Search results for: Heuristic algorithms.

Authors: Abbas Siefi, Mohammad Javad Karimifar

Abstract:

We study the spatial design of experiment and we want to select a most informative subset, having prespecified size, from a set of correlated random variables. The problem arises in many applied domains, such as meteorology, environmental statistics, and statistical geology. In these applications, observations can be collected at different locations and possibly at different times. In spatial design, when the design region and the set of interest are discrete then the covariance matrix completely describe any objective function and our goal is to choose a feasible design that minimizes the resulting uncertainty. The problem is recast as that of maximizing the determinant of the covariance matrix of the chosen subset. This problem is NP-hard. For using these designs in computer experiments, in many cases, the design space is very large and it's not possible to calculate the exact optimal solution. Heuristic optimization methods can discover efficient experiment designs in situations where traditional designs cannot be applied, exchange methods are ineffective and exact solution not possible. We developed a GA algorithm to take advantage of the exploratory power of this algorithm. The successful application of this method is demonstrated in large design space. We consider a real case of design of experiment. In our problem, design space is very large and for solving the problem, we used proposed GA algorithm.

Keywords: Spatial design of experiments, maximum entropy sampling, computer experiments, genetic algorithm.

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Authors: H. Iranmanesh, M. R. Skandari, M. Allahverdiloo

Abstract:

Project managers are the ultimate responsible for the overall characteristics of a project, i.e. they should deliver the project on time with minimum cost and with maximum quality. It is vital for any manager to decide a trade-off between these conflicting objectives and they will be benefited of any scientific decision support tool. Our work will try to determine optimal solutions (rather than a single optimal solution) from which the project manager will select his desirable choice to run the project. In this paper, the problem in project scheduling notated as (1,T|cpm,disc,mu|curve:quality,time,cost) will be studied. The problem is multi-objective and the purpose is finding the Pareto optimal front of time, cost and quality of a project (curve:quality,time,cost), whose activities belong to a start to finish activity relationship network (cpm) and they can be done in different possible modes (mu) which are non-continuous or discrete (disc), and each mode has a different cost, time and quality . The project is constrained to a non-renewable resource i.e. money (1,T). Because the problem is NP-Hard, to solve the problem, a meta-heuristic is developed based on a version of genetic algorithm specially adapted to solve multi-objective problems namely FastPGA. A sample project with 30 activities is generated and then solved by the proposed method.

Keywords: FastPGA, Multi-Execution Activity Mode, Pareto Optimality, Project Scheduling, Time-Cost-Quality Trade-Off.

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Authors: V.K.Ananthashayana, Geetha.K.S

Abstract:

In this paper, a recursive algorithm for the computation of 2-D DCT using Ramanujan Numbers is proposed. With this algorithm, the floating-point multiplication is completely eliminated and hence the multiplierless algorithm can be implemented using shifts and additions only. The orthogonality of the recursive kernel is well maintained through matrix factorization to reduce the computational complexity. The inherent parallel structure yields simpler programming and hardware implementation and provides log 1 2 3 2 N N-N+ additions and N N 2 log 2 shifts which is very much less complex when compared to other recent multiplierless algorithms.

Keywords: DCT, Multilplerless, Ramanujan Number, Recursive.

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Authors: Randhir Singh Baghel

Abstract:

In this study, the fundamental ideas guiding the dynamic area of machine learning—where models thrive and algorithms change over time—are rooted in an innate mathematical link. This study explores the fundamental ideas that drive the development of intelligent systems, providing light on the mutually beneficial link between mathematics and machine learning.

Keywords: Machine Learning, deep learning, Neural Network, optimization.

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Authors: A. R. Aswatha, T. Basavaraju, N. Bhaskara Rao

Abstract:

This paper presents a new technique for the optimum placement of processors to minimize the total effective communication load under multi-processor communication dominated environment. This is achieved by placing heavily loaded processors near each other and lightly loaded ones far away from one another in the physical grid locations. The results are mathematically proved for the Algorithms are described.

Keywords: Ascending Sort Index Vector, EffectiveCommunication Load, Effective Distance Matrix, OptimalPlacement, Sorting Order.

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Authors: Cecília Reis, J. A. Tenreiro Machado, J. Boaventura Cunha

Abstract:

This paper analyses the performance of a genetic algorithm using a new concept, namely a fractional-order dynamic fitness function, for the synthesis of combinational logic circuits. The experiments reveal superior results in terms of speed and convergence to achieve a solution.

Keywords: Circuit design, fractional-order systems, genetic algorithms, logic circuits

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Authors: Kui Du

Abstract:

Recently, Uhlig [Numer. Algorithms, 52(3):335-353, 2009] proposed open questions about the ratios between the spectral norm, the numerical radius and the spectral radius of a square matrix. In this note, we provide some observations to answer these questions.

Keywords: Spectral norm, Numerical radius, Spectral radius, Ratios

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Authors: Jinwooung Kim, Jae-Hwan Jung, Seong-Jun Kim, Sung-Ah Kim

Abstract:

Because the building envelope has a significant impact on the operation and maintenance stage of the building, designing the facade considering the performance can improve the performance of the building and lower the maintenance cost of the building. In general, however, optimizing two or more performance factors confronts the limits of time and computational tools. The optimization phase typically repeats infinitely until a series of processes that generate alternatives and analyze the generated alternatives achieve the desired performance. In particular, as complex geometry or precision increases, computational resources and time are prohibitive to find the required performance, so an optimization methodology is needed to deal with this. Instead of directly analyzing all the alternatives in the optimization process, applying experimental techniques (heuristic method) learned through experimentation and experience can reduce resource waste. This study proposes and verifies a method to optimize the double envelope of a building composed of a perforated panel using machine learning to the design geometry and quantitative performance. The proposed method is to achieve the required performance with fewer resources by supplementing the existing method which cannot calculate the complex shape of the perforated panel.

Keywords: Building envelope, machine learning, perforated metal, multi-factor optimization, façade.

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Authors: J. Tospornsampan, I. Kita, M. Ishii, Y. Kitamura

Abstract:

In this paper a procedure for the split-pipe design of looped water distribution network based on the use of simulated annealing is proposed. Simulated annealing is a heuristic-based search algorithm, motivated by an analogy of physical annealing in solids. It is capable for solving the combinatorial optimization problem. In contrast to the split-pipe design that is derived from a continuous diameter design that has been implemented in conventional optimization techniques, the split-pipe design proposed in this paper is derived from a discrete diameter design where a set of pipe diameters is chosen directly from a specified set of commercial pipes. The optimality and feasibility of the solutions are found to be guaranteed by using the proposed method. The performance of the proposed procedure is demonstrated through solving the three well-known problems of water distribution network taken from the literature. Simulated annealing provides very promising solutions and the lowest-cost solutions are found for all of these test problems. The results obtained from these applications show that simulated annealing is able to handle a combinatorial optimization problem of the least cost design of water distribution network. The technique can be considered as an alternative tool for similar areas of research. Further applications and improvements of the technique are expected as well.

Keywords: Combinatorial problem, Heuristics, Least-cost design, Looped network, Pipe network, Optimization

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Authors: Sohrab Khanmohammadi, Raana Soltani Zarrin

Abstract:

In this paper, a heuristic method for simultaneous rescue robot path-planning and mission scheduling is introduced based on project management techniques, multi criteria decision making and artificial potential fields path-planning. Groups of injured people are trapped in a disastrous situation. These people are categorized into several groups based on the severity of their situation. A rescue robot, whose ultimate objective is reaching injured groups and providing preliminary aid for them through a path with minimum risk, has to perform certain tasks on its way towards targets before the arrival of rescue team. A decision value is assigned to each target based on the whole degree of satisfaction of the criteria and duties of the robot toward the target and the importance of rescuing each target based on their category and the number of injured people. The resulted decision value defines the strength of the attractive potential field of each target. Dangerous environmental parameters are defined as obstacles whose risk determines the strength of the repulsive potential field of each obstacle. Moreover, negative and positive energies are assigned to the targets and obstacles, which are variable with respects to the factors involved. The simulation results show that the generated path for two cases studies with certain differences in environmental conditions and other risk factors differ considerably.

Keywords: Artificial potential field, GERT, path planning

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Authors: Fahad Shahbaz Khan, Rao Muhammad Anwer, Olof Torgersson

Abstract:

The vast amount of information hidden in huge databases has created tremendous interests in the field of data mining. This paper examines the possibility of using data clustering techniques in oral medicine to identify functional relationships between different attributes and classification of similar patient examinations. Commonly used data clustering algorithms have been reviewed and as a result several interesting results have been gathered.

Keywords: Oral Medicine, Cluto, Data Clustering, Data Mining.

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Authors: Ali Ghaffari, Mansour Nikkhah Bahrami, Hesam Parsa

Abstract:

In this paper a comprehensive model of a fossil fueled power plant (FFPP) is developed in order to evaluate the performance of a newly designed turbine follower controller. Considering the drawbacks of previous works, an overall model is developed to minimize the error between each subsystem model output and the experimental data obtained at the actual power plant. The developed model is organized in two main subsystems namely; Boiler and Turbine. Considering each FFPP subsystem characteristics, different modeling approaches are developed. For economizer, evaporator, superheater and reheater, first order models are determined based on principles of mass and energy conservation. Simulations verify the accuracy of the developed models. Due to the nonlinear characteristics of attemperator, a new model, based on a genetic-fuzzy systems utilizing Pittsburgh approach is developed showing a promising performance vis-à-vis those derived with other methods like ANFIS. The optimization constraints are handled utilizing penalty functions. The effect of increasing the number of rules and membership functions on the performance of the proposed model is also studied and evaluated. The turbine model is developed based on the equation of adiabatic expansion. Parameters of all evaluated models are tuned by means of evolutionary algorithms. Based on the developed model a fuzzy PI controller is developed. It is then successfully implemented in the turbine follower control strategy of the plant. In this control strategy instead of keeping control parameters constant, they are adjusted on-line with regard to the error and the error rate. It is shown that the response of the system improves significantly. It is also shown that fuel consumption decreases considerably.

Keywords: Attemperator, Evolutionary algorithms, Fossil fuelled power plant (FFPP), Fuzzy set theory, Gain scheduling

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Authors: Seung-Won Jung, Hye-Soo Kim, Le Thanh Ha, Seung-Jin Baek, Sung-Jea Ko

Abstract:

In this paper, a novel deinterlacing algorithm is proposed. The proposed algorithm approximates the distribution of the luminance into a polynomial function. Instead of using one polynomial function for all pixels, different polynomial functions are used for the uniform, texture, and directional edge regions. The function coefficients for each region are computed by matrix multiplications. Experimental results demonstrate that the proposed method performs better than the conventional algorithms.

Keywords: Deinterlacing, polynomial interpolation.

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Authors: Maumita Bhattacharya

Abstract:

Evolutionary Algorithms are population-based, stochastic search techniques, widely used as efficient global optimizers. However, many real life optimization problems often require finding optimal solution to complex high dimensional, multimodal problems involving computationally very expensive fitness function evaluations. Use of evolutionary algorithms in such problem domains is thus practically prohibitive. An attractive alternative is to build meta models or use an approximation of the actual fitness functions to be evaluated. These meta models are order of magnitude cheaper to evaluate compared to the actual function evaluation. Many regression and interpolation tools are available to build such meta models. This paper briefly discusses the architectures and use of such meta-modeling tools in an evolutionary optimization context. We further present two evolutionary algorithm frameworks which involve use of meta models for fitness function evaluation. The first framework, namely the Dynamic Approximate Fitness based Hybrid EA (DAFHEA) model [14] reduces computation time by controlled use of meta-models (in this case approximate model generated by Support Vector Machine regression) to partially replace the actual function evaluation by approximate function evaluation. However, the underlying assumption in DAFHEA is that the training samples for the metamodel are generated from a single uniform model. This does not take into account uncertain scenarios involving noisy fitness functions. The second model, DAFHEA-II, an enhanced version of the original DAFHEA framework, incorporates a multiple-model based learning approach for the support vector machine approximator to handle noisy functions [15]. Empirical results obtained by evaluating the frameworks using several benchmark functions demonstrate their efficiency

Keywords: Meta model, Evolutionary algorithm, Stochastictechnique, Fitness function, Optimization, Support vector machine.

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Authors: Ali Sarosh, Dong Yun-Feng, Muhammad Umer

Abstract:

Fully reusable spaceplanes do not exist as yet. This implies that design-qualification for optimized highly-integrated forebody-inlet configuration of booster-stage vehicle cannot be based on archival data of other spaceplanes. Therefore, this paper proposes a novel TIPSO-SVM expert system methodology. A non-trivial problem related to optimization and classification of hypersonic forebody-inlet configuration in conjunction with mass-model of the two-stage-to-orbit (TSTO) vehicle is solved. The hybrid-heuristic machine learning methodology is based on two-step improved particle swarm optimizer (TIPSO) algorithm and two-step support vector machine (SVM) data classification method. The efficacy of method is tested by first evolving an optimal configuration for hypersonic compression system using TIPSO algorithm; thereafter, classifying the results using two-step SVM method. In the first step extensive but non-classified mass-model training data for multiple optimized configurations is segregated and pre-classified for learning of SVM algorithm. In second step the TIPSO optimized mass-model data is classified using the SVM classification. Results showed remarkable improvement in configuration and mass-model along with sizing parameters.

Keywords: TIPSO-SVM expert system, TIPSO algorithm, two-step SVM method, aerothermodynamics, mass-modeling, TSTO vehicle.

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Authors: Helle Hein, Ülo Lepik

Abstract:

A gradient learning method to regulate the trajectories of some nonlinear chaotic systems is proposed. The method is motivated by the gradient descent learning algorithms for neural networks. It is based on two systems: dynamic optimization system and system for finding sensitivities. Numerical results of several examples are presented, which convincingly illustrate the efficiency of the method.

Keywords: Chaos, Dynamical Systems, Learning, Neural Networks

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Authors: Vadim Vagin, Marina Fomina, Oleg Morosin

Abstract:

This paper contains the description of argumentation approach for the problem of inductive concept formation. It is proposed to use argumentation, based on defeasible reasoning with justification degrees, to improve the quality of classification models, obtained by generalization algorithms. The experiment’s results on both clear and noisy data are also presented.

Keywords: Argumentation, justification degrees, inductive concept formation, noise, generalization.

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Authors: Amit Kr. Happy

Abstract:

This paper is motivated by the importance of multi-sensor image fusion with specific focus on Infrared (IR) and Visible image (VI) fusion for various applications including military reconnaissance. Image fusion can be defined as the process of combining two or more source images into a single composite image with extended information content that improves visual perception or feature extraction. These images can be from different modalities like Visible camera & IR Thermal Imager. While visible images are captured by reflected radiations in the visible spectrum, the thermal images are formed from thermal radiation (IR) that may be reflected or self-emitted. A digital color camera captures the visible source image and a thermal IR camera acquires the thermal source image. In this paper, some image fusion algorithms based upon Multi-Scale Transform (MST) and region-based selection rule with consistency verification have been proposed and presented. This research includes implementation of the proposed image fusion algorithm in MATLAB along with a comparative analysis to decide the optimum number of levels for MST and the coefficient fusion rule. The results are presented, and several commonly used evaluation metrics are used to assess the suggested method's validity. Experiments show that the proposed approach is capable of producing good fusion results. While deploying our image fusion algorithm approaches, we observe several challenges from the popular image fusion methods. While high computational cost and complex processing steps of image fusion algorithms provide accurate fused results, but they also make it hard to become deployed in system and applications that require real-time operation, high flexibility and low computation ability. So, the methods presented in this paper offer good results with minimum time complexity.

Keywords: Image fusion, IR thermal imager, multi-sensor, Multi-Scale Transform.

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Authors: Awadhesh Kumar Singh

Abstract:

Jayanti-s algorithm is one of the best known abortable mutual exclusion algorithms. This work is an attempt to overcome an already known limitation of the algorithm while preserving its all important properties and elegance. The limitation is that the token number used to assign process identification number to new incoming processes is unbounded. We have used a suitably adapted alternative data structure, in order to completely eliminate the use of token number, in the algorithm.

Keywords: Abortable, deterministic, local spin, mutual exclusion.

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Authors: Andrea Tundis, Carlos García Cordero, Rolf Egert, Alfredo Garro, Max Mühlhäuser

Abstract:

Resilience is an important system property that relies on the ability of a system to automatically recover from a degraded state so as to continue providing its services. Resilient systems have the means of detecting faults and failures with the added capability of automatically restoring their normal operations. Mastering resilience in the domain of Cyber-Physical Systems is challenging due to the interdependence of hybrid hardware and software components, along with physical limitations, laws, regulations and standards, among others. In order to overcome these challenges, this paper presents a modeling approach, based on the concept of Dynamic Cells, tailored to the management of Smart Grids. Additionally, a heuristic algorithm that works on top of the proposed modeling approach, to find resilient configurations, has been defined and implemented. More specifically, the model supports a flexible representation of Smart Grids and the algorithm is able to manage, at different abstraction levels, the resource consumption of individual grid elements on the presence of failures and faults. Finally, the proposal is evaluated in a test scenario where the effectiveness of such approach, when dealing with complex scenarios where adequate solutions are difficult to find, is shown.

Keywords: Cyber-physical systems, energy management, optimization, smart grids, self-healing, resilience, security.

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Authors: Sergey Sorokin, Irina Sorokina, Alexander Yazenin

Abstract:

We present a solution to the Maxmin u/E parameters estimation problem of possibility distributions in m-dimensional case. Our method is based on geometrical approach, where minimal area enclosing ellipsoid is constructed around the sample. Also we demonstrate that one can improve results of well-known algorithms in fuzzy model identification task using Maxmin u/E parameters estimation.

Keywords: Possibility distribution, parameters estimation, Maxmin u/E estimator, fuzzy model identification.

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Authors: C. A. Barros, Ana P. Barroso

Abstract:

Any industrial company needs to determine the amount of variation that exists within its measurement process and guarantee the reliability of their data, studying the performance of their measurement system, in terms of linearity, bias, repeatability and reproducibility and stability. This issue is critical for automotive industry suppliers, who are required to be certified by the 16949:2016 standard (replaces the ISO/TS 16949) of International Automotive Task Force, defining the requirements of a quality management system for companies in the automotive industry. Measurement System Analysis (MSA) is one of the mandatory tools. Frequently, the measurement system in companies is not connected to the equipment and do not incorporate the methods proposed by the Automotive Industry Action Group (AIAG). To address these constraints, an R&D project is in progress, whose objective is to develop a web and cloud-based MSA tool. This MSA tool incorporates Industry 4.0 concepts, such as, Internet of Things (IoT) protocols to assure the connection with the measuring equipment, cloud computing, artificial intelligence, statistical tools, and advanced mathematical algorithms. This paper presents the preliminary findings of the project. The web and cloud-based MSA tool is innovative because it implements all statistical tests proposed in the MSA-4 reference manual from AIAG as well as other emerging methods and techniques. As it is integrated with the measuring devices, it reduces the manual input of data and therefore the errors. The tool ensures traceability of all performed tests and can be used in quality laboratories and in the production lines. Besides, it monitors MSAs over time, allowing both the analysis of deviations from the variation of the measurements performed and the management of measurement equipment and calibrations. To develop the MSA tool a ten-step approach was implemented. Firstly, it was performed a benchmarking analysis of the current competitors and commercial solutions linked to MSA, concerning Industry 4.0 paradigm. Next, an analysis of the size of the target market for the MSA tool was done. Afterwards, data flow and traceability requirements were analysed in order to implement an IoT data network that interconnects with the equipment, preferably via wireless. The MSA web solution was designed under UI/UX principles and an API in python language was developed to perform the algorithms and the statistical analysis. Continuous validation of the tool by companies is being performed to assure real time management of the ‘big data’. The main results of this R&D project are: MSA Tool, web and cloud-based; Python API; New Algorithms to the market; and Style Guide of UI/UX of the tool. The MSA tool proposed adds value to the state of the art as it ensures an effective response to the new challenges of measurement systems, which are increasingly critical in production processes. Although the automotive industry has triggered the development of this innovative MSA tool, other industries would also benefit from it. Currently, companies from molds and plastics, chemical and food industry are already validating it.

Keywords: Automotive industry, Industry 4.0, internet of things, IATF 16949:2016, measurement system analysis.

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Authors: S. Bougrine, S. Ouchraa, B. Ahiod, A. A. El Imrani

Abstract:

Ant colony optimization is an ant algorithm framework that took inspiration from foraging behavior of ant colonies. Indeed, ACO algorithms use a chemical communication, represented by pheromone trails, to build good solutions. However, ants involve different communication channels to interact. Thus, this paper introduces the acoustic communication between ants while they are foraging. This process allows fine and local exploration of search space and permits optimal solution to be improved.

Keywords: Acoustic Communication, Ant Colony Optimization, Local Search, Traveling Salesman Problem.

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Authors: Ali Habiboghli, Rouhollah Mostafaei, Vasif Nabiyev

Abstract:

Optical network uses a tool for routing called Latin router. These routers use particular algorithms for routing. For example, we can refer to LDF algorithm that uses backtracking (one of CSP methods) for problem solving. In this paper, we proposed new approached for completion routing table (DRA&CRA algorithm) and compare with pervious proposed ways and showed numbers of backtracking, blocking and run time for DRA algorithm less than LDF and CRA algorithm.

Keywords: Latin Router, Constraint Satisfaction Problem, Wavelength Routing.

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Authors: Mamidi Ramakrishna Rao

Abstract:

Doubly-fed induction generators (DFIG) due to their advantages like speed variation and four-quadrant operation, find its application in wind turbines. DFIG besides supplying power to the grid has to support reactive power (kvar) under grid voltage variations, should contribute minimum fault current during faults, have high efficiency, minimum weight, adequate rotor protection during crow-bar-operation from +20% to -20% of rated speed.  To achieve the optimum performance, a good electromagnetic design of DFIG is required. In this paper, a simple and heuristic global optimization – Differential Evolution has been used. Variables considered are lamination details such as slot dimensions, stack diameters, air gap length, and generator stator and rotor stack length. Two operating conditions have been considered - voltage and speed variations. Constraints included were reactive power supplied to the grid and limiting fault current and torque. The optimization has been executed separately for three objective functions - maximum efficiency, weight reduction, and grid fault stator currents. Subsequent calculations led to the conclusion that designs determined through differential evolution help in determining an optimum electrical design for each objective function.

Keywords: Design optimization, performance, doubly fed induction generators, DFIG, differential evolution.

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Authors: Narasimham Challa, Jayaram Pradhan

Abstract:

Cryptographic algorithms play a crucial role in the information society by providing protection from unauthorized access to sensitive data. It is clear that information technology will become increasingly pervasive, Hence we can expect the emergence of ubiquitous or pervasive computing, ambient intelligence. These new environments and applications will present new security challenges, and there is no doubt that cryptographic algorithms and protocols will form a part of the solution. The efficiency of a public key cryptosystem is mainly measured in computational overheads, key size and bandwidth. In particular the RSA algorithm is used in many applications for providing the security. Although the security of RSA is beyond doubt, the evolution in computing power has caused a growth in the necessary key length. The fact that most chips on smart cards can-t process key extending 1024 bit shows that there is need for alternative. NTRU is such an alternative and it is a collection of mathematical algorithm based on manipulating lists of very small integers and polynomials. This allows NTRU to high speeds with the use of minimal computing power. NTRU (Nth degree Truncated Polynomial Ring Unit) is the first secure public key cryptosystem not based on factorization or discrete logarithm problem. This means that given sufficient computational resources and time, an adversary, should not be able to break the key. The multi-party communication and requirement of optimal resource utilization necessitated the need for the present day demand of applications that need security enforcement technique .and can be enhanced with high-end computing. This has promoted us to develop high-performance NTRU schemes using approaches such as the use of high-end computing hardware. Peer-to-peer (P2P) or enterprise grids are proven as one of the approaches for developing high-end computing systems. By utilizing them one can improve the performance of NTRU through parallel execution. In this paper we propose and develop an application for NTRU using enterprise grid middleware called Alchemi. An analysis and comparison of its performance for various text files is presented.

Keywords: Alchemi, GridNtru, Ntru, PKCS.

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Authors: Pınar Tüfekçi, Yılmaz Kılıçaslan

Abstract:

In this paper we present a computational model for pronominal anaphora resolution in Turkish. The model is based on Hobbs’ Naїve Algorithm [4, 5, 6], which exploits only the surface syntax of sentences in a given text.

Keywords: Anaphora Resolution, Pronoun Resolution, Syntax based Algorithms, Naїve Algorithm.

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Authors: Jiashang Jiang, Hao Liu, Yongxin Yuan

Abstract:

In this paper the gradient based iterative algorithms are presented to solve the following four types linear matrix equations: (a) AXB = F; (b) AXB = F, CXD = G; (c) AXB = F s. t. X = XT ; (d) AXB+CYD = F, where X and Y are unknown matrices, A,B,C,D, F,G are the given constant matrices. It is proved that if the equation considered has a solution, then the unique minimum norm solution can be obtained by choosing a special kind of initial matrices. The numerical results show that the proposed method is reliable and attractive.

Keywords: Matrix equation, iterative algorithm, parameter estimation, minimum norm solution.

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Authors: Tsuyoshi Okita, Tatsuya Niwa

Abstract:

For a given specific problem an efficient algorithm has been the matter of study. However, an alternative approach orthogonal to this approach comes out, which is called a reduction. In general for a given specific problem this reduction approach studies how to convert an original problem into subproblems. This paper proposes a formal modeling language to support this reduction approach. We show three examples from the wide area of learning problems. The benefit is a fast prototyping of algorithms for a given new problem.

Keywords: Formal language, statistical inference problem, reduction.

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Authors: Konstantinos Liagkouras, Konstantinos Metaxiotis

Abstract:

In this paper we present a classification of the various technologies applied for the solution of the portfolio selection problem according to the discipline and the methodological framework followed. We provide a concise presentation of the emerged categories and we are trying to identify which methods considered obsolete and which lie at the heart of the debate. On top of that, we provide a comparative study of the different technologies applied for efficient portfolio construction and we suggest potential paths for future work that lie at the intersection of the presented techniques.

Keywords: Portfolio selection, optimization techniques, financial models, stochastics, heuristics.

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