Search results for: Optimization Problem
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4848

Search results for: Optimization Problem

4128 Economic Optimization of Shell and Tube Heat Exchanger Using Nanofluid

Authors: Hassan Hajabdollahi

Abstract:

Economic optimization of shell and tube heat exchanger (STHE) is presented in this paper. To increase the rate of heat transfer, copper oxide (CuO) nanoparticle is added into the tube side fluid and their optimum results are compared with the case of without additive nanoparticle. Total annual cost (TAC) is selected as fitness function and nine decision variables related to the heat exchanger parameters as well as concentration of nanoparticle are considered. Optimization results reveal the noticeable improvement in the TAC and in the case of heat exchanger working with nanofluid compared with the case of base fluid (8.9%). Comparison of the results between two studied cases also reveal that the lower tube diameter, tube number, and baffle spacing are needed in the case of heat exchanger working with nanofluid compared with the case of base fluid.

Keywords: Shell and tube heat exchanger, nanoparticles additive, total annual cost, particle volumetric concentration.

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4127 Power System Stability Improvement by Simultaneous Tuning of PSS and SVC Based Damping Controllers Employing Differential Evolution Algorithm

Authors: Sangram Keshori Mohapatra, Sidhartha Panda, Prasant Kumar Satpathy

Abstract:

Power-system stability improvement by simultaneous tuning of power system stabilizer (PSS) and a Static Var Compensator (SVC) based damping controller is thoroughly investigated in this paper. Both local and remote signals with associated time delays are considered in the present study. The design problem of the proposed controller is formulated as an optimization problem, and differential evolution (DE) algorithm is employed to search for the optimal controller parameters. The performances of the proposed controllers are evaluated under different disturbances for both single-machine infinite bus power system and multi-machine power system. The performance of the proposed controllers with variations in the signal transmission delays has also been investigated. The proposed stabilizers are tested on a weakly connected power system subjected to different disturbances. Nonlinear simulation results are presented to show the effectiveness and robustness of the proposed control schemes over a wide range of loading conditions and disturbances. Further, the proposed design approach is found to be robust and improves stability effectively even under small disturbance conditions.

Keywords: Differential Evolution Algorithm, Power System Stability, Power System Stabilizer, Static Var Compensator

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4126 Machining of FRP Composites by Abrasive Jet Machining Optimization Using Taguchi

Authors: D. V. Srikanth, M. Sreenivasa Rao

Abstract:

Abrasive Jet Machining is an Unconventional machining process in which the metal is removed from brittle and hard material in the form of micro-chips. With increase in need of materials like ceramics, composites, in manufacturing of various Mechanical & Electronic components, AJM has become a useful technique for micro machining. The present study highlights the influence of different parameters like Pressure, SOD, Time, Abrasive grain size, nozzle diameter on the Metal removal of FRP (Fiber Reinforced Polymer) composite by Abrasive jet machining. The results of the Experiments conducted were analyzed and optimized with TAGUCHI method of Optimization and ANOVA for Optimal Value.

Keywords: ANOVA, FRP Composite, AJC.

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4125 Modeling and Simulation of Flow Shop Scheduling Problem through Petri Net Tools

Authors: Joselito Medina Marin, Norberto Hernández Romero, Juan Carlos Seck Tuoh Mora, Erick S. Martinez Gomez

Abstract:

The Flow Shop Scheduling Problem (FSSP) is a typical problem that is faced by production planning managers in Flexible Manufacturing Systems (FMS). This problem consists in finding the optimal scheduling to carry out a set of jobs, which are processed in a set of machines or shared resources. Moreover, all the jobs are processed in the same machine sequence. As in all the scheduling problems, the makespan can be obtained by drawing the Gantt chart according to the operations order, among other alternatives. On this way, an FMS presenting the FSSP can be modeled by Petri nets (PNs), which are a powerful tool that has been used to model and analyze discrete event systems. Then, the makespan can be obtained by simulating the PN through the token game animation and incidence matrix. In this work, we present an adaptive PN to obtain the makespan of FSSP by applying PN analytical tools.

Keywords: Flow-shop scheduling problem, makespan, Petri nets, state equation.

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4124 On Problem of Parameters Identification of Dynamic Object

Authors: Kamil Aida-zade, C. Ardil

Abstract:

In this paper, some problem formulations of dynamic object parameters recovery described by non-autonomous system of ordinary differential equations with multipoint unshared edge conditions are investigated. Depending on the number of additional conditions the problem is reduced to an algebraic equations system or to a problem of quadratic programming. With this purpose the paper offers a new scheme of the edge conditions transfer method called by conditions shift. The method permits to get rid from differential links and multipoint unshared initially-edge conditions. The advantage of the proposed approach is concluded by capabilities of reduction of a parametric identification problem to essential simple problems of the solution of an algebraic system or quadratic programming.

Keywords: dynamic objects, ordinary differential equations, multipoint unshared edge conditions, quadratic programming, conditions shift

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4123 A New Intelligent, Dynamic and Real Time Management System of Sewerage

Authors: R. Tlili Yaakoubi, H. Nakouri, O. Blanpain, S. Lallahem

Abstract:

The current tools for real time management of sewer systems are based on two software tools: the software of weather forecast and the software of hydraulic simulation. The use of the first ones is an important cause of imprecision and uncertainty, the use of the second requires temporal important steps of decision because of their need in times of calculation. This way of proceeding fact that the obtained results are generally different from those waited. The major idea of this project is to change the basic paradigm by approaching the problem by the "automatic" face rather than by that "hydrology". The objective is to make possible the realization of a large number of simulations at very short times (a few seconds) allowing to take place weather forecasts by using directly the real time meditative pluviometric data. The aim is to reach a system where the decision-making is realized from reliable data and where the correction of the error is permanent. A first model of control laws was realized and tested with different return-period rainfalls. The gains obtained in rejecting volume vary from 19 to 100 %. The development of a new algorithm was then used to optimize calculation time and thus to overcome the subsequent combinatorial problem in our first approach. Finally, this new algorithm was tested with 16- year-rainfall series. The obtained gains are 40 % of total volume rejected to the natural environment and of 65 % in the number of discharges.

Keywords: Automation, optimization, paradigm, RTC.

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4122 On a New Numerical Analysis for the Symmetric Shortest Queue Problem

Authors: Tayeb Lardjane, Rabah Messaci

Abstract:

We consider a network of two M/M/1 parallel queues having the same poisonnian arrival stream with rate λ. Upon his arrival to the system a customer heads to the shortest queue and stays until being served. If the two queues have the same length, an arriving customer chooses one of the two queues with the same probability. Each duration of service in the two queues is an exponential random variable with rate μ and no jockeying is permitted between the two queues. A new numerical method, based on linear programming and convex optimization, is performed for the computation of the steady state solution of the system.

Keywords: Steady state solution, matrix formulation, convex set, shortest queue, linear programming.

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4121 Relative Mapping Errors of Linear Time Invariant Systems Caused By Particle Swarm Optimized Reduced Order Model

Authors: G. Parmar, S. Mukherjee, R. Prasad

Abstract:

The authors present an optimization algorithm for order reduction and its application for the determination of the relative mapping errors of linear time invariant dynamic systems by the simplified models. These relative mapping errors are expressed by means of the relative integral square error criterion, which are determined for both unit step and impulse inputs. The reduction algorithm is based on minimization of the integral square error by particle swarm optimization technique pertaining to a unit step input. The algorithm is simple and computer oriented. It is shown that the algorithm has several advantages, e.g. the reduced order models retain the steady-state value and stability of the original system. Two numerical examples are solved to illustrate the superiority of the algorithm over some existing methods.

Keywords: Order reduction, Particle swarm optimization, Relative mapping error, Stability.

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4120 Supplier Selection by Considering Cost and Reliability

Authors: K. -H. Yang

Abstract:

Supplier selection problem is one of the important issues of supply chain problems. Two categories of methodologies include qualitative and quantitative approaches which can be applied to supplier selection problems. However, due to the complexities of the problem and lacking of reliable and quantitative data, qualitative approaches are more than quantitative approaches. This study considers operational cost and supplier’s reliability factor and solves the problem by using a quantitative approach. A mixed integer programming model is the primary analytic tool. Analyses of different scenarios with variable cost and reliability structures show that the effectiveness of this approach to the supplier selection problem.

Keywords: Mixed integer programming, quantitative approach, supplier’s reliability, supplier selection.

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4119 Selective Mutation for Genetic Algorithms

Authors: Sung Hoon Jung

Abstract:

In this paper, we propose a selective mutation method for improving the performances of genetic algorithms. In selective mutation, individuals are first ranked and then additionally mutated one bit in a part of their strings which is selected corresponding to their ranks. This selective mutation helps genetic algorithms to fast approach the global optimum and to quickly escape local optima. This results in increasing the performances of genetic algorithms. We measured the effects of selective mutation with four function optimization problems. It was found from extensive experiments that the selective mutation can significantly enhance the performances of genetic algorithms.

Keywords: Genetic algorithm, selective mutation, function optimization

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4118 Six-Phase Tooth-Coil Winding Starter-Generator Embedded in Aerospace Engine

Authors: Flur R. Ismagilov, Vyacheslav E. Vavilov, Denis V. Gusakov

Abstract:

This paper is devoted to solve the problem of increasing the electrification of aircraft engines by installing a synchronous generator at high pressure shaft. Technical solution of this problem by various research centers is discussed. A design solution of the problem was proposed. To evaluate the effectiveness of the proposed cooling system, thermal analysis was carried out in ANSYS software.

Keywords: Flur R. Ismagilov, Vyacheslav E. Vavilov, Denis V. Gusakov

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4117 Reduced Order Modelling of Linear Dynamic Systems using Particle Swarm Optimized Eigen Spectrum Analysis

Authors: G. Parmar, S. Mukherjee, R. Prasad

Abstract:

The authors present an algorithm for order reduction of linear time invariant dynamic systems using the combined advantages of the eigen spectrum analysis and the error minimization by particle swarm optimization technique. Pole centroid and system stiffness of both original and reduced order systems remain same in this method to determine the poles, whereas zeros are synthesized by minimizing the integral square error in between the transient responses of original and reduced order models using particle swarm optimization technique, pertaining to a unit step input. It is shown that the algorithm has several advantages, e.g. the reduced order models retain the steady-state value and stability of the original system. The algorithm is illustrated with the help of two numerical examples and the results are compared with the other existing techniques.

Keywords: Eigen spectrum, Integral square error, Orderreduction, Particle swarm optimization, Stability.

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4116 Stability Criteria for Uncertainty Markovian Jumping Parameters of BAM Neural Networks with Leakage and Discrete Delays

Authors: Qingqing Wang, Baocheng Chen, Shouming Zhong

Abstract:

In this paper, the problem of stability criteria for Markovian jumping BAM neural networks with leakage and discrete delays has been investigated. Some new sufficient condition are derived based on a novel Lyapunov-Krasovskii functional approach. These new criteria based on delay partitioning idea are proved to be less conservative because free-weighting matrices method and a convex optimization approach are considered. Finally, one numerical example is given to illustrate the the usefulness and feasibility of the proposed main results.

Keywords: Stability, Markovian jumping neural networks, Timevarying delays, Linear matrix inequality.

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4115 An Accurate Method for Phylogeny Tree Reconstruction Based on a Modified Wild Dog Algorithm

Authors: Essam Al Daoud

Abstract:

This study solves a phylogeny problem by using modified wild dog pack optimization. The least squares error is considered as a cost function that needs to be minimized. Therefore, in each iteration, new distance matrices based on the constructed trees are calculated and used to select the alpha dog. To test the suggested algorithm, ten homologous genes are selected and collected from National Center for Biotechnology Information (NCBI) databanks (i.e., 16S, 18S, 28S, Cox 1, ITS1, ITS2, ETS, ATPB, Hsp90, and STN). The data are divided into three categories: 50 taxa, 100 taxa and 500 taxa. The empirical results show that the proposed algorithm is more reliable and accurate than other implemented methods.

Keywords: Least squares, neighbor joining, phylogenetic tree, wild dogpack.

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4114 The Direct Updating of Damping and Gyroscopic Matrices using Incomplete Complex Test Data

Authors: Jiashang Jiang, Yongxin Yuan

Abstract:

In this paper we develop an efficient numerical method for the finite-element model updating of damped gyroscopic systems based on incomplete complex modal measured data. It is assumed that the analytical mass and stiffness matrices are correct and only the damping and gyroscopic matrices need to be updated. By solving a constrained optimization problem, the optimal corrected symmetric damping matrix and skew-symmetric gyroscopic matrix complied with the required eigenvalue equation are found under a weighted Frobenius norm sense.

Keywords: Model updating, damped gyroscopic system, partially prescribed spectral information.

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4113 UPFC Supplementary Controller Design Using Real-Coded Genetic Algorithm for Damping Low Frequency Oscillations in Power Systems

Authors: A.K. Baliarsingh, S. Panda, A.K. Mohanty, C. Ardil

Abstract:

This paper presents a systematic approach for designing Unified Power Flow Controller (UPFC) based supplementary damping controllers for damping low frequency oscillations in a single-machine infinite-bus power system. Detailed investigations have been carried out considering the four alternatives UPFC based damping controller namely modulating index of series inverter (mB), modulating index of shunt inverter (mE), phase angle of series inverter (δB ) and phase angle of the shunt inverter (δE ). The design problem of the proposed controllers is formulated as an optimization problem and Real- Coded Genetic Algorithm (RCGA) is employed to optimize damping controller parameters. Simulation results are presented and compared with a conventional method of tuning the damping controller parameters to show the effectiveness and robustness of the proposed design approach.

Keywords: Power System Oscillations, Real-Coded Genetic Algorithm (RCGA), Flexible AC Transmission Systems (FACTS), Unified Power Flow Controller (UPFC), Damping Controller.

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4112 Optimization of Car Seat Considering Whiplash Injury

Authors: Wookyung Baik, Seungchan Lee, Choongmin Jeong, Siwoo Kim, Myungwon Suh

Abstract:

Development of motor car safety devices has reduced fatality rates in car accidents. Yet despite this increase in car safety, neck injuries resulting from rear impact collisions, particularly at low speed, remain a primary concern. In this study, FEA(Finite Element Analysis) of seat was performed to evaluate neck injuries in rear impact. And the FEA result was verified by comparison with the actual test results. The dummy used in FE model and actual test is BioRID II which is regarded suitable for rear impact collision analysis. A threshold of the BioRID II neck injury indicators was also proposed to upgrade seat performance in order to reduce whiplash injury. To optimize the seat for a low-speed rear impact collision, a method was proposed, which is multi-objective optimization idea using DOE (Design of Experiments) results.

Keywords: Whiplash injury, Dynamic assessment, Finite element method, Optimization, DOE (Design of Experiments), WSM (Weighed Sum Method).

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4111 Studying the Theoretical and Laboratory Design of a Concrete Frame and Optimizing Its Design for Impact and Earthquake Resistance

Authors: Mehrdad Azimzadeh, Seyed Mohammadreza Jabbari, Mohammadreza Hosseinzadeh Alherd

Abstract:

This paper includes experimental results and analytical studies about increasing resistance of single-span reinforced concreted frames against impact factor and their modeling according to optimization methods and optimizing the behavior of these frames under impact loads. During this study, about 30 designs for different frames were modeled and made using specialized software like ANSYS and Sap and their behavior were examined under variable impacts. Then suitable strategies were offered for frames in terms of concrete mixing in order to optimize frame modeling. To reduce the weight of the frames, we had to use fine-grained stones. After designing about eight types of frames for each type of frames, three samples were designed with the aim of controlling the impact strength parameters, and a good shape of the frame was created for the impact resistance, which was a solid frame with muscular legs, and as a bond away from each other as much as possible with a 3 degree gradient in the upper part of the beam.

Keywords: Optimization, reinforced concrete, single-span frames, optimization methods of impact load.

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4110 PSO-Based Planning of Distribution Systems with Distributed Generations

Authors: Amin Hajizadeh, Ehsan Hajizadeh

Abstract:

This paper presents a multi-objective formulation for optimal siting and sizing of distributed generation (DG) resources in distribution systems in order to minimize the cost of power losses and energy not supplied. The implemented technique is based on particle swarm optimization (PSO) and weight method that employed to obtain the best compromise between these costs. Simulation results on 33-bus distribution test system are presented to demonstrate the effectiveness of the proposed procedure.

Keywords: Distributed generation, distribution networks, particle swarm optimization, reliability, weight method

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4109 ORPP with MAIEP Based Technique for Loadability Enhancement

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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4108 PointNetLK-OBB: A Point Cloud Registration Algorithm with High Accuracy

Authors: Wenhao Lan, Ning Li, Qiang Tong

Abstract:

To improve the registration accuracy of a source point cloud and template point cloud when the initial relative deflection angle is too large, a PointNetLK algorithm combined with an oriented bounding box (PointNetLK-OBB) is proposed. In this algorithm, the OBB of a 3D point cloud is used to represent the macro feature of source and template point clouds. Under the guidance of the iterative closest point algorithm, the OBB of the source and template point clouds is aligned, and a mirror symmetry effect is produced between them. According to the fitting degree of the source and template point clouds, the mirror symmetry plane is detected, and the optimal rotation and translation of the source point cloud is obtained to complete the 3D point cloud registration task. To verify the effectiveness of the proposed algorithm, a comparative experiment was performed using the publicly available ModelNet40 dataset. The experimental results demonstrate that, compared with PointNetLK, PointNetLK-OBB improves the registration accuracy of the source and template point clouds when the initial relative deflection angle is too large, and the sensitivity of the initial relative position between the source point cloud and template point cloud is reduced. The primary contribution of this paper is the use of PointNetLK to avoid the non-convex problem of traditional point cloud registration and leveraging the regularity of the OBB to avoid the local optimization problem in the PointNetLK context.

Keywords: Mirror symmetry, oriented bounding box, point cloud registration, PointNetLK-OBB.

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4107 Determining Cluster Boundaries Using Particle Swarm Optimization

Authors: Anurag Sharma, Christian W. Omlin

Abstract:

Self-organizing map (SOM) is a well known data reduction technique used in data mining. Data visualization can reveal structure in data sets that is otherwise hard to detect from raw data alone. However, interpretation through visual inspection is prone to errors and can be very tedious. There are several techniques for the automatic detection of clusters of code vectors found by SOMs, but they generally do not take into account the distribution of code vectors; this may lead to unsatisfactory clustering and poor definition of cluster boundaries, particularly where the density of data points is low. In this paper, we propose the use of a generic particle swarm optimization (PSO) algorithm for finding cluster boundaries directly from the code vectors obtained from SOMs. The application of our method to unlabeled call data for a mobile phone operator demonstrates its feasibility. PSO algorithm utilizes U-matrix of SOMs to determine cluster boundaries; the results of this novel automatic method correspond well to boundary detection through visual inspection of code vectors and k-means algorithm.

Keywords: Particle swarm optimization, self-organizing maps, clustering, data mining.

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4106 A Branch and Bound Algorithm for Resource Constrained Project Scheduling Problem Subject to Cumulative Resources

Authors: A. Shirzadeh Chaleshtari, Sh. Shadrokh

Abstract:

Renewable and non-renewable resource constraints have been vast studied in theoretical fields of project scheduling problems. However, although cumulative resources are widespread in practical cases, the literature on project scheduling problems subject to these resources is scant. So in order to study this type of resources more, in this paper we use the framework of a resource constrained project scheduling problem (RCPSP) with finish-start precedence relations between activities and subject to the cumulative resources in addition to the renewable resources. We develop a branch and bound algorithm for this problem customizing precedence tree algorithm of RCPSP. We perform extensive experimental analysis on the algorithm to check its effectiveness and performance for solving different instances of the problem in question.

Keywords: Resource constrained project scheduling problem, cumulative resources, branch and bound algorithm, precedence tree.

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4105 Energy Benefits of Urban Platooning with Self-Driving Vehicles

Authors: Eduardo F. Mello, Peter H. Bauer

Abstract:

The primary focus of this paper is the generation of energy-optimal speed trajectories for heterogeneous electric vehicle platoons in urban driving conditions. Optimal speed trajectories are generated for individual vehicles and for an entire platoon under the assumption that they can be executed without errors, as would be the case for self-driving vehicles. It is then shown that the optimization for the “average vehicle in the platoon” generates similar transportation energy savings to optimizing speed trajectories for each vehicle individually. The introduced approach only requires the lead vehicle to run the optimization software while the remaining vehicles are only required to have adaptive cruise control capability. The achieved energy savings are typically between 30% and 50% for stop-to-stop segments in cities. The prime motivation of urban platooning comes from the fact that urban platoons efficiently utilize the available space and the minimization of transportation energy in cities is important for many reasons, i.e., for environmental, power, and range considerations.

Keywords: Electric vehicles, energy efficiency, optimization, platooning, self-driving vehicles, urban traffic.

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4104 Design Optimization of Doubly Fed Induction Generator Performance by Differential Evolution

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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4103 Metaheuristics Methods (GA and ACO) for Minimizing the Length of Freeman Chain Code from Handwritten Isolated Characters

Authors: Dewi Nasien, Habibollah Haron, Siti SophiayatiYuhaniz

Abstract:

This paper presents a comparison of metaheuristic algorithms, Genetic Algorithm (GA) and Ant Colony Optimization (ACO), in producing freeman chain code (FCC). The main problem in representing characters using FCC is the length of the FCC depends on the starting points. Isolated characters, especially the upper-case characters, usually have branches that make the traversing process difficult. The study in FCC construction using one continuous route has not been widely explored. This is our motivation to use the population-based metaheuristics. The experimental result shows that the route length using GA is better than ACO, however, ACO is better in computation time than GA.

Keywords: Handwriting Recognition, Feature Extraction, Freeman Chain Code, Genetic Algorithm and Ant ColonyOptimization.

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4102 A Hybridization of Constructive Beam Search with Local Search for Far From Most Strings Problem

Authors: Sayyed R Mousavi

Abstract:

The Far From Most Strings Problem (FFMSP) is to obtain a string which is far from as many as possible of a given set of strings. All the input and the output strings are of the same length, and two strings are said to be far if their hamming distance is greater than or equal to a given positive integer. FFMSP belongs to the class of sequences consensus problems which have applications in molecular biology. The problem is NP-hard; it does not admit a constant-ratio approximation either, unless P = NP. Therefore, in addition to exact and approximate algorithms, (meta)heuristic algorithms have been proposed for the problem in recent years. On the other hand, in the recent years, hybrid algorithms have been proposed and successfully used for many hard problems in a variety of domains. In this paper, a new metaheuristic algorithm, called Constructive Beam and Local Search (CBLS), is investigated for the problem, which is a hybridization of constructive beam search and local search algorithms. More specifically, the proposed algorithm consists of two phases, the first phase is to obtain several candidate solutions via the constructive beam search and the second phase is to apply local search to the candidate solutions obtained by the first phase. The best solution found is returned as the final solution to the problem. The proposed algorithm is also similar to memetic algorithms in the sense that both use local search to further improve individual solutions. The CBLS algorithm is compared with the most recent published algorithm for the problem, GRASP, with significantly positive results; the improvement is by order of magnitudes in most cases.

Keywords: Bioinformatics, Far From Most Strings Problem, Hybrid metaheuristics, Matheuristics, Sequences consensus problems.

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4101 Mean-Variance Optimization of Portfolios with Return of Premium Clauses in a DC Pension Plan with Multiple Contributors under Constant Elasticity of Variance Model

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

Abstract:

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

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

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4100 Using Tabu Search to Analyze the Mauritian Economic Sectors

Authors: J. Cheeneebash, V. Beeharry, A. Gopaul

Abstract:

The aim of this paper is to express the input-output matrix as a linear ordering problem which is classified as an NP-hard problem. We then use a Tabu search algorithm to find the best permutation among sectors in the input-output matrix that will give an optimal solution. This optimal permutation can be useful in designing policies and strategies for economists and government in their goal of maximizing the gross domestic product.

Keywords: Input-Output matrix, linear ordering problem, Tabusearch.

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4099 New Algorithms for Finding Short Reset Sequences in Synchronizing Automata

Authors: Adam Roman

Abstract:

Finding synchronizing sequences for the finite automata is a very important problem in many practical applications (part orienters in industry, reset problem in biocomputing theory, network issues etc). Problem of finding the shortest synchronizing sequence is NP-hard, so polynomial algorithms probably can work only as heuristic ones. In this paper we propose two versions of polynomial algorithms which work better than well-known Eppstein-s Greedy and Cycle algorithms.

Keywords: Synchronizing words, reset sequences, Černý Conjecture

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