Search results for: ramp rate and constriction factor based particle swarm optimization.

Authors: Dávid Csercsik, Péter Kádár

Abstract:

In the case of the proposed method, the problem is parallelized by considering multiple possible mode of operation profiles, which determine the range in which the generators operate in each period. For each of these profiles, the optimization is carried out independently, and the best resulting dispatch is chosen. For each such profile, the resulting problem is a quadratic programming (QP) problem with a potentially negative definite Q quadratic term, and constraints depending on the actual operation profile. In this paper we analyze the performance of available MATLAB optimization methods and solvers for the corresponding QP.

Keywords: Economic dispatch, optimization, quadratic programming, MATLAB.

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Authors: Alexey V. Klyuev, Arkady V. Yakimov, Mikhail I. Ryzhkin, Andrey V. Klyuev

Abstract:

Fluctuations of Schottky diode parameters in a structure of the mixer are investigated. These fluctuations are manifested in two ways. At the first, they lead to fluctuations in the transfer factor that is lead to the amplitude fluctuations in the signal of intermediate frequency. On the basis of the measurement data of 1/f noise of the diode at forward current, the estimation of a spectrum of relative fluctuations in transfer factor of the mixer is executed. Current dependence of the spectrum of relative fluctuations in transfer factor of the mixer and dependence of the spectrum of relative fluctuations in transfer factor of the mixer on the amplitude of the heterodyne signal are investigated. At the second, fluctuations in parameters of the diode lead to occurrence of 1/f noise in the output signal of the mixer. This noise limits the sensitivity of the mixer to the value of received signal.

Keywords: Current-voltage characteristic, fluctuations, mixer, Schottky diode, 1/f noise.

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Authors: Benedek Kovacs, Janos Toth

Abstract:

Solutions are proposed for the central problem of estimating the reaction rate coefficients in homogeneous kinetics. The first is based upon the fact that the right hand side of a kinetic differential equation is linear in the rate constants, whereas the second one uses the technique of neural networks. This second one is discussed deeply and its advantages, disadvantages and conditions of applicability are analyzed in the mirror of the first one. Numerical analysis carried out on practical models using simulated data, and our programs written in Mathematica.

Keywords: Neural networks, parameter estimation, linear regression, kinetic models, reaction rate coefficients.

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Authors: Yutaka Kisakibaru, AsepBayu Dani Nandiyanto, Ratna Balgis, Takashi Ogi, Kikuo Okuyama

Abstract:

spherical porous carbon particles with controllable porosity with a mean size of 2.5m have been prepared using a spray drying method with organic particle colloidal template. As a precursor, a mixing solution of carbon nanopowder and polystyrene (PS) particles as a template was used. The result showed that the particles with a good porous structure could be obtained. The pore size and shape (spherical) were identical to the initial template, giving a potential way for further developments. The control of particle porosity was also possible and reported in this paper, in which this control could be achieved by means of PS concentration.

Keywords: Porous structure particle; Carbon nanoparticles; Catalyst; Spray-drying method.

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Authors: F. Fissou Amigue, S. Ndjakomo Essiane, S. Pérabi Ngoffé, G. Abessolo Ondoa, G. Mengata Mengounou, T. P. Nna Nna

Abstract:

This document proposes a method for determining the optimal point of integration of distributed generation (DG) in distribution grid. Slime mould optimization is applied to determine best node in case of one and two injection point. Problem has been modeled as an optimization problem where the objective is to minimize joule loses and main constraint is to regulate voltage in each point. The proposed method has been implemented in MATLAB and applied in IEEE network 33 and 69 nodes. Comparing results obtained with other algorithms showed that slime mould optimization algorithms (SMOA) have the best reduction of power losses and good amelioration of voltage profile.

Keywords: Optimization, distributed generation, integration, slime mould algorithm.

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Authors: Morteza Kazemi Torbaghan, Seyed Mehran Kazemi, Rahele Zhiani, Fakhriye Hamed

Abstract:

Truss optimization problem has been vastly studied during the past 30 years and many different methods have been proposed for this problem. Even though most of these methods assume that the design variables are continuously valued, in reality, the design variables of optimization problems such as cross-sectional areas are discretely valued. In this paper, an improved hill climbing and an improved simulated annealing algorithm have been proposed to solve the truss optimization problem with discrete values for crosssectional areas. Obtained results have been compared to other methods in the literature and the comparison represents that the proposed methods can be used more efficiently than other proposed methods

Keywords: Size Optimization of Trusses, Hill Climbing, Simulated Annealing.

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Authors: Navid Mehdizadeh Afroozi, Khodakhast Isapour, Mojtaba Hakimzadeh, Abdolmohammad Davodi

Abstract:

The objective of the Economic Dispatch(ED) Problems of electric power generation is to schedule the committed generating units outputs so as to meet the required load demand at minimum operating cost while satisfying all units and system equality and inequality constraints. This paper presents a new method of ED problems utilizing the Max-Min Ant System Optimization. Historically, traditional optimizations techniques have been used, such as linear and non-linear programming, but within the past decade the focus has shifted on the utilization of Evolutionary Algorithms, as an example Genetic Algorithms, Simulated Annealing and recently Ant Colony Optimization (ACO). In this paper we introduce the Max-Min Ant System based version of the Ant System. This algorithm encourages local searching around the best solution found in each iteration. To show its efficiency and effectiveness, the proposed Max-Min Ant System is applied to sample ED problems composed of 4 generators. Comparison to conventional genetic algorithms is presented.

Keywords: Economic Dispatch (ED), Ant Colony Optimization, Fuel Cost, Algorithm.

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Authors: Hamed Sabahno

Abstract:

In this paper, an inventory model with finite and constant replenishment rate, price dependant demand rate, time value of money and inflation, finite time horizon, lead time and exponential deterioration rate and with the objective of maximizing the present worth of the total system profit is developed. Using a dynamic programming based solution algorithm, the optimal sequence of the cycles can be found and also different optimal selling prices, optimal order quantities and optimal maximum inventories can be obtained for the cycles with unequal lengths, which have never been done before for this model. Also, a numerical example is used to show accuracy of the solution procedure.

Keywords: Deteriorating items, Dynamic programming, Finitereplenishment rate, Inventory control, Operation Research.

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Authors: Sanjay L. Kurkute, Pradeep M. Patil, Kakasaheb C. Mohite

Abstract:

An optimal control strategy based on simple model, a single phase unity power factor boost converter is presented with an evaluation of first order differential equations. This paper presents an evaluation of single phase boost converter having power factor correction. The simple discrete model of boost converter is formed and optimal control is obtained, digital PI is adopted to adjust control error. The method of instantaneous current control is proposed in this paper for its good tracking performance of dynamic response. The simulation and experimental results verified our design.

Keywords: Single phase, boost converter, Power factor correction (PFC), Pulse Width Modulation (PWM).

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Authors: Sky Chou, Joseph C. Chen

Abstract:

This paper focuses on using Six Sigma methodologies to improve the surface roughness of a manufactured part produced by the CNC milling machine. It presents a case study where the surface roughness of milled aluminum is required to reduce or eliminate defects and to improve the process capability index C_p and C_pk for a CNC milling process. The six sigma methodology, DMAIC (design, measure, analyze, improve, and control) approach, was applied in this study to improve the process, reduce defects, and ultimately reduce costs. The Taguchi-based six sigma approach was applied to identify the optimized processing parameters that led to the targeted surface roughness specified by our customer. A L₉ orthogonal array was applied in the Taguchi experimental design, with four controllable factors and one non-controllable/noise factor. The four controllable factors identified consist of feed rate, depth of cut, spindle speed, and surface roughness. The noise factor is the difference between the old cutting tool and the new cutting tool. The confirmation run with the optimal parameters confirmed that the new parameter settings are correct. The new settings also improved the process capability index. The purpose of this study is that the Taguchi–based six sigma approach can be efficiently used to phase out defects and improve the process capability index of the CNC milling process.

Keywords: CNC machining, Six Sigma, Surface roughness, Taguchi methodology.

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Authors: Chun-guang Pan, Ying-wu Chen

Abstract:

Risk response planning is of importance for software project risk management (SPRM). In CMMI, risk management was in the third capability maturity level, which provides a framework for software project risk identification, assessment, risk planning, risk control. However, the CMMI-based SPRM currently lacks quantitative supporting tools, especially during the process of implementing software project risk planning. In this paper, an economic optimization model for selecting risk reduction actions in the phase of software project risk response planning is presented. Furthermore, an example taken from a Chinese software industry is illustrated to verify the application of this method. The research provides a risk decision method for project risk managers that can be used in the implementation of CMMI-based SPRM.

Keywords: Software project, risk management, CMMI, riskresponse planning.

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Authors: Totok R. Biyanto, Sonny Irawan, Hiskia J. Ginting, Matradji, Ya’umar, A. I. Fitri

Abstract:

Steam injection is the most suitable of Enhanced Oil Recovery (EOR) methods to recover high viscosity oil. This is due to the capabilities of steam to reduce oil viscosity and increase the sweep capability of oil from the injection well toward the production well. Oil operating conditions in production should be match well with the operating condition target at the bottom of the production well. It is influenced by oil properties and reservoir rock properties. Hence, the operating condition should be optimized. Optimization requires three components i.e., objective function, model, and optimization technique. In this paper, the objective function is to obtain the optimum operating condition at the production well. The model was built using Darcy equation and mass-energy balance. The optimization technique utilizes Duelist Algorithm due to the effectiveness of its algorithm to obtain the desirable optimization results at the optimum operating condition.

Keywords: Enhanced oil recovery, steam injection, operating conditions, modeling, optimization, Duelist algorithm.

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Authors: Emad Askar, Eldesoky Elsoaly, Mohamed Kamel, Hisham Kamel

Abstract:

The objective of this article is to improve the passive vibration damping of solar array (SA) used in space structures, by the effective application of numerical optimization. A case study of a SA is used for demonstration. A finite element (FE) model was created and verified by experimental testing. Optimization was then conducted by implementing the FE model with the genetic algorithm, to find the optimal placement of aluminum circular patches, to suppress the first two bending mode shapes. The results were verified using experimental testing. Finally, a parametric study was conducted using the FE model where patch locations, material type, and shape were varied one at a time, and the results were compared with the optimal ones. The results clearly show that through the proper application of FE modeling and numerical optimization, passive vibration damping of space structures has been successfully achieved.

Keywords: Damping optimization, genetic algorithm optimization, passive vibration damping, solar array vibration damping.

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Authors: Tania Bose, Minto Rattan, Neeraj Chamoli

Abstract:

In this paper, an attempt has been made to study the effect of thermal gradation on the steady-state creep behavior of rotating isotropic disc made of functionally graded material using threshold stress based Sherby’s creep law. The composite discs made of aluminum matrix reinforced with silicon carbide particulate have been taken for analysis. The stress and strain rate distributions have been calculated for the discs rotating at elevated temperatures having thermal gradation. The material parameters of creep vary radially and have been estimated by regression fit of the available experimental data. Investigations for discs made up of linearly increasing particle content operating under linearly decreasing temperature from inner to outer radii have been done using von Mises’ yield criterion. The results are displayed and compared graphically in designer friendly format for the above said disc profile with the disc made of particle reinforced composite operating under uniform temperature profile. It is observed that radial and tangential stresses show minor variation and the strain rates vary significantly in the presence of thermal gradation as compared to disc having uniform temperature.

Keywords: Creep, functionally graded isotropic material, steady-state, thermal gradation.

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Authors: E. Hlavacova, J. Chrenova, Z. Rausova, M. Vlcek, A. Penesova, L. Dedik

Abstract:

En bloc assumes modeling all phases of the orthostatic test with the only one mathematical model, which allows the complex parametric view of orthostatic response. The work presents the implementation of a mathematical model for processing of the measurements of systolic, diastolic blood pressure and heart rate performed on volunteers during orthostatic test. The original assumption of model hypothesis that every postural change means only one Stressor, did not complying with the measurements of physiological circulation factor-time profiles. Results of the identification support the hypothesis that second postural change of orthostatic test causes induced Stressors, with the observation of a physiological regulation mechanism. Maximal demonstrations are on the heart rate and diastolic blood pressure-time profile, minimal are for the measurements of the systolic blood pressure. Presented study gives a new view on orthostatic test with impact on clinical practice.

Keywords: En bloc modeling, physiological circulatory factor, postural change, stressor

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Authors: Hironori Kakuta, Kajiro Watanabe, Yosuke Kurihara

Abstract:

Water leakage is a serious problem in the maintenance of a waterworks facility. Monitoring the water flow rate is one way to locate leakage. However, conventional flowmeters such as the wet-type flowmeter and the clamp-on type ultrasonic flowmeter require additional construction for their installation and are therefore quite expensive. This paper proposes a novel estimation system for the flow rate in a water pipeline, which employs a vibration sensor. This assembly can be attached to any water pipeline without the need for additional high-cost construction. The vibration sensor is designed based on a condenser microphone. This sensor detects vibration caused by water flowing through a pipeline. It is possible to estimate the water flow rate by measuring the amplitude of the output signal from the vibration sensor. We confirmed the validity of the proposed sensing system experimentally.

Keywords: Condenser microphone, Flow rate estimation, Piping vibration, Water pipe.

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Authors: Amèdédjihundé H. J. Hounnou, Frédéric Dubas, François-Xavier Fifatin, Didier Chamagne, Antoine Vianou

Abstract:

This paper presents the techno-economic evaluation of run-of-river small-hydropower plants. In this regard, a multi-objective optimization procedure is proposed for the optimal sizing of the hydropower plants, and NSGAII is employed as the optimization algorithm. Annual generated energy and investment cost are considered as the objective functions, and number of generator units (n) and nominal turbine flow rate (Q_T) constitute the decision variables. Site of Yeripao in Benin is considered as the case study. We have categorized the river of this site using its environmental characteristics: gross head, and first quartile, median, third quartile and mean of flow. Effects of each decision variable on the objective functions are analysed. The results gave Pareto Front which represents the trade-offs between annual energy generation and the investment cost of hydropower plants, as well as the recommended optimal solutions. We noted that with the increase of the annual energy generation, the investment cost rises. Thus, maximizing energy generation is contradictory with minimizing the investment cost. Moreover, we have noted that the solutions of Pareto Front are grouped according to the number of generator units (n). The results also illustrate that the costs per kWh are grouped according to the n and rise with the increase of the nominal turbine flow rate. The lowest investment costs per kWh are obtained for n equal to one and are between 0.065 and 0.180 €/kWh. Following the values of n (equal to 1, 2, 3 or 4), the investment cost and investment cost per kWh increase almost linearly with increasing the nominal turbine flowrate while annual generated. Energy increases logarithmically with increasing of the nominal turbine flowrate. This study made for the Yeripao river can be applied to other rivers with their own characteristics.

Keywords: Hydropower plant, investment cost, multi-objective optimization, number of generator units.

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Authors: Chaghoub Soraya, Zhang Xiaoyan

Abstract:

This research presents the first constant approximation algorithm to the p-median network design problem with multiple cable types. This problem was addressed with a single cable type and there is a bifactor approximation algorithm for the problem. To the best of our knowledge, the algorithm proposed in this paper is the first constant approximation algorithm for the p-median network design with multiple cable types. The addressed problem is a combination of two well studied problems which are p-median problem and network design problem. The introduced algorithm is a random sampling approximation algorithm of constant factor which is conceived by using some random sampling techniques form the literature. It is based on a redistribution Lemma from the literature and a steiner tree problem as a subproblem. This algorithm is simple, and it relies on the notions of random sampling and probability. The proposed approach gives an approximation solution with one constant ratio without violating any of the constraints, in contrast to the one proposed in the literature. This paper provides a (21 + 2)-approximation algorithm for the p-median network design problem with multiple cable types using random sampling techniques.

Keywords: Approximation algorithms, buy-at-bulk, combinatorial optimization, network design, p-median.

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Authors: Doseong Eom, Jeongmin Kim, Kwang Ryel Ryu

Abstract:

Large exhibition halls require a lot of energy to maintain comfortable atmosphere for the visitors viewing inside. One way of reducing the energy cost is to have thermal energy storage systems installed so that the thermal energy can be stored in the middle of night when the energy price is low and then used later when the price is high. To minimize the overall energy cost, however, we should be able to decide how much energy to save during which time period exactly. If we can foresee future energy load and the corresponding cost, we will be able to make such decisions reasonably. In this paper, we use machine learning technique to obtain models for predicting weather conditions and the number of visitors on hourly basis for the next day. Based on the energy load thus predicted, we build a cost-optimal daily operation plan for the thermal energy storage systems and cooling and heating facilities through simulation-based optimization.

Keywords: Building energy management, machine learning, simulation-based optimization, operation planning.

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Authors: Norziana Aminudin, Titik Khawa Abdul Rahman, Ismail Musirin

Abstract:

One of the factors to maintain system survivability is the adequate reactive power support to the system. Lack of reactive power support may cause undesirable voltage decay leading to total system instability. Thus, appropriate reactive power support scheme should be arranged in order to maintain system stability. The strength of a system capacity is normally denoted as system loadability. This paper presents the enhancement of system loadability through optimal reactive power planning technique using a newly developed optimization technique, termed as Multiagent Immune Evolutionary Programming (MAIEP). The concept of MAIEP is developed based on the combination of Multiagent System (MAS), Artificial Immune System (AIS) and Evolutionary Programming (EP). In realizing the effectiveness of the proposed technique, validation is conducted on the IEEE-26-Bus Reliability Test System. The results obtained from pre-optimization and post-optimization process were compared which eventually revealed the merit of MAIEP.

Keywords: Load margin, MAIEP, Maximum loading point, ORPP.

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Authors: A. Abou El-Azm Aly, F. Nicolleau, T. M. Michelitsch, A. F. Nowakowski

Abstract:

The dispersion of heavy particles line in an isotropic and incompressible three-dimensional turbulent flow has been studied using the Kinematic Simulation techniques to find out the evolution of the line fractal dimension. In this study, the fractal dimension of the line is found for different cases of heavy particles inertia (different Stokes numbers) in the absence of the particle gravity with a comparison with the fractal dimension obtained in the diffusion case of material line at the same Reynolds number. It can be concluded for the dispersion of heavy particles line in turbulent flow that the particle inertia affect the fractal dimension of a line released in a turbulent flow for Stokes numbers 0.02 < St < 2. At the beginning for small times, most of the different cases are not affected by the inertia until a certain time, the particle response time τa, with larger time as the particles inertia increases, the fractal dimension of the line increases owing to the particles becoming more sensitive to the small scales which cause the change in the line shape during its journey.

Keywords: Heavy particles, two-phase flow, Kinematic Simulation, Fractal dimension.

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Authors: I. M. Yusuff, O. M. Oni, A. A. Aremu

Abstract:

Percentage of soil-gas radon-222 concentration (²²²Rn) from soil-depths contributing to outdoor radon atmospheric level depends largely on some physical parameters of the soil. To determine its dependency in soil-depths, survey tests were carried out on soil depths and grain size particles using in-situ measurement method of soil-gas radon-222 concentration at different soil depths. The measurements were carried out with an electronic active radon detector (RAD-7) manufactured by Durridge Company USA. Radon-222 concentrations (²²²Rn) in soil-gas were measured at four different soil depths of 20, 40, 60 and 100 cm in five feasible locations. At each soil depth, soil samples were collected for grain size particle analysis using soil grasp sampler. The result showed that highest value of radon-222 concentration (24,680 ± 1960 Bqm^-3) was measured at 100 cm depth with utmost grain size particle of 17.64% while the lowest concentration (7370 ± 1139 Bqm^-3) was measured at 100 cm depth with least grain size particle of 10.75% respectively. A computational model was derived using SPSS regression package. This model could be a yardstick for prediction on soil gas radon concentration reference to soil grain size particle at different soil-depths.

Keywords: Concentration, radon, porosity, diffusion, colorectal, emanation, yardstick.

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Authors: Shigenori Togashi, Erika Katayama, Mitsuhiro Matsuzawa

Abstract:

We have developed a microfluidic device system for the continuous producting of nanoparticles, and we have clarified the relationship between the mixing performance of reactors and the particle size. First, we evaluated the mixing performance of reactors by carring out the Villermaux–Dushman reaction and determined the experimental conditions for producing AgCl nanoparticles. Next, we produced AgCl nanoparticles and evaluated the mixing performance and the particle size. We found that as the mixing performance improves the size of produced particles decreases and the particle size distribution becomes sharper. We produced AgCl nanoparticles with a size of 86 nm using the microfluidic device that had the best mixing performance among the three reactors we tested in this study; the coefficient of variation (Cv) of the size distribution of the produced nanoparticles was 26.1%.

Keywords: Microfluidic, Mixing, Nanoparticle, Silver Chloride.

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Authors: Chikara Egami, Kazuhiro Kuwahara

Abstract:

Polarization-interferometric nonlinear confocal microscopy is proposed for measuring a nano-sized particle with optical anisotropy. The anisotropy in the particle was spectroscopically imaged through a three-dimensional distribution of third-order nonlinear dielectric polarization photoinduced.

Keywords: nanoparticle, optical storage, microscope

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Authors: Zhiwen Yang, Jingyuan Li, Zhenkai Xie, Jian Ling, Jiguang Wang, Mengliang Li

Abstract:

To reflect the influence of after-treatment system retrofit and natural gas-fueled vehicle replace on exhaust emissions emitted by urban buses, a portable emission measurement system (PEMS) was employed herein to conduct real driving emission measurements. This study investigated the differences in particle number (PN), particle mass (PM), and nitrogen oxides (NOx) emissions from a China IV diesel bus retrofitted by catalyzed diesel particulate filter (CDPF), a China IV diesel bus, and a China V natural gas bus. The results show that both tested diesel buses possess markedly advantages in NOx emission control when compared to the lean-burn natural gas bus equipped without any NOx after-treatment system. As to PN and PM, only the DOC+CDPF retrofitting diesel bus exhibits enormous benefits on emission control related to the natural gas bus, especially the normal diesel bus. Meanwhile, the differences in PM and PN emissions between retrofitted and normal diesel buses generally increase with the increase in vehicle specific power (VSP). Furthermore, the differences in PM emissions, especially those in the higher VSP ranges, are more significant than those in PN. In addition, the maximum peak PN particle size (32 nm) of the retrofitted diesel bus was significantly lower than that of the normal diesel bus (100 nm). These phenomena indicate that the CDPF retrofitting can effectively reduce diesel bus exhaust particle emissions, especially those with large particle sizes.

Keywords: CDPF, diesel, natural gas, real-world emissions.

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Authors: Michal Martinovič, Jaroslav Polec, Kvetoslava Kotuliaková

Abstract:

In this paper we proposed multistage adaptive ARQ/HARQ/HARQ scheme. This method combines pure ARQ (Automatic Repeat reQuest) mode in low channel bit error rate and hybrid ARQ method using two different Reed-Solomon codes in middle and high error rate conditions. It follows, that our scheme has three stages. The main goal is to increase number of states in adaptive HARQ methods and be able to achieve maximum throughput for every channel bit error rate. We will prove the proposal by calculation and then with simulations in land mobile satellite channel environment. Optimization of scheme system parameters is described in order to maximize the throughput in the whole defined Signal-to- Noise Ratio (SNR) range in selected channel environment.

Keywords: Signal-to-noise ratio, throughput, forward error correction (FEC), pure and hybrid automatic repeat request (ARQ).

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Authors: Jun-Oh Kim, Seol-Min Yang, Seok-Heum Baek, Sangmo Kang

Abstract:

In this paper, the shape design process is briefly discussed emphasizing the use of topology optimization in the conceptual design stage. The basic idea is to view feasible domains for sensitivity region concepts. In this method, the main process consists of two steps: as the design moves further inside the feasible domain using Taguchi method, and thus becoming more successful topology optimization, the sensitivity region becomes larger. In designing a double-eccentric butterfly valve, related to hydrodynamic performance and disc structure, are discussed where the use of topology optimization has proven to dramatically improve an existing design and significantly decrease the development time of a shape design. Computational Fluid Dynamics (CFD) analysis results demonstrate the validity of this approach.

Keywords: Double-eccentric butterfly valve, CFD, Topology optimization

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Authors: Hari Maghfiroh, Harry Prabowo

Abstract:

WOLED is widely used as lighting for high efficacy and little power consumption. In this research, power factor testing between WOLED and fluorescent lamp to see which one is more efficient in consuming energy. Since both lamps use semiconductor components, so calculation of the power factor need to consider the effects of harmonics. Harmonic make bigger losses. The study is conducted by comparing the value of the power factor regardless of harmonics (DPF) and also by included the harmonics (TPF). The average value of DPF of fluorescent is 0.953 while WOLED is 0.972. The average value of TPF of fluorescent is 0.717 whereas WOLED is 0.933. So from the review of power factor WOLED is more energy efficient than fluorescent lamp.

Keywords: Fluorescent, harmonic, power factor, WOLED.

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Authors: M. S. Osman, A. A. Tharwat, I. A. El-Khodary, A. G. Chalabi

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In this paper, we propose a multiple objective optimization model with respect to portfolio selection problem for investors looking forward to diversify their equity investments in a number of equity markets. Based on Markowitz-s M-V model we developed a Fuzzy Mixed Integer Multi-Objective Nonlinear Programming Problem (FMIMONLP) to maximize the investors- future gains on equity markets, reach the optimal proportion of the budget to be invested in different equities. A numerical example with a comprehensive analysis on artificial data from several equity markets is presented in order to illustrate the proposed model and its solution method. The model performed well compared with the deterministic version of the model.

Keywords: Equity Markets, Future Scenarios, PortfolioSelection, Multiple Criteria Fuzzy Optimization

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Authors: Kumaresh Sarmah, Kandarpa Kumar Sarma

Abstract:

Artificial Neural Network (ANN)s are best suited for prediction and optimization problems. Trained ANNs have found wide spread acceptance in several antenna design systems. Four parameters namely antenna radiation resistance, loss resistance, efficiency, and inductance can be used to design an antenna layout though there are several other parameters available. An ANN can be trained to provide the best and worst case precisions of an antenna design problem defined by these four parameters. This work describes the use of an ANN to generate the four mentioned parameters for a loop antenna for the specified frequency range. It also provides insights to the prediction of best and worst-case design problems observed in applications and thereby formulate a model for physical layout design of a loop antenna.

Keywords: MLP, ANN, parameter, prediction, optimization.

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