Search results for: Two-Sided Assembly Line Balancing Problem.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4649

Search results for: Two-Sided Assembly Line Balancing Problem.

4019 A Two-Stage Airport Ground Movement Speed Profile Design Methodology Using Particle Swarm Optimization

Authors: Zhang Tianci, Ding Meng, Zuo Hongfu, Zeng Lina, Sun Zejun

Abstract:

Automation of airport operations can greatly improve ground movement efficiency. In this paper, we study the speed profile design problem for advanced airport ground movement control and guidance. The problem is constrained by the surface four-dimensional trajectory generated in taxi planning. A decomposed approach of two stages is presented to solve this problem efficiently. In the first stage, speeds are allocated at control points, which ensure smooth speed profiles can be found later. In the second stage, detailed speed profiles of each taxi interval are generated according to the allocated control point speeds with the objective of minimizing the overall fuel consumption. We present a swarm intelligence based algorithm for the first-stage problem and a discrete variable driven enumeration method for the second-stage problem, since it only has a small set of discrete variables. Experimental results demonstrate the presented methodology performs well on real world speed profile design problems.

Keywords: Airport ground movement, fuel consumption, particle swarm optimization, smoothness, speed profile design.

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4018 Primary Level Teachers’ Response to Gender Representation in Textbook Contents

Authors: Pragya Paneru

Abstract:

This paper explores altogether 10 primary teachers’ views on gender representation in primary level textbooks. Data were collected from the teachers who taught in private schools in the Kailali and Kathmandu districts. This research uses a semi-structured interview method to obtain information regarding teachers’ attitudes toward gender representations in textbook contents. The interview data were analysed by using critical skills of qualitative research. The findings revealed that most of the teachers were unaware and regarded gender issues as insignificant to discuss in primary-level classes. Most of them responded to the questions personally and claimed that there were no gender issues in their classrooms. Some of the teachers connected gender issues with contexts other than textbook representations such as school discrimination in the distribution of salary among male and female teachers, school practices of awarding girls rather than boys as the most disciplined students, following girls’ first rule in the assembly marching, encouraging only girls in the stage shows, and involving students in gender-specific activities such as decorating works for girls and physical tasks for boys. The interview also revealed teachers’ covert gendered attitudes in their remarks. Nevertheless, most of the teachers accepted that gender-biased contents have an impact on learners and this problem can be solved with more gender-centred research in the education field, discussions, and training to increase awareness regarding gender issues. Agreeing with the suggestion of teachers, this paper recommends proper training and awareness regarding how to confront gender issues in textbooks.

Keywords: Content analysis, gender equality, school education, critical awareness.

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4017 Forecasting Exchange Rate between Thai Baht and the US Dollar Using Time Series Analysis

Authors: Kunya Bowornchockchai

Abstract:

The objective of this research is to forecast the monthly exchange rate between Thai baht and the US dollar and to compare two forecasting methods. The methods are Box-Jenkins’ method and Holt’s method. Results show that the Box-Jenkins’ method is the most suitable method for the monthly Exchange Rate between Thai Baht and the US Dollar. The suitable forecasting model is ARIMA (1,1,0)  without constant and the forecasting equation is Yt = Yt-1 + 0.3691 (Yt-1 - Yt-2) When Yt  is the time series data at time t, respectively.

Keywords: Box–Jenkins Method, Holt’s Method, Mean Absolute Percentage Error (MAPE).

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4016 Evaluation Pattern of Cognitive Processes in Language in Written Comprehension

Authors: Agnès Garletti

Abstract:

Our research aims at helping the tutor on line to evaluate the student-s cognitive processes. The student is a learner in French as a Second Language who studies an on-line socio-cognitive scenario in written communication. In our method, these cognitive processes are defined. For that, the language abilities and learning tasks are associated to cognitive operation. Moreover, the found cognitive processes are named with specific terms. The result was to create an instrumental pattern to question the learner about the cognitive processes used to build an item of written comprehension. Our research follows the principles of the third historical generation of studies on the cognitive activity of the text comprehension. The strength of our instrumental pattern stands in the precision and the logical articulation of the questions to the learner. However, the learner-s answers can still be subjective but the precision of the instrument restricts it.

Keywords: Cognitive processes, Evaluation pattern, French as asecond language, Socio-cognitive scenario, Written comprehension.

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4015 Solving Machine Loading Problem in Flexible Manufacturing Systems Using Particle Swarm Optimization

Authors: S. G. Ponnambalam, Low Seng Kiat

Abstract:

In this paper, a particle swarm optimization (PSO) algorithm is proposed to solve machine loading problem in flexible manufacturing system (FMS), with bicriterion objectives of minimizing system unbalance and maximizing system throughput in the occurrence of technological constraints such as available machining time and tool slots. A mathematical model is used to select machines, assign operations and the required tools. The performance of the PSO is tested by using 10 sample dataset and the results are compared with the heuristics reported in the literature. The results support that the proposed PSO is comparable with the algorithms reported in the literature.

Keywords: Machine loading problem, FMS, Particle Swarm Optimization.

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4014 An Electrically Small Silver Ink Printed FR4 Antenna for RF Transceiver Chip CC1101

Authors: F. Majeed, D. V. Thiel, M. Shahpari

Abstract:

An electrically small meander line antenna is designed for impedance matching with RF transceiver chip CC1101. The design provides the flexibility of tuning the reactance of the antenna over a wide range of values: highly capacitive to highly inductive. The antenna was printed with silver ink on FR4 substrate using the screen printing design process. The antenna impedance was perfectly matched to CC1101 at 433 MHz. The measured radiation efficiency of the antenna was 81.3% at resonance. The 3 dB and 10 dB fractional bandwidth of the antenna was 14.5% and 4.78%, respectively. The read range of the antenna was compared with a copper wire monopole antenna over a distance of five meters. The antenna, with a perfect impedance match with RF transceiver chip CC1101, shows improvement in the read range compared to a monopole antenna over the specified distance.

Keywords: Meander line antenna, RFID, Silver ink printing, Impedance matching.

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4013 Price Prediction Line, Investment Signals and Limit Conditions Applied for the German Financial Market

Authors: Cristian Păuna

Abstract:

In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.

Keywords: Algorithmic trading, automated investment system, DAX Deutscher Aktienindex.

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4012 On the Solution of the Towers of Hanoi Problem

Authors: Hayedeh Ahrabian, Comfar Badamchi, Abbass Nowzari-Dalini

Abstract:

In this paper, two versions of an iterative loopless algorithm for the classical towers of Hanoi problem with O(1) storage complexity and O(2n) time complexity are presented. Based on this algorithm the number of different moves in each of pegs with its direction is formulated.

Keywords: Loopless algorithm, Binary tree, Towers of Hanoi.

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4011 A Virtual Grid Based Energy Efficient Data Gathering Scheme for Heterogeneous Sensor Networks

Authors: Siddhartha Chauhan, Nitin Kumar Kotania

Abstract:

Traditional Wireless Sensor Networks (WSNs) generally use static sinks to collect data from the sensor nodes via multiple forwarding. Therefore, network suffers with some problems like long message relay time, bottle neck problem which reduces the performance of the network.

Many approaches have been proposed to prevent this problem with the help of mobile sink to collect the data from the sensor nodes, but these approaches still suffer from the buffer overflow problem due to limited memory size of sensor nodes. This paper proposes an energy efficient scheme for data gathering which overcomes the buffer overflow problem. The proposed scheme creates virtual grid structure of heterogeneous nodes. Scheme has been designed for sensor nodes having variable sensing rate. Every node finds out its buffer overflow time and on the basis of this cluster heads are elected. A controlled traversing approach is used by the proposed scheme in order to transmit data to sink. The effectiveness of the proposed scheme is verified by simulation.

Keywords: Buffer overflow problem, Mobile sink, Virtual grid, Wireless sensor networks.

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4010 Noise Removal from Surface Respiratory EMG Signal

Authors: Slim Yacoub, Kosai Raoof

Abstract:

The aim of this study was to remove the two principal noises which disturb the surface electromyography signal (Diaphragm). These signals are the electrocardiogram ECG artefact and the power line interference artefact. The algorithm proposed focuses on a new Lean Mean Square (LMS) Widrow adaptive structure. These structures require a reference signal that is correlated with the noise contaminating the signal. The noise references are then extracted : first with a noise reference mathematically constructed using two different cosine functions; 50Hz (the fundamental) function and 150Hz (the first harmonic) function for the power line interference and second with a matching pursuit technique combined to an LMS structure for the ECG artefact estimation. The two removal procedures are attained without the use of supplementary electrodes. These techniques of filtering are validated on real records of surface diaphragm electromyography signal. The performance of the proposed methods was compared with already conducted research results.

Keywords: Surface EMG, Adaptive, Matching Pursuit, Powerline interference.

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4009 On-line Speech Enhancement by Time-Frequency Masking under Prior Knowledge of Source Location

Authors: Min Ah Kang, Sangbae Jeong, Minsoo Hahn

Abstract:

This paper presents the source extraction system which can extract only target signals with constraints on source localization in on-line systems. The proposed system is a kind of methods for enhancing a target signal and suppressing other interference signals. But, the performance of proposed system is superior to any other methods and the extraction of target source is comparatively complete. The method has a beamforming concept and uses an improved time-frequency (TF) mask-based BSS algorithm to separate a target signal from multiple noise sources. The target sources are assumed to be in front and test data was recorded in a reverberant room. The experimental results of the proposed method was evaluated by the PESQ score of real-recording sentences and showed a noticeable speech enhancement.

Keywords: Beam forming, Non-stationary noise reduction, Source separation, TF mask.

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4008 Closed form Delay Model for on-Chip VLSIRLCG Interconnects for Ramp Input for Different Damping Conditions

Authors: Susmita Sahoo, Madhumanti Datta, Rajib Kar

Abstract:

Fast delay estimation methods, as opposed to simulation techniques, are needed for incremental performance driven layout synthesis. On-chip inductive effects are becoming predominant in deep submicron interconnects due to increasing clock speed and circuit complexity. Inductance causes noise in signal waveforms, which can adversely affect the performance of the circuit and signal integrity. Several approaches have been put forward which consider the inductance for on-chip interconnect modelling. But for even much higher frequency, of the order of few GHz, the shunt dielectric lossy component has become comparable to that of other electrical parameters for high speed VLSI design. In order to cope up with this effect, on-chip interconnect has to be modelled as distributed RLCG line. Elmore delay based methods, although efficient, cannot accurately estimate the delay for RLCG interconnect line. In this paper, an accurate analytical delay model has been derived, based on first and second moments of RLCG interconnection lines. The proposed model considers both the effect of inductance and conductance matrices. We have performed the simulation in 0.18μm technology node and an error of as low as less as 5% has been achieved with the proposed model when compared to SPICE. The importance of the conductance matrices in interconnect modelling has also been discussed and it is shown that if G is neglected for interconnect line modelling, then it will result an delay error of as high as 6% when compared to SPICE.

Keywords: Delay Modelling; On-Chip Interconnect; RLCGInterconnect; Ramp Input; Damping; VLSI

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4007 Design of Non-uniform Circular Antenna Arrays Using Firefly Algorithm for Side Lobe Level Reduction

Authors: Gopi Ram, Durbadal Mandal, Rajib Kar, Sakti Prasad Ghoshal

Abstract:

A design problem of non-uniform circular antenna arrays for maximum reduction of both the side lobe level (SLL) and first null beam width (FNBW) is dealt with. This problem is modeled as a simple optimization problem. The method of Firefly algorithm (FFA) is used to determine an optimal set of current excitation weights and antenna inter-element separations that provide radiation pattern with maximum SLL reduction and much improvement on FNBW as well. Circular array antenna laid on x-y plane is assumed. FFA is applied on circular arrays of 8-, 10-, and 12- elements. Various simulation results are presented and hence performances of side lobe and FNBW are analyzed. Experimental results show considerable reductions of both the SLL and FNBW with respect to those of the uniform case and some standard algorithms GA, PSO and SA applied to the same problem.

Keywords: Circular arrays, First null beam width, Side lobe level, FFA.

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4006 Design and Construction of PIC-Based IR Remote Control Moving Robot

Authors: Sanda Win, Tin Shein, Khin Maung Latt

Abstract:

This document describes an electronic speed control designed to drive two DC motors from a 6 V battery pack to be controlled by a commercial universal infrared remote control hand set. Conceived for a tank-like vehicle, one motor drives the left side wheels or tracks and the other motor drives the right side. As it is shown here, there is a left-right steering input and a forward– backward throttles input, like would be used on a model car. It is designed using a microcontroller PIC16F873A.

Keywords: Assembly Language, Direction Control, SpeedControl, PIC 16F 873A

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4005 The Existence and Uniqueness of Positive Solution for Nonlinear Fractional Differential Equation Boundary Value Problem

Authors: Chuanyun Gu, Shouming Zhong

Abstract:

In this paper, the existence and uniqueness of positive solutions for nonlinear fractional differential equation boundary value problem is concerned by a fixed point theorem of a sum operator. Our results can not only guarantee the existence and uniqueness of positive solution, but also be applied to construct an iterative scheme for approximating it. Finally, the example is given to illustrate the main result.

Keywords: Fractional differential equation, Boundary value problem, Positive solution, Existence and uniqueness, Fixed point theorem of a sum operator

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4004 Re-Handling Operations in Small Container Terminal Operated by Reach Stackers

Authors: Adam Galuszka, Krzysztof Skrzypczyk, Damian Bereska, Marcin Pacholczyk

Abstract:

In this paper an average number of re-handlings analysis is proposed to solve the problem of finding bays configuration in small container terminal in Gliwice, Poland. Rehandlings in this terminal can be performed only by reachstackers. The goal of the heuristic is to plan the reachstacter moves in the terminal, assuming that the target containers are reached and the number of re-handings is minimized. The real situation requires also to take into account the model of the problem environment uncertainty caused by the fact that many containers are not delivered to the terminal on time, or can not be sent on scheduled time. To enable this, the heuristic uses some assumptions to simplify problem analysis.

Keywords: Container Terminal, Re-handling operations, Computational efficiency, WiMax.

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4003 Topological Sensitivity Analysis for Reconstruction of the Inverse Source Problem from Boundary Measurement

Authors: Maatoug Hassine, Mourad Hrizi

Abstract:

In this paper, we consider a geometric inverse source problem for the heat equation with Dirichlet and Neumann boundary data. We will reconstruct the exact form of the unknown source term from additional boundary conditions. Our motivation is to detect the location, the size and the shape of source support. We present a one-shot algorithm based on the Kohn-Vogelius formulation and the topological gradient method. The geometric inverse source problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a source function. Then, we present a non-iterative numerical method for the geometric reconstruction of the source term with unknown support using a level curve of the topological gradient. Finally, we give several examples to show the viability of our presented method.

Keywords: Geometric inverse source problem, heat equation, topological sensitivity, topological optimization, Kohn-Vogelius formulation.

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4002 Class Outliers Mining: Distance-Based Approach

Authors: Nabil M. Hewahi, Motaz K. Saad

Abstract:

In large datasets, identifying exceptional or rare cases with respect to a group of similar cases is considered very significant problem. The traditional problem (Outlier Mining) is to find exception or rare cases in a dataset irrespective of the class label of these cases, they are considered rare events with respect to the whole dataset. In this research, we pose the problem that is Class Outliers Mining and a method to find out those outliers. The general definition of this problem is “given a set of observations with class labels, find those that arouse suspicions, taking into account the class labels". We introduce a novel definition of Outlier that is Class Outlier, and propose the Class Outlier Factor (COF) which measures the degree of being a Class Outlier for a data object. Our work includes a proposal of a new algorithm towards mining of the Class Outliers, presenting experimental results applied on various domains of real world datasets and finally a comparison study with other related methods is performed.

Keywords: Class Outliers, Distance-Based Approach, Outliers Mining.

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4001 Study on Sharp V-Notch Problem under Dynamic Loading Condition Using Symplectic Analytical Singular Element

Authors: Xiaofei Hu, Zhiyu Cai, Weian Yao

Abstract:

V-notch problem under dynamic loading condition is considered in this paper. In the time domain, the precise time domain expanding algorithm is employed, in which a self-adaptive technique is carried out to improve computing accuracy. By expanding variables in each time interval, the recursive finite element formulas are derived. In the space domain, a Symplectic Analytical Singular Element (SASE) for V-notch problem is constructed addressing the stress singularity of the notch tip. Combining with the conventional finite elements, the proposed SASE can be used to solve the dynamic stress intensity factors (DSIFs) in a simple way. Numerical results show that the proposed SASE for V-notch problem subjected to dynamic loading condition is effective and efficient.

Keywords: V-notch, dynamic stress intensity factor, finite element method, precise time domain expanding algorithm.

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4000 Reentry Trajectory Optimization Based on Differential Evolution

Authors: Songtao Chang, Yongji Wang, Lei Liu, Dangjun Zhao

Abstract:

Reentry trajectory optimization is a multi-constraints optimal control problem which is hard to solve. To tackle it, we proposed a new algorithm named CDEN(Constrained Differential Evolution Newton-Raphson Algorithm) based on Differential Evolution( DE) and Newton-Raphson.We transform the infinite dimensional optimal control problem to parameter optimization which is finite dimensional by discretize control parameter. In order to simplify the problem, we figure out the control parameter-s scope by process constraints. To handle constraints, we proposed a parameterless constraints handle process. Through comprehensive analyze the problem, we use a new algorithm integrated by DE and Newton-Raphson to solve it. It is validated by a reentry vehicle X-33, simulation results indicated that the algorithm is effective and robust.

Keywords: reentry vehicle, trajectory optimization, constraint optimal, differential evolution.

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3999 Design and Implementation of Optimal Winner Determination Algorithm in Combinatorial e- Auctions

Authors: S. Khanpour, A. Movaghar

Abstract:

The one of best robust search technique on large scale search area is heuristic and meta heuristic approaches. Especially in issue that the exploitation of combinatorial status in the large scale search area prevents the solution of the problem via classical calculating methods, so such problems is NP-complete. in this research, the problem of winner determination in combinatorial auctions have been formulated and by assessing older heuristic functions, we solve the problem by using of genetic algorithm and would show that this new method would result in better performance in comparison to other heuristic function such as simulated annealing greedy approach.

Keywords: Bids, genetic algorithm, heuristic, metaheuristic, simulated annealing greedy.

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3998 Using Visual Technologies to Promote Excellence in Computer Science Education

Authors: Carol B. Collins, M. H. N Tabrizi

Abstract:

The purposes of this paper are to (1) promote excellence in computer science by suggesting a cohesive innovative approach to fill well documented deficiencies in current computer science education, (2) justify (using the authors' and others anecdotal evidence from both the classroom and the real world) why this approach holds great potential to successfully eliminate the deficiencies, (3) invite other professionals to join the authors in proof of concept research. The authors' experiences, though anecdotal, strongly suggest that a new approach involving visual modeling technologies should allow computer science programs to retain a greater percentage of prospective and declared majors as students become more engaged learners, more successful problem-solvers, and better prepared as programmers. In addition, the graduates of such computer science programs will make greater contributions to the profession as skilled problem-solvers. Instead of wearily rememorizing code as they move to the next course, students will have the problem-solving skills to think and work in more sophisticated and creative ways.

Keywords: Algorithms, CASE, UML, Problem-solving.

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3997 Smart and Connected Aircraft Cabin: A Balancing Act between Operational Cabin Management, Airline Business and Passenger Expectations

Authors: Ralf God, Lothar Kerschgens, Leonardo Goratti, Steven Lemaire

Abstract:

Ubiquitous connectivity is a reality and a basic need for users on ground. Air travel connectivity in the cabin is also becoming increasingly important for passengers during cabin use. Wireless sensor networks that provide information to cabin management systems are being used by airlines to optimize cabin crew workload. In networked cabin systems, communications and digitally transmitted data must be managed by airlines in every direction. Security and privacy, information processing and knowledge management are the current and future requirements for a smart and connected cabin.

Keywords: Smart and connected cabin management, Internet of Things, power management, airline business.

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3996 Maximum Norm Analysis of a Nonmatching Grids Method for Nonlinear Elliptic Boundary Value Problem −Δu = f(u)

Authors: Abida Harbi

Abstract:

We provide a maximum norm analysis of a finite element Schwarz alternating method for a nonlinear elliptic boundary value problem of the form -Δu = f(u), on two overlapping sub domains with non matching grids. We consider a domain which is the union of two overlapping sub domains where each sub domain has its own independently generated grid. The two meshes being mutually independent on the overlap region, a triangle belonging to one triangulation does not necessarily belong to the other one. Under a Lipschitz assumption on the nonlinearity, we establish, on each sub domain, an optimal L∞ error estimate between the discrete Schwarz sequence and the exact solution of the boundary value problem.

Keywords: Error estimates, Finite elements, Nonlinear PDEs, Schwarz method.

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3995 Limits Problem Solving in Engineering Careers: Competences and Errors

Authors: Veronica Diaz Quezada

Abstract:

In this article, the performance and errors are featured and analysed in the limit problems solving of a real-valued function, in correspondence to competency-based education in engineering careers, in the south of Chile. The methodological component is contextualised in a qualitative research, with a descriptive and explorative design, with elaboration, content validation and application of quantitative instruments, consisting of two parallel forms of open answer tests, based on limit application problems. The mathematical competences and errors made by students from five engineering careers from a public University are identified and characterized. Results show better performance only to solve routine-context problem-solving competence, thus they are oriented towards a rational solution or they use a suitable problem-solving method, achieving the correct solution. Regarding errors, most of them are related to techniques and the incorrect use of theorems and definitions of real-valued function limits of real variable.

Keywords: Engineering education, errors, limits, mathematics competences, problem solving.

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3994 A Bi-Objective Model to Address Simultaneous Formulation of Project Scheduling and Material Ordering

Authors: Babak H. Tabrizi, Seyed Farid Ghaderi

Abstract:

Concurrent planning of project scheduling and material ordering has been increasingly addressed within last decades as an approach to improve the project execution costs. Therefore, we have taken the problem into consideration in this paper, aiming to maximize schedules quality robustness, in addition to minimize the relevant costs. In this regard, a bi-objective mathematical model is developed to formulate the problem. Moreover, it is possible to utilize the all-unit discount for materials purchasing. The problem is then solved by the E-constraint method, and the Pareto front is obtained for a variety of robustness values. The applicability and efficiency of the proposed model is tested by different numerical instances, finally.

Keywords: E-constraint method, material ordering, project management, project scheduling.

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3993 Comparing Emotion Recognition from Voice and Facial Data Using Time Invariant Features

Authors: Vesna Kirandziska, Nevena Ackovska, Ana Madevska Bogdanova

Abstract:

The problem of emotion recognition is a challenging problem. It is still an open problem from the aspect of both intelligent systems and psychology. In this paper, both voice features and facial features are used for building an emotion recognition system. A Support Vector Machine classifiers are built by using raw data from video recordings. In this paper, the results obtained for the emotion recognition are given, and a discussion about the validity and the expressiveness of different emotions is presented. A comparison between the classifiers build from facial data only, voice data only and from the combination of both data is made here. The need for a better combination of the information from facial expression and voice data is argued.

Keywords: Emotion recognition, facial recognition, signal processing, machine learning.

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3992 A Genetic Algorithm with Priority Selection for the Traveling Salesman Problem

Authors: Cha-Hwa Lin, Je-Wei Hu

Abstract:

The conventional GA combined with a local search algorithm, such as the 2-OPT, forms a hybrid genetic algorithm(HGA) for the traveling salesman problem (TSP). However, the geometric properties which are problem specific knowledge can be used to improve the search process of the HGA. Some tour segments (edges) of TSPs are fine while some maybe too long to appear in a short tour. This knowledge could constrain GAs to work out with fine tour segments without considering long tour segments as often. Consequently, a new algorithm is proposed, called intelligent-OPT hybrid genetic algorithm (IOHGA), to improve the GA and the 2-OPT algorithm in order to reduce the search time for the optimal solution. Based on the geometric properties, all the tour segments are assigned 2-level priorities to distinguish between good and bad genes. A simulation study was conducted to evaluate the performance of the IOHGA. The experimental results indicate that in general the IOHGA could obtain near-optimal solutions with less time and better accuracy than the hybrid genetic algorithm with simulated annealing algorithm (HGA(SA)).

Keywords: Traveling salesman problem, hybrid geneticalgorithm, priority selection, 2-OPT.

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3991 Stock Portfolio Selection Using Chemical Reaction Optimization

Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

Abstract:

Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.

Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio

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3990 Two-Dimensional Observation of Oil Displacement by Water in a Petroleum Reservoir through Numerical Simulation and Application to a Petroleum Reservoir

Authors: Ahmad Fahim Nasiry, Shigeo Honma

Abstract:

We examine two-dimensional oil displacement by water in a petroleum reservoir. The pore fluid is immiscible, and the porous media is homogenous and isotropic in the horizontal direction. Buckley-Leverett theory and a combination of Laplacian and Darcy’s law are used to study the fluid flow through porous media, and the Laplacian that defines the dispersion and diffusion of fluid in the sand using heavy oil is discussed. The reservoir is homogenous in the horizontal direction, as expressed by the partial differential equation. Two main factors which are observed are the water saturation and pressure distribution in the reservoir, and they are evaluated for predicting oil recovery in two dimensions by a physical and mathematical simulation model. We review the numerical simulation that solves difficult partial differential reservoir equations. Based on the numerical simulations, the saturation and pressure equations are calculated by the iterative alternating direction implicit method and the iterative alternating direction explicit method, respectively, according to the finite difference assumption. However, to understand the displacement of oil by water and the amount of water dispersion in the reservoir better, an interpolated contour line of the water distribution of the five-spot pattern, that provides an approximate solution which agrees well with the experimental results, is also presented. Finally, a computer program is developed to calculate the equation for pressure and water saturation and to draw the pressure contour line and water distribution contour line for the reservoir.

Keywords: Numerical simulation, immiscible, finite difference, IADI, IADE, waterflooding.

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