Search results for: numerical optimization

Authors: D. Fodorean, D.C. Popa, F. Jurca, M. Ruba

Abstract:

the paper presents the optimization results for several electrical machines dedicated for powered electric wheel-chairs. The optimization, using the Hook-Jeeves algorithm, was employed based on a design approach which takes into consideration the road conditions. Also, through numerical simulations (based on finite element method), the analytical approach was validated. The optimization approach gave satisfactory results and the best suited variant was chosen for the motorization of the wheel-chair.

Keywords: electrical machines, numerical validation, optimization, electric wheel chair.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2071

Authors: A. Zerarka, A. Soukeur, N. Khelil

Abstract:

In the present work, we introduce the particle swarm optimization called (PSO in short) to avoid the Runge-s phenomenon occurring in many numerical problems. This new approach is tested with some numerical examples including the generalized integral quadrature method in order to solve the Volterra-s integral equations

Keywords: Integral equation, particle swarm optimization, Runge's phenomenon.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1414

Authors: Mohamed Abdelwahed

Abstract:

The aeration process via injectors is used to combat the lack of oxygen in lakes due to eutrophication. A 3D numerical simulation of the resulting flow using a simplified model is presented. In order to generate the best dynamic in the fluid with respect to the aeration purpose, the optimization of the injectors location is considered. We propose to adapt to this problem the topological sensitivity analysis method which gives the variation of a criterion with respect to the creation of a small hole in the domain. The main idea is to derive the topological sensitivity analysis of the physical model with respect to the insertion of an injector in the fluid flow domain. We propose in this work a topological optimization algorithm based on the studied asymptotic expansion. Finally we present some numerical results, showing the efficiency of our approach

Keywords: Quasi Stokes equations, Numerical simulation, topological optimization, sensitivity analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1466

Authors: Sang-Rak Kim, Jea-Yong Park, Won-Goo Lee, Jin-Shik Yu, Seog-Young Han

Abstract:

This paper presents a Reliability-Based Topology Optimization (RBTO) based on Evolutionary Structural Optimization (ESO). An actual design involves uncertain conditions such as material property, operational load and dimensional variation. Deterministic Topology Optimization (DTO) is obtained without considering of the uncertainties related to the uncertainty parameters. However, RBTO involves evaluation of probabilistic constraints, which can be done in two different ways, the reliability index approach (RIA) and the performance measure approach (PMA). Limit state function is approximated using Monte Carlo Simulation and Central Composite Design for reliability analysis. ESO, one of the topology optimization techniques, is adopted for topology optimization. Numerical examples are presented to compare the DTO with RBTO.

Keywords: Evolutionary Structural Optimization, PerformanceMeasure Approach, Reliability-Based Topology Optimization, Reliability Index Approach.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2799

Authors: B.R. Potgieter, G. Venter

Abstract:

Numerical design optimization is a powerful tool that can be used by engineers during any stage of the design process. There are many different applications for structural optimization. A specific application that will be discussed in the following paper is experimental data matching. Data obtained through tests on a physical structure will be matched with data from a numerical model of that same structure. The data of interest will be the dynamic characteristics of an antenna structure focusing on the mode shapes and modal frequencies. The structure used was a scaled and simplified model of the Karoo Array Telescope-7 (KAT-7) antenna structure. This kind of data matching is a complex and difficult task. This paper discusses how optimization can assist an engineer during the process of correlating a finite element model with vibration test data.

Keywords: Finite Element Model (FEM), Karoo Array Telescope(KAT-7), modal frequencies, mode shapes, optimization, shape optimization, size optimization, vibration tests

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1851

Authors: Emad Askar, Eldesoky Elsoaly, Mohamed Kamel, Hisham Kamel

Abstract:

The objective of this article is to improve the passive vibration damping of solar array (SA) used in space structures, by the effective application of numerical optimization. A case study of a SA is used for demonstration. A finite element (FE) model was created and verified by experimental testing. Optimization was then conducted by implementing the FE model with the genetic algorithm, to find the optimal placement of aluminum circular patches, to suppress the first two bending mode shapes. The results were verified using experimental testing. Finally, a parametric study was conducted using the FE model where patch locations, material type, and shape were varied one at a time, and the results were compared with the optimal ones. The results clearly show that through the proper application of FE modeling and numerical optimization, passive vibration damping of space structures has been successfully achieved.

Keywords: Damping optimization, genetic algorithm optimization, passive vibration damping, solar array vibration damping.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1194

Authors: Fuzhang Zhao

Abstract:

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

Keywords: Diversification search, intensification search, optimal weighting, particle swarm optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1867

Authors: Yue-Tzu Yang, Shu-Ching Liao

Abstract:

This study presents the numerical simulation of three-dimensional incompressible steady and laminar fluid flow and conjugate heat transfer of a trapezoidal microchannel heat sink using water as a cooling fluid in a silicon substrate. Navier-Stokes equations with conjugate energy equation are discretized by finite-volume method. We perform numerical computations for a range of 50 ≦ Re ≦ 600, 0.05W ≦ P ≦ 0.8W, 20W/cm² ≦q"≦ 40W/cm². The present study demonstrates the numerical optimization of a trapezoidal microchannel heat sink design using the response surface methodology (RSM) and the genetic algorithm method (GA). The results show that the average Nusselt number increases with an increase in the Reynolds number or pumping power, and the thermal resistance decreases as the pumping power increases. The thermal resistance of a trapezoidal microchannel is minimized for a constant heat flux and constant pumping power.

Keywords: Microchannel heat sinks, Conjugate heat transfer, Optimization, Genetic algorithm method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2158

Authors: Akbar H. Borzabadi, Omid S. Fard

Abstract:

In this paper we introduce an approach via optimization methods to find approximate solutions for nonlinear Fredholm integral equations of the first kind. To this purpose, we consider two stages of approximation. First we convert the integral equation to a moment problem and then we modify the new problem to two classes of optimization problems, non-constraint optimization problems and optimal control problems. Finally numerical examples is proposed.

Keywords: Fredholm integral equation, Optimization method, Optimal control, Nonlinear and linear programming

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1772

Authors: Yanan Yang, Zhigang Wang, Xiang Chen

Abstract:

This paper presents the use of Legendre pseudospectral method for the optimization of finite-thrust orbital transfer for spacecrafts. In order to get an accurate solution, the System-s dynamics equations were normalized through a dimensionless method. The Legendre pseudospectral method is based on interpolating functions on Legendre-Gauss-Lobatto (LGL) quadrature nodes. This is used to transform the optimal control problem into a constrained parameter optimization problem. The developed novel optimization algorithm can be used to solve similar optimization problems of spacecraft finite-thrust orbital transfer. The results of a numerical simulation verified the validity of the proposed optimization method. The simulation results reveal that pseudospectral optimization method is a promising method for real-time trajectory optimization and provides good accuracy and fast convergence.

Keywords: Finite-thrust, Orbital transfer, Legendre pseudospectral method

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1800

Authors: Parvaneh Shabanzadeh, Malik Hj Abu Hassan, Leong Wah June, Maryam Mohagheghtabar

Abstract:

Clustering is one of an interesting data mining topics that can be applied in many fields. Recently, the problem of cluster analysis is formulated as a problem of nonsmooth, nonconvex optimization, and an algorithm for solving the cluster analysis problem based on nonsmooth optimization techniques is developed. This optimization problem has a number of characteristics that make it challenging: it has many local minimum, the optimization variables can be either continuous or categorical, and there are no exact analytical derivatives. In this study we show how to apply a particular class of optimization methods known as pattern search methods to address these challenges. These methods do not explicitly use derivatives, an important feature that has not been addressed in previous studies. Results of numerical experiments are presented which demonstrate the effectiveness of the proposed method.

Keywords: Clustering functions, Non-smooth Optimization, Nonconvex Optimization, Pattern Search Method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1639

Authors: F. Rahimi Dehgolan, M. Behzadi, J. Fathi Sola

Abstract:

In this article, the Johnson-Cook material model’s constants for structural steel ST.37 have been determined by a method which integrates experimental tests, numerical simulation, and optimization. In the first step, a quasi-static test was carried out on a plain specimen. Next, the constants were calculated for it by minimizing the difference between the results acquired from the experiment and numerical simulation. Then, a quasi-static tension test was performed on three notched specimens with different notch radii. At last, in order to verify the results, they were used in numerical simulation of notched specimens and it was observed that experimental and simulation results are in good agreement. Changing the diameter size of the plain specimen in the necking area was set as the objective function in the optimization step. For final validation of the proposed method, diameter variation was considered as a parameter and its sensitivity to a change in any of the model constants was examined and the results were completely corroborating.

Keywords: Constants, Johnson-Cook material model, notched specimens, quasi-static test, sensitivity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3615

Authors: N. Khelil. L. Djerou , A. Zerarka, M. Batouche

Abstract:

Consider the Gregory integration (G) formula with end corrections where h Δ is the forward difference operator with step size h. In this study we prove that can be optimized by minimizing some of the coefficient k a in the remainder term by particle swarm optimization. Experimental tests prove that can be rendered a powerful formula for library use.

Keywords: Numerical integration, Gregory Formula, Particle Swarm optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1379

Authors: A. Mohajer, A. Noroozi, S. Norouzi

Abstract:

The bypass exhaust system of a 160 MW combined cycle has been modeled and analyzed using numerical simulation in 2D prospective. Analysis was carried out using the commercial numerical simulation software, FLUENT 6.2. All inputs were based on the technical data gathered from working conditions of a Siemens V94.2 gas turbine, installed in the Yazd power plant. This paper deals with reduction of pressure drop in bypass exhaust system using turning vanes mounted in diverter box in order to alleviate turbulent energy dissipation rate above diverter box. The geometry of such turning vanes has been optimized based on the flow pattern at diverter box inlet. The results show that the use of optimized turning vanes in diverter box can improve the flow pattern and eliminate vortices around sharp edges just before the silencer. Furthermore, this optimization could decrease the pressure drop in bypass exhaust system and leads to higher plant efficiency.

Keywords: Numerical simulation, Diverter box, Turning vanes, Exhaust system

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2802

Authors: David Lindström

Abstract:

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 cyclic 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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2380

Authors: Panpan Xu, Shulin Sui, Zongjie Du

Abstract:

Genetic algorithm is widely used in optimization problems for its excellent global search capabilities and highly parallel processing capabilities; but, it converges prematurely and has a poor local optimization capability in actual operation. Simulated annealing algorithm can avoid the search process falling into local optimum. A hybrid genetic algorithm based on simulated annealing is designed by combining the advantages of genetic algorithm and simulated annealing algorithm. The numerical experiment represents the hybrid genetic algorithm can be applied to solve the function optimization problems efficiently.

Keywords: Genetic algorithm, Simulated annealing, Hybrid genetic algorithm, Function optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2549

Authors: A. K. Sharma, N. P. Patidar, G. Agnihotri, D. K. Palwalia

Abstract:

This paper presents the performance state analysis of Self-Excited Induction Generator (SEIG) using Artificial Bee Colony (ABC) optimization technique. The total admittance of the induction machine is minimized to calculate the frequency and magnetizing reactance corresponding to any rotor speed, load impedance and excitation capacitance. The performance of SEIG is calculated using the optimized parameter found. The results obtained by ABC algorithm are compared with results from numerical method. The results obtained coincide with the numerical method results. This technique proves to be efficient in solving nonlinear constrained optimization problems and analyzing the performance of SEIG.

Keywords: Artificial bee colony, Steady state analysis, Selfexcited induction generator, Nonlinear constrained optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2179

Authors: Tao Zhao, Xin Wang

Abstract:

With the increasing complexity of engineering problems, the traditional, single-objective and deterministic optimization method can not meet people-s requirements. A multi-objective fuzzy optimization model of resource input is built for M chlor-alkali chemical eco-industrial park in this paper. First, the model is changed into the form that can be solved by genetic algorithm using fuzzy theory. And then, a fitness function is constructed for genetic algorithm. Finally, a numerical example is presented to show that the method compared with traditional single-objective optimization method is more practical and efficient.

Keywords: Fitness function, genetic algorithm, multi-objectivefuzzy optimization, satisfaction degree membership function.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1354

Authors: C. Ardil

Abstract:

In this research, a multidimensional  compromise optimization method is proposed for multidimensional decision making analysis in the development ranking of the Gulf Cooperation Council Countries and Turkey. The proposed approach presents ranking solutions resulting from different multicriteria decision analyses, which yield different ranking orders for the same ranking problem, consisting of a set of alternatives in terms of numerous competing criteria when they are applied with the same numerical data. The multiobjective optimization decision making problem is considered in three sequential steps. In the first step, five different criteria related to the development ranking are gathered from the research field. In the second step, identified evaluation criteria are, objectively, weighted using standard deviation procedure. In the third step, a country selection problem is illustrated with a numerical example as an application of the proposed multidimensional  compromise optimization model. Finally, multidimensional  compromise optimization approach is applied to rank the Gulf Cooperation Council Countries and Turkey. 

Keywords: Standard deviation, performance evaluation, multicriteria decision making, multidimensional compromise optimization, vector normalization, multicriteria decision making, multicriteria analysis, multidimensional decision analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 810

Authors: Ashwin Bala, K. Panthalaraja Kumaran, S. Prithviraj, R. Pradeep, J. Udhayakumar, S. Ajith

Abstract:

In this paper comprehensive studies have been carried out for the design optimization of a waste heat recovery system for effectively utilizing the domestic air conditioner heat energy for producing hot water. Numerical studies have been carried for the geometry optimization of a waste heat recovery system for domestic air conditioners. Numerical computations have been carried out using a validated 2d pressure based, unsteady, 2nd-order implicit, SST k-ω turbulence model. In the numerical study, a fully implicit finite volume scheme of the compressible, Reynolds-Averaged, Navier- Stokes equations is employed. At identical inflow and boundary conditions various geometries were tried and effort has been taken for proposing the best design criteria. Several combinations of pipe line shapes viz., straight and spiral with different number of coils for the radiator have been attempted and accordingly the design criteria has been proposed for the waste heat recovery system design. We have concluded that, within the given envelope, the geometry optimization is a meaningful objective for getting better performance of waste heat recovery system for air conditioners.

Keywords: Air-conditioning system, Energy conversion system, Hot water production from waste heat, Waste heat recovery system.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2738

Authors: Fares Senouci, Bachir Imine

Abstract:

This document provides numerical and experimental optimization of the aerodynamic performance of a drone equipped with three types of horizontal stabilizer. To build this optimal configuration, an experimental and numerical study was conducted on three parameters: the geometry of the stabilizer (horizontal form or reverse V form), the position of the horizontal stabilizer (up or down), and the landing gear position (closed or open). The results show that up-stabilizer position with respect to the horizontal plane of the fuselage provides better aerodynamic performance, and that the landing gear increases the lift in the zone of stability, that is to say where the flow is not separated.

Keywords: Aerodynamics, wind tunnel, turbulence model, lift, drag.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1270

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

Abstract:

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1420

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

Abstract:

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3830

Authors: A. Safari, R. Jahani, H. A. Shayanfar, J. Olamaei

Abstract:

This paper shows the results obtained in the analysis of the impact of distributed generation (DG) on distribution losses and presents a new algorithm to the optimal allocation of distributed generation resources in distribution networks. The optimization is based on a Hybrid Genetic Algorithm and Particle Swarm Optimization (HGAPSO) aiming to optimal DG allocation in distribution network. Through this algorithm a significant improvement in the optimization goal is achieved. With a numerical example the superiority of the proposed algorithm is demonstrated in comparison with the simple genetic algorithm.

Keywords: Distributed Generation, Distribution Networks, Genetic Algorithm, Particle Swarm Optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2703

Authors: R. Kanmaniraja, R. Freshipali, J. Abdullah, K. Niranjan, K. Balasubramani, V. R. Sanal Kumar

Abstract:

The present environmental issues have made aircraft jet noise reduction a crucial problem in aero-acoustics research. Acoustic studies reveal that addition of chevrons to the nozzle reduces the sound pressure level reasonably with acceptable reduction in performance. In this paper comprehensive numerical studies on acoustic characteristics of different types of chevron nozzles have been carried out with non-reacting flows for the shape optimization of chevrons in supersonic nozzles for aerospace applications. The numerical studies have been carried out using a validated steady 3D density based, k-ε turbulence model. In this paper chevron with sharp edge, flat edge, round edge and U-type edge are selected for the jet acoustic characterization of supersonic nozzles. We observed that compared to the base model a case with round-shaped chevron nozzle could reduce 4.13% acoustic level with 0.6% thrust loss. We concluded that the prudent selection of the chevron shape will enable an appreciable reduction of the aircraft jet noise without compromising its overall performance. It is evident from the present numerical simulations that k-ε model can predict reasonably well the acoustic level of chevron supersonic nozzles for its shape optimization.

Keywords: Supersonic nozzle, Chevron, Acoustic level, Shape Optimization of Chevron Nozzles, Jet noise suppression.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3820

Authors: Pradeep M., N. S. Mahesh, Raja Hussain

Abstract:

Resistance spot welding (RSW) has been used widely to join sheet metals. It has been a challenge to get required weld quality in spot welding of dissimilar thickness materials. Weld parameters are not generally available in standards for thickness beyond 4mm. This paper presents the welding process design and parameter optimization of RSW used in joining of low carbon steel sheet of thickness 0.8 mm and metal strips of cross section 10 x 5mm for electrical motor applications. Taguchi quality design was adopted for weld current and time optimization using L9 orthogonal array. Optimum process parameters (current- 3.5kA and time- 10 cycles) were obtained from the Taguchi analysis and shear test results. Confirmation experiment result revealed that the weld quality was within acceptable interval. Further, numerical simulation of RSW process was carried out with selected weld parameters to quantify the temperature at faying surface and check for formation of appropriate nugget. The nugget geometry measured after peel test and predicted from numerical validation method were similar and in accordance with the standards.

Keywords: Resistance spot welding, dissimilar thickness, weld parameters, Taguchi method, numerical modeling.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5188

Authors: Ivan C. Mustakerov, Daniela I. Borissova

Abstract:

The paper proposes an approach to ranking a set of potential countries to invest taking into account the investor point of view about importance of different economic indicators. For the goal, a ranking algorithm that contributes to rational decision making is proposed. The described algorithm is based on combinatorial optimization modeling and repeated multi-criteria tasks solution. The final result is list of countries ranked in respect of investor preferences about importance of economic indicators for investment attractiveness. Different scenarios are simulated conforming to different investors preferences. A numerical example with real dataset of indicators is solved. The numerical testing shows the applicability of the described algorithm. The proposed approach can be used with any sets of indicators as ranking criteria reflecting different points of view of investors. 

Keywords: Combinatorial optimization modeling, economics investment attractiveness, economics ranking algorithm, multi-criteria problems.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2105

Authors: J. Arneric, A. Rozga

Abstract:

In this paper usefulness of quasi-Newton iteration procedure in parameters estimation of the conditional variance equation within BHHH algorithm is presented. Analytical solution of maximization of the likelihood function using first and second derivatives is too complex when the variance is time-varying. The advantage of BHHH algorithm in comparison to the other optimization algorithms is that requires no third derivatives with assured convergence. To simplify optimization procedure BHHH algorithm uses the approximation of the matrix of second derivatives according to information identity. However, parameters estimation in a/symmetric GARCH(1,1) model assuming normal distribution of returns is not that simple, i.e. it is difficult to solve it analytically. Maximum of the likelihood function can be founded by iteration procedure until no further increase can be found. Because the solutions of the numerical optimization are very sensitive to the initial values, GARCH(1,1) model starting parameters are defined. The number of iterations can be reduced using starting values close to the global maximum. Optimization procedure will be illustrated in framework of modeling volatility on daily basis of the most liquid stocks on Croatian capital market: Podravka stocks (food industry), Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla stocks (information-s-communications industry).

Keywords: Heteroscedasticity, Log-likelihood Maximization, Quasi-Newton iteration procedure, Volatility.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2648

Authors: H. Nikzad, S. Yoshitomi

Abstract:

In this paper, an optimization procedure is applied for 3D Reinforced concrete building structure with shear wall.  In the optimization problem, cross sections of beams, columns and shear wall dimensions are considered as design variables and the optimal cross sections can be derived to minimize the total cost of the structure. As for final design application, the most suitable sections are selected to satisfy ACI 318-14 code provision based on static linear analysis. The validity of the method is examined through numerical example of 15 storied 3D RC building with shear wall.  This optimization method is expected to assist in providing a useful reference in design early stage, and to be an effective and powerful tool for structural design of RC shear wall structures.

Keywords: Structural optimization, linear static analysis, ETABS, MATLAB, RC moment frame, RC shear wall structures.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1341

Authors: M. Chen, S-Q. Zhang, X. Wang, D. Tate

Abstract:

This paper presents a numerical solution, namely limit and shakedown analysis, to predict the safety state of smart structures made of heterogeneous materials under unknown cyclic loadings, for instance, the flexure hinge in the micro-positioning stage driven by piezoelectric actuator. In combination of homogenization theory and finite-element method (FEM), the safety evaluation problem is converted to a large-scale nonlinear optimization programming for an acceptable bounded loading as the design reference. Furthermore, a general numerical scheme integrated with the FEM and interior-point-algorithm based optimization tool is developed, which makes the practical application possible.

Keywords: Limit state, shakedown analysis, homogenization, heterogeneous structure.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 848