Search results for: Optimization techniques

Authors: P.-W. Tsai, W.-L. Hong, C.-W. Chen, C.-Y. Chen

Abstract:

In this paper, we present a neural-network (NN) based approach to represent a nonlinear Tagagi-Sugeno (T-S) system. A linear differential inclusion (LDI) state-space representation is utilized to deal with the NN models. Taking advantage of the LDI representation, the stability conditions and controller design are derived for a class of nonlinear structural systems. Moreover, the concept of utilizing the Parallel Particle Swarm Optimization (PPSO) algorithm to solve the common P matrix under the stability criteria is given in this paper.

Keywords: Lyapunov Stability, Parallel Particle Swarm Optimization, Linear Differential Inclusion, Artificial Intelligence.

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Authors: Aniruddha Bhattacharya, Pranab Kumar Chattopadhyay

Abstract:

Optimal reactive power flow is an optimization problem with one or more objective of minimizing the active power losses for fixed generation schedule. The control variables are generator bus voltages, transformer tap settings and reactive power output of the compensating devices placed on different bus bars. Biogeography- Based Optimization (BBO) technique has been applied to solve different kinds of optimal reactive power flow problems subject to operational constraints like power balance constraint, line flow and bus voltages limits etc. BBO searches for the global optimum mainly through two steps: Migration and Mutation. In the present work, BBO has been applied to solve the optimal reactive power flow problems on IEEE 30-bus and standard IEEE 57-bus power systems for minimization of active power loss. The superiority of the proposed method has been demonstrated. Considering the quality of the solution obtained, the proposed method seems to be a promising one for solving these problems.

Keywords: Active Power Loss, Biogeography-Based Optimization, Migration, Mutation, Optimal Reactive Power Flow.

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Authors: Farhad Kolahan, Mohammad Bironro

Abstract:

This paper addresses modeling and optimization of process parameters in powder mixed electrical discharge machining (PMEDM). The process output characteristics include metal removal rate (MRR) and electrode wear rate (EWR). Grain size of Aluminum powder (S), concentration of the powder (C), discharge current (I) pulse on time (T) are chosen as control variables to study the process performance. The experimental results are used to develop the regression models based on second order polynomial equations for the different process characteristics. Then, a genetic algorithm (GA) has been employed to determine optimal process parameters for any desired output values of machining characteristics.

Keywords: Regression modeling, PMEDM, GeneticAlgorithm, Optimization.

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Authors: Abdulaziz Alsadhan, Naveed Khan

Abstract:

In recent years intrusions on computer network are the major security threat. Hence, it is important to impede such intrusions. The hindrance of such intrusions entirely relies on its detection, which is primary concern of any security tool like Intrusion detection system (IDS). Therefore, it is imperative to accurately detect network attack. Numerous intrusion detection techniques are available but the main issue is their performance. The performance of IDS can be improved by increasing the accurate detection rate and reducing false positive. The existing intrusion detection techniques have the limitation of usage of raw dataset for classification. The classifier may get jumble due to redundancy, which results incorrect classification. To minimize this problem, Principle component analysis (PCA), Linear Discriminant Analysis (LDA) and Local Binary Pattern (LBP) can be applied to transform raw features into principle features space and select the features based on their sensitivity. Eigen values can be used to determine the sensitivity. To further classify, the selected features greedy search, back elimination, and Particle Swarm Optimization (PSO) can be used to obtain a subset of features with optimal sensitivity and highest discriminatory power. This optimal feature subset is used to perform classification. For classification purpose, Support Vector Machine (SVM) and Multilayer Perceptron (MLP) are used due to its proven ability in classification. The Knowledge Discovery and Data mining (KDD’99) cup dataset was considered as a benchmark for evaluating security detection mechanisms. The proposed approach can provide an optimal intrusion detection mechanism that outperforms the existing approaches and has the capability to minimize the number of features and maximize the detection rates.

Keywords: Particle Swarm Optimization (PSO), Principle component analysis (PCA), Linear Discriminant Analysis (LDA), Local Binary Pattern (LBP), Support Vector Machine (SVM), Multilayer Perceptron (MLP).

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Authors: Stefano Frassinelli, Alessandro Niccolai, Riccardo E. Zich

Abstract:

Sport performance analysis is a technique that is becoming every year more important for athletes of every level. Many techniques have been developed to measure and analyse efficiently the performance of athletes in some sports, but in combat sports these techniques found in many times their limits, due to the high interaction between the two opponents during the competition. In this paper the problem will be framed. Moreover the physical performance measurement problem will be analysed and three different techniques to manage it will be presented. All the techniques have been used to analyse the performance of 22 high level Judo athletes.

Keywords: Sport performance, physical performance, judo, performance coefficients.

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Authors: Chun-Yao Lee, Yi-Xing Shen

Abstract:

This paper presents an application of particle swarm optimization (PSO) to the grounding grid planning which compares to the application of genetic algorithm (GA). Firstly, based on IEEE Std.80, the cost function of the grounding grid and the constraints of ground potential rise, step voltage and touch voltage are constructed for formulating the optimization problem of grounding grid planning. Secondly, GA and PSO algorithms for obtaining optimal solution of grounding grid are developed. Finally, a case of grounding grid planning is shown the superiority and availability of the PSO algorithm and proposal planning results of grounding grid in cost and computational time.

Keywords: Genetic algorithm, particle swarm optimization, grounding grid.

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Authors: Mohammed Golam Sarwer, Lai Man Po, Kai Guo, Q.M. Jonathan Wu

Abstract:

In H.264/AVC video encoding, rate-distortion optimization for mode selection plays a significant role to achieve outstanding performance in compression efficiency and video quality. However, this mode selection process also makes the encoding process extremely complex, especially in the computation of the ratedistortion cost function, which includes the computations of the sum of squared difference (SSD) between the original and reconstructed image blocks and context-based entropy coding of the block. In this paper, a transform-domain rate-distortion optimization accelerator based on fast SSD (FSSD) and VLC-based rate estimation algorithm is proposed. This algorithm could significantly simplify the hardware architecture for the rate-distortion cost computation with only ignorable performance degradation. An efficient hardware structure for implementing the proposed transform-domain rate-distortion optimization accelerator is also proposed. Simulation results demonstrated that the proposed algorithm reduces about 47% of total encoding time with negligible degradation of coding performance. The proposed method can be easily applied to many mobile video application areas such as a digital camera and a DMB (Digital Multimedia Broadcasting) phone.

Keywords: Context-adaptive variable length coding (CAVLC), H.264/AVC, rate-distortion optimization (RDO), sum of squareddifference (SSD).

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Authors: M. Kargar, F.Fartash, T. Saderi, M. Ebrahimi Dishabi

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In this paper optimization of routing in ad-hoc networks is surveyed and a new method for reducing the complexity of routing algorithms is suggested. Using binary matrices for each node in the network and updating it once the routing is done, helps nodes to stop repeating the routing protocols in each data transfer. The algorithm suggested can reduce the complexity of routing to the least amount possible.

Keywords: Ad-hoc Networks, Algorithm, Protocol, RoutingTrain.

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Authors: D. Mondal, A. Chakrabarti, A. Sengupta

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This paper aims to select the optimal location and setting parameters of TCSC (Thyristor Controlled Series Compensator) controller using Particle Swarm Optimization (PSO) and Genetic Algorithm (GA) to mitigate small signal oscillations in a multimachine power system. Though Power System Stabilizers (PSSs) are prime choice in this issue, installation of FACTS device has been suggested here in order to achieve appreciable damping of system oscillations. However, performance of any FACTS devices highly depends upon its parameters and suitable location in the power network. In this paper PSO as well as GA based techniques are used separately and compared their performances to investigate this problem. The results of small signal stability analysis have been represented employing eigenvalue as well as time domain response in face of two common power system disturbances e.g., varying load and transmission line outage. It has been revealed that the PSO based TCSC controller is more effective than GA based controller even during critical loading condition.

Keywords: Genetic Algorithm, Particle Swarm Optimization, Small Signal Stability, Thyristor Controlled Series Compensator.

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Authors: Md. Armin Islam, Les Dallin, Mark Boland, W. J. Zhang

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This paper reports a study on the optimal magnetic design of a compact quadrupole electromagnet for the Canadian Light Source (CLS 2.0). The nature of the design is to determine a quadrupole with low relative higher order harmonics and better field quality. The design problem was formulated as an optimization model, in which the objective function is the higher order harmonics (multipole errors) and the variable to be optimized is the material distribution on the pole. The higher order harmonics arose in the quadrupole due to truncating the ideal hyperbola at a certain point to make the pole. In this project, the arisen harmonics have been optimized both transversely and longitudinally by adjusting material on the poles in a controlled way. For optimization, finite element analysis (FEA) has been conducted. A better higher order harmonics amplitudes and field quality have been achieved through the optimization. On the basis of the optimized magnetic design, electrical and cooling calculation has been performed for the magnet.

Keywords: Drift, electrical, and cooling calculation, integrated field, higher order harmonics (multipole errors), magnetic field gradient, quadrupole.

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Authors: Mohamed Hamdaoui, Jean-Baptiste Mouret, Stephane Doncieux, Pierre Sagaut

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The aim of this work is to present a multi-objective optimization method to find maximum efficiency kinematics for a flapping wing unmanned aerial vehicle. We restrained our study to rectangular wings with the same profile along the span and to harmonic dihedral motion. It is assumed that the birdlike aerial vehicle (whose span and surface area were fixed respectively to 1m and 0.15m2) is in horizontal mechanically balanced motion at fixed speed. We used two flight physics models to describe the vehicle aerodynamic performances, namely DeLaurier-s model, which has been used in many studies dealing with flapping wings, and the model proposed by Dae-Kwan et al. Then, a constrained multi-objective optimization of the propulsive efficiency is performed using a recent evolutionary multi-objective algorithm called є-MOEA. Firstly, we show that feasible solutions (i.e. solutions that fulfil the imposed constraints) can be obtained using Dae-Kwan et al.-s model. Secondly, we highlight that a single objective optimization approach (weighted sum method for example) can also give optimal solutions as good as the multi-objective one which nevertheless offers the advantage of directly generating the set of the best trade-offs. Finally, we show that the DeLaurier-s model does not yield feasible solutions.

Keywords: Flight physics, evolutionary algorithm, optimization, Pareto surface.

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Authors: Agord M. Pinto Jr., Yuzo Iano, Leandro T. Manera, Raphael R. N. Souza

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This paper describes an optimization tool-based design strategy for a Current Mode Logic CML divide-by-2 circuit. Representing a building block for output frequency generation in a RFID protocol based-frequency synthesizer, the circuit was designed to minimize the power consumption for driving of multiple loads with unbalancing (at transceiver level). Implemented with XFAB XC08 180 nm technology, the circuit was optimized through MunEDA WiCkeD tool at Cadence Virtuoso Analog Design Environment ADE.

Keywords: Divide-by-2 circuit, CMOS technology, PLL phase locked-loop, optimization tool, CML current mode logic, RF transceiver.

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Authors: Kunyanuth Kularbphettong, Cholticha Tongsiri

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The purpose of this research aims to discover the knowledge for analysis student motivation behavior on e-Learning based on Data Mining Techniques, in case of the Information Technology for Communication and Learning Course at Suan Sunandha Rajabhat University. The data mining techniques was applied in this research including association rules, classification techniques. The results showed that using data mining technique can indicate the important variables that influence the student motivation behavior on e-Learning.

Keywords: association rule mining, classification techniques, e- Learning, Moodle log Motivation Behavior

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Authors: Ali Zifan, Panos Liatsis, Panagiotis Kantartzis, Manolis Gavaises, Nicos Karcanias, Demosthenes Katritsis

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We present a new method for the fully automatic 3D reconstruction of the coronary artery centerlines, using two X-ray angiogram projection images from a single rotating monoplane acquisition system. During the first stage, the input images are smoothed using curve evolution techniques. Next, a simple yet efficient multiscale method, based on the information of the Hessian matrix, for the enhancement of the vascular structure is introduced. Hysteresis thresholding using different image quantiles, is used to threshold the arteries. This stage is followed by a thinning procedure to extract the centerlines. The resulting skeleton image is then pruned using morphological and pattern recognition techniques to remove non-vessel like structures. Finally, edge-based stereo correspondence is solved using a parallel evolutionary optimization method based on f symbiosis. The detected 2D centerlines combined with disparity map information allow the reconstruction of the 3D vessel centerlines. The proposed method has been evaluated on patient data sets for evaluation purposes.

Keywords: Vessel enhancement, centerline extraction, symbiotic reconstruction.

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Authors: Ahmad Rabanimotlagh

Abstract:

In this paper an ant colony optimization algorithm is developed to solve the permutation flow shop scheduling problem. In the permutation flow shop scheduling problem which has been vastly studied in the literature, there are a set of m machines and a set of n jobs. All the jobs are processed on all the machines and the sequence of jobs being processed is the same on all the machines. Here this problem is optimized considering two criteria, makespan and total flow time. Then the results are compared with the ones obtained by previously developed algorithms. Finally it is visible that our proposed approach performs best among all other algorithms in the literature.

Keywords: Scheduling, Flow shop, Ant colony optimization, Makespan, Flow time

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Authors: P. Shunmugapriya, S. Kanmani, P. Jude Fredieric, U. Vignesh, J. Reman Justin, K. Vivek

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Vehicle Routing Problem (VRP) is a complex combinatorial optimization problem and it is quite difficult to find an optimal solution consisting of a set of routes for vehicles whose total cost is minimum. Evolutionary and swarm intelligent (SI) algorithms play a vital role in solving optimization problems. While the SI algorithms perform search, the diversity between the solutions they exploit is very important. This is because of the need to avoid early convergence and to get an appropriate balance between the exploration and exploitation. Therefore, it is important to check how far the solutions are diverse. In this paper, we measure the similarity between solutions, which ABC exploits while optimizing VRP. The similar solutions found are discarded at the end of the iteration and only unique solutions are passed on to the next iteration. The bees of discarded solutions become scouts and they start searching for new solutions. This process is continued and results show that the solution is optimized at lesser number of iterations but with the overhead of computing similarity in all the iterations. The problem instance from Solomon benchmarked dataset has been used for evaluating the presented methodology.

Keywords: ABC algorithm, vehicle routing problem, optimization, Jaccard’s similarity measure.

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Authors: A. Sina, A. Aeenmehr, H. Mohamadian

Abstract:

Optimization and control of reactive power distribution in the power systems leads to the better operation of the reactive power resources. Reactive power control reduces considerably the power losses and effective loads and improves the power factor of the power systems. Another important reason of the reactive power control is improving the voltage profile of the power system. In this paper, voltage and reactive power control using Neural Network techniques have been applied to the 33 shines- Tehran Electric Company. In this suggested ANN, the voltages of PQ shines have been considered as the input of the ANN. Also, the generators voltages, tap transformers and shunt compensators have been considered as the output of ANN. Results of this techniques have been compared with the Linear Programming. Minimization of the transmission line power losses has been considered as the objective function of the linear programming technique. The comparison of the results of the ANN technique with the LP shows that the ANN technique improves the precision and reduces the computation time. ANN technique also has a simple structure and this causes to use the operator experience.

Keywords: voltage control, linear programming, artificial neural network, power systems

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Authors: Simon E. Uguru, Victor E. Idigo, Obinna S. Oguejiofor, Naveed Nawaz

Abstract:

As the deployment of the Fifth Generation (5G) mobile communication networks take shape all over the world, achieving spectral efficiency, energy efficiency, and dealing with interference are among the greatest challenges encountered so far. The aim of this study is to mitigate inter-cell interference (ICI) in a multi-cell multi-antenna system while maximizing the spectral efficiency of the system. In this study, a system model was devised that showed a miniature representation of a multi-cell multi-antenna system. Based on this system model, a convex optimization problem was formulated to maximize the spectral efficiency of the system while mitigating the ICI. This optimization problem was solved using CVX, which is a modeling system for constructing and solving discipline convex programs. The solutions to the optimization problem are sub-optimal coordinated beamformers. These coordinated beamformers direct each data to the served user equipments (UEs) in each cell without interference during downlink transmission, thereby maximizing the system-wide spectral efficiency.

Keywords: coordinated beamforming, convex optimization, inter-cell interference, multi-antenna, multi-cell, spectral efficiency

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Authors: H. Nikzad, S. Yoshitomi

Abstract:

This study investigates and develops the structural optimization method. The effect of size constraints on practical solution of reinforced concrete (RC) building structure with shear wall is proposed. Cross-sections of beam and column, and thickness of shear wall are considered as design variables. The objective function to be minimized is total cost of the structure by using a simple and efficient automated MATLAB platform structural optimization methodology. With modification of mathematical formulations, the result is compared with optimal solution without size constraints. The most suitable combination of section sizes is selected as for the final design application based on linear static analysis. The findings of this study show that defining higher value of upper bound of sectional sizes significantly affects optimal solution, and defining of size constraints play a vital role in finding of global and practical solution during optimization procedures. The result and effectiveness of proposed method confirm the ability and efficiency of optimal solutions for 3D RC shear wall-frame structure.

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

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Authors: Foad Nazari, Seyed Mahmood Hosseini, Mohammad Hossein Abolbashari, Mohammad Hassan Abolbashari

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The present study is concerned with the optimal design of functionally graded plates using particle swarm optimization (PSO) algorithm. In this study, meshless local Petrov-Galerkin (MLPG) method is employed to obtain the functionally graded (FG) plate’s natural frequencies. Effects of two parameters including thickness to height ratio and volume fraction index on the natural frequencies and total mass of plate are studied by using the MLPG results. Then the first natural frequency of the plate, for different conditions where MLPG data are not available, is predicted by an artificial neural network (ANN) approach which is trained by back-error propagation (BEP) technique. The ANN results show that the predicted data are in good agreement with the actual one. To maximize the first natural frequency and minimize the mass of FG plate simultaneously, the weighted sum optimization approach and PSO algorithm are used. However, the proposed optimization process of this study can provide the designers of FG plates with useful data.

Keywords: Optimal design, natural frequency, FG plate, hybrid meshless method, MLPG method, ANN approach, particle swarm optimization.

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Authors: J. Arneric, A. Rozga

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

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

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Authors: Waraporn Apiwatanapiwat, Pilanee Vaithanomsat, Phanu Somkliang, Taweesiri Malapant

Abstract:

This was the first document revealing the investigation of protein hydrolysate production optimization from J. curcas cake. Proximate analysis of raw material showed 18.98% protein, 5.31% ash, 8.52% moisture and 12.18% lipid. The appropriate protein hydrolysate production process began with grinding the J. curcas cake into small pieces. Then it was suspended in 2.5% sodium hydroxide solution with ratio between solution/ J. curcas cake at 80:1 (v/w). The hydrolysis reaction was controlled at temperature 50 °C in water bath for 45 minutes. After that, the supernatant (protein hydrolysate) was separated using centrifuge at 8000g for 30 minutes. The maximum yield of resulting protein hydrolysate was 73.27 % with 7.34% moisture, 71.69% total protein, 7.12% lipid, 2.49% ash. The product was also capable of well dissolving in water.

Keywords: Production, protein hydrolysate, Jatropha curcas cake, optimization.

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Authors: R. Dariani, S. Schmidt, R. Kasper

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Based on a non-linear single track model which describes the dynamics of vehicle, an optimal path planning strategy is developed. Real time optimization is used to generate reference control values to allow leading the vehicle alongside a calculated lane which is optimal for different objectives such as energy consumption, run time, safety or comfort characteristics. Strict mathematic formulation of the autonomous driving allows taking decision on undefined situation such as lane change or obstacle avoidance. Based on position of the vehicle, lane situation and obstacle position, the optimization problem is reformulated in real-time to avoid the obstacle and any car crash.

Keywords: Autonomous driving, Obstacle avoidance, Optimal control, Path planning.

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Authors: I. A. Farhat

Abstract:

The problem of optimal planning of multiple sources of distributed generation (DG) in distribution networks is treated in this paper using an improved Ant Colony Optimization algorithm (ACO). This objective of this problem is to determine the DG optimal size and location that in order to minimize the network real power losses. Considering the multiple sources of DG, both size and location are simultaneously optimized in a single run of the proposed ACO algorithm. The various practical constraints of the problem are taken into consideration by the problem formulation and the algorithm implementation. A radial power flow algorithm for distribution networks is adopted and applied to satisfy these constraints. To validate the proposed technique and demonstrate its effectiveness, the well-know 69-bus feeder standard test system is employed.cm.

Keywords: About Ant Colony Optimization (ACO), Distributed Generation (DG).

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Authors: A. Fakhfakh, N. Ksentini, M. Loulou, N. Masmoudi, J. J. Charlot

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Today, design requirements are extending more and more from electronic (analogue and digital) to multidiscipline design. These current needs imply implementation of methodologies to make the CAD product reliable in order to improve time to market, study costs, reusability and reliability of the design process. This paper proposes a high level design approach applied for the characterization and the optimization of Switched-Current Sigma- Delta Modulators. It uses the new hardware description language VHDL-AMS to help the designers to optimize the characteristics of the modulator at a high level with a considerably reduced CPU time before passing to a transistor level characterization.

Keywords: high level design, optimization, switched-Current Sigma-Delta Modulators, VHDL-AMS.

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Authors: A. Pajaziti, H. Cana

Abstract:

In this paper, the structural genetic algorithm is used to optimize the neural network to control the joint movements of robotic arm. The robotic arm has also been modeled in 3D and simulated in real-time in MATLAB. It is found that Neural Networks provide a simple and effective way to control the robot tasks. Computer simulation examples are given to illustrate the significance of this method. By combining Genetic Algorithm optimization method and Neural Networks for the given robotic arm with 5 D.O.F. the obtained the results shown that the base joint movements overshooting time without controller was about 0.5 seconds, while with Neural Network controller (optimized with Genetic Algorithm) was about 0.2 seconds, and the population size of 150 gave best results.

Keywords: Robotic Arm, Neural Network, Genetic Algorithm, Optimization.

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Authors: Neha Khanduja

Abstract:

This paper presents a comparative analysis of continuously stirred tank reactor (CSTR) control based on adaptive control and optimal tuning of PID control based on particle swarm optimization. In the design of adaptive control, Model reference adaptive control (MRAC) scheme is used, in which the adaptation law have been developed by MIT rule & Lyapunov’s rule. In PSO control parameters of PID controller is tuned by using the concept of particle swarm optimization to get optimized operating point for minimum integral square error (ISE) condition. The results show the adjustment of PID parameters converting into the optimal operating point and the good control response can be obtained by the PSO technique.

Keywords: Model reference adaptive control (MRAC), optimal control, particle swarm optimization (PSO).

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Authors: Farooq A. Al-Sheikh, Ali Elkamel, William A. Anderson

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A fluidized catalytic cracking unit (FCCU) is one of the effective units in many refineries. Modeling and optimization of FCCU were done by many researchers in past decades, but in this research, comparison between post- and oxy-combustion was studied in the regenerator-FCCU. Therefore, a simplified mathematical model was derived by doing mass/heat balances around both reactor and regenerator. A state space analysis was employed to show effects of the flow rates variables such as air, feed, spent catalyst, regenerated catalyst and flue gas on the output variables. The main aim of studying dynamic responses is to figure out the most influencing variables that affect both reactor/regenerator temperatures; also, finding the upper/lower limits of the influencing variables to ensure that temperatures of the reactors and regenerator work within normal operating conditions. Therefore, those values will be used as side constraints in the optimization technique to find appropriate operating regimes. The objective functions were modeled to be maximizing the energy in the reactor while minimizing the energy consumption in the regenerator. In conclusion, an oxy-combustion process can be used instead of a post-combustion one.

Keywords: FCCU modeling, optimization, oxy-combustion post-combustion.

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Authors: Seyed Sadegh Naseralavi, Sohrab Nemati, Ehsan Khojastehfar, Sadegh Balaghi

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In the present research, various formulations of wavelet transform are applied on acceleration time history of earthquake. The mentioned transforms decompose the strong ground motion into low and high frequency parts. Since the high frequency portion of strong ground motion has a minor effect on dynamic response of structures, the structure is excited by low frequency part. Consequently, the seismic response of structure is predicted consuming one half of computational time, comparing with conventional time history analysis. Towards reducing the computational effort needed in seismic optimization of structure, seismic optimization of a shear frame structure is conducted by applying various forms of mentioned transformation through genetic algorithm.

Keywords: Time history analysis, wavelet transform, optimization, earthquake.

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Authors: M. S. Osman, A. A. Tharwat, I. A. El-Khodary, A. G. Chalabi

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In this paper, we propose a multiple objective optimization model with respect to portfolio selection problem for investors looking forward to diversify their equity investments in a number of equity markets. Based on Markowitz-s M-V model we developed a Fuzzy Mixed Integer Multi-Objective Nonlinear Programming Problem (FMIMONLP) to maximize the investors- future gains on equity markets, reach the optimal proportion of the budget to be invested in different equities. A numerical example with a comprehensive analysis on artificial data from several equity markets is presented in order to illustrate the proposed model and its solution method. The model performed well compared with the deterministic version of the model.

Keywords: Equity Markets, Future Scenarios, PortfolioSelection, Multiple Criteria Fuzzy Optimization

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