Search results for: Discrete stochastic optimization
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2541

Search results for: Discrete stochastic optimization

2151 Bi-Directional Evolutionary Topology Optimization Based on Critical Fatigue Constraint

Authors: Khodamorad Nabaki, Jianhu Shen, Xiaodong Huang

Abstract:

This paper develops a method for considering the critical fatigue stress as a constraint in the Bi-directional Evolutionary Structural Optimization (BESO) method. Our aim is to reach an optimal design in which high cycle fatigue failure does not occur for a specific life time. The critical fatigue stress is calculated based on modified Goodman criteria and used as a stress constraint in our topology optimization problem. Since fatigue generally does not occur for compressive stresses, we use the p-norm approach of the stress measurement that considers the highest tensile principal stress in each point as stress measure to calculate the sensitivity numbers. The BESO method has been extended to minimize volume an object subjected to the critical fatigue stress constraint. The optimization results are compared with the results from the compliance minimization problem which shows clearly the merits of our newly developed approach.

Keywords: Topology optimization, BESO method, p-norm, fatigue constraint.

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2150 Development of an Efficient CVT using Electromecanical System

Authors: A. A. Shafie, M. H. Ali

Abstract:

Continuously variable transmission (CVT) is a type of automatic transmission that can change the gear ratio to any arbitrary setting within the limits. The most common type of CVT operates on a pulley system that allows an infinite variability between highest and lowest gears with no discrete steps. However, the current CVT system with hydraulic actuation method suffers from the power loss. It needs continuous force for the pulley to clamp the belt and hold the torque resulting in large amount of energy consumption. This study focused on the development of an electromechanical actuated control CVT to eliminate the problem that faced by the existing CVT. It is conducted with several steps; computing and selecting the appropriate sizing for stroke length, lead screw system and etc. From the visual observation it was found that the CVT system of this research is satisfactory.

Keywords: CVT, Hydraulic Actuator, Discrete shifts, Electromechanical system, Lead screws.

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2149 A Microscopic Simulation Model for Earthmoving Operations

Authors: Jiali Fu

Abstract:

Earthmoving operations are a major part of many construction projects. Because of the complexity and fast-changing environment of such operations, the planning and estimating are crucial on both planning and operational levels. This paper presents the framework ofa microscopic discrete-event simulation system for modeling earthmoving operations and conducting productivity estimations on an operational level.A prototype has been developed to demonstrate the applicability of the proposed framework, and this simulation system is presented via a case study based on an actual earthmoving project. The case study shows that the proposed simulation model is capable of evaluating alternative operating strategies and resource utilization at a very detailed level.

Keywords: Earthmoving operation, microscopic simulation, discrete-event simulation

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2148 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

Discrete linear multistep block method of uniform order for the solution of first order initial value problems (IVP­s­) in ordinary differential equations (ODE­s­) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.

Keywords: Block Method, First Order Ordinary Differential Equations, Hybrid, Self starting.

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2147 Multi-Objective Optimization of Gas Turbine Power Cycle

Authors: Mohsen Nikaein

Abstract:

Because of importance of energy, optimization of power generation systems is necessary. Gas turbine cycles are suitable manner for fast power generation, but their efficiency is partly low. In order to achieving higher efficiencies, some propositions are preferred such as recovery of heat from exhaust gases in a regenerator, utilization of intercooler in a multistage compressor, steam injection to combustion chamber and etc. However thermodynamic optimization of gas turbine cycle, even with above components, is necessary. In this article multi-objective genetic algorithms are employed for Pareto approach optimization of Regenerative-Intercooling-Gas Turbine (RIGT) cycle. In the multiobjective optimization a number of conflicting objective functions are to be optimized simultaneously. The important objective functions that have been considered for optimization are entropy generation of RIGT cycle (Ns) derives using Exergy Analysis and Gouy-Stodola theorem, thermal efficiency and the net output power of RIGT Cycle. These objectives are usually conflicting with each other. The design variables consist of thermodynamic parameters such as compressor pressure ratio (Rp), excess air in combustion (EA), turbine inlet temperature (TIT) and inlet air temperature (T0). At the first stage single objective optimization has been investigated and the method of Non-dominated Sorting Genetic Algorithm (NSGA-II) has been used for multi-objective optimization. Optimization procedures are performed for two and three objective functions and the results are compared for RIGT Cycle. In order to investigate the optimal thermodynamic behavior of two objectives, different set, each including two objectives of output parameters, are considered individually. For each set Pareto front are depicted. The sets of selected decision variables based on this Pareto front, will cause the best possible combination of corresponding objective functions. There is no superiority for the points on the Pareto front figure, but they are superior to any other point. In the case of three objective optimization the results are given in tables.

Keywords: Exergy, Entropy Generation, Brayton Cycle, DesignParameters, Optimization, Genetic Algorithm, Multi-Objective.

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2146 Data Envelopment Analysis under Uncertainty and Risk

Authors: P. Beraldi, M. E. Bruni

Abstract:

Data Envelopment Analysis (DEA) is one of the most widely used technique for evaluating the relative efficiency of a set of homogeneous decision making units. Traditionally, it assumes that input and output variables are known in advance, ignoring the critical issue of data uncertainty. In this paper, we deal with the problem of efficiency evaluation under uncertain conditions by adopting the general framework of the stochastic programming. We assume that output parameters are represented by discretely distributed random variables and we propose two different models defined according to a neutral and risk-averse perspective. The models have been validated by considering a real case study concerning the evaluation of the technical efficiency of a sample of individual firms operating in the Italian leather manufacturing industry. Our findings show the validity of the proposed approach as ex-ante evaluation technique by providing the decision maker with useful insights depending on his risk aversion degree.

Keywords: DEA, Stochastic Programming, Ex-ante evaluation technique, Conditional Value at Risk.

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2145 Rotation Invariant Face Recognition Based on Hybrid LPT/DCT Features

Authors: Rehab F. Abdel-Kader, Rabab M. Ramadan, Rawya Y. Rizk

Abstract:

The recognition of human faces, especially those with different orientations is a challenging and important problem in image analysis and classification. This paper proposes an effective scheme for rotation invariant face recognition using Log-Polar Transform and Discrete Cosine Transform combined features. The rotation invariant feature extraction for a given face image involves applying the logpolar transform to eliminate the rotation effect and to produce a row shifted log-polar image. The discrete cosine transform is then applied to eliminate the row shift effect and to generate the low-dimensional feature vector. A PSO-based feature selection algorithm is utilized to search the feature vector space for the optimal feature subset. Evolution is driven by a fitness function defined in terms of maximizing the between-class separation (scatter index). Experimental results, based on the ORL face database using testing data sets for images with different orientations; show that the proposed system outperforms other face recognition methods. The overall recognition rate for the rotated test images being 97%, demonstrating that the extracted feature vector is an effective rotation invariant feature set with minimal set of selected features.

Keywords: Discrete Cosine Transform, Face Recognition, Feature Extraction, Log Polar Transform, Particle SwarmOptimization.

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2144 Exponential Stability Analysis for Uncertain Neural Networks with Discrete and Distributed Time-Varying Delays

Authors: Miaomiao Yang, Shouming Zhong

Abstract:

This paper studies the problem of exponential stability analysis for uncertain neural networks with discrete and distributed time-varying delays. Together with a suitable augmented Lyapunov Krasovskii function, zero equalities, reciprocally convex approach and a novel sufficient condition to guarantee the exponential stability of the considered system. The several exponential stability criterion proposed in this paper is simpler and effective. Finally,numerical examples are provided to demonstrate the feasibility and effectiveness of our results.

Keywords: Exponential stability, Uncertain Neural networks, LMI approach, Lyapunov-Krasovskii function, Time-varying.

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2143 Investigation on Novel Based Metaheuristic Algorithms for Combinatorial Optimization Problems in Ad Hoc Networks

Authors: C. Rajan, N. Shanthi, C. Rasi Priya, K. Geetha

Abstract:

Routing in MANET is extremely challenging because of MANETs dynamic features, its limited bandwidth, frequent topology changes caused by node mobility and power energy consumption. In order to efficiently transmit data to destinations, the applicable routing algorithms must be implemented in mobile ad-hoc networks. Thus we can increase the efficiency of the routing by satisfying the Quality of Service (QoS) parameters by developing routing algorithms for MANETs. The algorithms that are inspired by the principles of natural biological evolution and distributed collective behavior of social colonies have shown excellence in dealing with complex optimization problems and are becoming more popular. This paper presents a survey on few meta-heuristic algorithms and naturally-inspired algorithms.

Keywords: Ant colony optimization, genetic algorithm, Naturally-inspired algorithms and particle swarm optimization.

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2142 An Improved Cuckoo Search Algorithm for Voltage Stability Enhancement in Power Transmission Networks

Authors: Reza Sirjani, Nobosse Tafem Bolan

Abstract:

Many optimization techniques available in the literature have been developed in order to solve the problem of voltage stability enhancement in power systems. However, there are a number of drawbacks in the use of previous techniques aimed at determining the optimal location and size of reactive compensators in a network. In this paper, an Improved Cuckoo Search algorithm is applied as an appropriate optimization algorithm to determine the optimum location and size of a Static Var Compensator (SVC) in a transmission network. The main objectives are voltage stability improvement and total cost minimization. The results of the presented technique are then compared with other available optimization techniques.

Keywords: Cuckoo search algorithm, optimization, power system, var compensators, voltage stability.

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2141 New Approaches on Exponential Stability Analysis for Neural Networks with Time-Varying Delays

Authors: Qingqing Wang, Baocheng Chen, Shouming Zhong

Abstract:

In this paper, utilizing the Lyapunov functional method and combining linear matrix inequality (LMI) techniques and integral inequality approach (IIA) to study the exponential stability problem for neural networks with discrete and distributed time-varying delays.By constructing new Lyapunov-Krasovskii functional and dividing the discrete delay interval into multiple segments,some new delay-dependent exponential stability criteria are established in terms of LMIs and can be easily checked.In order to show the stability condition in this paper gives much less conservative results than those in the literature,numerical examples are considered.

Keywords: Neural networks, Exponential stability, LMI approach, Time-varying delays.

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2140 Application of Multi-objective Optimization Packages in Design of an Evaporator Coil

Authors: A.Mosavi

Abstract:

A novel methodology has been used to design an evaporator coil of a refrigerant. The methodology used is through a complete Computer Aided Design /Computer Aided Engineering approach, by means of a Computational Fluid Dynamic/Finite Element Analysis model which is executed many times for the thermal-fluid exploration of several designs' configuration by an commercial optimizer. Hence the design is carried out automatically by parallel computations, with an optimization package taking the decisions rather than the design engineer. The engineer instead takes decision regarding the physical settings and initializing of the computational models to employ, the number and the extension of the geometrical parameters of the coil fins and the optimization tools to be employed. The final design of the coil geometry found to be better than the initial design.

Keywords: Multi-objective shape optimization, Heat Transfer, multi-physics structures, modeFRONTIER

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2139 Performance Improvement in Internally Finned Tube by Shape Optimization

Authors: Kyoungwoo Park, Byeong Sam Kim, Hyo-Jae Lim, Ji Won Han, Park Kyoun Oh, Juhee Lee, Keun-Yeol Yu

Abstract:

Predictions of flow and heat transfer characteristics and shape optimization in internally finned circular tubes have been performed on three-dimensional periodically fully developed turbulent flow and thermal fields. For a trapezoidal fin profile, the effects of fin height h, upper fin widths d1, lower fin widths d2, and helix angle of fin ? on transport phenomena are investigated for the condition of fin number of N = 30. The CFD and mathematical optimization technique are coupled in order to optimize the shape of internally finned tube. The optimal solutions of the design variables (i.e., upper and lower fin widths, fin height and helix angle) are numerically obtained by minimizing the pressure loss and maximizing the heat transfer rate, simultaneously, for the limiting conditions of d1 = 0.5~1.5 mm, d2 = 0.5~1.5 mm, h= 0.5~1.5mm, ? = 10~30 degrees. The fully developed flow and thermal fields are predicted using the finite volume method and the optimization is carried out by means of the multi-objective genetic algorithm that is widely used in the constrained nonlinear optimization problem.

Keywords: Computational fluid dynamics, Genetic algorithm, Internally finned tube with helix angle, Optimization.

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2138 Assessing Complexity of Neuronal Multiunit Activity by Information Theoretic Measure

Authors: Young-Seok Choi

Abstract:

This paper provides a quantitative measure of the time-varying multiunit neuronal spiking activity using an entropy based approach. To verify the status embedded in the neuronal activity of a population of neurons, the discrete wavelet transform (DWT) is used to isolate the inherent spiking activity of MUA. Due to the de-correlating property of DWT, the spiking activity would be preserved while reducing the non-spiking component. By evaluating the entropy of the wavelet coefficients of the de-noised MUA, a multiresolution Shannon entropy (MRSE) of the MUA signal is developed. The proposed entropy was tested in the analysis of both simulated noisy MUA and actual MUA recorded from cortex in rodent model. Simulation and experimental results demonstrate that the dynamics of a population can be quantified by using the proposed entropy.

Keywords: Discrete wavelet transform, Entropy, Multiresolution, Multiunit activity.

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2137 Optimization of Proton Exchange Membrane Fuel Cell Parameters Based on Modified Particle Swarm Algorithms

Authors: M. Dezvarei, S. Morovati

Abstract:

In recent years, increasing usage of electrical energy provides a widespread field for investigating new methods to produce clean electricity with high reliability and cost management. Fuel cells are new clean generations to make electricity and thermal energy together with high performance and no environmental pollution. According to the expansion of fuel cell usage in different industrial networks, the identification and optimization of its parameters is really significant. This paper presents optimization of a proton exchange membrane fuel cell (PEMFC) parameters based on modified particle swarm optimization with real valued mutation (RVM) and clonal algorithms. Mathematical equations of this type of fuel cell are presented as the main model structure in the optimization process. Optimized parameters based on clonal and RVM algorithms are compared with the desired values in the presence and absence of measurement noise. This paper shows that these methods can improve the performance of traditional optimization methods. Simulation results are employed to analyze and compare the performance of these methodologies in order to optimize the proton exchange membrane fuel cell parameters.

Keywords: Clonal algorithm, proton exchange membrane fuel cell, particle swarm optimization, real valued mutation.

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2136 Optimization of Propulsion in Flapping Micro Air Vehicles Using Genetic Algorithm Method

Authors: Mahdi Abolfazli, Ebrahim Barati, Hamid Reza Karbasian

Abstract:

In this paper the kinematic parameters of a regular Flapping Micro Air Vehicle (FMAV) is investigated. The optimization is done using multi-objective Genetic algorithm method. It is shown that the maximum propulsive efficiency is occurred on the Strouhal number of 0.2-0.3 and foil-pitch amplitude of 15°-30°. Furthermore, increasing pitch amplitude with respect to power optimization increases the thrust slightly until pitch amplitude around 30°, and then the trust is increased notably with increasing of pitch amplitude. Additionally, the maximum mean thrust coefficient is computed of 2.67 and propulsive efficiency for this value is 42%. Based on the thrust optimization, the maximum propulsive efficiency is acquired 54% while the mean thrust coefficient is 2.18 at the same propulsive efficiency. Consequently, the maximum propulsive efficiency is obtained 77% and the appropriate Strouhal number, pitch amplitude and phase difference between heaving and pitching are calculated of 0.27, 31° and 77°, respectively.

Keywords: Flapping foil propulsion, Genetic algorithm, Micro Air Vehicle (MAV), Optimization.

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2135 The Role of Optimization and Machine Learning in e-Commerce Logistics in 2030

Authors: Vincenzo Capalbo, Gianpaolo Ghiani, Emanuele Manni

Abstract:

Global e-commerce sales have reached unprecedented levels in the past few years. As this trend is only predicted to go up as we continue into the ’20s, new challenges will be faced by companies when planning and controlling e-commerce logistics. In this paper, we survey the related literature on Optimization and Machine Learning as well as on combined methodologies. We also identify the distinctive features of next-generation planning algorithms - namely scalability, model-and-run features and learning capabilities - that will be fundamental to cope with the scale and complexity of logistics in the next decade.

Keywords: e-Commerce, Logistics, Machine Learning, Optimization.

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2134 Shape Optimization of Permanent Magnet Motors Using the Reduced Basis Technique

Authors: A. Jabbari, M. Shakeri, A. Nabavi

Abstract:

In this paper, a tooth shape optimization method for cogging torque reduction in Permanent Magnet (PM) motors is developed by using the Reduced Basis Technique (RBT) coupled by Finite Element Analysis (FEA) and Design of Experiments (DOE) methods. The primary objective of the method is to reduce the enormous number of design variables required to define the tooth shape. RBT is a weighted combination of several basis shapes. The aim of the method is to find the best combination using the weights for each tooth shape as the design variables. A multi-level design process is developed to find suitable basis shapes or trial shapes at each level that can be used in the reduced basis technique. Each level is treated as a separated optimization problem until the required objective – minimum cogging torque – is achieved. The process is started with geometrically simple basis shapes that are defined by their shape co-ordinates. The experimental design of Taguchi method is used to build the approximation model and to perform optimization. This method is demonstrated on the tooth shape optimization of a 8-poles/12-slots PM motor.

Keywords: PM motor, cogging torque, tooth shape optimization, RBT, FEA, DOE.

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2133 Multimode Dynamics of the Beijing Road Traffic System

Authors: Zundong Zhang, Limin Jia, Xiaoliang Sun

Abstract:

The Beijing road traffic system, as a typical huge urban traffic system, provides a platform for analyzing the complex characteristics and the evolving mechanisms of urban traffic systems. Based on dynamic network theory, we construct the dynamic model of the Beijing road traffic system in which the dynamical properties are described completely. Furthermore, we come into the conclusion that urban traffic systems can be viewed as static networks, stochastic networks and complex networks at different system phases by analyzing the structural randomness. As well as, we demonstrate the evolving process of the Beijing road traffic network based on real traffic data, validate the stochastic characteristics and the scale-free property of the network at different phases

Keywords: Dynamic Network Models, Structural Randomness, Scale-free Property, Multi-mode character

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2132 Optimized Algorithm for Particle Swarm Optimization

Authors: Fuzhang Zhao

Abstract:

Particle swarm optimization (PSO) is becoming one of the most important swarm intelligent paradigms for solving global optimization problems. Although some progress has been made to improve PSO algorithms over the last two decades, additional work is still needed to balance parameters to achieve better numerical properties of accuracy, efficiency, and stability. In the optimal PSO algorithm, the optimal weightings of (√ 5 − 1)/2 and (3 − √5)/2 are used for the cognitive factor and the social factor, respectively. By the same token, the same optimal weightings have been applied for intensification searches and diversification searches, respectively. Perturbation and constriction effects are optimally balanced. Simulations of the de Jong, the Rosenbrock, and the Griewank functions show that the optimal PSO algorithm indeed achieves better numerical properties and outperforms the canonical PSO algorithm.

Keywords: Diversification search, intensification search, optimal weighting, particle swarm optimization.

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2131 Public Key Cryptosystem based on Number Theoretic Transforms

Authors: C. Porkodi, R. Arumuganathan

Abstract:

In this paper a Public Key Cryptosystem is proposed using the number theoretic transforms (NTT) over a ring of integer modulo a composite number. The key agreement is similar to ElGamal public key algorithm. The security of the system is based on solution of multivariate linear congruence equations and discrete logarithm problem. In the proposed cryptosystem only fixed numbers of multiplications are carried out (constant complexity) and hence the encryption and decryption can be done easily. At the same time, it is very difficult to attack the cryptosystem, since the cipher text is a sequence of integers which are interrelated. The system provides authentication also. Using Mathematica version 5.0 the proposed algorithm is justified with a numerical example.

Keywords: Cryptography, decryption, discrete logarithm problem encryption, Integer Factorization problem, Key agreement, Number Theoretic Transform.

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2130 Application of Artificial Intelligence for Tuning the Parameters of an AGC

Authors: R. N. Patel

Abstract:

This paper deals with the tuning of parameters for Automatic Generation Control (AGC). A two area interconnected hydrothermal system with PI controller is considered. Genetic Algorithm (GA) and Particle Swarm optimization (PSO) algorithms have been applied to optimize the controller parameters. Two objective functions namely Integral Square Error (ISE) and Integral of Time-multiplied Absolute value of the Error (ITAE) are considered for optimization. The effectiveness of an objective function is considered based on the variation in tie line power and change in frequency in both the areas. MATLAB/SIMULINK was used as a simulation tool. Simulation results reveal that ITAE is a better objective function than ISE. Performances of optimization algorithms are also compared and it was found that genetic algorithm gives better results than particle swarm optimization algorithm for the problems of AGC.

Keywords: Area control error, Artificial intelligence, Automatic generation control, Genetic Algorithms and modeling, ISE, ITAE, Particle swarm optimization.

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2129 Fault Location Identification in High Voltage Transmission Lines

Authors: Khaled M. El Naggar

Abstract:

This paper introduces a digital method for fault section identification in transmission lines. The method uses digital set of the measured short circuit current to locate faults in electrical power systems. The digitized current is used to construct a set of overdetermined system of equations. The problem is then constructed and solved using the proposed digital optimization technique to find the fault distance. The proposed optimization methodology is an application of simulated annealing optimization technique. The method is tested using practical case study to evaluate the proposed method. The accurate results obtained show that the algorithm can be used as a powerful tool in the area of power system protection.

Keywords: Optimization, estimation, faults, measurement, high voltage, simulated annealing.

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2128 Application of Ant Colony Optimization for Multi-objective Production Problems

Authors: Teerapun Saeheaw, Nivit Charoenchai, Wichai Chattinnawat

Abstract:

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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2127 Testing the Performance of Rival Warehousing Policies through Discrete Event Simulation

Authors: João Vilas-Boas, Abdul Suleman, Luis Moreira

Abstract:

This research tested the performance of alternative warehouse designs concerning the picking process. The chosen performance measures were Travel Distance and Total Fulfilment Time. An explanatory case study was built up around a model implemented with SIMUL8. Hypotheses were set by selecting outcomes from the literature survey matching popular empirical findings. 17.4% reductions were found for Total Fulfilment Time and Resource Utilisation. The latter was then used as a proxy for operational efficiency. Literal replication of theoretical data-patterns was considered as an internal validity sign. Assessing the estimated changes benefits ahead of implementation was found to be a contribution to practice.

Keywords: Warehouse discrete-event simulation, Storage policy selection and assessment, Performance evaluation of order picking.

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2126 A Query Optimization Strategy for Autonomous Distributed Database Systems

Authors: Dina K. Badawy, Dina M. Ibrahim, Alsayed A. Sallam

Abstract:

Distributed database is a collection of logically related databases that cooperate in a transparent manner. Query processing uses a communication network for transmitting data between sites. It refers to one of the challenges in the database world. The development of sophisticated query optimization technology is the reason for the commercial success of database systems, which complexity and cost increase with increasing number of relations in the query. Mariposa, query trading and query trading with processing task-trading strategies developed for autonomous distributed database systems, but they cause high optimization cost because of involvement of all nodes in generating an optimal plan. In this paper, we proposed a modification on the autonomous strategy K-QTPT that make the seller’s nodes with the lowest cost have gradually high priorities to reduce the optimization time. We implement our proposed strategy and present the results and analysis based on those results.

Keywords: Autonomous strategies, distributed database systems, high priority, query optimization.

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2125 Wind Power Forecast Error Simulation Model

Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

Abstract:

One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: Wind power, Uncertainty, Stochastic process, Monte Carlo simulation.

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2124 Testing a Flexible Manufacturing System Facility Production Capacity through Discrete Event Simulation: Automotive Case Study

Authors: Justyna Rybicka, Ashutosh Tiwari, Shane Enticott

Abstract:

In the age of automation and computation aiding manufacturing, it is clear that manufacturing systems have become more complex than ever before. Although technological advances provide the capability to gain more value with fewer resources, sometimes utilisation of the manufacturing capabilities available to organisations is difficult to achieve. Flexible manufacturing systems (FMS) provide a unique capability to manufacturing organisations where there is a need for product range diversification by providing line efficiency through production flexibility. This is very valuable in trend driven production set-ups or niche volume production requirements. Although FMS provides flexible and efficient facilities, its optimal set-up is key in achieving production performance. As many variables are interlinked due to the flexibility provided by the FMS, analytical calculations are not always sufficient to predict the FMS’ performance. Simulation modelling is capable of capturing the complexity and constraints associated with FMS. This paper demonstrates how discrete event simulation (DES) can address complexity in an FMS to optimise the production line performance. A case study of an automotive FMS is presented. The DES model demonstrates different configuration options depending on prioritising objectives: utilisation and throughput. Additionally, this paper provides insight into understanding the impact of system set-up constraints on the FMS performance and demonstrates the exploration into the optimal production set-up.

Keywords: Automotive, capacity performance, discrete event simulation, flexible manufacturing system.

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2123 The Study of the Discrete Risk Model with Random Income

Authors: Peichen Zhao

Abstract:

In this paper, we extend the compound binomial model to the case where the premium income process, based on a binomial process, is no longer a linear function. First, a mathematically recursive formula is derived for non ruin probability, and then, we examine the expected discounted penalty function, satisfy a defect renewal equation. Third, the asymptotic estimate for the expected discounted penalty function is then given. Finally, we give two examples of ruin quantities to illustrate applications of the recursive formula and the asymptotic estimate for penalty function.

Keywords: Discounted penalty function, compound binomial process, recursive formula, discrete renewal equation, asymptotic estimate.

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2122 Using Multi-Objective Particle Swarm Optimization for Bi-objective Multi-Mode Resource-Constrained Project Scheduling Problem

Authors: Fatemeh Azimi, Razeeh Sadat Aboutalebi, Amir Abbas Najafi

Abstract:

In this paper the multi-mode resource-constrained project scheduling problem with discounted cash flows is considered. Minimizing the makespan and maximization the net present value (NPV) are the two common objectives that have been investigated in the literature. We apply one evolutionary algorithm named multiobjective particle swarm optimization (MOPSO) to find Pareto front solutions. We used standard sets of instances from the project scheduling problem library (PSPLIB). The results are computationally compared respect to different metrics taken from the literature on evolutionary multi-objective optimization.

Keywords: Evolutionary multi-objective optimization makespan, multi-mode, resource constraint, net present value.

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