Search results for: ATM cash replenishment problem
3202 An Approach to Polynomial Curve Comparison in Geometric Object Database
Authors: Chanon Aphirukmatakun, Natasha Dejdumrong
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In image processing and visualization, comparing two bitmapped images needs to be compared from their pixels by matching pixel-by-pixel. Consequently, it takes a lot of computational time while the comparison of two vector-based images is significantly faster. Sometimes these raster graphics images can be approximately converted into the vector-based images by various techniques. After conversion, the problem of comparing two raster graphics images can be reduced to the problem of comparing vector graphics images. Hence, the problem of comparing pixel-by-pixel can be reduced to the problem of polynomial comparisons. In computer aided geometric design (CAGD), the vector graphics images are the composition of curves and surfaces. Curves are defined by a sequence of control points and their polynomials. In this paper, the control points will be considerably used to compare curves. The same curves after relocated or rotated are treated to be equivalent while two curves after different scaled are considered to be similar curves. This paper proposed an algorithm for comparing the polynomial curves by using the control points for equivalence and similarity. In addition, the geometric object-oriented database used to keep the curve information has also been defined in XML format for further used in curve comparisons.Keywords: Bezier curve, Said-Ball curve, Wang-Ball curve, DP curve, CAGD, comparison, geometric object database.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22183201 A Hybrid Genetic Algorithm for the Sequence Dependent Flow-Shop Scheduling Problem
Authors: Mohammad Mirabi
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Flow-shop scheduling problem (FSP) deals with the scheduling of a set of jobs that visit a set of machines in the same order. The FSP is NP-hard, which means that an efficient algorithm for solving the problem to optimality is unavailable. To meet the requirements on time and to minimize the make-span performance of large permutation flow-shop scheduling problems in which there are sequence dependent setup times on each machine, this paper develops one hybrid genetic algorithms (HGA). Proposed HGA apply a modified approach to generate population of initial chromosomes and also use an improved heuristic called the iterated swap procedure to improve initial solutions. Also the author uses three genetic operators to make good new offspring. The results are compared to some recently developed heuristics and computational experimental results show that the proposed HGA performs very competitively with respect to accuracy and efficiency of solution.Keywords: Hybrid genetic algorithm, Scheduling, Permutationflow-shop, Sequence dependent
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18813200 Algorithm for Reconstructing 3D-Binary Matrix with Periodicity Constraints from Two Projections
Authors: V. Masilamani, Kamala Krithivasan
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We study the problem of reconstructing a three dimensional binary matrices whose interiors are only accessible through few projections. Such question is prominently motivated by the demand in material science for developing tool for reconstruction of crystalline structures from their images obtained by high-resolution transmission electron microscopy. Various approaches have been suggested to reconstruct 3D-object (crystalline structure) by reconstructing slice of the 3D-object. To handle the ill-posedness of the problem, a priori information such as convexity, connectivity and periodicity are used to limit the number of possible solutions. Formally, 3Dobject (crystalline structure) having a priory information is modeled by a class of 3D-binary matrices satisfying a priori information. We consider 3D-binary matrices with periodicity constraints, and we propose a polynomial time algorithm to reconstruct 3D-binary matrices with periodicity constraints from two orthogonal projections.
Keywords: 3D-Binary Matrix Reconstruction, Computed Tomography, Discrete Tomography, Integral Max Flow Problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 48933199 Application of Transportation Linear Programming Algorithms to Cost Reduction in Nigeria Soft Drinks Industry
Authors: A. O. Salami
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The transportation problems are primarily concerned with the optimal way in which products produced at different plants (supply origins) are transported to a number of warehouses or customers (demand destinations). The objective in a transportation problem is to fully satisfy the destination requirements within the operating production capacity constraints at the minimum possible cost. The objective of this study is to determine ways of minimizing transportation cost in order to maximum profit. Data were sourced from the records of the Distribution Department of 7-Up Bottling Company Plc., Ilorin, Kwara State, Nigeria. The data were computed and analyzed using the three methods of solving transportation problem. The result shows that the three methods produced the same total transportation costs amounting to N1, 358, 019, implying that any of the method can be adopted by the company in transporting its final products to the wholesale dealers in order to minimize total production cost.
Keywords: Allocation problem, Cost Minimization, Distribution system, Resources utilization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 88023198 Finding Pareto Optimal Front for the Multi-Mode Time, Cost Quality Trade-off in Project Scheduling
Authors: H. Iranmanesh, M. R. Skandari, M. Allahverdiloo
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Project managers are the ultimate responsible for the overall characteristics of a project, i.e. they should deliver the project on time with minimum cost and with maximum quality. It is vital for any manager to decide a trade-off between these conflicting objectives and they will be benefited of any scientific decision support tool. Our work will try to determine optimal solutions (rather than a single optimal solution) from which the project manager will select his desirable choice to run the project. In this paper, the problem in project scheduling notated as (1,T|cpm,disc,mu|curve:quality,time,cost) will be studied. The problem is multi-objective and the purpose is finding the Pareto optimal front of time, cost and quality of a project (curve:quality,time,cost), whose activities belong to a start to finish activity relationship network (cpm) and they can be done in different possible modes (mu) which are non-continuous or discrete (disc), and each mode has a different cost, time and quality . The project is constrained to a non-renewable resource i.e. money (1,T). Because the problem is NP-Hard, to solve the problem, a meta-heuristic is developed based on a version of genetic algorithm specially adapted to solve multi-objective problems namely FastPGA. A sample project with 30 activities is generated and then solved by the proposed method.Keywords: FastPGA, Multi-Execution Activity Mode, ParetoOptimality, Project Scheduling, Time-Cost-Quality Trade-Off.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16843197 A Meta-Heuristic Algorithm for Set Covering Problem Based on Gravity
Authors: S. Raja Balachandar, K. Kannan
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A new Meta heuristic approach called "Randomized gravitational emulation search algorithm (RGES)" for solving large size set covering problems has been designed. This algorithm is found upon introducing randomization concept along with the two of the four primary parameters -velocity- and -gravity- in physics. A new heuristic operator is introduced in the domain of RGES to maintain feasibility specifically for the set covering problem to yield best solutions. The performance of this algorithm has been evaluated on a large set of benchmark problems from OR-library. Computational results showed that the randomized gravitational emulation search algorithm - based heuristic is capable of producing high quality solutions. The performance of this heuristic when compared with other existing heuristic algorithms is found to be excellent in terms of solution quality.
Keywords: Set covering problem, velocity, gravitational force, Newton's law, meta heuristic, combinatorial optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22313196 Mathematical Programming on Multivariate Calibration Estimation in Stratified Sampling
Authors: Dinesh Rao, M.G.M. Khan, Sabiha Khan
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Calibration estimation is a method of adjusting the original design weights to improve the survey estimates by using auxiliary information such as the known population total (or mean) of the auxiliary variables. A calibration estimator uses calibrated weights that are determined to minimize a given distance measure to the original design weights while satisfying a set of constraints related to the auxiliary information. In this paper, we propose a new multivariate calibration estimator for the population mean in the stratified sampling design, which incorporates information available for more than one auxiliary variable. The problem of determining the optimum calibrated weights is formulated as a Mathematical Programming Problem (MPP) that is solved using the Lagrange multiplier technique.Keywords: Calibration estimation, Stratified sampling, Multivariate auxiliary information, Mathematical programming problem, Lagrange multiplier technique.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19523195 Application of Pattern Search Method to Power System Security Constrained Economic Dispatch
Authors: A. K. Al-Othman, K. M. EL-Nagger
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Direct search methods are evolutionary algorithms used to solve optimization problems. (DS) methods do not require any information about the gradient of the objective function at hand while searching for an optimum solution. One of such methods is Pattern Search (PS) algorithm. This paper presents a new approach based on a constrained pattern search algorithm to solve a security constrained power system economic dispatch problem (SCED). Operation of power systems demands a high degree of security to keep the system satisfactorily operating when subjected to disturbances, while and at the same time it is required to pay attention to the economic aspects. Pattern recognition technique is used first to assess dynamic security. Linear classifiers that determine the stability of electric power system are presented and added to other system stability and operational constraints. The problem is formulated as a constrained optimization problem in a way that insures a secure-economic system operation. Pattern search method is then applied to solve the constrained optimization formulation. In particular, the method is tested using one system. Simulation results of the proposed approach are compared with those reported in literature. The outcome is very encouraging and proves that pattern search (PS) is very applicable for solving security constrained power system economic dispatch problem (SCED).
Keywords: Security Constrained Economic Dispatch, Direct Search method, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22073194 Inverse Problem Methodology for the Measurement of the Electromagnetic Parameters Using MLP Neural Network
Authors: T. Hacib, M. R. Mekideche, N. Ferkha
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This paper presents an approach which is based on the use of supervised feed forward neural network, namely multilayer perceptron (MLP) neural network and finite element method (FEM) to solve the inverse problem of parameters identification. The approach is used to identify unknown parameters of ferromagnetic materials. The methodology used in this study consists in the simulation of a large number of parameters in a material under test, using the finite element method (FEM). Both variations in relative magnetic permeability and electrical conductivity of the material under test are considered. Then, the obtained results are used to generate a set of vectors for the training of MLP neural network. Finally, the obtained neural network is used to evaluate a group of new materials, simulated by the FEM, but not belonging to the original dataset. Noisy data, added to the probe measurements is used to enhance the robustness of the method. The reached results demonstrate the efficiency of the proposed approach, and encourage future works on this subject.Keywords: Inverse problem, MLP neural network, parametersidentification, FEM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17643193 Upper Bound of the Generalize p-Value for the Behrens-Fisher Problem with a Known Ratio of Variances
Authors: Rada Somkhuean, Suparat Niwitpong, Sa-aat Niwitpong
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This paper presents the generalized p-values for testing the Behrens-Fisher problem when a ratio of variance is known. We also derive a closed form expression of the upper bound of the proposed generalized p-value.
Keywords: Generalized p-value, hypothesis testing, ratio of variances, upper bound.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12333192 Posture Stabilization of Kinematic Model of Differential Drive Robots via Lyapunov-Based Control Design
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In this paper, the problem of posture stabilization for a kinematic model of differential drive robots is studied. A more complex model of the kinematics of differential drive robots is used for the design of stabilizing control. This model is formulated in terms of the physical parameters of the system such as the radius of the wheels, and velocity of the wheels are the control inputs of it. In this paper, the framework of Lyapunov-based control design has been used to solve posture stabilization problem for the comprehensive model of differential drive robots. The results of the simulations show that the devised controller successfully solves the posture regulation problem. Finally, robustness and performance of the controller have been studied under system parameter uncertainty.Keywords: Differential drive robots, nonlinear control, Lyapunov-based control design, posture regulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17973191 Decision Maturity Framework: Introducing Maturity In Heuristic Search
Authors: Ayed Salman, Fawaz Al-Anzi, Aseel Al-Minayes
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Heuristics-based search methodologies normally work on searching a problem space of possible solutions toward finding a “satisfactory" solution based on “hints" estimated from the problem-specific knowledge. Research communities use different types of methodologies. Unfortunately, most of the times, these hints are immature and can lead toward hindering these methodologies by a premature convergence. This is due to a decrease of diversity in search space that leads to a total implosion and ultimately fitness stagnation of the population. In this paper, a novel Decision Maturity framework (DMF) is introduced as a solution to this problem. The framework simply improves the decision on the direction of the search by materializing hints enough before using them. Ideas from this framework are injected into the particle swarm optimization methodology. Results were obtained under both static and dynamic environment. The results show that decision maturity prevents premature converges to a high degree.Keywords: Heuristic Search, hints, Particle Swarm Optimization, Decision Maturity Framework.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13553190 Two Iterative Algorithms to Compute the Bisymmetric Solution of the Matrix Equation A1X1B1 + A2X2B2 + ... + AlXlBl = C
Authors: A.Tajaddini
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In this paper, two matrix iterative methods are presented to solve the matrix equation A1X1B1 + A2X2B2 + ... + AlXlBl = C the minimum residual problem l i=1 AiXiBi−CF = minXi∈BRni×ni l i=1 AiXiBi−CF and the matrix nearness problem [X1, X2, ..., Xl] = min[X1,X2,...,Xl]∈SE [X1,X2, ...,Xl] − [X1, X2, ..., Xl]F , where BRni×ni is the set of bisymmetric matrices, and SE is the solution set of above matrix equation or minimum residual problem. These matrix iterative methods have faster convergence rate and higher accuracy than former methods. Paige’s algorithms are used as the frame method for deriving these matrix iterative methods. The numerical example is used to illustrate the efficiency of these new methods.
Keywords: Bisymmetric matrices, Paige’s algorithms, Least square.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13933189 A TRIZ-based Approach to Generation of Service-supporting Product Concepts
Authors: Seungkyum Kim, Yongtae Park
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Recently, business environment and customer needs have become rapidly changing, hence it is very difficult to fulfill sophisticated customer needs by product or service innovation only. In practice, to cope with this problem, various manufacturing companies have developed services to combine with their products. Along with this, many academic studies on PSS (Product Service System) which is the integrated system of products and services have been conducted from the viewpoint of manufacturers. On the other hand, service providers are also attempting to develop service-supporting products to increase their service competitiveness and provide differentiated value. However, there is a lack of research based on the service-centric point of view. Accordingly, this paper proposes a concept generation method for service-supporting product development from the service-centric point of view. This method is designed to be executed in five consecutive steps: situation analysis, problem definition, problem resolution, solution evaluation, and concept generation. In the proposed approach, some tools of TRIZ (Theory of Solving Inventive Problem) such as ISQ (Innovative Situation Questionnaire) and 40 inventive principles are employed in order to define problems of the current services and solve them by generating service-supporting product concepts. This research contributes to the development of service-supporting products and service-centric PSSs.Keywords: TRIZ, PSS (Product Service System), service-supporting product, concept generation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19283188 Finding Pareto Optimal Front for the Multi- Mode Time, Cost Quality Trade-off in Project Scheduling
Authors: H. Iranmanesh, M. R. Skandari, M. Allahverdiloo
Abstract:
Project managers are the ultimate responsible for the overall characteristics of a project, i.e. they should deliver the project on time with minimum cost and with maximum quality. It is vital for any manager to decide a trade-off between these conflicting objectives and they will be benefited of any scientific decision support tool. Our work will try to determine optimal solutions (rather than a single optimal solution) from which the project manager will select his desirable choice to run the project. In this paper, the problem in project scheduling notated as (1,T|cpm,disc,mu|curve:quality,time,cost) will be studied. The problem is multi-objective and the purpose is finding the Pareto optimal front of time, cost and quality of a project (curve:quality,time,cost), whose activities belong to a start to finish activity relationship network (cpm) and they can be done in different possible modes (mu) which are non-continuous or discrete (disc), and each mode has a different cost, time and quality . The project is constrained to a non-renewable resource i.e. money (1,T). Because the problem is NP-Hard, to solve the problem, a meta-heuristic is developed based on a version of genetic algorithm specially adapted to solve multi-objective problems namely FastPGA. A sample project with 30 activities is generated and then solved by the proposed method.Keywords: FastPGA, Multi-Execution Activity Mode, Pareto Optimality, Project Scheduling, Time-Cost-Quality Trade-Off.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18073187 Constraint Based Frequent Pattern Mining Technique for Solving GCS Problem
Authors: First G.M. Karthik, Second Ramachandra.V.Pujeri, Dr.
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Generalized Center String (GCS) problem are generalized from Common Approximate Substring problem and Common substring problems. GCS are known to be NP-hard allowing the problems lies in the explosion of potential candidates. Finding longest center string without concerning the sequence that may not contain any motifs is not known in advance in any particular biological gene process. GCS solved by frequent pattern-mining techniques and known to be fixed parameter tractable based on the fixed input sequence length and symbol set size. Efficient method known as Bpriori algorithms can solve GCS with reasonable time/space complexities. Bpriori 2 and Bpriori 3-2 algorithm are been proposed of any length and any positions of all their instances in input sequences. In this paper, we reduced the time/space complexity of Bpriori algorithm by Constrained Based Frequent Pattern mining (CBFP) technique which integrates the idea of Constraint Based Mining and FP-tree mining. CBFP mining technique solves the GCS problem works for all center string of any length, but also for the positions of all their mutated copies of input sequence. CBFP mining technique construct TRIE like with FP tree to represent the mutated copies of center string of any length, along with constraints to restraint growth of the consensus tree. The complexity analysis for Constrained Based FP mining technique and Bpriori algorithm is done based on the worst case and average case approach. Algorithm's correctness compared with the Bpriori algorithm using artificial data is shown.Keywords: Constraint Based Mining, FP tree, Data mining, GCS problem, CBFP mining technique.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17023186 A New Heuristic for Improving the Performance of Genetic Algorithm
Authors: Warattapop Chainate, Peeraya Thapatsuwan, Pupong Pongcharoen
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The hybridisation of genetic algorithm with heuristics has been shown to be one of an effective way to improve its performance. In this work, genetic algorithm hybridised with four heuristics including a new heuristic called neighbourhood improvement were investigated through the classical travelling salesman problem. The experimental results showed that the proposed heuristic outperformed other heuristics both in terms of quality of the results obtained and the computational time.Keywords: Genetic Algorithm, Hybridisation, Metaheuristics, Travelling Salesman Problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18483185 Investigation and Congestion Management to Solvethe Over-Load Problem of Shiraz Substation in FREC
Authors: M Nayeripour, E. Azad, A. Roosta, T. Niknam
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In this paper, the transformers over-load problem of Shiraz substation in Fars Regional Electric Company (FREC) is investigated for a period of three years plan. So the suggestions for using phase shifting transformer (PST) and unified power flow controller (UPFC) in order to solve this problem are examined in details and finally, some economical and practical designs will be given in order to solve the related problems. Practical consideration and using the basic and fundamental concept of powers in transmission lines in order to find the economical design are the main advantages of this research. The simulation results of the integrated overall system with different designs compare them base on economical and practical aspects to solve the over-load and loss-reduction.
Keywords: Congestion management, Phase shifting transformer(PST), Unified power flow controller (UPFC), Transmission lines.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20023184 A Reproduction of Boundary Conditions in Three-Dimensional Continuous Casting Problem
Authors: Iwona Nowak, Jacek Smolka, Andrzej J. Nowak
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The paper discusses a 3D numerical solution of the inverse boundary problem for a continuous casting process of alloy. The main goal of the analysis presented within the paper was to estimate heat fluxes along the external surface of the ingot. The verified information on these fluxes was crucial for a good design of a mould, effective cooling system and generally the whole caster. In the study an enthalpy-porosity technique implemented in Fluent package was used for modeling the solidification process. In this method, the phase change interface was determined on the basis of the liquid fraction approach. In inverse procedure the sensitivity analysis was applied for retrieving boundary conditions. A comparison of the measured and retrieved values showed a high accuracy of the computations. Additionally, the influence of the accuracy of measurements on the estimated heat fluxes was also investigated.
Keywords: Boundary inverse problem, sensitivity analysis, continuous casting, numerical simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15263183 Solving Single Machine Total Weighted Tardiness Problem Using Gaussian Process Regression
Authors: Wanatchapong Kongkaew
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This paper proposes an application of probabilistic technique, namely Gaussian process regression, for estimating an optimal sequence of the single machine with total weighted tardiness (SMTWT) scheduling problem. In this work, the Gaussian process regression (GPR) model is utilized to predict an optimal sequence of the SMTWT problem, and its solution is improved by using an iterated local search based on simulated annealing scheme, called GPRISA algorithm. The results show that the proposed GPRISA method achieves a very good performance and a reasonable trade-off between solution quality and time consumption. Moreover, in the comparison of deviation from the best-known solution, the proposed mechanism noticeably outperforms the recently existing approaches.
Keywords: Gaussian process regression, iterated local search, simulated annealing, single machine total weighted tardiness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22353182 Model Updating-Based Approach for Damage Prognosis in Frames via Modal Residual Force
Authors: Gholamreza Ghodrati Amiri, Mojtaba Jafarian Abyaneh, Ali Zare Hosseinzadeh
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This paper presents an effective model updating strategy for damage localization and quantification in frames by defining damage detection problem as an optimization issue. A generalized version of the Modal Residual Force (MRF) is employed for presenting a new damage-sensitive cost function. Then, Grey Wolf Optimization (GWO) algorithm is utilized for solving suggested inverse problem and the global extremums are reported as damage detection results. The applicability of the presented method is investigated by studying different damage patterns on the benchmark problem of the IASC-ASCE, as well as a planar shear frame structure. The obtained results emphasize good performance of the method not only in free-noise cases, but also when the input data are contaminated with different levels of noises.Keywords: Frame, grey wolf optimization algorithm, modal residual force, structural damage detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14953181 A Meta-Heuristic Algorithm for Vertex Covering Problem Based on Gravity
Authors: S. Raja Balachandar, K.Kannan
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A new Meta heuristic approach called "Randomized gravitational emulation search algorithm (RGES)" for solving vertex covering problems has been designed. This algorithm is found upon introducing randomization concept along with the two of the four primary parameters -velocity- and -gravity- in physics. A new heuristic operator is introduced in the domain of RGES to maintain feasibility specifically for the vertex covering problem to yield best solutions. The performance of this algorithm has been evaluated on a large set of benchmark problems from OR-library. Computational results showed that the randomized gravitational emulation search algorithm - based heuristic is capable of producing high quality solutions. The performance of this heuristic when compared with other existing heuristic algorithms is found to be excellent in terms of solution quality.
Keywords: Vertex covering Problem, Velocity, Gravitational Force, Newton's Law, Meta Heuristic, Combinatorial optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20103180 Optimal Allocation Between Subprime Structured Mortgage Products and Treasuries
Authors: MP. Mulaudzi, MA. Petersen, J. Mukuddem-Petersen , IM. Schoeman, B. de Waal, JM. Manale
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This conference paper discusses a risk allocation problem for subprime investing banks involving investment in subprime structured mortgage products (SMPs) and Treasuries. In order to solve this problem, we develop a L'evy process-based model of jump diffusion-type for investment choice in subprime SMPs and Treasuries. This model incorporates subprime SMP losses for which credit default insurance in the form of credit default swaps (CDSs) can be purchased. In essence, we solve a mean swap-at-risk (SaR) optimization problem for investment which determines optimal allocation between SMPs and Treasuries subject to credit risk protection via CDSs. In this regard, SaR is indicative of how much protection investors must purchase from swap protection sellers in order to cover possible losses from SMP default. Here, SaR is defined in terms of value-at-risk (VaR). Finally, we provide an analysis of the aforementioned optimization problem and its connections with the subprime mortgage crisis (SMC).
Keywords: Investors; Jump Diffusion Process, Structured Mortgage Products, Treasuries, Credit Risk, Credit Default Swaps, Tranching Risk, Counterparty Risk, Value-at-Risk, Swaps-at-Risk, Subprime Mortgage Crisis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17313179 Numerical Simulation of the Kurtosis Effect on the EHL Problem
Authors: S. Gao, S. Srirattayawong
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In this study, a computational fluid dynamics (CFD) model has been developed for studying the effect of surface roughness profile on the EHL problem. The cylinders contact geometry, meshing and calculation of the conservation of mass and momentum equations are carried out using the commercial software packages ICEMCFD and ANSYS Fluent. The user defined functions (UDFs) for density, viscosity and elastic deformation of the cylinders as the functions of pressure and temperature are defined for the CFD model. Three different surface roughness profiles are created and incorporated into the CFD model. It is found that the developed CFD model can predict the characteristics of fluid flow and heat transfer in the EHL problem, including the main parameters such as pressure distribution, minimal film thickness, viscosity, and density changes. The results obtained show that the pressure profile at the center of the contact area directly relates to the roughness amplitude. A rough surface with kurtosis value of more than 3 has greater influence over the fluctuated shape of pressure distribution than in other cases.
Keywords: CFD, EHL, Kurtosis, Surface roughness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21803178 Evaluation of the Contribution of Starting Pitchers in a Professional Baseball Team by Grey Relational Analysis
Authors: Chih-Cheng Chen, Yung-Tan Lee, Shih-Yang Lee, Shih-Kuei Huang, Tien-Tze Chen, Qiu-Jun Chen
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The evaluation of the contribution of professional baseball starting pitchers is a complex decision-making problem that includes several quantitative attributes. It is considered a type of multi-attribute or multi-criteria decision making (MADM/MCDM) problem. This study proposes a model using the Grey Relational Analysis (GRA) to evaluate the starting pitcher contribution for teams of the Chinese Professional Baseball League. The GRA calculates the individual grey relational degree of each alternative to the positive ideal alternative. An empirical analysis was conducted to show the use of the model for the starting pitcher contribution problem. The results demonstrate the effectiveness and feasibility of the proposed model.Keywords: Starting pitchers, Grey Relational Analysis, Chinese Professional Baseball
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16313177 Methods for Case Maintenance in Case-Based Reasoning
Authors: A. Lawanna, J. Daengdej
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Case-Based Reasoning (CBR) is one of machine learning algorithms for problem solving and learning that caught a lot of attention over the last few years. In general, CBR is composed of four main phases: retrieve the most similar case or cases, reuse the case to solve the problem, revise or adapt the proposed solution, and retain the learned cases before returning them to the case base for learning purpose. Unfortunately, in many cases, this retain process causes the uncontrolled case base growth. The problem affects competence and performance of CBR systems. This paper proposes competence-based maintenance method based on deletion policy strategy for CBR. There are three main steps in this method. Step 1, formulate problems. Step 2, determine coverage and reachability set based on coverage value. Step 3, reduce case base size. The results obtained show that this proposed method performs better than the existing methods currently discussed in literature.Keywords: Case-Based Reasoning, Case Base Maintenance, Coverage, Reachability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16553176 Automatic Clustering of Gene Ontology by Genetic Algorithm
Authors: Razib M. Othman, Safaai Deris, Rosli M. Illias, Zalmiyah Zakaria, Saberi M. Mohamad
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Nowadays, Gene Ontology has been used widely by many researchers for biological data mining and information retrieval, integration of biological databases, finding genes, and incorporating knowledge in the Gene Ontology for gene clustering. However, the increase in size of the Gene Ontology has caused problems in maintaining and processing them. One way to obtain their accessibility is by clustering them into fragmented groups. Clustering the Gene Ontology is a difficult combinatorial problem and can be modeled as a graph partitioning problem. Additionally, deciding the number k of clusters to use is not easily perceived and is a hard algorithmic problem. Therefore, an approach for solving the automatic clustering of the Gene Ontology is proposed by incorporating cohesion-and-coupling metric into a hybrid algorithm consisting of a genetic algorithm and a split-and-merge algorithm. Experimental results and an example of modularized Gene Ontology in RDF/XML format are given to illustrate the effectiveness of the algorithm.
Keywords: Automatic clustering, cohesion-and-coupling metric, gene ontology; genetic algorithm, split-and-merge algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19553175 Optimizing Network Latency with Fast Path Assignment for Incoming Flows
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Various flows in the network require to go through different types of middlebox. The improper placement of network middlebox and path assignment for flows could greatly increase the network latency and also decrease the performance of network. Minimizing the total end to end latency of all the ows requires to assign path for the incoming flows. In this paper, the flow path assignment problem in regard to the placement of various kinds of middlebox is studied. The flow path assignment problem is formulated to a linear programming problem, which is very time consuming. On the other hand, a naive greedy algorithm is studied. Which is very fast but causes much more latency than the linear programming algorithm. At last, the paper presents a heuristic algorithm named FPA, which takes bottleneck link information and estimated bandwidth occupancy into consideration, and achieves near optimal latency in much less time. Evaluation results validate the effectiveness of the proposed algorithm.Keywords: Latency, Fast path assignment, Bottleneck link.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5933174 Skin Effect: A Natural Phenomenon for Minimization of Ground Bounce in VLSI RC Interconnect
Authors: Shilpi Lavania
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As the frequency of operation has attained a range of GHz and signal rise time continues to increase interconnect technology is suffering due to various high frequency effects as well as ground bounce problem. In some recent studies a high frequency effect i.e. skin effect has been modeled and its drawbacks have been discussed. This paper strives to make an impression on the advantage side of modeling skin effect for interconnect line. The proposed method has considered a CMOS with RC interconnect. Delay and noise considering ground bounce problem and with skin effect are discussed. The simulation results reveal an advantage of considering skin effect for minimization of ground bounce problem during the working of the model. Noise and delay variations with temperature are also presented.
Keywords: Interconnect, Skin effect, Ground Bounce, Delay, Noise.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31383173 A Memetic Algorithm for an Energy-Costs-Aware Flexible Job-Shop Scheduling Problem
Authors: Christian Böning, Henrik Prinzhorn, Eric C. Hund, Malte Stonis
Abstract:
In this article, the flexible job-shop scheduling problem is extended by consideration of energy costs which arise owing to the power peak, and further decision variables such as work in process and throughput time are incorporated into the objective function. This enables a production plan to be simultaneously optimized in respect of the real arising energy and logistics costs. The energy-costs-aware flexible job-shop scheduling problem (EFJSP) which arises is described mathematically, and a memetic algorithm (MA) is presented as a solution. In the MA, the evolutionary process is supplemented with a local search. Furthermore, repair procedures are used in order to rectify any infeasible solutions that have arisen in the evolutionary process. The potential for lowering the real arising costs of a production plan through consideration of energy consumption levels is highlighted.
Keywords: Energy costs, flexible job-shop scheduling, memetic algorithm, power peak.
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