Search results for: Dynamic Programming

Authors: Jian Zheng, Yoshiyasu Takahashi, Yuichi Kobayashi, Tatsuhiro Sato

Abstract:

In the study, we present a conceptual framework for developing a scheduling system that can generate self-explanatory and easy-understanding schedules. To this end, a user interface is conceived to help planners record factors that are considered crucial in scheduling, as well as internal and external sources relating to such factors. A hybrid approach combining machine learning and constraint programming is developed to generate schedules and the corresponding factors, and accordingly display them on the user interface. Effects of the proposed system on scheduling are discussed, and it is expected that scheduling efficiency and system understandability will be improved, compared with previous scheduling systems.

Keywords: Constraint programming, Factors considered in scheduling, machine learning, scheduling system.

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Authors: Yoshifumi Sakamoto, Kouichi Ono, Takeo Nakada, Yousuke Kubo, Hiroto Yasuura

Abstract:

This paper describes a system-level SoC energy consumption estimation method based on a dynamic behavior of embedded software in the early stages of the SoC development. A major problem of SOC development is development rework caused by unreliable energy consumption estimation at the early stages. The energy consumption of an SoC used in embedded systems is strongly affected by the dynamic behavior of the software. At the early stages of SoC development, modeling with a high level of abstraction is required for both the dynamic behavior of the software, and the behavior of the SoC. We estimate the energy consumption by a UML model-based simulation. The proposed method is applied for an actual embedded system in an MFP. The energy consumption estimation of the SoC is more accurate than conventional methods and this proposed method is promising to reduce the chance of development rework in the SoC development. ∈

Keywords: SoC, Embedded Sytem, Energy Consumption, Dynamic behavior, UML, Modeling, Model-based simulation

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Authors: Ali Raad Hassan

Abstract:

Natural frequencies and dynamic response of a spur gear sector are investigated using a two dimensional finite element model that offers significant advantages for dynamic gear analyses. The gear teeth are analyzed for different operating speeds. A primary feature of this modeling is determination of mesh forces using a detailed contact analysis for each time step as the gears roll through the mesh. ANSYS software has been used on the proposed model to find the natural frequencies by Block Lanczos technique and displacements and dynamic stresses by transient mode super position method. The effect of rotational speed of the gear on the dynamic response of gear tooth has been studied and design limits have been discussed.

Keywords: Spur gear, Natural frequency, transient analysis, Mode super position technique.

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Authors: Pramod Goyal, S. K. Saxena

Abstract:

The convergence of heterogeneous wireless access technologies characterizes the 4G wireless networks. In such converged systems, the seamless and efficient handoff between different access technologies (vertical handoff) is essential and remains a challenging problem. The heterogeneous co-existence of access technologies with largely different characteristics creates a decision problem of determining the “best" available network at “best" time to reduce the unnecessary handoffs. This paper proposes a dynamic decision model to decide the “best" network at “best" time moment to handoffs. The proposed dynamic decision model make the right vertical handoff decisions by determining the “best" network at “best" time among available networks based on, dynamic factors such as “Received Signal Strength(RSS)" of network and “velocity" of mobile station simultaneously with static factors like Usage Expense, Link capacity(offered bandwidth) and power consumption. This model not only meets the individual user needs but also improve the whole system performance by reducing the unnecessary handoffs.

Keywords: Dynamic decision model, Seamless handoff, Vertical handoff, Wireless networks

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Authors: Xizhi Li

Abstract:

Both software applications and their development environment are becoming more and more distributed. This trend impacts not only the way software computes, but also how it looks. This article proposes a Human Computer Interface (HCI) template from three representative applications we have developed. These applications include a Multi-Agent System based software, a 3D Internet computer game with distributed game world logic, and a programming language environment used in constructing distributed neural network and its visualizations. HCI concepts that are common to these applications are described in abstract terms in the template. These include off-line presentation of global entities, entities inside a hierarchical namespace, communication and languages, reconfiguration of entity references in a graph, impersonation and access right, etc. We believe the metaphor that underlies an HCI concept as well as the relationships between a bunch of HCI concepts are crucial to the design of software systems and vice versa.

Keywords: HCI, MAS, computer game, programming language

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Authors: Jui P. Hung, Yuan L. Lai, Tzuo L. Luo, Hsi H. Hsiao

Abstract:

The machining performance is determined by the frequency characteristics of the machine-tool structure and the dynamics of the cutting process. Therefore, the prediction of dynamic vibration behavior of spindle tool system is of great importance for the design of a machine tool capable of high-precision and high-speed machining. The aim of this study is to develop a finite element model to predict the dynamic characteristics of milling machine tool and hence evaluate the influence of the preload of the spindle bearings. To this purpose, a three dimensional spindle bearing model of a high speed engraving spindle tool was created. In this model, the rolling interfaces with contact stiffness defined by Harris model were used to simulate the spindle bearing components. Then a full finite element model of a vertical milling machine was established by coupling the spindle tool unit with the machine frame structure. Using this model, the vibration mode that had a dominant influence on the dynamic stiffness was determined. The results of the finite element simulations reveal that spindle bearing with different preloads greatly affect the dynamic behavior of the spindle tool unit and hence the dynamic responses of the vertical column milling system. These results were validated by performing vibration on the individual spindle tool unit and the milling machine prototype, respectively. We conclude that preload of the spindle bearings is an important component affecting the dynamic characteristics and machining performance of the entire vertical column structure of the milling machine.

Keywords: Dynamic compliance, Milling machine, Spindle unit, Bearing preload.

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Authors: Seif Dalilsafaei

Abstract:

Crawling movement as a motive mode seen in nature of some animals such as snakes possesses a specific syntactic and dynamic analysis. Serpentine robot designed by inspiration from nature and snake-s crawling motion, is regarded as a crawling robot. In this paper, a serpentine robot with spiral motion model will be analyzed. The purpose of this analysis is to calculate the vertical and tangential forces along snake-s body and to determine the parameters affecting on these forces. Two types of serpentine robots have been designed in order to examine the achieved relations explained below.

Keywords: Force, Dynamic analyze, Joint and Snake robot.

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Authors: Leon Pan

Abstract:

The first programming course within post-secondary education has long been recognized as a challenging endeavor for both educators and students alike. Historically, these courses have exhibited high failure rates and a notable number of dropouts. Instructors often lament students' lack of effort on their coursework, and students often express frustration that the teaching methods employed are not effective. Drawing inspiration from the successful principles of Extreme Programming, this study introduces an approach—the Extremes-based teaching model—aimed at enhancing the teaching of introductory programming courses. To empirically determine the effectiveness of the model, a comparison was made between a section taught using the extreme-based model and another utilizing traditional teaching methods. Notably, the extreme-based teaching class required students to work collaboratively on projects, while also demanding continuous assessment and performance enhancement within groups. This paper details the application of the extreme-based model within the post-secondary online classroom context and presents the compelling results that emphasize its effectiveness in advancing the teaching and learning experiences. The extreme-based model led to a significant increase of 13.46 points in the weighted total average and a commendable 10% reduction in the failure rate.

Keywords: Extreme-based teaching model, innovative pedagogical methods, project-based learning, team-based learning.

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Authors: Shinji Oouchi, Hajime Nomura, Kung-Da Wu, Yong-Run Chen, Jui-Pin Hung

Abstract:

This paper presents the variation of the dynamic characteristics of a spindle with the change of bearing preload. The correlations between the variation of bearing preload and fundamental modal parameters were first examined by conducting vibration tests on physical spindle units. Experimental measurements show that the dynamic compliance and damping ratio associated with the dominating modes were affected to vary with variation of the bearing preload. When the bearing preload was slightly deviated from a standard value, the modal frequency and damping ability also vary to different extent, which further enable the spindle to perform with different compliance. For the spindle used in this study, a standard preload value set on bearings would enable the spindle to behave a higher stiffness as compared with others with a preload variation. This characteristic can be served as a reference to examine the variation of bearing preload of spindle in assemblage or operation.

Keywords: Dynamic compliance, Bearing preload, Modal damping.

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Authors: Shuangquan Liu, Jinwen Wang, Dada Wang

Abstract:

A case study of the generation scheduling optimization of the multi-hydroplants on the Yuan River Basin in China is reported in this paper. Concerning the uncertainty of the inflows, the long/mid-term generation scheduling (LMTGS) problem is solved by a stochastic model in which the inflows are considered as stochastic variables. For the short-term generation scheduling (STGS) problem, a constraint violation priority is defined in case not all constraints are satisfied. Provided the stage-wise separable condition and low dimensions, the hydroplant-based operational region schedules (HBORS) problem is solved by dynamic programming (DP). The coordination of LMTGS and STGS is presented as well. The feasibility and the effectiveness of the models and solution methods are verified by the numerical results.

Keywords: generation scheduling, multi-hydroplants, optimization.

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Authors: Ellips Masehian, Yalda Katebi

Abstract:

This paper presents a new sensor-based online method for generating collision-free near-optimal paths for mobile robots pursuing a moving target amidst dynamic and static obstacles. At each iteration, first the set of all collision-free directions are calculated using velocity vectors of the robot relative to each obstacle and target, forming the Directive Circle (DC), which is a novel concept. Then, a direction close to the shortest path to the target is selected from feasible directions in DC. The DC prevents the robot from being trapped in deadlocks or local minima. It is assumed that the target's velocity is known, while the speeds of dynamic obstacles, as well as the locations of static obstacles, are to be calculated online. Extensive simulations and experimental results demonstrated the efficiency of the proposed method and its success in coping with complex environments and obstacles.

Keywords: Dynamic Environment, Moving Target, RobotMotion Planning.

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Authors: Elena M. Capitanul, Carlos A. Nunes Cosenza, Walid El Moudani, Felix Mora Camino

Abstract:

The construction of a new airport or the extension of an existing one requires massive investments and many times public private partnerships were considered in order to make feasible such projects. One characteristic of these projects is uncertainty with respect to financial and environmental impacts on the medium to long term. Another one is the multistage nature of these types of projects. While many airport development projects have been a success, some others have turned into a nightmare for their promoters. This communication puts forward a new approach for airport investment risk assessment. The approach takes explicitly into account the degree of uncertainty in activity levels prediction and proposes milestones for the different stages of the project for minimizing risk. Uncertainty is represented through fuzzy dual theory and risk management is performed using dynamic programming. An illustration of the proposed approach is provided.

Keywords: Airports, fuzzy logic, risk, uncertainty.

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Authors: H. Mohammadipanah, H. Zohoor

Abstract:

This paper presents kinematic and dynamic analysis of a novel 8-DOF hybrid robot manipulator. The hybrid robot manipulator under consideration consists of a parallel robot which is followed by a serial mechanism. The parallel mechanism has three translational DOF, and the serial mechanism has five DOF so that the overall degree of freedom is eight. The introduced manipulator has a wide workspace and a high capability to reduce the actuating energy. The inverse and forward kinematic solutions are described in closed form. The theoretical results are verified by a numerical example. Inverse dynamic analysis of the robot is presented by utilizing the Iterative Newton-Euler and Lagrange dynamic formulation methods. Finally, for performing a multi-step arc welding process, results have indicated that the introduced manipulator is highly capable of reducing the actuating energy.

Keywords: hybrid robot, closed form, inverse dynamic, actuating energy, arc welding

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Authors: Amir Tosson, Mohammad Reza, Christian Gutt

Abstract:

Metadata is one of the most important aspects for advancing data management practices within all research communities. Definitions and schemes of metadata are inter alia of particular significance in the domain of neutron and photon scattering experiments covering a broad area of different scientific disciplines. The demand of describing continuously evolving highly non-standardized experiments, including the resulting processed and published data, constitutes a considerable challenge for a static definition of metadata. Here, we present the concept of dynamic metadata for the neutron and photon scientific community, which enriches a static set of defined basic metadata. We explore the idea of dynamic metadata with the help of the use case of X-ray Photon Correlation Spectroscopy (XPCS), which is a synchrotron-based scattering technique that allows the investigation of nanoscale dynamic processes. It serves here as a demonstrator of how dynamic metadata can improve data acquisition, sharing, and analysis workflows. Our approach enables researchers to tailor metadata definitions dynamically and adapt them to the evolving demands of describing data and results from a diverse set of experiments. We demonstrate that dynamic metadata standards yield advantages that enhance data reproducibility, interoperability, and the dissemination of knowledge.

Keywords: Big data, metadata, schemas, XPCS, X-ray Photon Correlation Spectroscopy.

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Authors: Parvinder Singh Sandhu, Gurdev Singh

Abstract:

Metrics is the process by which numbers or symbols are assigned to attributes of entities in the real world in such a way as to describe them according to clearly defined rules. Software metrics are instruments or ways to measuring all the aspect of software product. These metrics are used throughout a software project to assist in estimation, quality control, productivity assessment, and project control. Object oriented software metrics focus on measurements that are applied to the class and other characteristics. These measurements convey the software engineer to the behavior of the software and how changes can be made that will reduce complexity and improve the continuing capability of the software. Object oriented software metric can be classified in two types static and dynamic. Static metrics are concerned with all the aspects of measuring by static analysis of software and dynamic metrics are concerned with all the measuring aspect of the software at run time. Major work done before, was focusing on static metric. Also some work has been done in the field of dynamic nature of the software measurements. But research in this area is demanding for more work. In this paper we give a set of dynamic metrics specifically for polymorphism in object oriented system.

Keywords: Metrics, Software, Quality, Object oriented system, Polymorphism.

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Authors: Kazutaka Kobayashi, Norihiko Yoshida, Shuji Narazaki

Abstract:

This paper presents a dynamic adaptation scheme for the frequency of inter-deme migration in distributed genetic algorithms (GA), and its VLSI hardware design. Distributed GA, or multi-deme-based GA, uses multiple populations which evolve concurrently. The purpose of dynamic adaptation is to improve convergence performance so as to obtain better solutions. Through simulation experiments, we proved that our scheme achieves better performance than fixed frequency migration schemes.

Keywords: Genetic algorithms, dynamic adaptation, VLSI hardware.

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Authors: F.Saadi, A.Aboudi Asl

Abstract:

In this paper, the dynamic analysis of fuel storage tanks has been studied and some equations are presented for the created fluid waves due to storage tank motions. Also, the equations for finite elements of fluid and structure interactions, and boundary conditions dominant on structure and fluid, were researched. In this paper, a numerical simulation is performed for the dynamic analysis of a storage tank contained a fluid. This simulation has carried out by ANSYS software, using FSI solver (Fluid and Structure Interaction solver), and by considering the simulated fluid dynamic motions due to earthquake loading, based on velocities and movements of structure and fluid according to all boundary conditions dominant on structure and fluid.

Keywords: fluid and structure interactions, finite elementmethod, ANSYS – FSI

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Authors: Robert J. Thomas, Colton Bedke, Andrew Sorensen

Abstract:

The exemplary mechanical performance and durability of ultra-high performance concrete (UHPC) has led to its rapid emergence as an advanced cementitious material. The uncharacteristically high mechanical strength and ductility of UHPC makes it a promising potential material for defense structures which may be subject to highly dynamic loads like impact or blast. However, the mechanical response of UHPC under dynamic loading has not been fully characterized. In particular, there is a need to characterize the energy absorption of UHPC under high-frequency shear loading. This paper presents preliminary results from a parametric study of the dynamic shear energy absorption of UHPC using the Charpy impact test. UHPC mixtures with compressive strengths in the range of 100-150 MPa exhibited dynamic shear energy absorption in the range of 0.9-1.5 kJ/m. Energy absorption is shown to be sensitive to the water/cement ratio, silica fume content, and aggregate gradation. Energy absorption was weakly correlated to compressive strength. Results are highly sensitive to specimen preparation methods, and there is a demonstrated need for a standardized test method for high frequency shear in cementitious composites.

Keywords: Charpy impact test, dynamic shear, impact loading, ultra-high performance concrete.

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Authors: A. Al-Rifaie, Z. W. Guan, S. W. Jones

Abstract:

This paper presents a method for modelling and analysing end plate beam-to-column connections to obtain the quasi-static behaviour using non-linear dynamic explicit integration. In addition to its importance to study the static behaviour of a structural member, quasi-static behaviour is largely needed to be compared with the dynamic behaviour of such members in order to investigate the dynamic effect by proposing dynamic increase factors (DIFs). The beam-to-column bolted connections contain various contact surfaces at which the implicit procedure may have difficulties converging, resulting in a large number of iterations. Contrary, explicit procedure could deal effectively with complex contacts without converging problems. Hence, finite element modelling using ABAQUS/explicit is used in this study to address the dynamic effect may be produced using explicit procedure. Also, the effect of loading rate and mass scaling are discussed to investigate their effect on the time of analysis. The results show that the explicit procedure is valuable to model the end plate beam-to-column connections in terms of failure mode, load-displacement relationships. Also, it is concluded that loading rate and mass scaling should be carefully selected to avoid the dynamic effect in the solution.

Keywords: Quasi-static, end plate, finite element, connections.

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Authors: M Ahmadigorji, A. Abbaspour, A Rajabi-Ghahnavieh, M. Fotuhi- Firuzabad

Abstract:

DG application has received increasing attention during recent years. The impact of DG on various aspects of distribution system operation, such as reliability and energy loss, depend highly on DG location in distribution feeder. Optimal DG placement is an important subject which has not been fully discussed yet. This paper presents an optimization method to determine optimal DG placement, based on a cost/worth analysis approach. This method considers technical and economical factors such as energy loss, load point reliability indices and DG costs, and particularly, portability of DG. The proposed method is applied to a test system and the impacts of different parameters such as load growth rate and load forecast uncertainty (LFU) on optimum DG location are studied.

Keywords: Distributed generation, optimal placement, cost/worthanalysis, customer interruption cost, Dynamic programming

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Authors: H. Ajabi Naeeni, M. Haghpanahi

Abstract:

Dynamic shear test on simulated phantom can be used to validate magnetic resonance elastography (MRE) measurements. Phantom gel has been usually utilized for the cell culture of cartilage and soft tissue and also been used for mechanical property characterization using imaging systems. The viscoelastic property of the phantom would be important for dynamic experiments and analyses. In this study, An axisymmetric FE model is presented for determining the dynamic shear behaviour of brain simulated phantom using ABAQUS. The main objective of this study was to investigate the effect of excitation frequencies and boundary conditions on shear modulus and shear viscosity in viscoelastic media.

Keywords: Viscoelastic, MR Elastography, Finite Element, Brain.

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Authors: T. Mathumathi, S. Ganesh, R. Gunabalan

Abstract:

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.

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Authors: Onesmus Muvengei, John Kihiu, Bernard Ikua

Abstract:

This paper numerically investigates the effects of input speed on the overall dynamic characteristics of a multi-body system with differently located revolute clearance joints without friction. A typical planar slider-crank mechanism is used as a demonstration case in which the effects of the input speed on the dynamic performance of the mechanism with a revolute clearance joint between the crank and connecting rod, and between the connecting rod and slider are separately investigated with comprehensive observations numerically presented. It is observed that, changing the driving speed of a multibody system makes the behavior of the system to change from either periodic to chaotic, or chaotic to periodic depending on which joint has clearance. The location of the clearance revolute joint and the operating speed of a multi-body system play a crucial role in predicting accurately the dynamic responses of the system. Therefore the dynamic behavior of one clearance revolute joint cannot be used as a general case for a mechanical system.

Keywords: Chaotic behavior, Contact-impact forces, Dynamic response, Multi-body mechanical system, Periodic behavior, Poincare maps, Quasi-periodic behavior, Revolute clearance joint

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Authors: Saleem Z. Ramadan

Abstract:

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.

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Authors: Nuanwan Soonthornphisaj, Boonserm Kijsirikul

Abstract:

This paper presents a semi-supervised learning algorithm called Iterative-Cross Training (ICT) to solve the Web pages classification problems. We apply Inductive logic programming (ILP) as a strong learner in ICT. The objective of this research is to evaluate the potential of the strong learner in order to boost the performance of the weak learner of ICT. We compare the result with the supervised Naive Bayes, which is the well-known algorithm for the text classification problem. The performance of our learning algorithm is also compare with other semi-supervised learning algorithms which are Co-Training and EM. The experimental results show that ICT algorithm outperforms those algorithms and the performance of the weak learner can be enhanced by ILP system.

Keywords: Inductive Logic Programming, Semi-supervisedLearning, Web Page Categorization

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Authors: Pirom Thangchitpianpol, Suttipong Jumroonrut

Abstract:

This research investigates the distribution of food demand for animal food and the optimum amount of that food production at minimum cost. The data consist of customer purchase orders for the food of laying hens, price of food for laying hens, cost per unit for the food inventory, cost related to food of laying hens in which the food is out of stock, such as fine, overtime, urgent purchase for material. They were collected from January, 1990 to December, 2013 from a factory in Nakhonratchasima province. The collected data are analyzed in order to explore the distribution of the monthly food demand for the laying hens and to see the rate of inventory per unit. The results are used in a stochastic linear programming model for aggregate planning in which the optimum production or minimum cost could be obtained. Programming algorithms in MATLAB and tools in Linprog software are used to get the solution. The distribution of the food demand for laying hens and the random numbers are used in the model. The study shows that the distribution of monthly food demand for laying has a normal distribution, the monthly average amount (unit: 30 kg) of production from January to December. The minimum total cost average for 12 months is Baht 62,329,181.77. Therefore, the production planning can reduce the cost by 14.64% from real cost.

Keywords: Animal food, Stochastic linear programming, Production planning, Demand Uncertainty.

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Authors: Jutharat Sunprasert, Ekapong Hirunsirisawat, Narongrit Waraporn, Somporn Peansukmanee

Abstract:

Metal Ship and Robotic Car is one of the hands-on activities in the course, the Fundamental of Engineering that can be divided into three parts. The first part, the metal ships, was made by using engineering drawings, physics and mathematics knowledge. The second part is where the students learned how to construct a robotic car and control it using computer programming. In the last part, the students had to combine the workings of these two objects in the final testing. This aim of study was to investigate the effectiveness of hands-on activity by integrating Science, Technology, Engineering and Mathematics (STEM) concepts to develop scientific and engineering skills. The results showed that the majority of students felt this hands-on activity lead to an increased confidence level in the integration of STEM. Moreover, 48% of all students engaged well with the STEM concepts. Students could obtain the knowledge of STEM through hands-on activities with the topics science and mathematics, engineering drawing, engineering workshop and computer programming; most students agree and strongly agree with this learning process. This indicated that the hands-on activity: “Metal Ship and Robotic Car” is a useful tool to integrate each aspect of STEM. Furthermore, hands-on activities positively influence a student’s interest which leads to increased learning achievement and also in developing scientific and engineering skills.

Keywords: Hands-on activity, STEM education, computer programming, metal work.

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Authors: O. Kratochvíl, J. Križan

Abstract:

The paper deals with the analysis of the dynamic response of footbridges under human - induced dynamic loads. This is a frequently occurring and often dominant load for footbridges as it stems from the very purpose of a footbridge - to convey pedestrian. Due to the emergence of new materials and advanced engineering technology, slender footbridges are increasingly becoming popular to satisfy the modern transportation needs and the aesthetical requirements of the society. These structures however are always lively with low stiffness, low mass, low damping and low natural frequencies. As a consequence, they are prone to vibration induced by human activities and can suffer severe vibration serviceability problems, particularly in the lateral direction. Pedestrian bridges are designed according to first and second limit states, these are the criteria involved in response to static design load. However, it is necessary to assess the dynamic response of bridge design load on pedestrians and assess it impact on the comfort of the user movement. Usually the load is considered a person or a small group which can be assumed in perfect motion synchronization. Already one person or small group can excite significant vibration of the deck. In order to calculate the dynamic response to the movement of people, designer needs available and suitable computational model and criteria. For the calculation program ANSYS based on finite element method was used.

Keywords: Footbridge, dynamic analysis, vibration serviceability of footbridges, lateral vibration, stiffness, dynamic force, walking force, slender suspension footbridges, natural frequencies and vibration modes, rhythm jumping, normal walking.

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Authors: I. A. Farhat

Abstract:

The The dynamic economic dispatch (DED) problem is one of the complex constrained optimization problems that have nonlinear, con-convex and non-smooth objective functions. The purpose of the DED is to determine the optimal economic operation of the committed units while meeting the load demand. Associated to this constrained problem there exist highly nonlinear and non-convex practical constraints to be satisfied. Therefore, classical and derivative-based methods are likely not to converge to an optimal or near optimal solution to such a dynamic and large-scale problem. In this paper, an Artificial Immune System technique (AIS) is implemented and applied to solve the DED problem considering the transmission power losses and the valve-point effects in addition to the other operational constraints. To demonstrate the effectiveness of the proposed technique, two case studies are considered. The results obtained using the AIS are compared to those obtained by other methods reported in the literature and found better.

Keywords: Artificial Immune System (AIS), Dynamic Economic Dispatch (DED).

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Authors: B. Marasović, S. Pivac, S. V. Vukasović

Abstract:

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.

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