Search results for: taguchi optimization

Authors: Ashwini Umale

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Trajectory planning and optimization is a fundamental problem in articulated robotics. It is often viewed as a two phase problem of initial feasible path planning around obstacles and subsequent optimization of a trajectory satisfying dynamical constraints. An optimized trajectory of multi-axis robot is important and directly influences the Performance of the executing task. Optimal is defined to be the minimum time to transition from the current speed to the set speed. In optimization of trajectory through virtual environment explores the most suitable way to represent robot motion from virtual environment to real environment. This paper aims to review the research of trajectory optimization in virtual environment using simulation software Robcad. Improvements are to be expected in trajectory optimization to generate smooth and collision free trajectories with minimization of overall robot cycle time.

Keywords: trajectory optimization, forward kinematics and reverse kinematics, dynamic constraints, robcad simulation software

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Authors: Adel Sabry Eesa, Adnan Mohsin Abdulazeez Brifcani, Zeynep Orman

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This paper presents a new meta-heuristic bio-inspired optimization algorithm which is called Cuttlefish Algorithm (CFA). The algorithm mimics the mechanism of color changing behavior of the cuttlefish to solve numerical global optimization problems. The colors and patterns of the cuttlefish are produced by reflected light from three different layers of cells. The proposed algorithm considers mainly two processes: reflection and visibility. Reflection process simulates light reflection mechanism used by these layers, while visibility process simulates visibility of matching patterns of the cuttlefish. To show the effectiveness of the algorithm, it is tested with some other popular bio-inspired optimization algorithms such as Genetic Algorithms (GA), Particle Swarm Optimization (PSO) and Bees Algorithm (BA) that have been previously proposed in the literature. Simulations and obtained results indicate that the proposed CFA is superior when compared with these algorithms.

Keywords: Cuttlefish Algorithm, bio-inspired algorithms, optimization, global optimization problems

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Authors: Pedro F. Albuquerque, Pedro V. Gamboa, Miguel A. Silvestre

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The present work describes the implementation of the Enhanced Collaborative Optimization (ECO) multilevel architecture with a gradient-based optimization algorithm with the aim of performing a multidisciplinary design optimization of a generic unmanned aerial vehicle with morphing technologies. The concepts of weighting coefficient and a dynamic compatibility parameter are presented for the ECO architecture. A routine that calculates the aircraft performance for the user defined mission profile and vehicle’s performance requirements has been implemented using low fidelity models for the aerodynamics, stability, propulsion, weight, balance and flight performance. A benchmarking case study for evaluating the advantage of using a variable span wing within the optimization methodology developed is presented.

Keywords: multidisciplinary, multilevel, morphing, enhanced collaborative optimization

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Authors: Jaroslav Masek, Juraj Camaj, Eva Nedeliakova

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

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

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Authors: Diogo Silva, Fadul Rodor, Carlos Moraes

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

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

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

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

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

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Authors: Yassir AbdelRazig

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

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

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Authors: Nima Khosravi

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This paper describes an integrated optimization technique with concurrent use of sequential quadratic programming, genetic algorithm, and simulated annealing particle swarm optimization for the design and optimization of a beam column. In this research, the comparison between 4 different types of optimization methods. The comparison is done and it is found out that all the methods meet the required constraints and the lowest value of the objective function is achieved by SQP, which was also the fastest optimizer to produce the results. SQP is a gradient based optimizer hence its results are usually the same after every run. The only thing which affects the results is the initial conditions given. The initial conditions given in the various test run were very large as compared. Hence, the value converged at a different point. Rest of the methods is a heuristic method which provides different values for different runs even if every parameter is kept constant.

Keywords: beam column, genetic algorithm, particle swarm optimization, sequential quadratic programming, simulated annealing

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

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

Keywords: optimization, harmony search algorithm, MATLAB, electronic

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Authors: Sanyka Banerjee, Saikat Nandi, P. K. Dan

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Synchronizers as an integral part of gearbox is a key element in the transmission system in automotive. The performance of synchronizer affects transmission efficiency and driving comfort. Synchronizing mechanism as a major component of transmission system must be capable of preventing vibration and noise in the gears. Gear shifting efficiency improvement with an aim to achieve smooth, quick and energy efficient power transmission remains a challenge for the automotive industry. Performance of the synchronizer is dependent on the features and characteristics of its sub-components and therefore analysis of the contribution of such characteristics is necessary. An important exercise involved is to identify all such characteristics or factors which are associated with the modeling and analysis and for this purpose the literature was reviewed, rather extensively, to study the mathematical models, formulated considering such. It has been observed that certain factors are rather common across models; however, there are few factors which have specifically been selected for individual models, as reported. In order to obtain a more realistic model, an attempt here has been made to identify and assimilate practically all possible factors which may be considered in formulating the model more comprehensively. A simulation study, formulated as a block model, for such analysis has been carried out in a reliable environment like MATLAB. Lower synchronization time is desirable and hence, it has been considered here as the output factors in the simulation modeling for evaluating transmission efficiency. An improved synchronizer model requires optimized values of sub-component design parameters. A parametric optimization utilizing Taguchi’s design of experiment based response data and their analysis has been carried out for this purpose. The effectiveness of the optimized parameters for the improved synchronizer performance has been validated by the simulation study of the synchronizer block model with improved parameter values as input parameters for better transmission efficiency and driver comfort.

Keywords: design of experiments, modeling, parametric optimization, simulation, synchronizer

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Authors: Mustafa Ural, Can Bayseferogulari

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

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

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Authors: Mohieddine Benghersallah, Mohamed Zakaria Zahaf, Ali Medjber, Idriss Tibakh

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The objective of this study is to analyse the effects of cutting parameters on surface roughness in dry face milling using statistical techniques. We studied the effect of the microstructure of AISI 52100 steel on machinability before and after hardening. The machining tests were carried out on a high rigidity vertical milling machine with a 25 mm diameter face milling cutter equipped with micro-grain bicarbide inserts with PVD (Ti, AlN) coating in GC1030 grade. A Taguchi L9 experiment plan is adopted. Analysis of variance (ANOVA) was used to determine the effects of cutting parameters (Vc, fz, ap) on the roughness (Ra) of the machined surface. Regression analysis to assess the machinability of steel presented mathematical models of roughness and the combination of parameters to minimize it. The recorded results show that feed per tooth has the most significant effect on the surface condition for both steel treatment conditions. The best roughnesses were obtained for the hardened AISI 52100 steel.

Keywords: machinability, heat treatment, microstructure, surface roughness, Taguchi method

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Authors: Houda Abadlia, Nadia Smairi, Khaled Ghedira

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

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

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Authors: Manas Shah

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Black Scholes option pricing model is one of the most important concepts in modern world of computational finance. However, its practical use can be challenging as one of the input parameters must be estimated; implied volatility of the underlying security. The more precisely these values are estimated, the more accurate their corresponding estimates of theoretical option prices would be. Here, we present a novel model based on Cuckoo Search Optimization (CS) which finds more precise estimates of implied volatility than Particle Swarm Optimization (PSO) and Genetic Algorithm (GA).

Keywords: black scholes model, cuckoo search optimization, particle swarm optimization, genetic algorithm

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

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Topology optimization technique utilizes constant element densities as design parameters. Finally, optimal distribution contours of the material densities between voids (0) and solids (1) in design domain represent the determination of topology. It means that regions with element density values become occupied by solids in design domain, while there are only void phases in regions where no density values exist. Therefore the void regions of topology optimization results provide design information to decide appropriate depositions of web-opening in structure. Contrary to the basic objective of the topology optimization technique which is to obtain optimal topology of structures, this present study proposes a new idea that topology optimization results can be also utilized for decision of proper web-opening’s position. Numerical examples of linear elastostatic structures demonstrate efficiency of methodological design processes using topology optimization in order to determinate the proper deposition of web-openings.

Keywords: topology optimization, web-opening, structure, element density, material

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Authors: Mohammadhadi Mirmohammadi, Reza Safian, Hossein Haddad

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This paper presents an innovative solution for complex multi-objective optimization problem which is a part of efforts toward maximizing rolling mill throughput and minimizing processing costs in tandem cold rolling. This computational intelligence based optimization has been applied to the rolling schedules of tandem cold rolling mill. This method involves the combination of two derivative-free optimization procedures in the form of nested loops. The first optimization loop is based on Improving Hit and Run method which focus on balance of power, force and reduction distribution in rolling schedules. The second loop is a real-coded genetic algorithm based optimization procedure which optimizes energy consumption and productivity. An experimental result of application to five stand tandem cold rolling mill is presented.

Keywords: derivative-free optimization, Improving Hit and Run method, real-coded genetic algorithm, rolling schedules of tandem cold rolling mill

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Authors: Z. Balak, M. Zakeri, M.R.Rahimipur, M. Azizieh

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Spark Plasma Sintering is a new technique which was used for ultra high temperature ceramics such as ZrB2-based composites in recent years. Taguchi design was applied to explore effective parameters for achieving the highest hardness. Nine factors including SiC, Cf, MoSi2, HfB2 and ZrC content, milling time of Cf and SPS parameters such as temperature, time and pressure in four levels were considered through the Taguchi technique. In this study, only the effect of SPS conditions on densification and hardness were investigated. ZrB2-based composites were prepared by SPS in different temperatures (1600°C,1700°C, 1800°C, 1900°C), times (4min, 8 min, 12 min, 16min) and pressures (10MPa, 20MPa, 30MPa and 40MPa). The effect of SPS parameters on the densification and hardness were investigated. It was found, by increasing the temperature and time, from level 1 to 4, densification improved continuously. Also, the results shows hardness increases continuously by increasing temperature and time. Finally, it is concluded that temperature and time have more significant effect on densification and harness rather than pressure.

Keywords: spark plasma sintering (SPS), ultra high temperature ceramics (UHTCs), densification, hardness

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Authors: Pranudda Pimsee, Caroline Sablayrolles, Pascale De Caro, Julien Guyomarch, Nicolas Lesage, Mireille Montréjaud-Vignoles

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The MIGR’HYCAR research project was initiated to provide decisional tools for risks connected to oil spill drifts in continental waters. These tools aim to serve in the decision-making process once oil spill pollution occurs and/or as reference tools to study scenarios of potential impacts of pollutions on a given site. This paper focuses on the study of the distribution of polycyclic aromatic hydrocarbons (PAHs) and derivatives from oil spill in water as function of environmental parameters. Eight petroleum oils covering a representative range of commercially available products were tested. 41 Polycyclic Aromatic Hydrocarbons (PAHs) and derivate, among them 16 EPA priority pollutants were studied by dynamic tests at laboratory scale. The chemical profile of the water soluble fraction was different from the parent oil profile due to the various water solubility of oil components. Semi-volatile compounds (naphtalenes) constitute the major part of the water soluble fraction. A large variation in composition of the water soluble fraction was highlighted depending on oil type. Moreover, four environmental parameters (temperature, suspended solid quantity, salinity, and oil: water surface ratio) were investigated with the Taguchi experimental design methodology. The results showed that oils are divided into three groups: the solubility of Domestic fuel and Jet A1 presented a high sensitivity to parameters studied, meaning they must be taken into account. For gasoline (SP95-E10) and diesel fuel, a medium sensitivity to parameters was observed. In fact, the four others oils have shown low sensitivity to parameters studied. Finally, three parameters were found to be significant towards the water soluble fraction.

Keywords: mornitoring, PAHs, water soluble fraction, SBSE, Taguchi experimental design

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

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This paper discusses about the application of ANN for optimizing of bridge structure design. ANN has been applied in various field of science concerning prediction and optimization. The structural optimization has several benefit including accelerate structural design process, saving the structural material, and minimize self-weight and mass of structure. In this paper, there are three types of bridge structure that being optimized including PSC I-girder superstructure, composite steel-concrete girder superstructure, and RC bridge pier. The different optimization strategy on each bridge structure implement back propagation method of ANN is conducted in this research. The optimal weight and easier design process of bridge structure with satisfied error are achieved.

Keywords: bridge structures, ANN, optimization, back propagation

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Authors: D. Kari Basavaraja, M. G. Skanda, C. Soumya, V. Ramesh

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This paper discusses the effects of sodium hypophosphite concentration, pH, and temperature on deposition rate. This paper also discusses the evaluation of coating strength, surface, and subsurface by varying the bath parameters, percentage of phosphate, plating temperature, and pH of the plating solution. Taguchi technique has been used for the analysis. In the experiment, nickel chloride which is a source of nickel when mixed with sodium hypophosphite has been used as the reducing agent and the source of phosphate and sodium hydroxide has been used to vary the pH of the coating bath. The coated samples are tested for impact energy by conducting impact test. Finally, the effects of coating bath parameters on the impact energy absorbed have been plotted, and analysis has been carried out. Further, percentage contribution of coating bath parameters using Design of Experiments approach (DOE) has been analysed. Finally, it can be concluded that the bath parameters of the Ni-P coating will certainly influence on the strength of the specimen.

Keywords: bath parameters, coatings, design of experiment, fracture toughness, impact strength

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Authors: David Lindström

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We evaluate the performance of a numerical method for global optimization of expensive functions. The method is using a response surface to guide the search for the global optimum. This metamodel could be based on radial basis functions, kriging, or a combination of different models. We discuss how to set the cycling parameters of the optimization method to get a balance between local and global search. We also discuss the eventual problem with Runge oscillations in the response surface.

Keywords: expensive function, infill sampling criterion, kriging, global optimization, response surface, Runge phenomenon

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Authors: Romisaa Ali

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The Policy Gradient approach is one of the deep reinforcement learning families that combines deep neural networks (DNN) with reinforcement learning RL to discover the optimum of the control problem through experience gained from the interaction between the robot and its surroundings. In contrast to earlier policy gradient algorithms, which were unable to handle these two types of error because of over-or under-estimation introduced by the deep neural network model, this article will discuss the state-of-the-art SOTA policy gradient technique, trust region policy optimization (TRPO), by applying this method in various environments compared to another policy gradient method, the Proximal Policy Optimization (PPO), to explain their robust optimization, using this SOTA to gather experience data during various training phases after observing the impact of hyper-parameters on neural network performance.

Keywords: deep neural networks, deep reinforcement learning, proximal policy optimization, state-of-the-art, trust region policy optimization

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

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The purpose of this paper is to suggest a weight-reduction design method for the aluminum extrusion carbody structure of a double deck high-speed train using size optimization method. The size optimization method was used to optimize thicknesses of skin and rib of the aluminum extrusion for the carbody structure. Thicknesses of 1st underframe, 2nd underframe, solebar and roof frame were selected by design variables in order to conduct size optimization. The results of the size optimization analysis showed that the weight of the aluminum extrusion could be reduced by 0.61 tons (5.60%) compared to the weight of the original carbody structure.

Keywords: double deck high-speed train, size optimization, weigh-reduction, aluminum extrusion

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Authors: Syed Auon Raza, Tahir Mahmood, Syed Basit Ali Bukhari

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In power system properly coordinated protection scheme is designed to make sure that only the faulty part of the system will be isolated when abnormal operating condition of the system will reach. The complexity of the system as well as the increased user demand and the deregulated environment enforce the utilities to improve system reliability by using a properly coordinated protection scheme. This paper presents overview of over current relay coordination techniques. Different techniques such as Deterministic Techniques, Meta Heuristic Optimization techniques, Hybrid Optimization Techniques, and Trial and Error Optimization Techniques have been reviewed in terms of method of their implementation, operation modes, nature of distribution system, and finally their advantages as well as the disadvantages.

Keywords: distribution system, relay coordination, optimization, Plug Setting Multiplier (PSM)

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Authors: William Anderson, Kyle Kobold, Oleg Yakimenko

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Green microgrids using mostly renewable energy (RE) for generation, are complex systems with inherent nonlinear dynamics. Among a variety of different optimization tools there are only a few ones that adequately consider this complexity. This paper evaluates applicability of two somewhat similar optimization tools tailored for standalone RE microgrids and also assesses a machine learning tool for performance prediction that can enhance the reliability of any chosen optimization tool. It shows that one of these microgrid optimization tools has certain advantages over another and presents a detailed routine of preparing input data to simulate RE microgrid behavior. The paper also shows how neural-network-based predictive modeling can be used to validate and forecast solar power generation based on weather time series data, which improves the overall quality of standalone RE microgrid analysis.

Keywords: microgrid, renewable energy, complex systems, optimization, predictive modeling, neural networks

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Authors: Ali Rabah

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This research received no grant or financial support from any public, commercial, or none governmental agency. The author conducted this work as part of his normal research activities as a professor of Chemical Engineering at the University of Khartoum, Sudan. Abstract While fossil oil reserves have been receding, the demand for diesel and gasoline has been growing. In recent years, syngas of biomass origin has been emerging as a viable feedstock for Fischer-Tropsch (FT) synthesis, a process for manufacturing synthetic gasoline and diesel. This paper reports the optimization of syngas quality to match FT synthesis requirements. The optimization model maximizes the thermal efficiency under the constraint of H2/CO≥2.0 and operating conditions of equivalent ratio (0 ≤ ER ≤ 1.0), steam to biomass ratio (0 ≤ SB ≤ 5), and gasification temperature (500 °C ≤ Tg ≤ 1300 °C). The optimization model is executed using the optimization section of the Model Analysis Tools of the Aspen Plus simulator. The model is tested using eleven (11) types of MSW. The optimum operating conditions under which the objective function and the constraint are satisfied are ER=0, SB=0.66-1.22, and Tg=679 - 763°C. Under the optimum operating conditions, the syngas quality is H2=52.38 - 58.67-mole percent, LHV=12.55 - 17.15 MJ/kg, N2=0.38 - 2.33-mole percent, and H2/CO≥2.15. The generalized optimization model reported could be extended to any other type of biomass and coal. Keywords: MSW, Syngas, Optimization, Fischer-Tropsch.

Keywords: syngas, MSW, optimization, Fisher-Tropsh

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Authors: Inayat Ur Rehman, Georgia Sakellari

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Cloud computing has evolved into a vital technology for businesses, offering scalability, flexibility, and cost-effectiveness. However, maintaining high availability and optimal performance in the cloud is crucial for reliable services. This paper explores the significance of cloud monitoring and performance optimization in sustaining the high availability of cloud-based systems. It discusses diverse monitoring tools, techniques, and best practices for continually assessing the health and performance of cloud resources. The paper also delves into performance optimization strategies, including resource allocation, load balancing, and auto-scaling, to ensure efficient resource utilization and responsiveness. Addressing potential challenges in cloud monitoring and optimization, the paper offers insights into data security and privacy considerations. Through this thorough analysis, the paper aims to underscore the importance of cloud monitoring and performance optimization for ensuring a seamless and highly available cloud computing environment.

Keywords: cloud computing, cloud monitoring, performance optimization, high availability

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Authors: Sanjaykumar R. Patel, Parth R. Kayastha

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α-lactose monohydrate is widely used in the pharmaceutical industries as an inactive substance that acts as a vehicle or a medium for a drug or other active substance. It is a byproduct of dairy industries, and the recovery of lactose from whey not only boosts the improvement of the economics of whey utilization but also causes a reduction in pollution as lactose recovery can reduce the BOD of whey by more than 80%. In the present study, levels of process parameters were kept as initial lactose concentration (30-50% w/w), sonication amplitude (20-40%), sonication time (2-6 hours), and crystallization temperature (10-20 ^oC) for the recovery of lactose in ultrasound assisted cooling crystallization. In comparison with cooling crystallization, the use of ultrasound enhanced the lactose recovery by 39.17% (w/w). The parameters were optimized for the lactose recovery using Taguchi Method. The optimum conditions found were initial lactose concentration at level 3 (50% w/w), amplitude of sonication at level 2 (40%), the sonication time at level 3 (6 hours), and crystallization temperature at level 1 (10 °C). The maximum recovery was found to be 85.85% at the optimum conditions. Sonication time and the initial lactose concentration were found to be significant parameters for the lactose recovery.

Keywords: crystallization, lactose, Taguchi method, ultrasound

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Authors: Mehrdad Rezaei, Reza Haghmaram, Nima Amjadi

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This paper proposes an operating and cost optimization model for micro-grid (MG). This model takes into account emission costs of NOx, SO2, and CO2, together with the operation and maintenance costs. Wind turbines (WT), photovoltaic (PV) arrays, micro turbines (MT), fuel cells (FC), diesel engine generators (DEG) with different capacities are considered in this model. The aim of the optimization is minimizing operation cost according to constraints, supply demand and safety of the system. The proposed genetic algorithm (GA), with the ability to fine-tune its own settings, is used to optimize the micro-grid operation.

Keywords: micro-grid, optimization, genetic algorithm, MG

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Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

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Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: optimization, zero-coupon curve, Nelson-Siegel-Svensson, particle swarm optimization, Nelder-Mead algorithm

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