Search results for: Combinatorial Optimization
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1904

Search results for: Combinatorial Optimization

1574 Locating Critical Failure Surface in Rock Slope Stability with Hybrid Model Based on Artificial Immune System and Cellular Learning Automata (CLA-AIS)

Authors: Ramin Javadzadeh, Emad Javadzadeh

Abstract:

Locating the critical slip surface with the minimum factor of safety for a rock slope is a difficult problem. In recent years, some modern global optimization methods have been developed with success in treating various types of problems, but very few of such methods have been applied to rock mechanical problems. In this paper, use of hybrid model based on artificial immune system and cellular learning automata is proposed. The results show that the algorithm is an effective and efficient optimization method with a high level of confidence rate.

Keywords: CLA-AIS, failure surface, optimization methods, rock slope.

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1573 Improvement of Central Composite Design in Modeling and Optimization of Simulation Experiments

Authors: A. Nuchitprasittichai, N. Lerdritsirikoon, T. Khamsing

Abstract:

Simulation modeling can be used to solve real world problems. It provides an understanding of a complex system. To develop a simplified model of process simulation, a suitable experimental design is required to be able to capture surface characteristics. This paper presents the experimental design and algorithm used to model the process simulation for optimization problem. The CO2 liquefaction based on external refrigeration with two refrigeration circuits was used as a simulation case study. Latin Hypercube Sampling (LHS) was purposed to combine with existing Central Composite Design (CCD) samples to improve the performance of CCD in generating the second order model of the system. The second order model was then used as the objective function of the optimization problem. The results showed that adding LHS samples to CCD samples can help capture surface curvature characteristics. Suitable number of LHS sample points should be considered in order to get an accurate nonlinear model with minimum number of simulation experiments.

Keywords: Central composite design, CO2 liquefaction, Latin Hypercube Sampling, simulation – based optimization.

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1572 A Simulation Modeling Approach for Optimization of Storage Space Allocation in Container Terminal

Authors: Gamal Abd El-Nasser A. Said, El-Sayed M. El-Horbaty

Abstract:

Container handling problems at container terminals are NP-hard problems. This paper presents an approach using discrete-event simulation modeling to optimize solution for storage space allocation problem, taking into account all various interrelated container terminal handling activities. The proposed approach is applied on a real case study data of container terminal at Alexandria port. The computational results show the effectiveness of the proposed model for optimization of storage space allocation in container terminal where 54% reduction in containers handling time in port is achieved.

Keywords: Container terminal, discrete-event simulation, optimization, storage space allocation.

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1571 Hexagonal Honeycomb Sandwich Plate Optimization Using Gravitational Search Algorithm

Authors: A. Boudjemai, A. Zafrane, R. Hocine

Abstract:

Honeycomb sandwich panels are increasingly used in the construction of space vehicles because of their outstanding strength, stiffness and light weight properties. However, the use of honeycomb sandwich plates comes with difficulties in the design process as a result of the large number of design variables involved, including composite material design, shape and geometry. Hence, this work deals with the presentation of an optimal design of hexagonal honeycomb sandwich structures subjected to space environment. The optimization process is performed using a set of algorithms including the gravitational search algorithm (GSA). Numerical results are obtained and presented for a set of algorithms. The results obtained by the GSA algorithm are much better compared to other algorithms used in this study.

Keywords: Optimization, Gravitational search algorithm, Genetic algorithm, Honeycomb plate.

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1570 An Improved Particle Swarm Optimization Technique for Combined Economic and Environmental Power Dispatch Including Valve Point Loading Effects

Authors: Badr M. Alshammari, T. Guesmi

Abstract:

In recent years, the combined economic and emission power dispatch is one of the main problems of electrical power system. It aims to schedule the power generation of generators in order to minimize cost production and emission of harmful gases caused by fossil-fueled thermal units such as CO, CO2, NOx, and SO2. To solve this complicated multi-objective problem, an improved version of the particle swarm optimization technique that includes non-dominated sorting concept has been proposed. Valve point loading effects and system losses have been considered. The three-unit and ten-unit benchmark systems have been used to show the effectiveness of the suggested optimization technique for solving this kind of nonconvex problem. The simulation results have been compared with those obtained using genetic algorithm based method. Comparison results show that the proposed approach can provide a higher quality solution with better performance.

Keywords: Power dispatch, valve point loading effects, multiobjective optimization, Pareto solutions.

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1569 Multi-Criteria Optimization of High-Temperature Reversed Starter-Generator

Authors: Flur R. Ismagilov, Irek Kh. Khayrullin, Vyacheslav E. Vavilov, Ruslan D. Karimov, Anton S. Gorbunov, Danis R. Farrakhov

Abstract:

The paper presents another structural scheme of high-temperature starter-generator with external rotor to be installed on High Pressure Shaft (HPS) of aircraft engines (AE) to implement More Electrical Engine concept. The basic materials to make this starter-generator (SG) were selected and justified. Multi-criteria optimization of the developed structural scheme was performed using a genetic algorithm and Pareto method. The optimum (in Pareto terms) active length and thickness of permanent magnets of SG were selected as a result of the optimization. Using the dimensions obtained, allowed to reduce the weight of the designed SG by 10 kg relative to a base option at constant thermal loads. Multidisciplinary computer simulation was performed on the basis of the optimum geometric dimensions, which proved performance efficiency of the design. We further plan to make a full-scale sample of SG of HPS and publish the results of its experimental research.

Keywords: High-temperature starter-generator, More electrical engine, multi-criteria optimization, permanent magnet.

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1568 Optimization of Agricultural Water Demand Using a Hybrid Model of Dynamic Programming and Neural Networks: A Case Study of Algeria

Authors: M. Boudjerda, B. Touaibia, M. K. Mihoubi

Abstract:

In Algeria agricultural irrigation is the primary water consuming sector followed by the domestic and industrial sectors. Economic development in the last decade has weighed heavily on water resources which are relatively limited and gradually decreasing to the detriment of agriculture. The research presented in this paper focuses on the optimization of irrigation water demand. Dynamic Programming-Neural Network (DPNN) method is applied to investigate reservoir optimization. The optimal operation rule is formulated to minimize the gap between water release and water irrigation demand. As a case study, Foum El-Gherza dam’s reservoir system in south of Algeria has been selected to examine our proposed optimization model. The application of DPNN method allowed increasing the satisfaction rate (SR) from 12.32% to 55%. In addition, the operation rule generated showed more reliable and resilience operation for the examined case study.

Keywords: ater management, agricultural demand, dam and reservoir operation, Foum el-Gherza dam, dynamic programming, artificial neural network.

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1567 Ramp Rate and Constriction Factor Based Dual Objective Economic Load Dispatch Using Particle Swarm Optimization

Authors: Himanshu Shekhar Maharana, S. K .Dash

Abstract:

Economic Load Dispatch (ELD) proves to be a vital optimization process in electric power system for allocating generation amongst various units to compute the cost of generation, the cost of emission involving global warming gases like sulphur dioxide, nitrous oxide and carbon monoxide etc. In this dissertation, we emphasize ramp rate constriction factor based particle swarm optimization (RRCPSO) for analyzing various performance objectives, namely cost of generation, cost of emission, and a dual objective function involving both these objectives through the experimental simulated results. A 6-unit 30 bus IEEE test case system has been utilized for simulating the results involving improved weight factor advanced ramp rate limit constraints for optimizing total cost of generation and emission. This method increases the tendency of particles to venture into the solution space to ameliorate their convergence rates. Earlier works through dispersed PSO (DPSO) and constriction factor based PSO (CPSO) give rise to comparatively higher computational time and less good optimal solution at par with current dissertation. This paper deals with ramp rate and constriction factor based well defined ramp rate PSO to compute various objectives namely cost, emission and total objective etc. and compares the result with DPSO and weight improved PSO (WIPSO) techniques illustrating lesser computational time and better optimal solution. 

Keywords: Economic load dispatch, constriction factor based particle swarm optimization, dispersed particle swarm optimization, weight improved particle swarm optimization, ramp rate and constriction factor based particle swarm optimization.

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1566 Optimization of Petroleum Refinery Configuration Design with Logic Propositions

Authors: Cheng Seong Khor, Xiao Qi Yeoh

Abstract:

This work concerns the topological optimization problem for determining the optimal petroleum refinery configuration. We are interested in further investigating and hopefully advancing the existing optimization approaches and strategies employing logic propositions to conceptual process synthesis problems. In particular, we seek to contribute to this increasingly exciting area of chemical process modeling by addressing the following potentially important issues: (a) how the formulation of design specifications in a mixed-logical-and-integer optimization model can be employed in a synthesis problem to enrich the problem representation by incorporating past design experience, engineering knowledge, and heuristics; and (b) how structural specifications on the interconnectivity relationships by space (states) and by function (tasks) in a superstructure should be properly formulated within a mixed-integer linear programming (MILP) model. The proposed modeling technique is illustrated on a case study involving the alternative processing routes of naphtha, in which significant improvement in the solution quality is obtained.

Keywords: Mixed-integer linear programming (MILP), petroleum refinery, process synthesis, superstructure.

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1565 3-D Visualization and Optimization for SISO Linear Systems Using Parametrization of Two-Stage Compensator Design

Authors: Kazuyoshi Mori, Keisuke Hashimoto

Abstract:

In this paper, we consider the two-stage compensator designs of SISO plants. As an investigation of the characteristics of the two-stage compensator designs, which is not well investigated yet, of SISO plants, we implement three dimensional visualization systems of output signals and optimization system for SISO plants by the parametrization of stabilizing controllers based on the two-stage compensator design. The system runs on Mathematica by using “Three Dimensional Surface Plots,” so that the visualization can be interactively manipulated by users. In this paper, we use the discrete-time LTI system model. Even so, our approach is the factorization approach, so that the result can be applied to many linear models.

Keywords: Linear systems, visualization, optimization, two-Stage compensator design, Mathematica.

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1564 Searching the Efficient Frontier for the Coherent Covering Location Problem

Authors: Felipe Azocar Simonet, Luis Acosta Espejo

Abstract:

In this article, we will try to find an efficient boundary approximation for the bi-objective location problem with coherent coverage for two levels of hierarchy (CCLP). We present the mathematical formulation of the model used. Supported efficient solutions and unsupported efficient solutions are obtained by solving the bi-objective combinatorial problem through the weights method using a Lagrangean heuristic. Subsequently, the results are validated through the DEA analysis with the GEM index (Global efficiency measurement).

Keywords: Coherent covering location problem, efficient frontier, Lagrangian relaxation, data envelopment analysis.

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1563 N-Sun Decomposition of Complete, Complete Bipartite and Some Harary Graphs

Authors: R. Anitha, R. S. Lekshmi

Abstract:

Graph decompositions are vital in the study of combinatorial design theory. A decomposition of a graph G is a partition of its edge set. An n-sun graph is a cycle Cn with an edge terminating in a vertex of degree one attached to each vertex. In this paper, we define n-sun decomposition of some even order graphs with a perfect matching. We have proved that the complete graph K2n, complete bipartite graph K2n, 2n and the Harary graph H4, 2n have n-sun decompositions. A labeling scheme is used to construct the n-suns.

Keywords: Decomposition, Hamilton cycle, n-sun graph, perfect matching, spanning tree.

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1562 Optimization by Ant Colony Hybryde for the Bin-Packing Problem

Authors: Ben Mohamed Ahemed Mohamed, Yassine Adnan

Abstract:

The problem of bin-packing in two dimensions (2BP) consists in placing a given set of rectangular items in a minimum number of rectangular and identical containers, called bins. This article treats the case of objects with a free orientation of 90Ôùª. We propose an approach of resolution combining optimization by colony of ants (ACO) and the heuristic method IMA to resolve this NP-Hard problem.

Keywords: Ant colony algorithm, bin-packing problem, heuristics methods.

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1561 Design of a Robust Controller for AGC with Combined Intelligence Techniques

Authors: R. N. Patel, S. K. Sinha, R. Prasad

Abstract:

In this work Artificial Intelligence (AI) techniques like Fuzzy logic, Genetic Algorithms and Particle Swarm Optimization have been used to improve the performance of the Automatic Generation Control (AGC) system. Instead of applying Genetic Algorithms and Particle swarm optimization independently for optimizing the parameters of the conventional AGC with PI controller, an intelligent tuned Fuzzy logic controller (acting as the secondary controller in the AGC system) has been designed. The controller gives an improved dynamic performance for both hydrothermal and thermal-thermal power systems under a variety of operating conditions.

Keywords: Artificial intelligence, Automatic generation control, Fuzzy control, Genetic Algorithm, Particle swarm optimization, Power systems.

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1560 Empirical Evaluation of Performance Optimization Techniques Used in Mobile Applications

Authors: Nathar Shah, Bu Kiat Seng

Abstract:

Mobile application development is different from regular application development due to the hardware resource limitations existed in the mobile platforms. In the mobile environment, the application needs to be optimized by the developer to produce optimal software with least overhead. This study discussed about performance optimization techniques that are employed in general application development, and how such techniques are performing on mobile platforms through some empirical evaluations on a mobile emulator, Nokia X3-02 and Nokia C5-03devices. The scope of the work is only confined to mobile platform based on Java Mobile edition architecture. The empirical results showed that techniques such as loop unrolling, dependency chain, and linearized getter and setter performed better by a factor of 3 to 7. Whereas declaration and initialization on the same line or separate line did not improve the performance.

Keywords: Optimization Techniques, Mobile Applications, Performance Evaluation, J2ME, Empirical Experiments

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1559 A Biomimetic Approach for the Multi-Objective Optimization of Kinetic Façade Design

Authors: Do-Jin Jang, Sung-Ah Kim

Abstract:

A kinetic façade responds to user requirements and environmental conditions.  In designing a kinetic façade, kinetic patterns play a key role in determining its performance. This paper proposes a biomimetic method for the multi-objective optimization for kinetic façade design. The autonomous decentralized control system is combined with flocking algorithm. The flocking agents are autonomously reacting to sensor values and bring about kinetic patterns changing over time. A series of experiments were conducted to verify the potential and limitations of the flocking based decentralized control. As a result, it could show the highest performance balancing multiple objectives such as solar radiation and openness among the comparison group.

Keywords: Biomimicry, flocking algorithm, autonomous decentralized control, multi-objective optimization.

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1558 A Method for Improving Dental Crown Fit-Increasing the Robustness

Authors: Kero T., Söderberg R., Andersson M., Lindkvist L.

Abstract:

The introduction of mass-customization has enabled new ways to treat patients within medicine. However, the introduction of industrialized treatments has also meant new obstacles. The purpose of this study was to introduce and theoretically test a method for improving dental crown fit. The optimization method allocates support points in order to check the final variation for dental crowns. Three different types of geometries were tested and compared. The three geometries were also divided into three sub-geometries: Current method, Optimized method and Feasible method. The Optimized method, using the whole surface for support points, provided the best results. The results support the objective of the study. It also seems that the support optimization method can dramatically improve the robustness of dental crown treatments.

Keywords: Bio-medicine, Dentistry, Mass-customization, Optimization and Robust design.

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1557 A Hybrid Nature Inspired Algorithm for Generating Optimal Query Plan

Authors: R. Gomathi, D. Sharmila

Abstract:

The emergence of the Semantic Web technology increases day by day due to the rapid growth of multiple web pages. Many standard formats are available to store the semantic web data. The most popular format is the Resource Description Framework (RDF). Querying large RDF graphs becomes a tedious procedure with a vast increase in the amount of data. The problem of query optimization becomes an issue in querying large RDF graphs. Choosing the best query plan reduces the amount of query execution time. To address this problem, nature inspired algorithms can be used as an alternative to the traditional query optimization techniques. In this research, the optimal query plan is generated by the proposed SAPSO algorithm which is a hybrid of Simulated Annealing (SA) and Particle Swarm Optimization (PSO) algorithms. The proposed SAPSO algorithm has the ability to find the local optimistic result and it avoids the problem of local minimum. Experiments were performed on different datasets by changing the number of predicates and the amount of data. The proposed algorithm gives improved results compared to existing algorithms in terms of query execution time.

Keywords: Semantic web, RDF, Query optimization, Nature inspired algorithms, PSO, SA.

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1556 Hybrid Artificial Bee Colony and Least Squares Method for Rule-Based Systems Learning

Authors: Ahcene Habbi, Yassine Boudouaoui

Abstract:

This paper deals with the problem of automatic rule generation for fuzzy systems design. The proposed approach is based on hybrid artificial bee colony (ABC) optimization and weighted least squares (LS) method and aims to find the structure and parameters of fuzzy systems simultaneously. More precisely, two ABC based fuzzy modeling strategies are presented and compared. The first strategy uses global optimization to learn fuzzy models, the second one hybridizes ABC and weighted least squares estimate method. The performances of the proposed ABC and ABC-LS fuzzy modeling strategies are evaluated on complex modeling problems and compared to other advanced modeling methods.

Keywords: Automatic design, learning, fuzzy rules, hybrid, swarm optimization.

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1555 Generation Scheduling Optimization of Multi-Hydroplants: A Case Study

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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1554 Comparative Study on Swarm Intelligence Techniques for Biclustering of Microarray Gene Expression Data

Authors: R. Balamurugan, A. M. Natarajan, K. Premalatha

Abstract:

Microarray gene expression data play a vital in biological processes, gene regulation and disease mechanism. Biclustering in gene expression data is a subset of the genes indicating consistent patterns under the subset of the conditions. Finding a biclustering is an optimization problem. In recent years, swarm intelligence techniques are popular due to the fact that many real-world problems are increasingly large, complex and dynamic. By reasons of the size and complexity of the problems, it is necessary to find an optimization technique whose efficiency is measured by finding the near optimal solution within a reasonable amount of time. In this paper, the algorithmic concepts of the Particle Swarm Optimization (PSO), Shuffled Frog Leaping (SFL) and Cuckoo Search (CS) algorithms have been analyzed for the four benchmark gene expression dataset. The experiment results show that CS outperforms PSO and SFL for 3 datasets and SFL give better performance in one dataset. Also this work determines the biological relevance of the biclusters with Gene Ontology in terms of function, process and component.

Keywords: Particle swarm optimization, Shuffled frog leaping, Cuckoo search, biclustering, gene expression data.

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1553 Manipulation of Image Segmentation Using Cleverness Artificial Bee Colony Approach

Authors: Y. Harold Robinson, E. Golden Julie, P. Joyce Beryl Princess

Abstract:

Image segmentation is the concept of splitting the images into several images. Image Segmentation algorithm is used to manipulate the process of image segmentation. The advantage of ABC is that it conducts every worldwide exploration and inhabitant exploration for iteration. Particle Swarm Optimization (PSO) and Evolutionary Particle Swarm Optimization (EPSO) encompass a number of search problems. Cleverness Artificial Bee Colony algorithm has been imposed to increase the performance of a neighborhood search. The simulation results clearly show that the presented ABC methods outperform the existing methods. The result shows that the algorithms can be used to implement the manipulator for grasping of colored objects. The efficiency of the presented method is improved a lot by comparing to other methods.

Keywords: Color information, EPSO, ABC, image segmentation, particle swarm optimization, active contour, GMM.

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1552 Swarm Intelligence based Optimal Linear Phase FIR High Pass Filter Design using Particle Swarm Optimization with Constriction Factor and Inertia Weight Approach

Authors: Sangeeta Mandal, Rajib Kar, Durbadal Mandal, Sakti Prasad Ghoshal

Abstract:

In this paper, an optimal design of linear phase digital high pass finite impulse response (FIR) filter using Particle Swarm Optimization with Constriction Factor and Inertia Weight Approach (PSO-CFIWA) has been presented. In the design process, the filter length, pass band and stop band frequencies, feasible pass band and stop band ripple sizes are specified. FIR filter design is a multi-modal optimization problem. The conventional gradient based optimization techniques are not efficient for digital filter design. Given the filter specifications to be realized, the PSO-CFIWA algorithm generates a set of optimal filter coefficients and tries to meet the ideal frequency response characteristic. In this paper, for the given problem, the designs of the optimal FIR high pass filters of different orders have been performed. The simulation results have been compared to those obtained by the well accepted algorithms such as Parks and McClellan algorithm (PM), genetic algorithm (GA). The results justify that the proposed optimal filter design approach using PSOCFIWA outperforms PM and GA, not only in the accuracy of the designed filter but also in the convergence speed and solution quality.

Keywords: FIR Filter; PSO-CFIWA; PSO; Parks and McClellanAlgorithm, Evolutionary Optimization Technique; MagnitudeResponse; Convergence; High Pass Filter

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1551 An Optimization of the New Die Design of Sheet Hydroforming by Taguchi Method

Authors: M. Hosseinzadeh, S. A. Zamani, A. Taheri

Abstract:

During the last few years, several sheet hydroforming processes have been introduced. Despite the advantages of these methods, they have some limitations. Of the processes, the two main ones are the standard hydroforming and hydromechanical deep drawing. A new sheet hydroforming die set was proposed that has the advantages of both processes and eliminates their limitations. In this method, a polyurethane plate was used as a part of the die-set to control the blank holder force. This paper outlines the Taguchi optimization methodology, which is applied to optimize the effective parameters in forming cylindrical cups by the new die set of sheet hydroforming process. The process parameters evaluated in this research are polyurethane hardness, polyurethane thickness, forming pressure path and polyurethane hole diameter. The design of experiments based upon L9 orthogonal arrays by Taguchi was used and analysis of variance (ANOVA) was employed to analyze the effect of these parameters on the forming pressure. The analysis of the results showed that the optimal combination for low forming pressure is harder polyurethane, bigger diameter of polyurethane hole and thinner polyurethane. Finally, the confirmation test was derived based on the optimal combination of parameters and it was shown that the Taguchi method is suitable to examine the optimization process.

Keywords: Sheet Hydroforming, Optimization, Taguchi Method

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1550 Multi-Layer Perceptron Neural Network Classifier with Binary Particle Swarm Optimization Based Feature Selection for Brain-Computer Interfaces

Authors: K. Akilandeswari, G. M. Nasira

Abstract:

Brain-Computer Interfaces (BCIs) measure brain signals activity, intentionally and unintentionally induced by users, and provides a communication channel without depending on the brain’s normal peripheral nerves and muscles output pathway. Feature Selection (FS) is a global optimization machine learning problem that reduces features, removes irrelevant and noisy data resulting in acceptable recognition accuracy. It is a vital step affecting pattern recognition system performance. This study presents a new Binary Particle Swarm Optimization (BPSO) based feature selection algorithm. Multi-layer Perceptron Neural Network (MLPNN) classifier with backpropagation training algorithm and Levenberg-Marquardt training algorithm classify selected features.

Keywords: Brain-Computer Interfaces (BCI), Feature Selection (FS), Walsh–Hadamard Transform (WHT), Binary Particle Swarm Optimization (BPSO), Multi-Layer Perceptron (MLP), Levenberg–Marquardt algorithm.

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1549 Two-Phase Optimization for Selecting Materialized Views in a Data Warehouse

Authors: Jiratta Phuboon-ob, Raweewan Auepanwiriyakul

Abstract:

A data warehouse (DW) is a system which has value and role for decision-making by querying. Queries to DW are critical regarding to their complexity and length. They often access millions of tuples, and involve joins between relations and aggregations. Materialized views are able to provide the better performance for DW queries. However, these views have maintenance cost, so materialization of all views is not possible. An important challenge of DW environment is materialized view selection because we have to realize the trade-off between performance and view maintenance. Therefore, in this paper, we introduce a new approach aimed to solve this challenge based on Two-Phase Optimization (2PO), which is a combination of Simulated Annealing (SA) and Iterative Improvement (II), with the use of Multiple View Processing Plan (MVPP). Our experiments show that 2PO outperform the original algorithms in terms of query processing cost and view maintenance cost.

Keywords: Data warehouse, materialized views, view selectionproblem, two-phase optimization.

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1548 Applications of Conic Optimization and Quadratic Programming in the Investigation of Index Arbitrage in the Thai Derivatives and Equity Markets

Authors: Satjaporn Tungsong, Gun Srijuntongsiri

Abstract:

This research seeks to investigate the frequency and profitability of index arbitrage opportunities involving the SET50 futures, SET50 component stocks, and the ThaiDEX SET50 ETF (ticker symbol: TDEX). In particular, the frequency and profit of arbitrage are measured in the following three arbitrage tests: (1) SET50 futures vs. ThaiDEX SET50 ETF, (2) SET50 futures vs. SET50 component stocks, and (3) ThaiDEX SET50 ETF vs. SET50 component stocks are investigated. For tests (2) and (3), the problems involve conic optimization and quadratic programming as subproblems. This research is first to apply conic optimization and quadratic programming techniques in the context of index arbitrage and is first to investigate such index arbitrage in the Thai equity and derivatives markets. Thus, the contribution of this study is twofold. First, its results would help understand the contribution of the derivatives securities to the efficiency of the Thai markets. Second, the methodology employed in this study can be applied to other geographical markets, with minor adjustments.

Keywords: Conic optimization, Equity index arbitrage, Executionlags, Quadratic programming, SET50 index futures, ThaiDEX SET50ETF, Transaction costs

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1547 Multi-criteria Optimization of Square Beam using Linear Weighted Average Model

Authors: Ali Farhaninejad, Rizal Zahari, Ehsan Rasooliyazdi

Abstract:

Increasing energy absorption is a significant parameter in vehicle design. Absorbing more energy results in decreasing occupant damage. Limitation of the deflection in a side impact results in decreased energy absorption (SEA) and increased peak load (PL). Hence a high crash force jeopardizes passenger safety and vehicle integrity. The aims of this paper are to determine suitable dimensions and material of a square beam subjected to side impact, in order to maximize SEA and minimize PL. To achieve this novel goal, the geometric parameters of a square beam are optimized using the response surface method (RSM).multi-objective optimization is performed, and the optimum design for different response features is obtained.

Keywords: Crashworthiness, side impact, energy absorption, multi-objective optimization, Square beam, SEA

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1546 Optimal Sizing of SSSC Controllers to Minimize Transmission Loss and a Novel Model of SSSC to Study Transient Response

Authors: A. M. El-Zonkoly

Abstract:

In this paper, based on steady-state models of Flexible AC Transmission System (FACTS) devices, the sizing of static synchronous series compensator (SSSC) controllers in transmission network is formed as an optimization problem. The objective of this problem is to reduce the transmission losses in the network. The optimization problem is solved using particle swarm optimization (PSO) technique. The Newton-Raphson load flow algorithm is modified to consider the insertion of the SSSC devices in the network. A numerical example, illustrating the effectiveness of the proposed algorithm, is introduced. In addition, a novel model of a 3- phase voltage source converter (VSC) that is suitable for series connected FACTS a controller is introduced. The model is verified by simulation using Power System Blockset (PSB) and Simulink software.

Keywords: FACTS, Modeling, PSO, SSSC, Transmission lossreduction.

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1545 Performance Analysis of Self Excited Induction Generator Using Artificial Bee Colony Algorithm

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.

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