Search results for: Discrete stochastic optimization

Authors: Waqas Saleem, Fan Yuqing

Abstract:

A strategy is implemented to find the improved configuration design of an existing aircraft structure by executing topology and shape optimizations. Structural analysis of the Initial Design Space is performed in ANSYS under the loads pertinent to operating and ground conditions. By using the FEA results and data, an initial optimized layout configuration is attained by exploiting nonparametric topology optimization in TOSCA software. Topological optimized surfaces are then smoothened and imported in ANSYS to develop the geometrical features. Nodes at the critical locations of resulting voids are selected for sketching rough profiles. Rough profiles are further refined and CAD feasible geometric features are generated. The modified model is then analyzed under the same loadings and constraints as defined for topology optimization. Shape at the peak stress concentration areas are further optimized by exploiting the shape optimization in TOSCA.shape module. The harmonized stressed model with the modified surfaces is then imported in CATIA to develop the final design.

Keywords: Structural optimization, Topology optimization, Shape optimization, Tail fin

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Authors: S. Farahat, E. Khorasani Nejad, S. M. Hoseini Sarvari

Abstract:

In this paper multi-objective genetic algorithms are employed for Pareto approach optimization of ideal Turboshaft engines. In the multi-objective optimization a number of conflicting objective functions are to be optimized simultaneously. The important objective functions that have been considered for optimization are specific thrust (F/m& 0), specific fuel consumption ( P S ), output shaft power 0 (& /&) shaft W m and overall efficiency( ) O η . These objectives are usually conflicting with each other. The design variables consist of thermodynamic parameters (compressor pressure ratio, turbine temperature ratio and Mach number). At the first stage single objective optimization has been investigated and the method of NSGA-II has been used for multiobjective optimization. Optimization procedures are performed for two and four objective functions and the results are compared for ideal Turboshaft engine. In order to investigate the optimal thermodynamic behavior of two objectives, different set, each including two objectives of output parameters, are considered individually. For each set Pareto front are depicted. The sets of selected decision variables based on this Pareto front, will cause the best possible combination of corresponding objective functions. There is no superiority for the points on the Pareto front figure, but they are superior to any other point. In the case of four objective optimization the results are given in tables.

Keywords: Multi-objective, Genetic algorithm, Turboshaft Engine.

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Authors: K. Y. Tseng, C. Y. Wu

Abstract:

This paper employs a heuristic algorithm to solve engineering problems including truss structure optimization and optimal chiller loading (OCL) problems. Two different type algorithms, real-valued differential evolution (DE) and modified binary differential evolution (MBDE), are successfully integrated and then can obtain better performance in solving engineering problems. In order to demonstrate the performance of the proposed algorithm, this study adopts each one testing case of truss structure optimization and OCL problems to compare the results of other heuristic optimization methods. The result indicates that the proposed algorithm can obtain similar or better solution in comparing with previous studies.

Keywords: Differential evolution, truss structure optimization, optimal chiller loading, modified binary differential evolution.

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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

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Authors: Li Ni, Pen ManMan, Li KenLi

Abstract:

Clustering is an intensive research for some years because of its multifaceted applications, such as biology, information retrieval, medicine, business and so on. The expectation maximization (EM) is a kind of algorithm framework in clustering methods, one of the ten algorithms of machine learning. Traditionally, optimization of objective function has been the standard approach in EM. Hence, research has investigated the utility of evolutionary computing and related techniques in the regard. Chemical Reaction Optimization (CRO) is a recently established method. So the property embedded in CRO is used to solve optimization problems. This paper presents an algorithm framework (EM-CRO) with modified CRO operators based on EM cluster problems. The hybrid algorithm is mainly to solve the problem of initial value sensitivity of the objective function optimization clustering algorithm. Our experiments mainly take the EM classic algorithm:k-means and fuzzy k-means as an example, through the CRO algorithm to optimize its initial value, get K-means-CRO and FKM-CRO algorithm. The experimental results of them show that there is improved efficiency for solving objective function optimization clustering problems.

Keywords: Chemical reaction optimization, expectation maximization, initial, objective function clustering.

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Authors: Dávid Csercsik, Péter Kádár

Abstract:

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.

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Authors: Alberto Hananel

Abstract:

The aim of this work is to modelize the occlusion of a person with temporomandibular disorders as an evolutionary equation and approach its solution by the construction and characterizing of discrete variational splines. To formulate the problem, certain boundary conditions have been considered. After showing the existence and the uniqueness of the solution of such a problem, a convergence result of a discrete variational evolutionary spline is shown. A stress analysis of the occlusion of a human jaw with temporomandibular disorders by finite elements is carried out in FreeFem++ in order to prove the validity of the presented method.

Keywords: Approximation, evolutionary PDE, finite element method, temporomandibular disorders, variational spline.

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Authors: Faramarz Khosravi, Gokhan Izbirak

Abstract:

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

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

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Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

Abstract:

Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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Authors: Tianxiu Lu, Peiyong Zhu

Abstract:

This paper is mainly concerned with a kind of coupled map lattices (CMLs). New definitions of dense δ-chaos and dense chaos (which is a special case of dense δ-chaos with δ = 0) in discrete spatiotemporal systems are given and sufficient conditions for these systems to be densely chaotic or densely δ-chaotic are derived.

Keywords: Discrete spatiotemporal systems, coupled map lattices, dense δ-chaos, Li-Yorke pairs.

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Authors: Susanta Kumar Gachhayat, S. K. Dash

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Multi objective non-convex economic dispatch problems of a thermal power plant are of grave concern for deciding the cost of generation and reduction of emission level for diminishing the global warming level for improving green-house effect. This paper deals with ramp rate constraints for achieving better inequality constraints so as to incorporate valve point loading for cost of generation in thermal power plant through ramp rate biogeography based optimization involving mutation and migration. Through 50 out of 100 trials, the cost function and emission objective function were found to have outperformed other classical methods such as lambda iteration method, quadratic programming method and many heuristic methods like particle swarm optimization method, weight improved particle swarm optimization method, constriction factor based particle swarm optimization method, moderate random particle swarm optimization method etc. Ramp rate biogeography based optimization applications prove quite advantageous in solving non convex multi objective economic dispatch problems subjected to nonlinear loads that pollute the source giving rise to third harmonic distortions and other such disturbances.

Keywords: Economic load dispatch, Biogeography based optimization, Ramp rate biogeography based optimization, Valve Point loading, Moderate random particle swarm optimization method, Weight improved particle swarm optimization method

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Authors: F. Fissou Amigue, S. Ndjakomo Essiane, S. Pérabi Ngoffé, G. Abessolo Ondoa, G. Mengata Mengounou, T. P. Nna Nna

Abstract:

This document proposes a method for determining the optimal point of integration of distributed generation (DG) in distribution grid. Slime mould optimization is applied to determine best node in case of one and two injection point. Problem has been modeled as an optimization problem where the objective is to minimize joule loses and main constraint is to regulate voltage in each point. The proposed method has been implemented in MATLAB and applied in IEEE network 33 and 69 nodes. Comparing results obtained with other algorithms showed that slime mould optimization algorithms (SMOA) have the best reduction of power losses and good amelioration of voltage profile.

Keywords: Optimization, distributed generation, integration, slime mould algorithm.

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Authors: Hyun-Chool Shin

Abstract:

In this paper we propose a simple adaptive algorithm iteratively solving the unit-norm constrained optimization problem. Instead of conventional parameter norm based normalization, the proposed algorithm incorporates scalar normalization which is computationally much simpler. The analysis of stationary point is presented to show that the proposed algorithm indeed solves the constrained optimization problem. The simulation results illustrate that the proposed algorithm performs as good as conventional ones while being computationally simpler.

Keywords: constrained optimization, unit-norm, LMS, principle component analysis.

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Authors: Ju H. Park, S.M. Lee

Abstract:

In this paper, we propose a robust controller design method for discrete-time systems with sector-bounded nonlinearities and time-varying delay. Based on the Lyapunov theory, delaydependent stabilization criteria are obtained in terms of linear matrix inequalities (LMIs) by constructing the new Lyapunov-Krasovskii functional and using some inequalities. A robust state feedback controller is designed by LMI framework and a reciprocally convex combination technique. The effectiveness of the proposed method is verified throughout a numerical example.

Keywords: Lur'e systems, Time-delay, Stabilization, LMIs.

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Authors: Mohammad Taha, Dia abu al Nadi

Abstract:

In this paper, the phase control antenna array synthesis is presented. The problem is formulated as a constrained optimization problem that imposes nulls with prescribed level while maintaining the sidelobe at a prescribed level. For efficient use of the algorithm memory, compared to the well known Particle Swarm Optimization (PSO), the Accelerated Particle Swarm Optimization (APSO) is used to estimate the phase parameters of the synthesized array. The objective function is formed using a main objective and set of constraints with penalty factors that measure the violation of each feasible solution in the search space to each constraint. In this case the obtained feasible solution is guaranteed to satisfy all the constraints. Simulation results have shown significant performance increases and a decreased randomness in the parameter search space compared to a single objective conventional particle swarm optimization.

Keywords: Array synthesis, Sidelobe level control, Constrainedoptimization, Accelerated Particle Swarm Optimization.

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Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

Abstract:

Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.

Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio

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Authors: Totok R. Biyanto, Sonny Irawan, Hiskia J. Ginting, Matradji, Ya’umar, A. I. Fitri

Abstract:

Steam injection is the most suitable of Enhanced Oil Recovery (EOR) methods to recover high viscosity oil. This is due to the capabilities of steam to reduce oil viscosity and increase the sweep capability of oil from the injection well toward the production well. Oil operating conditions in production should be match well with the operating condition target at the bottom of the production well. It is influenced by oil properties and reservoir rock properties. Hence, the operating condition should be optimized. Optimization requires three components i.e., objective function, model, and optimization technique. In this paper, the objective function is to obtain the optimum operating condition at the production well. The model was built using Darcy equation and mass-energy balance. The optimization technique utilizes Duelist Algorithm due to the effectiveness of its algorithm to obtain the desirable optimization results at the optimum operating condition.

Keywords: Enhanced oil recovery, steam injection, operating conditions, modeling, optimization, Duelist algorithm.

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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.

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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.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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Authors: Tong Liu, Xuan Xu, Xiaodi Wang

Abstract:

Computational techniques derived from digital image processing are playing a significant role in the security and digital copyrights of multimedia and visual arts. This technology has the effect within the domain of computers. This research presents discrete M-band wavelet transform (MWT) and cosine transform (DCT) based watermarking algorithm by incorporating the principal component analysis (PCA). The proposed algorithm is expected to achieve higher perceptual transparency. Specifically, the developed watermarking scheme can successfully resist common signal processing, such as geometric distortions, and Gaussian noise. In addition, the proposed algorithm can be parameterized, thus resulting in more security. To meet these requirements, the image is transformed by a combination of MWT & DCT. In order to improve the security further, we randomize the watermark image to create three code books. During the watermark embedding, PCA is applied to the coefficients in approximation sub-band. Finally, first few component bands represent an excellent domain for inserting the watermark.

Keywords: discrete M-band wavelet transform , discrete M-band wavelet transform, randomized watermark, principal component analysis

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Authors: R. M. Farouk

Abstract:

In this paper, we present an analytical analysis of the representation of images as the magnitudes of their transform with the discrete wavelets. Such a representation plays as a model for complex cells in the early stage of visual processing and of high technical usefulness for image understanding, because it makes the representation insensitive to small local shifts. We found that if the signals are band limited and of zero mean, then reconstruction from the magnitudes is unique up to the sign for almost all signals. We also present an iterative reconstruction algorithm which yields very good reconstruction up to the sign minor numerical errors in the very low frequencies.

Keywords: Wavelets, Image processing signal processing, Image reconstruction

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Authors: Eldin Wee Chuan Lim

Abstract:

The mixing behaviors of dry and wet granular materials in gas fluidized bed systems were investigated computationally using the combined Computational Fluid Dynamics and Discrete Element Method (CFD-DEM). Dry particles were observed to mix fairly rapidly during the fluidization process due to vigorous relative motions between particles induced by the flow of gas. In contrast, due to the presence of strong cohesive forces arising from capillary liquid bridges between wet particles, the mixing efficiencies of wet granular materials under similar operating conditions were observed to be reduced significantly.

Keywords: Computational Fluid Dynamics, Discrete Element Method, Gas Fluidization, Mixing, Wet particles

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Authors: Qingqing Wang, Baocheng Chen, Shouming Zhong

Abstract:

This paper deals with the problem of stability of neural networks with leakage, discrete and distributed delays. A new Lyapunov functional which contains some new double integral terms are introduced. By using appropriate model transformation that shifts the considered systems into the neutral-type time-delay system, and by making use of some inequality techniques, delay-dependent criteria are developed to guarantee the stability of the considered system. Finally, numerical examples are provided to illustrate the usefulness of the proposed main results.

Keywords: Neural networks, Stability, Time-varying delays, Linear matrix inequality.

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Authors: Soma Roychowdhury

Abstract:

This paper deals with a periodic-review substitutable inventory system for a finite and an infinite number of periods. Here an upward substitution structure, a substitution of a more costly item by a less costly one, is assumed, with two products. At the beginning of each period, a stochastic demand comes for the first item only, which is quality-wise better and hence costlier. Whenever an arriving demand finds zero inventory of this product, a fraction of unsatisfied customers goes for its substitutable second item. An optimal ordering policy has been derived for each period. The results are illustrated with numerical examples. A sensitivity analysis has been done to examine how sensitive the optimal solution and the maximum profit are to the values of the discount factor, when there is a large number of periods.

Keywords: Multi-period model, inventory, random demand, upward substitution.

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Authors: Alpesh Adeshara, Rajendrasinh Jadeja, Praghnesh Bhatt

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Implementation of advanced technologies requires sophisticated instruments that deal with the operation, control, restoration and protection of rapidly growing power system network under normal and abnormal conditions. Presently, the applications of Phasor Measurement Unit (PMU) are widely found in real time operation, monitoring, controlling and analysis of power system network as it eliminates the various limitations of supervisory control and data acquisition system (SCADA) conventionally used in power system. The use of PMU data is very rapidly increasing its importance for online and offline analysis. Wide area measurement system (WAMS) is developed as new technology by use of multiple PMUs in power system. The present paper proposes a model of Matlab based PMU using Discrete Fourier Transform (DFT) algorithm and evaluation of its operation under different contingencies. In this paper, PMU based two bus system having WAMS network is presented as a case study.

Keywords: DFT-Discrete Fourier Transform, GPS-Global Positioning System, PMU-Phasor Measurement System, WAMS-Wide Area Monitoring System.

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Authors: Mamta Patel, R. N. Patel

Abstract:

Transmission and distribution lines are vital links between the generating unit and consumers. They are exposed to atmosphere, hence chances of occurrence of fault in transmission line is very high which has to be immediately taken care of in order to minimize damage caused by it. In this paper Discrete wavelet transform of voltage signals at the two ends of transmission lines have been analyzed. The transient energy of the detail information of level five is calculated for different fault conditions. It is observed that the variation of transient energy of healthy and faulted line can give important information which can be very useful in classifying and locating the fault.

Keywords: Wavelet, Discrete wavelet transform, Multiresolution analysis, Transient energy

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Authors: Omid Sojodishijani, Saeed Ebrahimijam, Vahid Rostami

Abstract:

This paper presents an optimized algorithm for robot localization which increases the correctness and accuracy of the estimating position of mobile robot to more than 150% of the past methods [1] in the uncertain and noisy environment. In this method the odometry and vision sensors are combined by an adapted well-known discrete kalman filter [2]. This technique also decreased the computation process of the algorithm by DKF simple implementation. The experimental trial of the algorithm is performed on the robocup middle size soccer robot; the system can be used in more general environments.

Keywords: Discrete Kalman filter, odometry sensor, omnidirectional vision sensor, Robot Localization.

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Authors: A. A. Khan, M. Naeem, S. Bashir, S. I. Shah

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In this paper we propose a Particle Swarm heuristic optimized Multi-Antenna (MA) system. Efficient MA systems detection is performed using a robust stochastic evolutionary computation algorithm based on movement and intelligence of swarms. This iterative particle swarm optimized (PSO) detector significantly reduces the computational complexity of conventional Maximum Likelihood (ML) detection technique. The simulation results achieved with this proposed MA-PSO detection algorithm show near optimal performance when compared with ML-MA receiver. The performance of proposed detector is convincingly better for higher order modulation schemes and large number of antennas where conventional ML detector becomes non-practical.

Keywords: Multi Antenna (MA), Multi-input Multi-output(MIMO), Particle Swarm Optimization (PSO), ML detection.

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Authors: Sebastian Kusch, Markus Kaiser

Abstract:

In this paper we analyze the application of a formal proof system to the discrete logarithm problem used in publickey cryptography. That means, we explore a computer verification of the ElGamal encryption scheme with the formal proof system Isabelle/HOL. More precisely, the functional correctness of this algorithm is formally verified with computer support. Besides, we present a formalization of the DSA signature scheme in the Isabelle/HOL system. We show that this scheme is correct what is a necessary condition for the usefulness of any cryptographic signature scheme.

Keywords: Formal proof system, higher-order logic, formal verification, cryptographic signature scheme.

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