers the problem of cascade control system for unmanned aerial vehicles (UAVs). Due to the complicated modelling technique of UAV, it is necessary to separate them into two subsystems. The proposed cascade control structure is a hierarchical scheme including a robust control for inner subsystem based on H infinity theory and trajectory generator using genetic algorithm (GA), outer loop control law based on multi-parametric programming (MPP) technique to overcome the disadvantage of a big amount of calculations. Simulation results are presented to show that the equivalent path has been found and obtained by proposed cascade control scheme.

Keywords: genetic algorithm, GA, H infinity, multi-parametric programming, MPP, unmanned aerial vehicles, UAVs

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1097 A Model for Solid Transportation Problem with Three Hierarchical Objectives under Uncertain Environment

Authors: Wajahat Ali, Shakeel Javaid

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In this study, we have developed a mathematical programming model for a solid transportation problem with three objective functions arranged in hierarchical order. The mathematical programming models with more than one objective function to be solved in hierarchical order is termed as a multi-level programming model. Our study explores a Multi-Level Solid Transportation Problem with Uncertain Parameters (MLSTPWU). The proposed MLSTPWU model consists of three objective functions, viz. minimization of transportation cost, minimization of total transportation time, and minimization of deterioration during transportation. These three objective functions are supposed to be solved by decision-makers at three consecutive levels. Three constraint functions are added to the model, restricting the total availability, total demand, and capacity of modes of transportation. All the parameters involved in the model are assumed to be uncertain in nature. A solution method based on fuzzy logic is also discussed to obtain the compromise solution for the proposed model. Further, a simulated numerical example is discussed to establish the efficiency and applicability of the proposed model.

Keywords: solid transportation problem, multi-level programming, uncertain variable, uncertain environment

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1096 Automated Test Data Generation For some types of Algorithm

Authors: Hitesh Tahbildar

Abstract:

The cost of test data generation for a program is computationally very high. In general case, no algorithm to generate test data for all types of algorithms has been found. The cost of generating test data for different types of algorithm is different. Till date, people are emphasizing the need to generate test data for different types of programming constructs rather than different types of algorithms. The test data generation methods have been implemented to find heuristics for different types of algorithms. Some algorithms that includes divide and conquer, backtracking, greedy approach, dynamic programming to find the minimum cost of test data generation have been tested. Our experimental results say that some of these types of algorithm can be used as a necessary condition for selecting heuristics and programming constructs are sufficient condition for selecting our heuristics. Finally we recommend the different heuristics for test data generation to be selected for different types of algorithms.

Keywords: ongest path, saturation point, lmax, kL, kS

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1095 A Stochastic Analytic Hierarchy Process Based Weighting Model for Sustainability Measurement in an Organization

Authors: Faramarz Khosravi, Gokhan Izbirak

Abstract:

A weighted statistical stochastic based Analytical Hierarchy Process (AHP) model for modeling the potential barriers and enablers of sustainability for measuring and assessing the sustainability level is proposed. For context-dependent potential barriers and enablers, the proposed model takes the basis of the properties of the variables describing the sustainability functions and was developed into a realistic analytical model for the sustainable behavior of an organization. This thus serves as a means for measuring the sustainability of the organization. The main focus of this paper was the application of the AHP tool in a statistically-based model for measuring sustainability. Hence a strong weighted stochastic AHP based procedure was achieved. A case study scenario of a widely reported major Canadian electric utility was adopted to demonstrate the applicability of the developed model and comparatively examined its results with those of an equal-weighted model method. Variations in the sustainability of a company, as fluctuations, were figured out during the time. In the results obtained, sustainability index for successive years changed form 73.12%, 79.02%, 74.31%, 76.65%, 80.49%, 79.81%, 79.83% to more exact values 73.32%, 77.72%, 76.76%, 79.41%, 81.93%, 79.72%, and 80,45% according to priorities of factors that have found by expert views, respectively. By obtaining relatively necessary informative measurement indicators, the model can practically and effectively evaluate the sustainability extent of any organization and also to determine fluctuations in the organization over time.

Keywords: AHP, sustainability fluctuation, environmental indicators, performance measurement

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