Search results for: Two dimensional boundary value problems

Authors: Chris Landorf, Stephen Ward

Abstract:

This paper addresses a virtual environment approach to work integrated learning for students in construction-related disciplines. The virtual approach provides a safe and pedagogically rigorous environment where students can apply theoretical knowledge in a simulated real-world context. The paper describes the development of a 4-dimensional digital construction environment and associated learning activities funded by the Australian Office for Learning and Teaching. The environment was trialled with over 1,300 students and evaluated through questionnaires, observational studies and coursework analysis. Results demonstrate a positive impact on students’ technical learning and collaboration skills, but there is need for further research in relation to critical thinking skills and work-readiness.

Keywords: Architectural education, construction industry, digital learning environments, immersive learning.

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Authors: Petra Balla, Gabor Manhertz, Akos Antal

Abstract:

Nowadays spinal deformities are very frequent problems among teenagers. Scheuermann disease is a one dimensional deformity of the spine, but it has prevalence over 11% of the children. A traditional technology, the moiré method was used by us for screening and diagnosing this type of spinal deformity. A LabVIEW program has been developed to evaluate the moiré pictures of patients with Scheuermann disease. Two different solutions were tested in this computer program, the extreme and the inflexion point calculation methods. Effects using these methods were compared and according to the results both solutions seemed to be appropriate. Statistical results showed better efficiency in case of the extreme search method where the average difference was only 6,09⁰.

Keywords: Spinal deformity, picture evaluation, moiré method, Scheuermann disease, curve detection, moiré topography.

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Authors: Md. Nasir Uddin, M. A. Alim, M. M. K. Chowdhury

Abstract:

The effect of mass transfer on MHD mixed convective flow along inclined porous plate with thermodiffusion have been analyzed on the basis of boundary layer approximations. The fluid is assumed to be incompressible and dense, and a uniform magnetic field is applied normal to the direction of the flow. A Similarity transformation is used to transform the problem under consideration into coupled nonlinear boundary layer equations which are then solved numerically using the Runge-Kutta sixth-order integration scheme together with Nachtsheim-Swigert shooting iteration technique. The behavior of velocity, temperature, concentration, local skin-friction, local Nusselt number and local Sherwood number for different values of parameters have been computed and the results are presented graphically, and analyzed thereafter. The validity of the numerical methodology and the results are questioned by comparing the findings obtained for some specific cases with those available in the literature, and a comparatively good agreement is reached.

Keywords: Mass transfer, inclined porous plate, MHD, mixed convection, thermodiffusion.

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Authors: A. Aydin, E. Akyol, N. Soyatik

Abstract:

This study has been presented which is a detailed work of seismic microzonation of the city center. For seismic microzonation area of 225 km2 has been selected as the study area. MASW (Multichannel analysis of surface wave) and seismic refraction methods have been used to generate one-dimensional shear wave velocity profile at 250 locations and two-dimensional profile at 60 locations. These shear wave velocities are used to estimate equivalent shear wave velocity in the study area at every 2 and 5 m intervals up to a depth of 60 m. Levels of equivalent shear wave velocity of soil are used the classified of the study area. After the results of the study, it must be considered as components of urban planning and building design of Denizli and the application and use of these results should be required and enforced by municipal authorities.

Keywords: Seismic microzonation, liquefaction, land use management.

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Authors: Ji-Hye Kim, Sung-Gaun Kim

Abstract:

Electro-hydraulic power steering (EHPS) system for the fuel rate reduction and steering feel improvement is comprised of ECU including the logic which controls the steering system and BL DC motor and produces the best suited cornering force, BLDC motor, high pressure pump integrated module and basic oil-hydraulic circuit of the commercial HPS system. Electro-hydraulic system can be studied in two ways such as experimental and computer simulation. To get accurate results in experimental study of EHPS system, the real boundary management is necessary which is difficult task. And the accuracy of the experimental results depends on the preparation of the experimental setup and accuracy of the data collection. The computer simulation gives accurate and reliable results if the simulation is carried out considering proper boundary conditions. So, in this paper, each component of EHPS was modeled, and the model-based analysis and control logic was designed by using AMESim

Keywords: Power steering system, Electro-Hydraulic power steering (EHPS) system, Modeling of EHPS system, Analysis modeling.

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Authors: Nedal Tahat

Abstract:

Recently, many existing partially blind signature scheme based on a single hard problem such as factoring, discrete logarithm, residuosity or elliptic curve discrete logarithm problems. However sooner or later these systems will become broken and vulnerable, if the factoring or discrete logarithms problems are cracked. This paper proposes a secured partially blind signature scheme based on factoring (FAC) problem and elliptic curve discrete logarithms (ECDL) problem. As the proposed scheme is focused on factoring and ECDLP hard problems, it has a solid structure and will totally leave the intruder bemused because it is very unlikely to solve the two hard problems simultaneously. In order to assess the security level of the proposed scheme a performance analysis has been conducted. Results have proved that the proposed scheme effectively deals with the partial blindness, randomization, unlinkability and unforgeability properties. Apart from this we have also investigated the computation cost of the proposed scheme. The new proposed scheme is robust and it is difficult for the malevolent attacks to break our scheme.

Keywords: Cryptography, Partially Blind Signature, Factoring, Elliptic Curve Discrete Logarithms.

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Authors: Zhuang He, Andrei Kotousov

Abstract:

All current experimental methods for determination of stress intensity factors are based on the assumption that the state of stress near the crack tip is plane stress. Therefore, these methods rely on strain and displacement measurements made outside the near crack tip region affected by the three-dimensional effects or by process zone. In this paper, we develop and validate an experimental procedure for the evaluation of stress intensity factors from the measurements of the out-of-plane displacements in the surface area controlled by 3D effects. The evaluation of stress intensity factors is possible when the process zone is sufficiently small, and the displacement field generated by the 3D effects is fully encapsulated by K-dominance region.

Keywords: Digital image correlation, stress intensity factors, three-dimensional effects, transverse displacement.

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Authors: R. Gvelesiani, I. Gogorishvili

Abstract:

The concept of economic policy and the practical economic policy diverge from each other at a certain stage of development. This is related to the concept of realization of the underlying problems. It comes with all the problems emerged in the market oriented economic order due to the political processes based on social welfare policy. The realization of the concept of economic policy is impeded by economic and political obstacles. If you want to fill the appeared between the concept and reality, it is necessary to identify and avoid these obstacles. It requires the following: increase of the level of the knowledge of prevention technology in understanding of economic relations, as well as political aspects of the formation of ideas; perfection of economic policy toolkit, and political methods. It is necessary to realize what is the main precondition of implementation and further development of the concept of economic policy, as well as the formation of opinions about economic and public safety. This is a broad consensus on the basic values of the content and the scale of action, which the general public wants to be realized.

Keywords: Economic Policy, Basic Problems, Social Welfare Policy.

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Authors: Yohannes Yirga, Daniel Tesfay

Abstract:

The convective heat and mass transfer in nanofluid flow through a porous media due to a permeable stretching sheet with magnetic field, viscous dissipation, chemical reaction and Soret effects are numerically investigated. Two types of nanofluids, namely Cu-water and Ag-water were studied. The governing boundary layer equations are formulated and reduced to a set of ordinary differential equations using similarity transformations and then solved numerically using the Keller box method. Numerical results are obtained for the skin friction coefficient, Nusselt number and Sherwood number as well as for the velocity, temperature and concentration profiles for selected values of the governing parameters. Excellent validation of the present numerical results has been achieved with the earlier linearly stretching sheet problems in the literature.

Keywords: Heat and mass transfer, magnetohydrodynamics, nanofluid.

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Authors: A. G. Sifalakis, E. P. Papadopoulou, Y. G. Saridakis

Abstract:

A generalized Dirichlet to Neumann map is one of the main aspects characterizing a recently introduced method for analyzing linear elliptic PDEs, through which it became possible to couple known and unknown components of the solution on the boundary of the domain without solving on its interior. For its numerical solution, a well conditioned quadratically convergent sine-Collocation method was developed, which yielded a linear system of equations with the diagonal blocks of its associated coefficient matrix being point diagonal. This structural property, among others, initiated interest for the employment of iterative methods for its solution. In this work we present a conclusive numerical study for the behavior of classical (Jacobi and Gauss-Seidel) and Krylov subspace (GMRES and Bi-CGSTAB) iterative methods when they are applied for the solution of the Dirichlet to Neumann map associated with the Laplace-s equation on regular polygons with the same boundary conditions on all edges.

Keywords: Elliptic PDEs, Dirichlet to Neumann Map, Global Relation, Collocation, Iterative Methods, Jacobi, Gauss-Seidel, GMRES, Bi-CGSTAB.

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Authors: Joseph C. Chen, Joshua Cox

Abstract:

This research focuses on the use of the Taguchi method to reduce the surface roughness and improve dimensional accuracy of parts machined by Wire Electrical Discharge Machining (EDM) with S7 heat treated steel material. Due to its high impact toughness, the material is a candidate for a wide variety of tooling applications which require high precision in dimension and desired surface roughness. This paper demonstrates that Taguchi Parameter Design methodology is able to optimize both dimensioning and surface roughness successfully by investigating seven wire-EDM controllable parameters: pulse on time (ON), pulse off time (OFF), servo voltage (SV), voltage (V), servo feed (SF), wire tension (WT), and wire speed (WS). The temperature of the water in the Wire EDM process is investigated as the noise factor in this research. Experimental design and analysis based on L₁₈ Taguchi orthogonal arrays are conducted. This paper demonstrates that the Taguchi-based system enables the wire EDM process to produce (1) high precision parts with an average of 0.6601 inches dimension, while the desired dimension is 0.6600 inches; and (2) surface roughness of 1.7322 microns which is significantly improved from 2.8160 microns.

Keywords: Taguchi parameter design, surface roughness, dimensional accuracy, Wire EDM.

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Authors: Tan K. B., Norhashidah Hj. M. Ali

Abstract:

In this article, we aim to discuss the formulation of two explicit group iterative finite difference methods for time-dependent two dimensional Burger-s problem on a variable mesh. For the non-linear problems, the discretization leads to a non-linear system whose Jacobian is a tridiagonal matrix. We discuss the Newton-s explicit group iterative methods for a general Burger-s equation. The proposed explicit group methods are derived from the standard point and rotated point Crank-Nicolson finite difference schemes. Their computational complexity analysis is discussed. Numerical results are given to justify the feasibility of these two proposed iterative methods.

Keywords: Standard point Crank-Nicolson (CN), Rotated point Crank-Nicolson (RCN), Explicit Group (EG), Explicit Decoupled Group (EDG).

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Authors: Luciano Garelli, Marco Schauer, Jorge D’Elia, Mario A. Storti, Sabine C. Langer

Abstract:

This paper discuss a coupling strategy of two different software packages to provide fluid structure interaction (FSI) analysis. The basic idea is to combine the advantages of the two codes to create a powerful FSI solver for two and three dimensional analysis. The fluid part is computed by a program called PETSc-FEM a software developed at Centro de Investigaci´on de M´etodos Computacionales –CIMEC. The structural part of the coupled process is computed by the research code elementary Parallel Solver – (ELPASO) of the Technische Universit¨at Braunschweig, Institut f¨ur Konstruktionstechnik (IK).

Keywords: Computational Fluid Dynamics (CFD), Fluid Structure Interaction (FSI), Finite Element Method (FEM).

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Authors: Levan Sabauri

Abstract:

The purpose of this article is an examination of the meaning of theoretic aspects of audit in the context of solving of specific problems of the audit. The audit’s aim is the estimation of financial statements by the auditor, i.e. if they are prepared according to the basic requirements of current financial statements. By examination of concrete examples, we can clearly see problems created in an audit and in often cases, those contradictions which can be caused by incompliance of matters regulated by legislation and by reality. An important part of this work is the analysis of reform in the direction of business accounting, statements and audit in Georgia and its comparison with EU countries. In the article, attention is concentrated on the analysis of specific problems of auditing practice and ways of their solving by taking into consideration theoretical aspects of the audit are proposed.

Keywords: Audit, auditor, auditor’s ethic code, auditor’s risk, financial statement, objectivity.

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Authors: Ayman A. Aly, Abdallah A. Alshnnaway

Abstract:

The general idea behind the filter is to average a pixel using other pixel values from its neighborhood, but simultaneously to take care of important image structures such as edges. The main concern of the proposed filter is to distinguish between any variations of the captured digital image due to noise and due to image structure. The edges give the image the appearance depth and sharpness. A loss of edges makes the image appear blurred or unfocused. However, noise smoothing and edge enhancement are traditionally conflicting tasks. Since most noise filtering behaves like a low pass filter, the blurring of edges and loss of detail seems a natural consequence. Techniques to remedy this inherent conflict often encompass generation of new noise due to enhancement. In this work a new fuzzy filter is presented for the noise reduction of images corrupted with additive noise. The filter consists of three stages. (1) Define fuzzy sets in the input space to computes a fuzzy derivative for eight different directions (2) construct a set of IFTHEN rules by to perform fuzzy smoothing according to contributions of neighboring pixel values and (3) define fuzzy sets in the output space to get the filtered and edged image. Experimental results are obtained to show the feasibility of the proposed approach with two dimensional objects.

Keywords: Additive noise, edge preserving filtering, fuzzy image filtering, noise reduction, two dimensional mechanical images.

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Authors: R. B. Ogunrinde

Abstract:

This paper presents the development, analysis and implementation of an inverse polynomial numerical method which is well suitable for solving initial value problems in first order ordinary differential equations with applications to sample problems. We also present some basic concepts and fundamental theories which are vital to the analysis of the scheme. We analyzed the consistency, convergence, and stability properties of the scheme. Numerical experiments were carried out and the results compared with the theoretical or exact solution and the algorithm was later coded using MATLAB programming language.

Keywords: Differential equations, Numerical, Initial value problem, Polynomials.

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Authors: Bruno Trstenjak, Dzenana Donko

Abstract:

Data mining and classification of objects is the process of data analysis, using various machine learning techniques, which is used today in various fields of research. This paper presents a concept of hybrid classification model improved with the expert knowledge. The hybrid model in its algorithm has integrated several machine learning techniques (Information Gain, K-means, and Case-Based Reasoning) and the expert’s knowledge into one. The knowledge of experts is used to determine the importance of features. The paper presents the model algorithm and the results of the case study in which the emphasis was put on achieving the maximum classification accuracy without reducing the number of features.

Keywords: Case based reasoning, classification, expert's knowledge, hybrid model.

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Authors: S. Mehran, S. Rouhi, F.Rouzbahani, E. Haghgoo

Abstract:

In this paper, growth and collapse of a vapour bubble generated due to a local energy input inside a rigid cylinder and in the absence of buoyancy forces is investigated using Boundary Integral Equation Method and Finite Difference Method .The fluid is treated as potential flow and Boundary Integral Equation Method is used to solve Laplace-s equation for velocity potential. Different ratios of the diameter of the rigid cylinder to the maximum radius of the bubble are considered. Results show that during the collapse phase of the bubble inside a vertical rigid cylinder, two liquid micro jets are developed on the top and bottom sides of the vapour bubble and are directed inward. It is found that by increasing the ratio of the cylinder diameter to the maximum radius of the bubble, the rate of the growth and collapse phases of the bubble increases and the life time of the bubble decreases.

Keywords: Vapour bubble, Vertical rigid cylinder, Boundaryelement method, Finite difference method, Buoyancy forces.

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Authors: Ricardo C. Silva, Luiza A. P. Cantao, Akebo Yamakami

Abstract:

Based on the fuzzy set theory this work develops two adaptations of iterative methods that solve mathematical programming problems with uncertainties in the objective function and in the set of constraints. The first one uses the approach proposed by Zimmermann to fuzzy linear programming problems as a basis and the second one obtains cut levels and later maximizes the membership function of fuzzy decision making using the bound search method. We outline similarities between the two iterative methods studied. Selected examples from the literature are presented to validate the efficiency of the methods addressed.

Keywords: Fuzzy Theory, Nonlinear Optimization, Fuzzy Mathematics Programming.

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Authors: César Garza

Abstract:

In supervised binary classification and regression problems, it is well-known that learnability is equivalent to uniform convergence of the hypothesis class, and if a problem is learnable, it is learnable by empirical risk minimization. For the general learning setting of unsupervised learning tasks, there are non-trivial learning problems where uniform convergence does not hold. We present here the task of learning centers of mass with an extra feature that “activates” some of the coordinates over the unit ball in a Hilbert space. We show that the learning problem is learnable under a stable RLM rule. We introduce a family of distributions over the domain space with some mild restrictions for which the sample complexity of uniform convergence for these problems must grow logarithmically with the dimension of the Hilbert space. If we take this dimension to infinity, we obtain a learnable problem for which the uniform convergence property fails for a vast family of distributions.

Keywords: Statistical learning theory, learnability, uniform convergence, stability, regularized loss minimization.

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Authors: Nadaniela Egidi, Pierluigi Maponi

Abstract:

The approximate solution of a time-harmonic electromagnetic scattering problem for inhomogeneous media is required in several application contexts and its two-dimensional formulation is a Fredholm integral equation of second kind. This integral equation provides a formulation for the direct scattering problem but has to be solved several times in the numerical solution of the corresponding inverse scattering problem. The discretization of this Fredholm equation produces large and dense linear systems that are usually solved by iterative methods. To improve the efficiency of these iterative methods, we use the Symmetric SOR preconditioning and propose an algorithm to evaluate the associated relaxation parameter. We show the efficiency of the proposed algorithm by several numerical experiments, where we use two Krylov subspace methods, i.e. Bi-CGSTAB and GMRES.

Keywords: Fredholm integral equation, iterative method, preconditioning, scattering problem.

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Authors: Thomas M. Prinz Wilhelm R. Rossak, Kai Gebhardt

Abstract:

A straightforward and intuitive combination of single simulations into an aggregated master-simulation is not trivial. There are lots of problems, which trigger-specific difficulties during the modeling and execution of such a simulation. In this paper we identify these problems and aim to solve them by mapping the task to the field of multi agent systems. The solution is a new meta-model named AGENTMAP, which is able to mitigate most of the problems and to support intuitive modeling at the same time. This meta-model will be introduced and explained on basis of an example from the e-commerce domain.

Keywords: Multi Agent System, Agent-based Simulation, Distributed Systems, Meta-models.

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Authors: Kazuyoshi Mori, Keisuke Hashimoto

Abstract:

In this paper, we consider the two-stage compensator designs of SISO plants. As an investigation of the characteristics of the two-stage compensator designs, which is not well investigated yet, of SISO plants, we implement three dimensional visualization systems of output signals and optimization system for SISO plants by the parametrization of stabilizing controllers based on the two-stage compensator design. The system runs on Mathematica by using “Three Dimensional Surface Plots,” so that the visualization can be interactively manipulated by users. In this paper, we use the discrete-time LTI system model. Even so, our approach is the factorization approach, so that the result can be applied to many linear models.

Keywords: Linear systems, visualization, optimization, two-Stage compensator design, Mathematica.

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Authors: L. Siva Rama Krishna, Sriram Venkatesh, M. Sastish Kumar, M. Uma Maheswara Chary

Abstract:

Rapid Prototyping (RP) is a technology that produces models and prototype parts from 3D CAD model data, CT/MRI scan data, and model data created from 3D object digitizing systems. There are several RP process like Stereolithography (SLA), Solid Ground Curing (SGC), Selective Laser Sintering (SLS), Fused Deposition Modeling (FDM), 3D Printing (3DP) among them SLS and FDM RP processes are used to fabricate pattern of custom cranial implant. RP technology is useful in engineering and biomedical application. This is helpful in engineering for product design, tooling and manufacture etc. RP biomedical applications are design and development of medical devices, instruments, prosthetics and implantation; it is also helpful in planning complex surgical operation. The traditional approach limits the full appreciation of various bony structure movements and therefore the custom implants produced are difficult to measure the anatomy of parts and analyze the changes in facial appearances accurately. Cranioplasty surgery is a surgical correction of a defect in cranial bone by implanting a metal or plastic replacement to restore the missing part. This paper aims to do a comparative study on the dimensional error of CAD and SLS RP Models for reconstruction of cranial defect by comparing the virtual CAD with the physical RP model of a cranial defect.

Keywords: Rapid Prototyping, Selective Laser Sintering, Cranial defect, Dimensional Error.

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Authors: L. Mahdavian, M. Raouf

Abstract:

Three dimensional nanostructure materials have attracted the attention of many researches because the possibility to apply them for near future devices in sensors, catalysis and energy related. Tin dioxide is the most used material for gas sensing because its three-dimensional nanostructures and properties are related to the large surface exposed to gas adsorption. We propose the use of branch SnO2 nanowhiskers in interaction with ethanol. All Sn atoms are symmetric. The total energy, potential energy and Kinetic energy calculated for interaction between SnO2 and ethanol in different distances and temperatures. The calculations achieved by methods of Langevin Dynamic and Mont Carlo simulation. The total energy increased with addition ethanol molecules and temperature so interactions between them are endothermic.

Keywords: Tin dioxide, nanowhisker, Ethanol, Langevin Dynamic and Mont Carlo Simulation.

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Authors: A. Gherbi, L. Dahmani, A. Boudjemia

Abstract:

This paper presents the Finite Element Method (FEM) for analyzing the failure pattern of rectangular slab with various edge conditions. Non-Linear static analysis is carried out using ANSYS 15 Software. Using SOLID65 solid elements, the compressive crushing of concrete is facilitated using plasticity algorithm, while the concrete cracking in tension zone is accommodated by the nonlinear material model. Smeared reinforcement is used and introduced as a percentage of steel embedded in concrete slab. The behavior of the analyzed concrete slab has been observed in terms of the crack pattern and displacement for various loading and boundary conditions. The finite element results are also compared with the experimental data. One of the other objectives of the present study is to show how similar the crack path found by ANSYS program to those observed for the yield line analysis. The smeared reinforcement method is found to be more practical especially for the layered elements like concrete slabs. The value of this method is that it does not require explicit modeling of the rebar, and thus a much coarser mesh can be defined.

Keywords: ANSYS, cracking pattern, displacements, RC Slab, smeared reinforcement.

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Authors: Tse-Yu Hsieh, Jyh-Jian Chen

Abstract:

Since polymerase chain reaction (PCR) has been invented, it has emerged as a powerful tool in genetic analysis. The PCR products are closely linked with thermal cycles. Therefore, to reduce the reaction time and make temperature distribution uniform in the reaction chamber, a novel oscillatory thermal cycler is designed. The sample is placed in a fixed chamber, and three constant isothermal zones are established and lined in the system. The sample is oscillated and contacted with three different isothermal zones to complete thermal cycles. This study presents the design of the geometric characteristics of the chamber. The commercial software CFD-ACE+TM is utilized to investigate the influences of various materials, heating times, chamber volumes, and moving speed of the chamber on the temperature distributions inside the chamber. The chamber moves at a specific velocity and the boundary conditions with time variations are related to the moving speed. Whereas the chamber moves, the boundary is specified at the conditions of the convection or the uniform temperature. The user subroutines compiled by the FORTRAN language are used to make the numerical results realistically. Results show that the reaction chamber with a rectangular prism is heated on six faces; the effects of various moving speeds of the chamber on the temperature distributions are examined. Regarding to the temperature profiles and the standard deviation of the temperature at the Y-cut cross section, the non-uniform temperature inside chamber is found as the moving speed is larger than 0.01 m/s. By reducing the heating faces to four, the standard deviation of the temperature of the reaction chamber is under 1.4×10-3K with the range of velocities between 0.0001 m/s and 1 m/s. The nature convective boundary conditions are set at all boundaries while the chamber moves between two heaters, the effects of various moving velocities of the chamber on the temperature distributions are negligible at the assigned time duration.

Keywords: Polymerase chain reaction, oscillatory thermal cycler, standard deviation of temperature, nature convective.

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Authors: Muhammad Sohail Khan, Rehan Ali Shah

Abstract:

The present paper applies the optimal homotopy perturbation method (OHPM) and the optimal homotopy asymptotic method (OHAM) introduced recently to obtain analytic approximations of the non-linear equations modeling the flow of polymer in case of wire coating of a corotational Maxwell fluid. Expression for the velocity field is obtained in non-dimensional form. Comparison of the results obtained by the two methods at different values of non-dimensional parameter l₁₀, reveal that the OHPM is more effective and easy to use. The OHPM solution can be improved even working in the same order of approximation depends on the choices of the auxiliary functions.

Keywords: Wire coating die, Corotational Maxwell model, optimal homotopy asymptotic method, optimal homotopy perturbation method.

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Authors: Pavel Y. Tabakov, Kevin Duffy

Abstract:

The present study presents a new approach to automatic data clustering and classification problems in large and complex databases and, at the same time, derives specific types of explicit rules describing each cluster. The method works well in both sparse and dense multidimensional data spaces. The members of the data space can be of the same nature or represent different classes. A number of N-dimensional ellipsoids are used for enclosing the data clouds. Due to the geometry of an ellipsoid and its free rotation in space the detection of clusters becomes very efficient. The method is based on genetic algorithms that are used for the optimization of location, orientation and geometric characteristics of the hyper-ellipsoids. The proposed approach can serve as a basis for the development of general knowledge systems for discovering hidden knowledge and unexpected patterns and rules in various large databases.

Keywords: Classification, clustering, data minig, genetic algorithms.

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Authors: Pulak Swain, A. K. Ojha

Abstract:

Portfolio optimization is based on dealing with the problems of efficient asset allocation. Risk and Expected return are two conflicting criteria in such problems, where the investor prefers the return to be high and the risk to be low. Using multi-objective approach we can solve those type of problems. However the information which we have for the input parameters are generally ambiguous and the input values can fluctuate around some nominal values. We can not ignore the uncertainty in input values, as they can affect the asset allocation drastically. So we use Robust Optimization approach to the problems where the input parameters comes under box uncertainty. In this paper, we solve the multi criteria robust problem with the help of  E- constraint method.

Keywords: Portfolio optimization, multi-objective optimization, E-constraint method, box uncertainty, robust optimization.

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