Search results for: mixed integer linear programming.

Authors: Irwin Ma, Tony Wong, Thiagas Sankar

Abstract:

By systematically applying different engineering methods, difficult financial problems become approachable. Using a combination of theory and techniques such as wavelet transform, time series data mining, Markov chain based discrete stochastic optimization, and evolutionary algorithms, this work formulated a strategy to characterize and forecast non-linear time series. It attempted to extract typical features from the volatility data sets of S&P100 and S&P500 indices that include abrupt drops, jumps and other non-linearity. As a result, accuracy of forecasting has reached an average of over 75% surpassing any other publicly available results on the forecast of any financial index.

Keywords: Discrete stochastic optimization, genetic algorithms, genetic programming, volatility forecast

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Authors: M. Boudjerda, B. Touaibia, M. K. Mihoubi

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In Algeria agricultural irrigation is the primary water consuming sector followed by the domestic and industrial sectors. Economic development in the last decade has weighed heavily on water resources which are relatively limited and gradually decreasing to the detriment of agriculture. The research presented in this paper focuses on the optimization of irrigation water demand. Dynamic Programming-Neural Network (DPNN) method is applied to investigate reservoir optimization. The optimal operation rule is formulated to minimize the gap between water release and water irrigation demand. As a case study, Foum El-Gherza dam’s reservoir system in south of Algeria has been selected to examine our proposed optimization model. The application of DPNN method allowed increasing the satisfaction rate (SR) from 12.32% to 55%. In addition, the operation rule generated showed more reliable and resilience operation for the examined case study.

Keywords: ater management, agricultural demand, dam and reservoir operation, Foum el-Gherza dam, dynamic programming, artificial neural network.

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Authors: Rochdi Omami, Mohamed Omami, Raouf Ouni

Abstract:

Let n ≥ 3 be an integer and p be a prime odd number. Let us consider Gp(n) the subgroup of (Z/nZ)* defined by : Gp(n) = {x ∈ (Z/nZ)* / xp = 1}. In this paper, we give an algorithm that computes a generating set of this subgroup.

Keywords: Group, p-th roots, modulo, unity.

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Authors: J. Y. Woo, J. Lee, N. Kim, C.-S. Han

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This paper reports on the enhanced photoluminescence (PL) of nanocomposites through the layered structuring of phosphor and quantum dot (QD). Green phosphor of Sr2SiO4:Eu, red QDs of CdSe/CdS/CdZnS/ZnS core-multishell, and thermo-curable resin were used for this study. Two kinds of composite (layered and mixed) were prepared, and the schemes for optical energy transfer between QD and phosphor were suggested and investigated based on PL decay characteristics. It was found that the layered structure is more effective than the mixed one in the respects of PL intensity, PL decay and thermal loss. When this layered nanocomposite (QDs on phosphor) is used to make white light emitting diode (LED), the brightness is increased by 37 %, and the color rendering index (CRI) value is raised to 88.4 compared to the mixed case of 80.4.

Keywords: Quantum Dot, Nanocomposites, Photoluminescence, Light Emitting Diode

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Authors: A. M. Sagir

Abstract:

In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different four discrete schemes, each of order (5,5,5,5)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block methods are tested on linear and non-linear ordinary differential equations and the results obtained compared favorably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.

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Authors: Armend Sh. Shabani

Abstract:

Let D ≠ 1 be a positive non-square integer. In this paper are given the proofs for two conjectures related to Pell-s equation x2 -Dy2 = ± 4, proposed by A. Tekcan.

Keywords: Pell's equation, solutions of Pell's equation.

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Authors: Erika Yamaguchi, Sirawadee Arunyanrt, Shunichi Ohmori, Kazuho Yoshimoto

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In this paper, we suggest a simulation tool to make a decision of monthly production planning for maximizing a profit of Specialty store retailer of Private label Apparel (SPA) firms. Most of SPA firms are fabless and make outsourcing deals for productions with factories of their subcontractors. Every month, SPA firms make a booking for production lines and manpower in the factories. The booking is conducted a few months in advance based on a demand prediction and a monthly production planning at that time. However, the demand prediction is updated month by month, and the monthly production planning would change to meet the latest demand prediction. Then, SPA firms have to change the capacities initially booked within a certain range to suit to the monthly production planning. The booking system is called “capacity-booking”. These days, though it is an issue for SPA firms to make precise monthly production planning, many firms are still conducting the production planning by empirical rules. In addition, it is also a challenge for SPA firms to match their products and factories with considering their demand predictabilities and regulation abilities. In this paper, we suggest a model for considering these two issues. An objective is to maximize a total profit of certain periods, which is sales minus costs of production, inventory, and capacity-booking penalty. To make a better monthly production planning at SPA firms, these points should be considered: demand predictabilities by random trends, previous and next month’s production planning of the target month, and regulation abilities of the capacity-booking. To decide matching products and factories for outsourcing, it is important to consider seasonality, volume, and predictability of each product, production possibility, size, and regulation ability of each factory. SPA firms have to consider these constructions and decide orders with several factories per one product. We modeled these issues as a linear programming. To validate the model, an example of several computational experiments with a SPA firm is presented. We suppose four typical product groups: basic, seasonal (Spring / Summer), seasonal (Fall / Winter), and spot product. As a result of the experiments, a monthly production planning was provided. In the planning, demand predictabilities from random trend are reduced by producing products which are different product types. Moreover, priorities to produce are given to high-margin products. In conclusion, we developed a simulation tool to make a decision of monthly production planning which is useful when the production planning is set every month. We considered the features of capacity-booking, and matching of products and factories which have different features and conditions.

Keywords: Capacity-booking, SPA, monthly production planning, linear programming.

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Authors: Reza Nadimi, Fariborz Jolai

Abstract:

This article combines two techniques: data envelopment analysis (DEA) and Factor analysis (FA) to data reduction in decision making units (DMU). Data envelopment analysis (DEA), a popular linear programming technique is useful to rate comparatively operational efficiency of decision making units (DMU) based on their deterministic (not necessarily stochastic) input–output data and factor analysis techniques, have been proposed as data reduction and classification technique, which can be applied in data envelopment analysis (DEA) technique for reduction input – output data. Numerical results reveal that the new approach shows a good consistency in ranking with DEA.

Keywords: Effectiveness, Decision Making, Data EnvelopmentAnalysis, Factor Analysis

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Authors: Chao Yi, Cunyue Lu, Lingwei Quan

Abstract:

Piezoelectric linear motors have the characteristics of great electromagnetic compatibility, high positioning accuracy, compact structure and no deceleration mechanism, which make it promising to applicate in micro-miniature precision drive systems. However, most piezoelectric motors are employed by flexible clamping, which has insufficient rigidity and is difficult to use in rapid positioning. Another problem is that this clamping method seriously affects the vibration efficiency of the vibrating unit. In order to solve these problems, this paper proposes a piezoelectric stack linear motor based on double-end rigid clamping. First, a piezoelectric linear motor with a length of only 35.5 mm is designed. This motor is mainly composed of a motor stator, a driving foot, a ceramic friction strip, a linear guide, a pre-tightening mechanism and a base. This structure is much simpler and smaller than most similar motors, and it is easy to assemble as well as to realize precise control. In addition, the properties of piezoelectric stack are reviewed and in order to obtain the elliptic motion trajectory of the driving head, a driving scheme of the longitudinal-shear composite stack is innovatively proposed. Finally, impedance analysis and speed performance testing were performed on the piezoelectric linear motor prototype. The motor can measure speed up to 25.5 mm/s under the excitation of signal voltage of 120 V and frequency of 390 Hz. The result shows that the proposed piezoelectric stacked linear motor obtains great performance. It can run smoothly in a large speed range, which is suitable for various precision control in medical images, aerospace, precision machinery and many other fields.

Keywords: Elliptical trajectory, linear motor, piezoelectric stack, rigid clamping.

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Authors: Rafael Jorge Menezes Santos, Ginalber Luiz de Oliveira Serra, Carlos César Teixeira Ferreira

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This paper proposes a methodology for analysis of the dynamic behavior of a robotic manipulator in continuous time. Initially this system (nonlinear system) will be decomposed into linear submodels and analyzed in the context of the Linear and Parameter Varying (LPV) Systems. The obtained linear submodels, which represent the local dynamic behavior of the robotic manipulator in some operating points were grouped in a Takagi-Sugeno fuzzy structure. The obtained fuzzy model was analyzed and validated through analog simulation, as universal approximator of the robotic manipulator.

Keywords: modeling of nonlinear dynamic systems, Takagi- Sugeno fuzzy model, Linear and Parameter Varying (LPV) System.

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Authors: Walid S. Abd El-hamid, Sherif S. El-etriby, Mohiy M. Hadhoud

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This paper presents a new methodology to select test cases from regression test suites. The selection strategy is based on analyzing the dynamic behavior of the applications that written in any programming language. Methods based on dynamic analysis are more safe and efficient. We design a technique that combine the code based technique and model based technique, to allow comparing the object oriented of an application that written in any programming language. We have developed a prototype tool that detect changes and select test cases from test suite.

Keywords: Regression testing, Model based testing, Dynamicbehavior.

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Authors: Kureshi Abdul Kadir, Mohd. Hasan

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Each new semiconductor technology node brings smaller transistors and wires. Although this makes transistors faster, wires get slower. In nano-scale regime, the standard copper (Cu) interconnect will become a major hurdle for FPGA interconnect due to their high resistivity and electromigration. This paper presents the comprehensive evaluation of mixed CNT bundle interconnects and investigates their prospects as energy efficient and high speed interconnect for future FPGA routing architecture. All HSPICE simulations are carried out at operating frequency of 1GHz and it is found that mixed CNT bundle implemented in FPGAs as interconnect can potentially provide a substantial delay and energy reduction over traditional interconnects at 32nm process technology.

Keywords: CMOS, Copper Interconnect, Mixed CNT Bundle Interconnect, FPGAs.

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Authors: Fatemeh Amiri, Caro Lucas, Nasser Yazdani

Abstract:

As the network based technologies become omnipresent, demands to secure networks/systems against threat increase. One of the effective ways to achieve higher security is through the use of intrusion detection systems (IDS), which are a software tool to detect anomalous in the computer or network. In this paper, an IDS has been developed using an improved machine learning based algorithm, Locally Linear Neuro Fuzzy Model (LLNF) for classification whereas this model is originally used for system identification. A key technical challenge in IDS and LLNF learning is the curse of high dimensionality. Therefore a feature selection phase is proposed which is applicable to any IDS. While investigating the use of three feature selection algorithms, in this model, it is shown that adding feature selection phase reduces computational complexity of our model. Feature selection algorithms require the use of a feature goodness measure. The use of both a linear and a non-linear measure - linear correlation coefficient and mutual information- is investigated respectively

Keywords: anomaly Detection, feature selection, Locally Linear Neuro Fuzzy (LLNF), Mutual Information (MI), liner correlation coefficient.

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Authors: Chutima Prommak, Airisa Jantaweetip

Abstract:

This paper presents a hybrid association control scheme that can maintain load balancing among access points in the wireless LANs and can satisfy the quality of service requirements of the multimedia traffic applications. The proposed model is mathematically described as a linear programming model. Simulation study and analysis were conducted in order to demonstrate the performance of the proposed hybrid load balancing and association control scheme. Simulation results shows that the proposed scheme outperforms the other schemes in term of the percentage of blocking and the quality of the data transfer rate providing to the multimedia and real-time applications.

Keywords: Association control, Load balancing, Wireless LANs

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Authors: Mohd Kamir Yusof, Suhailan Dato' Safei

Abstract:

Images are important in disease research, education, and clinical medicine. This paper presents a Web Service Platform (WSP) for support multiple programming languages to access image from biomedical databases. The main function WSP is to allow web users access image from biomedical databases. The WSP will receive web user-s queries. After that, it will send to Querying Server (QS) and the QS will search and retrieve data from biomedical databases. Finally, the information will display to the web users. Simple application is developed and tested for experiment purpose. Result from experiment indicated WSP can be used in biomedical environment.

Keywords: Biomedical, Image, Web Service Platform

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Authors: Kayun Chantarasathaporn, Chonawat Srisa-an

Abstract:

Low power consumption is a major constraint for battery-powered system like computer notebook or PDA. In the past, specialists usually designed both specific optimized equipments and codes to relief this concern. Doing like this could work for quite a long time, however, in this era, there is another significant restraint, the time to market. To be able to serve along the power constraint while can launch products in shorter production period, objectoriented programming (OOP) has stepped in to this field. Though everyone knows that OOP has quite much more overhead than assembly and procedural languages, development trend still heads to this new world, which contradicts with the target of low power consumption. Most of the prior power related software researches reported that OOP consumed much resource, however, as industry had to accept it due to business reasons, up to now, no papers yet had mentioned about how to choose the best OOP practice in this power limited boundary. This article is the pioneer that tries to specify and propose the optimized strategy in writing OOP software under energy concerned environment, based on quantitative real results. The language chosen for studying is C# based on .NET Framework 2.0 which is one of the trendy OOP development environments. The recommendation gotten from this research would be a good roadmap that can help developers in coding that well balances between time to market and time of battery.

Keywords: Low power consumption, object oriented programming, power conscious system, software.

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Authors: Inta Volodko, Valentina Koliskina

Abstract:

Linear stability of wake-shear layers in two-phase shallow flows is analyzed in the present paper. Stability analysis is based on two-dimensional shallow water equations. It is assumed that the fluid contains uniformly distributed solid particles. No dynamic interaction between the carrier fluid and particles is expected in the initial moment. Linear stability curves are obtained for different values of the particle loading parameter, the velocity ratio and the velocity deficit. It is shown that the increase in the velocity ratio destabilizes the flow. The particle loading parameter has a stabilizing effect on the flow. The role of the velocity deficit is also destabilizing: the increase of the velocity deficit leads to less stable flow.

Keywords: Linear stability, Shallow flows, Wake-shear flows.

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Authors: W. Wongthatsanekorn, N. Matheekrieangkrai

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This research proposes Bee Algorithm (BA) to optimize Ready Mixed Concrete (RMC) truck scheduling problem from single batch plant to multiple construction sites. This problem is considered as an NP-hard constrained combinatorial optimization problem. This paper provides the details of the RMC dispatching process and its related constraints. BA was then developed to minimize total waiting time of RMC trucks while satisfying all constraints. The performance of BA is then evaluated on two benchmark problems (3 and 5construction sites) according to previous researchers. The simulation results of BA are compared in term of efficiency and accuracy with Genetic Algorithm (GA) and all problems show that BA approach outperforms GA in term of efficiency and accuracy to obtain optimal solution. Hence, BA approach could be practically implemented to obtain the best schedule.

Keywords: Bee Colony Optimization, Ready Mixed Concrete Problem.

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Authors: Tapano Kumar Hotta, S P Venkateshan

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Steady state experiments have been conducted for natural and mixed convection heat transfer, from five different sized protruding discrete heat sources, placed at the bottom position on a PCB and mounted on a vertical channel. The characteristic length ( Lh ) of heat sources vary from 0.005 to 0.011 m. The study has been done for different range of Reynolds number and modified Grashof number. From the experiment, the surface temperature distribution and the Nusselt number of discrete heat sources have been obtained and the effects of Reynold number and Richardson number on them have been discussed. The objective is to find the rate of heat dissipation from heat sources, by placing them at the bottom position on a PCB and to compare both modes of cooling of heat sources.

Keywords: Discrete heat source, mixed convection, natural convection, vertical channel

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Authors: Wipada Ploysuksai, Pramoch Rangsunvigit, Santi Kulprathipanja

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In this work, effects of catalysts (TiO2, and Nb2O5) were investigated on the hydrogen desorption of Mg(BH4)2. LiBH4 and MgCl2 with 2:1 molar ratio were mixed by using ball milling to prepare Mg(BH4)2. The desorption behaviors were measured by thermo-volumetric apparatus. The hydrogen desorption capacity of the mixed sample milled for 2 h was 4.78 wt% with a 2-step released. The first step occurred at 214 °C and the second step appeared at 374 °C. The addition of 16 wt% Nb2O5 decreased the desorption temperature in the second step about 66 °C and increased the hydrogen desorption capacity to 4.86 wt% hydrogen. The addition of TiO2 also improved the desorption temperature in the second step and the hydrogen desorption capacity. It decreased the desorption temperature about 71°C and showed a high amount of hydrogen, 5.27 wt%, released from the mixed sample. The hydrogen absorption after desorption of Mg(BH4)2 was also studied under 9.5 MPa and 350 °C for 12 h.

Keywords: hydrogen storage, LiBH4, metal hydride, Mg(BH4)2

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Authors: Satoshi Usami

Abstract:

Among various HLM techniques, the Multivariate Hierarchical Linear Model (MHLM) is desirable to use, particularly when multivariate criterion variables are collected and the covariance structure has information valuable for data analysis. In order to reflect prior information or to obtain stable results when the sample size and the number of groups are not sufficiently large, the Bayes method has often been employed in hierarchical data analysis. In these cases, although the Markov Chain Monte Carlo (MCMC) method is a rather powerful tool for parameter estimation, Procedures regarding MCMC have not been formulated for MHLM. For this reason, this research presents concrete procedures for parameter estimation through the use of the Gibbs samplers. Lastly, several future topics for the use of MCMC approach for HLM is discussed.

Keywords: Gibbs sampler, Hierarchical Linear Model, Markov Chain Monte Carlo, Multivariate Hierarchical Linear Model

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Authors: Changchun Shen, Shouming Zhong

Abstract:

This paper investigates the robust stability of uncertain neutral system with time-varying delay. By using Lyapunov method and linear matrix inequality technology, new delay-dependent stability criteria are obtained and formulated in terms of linear matrix inequalities (LMIs), which can be easy to check the robust stability of the considered systems. Numerical examples are given to indicate significant improvements over some existing results.

Keywords: Neutral system, linear matrix inequalities, Lyapunov, stability.

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Authors: Vultchan T. Gueorgiev, Racho M. Ivanov, Ivan S. Yatchev, Krastyo L. Hinov

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An approach for experimental measurement of the dynamic characteristics of linear electromagnet actuators is presented. It uses accelerometer sensor to register the armature acceleration. The velocity and displacement of the moving parts can be obtained by integration of the acceleration results. The armature movement of permanent magnet linear actuator is acquired using this technique. The results are analyzed and the performance of the supposed approach is compared with the most commonly used experimental setup where the displacement of the armature vs. time is measured instead of its acceleration.

Keywords: Dynamic characteristics, dynamic simulation, linearactuators.

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Authors: Birol Yildiz, Abdullah Yalama, Metin Coskun

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Many studies have shown that Artificial Neural Networks (ANN) have been widely used for forecasting financial markets, because of many financial and economic variables are nonlinear, and an ANN can model flexible linear or non-linear relationship among variables. The purpose of the study was to employ an ANN models to predict the direction of the Istanbul Stock Exchange National 100 Indices (ISE National-100). As a result of this study, the model forecast the direction of the ISE National-100 to an accuracy of 74, 51%.

Keywords: Artificial Neural Networks, Istanbul StockExchange, Non-linear Modeling.

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Authors: Hassan Zarei, Ali Vahidian Kamyad, Sohrab Effati

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In this paper, a mathematical model of human immunodeficiency virus (HIV) is utilized and an optimization problem is proposed, with the final goal of implementing an optimal 900-day structured treatment interruption (STI) protocol. Two type of commonly used drugs in highly active antiretroviral therapy (HAART), reverse transcriptase inhibitors (RTI) and protease inhibitors (PI), are considered. In order to solving the proposed optimization problem an adaptive memetic algorithm with population management (AMAPM) is proposed. The AMAPM uses a distance measure to control the diversity of population in genotype space and thus preventing the stagnation and premature convergence. Moreover, the AMAPM uses diversity parameter in phenotype space to dynamically set the population size and the number of crossovers during the search process. Three crossover operators diversify the population, simultaneously. The progresses of crossover operators are utilized to set the number of each crossover per generation. In order to escaping the local optima and introducing the new search directions toward the global optima, two local searchers assist the evolutionary process. In contrast to traditional memetic algorithms, the activation of these local searchers is not random and depends on both the diversity parameters in genotype space and phenotype space. The capability of AMAPM in finding optimal solutions compared with three popular metaheurestics is introduced.

Keywords: HIV therapy design, memetic algorithms, adaptivealgorithms, nonlinear integer programming.

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Authors: Xiaomei Wang, Shouming Zhong

Abstract:

In this paper, a class of generalized bi-directional associative memory (BAM) neural networks with mixed delays is investigated. On the basis of Lyapunov stability theory and contraction mapping theorem, some new sufficient conditions are established for the existence and uniqueness and globally exponential stability of equilibrium, which generalize and improve the previously known results. One example is given to show the feasibility and effectiveness of our results.

Keywords: Bi-directional associative memory (BAM) neural networks, mixed delays, Lyapunov stability theory, contraction mapping theorem, existence, equilibrium, globally exponential stability.

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Authors: Arash Karimipour, M. Afrand, M. M. Bazofti

Abstract:

The periodic mixed convection of a water-copper nanofluid inside a rectangular cavity with aspect ratio of 3 is investigated numerically. The temperature of the bottom wall of the cavity is assumed greater than the temperature of the top lid which oscillates horizontally with the velocity defined as u = u0 sin (ω t). The effects of Richardson number, Ri, and volume fraction of nanoparticles on the flow and thermal behavior of the nanofluid are investigated. Velocity and temperature profiles, streamlines and isotherms are presented. It is observed that when Ri < 1, heat transfer rate is much greater than when Ri > 1. The higher value of Ri corresponds to a lower value of the amplitude of the oscillation of Num in the steady periodic state. Moreover, increasing the volume fraction of the nanoparticles increases the heat transfer rate.

Keywords: Nanofluid, Top lid oscillation, Mixed convection, Volume fraction

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Authors: Ryosuke Ito, Goro Obinata, Chikara Nagai, Youngwoo Kim

Abstract:

This paper proposes a new parameter identification method based on Linear Fractional Transformation (LFT). It is assumed that the target linear system includes unknown parameters. The parameter deviations are separated from a nominal system via LFT, and identified by organizing I/O signals around the separated deviations of the real system. The purpose of this paper is to apply LFT to simultaneously identify the parameter deviations in systems with fewer outputs than unknown parameters. As a fundamental example, this method is implemented to one degree of freedom vibratory system. Via LFT, all physical parameters were simultaneously identified in this system. Then, numerical simulations were conducted for this system to verify the results. This study shows that all the physical parameters of a system with fewer outputs than unknown parameters can be effectively identified simultaneously using LFT.

Keywords: Identification, Linear Fractional Transformation, Right inverse system

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Authors: Mei Li, Fahui Zhai

Abstract:

In this paper, the definitions of the quaternion measure and the quaternion vector measure are introduced. The relation between the quaternion measure and the complex vector measure as well as the relation between the quaternion linear functional and the complex linear functional are discussed respectively. By using these relations, the necessary and sufficient condition to determine the quaternion vector measure is given.

Keywords: Quaternion, Quaternion measure, Quaternion vector measure, Quaternion Banach space, Quaternion linear functional.

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Authors: Peng Li, Chuanri Li, Tao Li

Abstract:

Reliability allocation is quite important during early design and development stages for a system to apportion its specified reliability goal to subsystems. This paper improves the reliability fuzzy allocation method, and gives concrete processes on determining the factor and sub-factor sets, weight sets, judgment set, and multi-stage fuzzy evaluation. To determine the weight of factor and sub-factor sets, the modified trapezoidal numbers are proposed to reduce errors caused by subjective factors. To decrease the fuzziness in fuzzy division, an approximation method based on linear programming is employed. To compute the explicit values of fuzzy numbers, centroid method of defuzzification is considered. An example is provided to illustrate the application of the proposed reliability allocation method based on fuzzy arithmetic.

Keywords: Reliability allocation, fuzzy arithmetic, allocation weight.

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