Search results for: function approximation problem

Authors: Tami Alghamdi, Terence Soule

Abstract:

To study how to transfer knowledge from multiple source problems to the target problem, we modeled the Transfer Learning (TL) process using Genetic Algorithms as the model solver. TL is the process that aims to transfer learned data from one problem to another problem. The TL process aims to help Machine Learning (ML) algorithms find a solution to the problems. The Genetic Algorithms (GA) give researchers access to information that we have about how the old problem is solved. In this paper, we have five different source problems, and we transfer the knowledge to the target problem. We studied different scenarios of the target problem. The results showed that combined knowledge from multiple source problems improves the GA performance. Also, the process of combining knowledge from several problems results in promoting diversity of the transferred population.

Keywords: Transfer Learning, Multiple Sources, Knowledge Transfer, Domain Adaptation, Source, Target.

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Authors: Nayera E. El-Gharably, Khaled S. El-Kilany, Aziz E. El-Sayed

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A key element of many distribution systems is the routing and scheduling of vehicles servicing a set of customers. A wide variety of exact and approximate algorithms have been proposed for solving the vehicle routing problems (VRP). Exact algorithms can only solve relatively small problems of VRP, which is classified as NP-Hard. Several approximate algorithms have proven successful in finding a feasible solution not necessarily optimum. Although different parts of the problem are stochastic in nature; yet, limited work relevant to the application of discrete event system simulation has addressed the problem. Presented here is optimization using simulation of VRP; where, a simplified problem has been developed in the ExtendSimTM simulation environment; where, ExtendSimTM evolutionary optimizer is used to minimize the total transportation cost of the problem. Results obtained from the model are very satisfactory. Further complexities of the problem are proposed for consideration in the future.

Keywords: Discrete event system simulation, optimization using simulation, vehicle routing problem.

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Authors: Li Xu, Shouming Zhong

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The reachable set bounding estimation for distributed delay systems with disturbances is a new problem. In this paper,we consider this problem subject to not only time varying delay and polytopic uncertainties but also distributed delay systems which is not studied fully untill now. we can obtain improved non-ellipsoidal reachable set estimation for neural networks with time-varying delay by the maximal Lyapunov-Krasovskii fuctional which is constructed as the pointwise maximum of a family of Lyapunov-Krasovskii fuctionals corresponds to vertexes of uncertain polytope.On the other hand,matrix inequalities containing only one scalar and Matlabs LMI Toolbox is utilized to give a non-ellipsoidal description of the reachable set.finally,numerical examples are given to illustrate the existing results.

Keywords: Reachable set, Distributed delay, Lyapunov-Krasovskii function, Polytopic uncertainties.

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Authors: N. Phanthuna, J. Jaturacherdchaiskul, S. Lerdvanittip, S. Auchariyamet

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This paper proposes a particle swarm optimization (PSO) technique to solve the economic load dispatch (ELD) problems. For the ELD problem in this work, the objective function is to minimize the total fuel cost of all generator units for a given daily load pattern while the main constraints are power balance and generation output of each units. Case study in the test system of 40-generation units with 6 load patterns is presented to demonstrate the performance of PSO in solving the ELD problem. It can be seen that the optimal solution given by PSO provides the minimum total cost of generation while satisfying all the constraints and benefiting greatly from saving in power loss reduction.

Keywords: Particle Swarm Optimization, Economic Load Dispatch, Loss Reduction.

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Authors: Saleem Z. Ramadan

Abstract:

The material selection problem is concerned with the determination of the right material for a certain product to optimize certain performance indices in that product such as mass, energy density, and power-to-weight ratio. This paper is concerned about optimizing the selection of the manufacturing process along with the material used in the product under performance indices and availability constraints. In this paper, the material selection problem is formulated using binary programming and solved by genetic algorithm. The objective function of the model is to minimize the total manufacturing cost under performance indices and material and manufacturing process availability constraints.

Keywords: Optimization, Material selection, Process selection, Genetic algorithm.

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Authors: S. Nasri, H. Bouziri

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Disasters are quite experienced in our days. They are caused by floods, landslides, and building fires that is the main objective of this study. To cope with these unexpected events, precautions must be taken to protect human lives. The emphasis on disposal work focuses on the resolution of the evacuation problem in case of no-notice disaster. The problem of evacuation is listed as a dynamic network flow problem. Particularly, we model the evacuation problem as an earliest arrival flow problem with load dependent transit time. This problem is classified as NP-Hard. Our challenge here is to propose a metaheuristic solution for solving the evacuation problem. We define our objective as the maximization of evacuees during earliest periods of a time horizon T. The objective provides the evacuation of persons as soon as possible. We performed an experimental study on emergency evacuation from the tunisian children’s hospital. This work prompts us to look for evacuation plans corresponding to several situations where the network dynamically changes.

Keywords: Dynamic network flow, Load dependent transit time, Evacuation strategy, Earliest arrival flow problem.

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Authors: Samira Malekmohammadi Golsefid, Mehdi Ghazanfari, Somayeh Alizadeh

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The goal of this paper is to segment the countries based on the value of export from Iran during 14 years ending at 2005. To measure the dissimilarity among export baskets of different countries, we define Dissimilarity Export Basket (DEB) function and use this distance function in K-means algorithm. The DEB function is defined based on the concepts of the association rules and the value of export group-commodities. In this paper, clustering quality function and clusters intraclass inertia are defined to, respectively, calculate the optimum number of clusters and to compare the functionality of DEB versus Euclidean distance. We have also study the effects of importance weight in DEB function to improve clustering quality. Lastly when segmentation is completed, a designated RFM model is used to analyze the relative profitability of each cluster.

Keywords: Customers segmentation, Customer relationship management, Clustering, Data Mining

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Authors: Cheng Seong Khor, Xiao Qi Yeoh

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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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Authors: Mohammed Qasim, Kyoung-Dae Kim

Abstract:

In this paper, we present the design of the super-ellipsoidal potential function (SEPF), that can be used for autonomous collision avoidance of an unmanned aerial vehicle (UAV) in a 3-dimensional space. In the design of SEPF, we have the full control over the shape and size of the potential function. In particular, we can adjust the length, width, height, and the amount of flattening at the tips of the potential function so that the collision avoidance motion vector generated from the potential function can be adjusted accordingly. Based on the idea of the SEPF, we also propose an approach for the local autonomy of a UAV for its collision avoidance when the UAV is teleoperated by a human operator. In our proposed approach, a teleoperated UAV can not only avoid collision autonomously with other surrounding objects but also track the operator’s control input as closely as possible. As a result, an operator can always be in control of the UAV for his/her high-level guidance and navigation task without worrying too much about the UAVs collision avoidance while it is being teleoperated. The effectiveness of the proposed approach is demonstrated through a human-in-the-loop simulation of quadrotor UAV teleoperation using virtual robot experimentation platform (v-rep) and Matlab programs.

Keywords: Artificial potential function, autonomy, collision avoidance, teleoperation, quadrotor, UAV.

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Authors: Anita S. Gangal, P. K. Kalra, D. S. Chauhan

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The backpropagation algorithm in general employs quadratic error function. In fact, most of the problems that involve minimization employ the Quadratic error function. With alternative error functions the performance of the optimization scheme can be improved. The new error functions help in suppressing the ill-effects of the outliers and have shown good performance to noise. In this paper we have tried to evaluate and compare the relative performance of complex valued neural network using different error functions. During first simulation for complex XOR gate it is observed that some error functions like Absolute error, Cauchy error function can replace Quadratic error function. In the second simulation it is observed that for some error functions the performance of the complex valued neural network depends on the architecture of the network whereas with few other error functions convergence speed of the network is independent of architecture of the neural network.

Keywords: Complex backpropagation algorithm, complex errorfunctions, complex valued neural network, split activation function.

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Authors: Teerapun Saeheaw, Nivit Charoenchai, Wichai Chattinnawat

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This paper proposes a meta-heuristic called Ant Colony Optimization to solve multi-objective production problems. The multi-objective function is to minimize lead time and work in process. The problem is related to the decision variables, i.e.; distance and process time. According to decision criteria, the mathematical model is formulated. In order to solve the model an ant colony optimization approach has been developed. The proposed algorithm is parameterized by the number of ant colonies and the number of pheromone trails. One example is given to illustrate the effectiveness of the proposed model. The proposed formulations; Max-Min Ant system are then used to solve the problem and the results evaluate the performance and efficiency of the proposed algorithm using simulation.

Keywords: Ant colony optimization, multi-objective problems.

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Authors: M. Dinakaran, P. Balasubramanie

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With the demand of mobility by users, wireless technologies have become the hotspot developing arena. Internet Engineering Task Force (IETF) working group has developed Mobile IP to support node mobility. The concept of node mobility indicates that in spite of the movement of the node, it is still connected to the internet and all the data transactions are preserved. It provides location-independent access to Internet. After the incorporation of host mobility, network mobility has undergone intense research. There are several intricacies faced in the real world implementation of network mobility significantly the problem of nested networks and their consequences. This article is concerned regarding a problem of nested network called pinball route problem and proposes a solution to eliminate the above problem. The proposed mechanism is implemented using NS2 simulation tool and it is found that the proposed mechanism efficiently reduces the overload caused by the pinball route problem.

Keywords: Mobile IP, Pinball routing problem, NEMO

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Authors: Padmanabhan Balasubramanian, Karthik Anantha

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Structural representation and technology mapping of a Boolean function is an important problem in the design of nonregenerative digital logic circuits (also called combinational logic circuits). Library aware function manipulation offers a solution to this problem. Compact multi-level representation of binary networks, based on simple circuit structures, such as AND-Inverter Graphs (AIG) [1] [5], NAND Graphs, OR-Inverter Graphs (OIG), AND-OR Graphs (AOG), AND-OR-Inverter Graphs (AOIG), AND-XORInverter Graphs, Reduced Boolean Circuits [8] does exist in literature. In this work, we discuss a novel and efficient graph realization for combinational logic circuits, represented using a NAND-NOR-Inverter Graph (NNIG), which is composed of only two-input NAND (NAND2), NOR (NOR2) and inverter (INV) cells. The networks are constructed on the basis of irredundant disjunctive and conjunctive normal forms, after factoring, comprising terms with minimum support. Construction of a NNIG for a non-regenerative function in normal form would be straightforward, whereas for the complementary phase, it would be developed by considering a virtual instance of the function. However, the choice of best NNIG for a given function would be based upon literal count, cell count and DAG node count of the implementation at the technology independent stage. In case of a tie, the final decision would be made after extracting the physical design parameters. We have considered AIG representation for reduced disjunctive normal form and the best of OIG/AOG/AOIG for the minimized conjunctive normal forms. This is necessitated due to the nature of certain functions, such as Achilles- heel functions. NNIGs are found to exhibit 3.97% lesser node count compared to AIGs and OIG/AOG/AOIGs; consume 23.74% and 10.79% lesser library cells than AIGs and OIG/AOG/AOIGs for the various samples considered. We compare the power efficiency and delay improvement achieved by optimal NNIGs over minimal AIGs and OIG/AOG/AOIGs for various case studies. In comparison with functionally equivalent, irredundant and compact AIGs, NNIGs report mean savings in power and delay of 43.71% and 25.85% respectively, after technology mapping with a 0.35 micron TSMC CMOS process. For a comparison with OIG/AOG/AOIGs, NNIGs demonstrate average savings in power and delay by 47.51% and 24.83%. With respect to device count needed for implementation with static CMOS logic style, NNIGs utilize 37.85% and 33.95% lesser transistors than their AIG and OIG/AOG/AOIG counterparts.

Keywords: AND-Inverter Graph, OR-Inverter Graph, DirectedAcyclic Graph, Low power design, Delay optimization.

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Authors: N. Rugthaicharoencheep, S. Auchariyamet

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Optimal capacitor allocation in distribution systems has been studied for a long times. It is an optimization problem which has an objective to define the optimal sizes and locations of capacitors to be installed. In this works, an overview of capacitor placement problem in distribution systems is briefly introduced. The objective functions and constraints of the problem are listed and the methodologies for solving the problem are summarized.

Keywords: Capacitor Placement, Distribution Systems, Optimization Techniques

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Authors: Leszek Chybowski, Artur Bejger, Katarzyna Gawdzińska

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Subversion analysis is a tool used in the TRIZ (Theory of Inventive Problem Solving) methodology. This article introduces the history and describes the process of subversion analysis, as well as function analysis and analysis of the resources, used at the design stage when generating possible undesirable situations. The article charts the course of subversion analysis when applied to a fuel injection nozzle of a marine engine. The work describes the fuel injector nozzle as a technological system and presents principles of analysis for the causes of a cracked tip of the nozzle body. The system is modelled with functional analysis. A search for potential causes of the damage is undertaken and a cause-and-effect analysis for various hypotheses concerning the damage is drawn up. The importance of particular hypotheses is evaluated and the most likely causes of damage identified.

Keywords: Complex technical system, fuel injector, function analysis, importance analysis, resource analysis, sabotage analysis, subversion analysis, TRIZ.

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Authors: Hsuan-Chu Li

Abstract:

We demonstrate a way to count the number of Young tableau u of shape λ = (k, k,L, k) with | λ |= lk by expanding Schur function. This result gives an answer to the question that was put out by Jenny Buontempo and Brian Hopkins.

Keywords: Young tableau, Schur function.

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Authors: Amrita Tripathi, Neeru Adlakha

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Calcium [Ca2+] dynamics is studied as a potential form of neuron excitability that can control many irregular processes like metabolism, secretion etc. Ca2+ ion enters presynaptic terminal and increases the synaptic strength and thus triggers the neurotransmitter release. The modeling and analysis of calcium dynamics in neuron cell becomes necessary for deeper understanding of the processes involved. A mathematical model has been developed for cylindrical shaped neuron cell by incorporating physiological parameters like buffer, diffusion coefficient, and association rate. Appropriate initial and boundary conditions have been framed. The closed form solution has been developed in terms of modified Bessel function. A computer program has been developed in MATLAB 7.11 for the whole approach.

Keywords: Laplace Transform, Modified Bessel function, reaction diffusion equation, diffusion coefficient, excess buffer, calcium influx

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Authors: Hadi Taghvafard

Abstract:

We present a new quadrature rule based on the spline interpolation along with the error analysis. Moreover, some error estimates for the reminder when the integrand is either a Lipschitzian function, a function of bounded variation or a function whose derivative belongs to Lp are given. We also give some examples to show that, practically, the spline rule is better than the trapezoidal rule.

Keywords: Quadrature, Spline interpolation, Trapezoidal rule, Numericalintegration, Error analysis.

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Authors: Marko A. Rodriguez

Abstract:

There exists an injective, information-preserving function that maps a semantic network (i.e a directed labeled network) to a directed network (i.e. a directed unlabeled network). The edge label in the semantic network is represented as a topological feature of the directed network. Also, there exists an injective function that maps a directed network to an undirected network (i.e. an undirected unlabeled network). The edge directionality in the directed network is represented as a topological feature of the undirected network. Through function composition, there exists an injective function that maps a semantic network to an undirected network. Thus, aside from space constraints, the semantic network construct does not have any modeling functionality that is not possible with either a directed or undirected network representation. Two proofs of this idea will be presented. The first is a proof of the aforementioned function composition concept. The second is a simpler proof involving an undirected binary encoding of a semantic network.

Keywords: general-modeling, multi-relational networks, semantic networks

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Authors: Moataz M. Naguib, Hatem Khater, A. Baith Mohamed

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MARS is a shared-key (symmetric) block cipher algorithm supporting 128-bit block size and a variable key size of between 128 and 448 bits. MARS has a several rounds of cryptographic core that is designed to take advantage of the powerful results for improving security/performance tradeoff over existing ciphers. In this work, a new function added to improve the ciphering process it is called, Meta-Morphic function. This function use XOR, Rotating, Inverting and No-Operation logical operations before and after encryption process. The aim of these operations is to improve MARS cipher process and makes a high confusion criterion for the Ciphertext.

Keywords: AES, MARS, Metamorphic, Cryptography, Block Cipher.

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Authors: Abdullah Y. Al-Hossain

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This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.

Keywords: Progressive type II censoring, compound Rayleigh failure time distribution, maximum likelihood estimation, Bayes estimation, Lindley's approximation method, Monte Carlo simulation.

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Authors: Halizah Awang, Ishak Ramly

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Problem-based learning (PBL) is one of the student centered approaches and has been considered by a number of higher educational institutions in many parts of the world as a method of delivery. This paper presents a creative thinking approach for implementing Problem-based Learning in Mechanics of Structure within a Malaysian Polytechnics environment. In the learning process, students learn how to analyze the problem given among the students and sharing classroom knowledge into practice. Further, through this course-s emphasis on problem-based learning, students acquire creative thinking skills and professional skills as they tackle complex, interdisciplinary and real-situation problems. Once the creative ideas are generated, there are useful additional techniques for tender ideas that will grow into a productive concept or solution. The combination of creative skills and technical abilities will enable the students to be ready to “hit-the-ground-running" and produce in industry when they graduate.

Keywords: Creative Thinking Skills, Problem-based Learning, Problem Solving.

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Authors: D. Adhikari, R. P. Koirala, B.P. Singh

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A self-association model has been used to understand the concentration dependence of free energy of mixing (GM), heat of mixing (HM), entropy of mixing (SM), activity (a) and microscopic structures, such as concentration fluctuation in long wavelength limit (Scc(0)) and Warren-Cowley short range order parameter ( 1 α )for Cu- Tl molten alloys at 1573K. A comparative study of surface tension of the alloys in the liquid state at that temperature has also been carried out theoretically as function of composition in the light of Butler-s model, Prasad-s model and quasi-chemical approach. Most of the computed thermodynamic properties have been found in agreement with the experimental values. The analysis reveals that the Cu-Tl molten alloys at 1573K represent a segregating system at all concentrations with moderate interaction. Surface tensions computed from different approaches have been found to be comparable to each other showing increment with the composition of copper.

Keywords: Concentration fluctuations, surface tension, thermodynamic properties, Quasi-chemical approximation.

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Authors: Ching-Shoei Chiang

Abstract:

The Malfatti’s problem solves the problem of fitting three circles into a right triangle such that these three circles are tangent to each other, and each circle is also tangent to a pair of the triangle’s sides. This problem has been extended to any triangle (called general Malfatti’s problem). Furthermore, the problem has been extended to have 1 + 2 + … + n circles inside the triangle with special tangency properties among circles and triangle sides; it is called the extended general Malfatti’s problem. In the extended general Malfatti’s problem, call it Tri(Tn), where Tn is the triangle number, there are closed-form solutions for the Tri(T₁) (inscribed circle) problem and Tri(T₂) (3 Malfatti’s circles) problem. These problems become more complex when n is greater than 2. In solving the Tri(Tn) problem, n > 2, algorithms have been proposed to solve these problems numerically. With a similar idea, this paper proposed an algorithm to find the radii of circles with the same tangency properties. Instead of the boundary of the triangle being a straight line, we use a convex circular arc as the boundary and try to find Tn circles inside this convex circular triangle with the same tangency properties among circles and boundary as in Tri(Tn) problems. We call these problems the Carc(Tn) problems. The algorithm is a mO(Tn) algorithm, where m is the number of iterations in the loop. It takes less than 1000 iterations and less than 1 second for the Carc(T16) problem, which finds 136 circles inside a convex circular triangle with specified tangency properties. This algorithm gives a solution for circle packing problem inside convex circular triangle with arbitrarily-sized circles. Many applications concerning circle packing may come from the result of the algorithm, such as logo design, architecture design, etc.

Keywords: Circle packing, computer-aided geometric design, geometric constraint solver, Malfatti’s problem.

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Authors: Delaram Jarchi, Reza Boostani

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Linear Discrimination Analysis (LDA) is a linear solution for classification of two classes. In this paper, we propose a variant LDA method for multi-class problem which redefines the between class and within class scatter matrices by incorporating a weight function into each of them. The aim is to separate classes as much as possible in a situation that one class is well separated from other classes, incidentally, that class must have a little influence on classification. It has been suggested to alleviate influence of classes that are well separated by adding a weight into between class scatter matrix and within class scatter matrix. To obtain a simple and effective weight function, ordinary LDA between every two classes has been used in order to find Fisher discrimination value and passed it as an input into two weight functions and redefined between class and within class scatter matrices. Experimental results showed that our new LDA method improved classification rate, on glass, iris and wine datasets, in comparison to different versions of LDA.

Keywords: Discriminant vectors, weighted LDA, uncorrelation, principle components, Fisher-face method, Bootstarp method.

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Authors: Farhad Namdari, Reza Sedaghati

Abstract:

Economic dispatch (ED) has been considered to be one of the key functions in electric power system operation which can help to build up effective generating management plans. The practical ED problem has non-smooth cost function with nonlinear constraints which make it difficult to be effectively solved. This paper presents a novel heuristic and efficient optimization approach based on the new Bat algorithm (BA) to solve the practical non-smooth economic dispatch problem. The proposed algorithm easily takes care of different constraints. In addition, two newly introduced modifications method is developed to improve the variety of the bat population when increasing the convergence speed simultaneously. The simulation results obtained by the proposed algorithms are compared with the results obtained using other recently develop methods available in the literature.

Keywords: Non-smooth, economic dispatch, bat-inspired, nonlinear practical constraints, modified bat algorithm.

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Authors: Cuneyt Yucelbas, Seral Ozsen, Sule Yucelbas, Gulay Tezel

Abstract:

Due to the fact that there exist only a small number of complex systems in artificial immune system (AIS) that work out nonlinear problems, nonlinear AIS approaches, among the well-known solution techniques, need to be developed. Gaussian function is usually used as similarity estimation in classification problems and pattern recognition. In this study, diagnosis of breast cancer, the second type of the most widespread cancer in women, was performed with different distance calculation functions that euclidean, gaussian and gaussian-euclidean hybrid function in the clonal selection model of classical AIS on Wisconsin Breast Cancer Dataset (WBCD), which was taken from the University of California, Irvine Machine-Learning Repository. We used 3-fold cross validation method to train and test the dataset. According to the results, the maximum test classification accuracy was reported as 97.35% by using of gaussian-euclidean hybrid function for fold-3. Also, mean of test classification accuracies for all of functions were obtained as 94.78%, 94.45% and 95.31% with use of euclidean, gaussian and gaussian-euclidean, respectively. With these results, gaussian-euclidean hybrid function seems to be a potential distance calculation method, and it may be considered as an alternative distance calculation method for hard nonlinear classification problems.

Keywords: Artificial Immune System, Breast Cancer Diagnosis, Euclidean Function, Gaussian Function.

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Authors: M. R. AlRashidi, M. F. AlHajri, M. E. El-Hawary

Abstract:

An enhanced particle swarm optimization algorithm (PSO) is presented in this work to solve the non-convex OPF problem that has both discrete and continuous optimization variables. The objective functions considered are the conventional quadratic function and the augmented quadratic function. The latter model presents non-differentiable and non-convex regions that challenge most gradient-based optimization algorithms. The optimization variables to be optimized are the generator real power outputs and voltage magnitudes, discrete transformer tap settings, and discrete reactive power injections due to capacitor banks. The set of equality constraints taken into account are the power flow equations while the inequality ones are the limits of the real and reactive power of the generators, voltage magnitude at each bus, transformer tap settings, and capacitor banks reactive power injections. The proposed algorithm combines PSO with Newton-Raphson algorithm to minimize the fuel cost function. The IEEE 30-bus system with six generating units is used to test the proposed algorithm. Several cases were investigated to test and validate the consistency of detecting optimal or near optimal solution for each objective. Results are compared to solutions obtained using sequential quadratic programming and Genetic Algorithms.

Keywords: Particle Swarm Optimization, Optimal Power Flow, Economic Dispatch.

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Authors: Fatma A. Karkory, Ali A. Abudalmola

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The travelling salesman problem (TSP) is a combinatorial optimization problem in which the goal is to find the shortest path between different cities that the salesman takes. In other words, the problem deals with finding a route covering all cities so that total distance and execution time is minimized. This paper adopts the nearest neighbor and minimum spanning tree algorithm to solve the well-known travelling salesman problem. The algorithms were implemented using java programming language. The approach is tested on three graphs that making a TSP tour instance of 5-city, 10 –city, and 229–city. The computation results validate the performance of the proposed algorithm.

Keywords: Heuristics, minimum spanning tree algorithm, Nearest Neighbor, Travelling Salesman Problem (TSP).

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Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase

Abstract:

The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.

Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.

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