Search results for: binary quadratic programming.
1050 Perturbation Based Search Method for Solving Unconstrained Binary Quadratic Programming Problem
Authors: Muthu Solayappan, Kien Ming Ng, Kim Leng Poh
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This paper presents a perturbation based search method to solve the unconstrained binary quadratic programming problem. The proposed algorithm was tested with some of the standard test problems and the results are reported for 10 instances of 50, 100, 250, & 500 variable problems. A comparison of the performance of the proposed algorithm with other heuristics and optimization software is made. Based on the results, it was found that the proposed algorithm is computationally inexpensive and the solutions obtained match the best known solutions for smaller sized problems. For larger instances, the algorithm is capable of finding a solution within 0.11% of the best known solution. Apart from being used as a stand-alone method, this algorithm could also be incorporated with other heuristics to find better solutions.Keywords: unconstrained binary quadratic programming, perturbation, interior point methods
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15231049 Quadratic Irrationals, Quadratic Ideals and Indefinite Quadratic Forms II
Authors: Ahmet Tekcan, Arzu Özkoç
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Let D = 1 be a positive non-square integer and let δ = √D or 1+√D 2 be a real quadratic irrational with trace t =δ + δ and norm n = δδ. Let γ = P+δ Q be a quadratic irrational for positive integers P and Q. Given a quadratic irrational γ, there exist a quadratic ideal Iγ = [Q, δ + P] and an indefinite quadratic form Fγ(x, y) = Q(x−γy)(x−γy) of discriminant Δ = t 2−4n. In the first section, we give some preliminaries form binary quadratic forms, quadratic irrationals and quadratic ideals. In the second section, we obtain some results on γ, Iγ and Fγ for some specific values of Q and P.
Keywords: Quadratic irrationals, quadratic ideals, indefinite quadratic forms, extended modular group.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12491048 Performance Analysis of MATLAB Solvers in the Case of a Quadratic Programming Generation Scheduling Optimization Problem
Authors: Dávid Csercsik, Péter Kádár
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In the case of the proposed method, the problem is parallelized by considering multiple possible mode of operation profiles, which determine the range in which the generators operate in each period. For each of these profiles, the optimization is carried out independently, and the best resulting dispatch is chosen. For each such profile, the resulting problem is a quadratic programming (QP) problem with a potentially negative definite Q quadratic term, and constraints depending on the actual operation profile. In this paper we analyze the performance of available MATLAB optimization methods and solvers for the corresponding QP.Keywords: Economic dispatch, optimization, quadratic programming, MATLAB.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9471047 Positive Definite Quadratic Forms, Elliptic Curves and Cubic Congruences
Authors: Ahmet Tekcan
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Let F(x, y) = ax2 + bxy + cy2 be a positive definite binary quadratic form with discriminant Δ whose base points lie on the line x = -1/m for an integer m ≥ 2, let p be a prime number and let Fp be a finite field. Let EF : y2 = ax3 + bx2 + cx be an elliptic curve over Fp and let CF : ax3 + bx2 + cx ≡ 0(mod p) be the cubic congruence corresponding to F. In this work we consider some properties of positive definite quadratic forms, elliptic curves and cubic congruences.Keywords: Binary quadratic form, elliptic curves, cubic congruence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15261046 Neighbors of Indefinite Binary Quadratic Forms
Authors: Ahmet Tekcan
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In this paper, we derive some algebraic identities on right and left neighbors R(F) and L(F) of an indefinite binary quadratic form F = F(x, y) = ax2 + bxy + cy2 of discriminant Δ = b2 -4ac. We prove that the proper cycle of F can be given by using its consecutive left neighbors. Also we construct a connection between right and left neighbors of F.Keywords: Quadratic form, indefinite form, cycle, proper cycle, right neighbor, left neighbor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13981045 Order Penetration Point Location using Fuzzy Quadratic Programming
Authors: Hamed Rafiei, Masoud Rabbani
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This paper addresses one of the most important issues have been considered in hybrid MTS/MTO production environments. To cope with the problem, a mathematical programming model is applied from a tactical point of view. The model is converted to a fuzzy goal programming model, because a degree of uncertainty is involved in hybrid MTS/MTO context. Finally, application of the proposed model in an industrial center is reported and the results prove the validity of the model.Keywords: Fuzzy sets theory, Hybrid MTS/MTO, Order penetration point, Quadratic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15981044 Optimal Design of the Power Generation Network in California: Moving towards 100% Renewable Electricity by 2045
Authors: Wennan Long, Yuhao Nie, Yunan Li, Adam Brandt
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To fight against climate change, California government issued the Senate Bill No. 100 (SB-100) in 2018 September, which aims at achieving a target of 100% renewable electricity by the end of 2045. A capacity expansion problem is solved in this case study using a binary quadratic programming model. The optimal locations and capacities of the potential renewable power plants (i.e., solar, wind, biomass, geothermal and hydropower), the phase-out schedule of existing fossil-based (nature gas) power plants and the transmission of electricity across the entire network are determined with the minimal total annualized cost measured by net present value (NPV). The results show that the renewable electricity contribution could increase to 85.9% by 2030 and reach 100% by 2035. Fossil-based power plants will be totally phased out around 2035 and solar and wind will finally become the most dominant renewable energy resource in California electricity mix.
Keywords: 100% renewable electricity, California, capacity expansion, binary quadratic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7301043 A Dual Method for Solving General Convex Quadratic Programs
Authors: Belkacem Brahmi, Mohand Ouamer Bibi
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In this paper, we present a new method for solving quadratic programming problems, not strictly convex. Constraints of the problem are linear equalities and inequalities, with bounded variables. The suggested method combines the active-set strategies and support methods. The algorithm of the method and numerical experiments are presented, while comparing our approach with the active set method on randomly generated problems.
Keywords: Convex quadratic programming, dual support methods, active set methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18931042 Applications of Conic Optimization and Quadratic Programming in the Investigation of Index Arbitrage in the Thai Derivatives and Equity Markets
Authors: Satjaporn Tungsong, Gun Srijuntongsiri
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This research seeks to investigate the frequency and profitability of index arbitrage opportunities involving the SET50 futures, SET50 component stocks, and the ThaiDEX SET50 ETF (ticker symbol: TDEX). In particular, the frequency and profit of arbitrage are measured in the following three arbitrage tests: (1) SET50 futures vs. ThaiDEX SET50 ETF, (2) SET50 futures vs. SET50 component stocks, and (3) ThaiDEX SET50 ETF vs. SET50 component stocks are investigated. For tests (2) and (3), the problems involve conic optimization and quadratic programming as subproblems. This research is first to apply conic optimization and quadratic programming techniques in the context of index arbitrage and is first to investigate such index arbitrage in the Thai equity and derivatives markets. Thus, the contribution of this study is twofold. First, its results would help understand the contribution of the derivatives securities to the efficiency of the Thai markets. Second, the methodology employed in this study can be applied to other geographical markets, with minor adjustments.Keywords: Conic optimization, Equity index arbitrage, Executionlags, Quadratic programming, SET50 index futures, ThaiDEX SET50ETF, Transaction costs
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15731041 On Problem of Parameters Identification of Dynamic Object
Authors: Kamil Aida-zade, C. Ardil
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In this paper, some problem formulations of dynamic object parameters recovery described by non-autonomous system of ordinary differential equations with multipoint unshared edge conditions are investigated. Depending on the number of additional conditions the problem is reduced to an algebraic equations system or to a problem of quadratic programming. With this purpose the paper offers a new scheme of the edge conditions transfer method called by conditions shift. The method permits to get rid from differential links and multipoint unshared initially-edge conditions. The advantage of the proposed approach is concluded by capabilities of reduction of a parametric identification problem to essential simple problems of the solution of an algebraic system or quadratic programming.Keywords: dynamic objects, ordinary differential equations, multipoint unshared edge conditions, quadratic programming, conditions shift
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14561040 A Quadratic Programming for Truck-to-Door Assignment Problem
Authors: Y. Fathi, B. Karimi, S. M. J. Mirzapour Al-e-Hashem
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Cross-docking includes receiving products supplied by a set of suppliers, unloading them from inbound trucks (ITs) at strip doors, consolidating and handling these products to stack doors based on their destinations, loading them into outbound trucks (OTs); then, delivering these products to customers. An effective assignment of the trucks to the doors would enhance the advantages of the cross-docking (e.g. reduction of the handling costs). This paper addresses the truck-to-door assignment problem in a cross-dock in which assignment of the ITs to the strip doors as well as assignment of the OTs to the stacks doors is determined so that total material handling cost in the cross-dock is minimized. Capacity constraints are applied for the ITs, OTs, strip doors, and stack doors. We develop a Quadratic Programming (QP) to formulate the problem. To solve it, the model is coded in LINGO software to specify the best assignment of the trucks to the doors.
Keywords: Cross-docking, truck-to-door assignment, supply chain, quadratic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17341039 A Deterministic Dynamic Programming Approach for Optimization Problem with Quadratic Objective Function and Linear Constraints
Authors: S. Kavitha, Nirmala P. Ratchagar
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This paper presents the novel deterministic dynamic programming approach for solving optimization problem with quadratic objective function with linear equality and inequality constraints. The proposed method employs backward recursion in which computations proceeds from last stage to first stage in a multi-stage decision problem. A generalized recursive equation which gives the exact solution of an optimization problem is derived in this paper. The method is purely analytical and avoids the usage of initial solution. The feasibility of the proposed method is demonstrated with a practical example. The numerical results show that the proposed method provides global optimum solution with negligible computation time.
Keywords: Backward recursion, Dynamic programming, Multi-stage decision problem, Quadratic objective function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35861038 Robot Path Planning in 3D Space Using Binary Integer Programming
Authors: Ellips Masehian, Golnaz Habibi
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This paper presents a novel algorithm for path planning of mobile robots in known 3D environments using Binary Integer Programming (BIP). In this approach the problem of path planning is formulated as a BIP with variables taken from 3D Delaunay Triangulation of the Free Configuration Space and solved to obtain an optimal channel made of connected tetrahedrons. The 3D channel is then partitioned into convex fragments which are used to build safe and short paths within from Start to Goal. The algorithm is simple, complete, does not suffer from local minima, and is applicable to different workspaces with convex and concave polyhedral obstacles. The noticeable feature of this algorithm is that it is simply extendable to n-D Configuration spaces.Keywords: 3D C-space, Binary Integer Programming (BIP), Delaunay Tessellation, Robot Motion Planning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24701037 Minimizing Energy Consumption in Wireless Sensor Networks using Binary Integer Linear Programming
Authors: Chompunut Jantarasorn, Chutima Prommak
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The important issue considered in the widespread deployment of Wireless Sensor Networks (WSNs) is an efficiency of the energy consumption. In this paper, we present a study of the optimal relay station planning problems using Binary Integer Linear Programming (BILP) model to minimize the energy consumption in WSNs. Our key contribution is that the proposed model not only ensures the required network lifetime but also guarantees the radio connectivity at high level of communication quality. Specially, we take into account effects of noise, signal quality limitation and bit error rate characteristics. Numerical experiments were conducted in various network scenarios. We analyzed the effects of different sensor node densities and distribution on the energy consumption.
Keywords: Binary Integer Linear Programming, BILP, Energy consumption, Optimal node placement and Wireless sensor networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22021036 Application of Hermite-Rodriguez Functions to Pulse Shaping Analog Filter Design
Authors: Mohd Amaluddin Yusoff
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In this paper, we consider the design of pulse shaping filter using orthogonal Hermite-Rodriguez basis functions. The pulse shaping filter design problem has been formulated and solved as a quadratic programming problem with linear inequality constraints. Compared with the existing approaches reported in the literature, the use of Hermite-Rodriguez functions offers an effective alternative to solve the constrained filter synthesis problem. This is demonstrated through a numerical example which is concerned with the design of an equalization filter for a digital transmission channel.Keywords: channel equalization filter, Hermite-Rodriguez, pulseshaping filter, quadratic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19451035 Evolutionary Algorithm Based Centralized Congestion Management for Multilateral Transactions
Authors: T. Mathumathi, S. Ganesh, R. Gunabalan
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This work presents an approach for AC load flow based centralized model for congestion management in the forward markets. In this model, transaction maximizes its profit under the limits of transmission line capacities allocated by Independent System Operator (ISO). The voltage and reactive power impact of the system are also incorporated in this model. Genetic algorithm is used to solve centralized congestion management problem for multilateral transactions. Results obtained for centralized model using genetic algorithm is compared with Sequential Quadratic Programming (SQP) technique. The statistical performances of various algorithms such as best, worst, mean and standard deviations of social welfare are given. Simulation results clearly demonstrate the better performance of genetic algorithm over SQP.
Keywords: Congestion management, Genetic algorithm, Sequential quadratic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17601034 Improvement over DV-Hop Localization Algorithm for Wireless Sensor Networks
Authors: Shrawan Kumar, D. K. Lobiyal
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In this paper, we propose improved versions of DVHop algorithm as QDV-Hop algorithm and UDV-Hop algorithm for better localization without the need for additional range measurement hardware. The proposed algorithm focuses on third step of DV-Hop, first error terms from estimated distances between unknown node and anchor nodes is separated and then minimized. In the QDV-Hop algorithm, quadratic programming is used to minimize the error to obtain better localization. However, quadratic programming requires a special optimization tool box that increases computational complexity. On the other hand, UDV-Hop algorithm achieves localization accuracy similar to that of QDV-Hop by solving unconstrained optimization problem that results in solving a system of linear equations without much increase in computational complexity. Simulation results show that the performance of our proposed schemes (QDV-Hop and UDV-Hop) is superior to DV-Hop and DV-Hop based algorithms in all considered scenarios.Keywords: Wireless sensor networks, Error term, DV-Hop algorithm, Localization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22641033 Preliminary Study on Fixture Layout Optimization Using Element Strain Energy
Authors: Zeshan Ahmad, Matteo Zoppi, Rezia Molfino
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The objective of positioning the fixture elements in the fixture is to make the workpiece stiff, so that geometric errors in the manufacturing process can be reduced. Most of the work for optimal fixture layout used the minimization of the sum of the nodal deflection normal to the surface as objective function. All deflections in other direction have been neglected. We propose a new method for fixture layout optimization in this paper, which uses the element strain energy. The deformations in all the directions have been considered in this way. The objective function in this method is to minimize the sum of square of element strain energy. Strain energy and stiffness are inversely proportional to each other. The optimization problem is solved by the sequential quadratic programming method. Three different kinds of case studies are presented, and results are compared with the method using nodal deflections as objective function to verify the propose method.Keywords: Fixture layout, optimization, strain energy, quadratic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15501032 Application of Computational Intelligence Techniques for Economic Load Dispatch
Authors: S.C. Swain, S. Panda, A.K. Mohanty, C. Ardil
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This paper presents the applications of computational intelligence techniques to economic load dispatch problems. The fuel cost equation of a thermal plant is generally expressed as continuous quadratic equation. In real situations the fuel cost equations can be discontinuous. In view of the above, both continuous and discontinuous fuel cost equations are considered in the present paper. First, genetic algorithm optimization technique is applied to a 6- generator 26-bus test system having continuous fuel cost equations. Results are compared to conventional quadratic programming method to show the superiority of the proposed computational intelligence technique. Further, a 10-generator system each with three fuel options distributed in three areas is considered and particle swarm optimization algorithm is employed to minimize the cost of generation. To show the superiority of the proposed approach, the results are compared with other published methods.
Keywords: Economic Load Dispatch, Continuous Fuel Cost, Quadratic Programming, Real-Coded Genetic Algorithm, Discontinuous Fuel Cost, Particle Swarm Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22721031 Comparative Survey of Object Serialization Techniques and the Programming Supports
Authors: Kazuaki Maeda
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This paper compares six approaches of object serialization from qualitative and quantitative aspects. Those are object serialization in Java, IDL, XStream, Protocol Buffers, Apache Avro, and MessagePack. Using each approach, a common example is serialized to a file and the size of the file is measured. The qualitative comparison works are investigated in the way of checking whether schema definition is required or not, whether schema compiler is required or not, whether serialization is based on ascii or binary, and which programming languages are supported. It is clear that there is no best solution. Each solution makes good in the context it was developed.Keywords: structured data, serialization, programming
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25131030 Ride Control of Passenger Cars with Semi-active Suspension System Using a Linear Quadratic Regulator and Hybrid Optimization Algorithm
Authors: Ali Fellah Jahromi, Wen Fang Xie, Rama B. Bhat
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A semi-active control strategy for suspension systems of passenger cars is presented employing Magnetorheological (MR) dampers. The vehicle is modeled with seven DOFs including the, roll pitch and bounce of car body, and the vertical motion of the four tires. In order to design an optimal controller based on the actuator constraints, a Linear-Quadratic Regulator (LQR) is designed. The design procedure of the LQR consists of selecting two weighting matrices to minimize the energy of the control system. This paper presents a hybrid optimization procedure which is a combination of gradient-based and evolutionary algorithms to choose the weighting matrices with regards to the actuator constraint. The optimization algorithm is defined based on maximum comfort and actuator constraints. It is noted that utilizing the present control algorithm may significantly reduce the vibration response of the passenger car, thus, providing a comfortable ride.Keywords: Full car model, Linear Quadratic Regulator, Sequential Quadratic Programming, Genetic Algorithm
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29401029 A Parametric Study of an Inverse Electrostatics Problem (IESP) Using Simulated Annealing, Hooke & Jeeves and Sequential Quadratic Programming in Conjunction with Finite Element and Boundary Element Methods
Authors: Ioannis N. Koukoulis, Clio G. Vossou, Christopher G. Provatidis
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The aim of the current work is to present a comparison among three popular optimization methods in the inverse elastostatics problem (IESP) of flaw detection within a solid. In more details, the performance of a simulated annealing, a Hooke & Jeeves and a sequential quadratic programming algorithm was studied in the test case of one circular flaw in a plate solved by both the boundary element (BEM) and the finite element method (FEM). The proposed optimization methods use a cost function that utilizes the displacements of the static response. The methods were ranked according to the required number of iterations to converge and to their ability to locate the global optimum. Hence, a clear impression regarding the performance of the aforementioned algorithms in flaw identification problems was obtained. Furthermore, the coupling of BEM or FEM with these optimization methods was investigated in order to track differences in their performance.
Keywords: Elastostatic, inverse problem, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18731028 Binary Programming for Manufacturing Material and Manufacturing Process Selection Using Genetic Algorithms
Authors: Saleem Z. Ramadan
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The material selection problem is concerned with the determination of the right material for a certain product to optimize certain performance indices in that product such as mass, energy density, and power-to-weight ratio. This paper is concerned about optimizing the selection of the manufacturing process along with the material used in the product under performance indices and availability constraints. In this paper, the material selection problem is formulated using binary programming and solved by genetic algorithm. The objective function of the model is to minimize the total manufacturing cost under performance indices and material and manufacturing process availability constraints.Keywords: Optimization, Material selection, Process selection, Genetic algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15961027 Method of Parameter Calibration for Error Term in Stochastic User Equilibrium Traffic Assignment Model
Authors: Xiang Zhang, David Rey, S. Travis Waller
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Stochastic User Equilibrium (SUE) model is a widely used traffic assignment model in transportation planning, which is regarded more advanced than Deterministic User Equilibrium (DUE) model. However, a problem exists that the performance of the SUE model depends on its error term parameter. The objective of this paper is to propose a systematic method of determining the appropriate error term parameter value for the SUE model. First, the significance of the parameter is explored through a numerical example. Second, the parameter calibration method is developed based on the Logit-based route choice model. The calibration process is realized through multiple nonlinear regression, using sequential quadratic programming combined with least square method. Finally, case analysis is conducted to demonstrate the application of the calibration process and validate the better performance of the SUE model calibrated by the proposed method compared to the SUE models under other parameter values and the DUE model.
Keywords: Parameter calibration, sequential quadratic programming, Stochastic User Equilibrium, traffic assignment, transportation planning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21251026 Robust Quadratic Stabilization of Uncertain Impulsive Switched Systems
Authors: Xiu Liu, Shouming Zhong, Xiuyong Ding
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This paper focuses on the quadratic stabilization problem for a class of uncertain impulsive switched systems. The uncertainty is assumed to be norm-bounded and enters both the state and the input matrices. Based on the Lyapunov methods, some results on robust stabilization and quadratic stabilization for the impulsive switched system are obtained. A stabilizing state feedback control law realizing the robust stabilization of the closed-loop system is constructed.
Keywords: Impulsive systems, switched systems, quadratic stabilization, robust stabilization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15351025 About the Case Portfolio Management Algorithms and Their Applications
Authors: M. Chumburidze, N. Salia, T. Namchevadze
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This work deals with case processing problems in business. The task of strategic credit requirements management of cases portfolio is discussed. The information model of credit requirements in a binary tree diagram is considered. The algorithms to solve issues of prioritizing clusters of cases in business have been investigated. An implementation of priority queues to support case management operations has been presented. The corresponding pseudo codes for the programming application have been constructed. The tools applied in this development are based on binary tree ordering algorithms, optimization theory, and business management methods.
Keywords: Credit network, case portfolio, binary tree, priority queue, stack.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 741024 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization
Authors: B. Marasović, S. Pivac, S. V. Vukasović
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Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.
Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29461023 Simulation and 40 Years of Object-Oriented Programming
Authors: Eugene Kindler
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2007 is a jubilee year: in 1967, programming language SIMULA 67 was presented, which contained all aspects of what was later called object-oriented programming. The present paper contains a description of the development unto the objectoriented programming, the role of simulation in this development and other tools that appeared in SIMULA 67 and that are nowadays called super-object-oriented programming.
Keywords: Simulation, super-object-oriented programming, object-oriented programming, SIMULA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13131022 Hit-or-Miss Transform as a Tool for Similar Shape Detection
Authors: Osama Mohamed Elrajubi, Idris El-Feghi, Mohamed Abu Baker Saghayer
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This paper describes an identification of specific shapes within binary images using the morphological Hit-or-Miss Transform (HMT). Hit-or-Miss transform is a general binary morphological operation that can be used in searching of particular patterns of foreground and background pixels in an image. It is actually a basic operation of binary morphology since almost all other binary morphological operators are derived from it. The input of this method is a binary image and a structuring element (a template which will be searched in a binary image) while the output is another binary image. In this paper a modification of Hit-or-Miss transform has been proposed. The accuracy of algorithm is adjusted according to the similarity of the template and the sought template. The implementation of this method has been done by C language. The algorithm has been tested on several images and the results have shown that this new method can be used for similar shape detection.
Keywords: Hit-or/and-Miss Operator/Transform, HMT, binary morphological operation, shape detection, binary images processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 51261021 Using Genetic Programming to Evolve a Team of Data Classifiers
Authors: Gregor A. Morrison, Dominic P. Searson, Mark J. Willis
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The purpose of this paper is to demonstrate the ability of a genetic programming (GP) algorithm to evolve a team of data classification models. The GP algorithm used in this work is “multigene" in nature, i.e. there are multiple tree structures (genes) that are used to represent team members. Each team member assigns a data sample to one of a fixed set of output classes. A majority vote, determined using the mode (highest occurrence) of classes predicted by the individual genes, is used to determine the final class prediction. The algorithm is tested on a binary classification problem. For the case study investigated, compact classification models are obtained with comparable accuracy to alternative approaches.Keywords: classification, genetic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1781