Search results for: Iteration ParticleSwarm Optimization

Authors: Mohamed M. Mousa, Aidarkhan Kaltayev Shahwar F. Ragab

Abstract:

In this paper, a new dependable algorithm based on an adaptation of the standard variational iteration method (VIM) is used for analyzing the transition from steady convection to chaos for lowto-intermediate Rayleigh numbers convection in porous media. The solution trajectories show the transition from steady convection to chaos that occurs at a slightly subcritical value of Rayleigh number, the critical value being associated with the loss of linear stability of the steady convection solution. The VIM is treated as an algorithm in a sequence of intervals for finding accurate approximate solutions to the considered model and other dynamical systems. We shall call this technique as the piecewise VIM. Numerical comparisons between the piecewise VIM and the classical fourth-order Runge–Kutta (RK4) numerical solutions reveal that the proposed technique is a promising tool for the nonlinear chaotic and nonchaotic systems.

Keywords: Variational iteration method, free convection, Chaos, Lorenz equations.

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Authors: R. Sharma, M. Gopal

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This paper presents a new problem solving approach that is able to generate optimal policy solution for finite-state stochastic sequential decision-making problems with high data efficiency. The proposed algorithm iteratively builds and improves an approximate Markov Decision Process (MDP) model along with cost-to-go value approximates by generating finite length trajectories through the state-space. The approach creates a synergy between an approximate evolving model and approximate cost-to-go values to produce a sequence of improving policies finally converging to the optimal policy through an intelligent and structured search of the policy space. The approach modifies the policy update step of the policy iteration so as to result in a speedy and stable convergence to the optimal policy. We apply the algorithm to a non-holonomic mobile robot control problem and compare its performance with other Reinforcement Learning (RL) approaches, e.g., a) Q-learning, b) Watkins Q(λ), c) SARSA(λ).

Keywords: Markov Decision Process (MDP), Mobile robot, Policy iteration, Simulation.

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Authors: Leila Jafari, Viliam Makis

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In this paper, the joint optimization of the economic manufacturing quantity (EMQ), safety stock level, and condition-based maintenance (CBM) is presented for a partially observable, deteriorating system subject to random failure. The demand is stochastic and it is described by a Poisson process. The stochastic model is developed and the optimization problem is formulated in the semi-Markov decision process framework. A modification of the policy iteration algorithm is developed to find the optimal policy. A numerical example is presented to compare the optimal policy with the policy considering zero safety stock.

Keywords: Condition-based maintenance, economic manufacturing quantity, safety stock, stochastic demand.

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Authors: P. Vazan, P. Tanuska

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The paper provides the basic overview of simulation optimization. The procedure of its practical using is demonstrated on the real example in simulator Witness. The simulation optimization is presented as a good tool for solving many problems in real praxis especially in production systems. The authors also characterize their own experiences and they mention the strengths and weakness of simulation optimization.

Keywords: discrete event simulation, simulation optimization, Witness

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Authors: Kang Zijian, Zhang Tingyu, Burra Venkata Durga Kumar

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This article investigates the challenges in memory migration during the live migration of virtual machines. We found three challenges probably existing in pre-copy technology. One of the main challenges is the challenge of downtime migration. Decreasing the downtime could promise the normal work for a virtual machine. Although pre-copy technology is greatly decreasing the downtime, we still need to shut down the machine in order to finish the last round of data transfer. This paper provides an optimization scheme for the problems existing in pro-copy technology, mainly the optimization of the dirty page migration mechanism. The typical pre-copy technology copies n-1th’s dirty pages in nth turn. However, our idea is to create a double iteration method to solve this problem.

Keywords: Virtual machine, pre-copy technology, memory migration process, downtime, dirty pages migration method.

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Authors: Shishen Xie

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In this article two algorithms, one based on variation iteration method and the other on Adomian's decomposition method, are developed to find the numerical solution of an initial value problem involving the non linear integro differantial equation where R is a nonlinear operator that contains partial derivatives with respect to x. Special cases of the integro-differential equation are solved using the algorithms. The numerical solutions are compared with analytical solutions. The results show that these two methods are efficient and accurate with only two or three iterations

Keywords: variation iteration method, decomposition method, nonlinear integro-differential equations

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Authors: H. Abaali, T. Talbi, R.Skouri

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This paper presents a comparative study of the Gauss Seidel and Newton-Raphson polar coordinates methods for power flow analysis. The effectiveness of these methods are evaluated and tested through a different IEEE bus test system on the basis of number of iteration, computational time, tolerance value and convergence.

Keywords: Convergence time, Gauss-Seidel Method, Newton-Raphson Method, number of iteration, power flow analysis.

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Authors: Michiharu Maeda, Shinya Tsuda

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This paper presents an algorithm of particle swarm optimization with reduction for global optimization problems. Particle swarm optimization is an algorithm which refers to the collective motion such as birds or fishes, and a multi-point search algorithm which finds a best solution using multiple particles. Particle swarm optimization is so flexible that it can adapt to a number of optimization problems. When an objective function has a lot of local minimums complicatedly, the particle may fall into a local minimum. For avoiding the local minimum, a number of particles are initially prepared and their positions are updated by particle swarm optimization. Particles sequentially reduce to reach a predetermined number of them grounded in evaluation value and particle swarm optimization continues until the termination condition is met. In order to show the effectiveness of the proposed algorithm, we examine the minimum by using test functions compared to existing algorithms. Furthermore the influence of best value on the initial number of particles for our algorithm is discussed.

Keywords: Particle swarm optimization, Global optimization, Metaheuristics, Reduction.

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Authors: Insung Jung, Gi-Nam Wang

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The objective of this paper is to a design of pattern classification model based on the back-propagation (BP) algorithm for decision support system. Standard BP model has done full connection of each node in the layers from input to output layers. Therefore, it takes a lot of computing time and iteration computing for good performance and less accepted error rate when we are doing some pattern generation or training the network. However, this model is using exclusive connection in between hidden layer nodes and output nodes. The advantage of this model is less number of iteration and better performance compare with standard back-propagation model. We simulated some cases of classification data and different setting of network factors (e.g. hidden layer number and nodes, number of classification and iteration). During our simulation, we found that most of simulations cases were satisfied by BP based using exclusive connection network model compared to standard BP. We expect that this algorithm can be available to identification of user face, analysis of data, mapping data in between environment data and information.

Keywords: Neural network, Back-propagation, classification.

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Authors: Jan Zeman

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The paper describes the futures trading and aims to design the speculators trading strategy. The problem is formulated as the decision making task and such as is solved. The solution of the task leads to complex mathematical problems and the approximations of the decision making is demanded. Two kind of approximation are used in the paper: Monte Carlo for the multi-step prediction and iteration spread in time for the optimization. The solution is applied to the real-market data and the results of the off-line experiments are presented.

Keywords: futures trading, decision making

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Authors: J.Dinesh Peter

Abstract:

This paper describes a new method for affine parameter estimation between image sequences. Usually, the parameter estimation techniques can be done by least squares in a quadratic way. However, this technique can be sensitive to the presence of outliers. Therefore, parameter estimation techniques for various image processing applications are robust enough to withstand the influence of outliers. Progressively, some robust estimation functions demanding non-quadratic and perhaps non-convex potentials adopted from statistics literature have been used for solving these. Addressing the optimization of the error function in a factual framework for finding a global optimal solution, the minimization can begin with the convex estimator at the coarser level and gradually introduce nonconvexity i.e., from soft to hard redescending non-convex estimators when the iteration reaches finer level of multiresolution pyramid. Comparison has been made to find the performance of the results of proposed method with the results found individually using two different estimators.

Keywords: Image Processing, Affine parameter estimation, Outliers, Robust Statistics, Robust M-estimators

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Authors: Farhad Kolahan, M. Hossein Abolbashari, Samaeddin Mohitzadeh

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Several methods are available for weight and shape optimization of structures, among which Evolutionary Structural Optimization (ESO) is one of the most widely used methods. In ESO, however, the optimization criterion is completely case-dependent. Moreover, only the improving solutions are accepted during the search. In this paper a Simulated Annealing (SA) algorithm is used for structural optimization problem. This algorithm differs from other random search methods by accepting non-improving solutions. The implementation of SA algorithm is done through reducing the number of finite element analyses (function evaluations). Computational results show that SA can efficiently and effectively solve such optimization problems within short search time.

Keywords: Simulated annealing, Structural optimization, Compliance, C.V. product.

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Authors: Sang-Rak Kim, Jea-Yong Park, Won-Goo Lee, Jin-Shik Yu, Seog-Young Han

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This paper presents a Reliability-Based Topology Optimization (RBTO) based on Evolutionary Structural Optimization (ESO). An actual design involves uncertain conditions such as material property, operational load and dimensional variation. Deterministic Topology Optimization (DTO) is obtained without considering of the uncertainties related to the uncertainty parameters. However, RBTO involves evaluation of probabilistic constraints, which can be done in two different ways, the reliability index approach (RIA) and the performance measure approach (PMA). Limit state function is approximated using Monte Carlo Simulation and Central Composite Design for reliability analysis. ESO, one of the topology optimization techniques, is adopted for topology optimization. Numerical examples are presented to compare the DTO with RBTO.

Keywords: Evolutionary Structural Optimization, PerformanceMeasure Approach, Reliability-Based Topology Optimization, Reliability Index Approach.

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Authors: Kostas Metaxiotis

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Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: Evolutionary algorithms, portfolio optimization, skewness, stock selection.

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Authors: Ahmad Alhawarat, Mustafa Mamat, Mohd Rivaie, Ismail Mohd

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Conjugate gradient method has been enormously used to solve large scale unconstrained optimization problems due to the number of iteration, memory, CPU time, and convergence property, in this paper we find a new class of nonlinear conjugate gradient coefficient with global convergence properties proved by exact line search. The numerical results for our new βK give a good result when it compared with well known formulas.

Keywords: Conjugate gradient method, conjugate gradient coefficient, global convergence.

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Authors: María L. Jalón, Feargal Brennan

Abstract:

A non-stationary stochastic optimization methodology is applied to an OWC (oscillating water column) to find the design that maximizes the wave energy extraction. Different temporal cycles are considered to represent the long-term variability of the wave climate at the site in the optimization problem. The results of the non-stationary stochastic optimization problem are compared against those obtained by a stationary stochastic optimization problem. The comparative analysis reveals that the proposed non-stationary optimization provides designs with a better fit to reality. However, the stationarity assumption can be adequate when looking at averaged system response.

Keywords: Non-stationary stochastic optimization, oscillating water column, temporal variability, wave energy.

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Authors: Kolar Jan, Dvorak Vaclav

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In this study, an optimization of supersonic air-to-air ejector is carried out by a recently developed single-objective genetic algorithm based on adaption of sequence of individuals. Adaptation of sequence is based on Shape-based distance of individuals and embedded micro-genetic algorithm. The optimal sequence found defines the succession of CFD-aimed objective calculation within each generation of regular micro-genetic algorithm. A spring-based deformation mutates the computational grid starting the initial individualvia adapted population in the optimized sequence. Selection of a generation initial individual is knowledge-based. A direct comparison of the newly defined and standard micro-genetic algorithm is carried out for supersonic air-to-air ejector. The only objective is to minimize the loose of total stagnation pressure in the ejector. The result is that sequence-adopted micro-genetic algorithm can provide comparative results to standard algorithm but in significantly lower number of overall CFD iteration steps.

Keywords: Grid deformation, Micro-genetic algorithm, shapebased sequence, supersonic ejector.

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Authors: Minyar Sassi, Amel Grissa-Touzi

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Appeared toward 1986, the object-oriented databases management systems had not known successes knew five years after their birth. One of the major difficulties is the query optimization. We propose in this paper a new approach that permits to enrich techniques of query optimization existing in the object-oriented databases. Seen success that knew the query optimization in the relational model, our approach inspires itself of these optimization techniques and enriched it so that they can support the new concepts introduced by the object databases.

Keywords: Query, query optimization, relational databases, object-oriented databases.

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Authors: Waleed Abohamad, Amr Arisha

Abstract:

Owing the fact that optimization of business process is a crucial requirement to navigate, survive and even thrive in today-s volatile business environment, this paper presents a framework for selecting a best-fit optimization package for solving complex business problems. Complexity level of the problem and/or using incorrect optimization software can lead to biased solutions of the optimization problem. Accordingly, the proposed framework identifies a number of relevant factors (e.g. decision variables, objective functions, and modeling approach) to be considered during the evaluation and selection process. Application domain, problem specifications, and available accredited optimization approaches are also to be regarded. A recommendation of one or two optimization software is the output of the framework which is believed to provide the best results of the underlying problem. In addition to a set of guidelines and recommendations on how managers can conduct an effective optimization exercise is discussed.

Keywords: Complex Business Problems, Optimization, Selection Criteria, Software Evaluation.

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Authors: Liudmyla Koliechkina, Olena Dvirna

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The statement of the multi-objective optimization problem on combinatorial configurations is formulated, and the approach to its solution is proposed. The problem is of interest as a combinatorial optimization one with many criteria, which is a model of many applied tasks. The approach to solving the multi-objective optimization problem on combinatorial configurations consists of two stages; the first is the reduction of the multi-objective problem to the single criterion based on existing multi-objective optimization methods, the second stage solves the directly replaced single criterion combinatorial optimization problem by the horizontal combinatorial method. This approach provides the optimal solution to the multi-objective optimization problem on combinatorial configurations, taking into account additional restrictions for a finite number of steps.

Keywords: Discrete set, linear combinatorial optimization, multi-objective optimization, multipermutation, Pareto solutions, partial permutation set, permutation, structural graph.

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Authors: Jagabondhu Hazra, Avinash Sinha

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Economic dispatch problem is an optimization problem where objective function is highly non linear, non-convex, non-differentiable and may have multiple local minima. Therefore, classical optimization methods may not converge or get trapped to any local minima. This paper presents a comparative study of four different evolutionary algorithms i.e. genetic algorithm, bacteria foraging optimization, ant colony optimization and particle swarm optimization for solving the economic dispatch problem. All the methods are tested on IEEE 30 bus test system. Simulation results are presented to show the comparative performance of these methods.

Keywords: Ant colony optimization, bacteria foraging optimization, economic dispatch, evolutionary algorithm, genetic algorithm, particle swarm optimization.

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Authors: Pham Van Nha, Le Cam Binh

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Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm. PSO was inspired by the natural behavior of birds and fish in migration and foraging for food. PSO is considered as a multidisciplinary optimization model that can be applied in various optimization problems. PSO’s ideas are simple and easy to understand but PSO is only applied in simple model problems. We think that in order to expand the applicability of PSO in complex problems, PSO should be described more explicitly in the form of a mathematical model. In this paper, we represent PSO in a mathematical model and apply in the multivariate data classification. First, PSOs general mathematical model (MPSO) is analyzed as a universal optimization model. Then, Model of Optimal Centroids (MOC) is proposed for the multivariate data classification. Experiments were conducted on some benchmark data sets to prove the effectiveness of MOC compared with several proposed schemes.

Keywords: Analysis of optimization, artificial intelligence-based optimization, optimization for learning and data analysis, global optimization.

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Authors: Zhu Xiong-feng, Hou Zhong-xi, Guo Zheng, Liu Zhao-Wei

Abstract:

A method of dynamic mesh based airfoil optimization is proposed according to the drawbacks of surrogate model based airfoil optimization. Programs are designed to achieve the dynamic mesh. Boundary condition is add by integrating commercial software Pointwise, meanwhile the CFD calculation is carried out by commercial software Fluent. The data exchange and communication between the software and programs referred above have been accomplished, and the whole optimization process is performed in iSIGHT platform. A simplified airfoil optimization study case is brought out to show that aerodynamic performances of airfoil have been significantly improved, even save massive repeat operations and increase the robustness and credibility of the optimization result. The case above proclaims that dynamic mesh based airfoil optimization is an effective and high efficient method.

Keywords: unmanned air vehicles, dynamic mesh, airfoil optimization, CFD, genetic algorithm

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Authors: Juyi Park, Jung-Min Kim, Hee-Hwan Park, Jin-Wook Kim, Gye-Hyung Kang, Soo-Ho Kim

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This paper presents an iterative algorithm to find a inverse kinematic solution of 5-DOF robot. The algorithm is to minimize the iteration number. Since the 5-DOF robot cannot give full orientation of tool. Only z-direction of tool is satisfied while rotation of tool is determined by kinematic constraint. This work therefore described how to specify the tool direction and let the tool rotation free. The simulation results show that this algorithm effectively worked. Using the proposed iteration algorithm, error due to inverse kinematics converged to zero rapidly in 5 iterations. This algorithm was applied in real welding robot and verified through various practical works.

Keywords: 5-DOF manipulator, Inverse kinematics, Iterative algorithm, Wrist offset.

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Authors: Su Cheng Haw, G. S. V. Radha Krishna Rao

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Over the past few years, XML (eXtensible Mark-up Language) has emerged as the standard for information representation and data exchange over the Internet. This paper provides a kick-start for new researches venturing in XML databases field. We survey the storage representation for XML document, review the XML query processing and optimization techniques with respect to the particular storage instance. Various optimization technologies have been developed to solve the query retrieval and updating problems. Towards the later year, most researchers proposed hybrid optimization techniques. Hybrid system opens the possibility of covering each technology-s weakness by its strengths. This paper reviews the advantages and limitations of optimization techniques.

Keywords: indexing, labeling scheme, query optimization, XML storage.

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Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim

Abstract:

In this paper, a backward semi-Lagrangian scheme combined with the second-order backward difference formula is designed to calculate the numerical solutions of nonlinear advection-diffusion equations. The primary aims of this paper are to remove any iteration process and to get an efficient algorithm with the convergence order of accuracy 2 in time. In order to achieve these objects, we use the second-order central finite difference and the B-spline approximations of degree 2 and 3 in order to approximate the diffusion term and the spatial discretization, respectively. For the temporal discretization, the second order backward difference formula is applied. To calculate the numerical solution of the starting point of the characteristic curves, we use the error correction methodology developed by the authors recently. The proposed algorithm turns out to be completely iteration free, which resolves the main weakness of the conventional backward semi-Lagrangian method. Also, the adaptability of the proposed method is indicated by numerical simulations for Burgers’ equations. Throughout these numerical simulations, it is shown that the numerical results is in good agreement with the analytic solution and the present scheme offer better accuracy in comparison with other existing numerical schemes.

Keywords: Semi-Lagrangian method, Iteration free method, Nonlinear advection-diffusion equation.

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Authors: K. Geetha, P. Thangaraj, C. Rasi Priya, C. Rajan, S. Geetha

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This paper presents the performance of Integrated Bacterial Foraging Optimization and Particle Swarm Optimization (IBFO_PSO) technique in MANET routing. The BFO is a bio-inspired algorithm, which simulates the foraging behavior of bacteria. It is effectively applied in improving the routing performance in MANET. In results, it is proved that the PSO integrated with BFO reduces routing delay, energy consumption and communication overhead.

Keywords: Ant Colony Optimization, Bacterial Foraging Optimization, Hybrid Routing Intelligent Algorithm, Naturally inspired algorithms, Particle Swarm Optimization.

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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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Authors: Didier Casner, Jean Renaud, Remy Houssin, Dominique Knittel

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In this paper, a novel approach for the multidisciplinary design optimization (MDO) of complex mechatronic systems. This approach, which is a part of a global project aiming to include the MDO aspect inside an innovative design process. As a first step, the paper considers the MDO as a redesign approach which is limited to the parametric optimization. After defining and introducing the different keywords, the proposed method which is based on the V-Model which is commonly used in mechatronics.

Keywords: mechatronics, Multidisciplinary Design Optimization (MDO), multiobjective optimization, engineering design.

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Authors: Bib Paruhum Silalahi, Djihad Wungguli, Sugi Guritman

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Steepest descent method is a simple gradient method for optimization. This method has a slow convergence in heading to the optimal solution, which occurs because of the zigzag form of the steps. Barzilai and Borwein modified this algorithm so that it performs well for problems with large dimensions. Barzilai and Borwein method results have sparked a lot of research on the method of steepest descent, including alternate minimization gradient method and Yuan method. Inspired by previous works, we modified the step size of the steepest descent method. We then compare the modification results against the Barzilai and Borwein method, alternate minimization gradient method and Yuan method for quadratic function cases in terms of the iterations number and the running time. The average results indicate that the steepest descent method with the new step sizes provide good results for small dimensions and able to compete with the results of Barzilai and Borwein method and the alternate minimization gradient method for large dimensions. The new step sizes have faster convergence compared to the other methods, especially for cases with large dimensions.

Keywords: Convergence, iteration, line search, running time, steepest descent, unconstrained optimization.

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