Search results for: optimal homotopy asymptotic method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9242

Search results for: optimal homotopy asymptotic method

8762 Developing a New Vibration Analysis Calculative Method for Esfahan Subway Train and Railways Design, Manufacturing, and Construction

Authors: Omid A. Zargar

Abstract:

The simulated mass and spring method evaluation for subway or railways construction and installation systems have a wide application in rail industries. This kind of design should be optimizing all related parameters to reduce the amount of vibration in cities, homelands, historical zones and other critical locations. Finite element method could help us a lot to analysis such applications with an excellent accuracy but always developing some simple, fast and user friendly evaluation method required in subway industrial applications. In addition, process parameter optimization extremely required in railway industries to achieve some optimal design of railways with maximum safety, reliability and performance. Furthermore, it is important to reduce vibrations and further related maintenance costs as well as possible. In this paper a simple but useful simulated mass and spring evaluation system developed for Esfahan subway construction. Besides, some of related recent patent and innovations in rail world industries like Suspension mass tuned vibration reducer, short sleeper vibration attenuation fastener and Airtight track vibration-noise reducing fastener discussed in details.

Keywords: Subway construction engineering, natural frequency, operation frequency, vibration analysis, polyurethane layer.

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8761 On Solving Single-Period Inventory Model under Hybrid Uncertainty

Authors: Madhukar Nagare, Pankaj Dutta

Abstract:

Inventory decisional environment of short life-cycle products is full of uncertainties arising from randomness and fuzziness of input parameters like customer demand requiring modeling under hybrid uncertainty. Prior inventory models incorporating fuzzy demand have unfortunately ignored stochastic variation of demand. This paper determines an unambiguous optimal order quantity from a set of n fuzzy observations in a newsvendor inventory setting in presence of fuzzy random variable demand capturing both fuzzy perception and randomness of customer demand. The stress of this paper is in providing solution procedure that attains optimality in two steps with demand information availability in linguistic phrases leading to fuzziness along with stochastic variation. The first step of solution procedure identifies and prefers one best fuzzy opinion out of all expert opinions and the second step determines optimal order quantity from the selected event that maximizes profit. The model and solution procedure is illustrated with a numerical example.

Keywords: Fuzzy expected value, Fuzzy random demand, Hybrid uncertainty, Optimal order quantity, Single-period inventory

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8760 Optimal Supplementary Damping Controller Design for TCSC Employing RCGA

Authors: S. Panda, S. C. Swain, A. K. Baliarsingh, C. Ardil

Abstract:

Optimal supplementary damping controller design for Thyristor Controlled Series Compensator (TCSC) is presented in this paper. For the proposed controller design, a multi-objective fitness function consisting of both damping factors and real part of system electromachanical eigenvalue is used and Real- Coded Genetic Algorithm (RCGA) is employed for the optimal supplementary controller parameters. The performance of the designed supplementary TCSC-based damping controller is tested on a weakly connected power system with different disturbances and loading conditions with parameter variations. Simulation results are presented and compared with a conventional power system stabilizer and also with the TCSC-based supplementary controller when the controller parameters are not optimized to show the effectiveness and robustness of the proposed approach over a wide range of loading conditions and disturbances.

Keywords: Power System Oscillations, Real-Coded Genetic Algorithm (RCGA), Thyristor Controlled Series Compensator (TCSC), Damping Controller, Power System Stabilizer.

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8759 Shape Optimization of Impeller Blades for a Bidirectional Axial Flow Pump using Polynomial Surrogate Model

Authors: I. S. Jung, W. H. Jung, S. H. Baek, S. Kang

Abstract:

This paper describes the shape optimization of impeller blades for a anti-heeling bidirectional axial flow pump used in ships. In general, a bidirectional axial pump has an efficiency much lower than the classical unidirectional pump because of the symmetry of the blade type. In this paper, by focusing on a pump impeller, the shape of blades is redesigned to reach a higher efficiency in a bidirectional axial pump. The commercial code employed in this simulation is CFX v.13. CFD result of pump torque, head, and hydraulic efficiency was compared. The orthogonal array (OA) and analysis of variance (ANOVA) techniques and surrogate model based optimization using orthogonal polynomial, are employed to determine the main effects and their optimal design variables. According to the optimal design, we confirm an effective design variable in impeller blades and explain the optimal solution, the usefulness for satisfying the constraints of pump torque and head.

Keywords: Bidirectional axial flow pump, Impeller blade, CFD, Analysis of variance, Polynomial surrogate model

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8758 Performance Analysis of Software Reliability Models using Matrix Method

Authors: RajPal Garg, Kapil Sharma, Rajive Kumar, R. K. Garg

Abstract:

This paper presents a computational methodology based on matrix operations for a computer based solution to the problem of performance analysis of software reliability models (SRMs). A set of seven comparison criteria have been formulated to rank various non-homogenous Poisson process software reliability models proposed during the past 30 years to estimate software reliability measures such as the number of remaining faults, software failure rate, and software reliability. Selection of optimal SRM for use in a particular case has been an area of interest for researchers in the field of software reliability. Tools and techniques for software reliability model selection found in the literature cannot be used with high level of confidence as they use a limited number of model selection criteria. A real data set of middle size software project from published papers has been used for demonstration of matrix method. The result of this study will be a ranking of SRMs based on the Permanent value of the criteria matrix formed for each model based on the comparison criteria. The software reliability model with highest value of the Permanent is ranked at number – 1 and so on.

Keywords: Matrix method, Model ranking, Model selection, Model selection criteria, Software reliability models.

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8757 Numerical Investigation of the Chilling of Food Products by Air-Mist Spray

Authors: Roy J. Issa

Abstract:

Spray chilling using air-mist nozzles has received much attention in the food processing industry because of the benefits it has shown over forced air convection. These benefits include an increase in the heat transfer coefficient and a reduction in the water loss by the product during cooling. However, few studies have simulated the heat transfer and aerodynamics phenomena of the air-mist chilling process for optimal operating conditions. The study provides insight into the optimal conditions for spray impaction, heat transfer efficiency and control of surface flooding. A computational fluid dynamics model using a two-phase flow composed of water droplets injected with air is developed to simulate the air-mist chilling of food products. The model takes into consideration droplet-to-surface interaction, water-film accumulation and surface runoff. The results of this study lead to a better understanding of the heat transfer enhancement, water conservation, and to a clear direction for the optimal design of air-mist chilling systems that can be used in commercial applications in the food and meat processing industries.

Keywords: Droplets impaction efficiency, Droplet size, Heat transfer enhancement factor, Water runoff.

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8756 Robot Motion Planning in Dynamic Environments with Moving Obstacles and Target

Authors: Ellips Masehian, Yalda Katebi

Abstract:

This paper presents a new sensor-based online method for generating collision-free near-optimal paths for mobile robots pursuing a moving target amidst dynamic and static obstacles. At each iteration, first the set of all collision-free directions are calculated using velocity vectors of the robot relative to each obstacle and target, forming the Directive Circle (DC), which is a novel concept. Then, a direction close to the shortest path to the target is selected from feasible directions in DC. The DC prevents the robot from being trapped in deadlocks or local minima. It is assumed that the target's velocity is known, while the speeds of dynamic obstacles, as well as the locations of static obstacles, are to be calculated online. Extensive simulations and experimental results demonstrated the efficiency of the proposed method and its success in coping with complex environments and obstacles.

Keywords: Dynamic Environment, Moving Target, RobotMotion Planning.

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8755 Nonlinear Observer Design and Sliding Mode Control of Four Rotors Helicopter

Authors: H. Bouadi, M. Tadjine

Abstract:

In this paper; we are interested in dynamic modelling of quadrotor while taking into account the high-order nonholonomic constraints as well as the various physical phenomena, which can influence the dynamics of a flying structure. These permit us to introduce a new state-space representation and new control scheme. We present after the development and the synthesis of a stabilizing control laws design based on sliding mode in order to perform best tracking results. It ensures locally asymptotic stability and desired tracking trajectories. Nonlinear observer is then synthesized in order to estimate the unmeasured states and the effects of the external disturbances such as wind and noise. Finally simulation results are also provided in order to illustrate the performances of the proposed controllers.

Keywords: Dynamic modelling, nonholonomic constraints, sliding mode, nonlinear observer.

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8754 Near-Field Robust Adaptive Beamforming Based on Worst-Case Performance Optimization

Authors: Jing-ran Lin, Qi-cong Peng, Huai-zong Shao

Abstract:

The performance of adaptive beamforming degrades substantially in the presence of steering vector mismatches. This degradation is especially severe in the near-field, for the 3-dimensional source location is more difficult to estimate than the 2-dimensional direction of arrival in far-field cases. As a solution, a novel approach of near-field robust adaptive beamforming (RABF) is proposed in this paper. It is a natural extension of the traditional far-field RABF and belongs to the class of diagonal loading approaches, with the loading level determined based on worst-case performance optimization. However, different from the methods solving the optimal loading by iteration, it suggests here a simple closed-form solution after some approximations, and consequently, the optimal weight vector can be expressed in a closed form. Besides simplicity and low computational cost, the proposed approach reveals how different factors affect the optimal loading as well as the weight vector. Its excellent performance in the near-field is confirmed via a number of numerical examples.

Keywords: Robust adaptive beamforming (RABF), near-field, steering vector mismatches, diagonal loading, worst-case performanceoptimization.

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8753 An Improved Genetic Algorithm to Solve the Traveling Salesman Problem

Authors: Omar M. Sallabi, Younis El-Haddad

Abstract:

The Genetic Algorithm (GA) is one of the most important methods used to solve many combinatorial optimization problems. Therefore, many researchers have tried to improve the GA by using different methods and operations in order to find the optimal solution within reasonable time. This paper proposes an improved GA (IGA), where the new crossover operation, population reformulates operation, multi mutation operation, partial local optimal mutation operation, and rearrangement operation are used to solve the Traveling Salesman Problem. The proposed IGA was then compared with three GAs, which use different crossover operations and mutations. The results of this comparison show that the IGA can achieve better results for the solutions in a faster time.

Keywords: AI, Genetic algorithms, TSP.

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8752 On the Symbol Based Decision Feedback Equalizer

Authors: Mohammed Nafie

Abstract:

Decision Feedback equalizers (DFEs) usually outperform linear equalizers for channels with intersymbol interference. However, the DFE performance is highly dependent on the availability of reliable past decisions. Hence, in coded systems, where reliable decisions are only available after decoding the full block, the performance of the DFE will be affected. A symbol based DFE is a DFE that only uses the decision after the block is decoded. In this paper we derive the optimal settings of both the feedforward and feedback taps of the symbol based equalizer. We present a novel symbol based DFE filterbank, and derive its taps optimal settings. We also show that it outperforms the classic DFE in terms of complexity and/or performance.

Keywords: Coding, DFE, Equalization, Exponential Channelmodels.

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8751 GA based Optimal Sizing and Placement of Distributed Generation for Loss Minimization

Authors: Deependra Singh, Devender Singh, K. S. Verma

Abstract:

This paper addresses a novel technique for placement of distributed generation (DG) in electric power systems. A GA based approach for sizing and placement of DG keeping in view of system power loss minimization in different loading conditions is explained. Minimal system power loss is obtained under voltage and line loading constraints. Proposed strategy is applied to power distribution systems and its effectiveness is verified through simulation results on 16, 37-bus and 75-bus test systems.

Keywords: Distributed generation (DG), Genetic algorithms (GA), optimal sizing and placement, Power loss.

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8750 GenCos- Optimal Bidding Strategy Considering Market Power and Transmission Constraints: A Cournot-based Model

Authors: A. Badri

Abstract:

Restructured electricity markets may provide opportunities for producers to exercise market power maintaining prices in excess of competitive levels. In this paper an oligopolistic market is presented that all Generation Companies (GenCos) bid in a Cournot model. Genetic algorithm (GA) is applied to obtain generation scheduling of each GenCo as well as hourly market clearing prices (MCP). In order to consider network constraints a multiperiod framework is presented to simulate market clearing mechanism in which the behaviors of market participants are modelled through piecewise block curves. A mixed integer linear programming (MILP) is employed to solve the problem. Impacts of market clearing process on participants- characteristic and final market prices are presented. Consequently, a novel multi-objective model is addressed for security constrained optimal bidding strategy of GenCos. The capability of price-maker GenCos to alter MCP is evaluated through introducing an effective-supply curve. In addition, the impact of exercising market power on the variation of market characteristics as well as GenCos scheduling is studied.

Keywords: Optimal bidding strategy, Cournot equilibrium, market power, network constraints, market auction mechanism

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8749 Multi-Channel Information Fusion in C-OTDR Monitoring Systems: Various Approaches to Classify of Targeted Events

Authors: Andrey V. Timofeev

Abstract:

The paper presents new results concerning selection of optimal information fusion formula for ensembles of C-OTDR channels. The goal of information fusion is to create an integral classificator designed for effective classification of seismoacoustic target events. The LPBoost (LP-β and LP-B variants), the Multiple Kernel Learning, and Weighing of Inversely as Lipschitz Constants (WILC) approaches were compared. The WILC is a brand new approach to optimal fusion of Lipschitz Classifiers Ensembles. Results of practical usage are presented.

Keywords: Lipschitz Classifier, Classifiers Ensembles, LPBoost, C-OTDR systems, ν-OTDR systems.

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8748 Probability-Based Damage Detection of Structures Using Model Updating with Enhanced Ideal Gas Molecular Movement Algorithm

Authors: M. R. Ghasemi, R. Ghiasi, H. Varaee

Abstract:

Model updating method has received increasing attention in damage detection structures based on measured modal parameters. Therefore, a probability-based damage detection (PBDD) procedure based on a model updating procedure is presented in this paper, in which a one-stage model-based damage identification technique based on the dynamic features of a structure is investigated. The presented framework uses a finite element updating method with a Monte Carlo simulation that considers the uncertainty caused by measurement noise. Enhanced ideal gas molecular movement (EIGMM) is used as the main algorithm for model updating. Ideal gas molecular movement (IGMM) is a multiagent algorithm based on the ideal gas molecular movement. Ideal gas molecules disperse rapidly in different directions and cover all the space inside. This is embedded in the high speed of molecules, collisions between them and with the surrounding barriers. In IGMM algorithm to accomplish the optimal solutions, the initial population of gas molecules is randomly generated and the governing equations related to the velocity of gas molecules and collisions between those are utilized. In this paper, an enhanced version of IGMM, which removes unchanged variables after specified iterations, is developed. The proposed method is implemented on two numerical examples in the field of structural damage detection. The results show that the proposed method can perform well and competitive in PBDD of structures.

Keywords: Enhanced ideal gas molecular movement, ideal gas molecular movement, model updating method, probability-based damage detection, uncertainty quantification.

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8747 Preliminary Roadway Alignment Design: A Spatial-Data Optimization Approach

Authors: Y. Abdelrazig, R. Moses

Abstract:

Roadway planning and design is a very complex process involving five key phases before a project is completed; planning, project development, final design, right-of-way, and construction. The planning phase for a new roadway transportation project is a very critical phase as it greatly affects all latter phases of the project. A location study is usually performed during the preliminary planning phase in a new roadway project. The objective of the location study is to develop alignment alternatives that are cost efficient considering land acquisition and construction costs. This paper describes a methodology to develop optimal preliminary roadway alignments utilizing spatial-data. Four optimization criteria are taken into consideration; roadway length, land cost, land slope, and environmental impacts. The basic concept of the methodology is to convert the proposed project area into a grid, which represents the search space for an optimal alignment. The aforementioned optimization criteria are represented in each of the grid’s cells. A spatial-data optimization technique is utilized to find the optimal alignment in the search space based on the four optimization criteria. Two case studies for new roadway projects in Duval County in the State of Florida are presented to illustrate the methodology. The optimization output alignments are compared to the proposed Florida Department of Transportation (FDOT) alignments. The comparison is based on right-of-way costs for the alignments. For both case studies, the right-of-way costs for the developed optimal alignments were found to be significantly lower than the FDOT alignments.

Keywords: Optimization, planning, roadway alignment, FDOT.

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8746 Order Statistics-based “Anti-Bayesian“ Parametric Classification for Asymmetric Distributions in the Exponential Family

Authors: A. Thomas, B. John Oommen

Abstract:

Although the field of parametric Pattern Recognition (PR) has been thoroughly studied for over five decades, the use of the Order Statistics (OS) of the distributions to achieve this has not been reported. The pioneering work on using OS for classification was presented in [1] for the Uniform distribution, where it was shown that optimal PR can be achieved in a counter-intuitive manner, diametrically opposed to the Bayesian paradigm, i.e., by comparing the testing sample to a few samples distant from the mean. This must be contrasted with the Bayesian paradigm in which, if we are allowed to compare the testing sample with only a single point in the feature space from each class, the optimal strategy would be to achieve this based on the (Mahalanobis) distance from the corresponding central points, for example, the means. In [2], we showed that the results could be extended for a few symmetric distributions within the exponential family. In this paper, we attempt to extend these results significantly by considering asymmetric distributions within the exponential family, for some of which even the closed form expressions of the cumulative distribution functions are not available. These distributions include the Rayleigh, Gamma and certain Beta distributions. As in [1] and [2], the new scheme, referred to as Classification by Moments of Order Statistics (CMOS), attains an accuracy very close to the optimal Bayes’ bound, as has been shown both theoretically and by rigorous experimental testing.

Keywords: Classification using Order Statistics (OS), Exponential family, Moments of OS

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8745 Measurement of CES Production Functions Considering Energy as an Input

Authors: Donglan Zha, Jiansong Si

Abstract:

Because of its flexibility, CES attracts much interest in economic growth and programming models, and the macroeconomics or micro-macro models. This paper focuses on the development, estimating methods of CES production function considering energy as an input. We leave for future research work of relaxing the assumption of constant returns to scale, the introduction of potential input factors, and the generalization method of the optimal nested form of multi-factor production functions.

Keywords: Bias of technical change, CES production function, elasticity of substitution, energy input.

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8744 A TIPSO-SVM Expert System for Efficient Classification of TSTO Surrogates

Authors: Ali Sarosh, Dong Yun-Feng, Muhammad Umer

Abstract:

Fully reusable spaceplanes do not exist as yet. This implies that design-qualification for optimized highly-integrated forebody-inlet configuration of booster-stage vehicle cannot be based on archival data of other spaceplanes. Therefore, this paper proposes a novel TIPSO-SVM expert system methodology. A non-trivial problem related to optimization and classification of hypersonic forebody-inlet configuration in conjunction with mass-model of the two-stage-to-orbit (TSTO) vehicle is solved. The hybrid-heuristic machine learning methodology is based on two-step improved particle swarm optimizer (TIPSO) algorithm and two-step support vector machine (SVM) data classification method. The efficacy of method is tested by first evolving an optimal configuration for hypersonic compression system using TIPSO algorithm; thereafter, classifying the results using two-step SVM method. In the first step extensive but non-classified mass-model training data for multiple optimized configurations is segregated and pre-classified for learning of SVM algorithm. In second step the TIPSO optimized mass-model data is classified using the SVM classification. Results showed remarkable improvement in configuration and mass-model along with sizing parameters.

Keywords: TIPSO-SVM expert system, TIPSO algorithm, two-step SVM method, aerothermodynamics, mass-modeling, TSTO vehicle.

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8743 Electric Load Forecasting Using Genetic Based Algorithm, Optimal Filter Estimator and Least Error Squares Technique: Comparative Study

Authors: Khaled M. EL-Naggar, Khaled A. AL-Rumaih

Abstract:

This paper presents performance comparison of three estimation techniques used for peak load forecasting in power systems. The three optimum estimation techniques are, genetic algorithms (GA), least error squares (LS) and, least absolute value filtering (LAVF). The problem is formulated as an estimation problem. Different forecasting models are considered. Actual recorded data is used to perform the study. The performance of the above three optimal estimation techniques is examined. Advantages of each algorithms are reported and discussed.

Keywords: Forecasting, Least error squares, Least absolute Value, Genetic algorithms

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8742 On Diffusion Approximation of Discrete Markov Dynamical Systems

Authors: Jevgenijs Carkovs

Abstract:

The paper is devoted to stochastic analysis of finite dimensional difference equation with dependent on ergodic Markov chain increments, which are proportional to small parameter ". A point-form solution of this difference equation may be represented as vertexes of a time-dependent continuous broken line given on the segment [0,1] with "-dependent scaling of intervals between vertexes. Tending " to zero one may apply stochastic averaging and diffusion approximation procedures and construct continuous approximation of the initial stochastic iterations as an ordinary or stochastic Ito differential equation. The paper proves that for sufficiently small " these equations may be successfully applied not only to approximate finite number of iterations but also for asymptotic analysis of iterations, when number of iterations tends to infinity.

Keywords: Markov dynamical system, diffusion approximation, equilibrium stochastic stability.

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8741 A Optimal Subclass Detection Method for Credit Scoring

Authors: Luciano Nieddu, Giuseppe Manfredi, Salvatore D'Acunto, Katia La Regina

Abstract:

In this paper a non-parametric statistical pattern recognition algorithm for the problem of credit scoring will be presented. The proposed algorithm is based on a clustering k- means algorithm and allows for the determination of subclasses of homogenous elements in the data. The algorithm will be tested on two benchmark datasets and its performance compared with other well known pattern recognition algorithm for credit scoring.

Keywords: Constrained clustering, Credit scoring, Statistical pattern recognition, Supervised classification.

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8740 A Methodology for Reducing the BGP Convergence Time

Authors: Eatedal A. Alabdulkreem, Hamed S. Al-Raweshidy, Maysam F. Abbod

Abstract:

Border Gateway Protocol (BGP) is the standard routing protocol between various autonomous systems (AS) in the internet. In the event of failure, a considerable delay in the BGP convergence has been shown by empirical measurements. During the convergence time the BGP will repeatedly advertise new routes to some destination and withdraw old ones until it reach a stable state. It has been found that the KEEPALIVE message timer and the HOLD time are tow parameters affecting the convergence speed. This paper aims to find the optimum value for the KEEPALIVE timer and the HOLD time that maximally reduces the convergence time without increasing the traffic. The KEEPALIVE message timer optimal value founded by this paper is 30 second instead of 60 seconds, and the optimal value for the HOLD time is 90 seconds instead of 180 seconds.

Keywords: BGP, Convergence Time, HOLD time, Keep alive.

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8739 Effect of Silver Nanoparticles Size Prepared by Photoreduction Method on Optical Absorption Spectra of TiO2/Ag/N719 Dye Composite Films

Authors: C. Photiphitak, P. Rakkwamsuk, P. Muthitamongkol, C. Sae-Kung, C. Thanachayanont

Abstract:

TiO2/Ag composite films were prepared by incorporating Ag in the pores of mesoporous TiO2 films using a photoreduction method. The Ag nanoparticle sizes were in a range of 3.66-38.56 nm. The TiO2/Ag composite films were characterized by X-ray diffraction (XRD), scanning electron microscopy (SEM) and transmission electron microscropy (TEM). The TiO2 films and TiO2/Ag composite films were immersed in a 0.3 mM N719 dye solution and characterized by UV-Vis spectrophotometer. The TiO2/Ag/N719 composite film showed that an optimal size of Ag nanoparticles was 19.12 nm and, hence, gave the maximum optical absorption spectra. The improved absorption was due to surface plasmon resonance induced by the Ag nanoparticles to enhance the absorption coefficient of the dye.

Keywords: Silver nanoparticle, TiO2/Ag composite films, Optical properties, surface plasmon resonance

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8738 The Fluid Limit of the Critical Processor Sharing Tandem Queue

Authors: Amal Ezzidani, Abdelghani Ben Tahar, Mohamed Hanini

Abstract:

A sequence of finite tandem queue is considered for this study. Each one has a single server, which operates under the egalitarian processor sharing discipline. External customers arrive at each queue according to a renewal input process and having a general service times distribution. Upon completing service, customers leave the current queue and enter to the next. Under mild assumptions, including critical data, we prove the existence and the uniqueness of the fluid solution. For asymptotic behavior, we provide necessary and sufficient conditions for the invariant state and the convergence to this invariant state. In the end, we establish the convergence of a correctly normalized state process to a fluid limit characterized by a system of algebraic and integral equations.

Keywords: Fluid Limit, fluid model, measure valued process, processor sharing, tandem queue.

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8737 Asymptotic Stability of Input-saturated System with Linear-growth-bound Disturbances via Variable Structure Control: An LMI Approach

Authors: Yun Jong Choi, Nam Woong, PooGyeon Park

Abstract:

Variable Structure Control (VSC) is one of the most useful tools handling the practical system with uncertainties and disturbances. Up to now, unfortunately, not enough studies on the input-saturated system with linear-growth-bound disturbances via VSC have been presented. Therefore, this paper proposes an asymp¬totic stability condition for the system via VSC. The designed VSC controller consists of two control parts. The linear control part plays a role in stabilizing the system, and simultaneously, the nonlinear control part in rejecting the linear-growth-bound disturbances perfectly. All conditions derived in this paper are expressed with Linear Matrices Inequalities (LMIs), which can be easily solved with an LMI toolbox in MATLAB.

Keywords: Input saturation, linear-growth bounded disturbances, linear matrix inequality (LMI), variable structure control

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8736 Evaluating Portfolio Performance by Highlighting Network Property and the Sharpe Ratio in the Stock Market

Authors: Zahra Hatami, Hesham Ali, David Volkman

Abstract:

Selecting a portfolio for investing is a crucial decision for individuals and legal entities. In the last two decades, with economic globalization, a stream of financial innovations has rushed to the aid of financial institutions. The importance of selecting stocks for the portfolio is always a challenging task for investors. This study aims to create a financial network to identify optimal portfolios using network centralities metrics. This research presents a community detection technique of superior stocks that can be described as an optimal stock portfolio to be used by investors. By using the advantages of a network and its property in extracted communities, a group of stocks was selected for each of the various time periods. The performance of the optimal portfolios was compared to the famous index. Their Sharpe ratio was calculated in a timely manner to evaluate their profit for making decisions. The analysis shows that the selected potential portfolio from stocks with low centrality measurement can outperform the market; however, they have a lower Sharpe ratio than stocks with high centrality scores. In other words, stocks with low centralities could outperform the S&P500 yet have a lower Sharpe ratio than high central stocks.

Keywords: Portfolio management performance, network analysis, centrality measurements, Sharpe ratio.

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8735 Multiobjective Optimal Power Flow Using Hybrid Evolutionary Algorithm

Authors: Alawode Kehinde O., Jubril Abimbola M. Komolafe Olusola A.

Abstract:

This paper solves the environmental/ economic dispatch power system problem using the Non-dominated Sorting Genetic Algorithm-II (NSGA-II) and its hybrid with a Convergence Accelerator Operator (CAO), called the NSGA-II/CAO. These multiobjective evolutionary algorithms were applied to the standard IEEE 30-bus six-generator test system. Several optimization runs were carried out on different cases of problem complexity. Different quality measure which compare the performance of the two solution techniques were considered. The results demonstrated that the inclusion of the CAO in the original NSGA-II improves its convergence while preserving the diversity properties of the solution set.

Keywords: optimal power flow, multiobjective power dispatch, evolutionary algorithm

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8734 Transmit Sub-aperture Optimization in MSTA Ultrasound Imaging Method

Authors: YuriyTasinkevych, Ihor Trots, AndrzejNowicki, Marcin Lewandowski

Abstract:

The paper presents the optimization problem for the multi-element synthetic transmit aperture method (MSTA) in ultrasound imaging applications. The optimal choice of the transmit aperture size is performed as a trade-off between the lateral resolution, penetration depth and the frame rate. Results of the analysis obtained by a developed optimization algorithm are presented. Maximum penetration depth and the best lateral resolution at given depths are chosen as the optimization criteria. The optimization algorithm was tested using synthetic aperture data of point reflectors simulated by Filed II program for Matlab® for the case of 5MHz 128-element linear transducer array with 0.48 mm pitch are presented. The visualization of experimentally obtained synthetic aperture data of a tissue mimicking phantom and in vitro measurements of the beef liver are also shown. The data were obtained using the SonixTOUCH Research systemequipped with a linear 4MHz 128 element transducerwith 0.3 mm element pitch, 0.28 mm element width and 70% fractional bandwidth was excited by one sine cycle pulse burst of transducer's center frequency.

Keywords: synthetic aperture method, ultrasound imaging, beamforming.

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8733 Agreement Options on Multi Criteria Group Decision and Negotiation

Authors: Christiono Utomo, Arazi Idrus, Madzlan Napiah, Mohd. Faris Khamidi

Abstract:

This paper presents a conceptual model of agreement options on negotiation support for civil engineering decision. The negotiation support facilitates the solving of group choice decision making problems in civil engineering decision to reduce the impact of mud volcano disaster in Sidoarjo, Indonesia. The approach based on application of analytical hierarchy process (AHP) method for multi criteria decision on three level of decision hierarchy. Decisions for reducing impact is very complicated since many parties involved in a critical time. Where a number of stakeholders are involved in choosing a single alternative from a set of solution alternatives, there are different concern caused by differing stakeholder preferences, experiences, and background. Therefore, a group choice decision support is required to enable each stakeholder to evaluate and rank the solution alternatives before engaging into negotiation with the other stakeholders. Such civil engineering solutions as alternatives are referred to as agreement options that are determined by identifying the possible stakeholder choice, followed by determining the optimal solution for each group of stakeholder. Determination of the optimal solution is based on a game theory model of n-person general sum game with complete information that involves forming coalitions among stakeholders.

Keywords: Agreement options, AHP, agent, negotiation, multicriteria, game theory, and coalition.

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