Search results for: stochastic programming
480 Dynamic Programming Based Algorithm for the Unit Commitment of the Transmission-Constrained Multi-Site Combined Heat and Power System
Authors: A. Rong, P. B. Luh, R. Lahdelma
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High penetration of intermittent renewable energy sources (RES) such as solar power and wind power into the energy system has caused temporal and spatial imbalance between electric power supply and demand for some countries and regions. This brings about the critical need for coordinating power production and power exchange for different regions. As compared with the power-only systems, the combined heat and power (CHP) systems can provide additional flexibility of utilizing RES by exploiting the interdependence of power and heat production in the CHP plant. In the CHP system, power production can be influenced by adjusting heat production level and electric power can be used to satisfy heat demand by electric boiler or heat pump in conjunction with heat storage, which is much cheaper than electric storage. This paper addresses multi-site CHP systems without considering RES, which lay foundation for handling penetration of RES. The problem under study is the unit commitment (UC) of the transmission-constrained multi-site CHP systems. We solve the problem by combining linear relaxation of ON/OFF states and sequential dynamic programming (DP) techniques, where relaxed states are used to reduce the dimension of the UC problem and DP for improving the solution quality. Numerical results for daily scheduling with realistic models and data show that DP-based algorithm is from a few to a few hundred times faster than CPLEX (standard commercial optimization software) with good solution accuracy (less than 1% relative gap from the optimal solution on the average).Keywords: Dynamic programming, multi-site combined heat and power system, relaxed states, transmission-constrained generation unit commitment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1671479 Determination of Sea Transport Route for Staple Food Distribution to Achieve Food Security in the Eastern Indonesia
Authors: Kuncoro Harto Widodo, Yandra Rahadian Perdana, Iwan Puja Riyadi
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Effectiveness and efficiency of food distribution is necessary to maintain food security in a region. Food supply varies among regions depending on their production capacity; therefore, it is necessary to regulate food distribution. Sea transportation could play a great role in the food distribution system. To play this role and to support transportation needs in the Eastern Indonesia, sea transportation shall be supported by fleet which is adequate and reliable, both in terms of load and worthiness. This research uses Linear Programming (LP) method to analyze food distribution pattern in order to determine the optimal distribution system. In this research, transshipment points have been selected for regions in one province. Comparison between result of modeling and existing shipping route reveals that from 369 existing routes, 54 routes are used for transporting rice, corn, green bean, peanut, soybean, sweet potato, and cassava.
Keywords: Distribution, Sea Transportation, Eastern Indonesia (KTI), Linear Programming (LP).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2146478 An Intelligent System Framework for Generating Activity List of a Project Using WBS Mind map and Semantic Network
Authors: H. Iranmanesh, M. Madadi
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Work Breakdown Structure (WBS) is one of the most vital planning processes of the project management since it is considered to be the fundamental of other processes like scheduling, controlling, assigning responsibilities, etc. In fact WBS or activity list is the heart of a project and omission of a simple task can lead to an irrecoverable result. There are some tools in order to generate a project WBS. One of the most powerful tools is mind mapping which is the basis of this article. Mind map is a method for thinking together and helps a project manager to stimulate the mind of project team members to generate project WBS. Here we try to generate a WBS of a sample project involving with the building construction using the aid of mind map and the artificial intelligence (AI) programming language. Since mind map structure can not represent data in a computerized way, we convert it to a semantic network which can be used by the computer and then extract the final WBS from the semantic network by the prolog programming language. This method will result a comprehensive WBS and decrease the probability of omitting project tasks.Keywords: Expert System, Mind map, Semantic network, Work breakdown structure,
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2591477 A Multi Objective Optimization Approach to Optimize Vehicle Ride and Handling Characteristics
Authors: Mehrdad N. Khajavi, Bahram Notghi, Golamhassan Paygane
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Vehicle suspension design must fulfill some conflicting criteria. Among those is ride comfort which is attained by minimizing the acceleration transmitted to the sprung mass, via suspension spring and damper. Also good handling of a vehicle is a desirable property which requires stiff suspension and therefore is in contrast with a vehicle with good ride. Among the other desirable features of a suspension is the minimization of the maximum travel of suspension. This travel which is called suspension working space in vehicle dynamics literature is also a design constraint and it favors good ride. In this research a full car 8 degrees of freedom model has been developed and the three above mentioned criteria, namely: ride, handling and working space has been adopted as objective functions. The Multi Objective Programming (MOP) discipline has been used to find the Pareto Front and some reasoning used to chose a design point between these non dominated points of Pareto Front.Keywords: Vehicle, Ride, Handling, Suspension, Working Space, Multi Objective Programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2458476 A Parametric Study of an Inverse Electrostatics Problem (IESP) Using Simulated Annealing, Hooke & Jeeves and Sequential Quadratic Programming in Conjunction with Finite Element and Boundary Element Methods
Authors: Ioannis N. Koukoulis, Clio G. Vossou, Christopher G. Provatidis
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The aim of the current work is to present a comparison among three popular optimization methods in the inverse elastostatics problem (IESP) of flaw detection within a solid. In more details, the performance of a simulated annealing, a Hooke & Jeeves and a sequential quadratic programming algorithm was studied in the test case of one circular flaw in a plate solved by both the boundary element (BEM) and the finite element method (FEM). The proposed optimization methods use a cost function that utilizes the displacements of the static response. The methods were ranked according to the required number of iterations to converge and to their ability to locate the global optimum. Hence, a clear impression regarding the performance of the aforementioned algorithms in flaw identification problems was obtained. Furthermore, the coupling of BEM or FEM with these optimization methods was investigated in order to track differences in their performance.
Keywords: Elastostatic, inverse problem, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1867475 Non-Population Search Algorithms for Capacitated Material Requirement Planning in Multi-Stage Assembly Flow Shop with Alternative Machines
Authors: Watcharapan Sukkerd, Teeradej Wuttipornpun
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This paper aims to present non-population search algorithms called tabu search (TS), simulated annealing (SA) and variable neighborhood search (VNS) to minimize the total cost of capacitated MRP problem in multi-stage assembly flow shop with two alternative machines. There are three main steps for the algorithm. Firstly, an initial sequence of orders is constructed by a simple due date-based dispatching rule. Secondly, the sequence of orders is repeatedly improved to reduce the total cost by applying TS, SA and VNS separately. Finally, the total cost is further reduced by optimizing the start time of each operation using the linear programming (LP) model. Parameters of the algorithm are tuned by using real data from automotive companies. The result shows that VNS significantly outperforms TS, SA and the existing algorithm.
Keywords: Capacitated MRP, non-population search algorithms, linear programming, assembly flow shop.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 946474 An Algorithm for an Optimal Staffing Problem in Open Shop Environment
Authors: Daniela I. Borissova, Ivan C. Mustakerov
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The paper addresses a problem of optimal staffing in open shop environment. The problem is to determine the optimal number of operators serving a given number of machines to fulfill the number of independent operations while minimizing staff idle. Using a Gantt chart presentation of the problem it is modeled as twodimensional cutting stock problem. A mixed-integer programming model is used to get minimal job processing time (makespan) for fixed number of machines' operators. An algorithm for optimal openshop staffing is developed based on iterative solving of the formulated optimization task. The execution of the developed algorithm provides optimal number of machines' operators in the sense of minimum staff idle and optimal makespan for that number of operators. The proposed algorithm is tested numerically for a real life staffing problem. The testing results show the practical applicability for similar open shop staffing problems.Keywords: Integer programming, open shop problem, optimal staffing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3299473 Development of a Project Selection Method on Information System Using ANP and Fuzzy Logic
Authors: Ingu Kim, Shangmun Shin, Yongsun Choi, Nguyen Manh Thang, Edwin R. Ramos, Won-Joo Hwang
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Project selection problems on management information system (MIS) are often considered a multi-criteria decision-making (MCDM) for a solving method. These problems contain two aspects, such as interdependencies among criteria and candidate projects and qualitative and quantitative factors of projects. However, most existing methods reported in literature consider these aspects separately even though these two aspects are simultaneously incorporated. For this reason, we proposed a hybrid method using analytic network process (ANP) and fuzzy logic in order to represent both aspects. We then propose a goal programming model to conduct an optimization for the project selection problems interpreted by a hybrid concept. Finally, a numerical example is conducted as verification purposes.Keywords: Analytic Network Process (ANP), Multi-Criteria Decision-Making (MCDM), Fuzzy Logic, Information System Project Selection, Goal Programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2081472 A New Self-Adaptive EP Approach for ANN Weights Training
Authors: Kristina Davoian, Wolfram-M. Lippe
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Evolutionary Programming (EP) represents a methodology of Evolutionary Algorithms (EA) in which mutation is considered as a main reproduction operator. This paper presents a novel EP approach for Artificial Neural Networks (ANN) learning. The proposed strategy consists of two components: the self-adaptive, which contains phenotype information and the dynamic, which is described by genotype. Self-adaptation is achieved by the addition of a value, called the network weight, which depends on a total number of hidden layers and an average number of neurons in hidden layers. The dynamic component changes its value depending on the fitness of a chromosome, exposed to mutation. Thus, the mutation step size is controlled by two components, encapsulated in the algorithm, which adjust it according to the characteristics of a predefined ANN architecture and the fitness of a particular chromosome. The comparative analysis of the proposed approach and the classical EP (Gaussian mutation) showed, that that the significant acceleration of the evolution process is achieved by using both phenotype and genotype information in the mutation strategy.Keywords: Artificial Neural Networks (ANN), Learning Theory, Evolutionary Programming (EP), Mutation, Self-Adaptation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1818471 Predictive Modelling Techniques in Sediment Yield and Hydrological Modelling
Authors: Adesoji T. Jaiyeola, Josiah Adeyemo
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This paper presents an extensive review of literature relevant to the modelling techniques adopted in sediment yield and hydrological modelling. Several studies relating to sediment yield are discussed. Many research areas of sedimentation in rivers, runoff and reservoirs are presented. Different types of hydrological models, different methods employed in selecting appropriate models for different case studies are analysed. Applications of evolutionary algorithms and artificial intelligence techniques are discussed and compared especially in water resources management and modelling. This review concentrates on Genetic Programming (GP) and fully discusses its theories and applications. The successful applications of GP as a soft computing technique were reviewed in sediment modelling. Some fundamental issues such as benchmark, generalization ability, bloat, over-fitting and other open issues relating to the working principles of GP are highlighted. This paper concludes with the identification of some research gaps in hydrological modelling and sediment yield.Keywords: Artificial intelligence, evolutionary algorithm, genetic programming, sediment yield.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1848470 Optimal Design of the Power Generation Network in California: Moving towards 100% Renewable Electricity by 2045
Authors: Wennan Long, Yuhao Nie, Yunan Li, Adam Brandt
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To fight against climate change, California government issued the Senate Bill No. 100 (SB-100) in 2018 September, which aims at achieving a target of 100% renewable electricity by the end of 2045. A capacity expansion problem is solved in this case study using a binary quadratic programming model. The optimal locations and capacities of the potential renewable power plants (i.e., solar, wind, biomass, geothermal and hydropower), the phase-out schedule of existing fossil-based (nature gas) power plants and the transmission of electricity across the entire network are determined with the minimal total annualized cost measured by net present value (NPV). The results show that the renewable electricity contribution could increase to 85.9% by 2030 and reach 100% by 2035. Fossil-based power plants will be totally phased out around 2035 and solar and wind will finally become the most dominant renewable energy resource in California electricity mix.
Keywords: 100% renewable electricity, California, capacity expansion, binary quadratic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 716469 A Bi-Objective Preventive Healthcare Facility Network Design with Incorporating Cost and Time Saving
Authors: Mehdi Seifbarghy, Keyvan Roshan
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Main goal of preventive healthcare problems are at decreasing the likelihood and severity of potentially life-threatening illnesses by protection and early detection. The levels of establishment and staffing costs along with summation of the travel and waiting time that clients spent are considered as objectives functions of the proposed nonlinear integer programming model. In this paper, we have proposed a bi-objective mathematical model for designing a network of preventive healthcare facilities so as to minimize aforementioned objectives, simultaneously. Moreover, each facility acts as M/M/1 queuing system. The number of facilities to be established, the location of each facility, and the level of technology for each facility to be chosen are provided as the main determinants of a healthcare facility network. Finally, to demonstrate performance of the proposed model, four multi-objective decision making techniques are presented to solve the model.Keywords: Preventive healthcare problems, Non-linear integer programming models, Multi-objective decision making techniques
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1760468 ORPP with MAIEP Based Technique for Loadability Enhancement
Authors: Norziana Aminudin, Titik Khawa Abdul Rahman, Ismail Musirin
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One of the factors to maintain system survivability is the adequate reactive power support to the system. Lack of reactive power support may cause undesirable voltage decay leading to total system instability. Thus, appropriate reactive power support scheme should be arranged in order to maintain system stability. The strength of a system capacity is normally denoted as system loadability. This paper presents the enhancement of system loadability through optimal reactive power planning technique using a newly developed optimization technique, termed as Multiagent Immune Evolutionary Programming (MAIEP). The concept of MAIEP is developed based on the combination of Multiagent System (MAS), Artificial Immune System (AIS) and Evolutionary Programming (EP). In realizing the effectiveness of the proposed technique, validation is conducted on the IEEE-26-Bus Reliability Test System. The results obtained from pre-optimization and post-optimization process were compared which eventually revealed the merit of MAIEP.Keywords: Load margin, MAIEP, Maximum loading point, ORPP.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1487467 A Formal Property Verification for Aspect-Oriented Programs in Software Development
Authors: Moustapha Bande, Hakima Ould-Slimane, Hanifa Boucheneb
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Software development for complex systems requires efficient and automatic tools that can be used to verify the satisfiability of some critical properties such as security ones. With the emergence of Aspect-Oriented Programming (AOP), considerable work has been done in order to better modularize the separation of concerns in the software design and implementation. The goal is to prevent the cross-cutting concerns to be scattered across the multiple modules of the program and tangled with other modules. One of the key challenges in the aspect-oriented programs is to be sure that all the pieces put together at the weaving time ensure the satisfiability of the overall system requirements. Our paper focuses on this problem and proposes a formal property verification approach for a given property from the woven program. The approach is based on the control flow graph (CFG) of the woven program, and the use of a satisfiability modulo theories (SMT) solver to check whether each property (represented par one aspect) is satisfied or not once the weaving is done.Keywords: Aspect-oriented programming, control flow graph, satisfiability modulo theories, property verification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 736466 A Multilanguage Source Code Retrieval System Using Structural-Semantic Fingerprints
Authors: Mohamed Amine Ouddan, Hassane Essafi
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Source code retrieval is of immense importance in the software engineering field. The complex tasks of retrieving and extracting information from source code documents is vital in the development cycle of the large software systems. The two main subtasks which result from these activities are code duplication prevention and plagiarism detection. In this paper, we propose a Mohamed Amine Ouddan, and Hassane Essafi source code retrieval system based on two-level fingerprint representation, respectively the structural and the semantic information within a source code. A sequence alignment technique is applied on these fingerprints in order to quantify the similarity between source code portions. The specific purpose of the system is to detect plagiarism and duplicated code between programs written in different programming languages belonging to the same class, such as C, Cµ, Java and CSharp. These four languages are supported by the actual version of the system which is designed such that it may be easily adapted for any programming language.Keywords: Source code retrieval, plagiarism detection, clonedetection, sequence alignment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1776465 Project Selection Using Fuzzy Group Analytic Network Process
Authors: Hamed Rafiei, Masoud Rabbani
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This paper deals with the project selection problem. Project selection problem is one of the problems arose firstly in the field of operations research following some production concepts from primary product mix problem. Afterward, introduction of managerial considerations into the project selection problem have emerged qualitative factors and criteria to be regarded as well as quantitative ones. To overcome both kinds of criteria, an analytic network process is developed in this paper enhanced with fuzzy sets theory to tackle the vagueness of experts- comments to evaluate the alternatives. Additionally, a modified version of Least-Square method through a non-linear programming model is augmented to the developed group decision making structure in order to elicit the final weights from comparison matrices. Finally, a case study is considered by which developed structure in this paper is validated. Moreover, a sensitivity analysis is performed to validate the response of the model with respect to the condition alteration.
Keywords: Analytic network process, Fuzzy sets theory, Nonlinear programming, Project selection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1760464 Mean-Variance Optimization of Portfolios with Return of Premium Clauses in a DC Pension Plan with Multiple Contributors under Constant Elasticity of Variance Model
Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa
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In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.
Keywords: DC pension fund, Hamilton Jacobi Bellman equation, optimal investment strategies, stochastic optimal control technique, return of premiums clauses, mean-variance utility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 764463 Solving Bus Terminal Location Problem Using Genetic Algorithm
Authors: S. Babaie-Kafaki, R. Ghanbari, S.H. Nasseri, E. Ardil
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Bus networks design is an important problem in public transportation. The main step to this design, is determining the number of required terminals and their locations. This is an especial type of facility location problem, a large scale combinatorial optimization problem that requires a long time to be solved. The genetic algorithm (GA) is a search and optimization technique which works based on evolutionary principle of natural chromosomes. Specifically, the evolution of chromosomes due to the action of crossover, mutation and natural selection of chromosomes based on Darwin's survival-of-the-fittest principle, are all artificially simulated to constitute a robust search and optimization procedure. In this paper, we first state the problem as a mixed integer programming (MIP) problem. Then we design a new crossover and mutation for bus terminal location problem (BTLP). We tested the different parameters of genetic algorithm (for a sample problem) and obtained the optimal parameters for solving BTLP with numerical try and error.Keywords: Bus networks, Genetic algorithm (GA), Locationproblem, Mixed integer programming (MIP).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2296462 Model of Transhipment and Routing Applied to the Cargo Sector in Small and Medium Enterprises of Bogotá, Colombia
Authors: Oscar Javier Herrera Ochoa, Ivan Dario Romero Fonseca
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This paper presents a design of a model for planning the distribution logistics operation. The significance of this work relies on the applicability of this fact to the analysis of small and medium enterprises (SMEs) of dry freight in Bogotá. Two stages constitute this implementation: the first one is the place where optimal planning is achieved through a hybrid model developed with mixed integer programming, which considers the transhipment operation based on a combined load allocation model as a classic transshipment model; the second one is the specific routing of that operation through the heuristics of Clark and Wright. As a result, an integral model is obtained to carry out the step by step planning of the distribution of dry freight for SMEs in Bogotá. In this manner, optimum assignments are established by utilizing transshipment centers with that purpose of determining the specific routing based on the shortest distance traveled.Keywords: Transshipment model, mixed integer programming, saving algorithm, dry freight transportation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 892461 Model Development for Allocation of Raw Material in Timber Processing Industry in Indonesia
Authors: Muh. Hisjam, Nancy Oktyajati, Wakhid A. Jauhari, Wahyudi Sutopo
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This research is intended to develop a raw material allocation model in timber processing industry in Perum Perhutani Unit I, Central Java, Indonesia. The model can be used to determine the quantity of allocation of timber between chain in the supply chain to select supplier considering factors that are log price and the distance. In determining the quantity of allocation of timber between chains in the supply chain, the model considers the optimal inventory in each chain. Whilst the optimal inventory is determined based on demand forecast, the capacity and safety stock. Problem solving allocation is conducted by developing linear programming model that aims to minimize the total cost of the purchase, transportation cost and storage costs at each chain. The results of numerical examples show that the proposed model can generate savings of the purchase cost of 20.84% and select suppliers with mileage closer.
Keywords: Allocation model, linear programming, purchase costs, storage costs, suppliers, transportation costs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1474460 Requirement Engineering and Software Product Line Scoping Paradigm
Authors: Ahmed Mateen, Zhu Qingsheng, Faisal Shahzad
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Requirement Engineering (RE) is a part being created for programming structure during the software development lifecycle. Software product line development is a new topic area within the domain of software engineering. It also plays important role in decision making and it is ultimately helpful in rising business environment for productive programming headway. Decisions are central to engineering processes and they hold them together. It is argued that better decisions will lead to better engineering. To achieve better decisions requires that they are understood in detail. In order to address the issues, companies are moving towards Software Product Line Engineering (SPLE) which helps in providing large varieties of products with minimum development effort and cost. This paper proposed a new framework for software product line and compared with other models. The results can help to understand the needs in SPL testing, by identifying points that still require additional investigation. In our future scenario, we will combine this model in a controlled environment with industrial SPL projects which will be the new horizon for SPL process management testing strategies.
Keywords: Requirements engineering, software product lines, scoping, process structure, domain specific language.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 818459 A Genetic Algorithm Based Permutation and Non-Permutation Scheduling Heuristics for Finite Capacity Material Requirement Planning Problem
Authors: Watchara Songserm, Teeradej Wuttipornpun
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This paper presents a genetic algorithm based permutation and non-permutation scheduling heuristics (GAPNP) to solve a multi-stage finite capacity material requirement planning (FCMRP) problem in automotive assembly flow shop with unrelated parallel machines. In the algorithm, the sequences of orders are iteratively improved by the GA characteristics, whereas the required operations are scheduled based on the presented permutation and non-permutation heuristics. Finally, a linear programming is applied to minimize the total cost. The presented GAPNP algorithm is evaluated by using real datasets from automotive companies. The required parameters for GAPNP are intently tuned to obtain a common parameter setting for all case studies. The results show that GAPNP significantly outperforms the benchmark algorithm about 30% on average.
Keywords: Finite capacity MRP, genetic algorithm, linear programming, flow shop, unrelated parallel machines, application in industries.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1098458 Effect of Supplementary Premium on the Optimal Portfolio Policy in a Defined Contribution Pension Scheme with Refund of Premium Clauses
Authors: Edikan E. Akpanibah Obinichi C. Mandah Imoleayo S. Asiwaju
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In this paper, we studied the effect of supplementary premium on the optimal portfolio policy in a defined contribution (DC) pension scheme with refund of premium clauses. This refund clause allows death members’ next of kin to withdraw their relative’s accumulated wealth during the accumulation period. The supplementary premium is to help sustain the scheme and is assumed to be stochastic. We considered cases when the remaining wealth is equally distributed and when it is not equally distributed among the remaining members. Next, we considered investments in cash and equity to help increase the remaining accumulated funds to meet up with the retirement needs of the remaining members and composed the problem as a continuous time mean-variance stochastic optimal control problem using the actuarial symbol and established an optimization problem from the extended Hamilton Jacobi Bellman equations. The optimal portfolio policy, the corresponding optimal fund size for the two assets and also the efficient frontier of the pension members for the two cases was obtained. Furthermore, the numerical simulations of the optimal portfolio policies with time were presented and the effect of the supplementary premium on the optimal portfolio policy was discussed and observed that the supplementary premium decreases the optimal portfolio policy of the risky asset (equity). Secondly we observed a disparity between the optimal policies for the two cases.
Keywords: Defined contribution pension scheme, extended Hamilton Jacobi Bellman equations, optimal portfolio policies, refund of premium clauses, supplementary premium.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 647457 State Estimation Solution with Optimal Allocation of Phasor Measurement Units Considering Zero Injection Bus Modeling
Authors: M. Ravindra, R. Srinivasa Rao, V. Shanmukha Naga Raju
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This paper presents state estimation with Phasor Measurement Unit (PMU) allocation to obtain complete observability of network. A matrix is designed with modeling of zero injection constraints to minimize PMU allocations. State estimation algorithm is developed with optimal allocation of PMUs to find accurate states of network. The incorporation of PMU into traditional state estimation process improves accuracy and computational performance for large power systems. The nonlinearity integrated with zero injection (ZI) constraints is remodeled to linear frame to optimize number of PMUs. The problem of optimal PMU allocation is regarded with modeling of ZI constraints, PMU loss or line outage, cost factor and redundant measurements. The proposed state estimation with optimal PMU allocation has been compared with traditional state estimation process to show its importance. MATLAB programming on IEEE 14, 30, 57, and 118 bus networks is implemented out by Binary Integer Programming (BIP) method and compared with other methods to show its effectiveness.
Keywords: Observability, phasor measurement units, synchrophasors, SCADA measurements, zero injection bus.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 800456 A Supplier-Manufacturer Relationship Model for Teak Forest Carbon Sequestration and Teak Log Demand Fulfillment with Sustainability Consideration
Authors: Ririn Dewi Cahyani, Muh. Hisjam, Wahyudi Sutopo, Kuncoro Harto Widodo
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Availability of raw materials is important for Indonesia as a furniture exporting country. Teak log as raw materials is supplied to the furniture industry by Perum Perhutani (PP). PP needs to involve carbon trading for nature conservation. PP also has an obligation in the Corporate Social Responsibility program. PP and furniture industry also must prosecute the regulations related to ecological issues and labor rights. This study has the objective to create the relationship model between supplier and manufacturer to fulfill teak log demand that involving teak forest carbon sequestration. A model is formulated as Goal Programming to get the favorable solution for teak log procurement and support carbon sequestration that considering economical, ecological, and social aspects of both supplier and manufacturer. The results show that the proposed model can be used to determine the teak log quantity involving carbon trading to achieve the seven goals to be satisfied the sustainability considerations.Keywords: Availability of teak log, support carbon sequestration, goal programming, sustainability consideration.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1708455 Genetic Programming: Principles, Applications and Opportunities for Hydrological Modelling
Authors: Oluwaseun K. Oyebode, Josiah A. Adeyemo
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Hydrological modelling plays a crucial role in the planning and management of water resources, most especially in water stressed regions where the need to effectively manage the available water resources is of critical importance. However, due to the complex, nonlinear and dynamic behaviour of hydro-climatic interactions, achieving reliable modelling of water resource systems and accurate projection of hydrological parameters are extremely challenging. Although a significant number of modelling techniques (process-based and data-driven) have been developed and adopted in that regard, the field of hydrological modelling is still considered as one that has sluggishly progressed over the past decades. This is majorly as a result of the identification of some degree of uncertainty in the methodologies and results of techniques adopted. In recent times, evolutionary computation (EC) techniques have been developed and introduced in response to the search for efficient and reliable means of providing accurate solutions to hydrological related problems. This paper presents a comprehensive review of the underlying principles, methodological needs and applications of a promising evolutionary computation modelling technique – genetic programming (GP). It examines the specific characteristics of the technique which makes it suitable to solving hydrological modelling problems. It discusses the opportunities inherent in the application of GP in water related-studies such as rainfall estimation, rainfall-runoff modelling, streamflow forecasting, sediment transport modelling, water quality modelling and groundwater modelling among others. Furthermore, the means by which such opportunities could be harnessed in the near future are discussed. In all, a case for total embracement of GP and its variants in hydrological modelling studies is made so as to put in place strategies that would translate into achieving meaningful progress as it relates to modelling of water resource systems, and also positively influence decision-making by relevant stakeholders.
Keywords: Computational modelling, evolutionary algorithms, genetic programming, hydrological modelling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3317454 Optimization of Petroleum Refinery Configuration Design with Logic Propositions
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1715453 A New Hybrid Optimization Method for Optimum Distribution Capacitor Planning
Authors: A. R. Seifi
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This work presents a new algorithm based on a combination of fuzzy (FUZ), Dynamic Programming (DP), and Genetic Algorithm (GA) approach for capacitor allocation in distribution feeders. The problem formulation considers two distinct objectives related to total cost of power loss and total cost of capacitors including the purchase and installation costs. The novel formulation is a multi-objective and non-differentiable optimization problem. The proposed method of this article uses fuzzy reasoning for sitting of capacitors in radial distribution feeders, DP for sizing and finally GA for finding the optimum shape of membership functions which are used in fuzzy reasoning stage. The proposed method has been implemented in a software package and its effectiveness has been verified through a 9-bus radial distribution feeder for the sake of conclusions supports. A comparison has been done among the proposed method of this paper and similar methods in other research works that shows the effectiveness of the proposed method of this paper for solving optimum capacitor planning problem.
Keywords: Capacitor planning, Fuzzy logic method, Genetic Algorithm, Dynamic programming, Radial Distribution feeder
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1600452 Evidence Theory Enabled Quickest Change Detection Using Big Time-Series Data from Internet of Things
Authors: Hossein Jafari, Xiangfang Li, Lijun Qian, Alexander Aved, Timothy Kroecker
Abstract:
Traditionally in sensor networks and recently in the Internet of Things, numerous heterogeneous sensors are deployed in distributed manner to monitor a phenomenon that often can be model by an underlying stochastic process. The big time-series data collected by the sensors must be analyzed to detect change in the stochastic process as quickly as possible with tolerable false alarm rate. However, sensors may have different accuracy and sensitivity range, and they decay along time. As a result, the big time-series data collected by the sensors will contain uncertainties and sometimes they are conflicting. In this study, we present a framework to take advantage of Evidence Theory (a.k.a. Dempster-Shafer and Dezert-Smarandache Theories) capabilities of representing and managing uncertainty and conflict to fast change detection and effectively deal with complementary hypotheses. Specifically, Kullback-Leibler divergence is used as the similarity metric to calculate the distances between the estimated current distribution with the pre- and post-change distributions. Then mass functions are calculated and related combination rules are applied to combine the mass values among all sensors. Furthermore, we applied the method to estimate the minimum number of sensors needed to combine, so computational efficiency could be improved. Cumulative sum test is then applied on the ratio of pignistic probability to detect and declare the change for decision making purpose. Simulation results using both synthetic data and real data from experimental setup demonstrate the effectiveness of the presented schemes.Keywords: CUSUM, evidence theory, KL divergence, quickest change detection, time series data.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 983451 Improved Segmentation of Speckled Images Using an Arithmetic-to-Geometric Mean Ratio Kernel
Abstract:
In this work, we improve a previously developed segmentation scheme aimed at extracting edge information from speckled images using a maximum likelihood edge detector. The scheme was based on finding a threshold for the probability density function of a new kernel defined as the arithmetic mean-to-geometric mean ratio field over a circular neighborhood set and, in a general context, is founded on a likelihood random field model (LRFM). The segmentation algorithm was applied to discriminated speckle areas obtained using simple elliptic discriminant functions based on measures of the signal-to-noise ratio with fractional order moments. A rigorous stochastic analysis was used to derive an exact expression for the cumulative density function of the probability density function of the random field. Based on this, an accurate probability of error was derived and the performance of the scheme was analysed. The improved segmentation scheme performed well for both simulated and real images and showed superior results to those previously obtained using the original LRFM scheme and standard edge detection methods. In particular, the false alarm probability was markedly lower than that of the original LRFM method with oversegmentation artifacts virtually eliminated. The importance of this work lies in the development of a stochastic-based segmentation, allowing an accurate quantification of the probability of false detection. Non visual quantification and misclassification in medical ultrasound speckled images is relatively new and is of interest to clinicians.Keywords: Discriminant function, false alarm, segmentation, signal-to-noise ratio, skewness, speckle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1647