Search results for: Optimal parameters

Authors: Ahmed Rekik, Mourad Zribi, Ahmed Ben Hamida, Mohamed Benjelloun

Abstract:

This paper presents an optimal and unsupervised satellite image segmentation approach based on Pearson system and k-Means Clustering Algorithm Initialization. Such method could be considered as original by the fact that it utilised K-Means clustering algorithm for an optimal initialisation of image class number on one hand and it exploited Pearson system for an optimal statistical distributions- affectation of each considered class on the other hand. Satellite image exploitation requires the use of different approaches, especially those founded on the unsupervised statistical segmentation principle. Such approaches necessitate definition of several parameters like image class number, class variables- estimation and generalised mixture distributions. Use of statistical images- attributes assured convincing and promoting results under the condition of having an optimal initialisation step with appropriated statistical distributions- affectation. Pearson system associated with a k-means clustering algorithm and Stochastic Expectation-Maximization 'SEM' algorithm could be adapted to such problem. For each image-s class, Pearson system attributes one distribution type according to different parameters and especially the Skewness 'β1' and the kurtosis 'β2'. The different adapted algorithms, K-Means clustering algorithm, SEM algorithm and Pearson system algorithm, are then applied to satellite image segmentation problem. Efficiency of those combined algorithms was firstly validated with the Mean Quadratic Error 'MQE' evaluation, and secondly with visual inspection along several comparisons of these unsupervised images- segmentation.

Keywords: Unsupervised classification, Pearson system, Satellite image, Segmentation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2001

Authors: S. Sadallah

Abstract:

In this paper, dynamic programming is used to determine the optimal management of financial resources in company. Solution of the problem by consider into simpler substructures is constructed. The optimal management of internal capital of company are simulated. The tools applied in this development are based on graph theory. The software of given problems is built by using greedy algorithm. The obtained model and program maintenance enable us to define the optimal version of management of proper financial flows by using visual diagram on each level of investment.

Keywords: Management, software, optimal, greedy algorithm, graph-diagram.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1076

Authors: Joseph C. Chen, Venkata Karthik Jakka

Abstract:

The main objective of this research is to optimize tensile strength and dimensional accuracy in injection molding processes using Taguchi Parameter Design. An L16 orthogonal array (OA) is used in Taguchi experimental design with five control factors at four levels each and with non-controllable factor vibration. A total of 32 experiments were designed to obtain the optimal parameter setting for the process. The optimal parameters identified for the shrinkage are shot volume, 1.7 cubic inch (A4); mold term temperature, 130 ºF (B1); hold pressure, 3200 Psi (C4); injection speed, 0.61 inch3/sec (D2); and hold time of 14 seconds (E2). The optimal parameters identified for the tensile strength are shot volume, 1.7 cubic inch (A4); mold temperature, 160 ºF (B4); hold pressure, 3100 Psi (C3); injection speed, 0.69 inch3/sec (D4); and hold time of 14 seconds (E2). The Taguchi-based optimization framework was systematically and successfully implemented to obtain an adjusted optimal setting in this research. The mean shrinkage of the confirmation runs is 0.0031%, and the tensile strength value was found to be 3148.1 psi. Both outcomes are far better results from the baseline, and defects have been further reduced in injection molding processes.

Keywords: Injection molding processes, Taguchi Parameter Design, tensile strength, shrinkage test, high-density polyethylene, HDPE.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 806

Authors: Kyaw Myo Lin, Pyone Lai Swe, Khine Zin Oo

Abstract:

In this paper, an approach combining analytical method for the distributed generator (DG) sizing and meta-heuristic search for the optimal location of DG has been presented. The optimal size of DG on each bus is estimated by the loss sensitivity factor method while the optimal sites are determined by Particle Swarm Optimization (PSO) based optimal reactive power dispatch for minimizing active power loss. To confirm the proposed approach, it has been tested on IEEE-30 bus test system. The adjustments of operating constraints and voltage profile improvements have also been observed. The obtained results show that the allocation of DGs results in a significant loss reduction with good voltage profiles and the combined approach is competent in keeping the system voltages within the acceptable limits.

Keywords: Analytical approach, distributed generations, optimal size, optimal location, optimal reactive power dispatch, particle swarm optimization algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1143

Authors: Kenneth I.Eshiet, Yong Sheng

Abstract:

The sand production problem has led researchers into making various attempts to understand the phenomenon. The generally accepted concept is that the occurrence of sanding is due to the in-situ stress conditions and the induced changes in stress that results in the failure of the reservoir sandstone during hydrocarbon production from wellbores. By using a hypothetical cased (perforated) well, an approach to the problem is presented here by using Finite Element numerical modelling techniques. In addition to the examination of the erosion problem, the influence of certain key parameters is studied in order to ascertain their effect on the failure and subsequent erosion process. The major variables investigated include: drawdown, perforation depth, and the erosion criterion. Also included is the determination of the optimal mud pressure for given operational and reservoir conditions. The improved understanding between parameters enables the choice of optimal values to minimize sanding during oil production.

Keywords: Equivalent Plastic Strain, Erosion, Hydrocarbon Production.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1436

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2192

Authors: Omid S. Fard, Akbar H. Borzabadi

Abstract:

In this paper we apply one of approaches in category of heuristic methods as Genetic Algorithms for obtaining approximate solution of optimal control problems. The firs we convert optimal control problem to a quasi Assignment Problem by defining some usual characters as defined in Genetic algorithm applications. Then we obtain approximate optimal control function as an piecewise constant function. Finally the numerical examples are given.

Keywords: Optimal control, Integer programming, Genetic algorithm, Discrete approximation, Linear programming.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1265

Authors: Marian Gaiceanu, Emil Rosu

Abstract:

In this paper the optimal control strategy for Permanent Magnet Synchronous Motor (PMSM) based drive system is presented. The designed full optimal control is available for speed operating range up to base speed. The optimal voltage space-vector assures input energy reduction and stator loss minimization, maintaining the output energy in the same limits with the conventional PMSM electrical drive. The optimal control with three components is based on the energetically criteria and it is applicable in numerical version, being a nonrecursive solution. The simulation results confirm the increased efficiency of the optimal PMSM drive. The properties of the optimal voltage space vector are shown.

Keywords: Matlab/Simulink, optimal control, permanent magnet synchronous motor, Riccati equation, space vector PWM

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1999

Authors: M. Kalichová

Abstract:

The aim of this study was to analyse the most important parameters determining the quality of the motion structure of the basic classical dance jump – grand jeté.Research sample consisted of 8 students of the Dance Conservatory in Brno. Using the system Simi motion we performed a 3D kinematic analysis of the jump. On the basis of the comparison of structure quality and measured data of the grand jeté, we defined the optimal values of the relevant parameters determining the quality of the performance. The take-off speed should achieve about 2.4 m·s-1, the optimum take-off angle is 28 - 30º. The take-off leg should swing backward at the beginning of the flight phase with the minimum speed of 3.3 m·s-1.If motor abilities of dancers achieve the level necessary for optimal performance of a classical dance jump, there is room for certain variability of the structure of the dance jump.

Keywords: biomechanical analysis, classical dance, grand jeté, jump

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7852

Authors: Abdel-Aziz M. Mohamed

Abstract:

This paper presents a state-of-the-art survey of the operations research models developed for internal audit planning. Two alternative approaches have been followed in the literature for audit planning: (1) identifying the optimal audit frequency; and (2) determining the optimal audit resource allocation. The first approach identifies the elapsed time between two successive audits, which can be presented as the optimal number of audits in a given planning horizon, or the optimal number of transactions after which an audit should be performed. It also includes the optimal audit schedule. The second approach determines the optimal allocation of audit frequency among all auditable units in the firm. In our review, we discuss both the deterministic and probabilistic models developed for audit planning. In addition, game theory models are reviewed to find the optimal auditing strategy based on the interactions between the auditors and the clients.

Keywords: Operations research applications, audit frequency, audit planning, audit-staff scheduling.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2893

Authors: Gabriel Sitler, Yousef Sardahi, Asad Salem

Abstract:

This paper presents an optimal and robust sliding mode controller (SMC) to regulate the position of the knee joint angle for patients suffering from knee injuries. The controller imitates the role of active orthoses that produce the joint torques required to overcome gravity and loading forces and regain natural human movements. To this end, a mathematical model of the shank, the lower part of the leg, is derived first and then used for the control system design and computer simulations. The design of the controller is carried out in optimal and multi-objective settings. Four objectives are considered: minimization of the control effort and tracking error; and maximization of the control signal smoothness and closed-loop system’s speed of response. Optimal solutions in terms of the Pareto set and its image, the Pareto front, are obtained. The results show that there are trade-offs among the design objectives and many optimal solutions from which the decision-maker can choose to implement. Also, computer simulations conducted at different points from the Pareto set and assuming knee squat movement demonstrate competing relationships among the design goals. In addition, the proposed control algorithm shows robustness in tracking a standard gait signal when accounting for uncertainty in the shank’s parameters.

Keywords: Optimal control, multi-objective optimization, sliding mode control, wearable knee exoskeletons.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 120

Authors: Udeme O. Ini, Edikan E. Akpanibah

Abstract:

This paper studies the optimal investment strategies for a plan member (PM) in a defined contribution (DC) pension scheme with transaction cost, taxes on invested funds and couple risky assets (stocks) under the Ornstein-Uhlenbeck (O-U) process. The PM’s portfolio is assumed to consist of a risk-free asset and two risky assets where the two risky assets are driven by the O-U process. The Legendre transformation and dual theory is use to transform the resultant optimal control problem which is a nonlinear partial differential equation (PDE) into linear PDE and the resultant linear PDE is then solved for the explicit solutions of the optimal investment strategies for PM exhibiting constant absolute risk aversion (CARA) using change of variable technique. Furthermore, theoretical analysis is used to study the influences of some sensitive parameters on the optimal investment strategies with observations that the optimal investment strategies for the two risky assets increase with increase in the dividend and decreases with increase in tax on the invested funds, risk averse coefficient, initial fund size and the transaction cost.

Keywords: Ornstein-Uhlenbeck process, portfolio management, Legendre transforms, CARA utility.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 429

Authors: Delowar Hossain, Genci Capi

Abstract:

This paper concerns with the problem of deep learning parameters tuning using a genetic algorithm (GA) in order to improve the performance of deep learning (DL) method. We present a GA based DL method for robot object recognition and grasping. GA is used to optimize the DL parameters in learning procedure in term of the fitness function that is good enough. After finishing the evolution process, we receive the optimal number of DL parameters. To evaluate the performance of our method, we consider the object recognition and robot grasping tasks. Experimental results show that our method is efficient for robot object recognition and grasping.

Keywords: Deep learning, genetic algorithm, object recognition, robot grasping.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2098

Authors: S. E. Oraby, A.M. Alaskari

Abstract:

The stochastic nature of tool life using conventional discrete-wear data from experimental tests usually exists due to many individual and interacting parameters. It is a common practice in batch production to continually use the same tool to machine different parts, using disparate machining parameters. In such an environment, the optimal points at which tools have to be changed, while achieving minimum production cost and maximum production rate within the surface roughness specifications, have not been adequately studied. In the current study, two relevant aspects are investigated using coated and uncoated inserts in turning operations: (i) the accuracy of using machinability information, from fixed parameters testing procedures, when variable parameters situations are emerged, and (ii) the credibility of tool life machinability data from prior discrete testing procedures in a non-stop machining. A novel technique is proposed and verified to normalize the conventional fixed parameters machinability data to suit the cases when parameters have to be changed for the same tool. Also, an experimental investigation has been established to evaluate the error in the tool life assessment when machinability from discrete testing procedures is employed in uninterrupted practical machining.

Keywords: Machinability, tool life, tool wear, wear variability

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1768

Authors: Ayad Al-Mahturi, Herman Wahid

Abstract:

This paper presents an optimal state feedback controller based on Linear Quadratic Regulator (LQR) for a two-rotor aero-dynamical system (TRAS). TRAS is a highly nonlinear multi-input multi-output (MIMO) system with two degrees of freedom and cross coupling. There are two parameters that define the behavior of LQR controller: state weighting matrix and control weighting matrix. The two parameters influence the performance of LQR. Particle Swarm Optimization (PSO) is proposed to optimally tune weighting matrices of LQR. The major concern of using LQR controller is to stabilize the TRAS by making the beam move quickly and accurately for tracking a trajectory or to reach a desired altitude. The simulation results were carried out in MATLAB/Simulink. The system is decoupled into two single-input single-output (SISO) systems. Comparing the performance of the optimized proportional, integral and derivative (PID) controller provided by INTECO, results depict that LQR controller gives a better performance in terms of both transient and steady state responses when PSO is performed.

Keywords: Linear quadratic regulator, LQR controller, optimal control, particle swarm optimization, PSO, two-rotor aero-dynamical system, TRAS.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2097

Authors: István Patkó, Hosam Bayoumi Hamuda, András Medve, András Szeder

Abstract:

In order to efficiently solve the problems created by the deepening energy crisis affecting Europe and the world, governments cannot neglect the opportunities of using the energy produced by sun collectors. In many of the EU countries there are sun collectors producing heat energy, e.g. in 2011 in the area of EU27 (countries which belong to European Union) + Switzerland altogether 37519126 m2 were operated, which are capable of producing 26.3 GWh heat energy. The energy produced by these sun collectors is utilized at the place of production. In the near future governments will have to focus more on spreading and using sun collectors. Among the complex problems of operating sun collectors, this article deals with determining the optimal tilt angle, directions of sun collectors. We evaluate the contamination of glass surface of sun collector to the produced energy. Our theoretically results are confirmed by laboratory measurements. The purpose of our work is to help users and engineers in determination of optimal operation parameters of sun collectors.

Keywords: Heat energy, tilt angle, direction of sun collector, contamination of surface.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1732

Authors: Leila Fatemi, Morteza Moradi, Azadeh Mansouri

Abstract:

In this paper, the modified optimal sliding mode control with a proposed method to design a sliding surface is presented. Because of the inability of the previous approach of the sliding mode method to design a bounded and suitable input, the new variation is proposed in the sliding manifold to obviate problems in a structural system. Although the sliding mode control is a powerful method to reject disturbances and noises, the chattering problem is not good for actuators. To decrease the chattering phenomena, the optimal control is added to the sliding mode control. Not only the proposed method can decline the intense variations in the inputs of the system but also it can produce the efficient responses respect to the sliding mode control and optimal control that are shown by performing some numerical simulations.

Keywords: Structural Control, optimal control, optimal sliding mode controller, modified sliding surface.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1979

Authors: R.Mohamad Idris, A.Khairuddin, M.W.Mustafa

Abstract:

In this paper, a novel method using Bees Algorithm is proposed to determine the optimal allocation of FACTS devices for maximizing the Available Transfer Capability (ATC) of power transactions between source and sink areas in the deregulated power system. The algorithm simultaneously searches the FACTS location, FACTS parameters and FACTS types. Two types of FACTS are simulated in this study namely Thyristor Controlled Series Compensator (TCSC) and Static Var Compensator (SVC). A Repeated Power Flow with FACTS devices including ATC is used to evaluate the feasible ATC value within real and reactive power generation limits, line thermal limits, voltage limits and FACTS operation limits. An IEEE30 bus system is used to demonstrate the effectiveness of the algorithm as an optimization tool to enhance ATC. A Genetic Algorithm technique is used for validation purposes. The results clearly indicate that the introduction of FACTS devices in a right combination of location and parameters could enhance ATC and Bees Algorithm can be efficiently used for this kind of nonlinear integer optimization.

Keywords: ATC, Bees Algorithm, TCSC, SVC

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3139

Authors: Richard Grünes, Karel Roubik

Abstract:

The article deals with technical support of intracranial single unit activity measurement. The parameters of the whole measuring set were tested in order to assure the optimal conditions of extracellular single-unit recording. Metal microelectrodes for measuring the single-unit were tested during animal experiments. From signals recorded during these experiments, requirements for the measuring set parameters were defined. The impedance parameters of the metal microelectrodes were measured. The frequency-gain and autonomous noise properties of preamplifier and amplifier were verified. The measurement and the description of the extracellular single unit activity could help in prognoses of brain tissue damage recovery.

Keywords: Measuring set, metal microelectrodes, single-unit, noise, impedance parameters, gain characteristics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1513

Authors: Johann Barbier, Guillaume Sicot, Sebastien Houcke

Abstract:

In this paper we present a generic approach for the problem of the blind estimation of the parameters of linear and convolutional error correcting codes. In a non-cooperative context, an adversary has only access to the noised transmission he has intercepted. The intercepter has no knowledge about the parameters used by the legal users. So, before having acess to the information he has first to blindly estimate the parameters of the error correcting code of the communication. The presented approach has the main advantage that the problem of reconstruction of such codes can be expressed in a very simple way. This allows us to evaluate theorical bounds on the complexity of the reconstruction process but also bounds on the estimation rate. We show that some classical reconstruction techniques are optimal and also explain why some of them have theorical complexities greater than these experimentally observed.

Keywords: Blind estimation parameters, error correcting codes, non-cooperative context, reconstruction algorithm

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2156

Authors: Limouzade E., Joorabian M.

Abstract:

Most of the losses in a power system relate to the distribution sector which always has been considered. From the important factors which contribute to increase losses in the distribution system is the existence of radioactive flows. The most common way to compensate the radioactive power in the system is the power to use parallel capacitors. In addition to reducing the losses, the advantages of capacitor placement are the reduction of the losses in the release peak of network capacity and improving the voltage profile. The point which should be considered in capacitor placement is the optimal placement and specification of the amount of the capacitor in order to maximize the advantages of capacitor placement. In this paper, a new technique has been offered for the placement and the specification of the amount of the constant capacitors in the radius distribution network on the basis of Genetic Algorithm (GA). The existing optimal methods for capacitor placement are mostly including those which reduce the losses and voltage profile simultaneously. But the retaliation cost and load changes have not been considered as influential UN the target function .In this article, a holistic approach has been considered for the optimal response to this problem which includes all the parameters in the distribution network: The price of the phase voltage and load changes. So, a vast inquiry is required for all the possible responses. So, in this article, we use Genetic Algorithm (GA) as the most powerful method for optimal inquiry.

Keywords: Genetic Algorithm (GA), capacitor placement, voltage profile, network losses, Simulating Annealing (SA), distribution network.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1505

Authors: A. Farshidianfar, P. Oliazadeh

Abstract:

In this paper the vibration behaviors of a structure equipped with a tuned liquid column damper (TLCD) under a harmonic type of earthquake loading are studied. However, due to inherent nonlinear liquid damping, it is no doubt that a great deal of computational effort is required to search the optimum parameters of the TLCD, numerically. Therefore by linearization the equation of motion of the single degree of freedom structure equipped with the TLCD, the closed form solutions of the TLCD-structure system are derived. To find the reliability of the analytical method, the results have been compared with other researcher and have good agreement. Further, the effects of optimal design parameters such as length ratio and mass ratio on the performance of the TLCD for controlling the responses of a structure are investigated by using the harmonic type of earthquake excitation. Finally, the Citicorp Center which has a very flexible structure is used as an example to illustrate the design procedure for the TLCD under the earthquake excitation.

Keywords: Closed form solution, Earthquake excitation, TLCD.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2002

Authors: J. Olamaei , T. Niknam, M. Nayeripour

Abstract:

This paper presents an approach for daily optimal operation of distribution networks considering Distributed Generators (DGs). Due to private ownership of DGs, a cost based compensation method is used to encourage DGs in active and reactive power generation. The objective function is summation of electrical energy generated by DGs and substation bus (main bus) in the next day. A genetic algorithm is used to solve the optimal operation problem. The approach is tested on an IEEE34 buses distribution feeder.

Keywords: Distributed Generator, Daily Optimal Operation, Genetic Algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1597

Authors: Farzin Salmasi

Abstract:

The design of a gravity dam is performed through an interactive process involving a preliminary layout of the structure followed by a stability and stress analysis. This study presents a method to define the optimal top width of gravity dam with genetic algorithm. To solve the optimization task (minimize the cost of the dam), an optimization routine based on genetic algorithms (GAs) was implemented into an Excel spreadsheet. It was found to perform well and GA parameters were optimized in a parametric study. Using the parameters found in the parametric study, the top width of gravity dam optimization was performed and compared to a gradient-based optimization method (classic method). The accuracy of the results was within close proximity. In optimum dam cross section, the ratio of is dam base to dam height is almost equal to 0.85, and ratio of dam top width to dam height is almost equal to 0.13. The computerized methodology may provide the help for computation of the optimal top width for a wide range of height of a gravity dam.

Keywords: Chromosomes, dam, genetic algorithm, globaloptimum, preliminary layout, stress analysis, theoretical profile.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4301

Authors: N. Arulanand, P. Dhara

Abstract:

Optimizing the parameters in the controller plays a vital role in the control theory and its applications. Optimizing the PID parameters is finding out the best value from the feasible solutions. Finding the optimal value is an optimization problem. Inverted Pendulum is a very good platform for control engineers to verify and apply different logics in the field of control theory. It is necessary to find an optimization technique for the controller to tune the values automatically in order to minimize the error within the given bounds. In this paper, the algorithmic concepts of Harmony search (HS) and Genetic Algorithm (GA) have been analyzed for the given range of values. The experimental results show that HS performs well than GA.

Keywords: Genetic Algorithm, Harmony Search Algorithm, Inverted Pendulum, PID Controller.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1784

Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa

Abstract:

In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.

Keywords: DC pension fund, Hamilton Jacobi Bellman equation, optimal investment strategies, stochastic optimal control technique, return of premiums clauses, mean-variance utility.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 743

Authors: Lenka Ševelová, Aleš Florian

Abstract:

To improve the efficiency of parametric studies or tests planning the method is proposed, that takes into account all input parameters, but only a few simulation runs are performed to assess the relative importance of each input parameter. For K input parameters with N input values the total number of possible combinations of input values equals NK. To limit the number of runs, only some (totally N) of possible combinations are taken into account. The sampling procedure Updated Latin Hypercube Sampling is used to choose the optimal combinations. To measure the relative importance of each input parameter, the Spearman rank correlation coefficient is proposed. The sensitivity and the influence of all parameters are analyzed within one procedure and the key parameters with the largest influence are immediately identified.

Keywords: Concrete, pavement, simulation, reliability, Latin Hypercube Sampling, parametric studies.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1304

Authors: Daniela I. Borissova, Ivan C. Mustakerov

Abstract:

The paper addresses a problem of optimal staffing in open shop environment. The problem is to determine the optimal number of operators serving a given number of machines to fulfill the number of independent operations while minimizing staff idle. Using a Gantt chart presentation of the problem it is modeled as twodimensional cutting stock problem. A mixed-integer programming model is used to get minimal job processing time (makespan) for fixed number of machines' operators. An algorithm for optimal openshop staffing is developed based on iterative solving of the formulated optimization task. The execution of the developed algorithm provides optimal number of machines' operators in the sense of minimum staff idle and optimal makespan for that number of operators. The proposed algorithm is tested numerically for a real life staffing problem. The testing results show the practical applicability for similar open shop staffing problems.

Keywords: Integer programming, open shop problem, optimal staffing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3290

Authors: R. Srinivasa Rao

Abstract:

This paper presents a new and efficient approach for capacitor placement in radial distribution systems that determine the optimal locations and size of capacitor with an objective of improving the voltage profile and reduction of power loss. The solution methodology has two parts: in part one the loss sensitivity factors are used to select the candidate locations for the capacitor placement and in part two a new algorithm that employs Plant growth Simulation Algorithm (PGSA) is used to estimate the optimal size of capacitors at the optimal buses determined in part one. The main advantage of the proposed method is that it does not require any external control parameters. The other advantage is that it handles the objective function and the constraints separately, avoiding the trouble to determine the barrier factors. The proposed method is applied to 9 and 34 bus radial distribution systems. The solutions obtained by the proposed method are compared with other methods. The proposed method has outperformed the other methods in terms of the quality of solution.

Keywords: Distribution systems, Capacitor allocation, Loss reduction, Fuzzy, PGSA.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2254

Authors: I. Goual, M. S. Goual, M. K. Gueddouda, Taïbi Saïd, Abou-Bekr Nabil, A. Ferhat

Abstract:

The aim of the paper is to study the hydro-mechanical behavior of a tuff and calcareous sand mixture. A first experimental phase was carried out in order to find the optimal mixture. This showed that the material composed of 80% tuff and 20% calcareous sand provides the maximum mechanical strength. The second experimental phase concerns the study of the drying-wetting behavior of the optimal mixture was carried out on slurry samples and compacted samples at the MPO. Experimental results let to deduce the parameters necessary for the prediction of the hydro-mechanical behavior of pavement formulated from tuff and calcareous sand mixtures, related to moisture. This optimal mixture satisfies the regulation rules and hence constitutes a good local eco-material, abundantly available, for the conception of pavements.

Keywords: Tuff, sandy calcareous, road engineering, hydro mechanical behaviour, suction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1503