Search results for: Expanded Invasive Weed Optimization algorithm (exIWO)
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4846

Search results for: Expanded Invasive Weed Optimization algorithm (exIWO)

4156 Combination Scheme of Affine Projection Algorithm Filters with Complementary Order

Authors: Young-Seok Choi

Abstract:

This paper proposes a complementary combination scheme of affine projection algorithm (APA) filters with different order of input regressors. A convex combination provides an interesting way to keep the advantage of APA having different order of input regressors. Consequently, a novel APA which has the rapid convergence and the reduced steady-state error is derived. Experimental results show the good properties of the proposed algorithm.

Keywords: Adaptive filter, affine projection algorithm, convex combination, input order.

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4155 Local Algorithm for Establishing a Virtual Backbone in 3D Ad Hoc Network

Authors: Alaa E. Abdallah, M. Bsoul, Emad E. Abdallah, Ahmad Al-Khasawneh, Muath Alzghool

Abstract:

Due to the limited lifetime of the nodes in ad hoc and sensor networks, energy efficiency needs to be an important design consideration in any routing algorithm. It is known that by employing a virtual backbone in a wireless network, the efficiency of any routing scheme for the network can be improved. One common design for routing protocols in mobile ad hoc networks is to use positioning information; we use the node-s geometric locations to introduce an algorithm that can construct the virtual backbone structure locally in 3D environment. The algorithm construction has a constant time.

Keywords: Virtual backbone, dominating set, UDG.

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4154 Combined DWT-CT Blind Digital Image Watermarking Algorithm

Authors: Nidal F. Shilbayeh, Belal AbuHaija, Zainab N. Al-Qudsy

Abstract:

In this paper, we propose a new robust and secure system that is based on the combination between two different transforms Discrete wavelet Transform (DWT) and Contourlet Transform (CT). The combined transforms will compensate the drawback of using each transform separately. The proposed algorithm has been designed, implemented and tested successfully. The experimental results showed that selecting the best sub-band for embedding from both transforms will improve the imperceptibility and robustness of the new combined algorithm. The evaluated imperceptibility of the combined DWT-CT algorithm which gave a PSNR value 88.11 and the combination DWT-CT algorithm improves robustness since it produced better robust against Gaussian noise attack. In addition to that, the implemented system shored a successful extraction method to extract watermark efficiently.

Keywords: DWT, CT, Digital Image Watermarking, Copyright Protection.

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4153 Topology Optimization of Cable Truss Web for Prestressed Suspension Bridge

Authors: Vadims Goremikins, Karlis Rocens, Dmitrijs Serdjuks

Abstract:

A suspension bridge is the most suitable type of structure for a long-span bridge due to rational use of structural materials. Increased deformability, which is conditioned by appearance of the elastic and kinematic displacements, is the major disadvantage of suspension bridges. The problem of increased kinematic displacements under the action of non-symmetrical load can be solved by prestressing. The prestressed suspension bridge with the span of 200 m was considered as an object of investigations. The cable truss with the cross web was considered as the main load carrying structure of the prestressed suspension bridge. The considered cable truss was optimized by 47 variable factors using Genetic algorithm and FEM program ANSYS. It was stated, that the maximum total displacements are reduced up to 29.9% by using of the cable truss with the rational characteristics instead of the single cable in the case of the worst situated load.

Keywords: Decreasing displacements, Genetic algorithm.

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4152 Heuristic Optimization Techniques for Network Reconfiguration in Distribution System

Authors: A. Charlangsut, N. Rugthaicharoencheep, S. Auchariyamet

Abstract:

Network reconfiguration is an operation to modify the network topology. The implementation of network reconfiguration has many advantages such as loss minimization, increasing system security and others. In this paper, two topics about the network reconfiguration in distribution system are briefly described. The first topic summarizes its impacts while the second explains some heuristic optimization techniques for solving the network reconfiguration problem.

Keywords: Network Reconfiguration, Optimization Techniques, Distribution System

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4151 Structural Optimization Method for 3D Reinforced Concrete Building Structure with Shear Wall

Authors: H. Nikzad, S. Yoshitomi

Abstract:

In this paper, an optimization procedure is applied for 3D Reinforced concrete building structure with shear wall.  In the optimization problem, cross sections of beams, columns and shear wall dimensions are considered as design variables and the optimal cross sections can be derived to minimize the total cost of the structure. As for final design application, the most suitable sections are selected to satisfy ACI 318-14 code provision based on static linear analysis. The validity of the method is examined through numerical example of 15 storied 3D RC building with shear wall.  This optimization method is expected to assist in providing a useful reference in design early stage, and to be an effective and powerful tool for structural design of RC shear wall structures.

Keywords: Structural optimization, linear static analysis, ETABS, MATLAB, RC moment frame, RC shear wall structures.

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4150 Design Optimization of a Double Stator Cup- Rotor Machine

Authors: E. Diryak, P. Lefley, L. Petkovska, G. Cvetkovski

Abstract:

This paper presents the optimum design for a double stator, cup rotor machine; a novel type of BLDC PM Machine. The optimization approach is divided into two stages: the first stage is calculating the machine configuration using Matlab, and the second stage is the optimization of the machine using Finite Element Modeling (FEM). Under the design specifications, the machine model will be selected from three pole numbers, namely, 8, 10 and 12 with an appropriate slot number. A double stator brushless DC permanent magnet machine is designed to achieve low cogging torque; high electromagnetic torque and low ripple torque.

Keywords: Permanent magnet machine, low- cogging torque, low- ripple torque, high- electromagnetic torque, design optimization.

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4149 Modeling Methodologies for Optimization and Decision Support on Coastal Transport Information System (Co.Tr.I.S.)

Authors: Vassilios Moussas, Dimos N. Pantazis, Panagiotis Stratakis

Abstract:

The aim of this paper is to present the optimization methodology developed in the frame of a Coastal Transport Information System. The system will be used for the effective design of coastal transportation lines and incorporates subsystems that implement models, tools and techniques that may support the design of improved networks. The role of the optimization and decision subsystem is to provide the user with better and optimal scenarios that will best fulfill any constrains, goals or requirements posed. The complexity of the problem and the large number of parameters and objectives involved led to the adoption of an evolutionary method (Genetic Algorithms). The problem model and the subsystem structure are presented in detail, and, its support for simulation is also discussed.

Keywords: Coastal transport, modeling, optimization.

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4148 A Modified Inexact Uzawa Algorithm for Generalized Saddle Point Problems

Authors: Shu-Xin Miao

Abstract:

In this note, we discuss the convergence behavior of a modified inexact Uzawa algorithm for solving generalized saddle point problems, which is an extension of the result obtained in a recent paper [Z.H. Cao, Fast Uzawa algorithm for generalized saddle point problems, Appl. Numer. Math., 46 (2003) 157-171].

Keywords: Saddle point problem, inexact Uzawa algorithm, convergence behavior.

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4147 Real Time Acquisition and Analysis of Neural Response for Rehabilitative Control

Authors: Dipali Bansal, Rashima Mahajan, Shweta Singh, Dheeraj Rathee, Sujit Roy

Abstract:

Non-invasive Brain Computer Interface like Electroencephalography (EEG) which directly taps neurological signals, is being widely explored these days to connect paralytic patients/elderly with the external environment. However, in India the research is confined to laboratory settings and is not reaching the mass for rehabilitation purposes. An attempt has been made in this paper to analyze real time acquired EEG signal using cost effective and portable headset unit EMOTIV. Signal processing of real time acquired EEG is done using EEGLAB in MATLAB and EDF Browser application software platforms. Independent Component Analysis algorithm of EEGLAB is explored to identify deliberate eye blink in the attained neural signal. Time Frequency transforms and Data statistics obtained using EEGLAB along with component activation results of EDF browser clearly indicate voluntary eye blink in AF3 channel. The spectral analysis indicates dominant frequency component at 1.536000Hz representing the delta wave component of EEG during voluntary eye blink action. An algorithm is further designed to generate an active high signal based on thoughtful eye blink that can be used for plethora of control applications for rehabilitation.

Keywords: Brain Computer Interface, EDF Browser, EEG, EEGLab, EMOTIV, Real time Acquisition

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4146 Explicit Feedback Linearization of Magnetic Levitation System

Authors: Bhawna Tandon, Shiv Narayan, Jagdish Kumar

Abstract:

This study proposes the transformation of nonlinear Magnetic Levitation System into linear one, via state and feedback transformations using explicit algorithm. This algorithm allows computing explicitly the linearizing state coordinates and feedback for any nonlinear control system, which is feedback linearizable, without solving the Partial Differential Equations. The algorithm is performed using a maximum of N-1 steps where N being the dimension of the system.

Keywords: Explicit Algorithm, Feedback Linearization, Nonlinear control, Magnetic Levitation System.

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4145 Solving the Economic Dispatch Problem using Novel Particle Swarm Optimization

Authors: S. Khamsawang, S. Jiriwibhakorn

Abstract:

This paper proposes an improved approach based on conventional particle swarm optimization (PSO) for solving an economic dispatch(ED) problem with considering the generator constraints. The mutation operators of the differential evolution (DE) are used for improving diversity exploration of PSO, which called particle swarm optimization with mutation operators (PSOM). The mutation operators are activated if velocity values of PSO nearly to zero or violated from the boundaries. Four scenarios of mutation operators are implemented for PSOM. The simulation results of all scenarios of the PSOM outperform over the PSO and other existing approaches which appeared in literatures.

Keywords: Novel particle swarm optimization, Economic dispatch problem, Mutation operator, Prohibited operating zones, Differential Evolution.

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4144 A Novel Optimal Setting for Directional over Current Relay Coordination using Particle Swarm Optimization

Authors: D. Vijayakumar, R. K. Nema

Abstract:

Over Current Relays (OCRs) and Directional Over Current Relays (DOCRs) are widely used for the radial protection and ring sub transmission protection systems and for distribution systems. All previous work formulates the DOCR coordination problem either as a Non-Linear Programming (NLP) for TDS and Ip or as a Linear Programming (LP) for TDS using recently a social behavior (Particle Swarm Optimization techniques) introduced to the work. In this paper, a Modified Particle Swarm Optimization (MPSO) technique is discussed for the optimal settings of DOCRs in power systems as a Non-Linear Programming problem for finding Ip values of the relays and for finding the TDS setting as a linear programming problem. The calculation of the Time Dial Setting (TDS) and the pickup current (Ip) setting of the relays is the core of the coordination study. PSO technique is considered as realistic and powerful solution schemes to obtain the global or quasi global optimum in optimization problem.

Keywords: Directional over current relays, Optimization techniques, Particle swarm optimization, Power system protection.

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4143 Numerical Modeling of Natural Convection on Various Configuration of Rectangular Fin Arrays on Vertical Base Plates

Authors: H.R.Goshayeshi, M.Fahim inia, M.M.Naserian

Abstract:

In this research, the laminar heat transfer of natural convection on vertical surfaces has been investigated. Most of the studies on natural convection have been considered constantly whereas velocity and temperature domain, do not change with time, transient one are used a lot. Governing equations are solved using a finite volume approach. The convective terms are discretized using the power-law scheme, whereas for diffusive terms the central difference is employed. Coupling between the velocity and pressure is made with SIMPLE algorithm. The resultant system of discretized linear algebraic equations is solved with an alternating direction implicit scheme. Then a configuration of rectangular fins is put in different ways on the surface and heat transfer of natural convection on these surfaces without sliding is studied and finally optimization is done.

Keywords: Natural convection, vertical surfaces, SIMPLE algorithm, Rectangular fins.

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4142 Similarity Measures and Weighted Fuzzy C-Mean Clustering Algorithm

Authors: Bainian Li, Kongsheng Zhang, Jian Xu

Abstract:

In this paper we study the fuzzy c-mean clustering algorithm combined with principal components method. Demonstratively analysis indicate that the new clustering method is well rather than some clustering algorithms. We also consider the validity of clustering method.

Keywords: FCM algorithm, Principal Components Analysis, Clustervalidity

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4141 Approximately Similarity Measurement of Web Sites Using Genetic Algorithms and Binary Trees

Authors: Doru Anastasiu Popescu, Dan Rădulescu

Abstract:

In this paper, we determine the similarity of two HTML web applications. We are going to use a genetic algorithm in order to determine the most significant web pages of each application (we are not going to use every web page of a site). Using these significant web pages, we will find the similarity value between the two applications. The algorithm is going to be efficient because we are going to use a reduced number of web pages for comparisons but it will return an approximate value of the similarity. The binary trees are used to keep the tags from the significant pages. The algorithm was implemented in Java language.

Keywords: Tag, HTML, web page, genetic algorithm, similarity value, binary tree.

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4140 On the EM Algorithm and Bootstrap Approach Combination for Improving Satellite Image Fusion

Authors: Tijani Delleji, Mourad Zribi, Ahmed Ben Hamida

Abstract:

This paper discusses EM algorithm and Bootstrap approach combination applied for the improvement of the satellite image fusion process. This novel satellite image fusion method based on estimation theory EM algorithm and reinforced by Bootstrap approach was successfully implemented and tested. The sensor images are firstly split by a Bayesian segmentation method to determine a joint region map for the fused image. Then, we use the EM algorithm in conjunction with the Bootstrap approach to develop the bootstrap EM fusion algorithm, hence producing the fused targeted image. We proposed in this research to estimate the statistical parameters from some iterative equations of the EM algorithm relying on a reference of representative Bootstrap samples of images. Sizes of those samples are determined from a new criterion called 'hybrid criterion'. Consequently, the obtained results of our work show that using the Bootstrap EM (BEM) in image fusion improve performances of estimated parameters which involve amelioration of the fused image quality; and reduce the computing time during the fusion process.

Keywords: Satellite image fusion, Bayesian segmentation, Bootstrap approach, EM algorithm.

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4139 An Incomplete Factorization Preconditioner for LMS Adaptive Filter

Authors: Shazia Javed, Noor Atinah Ahmad

Abstract:

In this paper an efficient incomplete factorization preconditioner is proposed for the Least Mean Squares (LMS) adaptive filter. The proposed preconditioner is approximated from a priori knowledge of the factors of input correlation matrix with an incomplete strategy, motivated by the sparsity patter of the upper triangular factor in the QRD-RLS algorithm. The convergence properties of IPLMS algorithm are comparable with those of transform domain LMS(TDLMS) algorithm. Simulation results show efficiency and robustness of the proposed algorithm with reduced computational complexity.

Keywords: Autocorrelation matrix, Cholesky's factor, eigenvalue spread, Markov input.

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4138 Design Application Procedures of 15 Storied 3D Reinforced Concrete Shear Wall-Frame Structure

Authors: H. Nikzad, S. Yoshitomi

Abstract:

This paper presents the design application and reinforcement detailing of 15 storied reinforced concrete shear wall-frame structure based on linear static analysis. Databases are generated for section sizes based on automated structural optimization method utilizing Active-set Algorithm in MATLAB platform. The design constraints of allowable section sizes, capacity criteria and seismic provisions for static loads, combination of gravity and lateral loads are checked and determined based on ASCE 7-10 documents and ACI 318-14 design provision. The result of this study illustrates the efficiency of proposed method, and is expected to provide a useful reference in designing of RC shear wall-frame structures.

Keywords: Structural optimization, linear static analysis, ETABS, MATLAB, RC shear wall-frame structures.

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4137 Optimization of Real Time Measured Data Transmission, Given the Amount of Data Transmitted

Authors: Michal Kopcek, Tomas Skulavik, Michal Kebisek, Gabriela Krizanova

Abstract:

The operation of nuclear power plants involves continuous monitoring of the environment in their area. This monitoring is performed using a complex data acquisition system, which collects status information about the system itself and values of many important physical variables e.g. temperature, humidity, dose rate etc. This paper describes a proposal and optimization of communication that takes place in teledosimetric system between the central control server responsible for the data processing and storing and the decentralized measuring stations, which are measuring the physical variables. Analyzes of ongoing communication were performed and consequently the optimization of the system architecture and communication was done.

Keywords: Communication protocol, transmission optimization, data acquisition.

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4136 Real-Time Episodic Memory Construction for Optimal Action Selection in Cognitive Robotics

Authors: Deon de Jager, Yahya Zweiri, Dimitrios Makris

Abstract:

The three most important components in the cognitive architecture for cognitive robotics is memory representation, memory recall, and action-selection performed by the executive. In this paper, action selection, performed by the executive, is defined as a memory quantification and optimization process. The methodology describes the real-time construction of episodic memory through semantic memory optimization. The optimization is performed by set-based particle swarm optimization, using an adaptive entropy memory quantification approach for fitness evaluation. The performance of the approach is experimentally evaluated by simulation, where a UAV is tasked with the collection and delivery of a medical package. The experiments show that the UAV dynamically uses the episodic memory to autonomously control its velocity, while successfully completing its mission.

Keywords: Cognitive robotics, semantic memory, episodic memory, maximum entropy principle, particle swarm optimization.

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4135 Adaptive Non-linear Filtering Technique for Image Restoration

Authors: S. K. Satpathy, S. Panda, K. K. Nagwanshi, S. K. Nayak, C. Ardil

Abstract:

Removing noise from the any processed images is very important. Noise should be removed in such a way that important information of image should be preserved. A decisionbased nonlinear algorithm for elimination of band lines, drop lines, mark, band lost and impulses in images is presented in this paper. The algorithm performs two simultaneous operations, namely, detection of corrupted pixels and evaluation of new pixels for replacing the corrupted pixels. Removal of these artifacts is achieved without damaging edges and details. However, the restricted window size renders median operation less effective whenever noise is excessive in that case the proposed algorithm automatically switches to mean filtering. The performance of the algorithm is analyzed in terms of Mean Square Error [MSE], Peak-Signal-to-Noise Ratio [PSNR], Signal-to-Noise Ratio Improved [SNRI], Percentage Of Noise Attenuated [PONA], and Percentage Of Spoiled Pixels [POSP]. This is compared with standard algorithms already in use and improved performance of the proposed algorithm is presented. The advantage of the proposed algorithm is that a single algorithm can replace several independent algorithms which are required for removal of different artifacts.

Keywords: Filtering, Decision Based Algorithm, noise, imagerestoration.

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4134 Intelligent Rescheduling Trains for Air Pollution Management

Authors: Kainat Affrin, P. Reshma, G. Narendra Kumar

Abstract:

Optimization of timetable is the need of the day for the rescheduling and routing of trains in real time. Trains are scheduled in parallel with the road transport vehicles to the same destination. As the number of trains is restricted due to single track, customers usually opt for road transport to use frequently. The air pollution increases as the density of vehicles on road transport is increased. Use of an alternate mode of transport like train helps in reducing air-pollution. This paper mainly aims at attracting the passengers to Train transport by proper rescheduling of trains using hybrid of stop-skip algorithm and iterative convex programming algorithm. Rescheduling of train bi-directionally is achieved on a single track with dynamic dual time and varying stops. Introduction of more trains attract customers to use rail transport frequently, thereby decreasing the pollution. The results are simulated using Network Simulator (NS-2).

Keywords: Air pollution, routing protocol, network simulator, rescheduling.

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4133 Computational Algorithm for Obtaining Abelian Subalgebras in Lie Algebras

Authors: Manuel Ceballos, Juan Nunez, Angel F. Tenorio

Abstract:

The set of all abelian subalgebras is computationally obtained for any given finite-dimensional Lie algebra, starting from the nonzero brackets in its law. More concretely, an algorithm is described and implemented to compute a basis for each nontrivial abelian subalgebra with the help of the symbolic computation package MAPLE. Finally, it is also shown a brief computational study for this implementation, considering both the computing time and the used memory.

Keywords: Solvable Lie algebra, maximal abelian dimension, algorithm.

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4132 Non-Invasive Capillary Blood Flow Measurement: Laser Speckle and Laser Doppler

Authors: A.K.Jayanthy, N.Sujatha, M.Ramasubba Reddy

Abstract:

Microcirculation is essential for the proper supply of oxygen and nutritive substances to the biological tissue and the removal of waste products of metabolism. The determination of blood flow in the capillaries is therefore of great interest to clinicians. A comparison has been carried out using the developed non-invasive, non-contact and whole field laser speckle contrast imaging (LSCI) based technique and as well as a commercially available laser Doppler blood flowmeter (LDF) to evaluate blood flow at the finger tip and elbow and is presented here. The LSCI technique gives more quantitative information on the velocity of blood when compared to the perfusion values obtained using the LDF. Measurement of blood flow in capillaries can be of great interest to clinicians in the diagnosis of vascular diseases of the upper extremities.

Keywords: Blood flow, Laser Doppler flowmeter, LSCI, speckle

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4131 Developing Damage Assessment Model for Bridge Surroundings: A Study of Disaster by Typhoon Morakot in Taiwan

Authors: Jieh-Haur Chen, Pei-Fen Huang

Abstract:

This paper presents an integrated model that automatically measures the change of rivers, damage area of bridge surroundings, and change of vegetation. The proposed model is on the basis of a neurofuzzy mechanism enhanced by SOM optimization algorithm, and also includes three functions to deal with river imagery. High resolution imagery from FORMOSAT-2 satellite taken before and after the invasion period is adopted. By randomly selecting a bridge out of 129 destroyed bridges, the recognition results show that the average width has increased 66%. The ruined segment of the bridge is located exactly at the most scour region. The vegetation coverage has also reduced to nearly 90% of the original. The results yielded from the proposed model demonstrate a pinpoint accuracy rate at 99.94%. This study brings up a successful tool not only for large-scale damage assessment but for precise measurement to disasters.

Keywords: remote sensing image, damage assessment, typhoon disaster, bridge, ANN, fuzzy, SOM, optimization.

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4130 An Effective Decision-Making Strategy Based on Multi-Objective Optimization for Commercial Vehicles in Highway Scenarios

Authors: Weiming Hu, Xu Li, Xiaonan Li, Zhong Xu, Li Yuan, Xuan Dong

Abstract:

Maneuver decision-making plays a critical role in high-performance intelligent driving. This paper proposes a risk assessment-based decision-making network (RADMN) to address the problem of driving strategy for the commercial vehicle. RADMN integrates two networks, aiming at identifying the risk degree of collision and rollover and providing decisions to ensure the effectiveness and reliability of driving strategy. In the risk assessment module, risk degrees of the backward collision, forward collision and rollover are quantified for hazard recognition. In the decision module, a deep reinforcement learning based on multi-objective optimization (DRL-MOO) algorithm is designed, which comprehensively considers the risk degree and motion states of each traffic participant. To evaluate the performance of the proposed framework, Prescan/Simulink joint simulation was conducted in highway scenarios. Experimental results validate the effectiveness and reliability of the proposed RADMN. The output driving strategy can guarantee the safety and provide key technical support for the realization of autonomous driving of commercial vehicles.

Keywords: Decision-making strategy, risk assessment, multi-objective optimization, commercial vehicle.

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4129 Distributed Coverage Control by Robot Networks in Unknown Environments Using a Modified EM Algorithm

Authors: Mohammadhosein Hasanbeig, Lacra Pavel

Abstract:

In this paper, we study a distributed control algorithm for the problem of unknown area coverage by a network of robots. The coverage objective is to locate a set of targets in the area and to minimize the robots’ energy consumption. The robots have no prior knowledge about the location and also about the number of the targets in the area. One efficient approach that can be used to relax the robots’ lack of knowledge is to incorporate an auxiliary learning algorithm into the control scheme. A learning algorithm actually allows the robots to explore and study the unknown environment and to eventually overcome their lack of knowledge. The control algorithm itself is modeled based on game theory where the network of the robots use their collective information to play a non-cooperative potential game. The algorithm is tested via simulations to verify its performance and adaptability.

Keywords: Distributed control, game theory, multi-agent learning, reinforcement learning.

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4128 Enhancing K-Means Algorithm with Initial Cluster Centers Derived from Data Partitioning along the Data Axis with the Highest Variance

Authors: S. Deelers, S. Auwatanamongkol

Abstract:

In this paper, we propose an algorithm to compute initial cluster centers for K-means clustering. Data in a cell is partitioned using a cutting plane that divides cell in two smaller cells. The plane is perpendicular to the data axis with the highest variance and is designed to reduce the sum squared errors of the two cells as much as possible, while at the same time keep the two cells far apart as possible. Cells are partitioned one at a time until the number of cells equals to the predefined number of clusters, K. The centers of the K cells become the initial cluster centers for K-means. The experimental results suggest that the proposed algorithm is effective, converge to better clustering results than those of the random initialization method. The research also indicated the proposed algorithm would greatly improve the likelihood of every cluster containing some data in it.

Keywords: Clustering algorithm, K-means algorithm, Datapartitioning, Initial cluster centers.

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4127 Constrained Particle Swarm Optimization of Supply Chains

Authors: András Király, Tamás Varga, János Abonyi

Abstract:

Since supply chains highly impact the financial performance of companies, it is important to optimize and analyze their Key Performance Indicators (KPI). The synergistic combination of Particle Swarm Optimization (PSO) and Monte Carlo simulation is applied to determine the optimal reorder point of warehouses in supply chains. The goal of the optimization is the minimization of the objective function calculated as the linear combination of holding and order costs. The required values of service levels of the warehouses represent non-linear constraints in the PSO. The results illustrate that the developed stochastic simulator and optimization tool is flexible enough to handle complex situations.

Keywords: stochastic processes, empirical distributions, Monte Carlo simulation, PSO, supply chain management

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