Search results for: optimal portfolio policies

Authors: Eatedal A. Alabdulkreem, Hamed S. Al-Raweshidy, Maysam F. Abbod

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Border Gateway Protocol (BGP) is the standard routing protocol between various autonomous systems (AS) in the internet. In the event of failure, a considerable delay in the BGP convergence has been shown by empirical measurements. During the convergence time the BGP will repeatedly advertise new routes to some destination and withdraw old ones until it reach a stable state. It has been found that the KEEPALIVE message timer and the HOLD time are tow parameters affecting the convergence speed. This paper aims to find the optimum value for the KEEPALIVE timer and the HOLD time that maximally reduces the convergence time without increasing the traffic. The KEEPALIVE message timer optimal value founded by this paper is 30 second instead of 60 seconds, and the optimal value for the HOLD time is 90 seconds instead of 180 seconds.

Keywords: BGP, Convergence Time, HOLD time, Keep alive.

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Authors: M. R. Alrashidi, M. E. El-Hawary

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Environmental awareness and the recent environmental policies have forced many electric utilities to restructure their operational practices to account for their emission impacts. One way to accomplish this is by reformulating the traditional economic dispatch problem such that emission effects are included in the mathematical model. This paper presents a Particle Swarm Optimization (PSO) algorithm to solve the Economic- Emission Dispatch problem (EED) which gained recent attention due to the deregulation of the power industry and strict environmental regulations. The problem is formulated as a multi-objective one with two competing functions, namely economic cost and emission functions, subject to different constraints. The inequality constraints considered are the generating unit capacity limits while the equality constraint is generation-demand balance. A novel equality constraint handling mechanism is proposed in this paper. PSO algorithm is tested on a 30-bus standard test system. Results obtained show that PSO algorithm has a great potential in handling multi-objective optimization problems and is capable of capturing Pareto optimal solution set under different loading conditions.

Keywords: Economic emission dispatch, economic cost dispatch, particle swarm, multi-objective optimization.

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Authors: N. Rugthaicharoencheep, T. Langtharthong

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This paper presents the optimal placement and sizing of distributed generation (DG) in a distribution system. The problem is to reliability improvement of distribution system with distributed generations. The technique employed to solve the minimization problem is based on a developed Tabu search algorithm and reliability worth analysis. The developed methodology is tested with a distribution system of Roy Billinton Test System (RBTS) bus 2. It can be seen from the case study that distributed generation can reduce the customer interruption cost and therefore improve the reliability of the system. It is expected that our proposed method will be utilized effectively for distribution system operator.

Keywords: Distributed generation Optimization technique Reliability improvement, Distribution system.

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Authors: Thanomsin Chakreeves, Atichat Preittigun, Ajchara Phu-ang

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This paper presents a stakeholder analysis of agricultural drone policies that meet the government's goal of building an agricultural drone ecosystem in Thailand. Firstly, case studies from other countries are reviewed. The stakeholder analysis method and qualitative data from the interviews are then presented including data from the Institute of Innovation and Management, the Office of National Higher Education Science Research and Innovation Policy Council, agricultural entrepreneurs and farmers. Study and interview data are then employed to describe the current ecosystem and to guide the implementation of agricultural drone policies that are suitable for the ecosystem of Thailand. Finally, policy recommendations are then made that the Thai government should adopt in the future.

Keywords: Drone public policy, drone ecosystem, policy development, agricultural drone.

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Authors: Alawode Kehinde O., Jubril Abimbola M. Komolafe Olusola A.

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This paper solves the environmental/ economic dispatch power system problem using the Non-dominated Sorting Genetic Algorithm-II (NSGA-II) and its hybrid with a Convergence Accelerator Operator (CAO), called the NSGA-II/CAO. These multiobjective evolutionary algorithms were applied to the standard IEEE 30-bus six-generator test system. Several optimization runs were carried out on different cases of problem complexity. Different quality measure which compare the performance of the two solution techniques were considered. The results demonstrated that the inclusion of the CAO in the original NSGA-II improves its convergence while preserving the diversity properties of the solution set.

Keywords: optimal power flow, multiobjective power dispatch, evolutionary algorithm

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Authors: Wann-Ming Wey

Abstract:

The link between urban planning and design principles and the built environment of an urban renewal area is of interest to the field of urban studies. During the past decade, there has also been increasing interest in urban planning and design; this interest is motivated by the possibility that design policies associated with the built environment can be used to control, manage, and shape individual activity and behavior. However, direct assessments and design techniques of the links between how urban planning design policies influence individuals are still rare in the field. Recent research efforts in urban design have focused on the idea that land use and design policies can be used to increase the quality of design projects for an urban renewal area-s built environment. The development of appropriate design techniques for the built environment is an essential element of this research. Quality function deployment (QFD) is a powerful tool for improving alternative urban design and quality for urban renewal areas, and for procuring a citizen-driven quality system. In this research, we propose an integrated framework based on QFD and an Analytic Network Process (ANP) approach to determine the Alternative Technical Requirements (ATRs) to be considered in designing an urban renewal planning and design alternative. We also identify the research designs and methodologies that can be used to evaluate the performance of urban built environment projects. An application in an urban renewal built environment planning and design project evaluation is presented to illustrate the proposed framework.

Keywords: Analytic Network Process, Built Environment, Quality Function Deployment, Urban Design, Urban Renewal.

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Authors: Caio Fialho

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The automobile incentive policy in Brazil since the 1950s creates several problems in its cities, more visible in large centers such as São Paulo or Rio de Janeiro, but also strongly present in smaller cities, resulting in an increase in social and spatial inequality, together with a drop in the quality of life. The analyzed city, Campo Mourão, reflects these policies, a city that is initially planned to be compact and walkable, took other directions and currently suffers from urban mobility and social inequality in this urban environment, despite being a medium-sized city in Brazil. The research aims to understand and diagnose how these policies shaped the city and what are the results in Brazilian`s inland cities. Based on historical, bibliographical and field research in the city, the result is a diagnosis of the problem faced and how it can be reversed, in search of social equality and better quality of life.

Keywords: Urban mobility, quality of life, social equality, substantiable.

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Authors: Yrfet Shkreli

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Despite all the wide research and literature on the subject, changing and challenging times often present themselves with new objectives, fluid politics, and everlasting point of views. Much is said about the subject and the trend nowadays is watching every European Union (EU) intervention as a form of neo colonialism or a form of establishing new markets. The paper will try to establish a perspective on EU influences, policies and impacts analyzed from multidimensional point of view, not limiting itself on a narrow external dimension, focusing on a broader understanding of it diverse contribution to global governance and peace keeping. Tending to be critical, this paper tends to fall out of extremes, nether holding a Eurocentric position, nor falling for cheap critic to the whole failures and impact of EU policies. The ambition is to show EU as a contributing factor while keeping in mind its nature as a multi layered actor and with not necessarily coinciding interests among its member states.

Keywords: European Union, global governance, globalization, normative power.

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Authors: Maricar G. Misola, Bryan B. Navarro

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Facility Layout Problem (FLP) is one of the essential problems of several types of manufacturing and service sector. It is an optimization problem on which the main objective is to obtain the efficient locations, arrangement and order of the facilities. In the literature, there are numerous facility layout problem research presented and have used meta-heuristic approaches to achieve optimal facility layout design. This paper presented genetic algorithm to solve facility layout problem; to minimize total cost function. The performance of the proposed approach was verified and compared using problems in the literature.

Keywords: Facility Layout Problem, Genetic Algorithm, Material Handling Cost, Meta-heuristic Approach.

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Authors: S. Hamid Mirmohammadi, Shahrazad Tamjidzad

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This paper is concerned with the single-item continuous review inventory system in which demand is stochastic and discrete. The budget consumed for purchasing the ordered items is not restricted but it incurs extra cost when exceeding specific value. The unit purchasing price depends on the quantity ordered under the all-units discounts cost structure. In many actual systems, the budget as a resource which is occupied by the purchased items is limited and the system is able to confront the resource shortage by charging more costs. Thus, considering the resource shortage costs as a part of system costs, especially when the amount of resource occupied by the purchased item is influenced by quantity discounts, is well motivated by practical concerns. In this paper, an optimization problem is formulated for finding the optimal (r, Q) policy, when the system is influenced by the budget limitation and a discount pricing simultaneously. Properties of the cost function are investigated and then an algorithm based on a one-dimensional search procedure is proposed for finding an optimal (r, Q) policy which minimizes the expected system costs.

Keywords: (r, Q) policy, Stochastic demand, backorders, limited resource, quantity discounts.

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Authors: Hossein Abbasi

Abstract:

The stability is an important topic to plan and manage the energy in the microgrids as the same as the conventional power systems. The voltage and frequency stability is one of the most important issues recently studied in microgrids. The objectives of this paper are the modelling and designing of the components and optimal controllers for the voltage and frequency control of the AC/DC hybrid microgrid under the different disturbances. Since the PI controllers have the advantages of simple structure and easy implementation, so they are designed and modeled in this paper. The harmony search (HS) algorithm is used to optimize the controllers’ parameters. According to the achieved results, the PI controllers have a good performance in voltage and frequency control of the microgrid.

Keywords: Frequency control, HS algorithm, microgrid, PI controller, voltage control.

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Authors: Ju-Hong Lee, Yi-Lin Shieh

Abstract:

This paper deals with the optimal design of two-channel recursive parallelogram quadrature mirror filter (PQMF) banks. The analysis and synthesis filters of the PQMF bank are composed of two-dimensional (2-D) recursive digital all-pass filters (DAFs) with nonsymmetric half-plane (NSHP) support region. The design problem can be facilitated by using the 2-D doubly complementary half-band (DC-HB) property possessed by the analysis and synthesis filters. For finding the coefficients of the 2-D recursive NSHP DAFs, we appropriately formulate the design problem to result in an optimization problem that can be solved by using a weighted least-squares (WLS) algorithm in the minimax (L_∞) optimal sense. The designed 2-D recursive PQMF bank achieves perfect magnitude response and possesses satisfactory phase response without requiring extra phase equalizer. Simulation results are also provided for illustration and comparison.

Keywords: Parallelogram Quadrature Mirror Filter Bank, Doubly Complementary Filter, Nonsymmetric Half-Plane Filter, Weighted Least Squares Algorithm, Digital All-Pass Filter.

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Authors: Nelson K. Lujara

Abstract:

The performance characteristics of a photovoltaic induction motor drive water pumping system with and without maximum power tracker is analyzed and presented. The analysis is done through determination and assessment of critical loss components in the system using computer aided design (CAD) tools for optimal operation of the system. The results can be used to formulate a well-calibrated computer aided design package of photovoltaic water pumping systems based on the induction motor drive. The results allow the design engineer to pre-determine the flow rate and efficiency of the system to suit particular application.

Keywords: Photovoltaic, water pumping, losses, induction motor.

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Authors: J. Levendovszky, I. Koncz, P. Boros

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The paper is concerned with developing stochastic delay mechanisms for efficient multicast protocols and for smooth mobile handover processes which are capable of preserving a given Quality of Service (QoS). In both applications the participating entities (receiver nodes or subscribers) sample a stochastic timer and generate load after a random delay. In this way, the load on the networking resources is evenly distributed which helps to maintain QoS communication. The optimal timer distributions have been sought in different p.d.f. families (e.g. exponential, power law and radial basis function) and the optimal parameter have been found in a recursive manner. Detailed simulations have demonstrated the improvement in performance both in the case of multicast and mobile handover applications.

Keywords: Multicast communication, stochactic delay mechanisms.

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Authors: Hwan Su Jung, Ahn Jun Gil, Jong Tae Kim

Abstract:

Power management techniques are necessary to save power in the microprocessor. By changing the frequency and/or operating voltage of processor, DVFS can control power consumption. In this paper, we perform a case study to find optimal power state transition for DVFS. We propose the equation to find the optimal ratio between executions of states while taking into account the deadline of processing time and the power state transition delay overhead. The experiment is performed on the Cortex-M4 processor, and average 6.5% power saving is observed when DVFS is applied under the deadline condition.

Keywords: Deadline, Dynamic Voltage Frequency Scaling, Power State Transition.

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Authors: Tomoaki Hashimoto

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Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints, random dither quantization.

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Authors: Ji-Young Song, Moon-Shuk Song, Hee-Seung Na

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Recently, Northeast Asia has become one of the three largest trade areas, covering approximately 30% of the total trade volume of the world. However, the distribution facilities are saturated due to the increase in the transportation volume within the area and with the European countries. In order to accommodate the increase of the transportation volume, the transportation networking with the major countries in Northeast Asia and Europe is absolutely necessary. The Eurasian Logistics Network will develop into an international passenger transportation network covering the Northeast Asian region and an international freight transportation network connecting across Eurasia Continent. This paper surveys the changes and trend of the distribution network in the Eurasian Region according to the political, economic and environmental changes of the region, analyses the distribution network according to the changes in the transportation policies of the related countries, and provides the direction of the development of composite transportation on the basis of the present conditions of transportation means. The transportation means optimal for the efficiency of transportation system are suggested to be train ferries, sea & rail or sea & rail & sea. It is suggested to develop diversified composite transportation means and routes within the boundary of international cooperation system.

Keywords: Eurasian Logistics, Integrated Distribution Transport, Northeast Asia, Transportation Networking

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Authors: S. A. Faizi, S. Yoshitomi

Abstract:

The optimal design procedure of buckling restrained braces (BRBs) in reinforced concrete (RC) building structures can provide the distribution of horizontal stiffness of BRBs at each story, which minimizes story drift response of the structure under the constraint of specified total stiffness of BRBs. In this paper, a simple rule is proposed to convert continuous horizontal stiffness of BRBs into sectional sizes of BRB which are available from standardized section list assuming realistic structural design stage.

Keywords: Buckling restrained brace, building engineering, optimal damper placement, structural engineering.

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Authors: C. Phalakornkule, S. Polgumhang, W. Tongdaung

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This study presents an investigation of electrochemical variables and an application of the optimal parameters in operating a continuous upflow electrocoagulation reactor in removing dye. Direct red 23, which is azo-based, was used as a representative of direct dyes. First, a batch mode was employed to optimize the design parameters: electrode type, electrode distance, current density and electrocoagulation time. The optimal parameters were found to be iron anode, distance between electrodes of 8 mm and current density of 30 A·m-2 with contact time of 5 min. The performance of the continuous upflow reactor with these parameters was satisfactory, with >95% color removal and energy consumption in the order of 0.6-0.7 kWh·m-3.

Keywords: Decolorization, Direct Dye, Electrocoagulation, Textile Wastewater, Upflow Reactor.

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Authors: Yu-Jen Chang, Shih-Chieh Chen, Yu-Wei Kuo

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In this study, we are interested in the economic lot scheduling problem (ELSP) that considers manufacturing of the serviceable products and remanufacturing of the reworked products. In this paper, we formulate a mathematical model for the ELSP with reworks using the basic period approach. In order to solve this problem, we propose a search algorithm to find the cyclic multiplier ki of each product that can be cyclically produced for every ki basic periods. This research also uses two heuristics to search for the optimal production sequence of all lots and the optimal time length of the basic period so as to minimize the average total cost. This research uses a numerical example to show the effectiveness of our approach.

Keywords: Economic lot, reworks, inventory, basic period.

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Authors: Zongyan Li, Matt Best

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This paper presents an optimization method for reducing the number of input channels and the complexity of the feed-forward NARX neural network (NN) without compromising the accuracy of the NN model. By utilizing the correlation analysis method, the most significant regressors are selected to form the input layer of the NN structure. An application of vehicle dynamic model identification is also presented in this paper to demonstrate the optimization technique and the optimal input layer structure and the optimal number of neurons for the neural network is investigated.

Keywords: Correlation analysis, F-ratio, Levenberg-Marquardt, MSE, NARX, neural network, optimisation.

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Authors: Reinhard Neck, Guido Schäfer

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In this paper, we explore the macroeconomic effects of the European Single Market on Austria by simulating the McKibbin-Sachs Global Model. Global interdependences and the impact of long-run effects on short-run adjustments are taken into account. We study the sensitivity of the results with respect to different assumptions concerning monetary and fiscal policies for the countries and regions of the world economy. The consequences of different assumptions about budgetary policies in Austria are also investigated. The simulation results are contrasted with ex-post evaluations of the actual impact of Austria’s membership in the Single Market. As a result, it can be concluded that the Austrian participation in the European Single Market entails considerable long-run gains for the Austrian economy with nearly no adverse sideeffects on any macroeconomic target variable.

Keywords: Macroeconomics, European Union, simulation, sensitivity analysis.

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Authors: A. Hossain, A. S. W. Kurny

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The factors necessary to obtain an optimal heat treatment that influence the hardness and resistivity of Al-6Si-0.5Mg casting alloys with Cu or/and Ni additions were investigated. The alloys were homogenised (24hr at 500^oC), solutionized (2hr at 540^oC) and artificially ageing at various times and temperatures. The alloys were aged isochronally for 60 minutes at temperatures up to 400^oC and isothermally at 150, 175, 200, 225, 250 & 300^oC for different periods in the range 15 to 360 minutes. The hardness and electrical resistivity of the alloys were measured for various artificial ageing times and temperatures. From the isochronal ageing treatment, hardness found maximum ageing at 225^oC. And from the isothermal ageing treatment, hardness found maximum for 60 minutes at 225^oC. So the optimal heat treatment consists of 60 minutes ageing at 225^oC.

Keywords: Ageing, Al-Si-Mg alloy, hardness, resistivity.

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Authors: YuLung Wu

Abstract:

In Knowledge Structure Graph, each course unit represents a phase of learning activities. Both learning portfolios and Knowledge Structure Graphs contain learning information of students and let teachers know which content are difficulties and fails. The study purposes "Dual Mode On-line Learning Diagnosis System" that integrates two search methods: learning portfolio and knowledge structure. Teachers can operate the proposed system and obtain the information of specific students without any computer science background. The teachers can find out failed students in advance and provide remedial learning resources.

Keywords: Knowledge Structure Graph, On-line LearningDiagnosis

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Authors: Ermanu A. Hakim, Adi Soeprijanto, Mauridhi H.P

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This paper presents PSS (Power system stabilizer) design based on optimal fuzzy PID (OFPID). OFPID based PSS design is considered for single-machine power systems. The main motivation for this design is to stabilize or to control low-frequency oscillation on power systems. Firstly, describing the linear PID control then to combine this PID control with fuzzy logic control mechanism. Finally, Fuzzy PID parameters (Kp. Kd, KI, Kupd, Kui) are tuned by Genetic Algorthm (GA) to reach optimal global stability. The effectiveness of the proposed PSS in increasing the damping of system electromechanical oscillation is demonstrated in a one-machine-infinite-bus system

Keywords: Fuzzy PID, Genetic Algorithm, power system stabilizer.

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Authors: Faisal Alshuwaier, Ali Areshey

Abstract:

Text mining techniques are generally applied for classifying the text, finding fuzzy relations and structures in data sets. This research provides plenty text mining capabilities. One common application is text classification and event extraction, which encompass deducing specific knowledge concerning incidents referred to in texts. The main contribution of this paper is the clarification of a concept graph generation mechanism, which is based on a text classification and optimal fuzzy relationship extraction. Furthermore, the work presented in this paper explains the application of fuzzy relationship extraction and branch and bound (BB) method to simplify the texts.

Keywords: Extraction, Max-Prod, Fuzzy Relations, Text Mining, Memberships, Classification.

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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: Jihye Jeon

Abstract:

This paper analyzes the political and economic issues that people with disabilities face related to globalization; how people with disabilities have been adapting globalization and surviving under worldwide competition system. It explains that economic globalization exacerbates inequality and deprivation of people with disabilities. The rising tide of neo-liberal welfare policies emphasized efficiency, downsized social expenditure for people with disabilities, excluded people with disabilities against labor market, and shifted them from welfare system to nothing. However, there have been people with disabilities' political responses to globalization, which are characterized by a global network of people with disabilities as well as participation to global governance. Their resistance can be seen as an attempt to tackle the problems that economic globalization has produced. It is necessary paradigm shift of disability policy from dependency represented by disability benefits to independency represented by labor market policies for people with disabilities.

Keywords: Economic Globalization, People with Disability, Deprivation, Welfare Cut, Disability Right Movement, Resistance.

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Authors: Ayad Al-Mahturi, Herman Wahid

Abstract:

This paper presents an optimal state feedback controller based on Linear Quadratic Regulator (LQR) for a two-rotor aero-dynamical system (TRAS). TRAS is a highly nonlinear multi-input multi-output (MIMO) system with two degrees of freedom and cross coupling. There are two parameters that define the behavior of LQR controller: state weighting matrix and control weighting matrix. The two parameters influence the performance of LQR. Particle Swarm Optimization (PSO) is proposed to optimally tune weighting matrices of LQR. The major concern of using LQR controller is to stabilize the TRAS by making the beam move quickly and accurately for tracking a trajectory or to reach a desired altitude. The simulation results were carried out in MATLAB/Simulink. The system is decoupled into two single-input single-output (SISO) systems. Comparing the performance of the optimized proportional, integral and derivative (PID) controller provided by INTECO, results depict that LQR controller gives a better performance in terms of both transient and steady state responses when PSO is performed.

Keywords: Linear quadratic regulator, LQR controller, optimal control, particle swarm optimization, PSO, two-rotor aero-dynamical system, TRAS.

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Authors: A. Omran, G. El-Bayiumi, M. Bayoumi, A. Kassem

Abstract:

Applicability of tuning the controller gains for Stewart manipulator using genetic algorithm as an efficient search technique is investigated. Kinematics and dynamics models were introduced in detail for simulation purpose. A PD task space control scheme was used. For demonstrating technique feasibility, a Stewart manipulator numerical-model was built. A genetic algorithm was then employed to search for optimal controller gains. The controller was tested onsite a generic circular mission. The simulation results show that the technique is highly convergent with superior performance operating for different payloads.

Keywords: Stewart kinematics, Stewart dynamics, task space control, genetic algorithm.

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