Search results for: teaching-learning based optimization
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 12246

Search results for: teaching-learning based optimization

11496 Performance of Power System Stabilizer (UNITROL D) in Benghazi North Power Plant

Authors: T. Hussein

Abstract:

The use of power system stabilizers (PSSs) to damp power system swing mode of oscillations is practical important. Our purpose is to retune the power system stabilizer (PSS1A) parameters in Unitrol D produced by ABB– was installed in 1995in Benghazi North Power Plants (BNPPs) at General Electricity Company of Libya (GECOL). The optimal values of the power system stabilizer (PSS1A) parameters are determined off-line by a particle swarm optimization technique (PSO). The objective is to damp the local and inter-area modes of oscillations that occur following power system disturbances. The retuned power system stabilizer (PSS1A) can cope with large disturbance at different operating points and has enhanced power system stability.

Keywords: Static excitation system, particle swarm optimization (PSO), power system stabilizer (PSS).

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11495 Optimization of Molasses Desugarization Process Using Steffen Method in Sugar Beet Factories

Authors: Simin Asadollahi, Mohammad Hossein Haddad Khodaparast

Abstract:

Molasses is one of the most important by-products in sugar industry, which contains a large amount of sucrose. The routine way to separate the sucrose from molasses is using steffen method. Whereas this method is very usual in sugar factories, the aim of this research is optimization of this method. Mentioned optimization depends to three factors of reactor alkality, reactor temperature and diluted molasses brix. Accordingly, three different stages must be done:

  1. Construction of a pilot plant similar to actual steffen system in sugar factories
  2. Experimenting using the pilot plant
  3. Laboratory analysis

These experiences included 27 treatments in three replications. In each replication, brix, polarization and purity characters in Saccharate syrup and hot and cold waste were measured. The results showed that diluted molasses brix, reactor alkality and reactor temperature had many significant effects on Saccharate purity and efficiency of molasses desugarization. This research was performed in "randomize complete design" form & was analyzed with "duncan multiple range test". The significant difference in the level of α = 5% is observed between the treatments. The results indicated that the optimal conditions for molasses desugarization by steffen method are: diluted molasses brix= 10, reactor alkality= 10 and reactor temperature=8˚C. 

Keywords: Molasses desugarization, Saccharate purity, Steffen process.

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11494 Conversion of HVAC Lines into HVDC in Transmission Expansion Planning

Authors: Juan P. Novoa, Mario A. Rios

Abstract:

This paper presents a transmission planning methodology that considers the conversion of HVAC transmission lines to HVDC as an alternative of expansion of power systems, as a consequence of restrictions for the construction of new lines. The transmission expansion planning problem formulates an optimization problem that minimizes the total cost that includes the investment cost to convert lines from HVAC to HVDC and possible required reinforcements of the power system prior to the conversion. The costs analysis assesses the impact of the conversion on the reliability because transmission lines are out of service during the conversion work. The presented methodology is applied to a test system considering a planning a horizon of 10 years.

Keywords: Cost optimization, energy non supplied, HVAC, HVDC, transmission expansion planning.

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11493 Multi-Objective Optimization of an Aerodynamic Feeding System Using Genetic Algorithm

Authors: Jan Busch, Peter Nyhuis

Abstract:

Considering the challenges of short product life cycles and growing variant diversity, cost minimization and manufacturing flexibility increasingly gain importance to maintain a competitive edge in today’s global and dynamic markets. In this context, an aerodynamic part feeding system for high-speed industrial assembly applications has been developed at the Institute of Production Systems and Logistics (IFA), Leibniz Universitaet Hannover. The aerodynamic part feeding system outperforms conventional systems with respect to its process safety, reliability, and operating speed. In this paper, a multi-objective optimisation of the aerodynamic feeding system regarding the orientation rate, the feeding velocity, and the required nozzle pressure is presented.

Keywords: Aerodynamic feeding system, genetic algorithm, multi-objective optimization.

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11492 Increasing Performance of Autopilot Guided Small Unmanned Helicopter

Authors: Tugrul Oktay, Mehmet Konar, Mustafa Soylak, Firat Sal, Murat Onay, Orhan Kizilkaya

Abstract:

In this paper, autonomous performance of a small manufactured unmanned helicopter is tried to be increased. For this purpose, a small unmanned helicopter is manufactured in Erciyes University, Faculty of Aeronautics and Astronautics. It is called as ZANKA-Heli-I. For performance maximization, autopilot parameters are determined via minimizing a cost function consisting of flight performance parameters such as settling time, rise time, overshoot during trajectory tracking. For this purpose, a stochastic optimization method named as simultaneous perturbation stochastic approximation is benefited. Using this approach, considerable autonomous performance increase (around %23) is obtained.

Keywords: Small helicopters, hierarchical control, stochastic optimization, autonomous performance maximization, autopilots.

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11491 SMART: Solution Methods with Ants Running by Types

Authors: Nicolas Zufferey

Abstract:

Ant algorithms are well-known metaheuristics which have been widely used since two decades. In most of the literature, an ant is a constructive heuristic able to build a solution from scratch. However, other types of ant algorithms have recently emerged: the discussion is thus not limited by the common framework of the constructive ant algorithms. Generally, at each generation of an ant algorithm, each ant builds a solution step by step by adding an element to it. Each choice is based on the greedy force (also called the visibility, the short term profit or the heuristic information) and the trail system (central memory which collects historical information of the search process). Usually, all the ants of the population have the same characteristics and behaviors. In contrast in this paper, a new type of ant metaheuristic is proposed, namely SMART (for Solution Methods with Ants Running by Types). It relies on the use of different population of ants, where each population has its own personality.

Keywords: Optimization, Metaheuristics, Ant Algorithms, Evolutionary Procedures, Population-Based Methods.

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11490 Design of an Augmented Automatic Choosing Control by Lyapunov Functions Using Gradient Optimization Automatic Choosing Functions

Authors: Toshinori Nawata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) using the gradient optimization automatic choosing functions for nonlinear systems. Constant terms which arise from sectionwise linearization of a given nonlinear system are treated as coefficients of a stable zero dynamics. Parameters included in the control are suboptimally selected by expanding a stable region in the sense of Lyapunov with the aid of the genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: augmented automatic choosing control, nonlinear control, genetic algorithm, zero dynamics.

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11489 The Optimization of Engine Mounting Parts Using Hot-Cold Forging Technology

Authors: D. H. Park, Y. H. Tak, H. H. Kwon, G. J. Kwon, H. G. Kim

Abstract:

The purpose of this study is to develop a forging process of automotive parts that satisfies the deformation characteristics. The analyses of temperature variation and deformation behavior of the material are important to obtain the optimal forging products. The hot compression test was carried out to know formability at high temperature. In order to define the optimum forging conditions including material temperature, strain and forging load, the commercial finite element analysis code was used to simulate the forging procedure of engine mounting parts. Experimental results were compared with the simulation results by finite element analysis. Test results were in good agreement with the simulations.

Keywords: Cold forging, hot forging, engine mounting, automotive parts, optimization.

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11488 A Case Study of Bee Algorithm for Ready Mixed Concrete Problem

Authors: W. Wongthatsanekorn, N. Matheekrieangkrai

Abstract:

This research proposes Bee Algorithm (BA) to optimize Ready Mixed Concrete (RMC) truck scheduling problem from single batch plant to multiple construction sites. This problem is considered as an NP-hard constrained combinatorial optimization problem. This paper provides the details of the RMC dispatching process and its related constraints. BA was then developed to minimize total waiting time of RMC trucks while satisfying all constraints. The performance of BA is then evaluated on two benchmark problems (3 and 5construction sites) according to previous researchers. The simulation results of BA are compared in term of efficiency and accuracy with Genetic Algorithm (GA) and all problems show that BA approach outperforms GA in term of efficiency and accuracy to obtain optimal solution. Hence, BA approach could be practically implemented to obtain the best schedule.

Keywords: Bee Colony Optimization, Ready Mixed Concrete Problem.

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11487 Community Detection-based Analysis of the Human Interactome Network

Authors: Razvan Bocu, Sabin Tabirca

Abstract:

The study of proteomics reached unexpected levels of interest, as a direct consequence of its discovered influence over some complex biological phenomena, such as problematic diseases like cancer. This paper presents a new technique that allows for an accurate analysis of the human interactome network. It is basically a two-step analysis process that involves, at first, the detection of each protein-s absolute importance through the betweenness centrality computation. Then, the second step determines the functionallyrelated communities of proteins. For this purpose, we use a community detection technique that is based on the edge betweenness calculation. The new technique was thoroughly tested on real biological data and the results prove some interesting properties of those proteins that are involved in the carcinogenesis process. Apart from its experimental usefulness, the novel technique is also computationally effective in terms of execution times. Based on the analysis- results, some topological features of cancer mutated proteins are presented and a possible optimization solution for cancer drugs design is suggested.

Keywords: Betweenness centrality, interactome networks, proteinprotein interactions, protein communities, cancer.

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11486 An Amalgam Approach for DICOM Image Classification and Recognition

Authors: J. Umamaheswari, G. Radhamani

Abstract:

This paper describes about the process of recognition and classification of brain images such as normal and abnormal based on PSO-SVM. Image Classification is becoming more important for medical diagnosis process. In medical area especially for diagnosis the abnormality of the patient is classified, which plays a great role for the doctors to diagnosis the patient according to the severeness of the diseases. In case of DICOM images it is very tough for optimal recognition and early detection of diseases. Our work focuses on recognition and classification of DICOM image based on collective approach of digital image processing. For optimal recognition and classification Particle Swarm Optimization (PSO), Genetic Algorithm (GA) and Support Vector Machine (SVM) are used. The collective approach by using PSO-SVM gives high approximation capability and much faster convergence.

Keywords: Recognition, classification, Relaxed Median Filter, Adaptive thresholding, clustering and Neural Networks

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11485 Control Improvement of a C Sugar Cane Crystallization Using an Auto-Tuning PID Controller Based on Linearization of a Neural Network

Authors: S. Beyou, B. Grondin-Perez, M. Benne, C. Damour, J.-P. Chabriat

Abstract:

The industrial process of the sugar cane crystallization produces a residual that still contains a lot of soluble sucrose and the objective of the factory is to improve its extraction. Therefore, there are substantial losses justifying the search for the optimization of the process. Crystallization process studied on the industrial site is based on the “three massecuites process". The third step of this process constitutes the final stage of exhaustion of the sucrose dissolved in the mother liquor. During the process of the third step of crystallization (Ccrystallization), the phase that is studied and whose control is to be improved, is the growing phase (crystal growth phase). The study of this process on the industrial site is a problem in its own. A control scheme is proposed to improve the standard PID control law used in the factory. An auto-tuning PID controller based on instantaneous linearization of a neural network is then proposed.

Keywords: Auto-tuning, PID, Instantaneous linearization, Neural network, Non linear process, C-crystallisation.

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11484 A Practical Method for Load Balancing in the LV Distribution Networks Case Study: Tabriz Electrical Network

Authors: A. Raminfard, S. M. Shahrtash

Abstract:

In this paper, a new efficient method for load balancing in low voltage distribution systems is presented. The proposed method introduces an improved Leap-frog method for optimization. The proposed objective function includes the difference between three phase currents, as well as two other terms to provide the integer property of the variables; where the latter are the status of the connection of loads to different phases. Afterwards, a new algorithm is supplemented to undertake the integer values for the load connection status. Finally, the method is applied to different parts of Tabriz low voltage network, where the results have shown the good performance of the proposed method.

Keywords: Load balancing, improved leap-frog method, optimization algorithm, low voltage distribution systems.

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11483 Optimized Facial Features-based Age Classification

Authors: Md. Zahangir Alom, Mei-Lan Piao, Md. Shariful Islam, Nam Kim, Jae-Hyeung Park

Abstract:

The evaluation and measurement of human body dimensions are achieved by physical anthropometry. This research was conducted in view of the importance of anthropometric indices of the face in forensic medicine, surgery, and medical imaging. The main goal of this research is to optimization of facial feature point by establishing a mathematical relationship among facial features and used optimize feature points for age classification. Since selected facial feature points are located to the area of mouth, nose, eyes and eyebrow on facial images, all desire facial feature points are extracted accurately. According this proposes method; sixteen Euclidean distances are calculated from the eighteen selected facial feature points vertically as well as horizontally. The mathematical relationships among horizontal and vertical distances are established. Moreover, it is also discovered that distances of the facial feature follows a constant ratio due to age progression. The distances between the specified features points increase with respect the age progression of a human from his or her childhood but the ratio of the distances does not change (d = 1 .618 ) . Finally, according to the proposed mathematical relationship four independent feature distances related to eight feature points are selected from sixteen distances and eighteen feature point-s respectively. These four feature distances are used for classification of age using Support Vector Machine (SVM)-Sequential Minimal Optimization (SMO) algorithm and shown around 96 % accuracy. Experiment result shows the proposed system is effective and accurate for age classification.

Keywords: 3D Face Model, Face Anthropometrics, Facial Features Extraction, Feature distances, SVM-SMO

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11482 Power Transformer Risk-Based Maintenance by Optimization of Transformer Condition and Transformer Importance

Authors: Kitti Leangkrua

Abstract:

This paper presents a risk-based maintenance strategy of a power transformer in order to optimize operating and maintenance costs. The methodology involves the study and preparation of a database for the collection the technical data and test data of a power transformer. An evaluation of the overall condition of each transformer is performed by a program developed as a result of the measured results; in addition, the calculation of the main equipment separation to the overall condition of the transformer (% HI) and the criteria for evaluating the importance (% ImI) of each location where the transformer is installed. The condition assessment is performed by analysis test data such as electrical test, insulating oil test and visual inspection. The condition of the power transformer will be classified from very poor to very good condition. The importance is evaluated from load criticality, importance of load and failure consequence. The risk matrix is developed for evaluating the risk of each power transformer. The high risk power transformer will be focused firstly. The computerized program is developed for practical use, and the maintenance strategy of a power transformer can be effectively managed.

Keywords: Asset management, risk-based maintenance, power transformer, health index.

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11481 MHD Boundary Layer Flow of a Nanofluid Past a Wedge Shaped Wick in Heat Pipe

Authors: Ziya Uddin

Abstract:

This paper deals with the theoretical and numerical investigation of magneto hydrodynamic boundary layer flow of a nanofluid past a wedge shaped wick in heat pipe used for the cooling of electronic components and different type of machines. To incorporate the effect of nanoparticle diameter, concentration of nanoparticles in the pure fluid, nanothermal layer formed around the nanoparticle and Brownian motion of nanoparticles etc., appropriate models are used for the effective thermal and physical properties of nanofluids. To model the rotation of nanoparticles inside the base fluid, microfluidics theory is used. In this investigation ethylene glycol (EG) based nanofluids, are taken into account. The non-linear equations governing the flow and heat transfer are solved by using a very effective particle swarm optimization technique along with Runge-Kutta method. The values of heat transfer coefficient are found for different parameters involved in the formulation viz. nanoparticle concentration, nanoparticle size, magnetic field and wedge angle etc. It is found that, the wedge angle, presence of magnetic field, nanoparticle size and nanoparticle concentration etc. have prominent effects on fluid flow and heat transfer characteristics for the considered configuration.

Keywords: Heat transfer, Heat pipe, numerical modeling, nanofluid applications, particle swarm optimization, wedge shaped wick.

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11480 Design of Static Synchronous Series Compensator Based Damping Controller Employing Real Coded Genetic Algorithm

Authors: S.C.Swain, A.K.Balirsingh, S. Mahapatra, S. Panda

Abstract:

This paper presents a systematic approach for designing Static Synchronous Series Compensator (SSSC) based supplementary damping controllers for damping low frequency oscillations in a single-machine infinite-bus power system. The design problem of the proposed controller is formulated as an optimization problem and RCGA is employed to search for optimal controller parameters. By minimizing the time-domain based objective function, in which the deviation in the oscillatory rotor speed of the generator is involved; stability performance of the system is improved. 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: Low frequency Oscillations, Phase CompensationTechnique, Real Coded Genetic Algorithm, Single-machine InfiniteBus Power System, Static Synchronous Series Compensator.

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11479 Optimization of Two Quality Characteristics in Injection Molding Processes via Taguchi Methodology

Authors: Joseph C. Chen, Venkata Karthik Jakka

Abstract:

The main objective of this research is to optimize tensile strength and dimensional accuracy in injection molding processes using Taguchi Parameter Design. An L16 orthogonal array (OA) is used in Taguchi experimental design with five control factors at four levels each and with non-controllable factor vibration. A total of 32 experiments were designed to obtain the optimal parameter setting for the process. The optimal parameters identified for the shrinkage are shot volume, 1.7 cubic inch (A4); mold term temperature, 130 ºF (B1); hold pressure, 3200 Psi (C4); injection speed, 0.61 inch3/sec (D2); and hold time of 14 seconds (E2). The optimal parameters identified for the tensile strength are shot volume, 1.7 cubic inch (A4); mold temperature, 160 ºF (B4); hold pressure, 3100 Psi (C3); injection speed, 0.69 inch3/sec (D4); and hold time of 14 seconds (E2). The Taguchi-based optimization framework was systematically and successfully implemented to obtain an adjusted optimal setting in this research. The mean shrinkage of the confirmation runs is 0.0031%, and the tensile strength value was found to be 3148.1 psi. Both outcomes are far better results from the baseline, and defects have been further reduced in injection molding processes.

Keywords: Injection molding processes, Taguchi Parameter Design, tensile strength, shrinkage test, high-density polyethylene, HDPE.

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11478 Optimal Generation Expansion Planning Strategy with Carbon Trading

Authors: Tung-Sheng Zhan, Chih-Cheng Kao, Chin-Der Yang, Jong-Ian Tsai

Abstract:

Fossil fuel-firing power plants dominate electric power generation in Taiwan, which are also the major contributor to Green House gases (GHG). CO2 is the most important greenhouse gas that cause global warming. This paper penetrates the relationship between carbon trading for GHG reduction and power generation expansion planning (GEP) problem for the electrical utility. The Particle Swarm Optimization (PSO) Algorithm is presented to deal with the generation expansion planning strategy of the utility with independent power providers (IPPs). The utility has to take both the IPPs- participation and environment impact into account when a new generation unit is considering expanded from view of supply side.

Keywords: Carbon Trading, CO2 Emission, GenerationExpansion Planning (GEP), Green House gases (GHG), ParticleSwarm Optimization (PSO).

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11477 Optimum Surface Roughness Prediction in Face Milling of High Silicon Stainless Steel

Authors: M. Farahnakian, M.R. Razfar, S. Elhami-Joosheghan

Abstract:

This paper presents an approach for the determination of the optimal cutting parameters (spindle speed, feed rate, depth of cut and engagement) leading to minimum surface roughness in face milling of high silicon stainless steel by coupling neural network (NN) and Electromagnetism-like Algorithm (EM). In this regard, the advantages of statistical experimental design technique, experimental measurements, artificial neural network, and Electromagnetism-like optimization method are exploited in an integrated manner. To this end, numerous experiments on this stainless steel were conducted to obtain surface roughness values. A predictive model for surface roughness is created by using a back propogation neural network, then the optimization problem was solved by using EM optimization. Additional experiments were performed to validate optimum surface roughness value predicted by EM algorithm. It is clearly seen that a good agreement is observed between the predicted values by EM coupled with feed forward neural network and experimental measurements. The obtained results show that the EM algorithm coupled with back propogation neural network is an efficient and accurate method in approaching the global minimum of surface roughness in face milling.

Keywords: cutting parameters, face milling, surface roughness, artificial neural network, Electromagnetism-like algorithm,

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11476 Genetic Combined with a Simplex Algorithm as an Efficient Method for the Detection of a Depressed Ellipsoidal Flaw using the Boundary Element Method

Authors: Clio G. Vossou, Ioannis N. Koukoulis, Christopher G. Provatidis

Abstract:

The present work encounters the solution of the defect identification problem with the use of an evolutionary algorithm combined with a simplex method. In more details, a Matlab implementation of Genetic Algorithms is combined with a Simplex method in order to lead to the successful identification of the defect. The influence of the location and the orientation of the depressed ellipsoidal flaw was investigated as well as the use of different amount of static data in the cost function. The results were evaluated according to the ability of the simplex method to locate the global optimum in each test case. In this way, a clear impression regarding the performance of the novel combination of the optimization algorithms, and the influence of the geometrical parameters of the flaw in defect identification problems was obtained.

Keywords: Defect identification, genetic algorithms, optimization.

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11475 Application of CPN Tools for Simulation and Analysis of Bandwidth Allocation

Authors: Julija Asmuss, Gunars Lauks, Viktors Zagorskis

Abstract:

We consider the problem of bandwidth allocation in a substrate network as an optimization problem for the aggregate utility of multiple applications with diverse requirements and describe a simulation scheme for dynamically adaptive bandwidth allocation protocols. The proposed simulation model based on Coloured Petri Nets (CPN) is realized using CPN Tools.

Keywords: Bandwidth Allocation Problem, Coloured Petri Nets, CPN Tools, Simulation

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11474 Optimization of Energy Conservation Potential for VAV Air Conditioning System using Fuzzy based Genetic Algorithm

Authors: R. Parameshwaran, R. Karunakaran, S. Iniyan, Anand A. Samuel

Abstract:

The objective of this study is to present the test results of variable air volume (VAV) air conditioning system optimized by two objective genetic algorithm (GA). The objective functions are energy savings and thermal comfort. The optimal set points for fuzzy logic controller (FLC) are the supply air temperature (Ts), the supply duct static pressure (Ps), the chilled water temperature (Tw), and zone temperature (Tz) that is taken as the problem variables. Supply airflow rate and chilled water flow rate are considered to be the constraints. The optimal set point values are obtained from GA process and assigned into fuzzy logic controller (FLC) in order to conserve energy and maintain thermal comfort in real time VAV air conditioning system. A VAV air conditioning system with FLC installed in a software laboratory has been taken for the purpose of energy analysis. The total energy saving obtained in VAV GA optimization system with FLC compared with constant air volume (CAV) system is expected to achieve 31.5%. The optimal duct static pressure obtained through Genetic fuzzy methodology attributes to better air distribution by delivering the optimal quantity of supply air to the conditioned space. This combination enhanced the advantages of uniform air distribution, thermal comfort and improved energy savings potential.

Keywords: Energy savings, fuzzy logic, Genetic algorithm, Thermal Comfort

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11473 Optimization of Reaction Rate Parameters in Modeling of Heavy Paraffins Dehydrogenation

Authors: Leila Vafajoo, Farhad Khorasheh, Mehrnoosh Hamzezadeh Nakhjavani, Moslem Fattahi

Abstract:

In the present study, a procedure was developed to determine the optimum reaction rate constants in generalized Arrhenius form and optimized through the Nelder-Mead method. For this purpose, a comprehensive mathematical model of a fixed bed reactor for dehydrogenation of heavy paraffins over Pt–Sn/Al2O3 catalyst was developed. Utilizing appropriate kinetic rate expressions for the main dehydrogenation reaction as well as side reactions and catalyst deactivation, a detailed model for the radial flow reactor was obtained. The reactor model composed of a set of partial differential equations (PDE), ordinary differential equations (ODE) as well as algebraic equations all of which were solved numerically to determine variations in components- concentrations in term of mole percents as a function of time and reactor radius. It was demonstrated that most significant variations observed at the entrance of the bed and the initial olefin production obtained was rather high. The aforementioned method utilized a direct-search optimization algorithm along with the numerical solution of the governing differential equations. The usefulness and validity of the method was demonstrated by comparing the predicted values of the kinetic constants using the proposed method with a series of experimental values reported in the literature for different systems.

Keywords: Dehydrogenation, Pt-Sn/Al2O3 Catalyst, Modeling, Nelder-Mead, Optimization

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11472 Particle Swarm Optimization Approach on Flexible Structure at Wiper Blade System

Authors: A. Zolfagharian, M.Z. Md. Zain, A. R. AbuBakar, M. Hussein

Abstract:

Application of flexible structures has been significantly, increased in industry and aerospace missions due to their contributions and unique advantages over the rigid counterparts. In this paper, vibration analysis of a flexible structure i.e., automobile wiper blade is investigated and controlled. The wiper generates unwanted noise and vibration during the wiping the rain and other particles on windshield which may cause annoying noise in different ranges of frequency. A two dimensional analytical modeled wiper blade whose model accuracy is verified by numerical studies in literature is considered in this study. Particle swarm optimization (PSO) is employed in alliance with input shaping (IS) technique in order to control or to attenuate the amplitude level of unwanted noise/vibration of the wiper blade.

Keywords: Input shaping, noise reduction, particle swarmoptimization, wiper blade

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11471 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization

Authors: B. Marasović, S. Pivac, S. V. Vukasović

Abstract:

Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.

Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.

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11470 A New OvS Approach in an Assembly Line Balancing Problem

Authors: P. Azimi, B. Behtoiy

Abstract:

One of the most famous techniques which affect the efficiency of a production line is the assembly line balancing (ALB) technique. This paper examines the balancing effect of a whole production line of a real auto glass manufacturer in three steps. In the first step, processing time of each activity in the workstations is generated according to a practical approach. In the second step, the whole production process is simulated and the bottleneck stations have been identified, and finally in the third step, several improvement scenarios are generated to optimize the system throughput, and the best one is proposed. The main contribution of the current research is the proposed framework which combines two famous approaches including Assembly Line Balancing and Optimization via Simulation technique (OvS). The results show that the proposed framework could be applied in practical environments, easily.

Keywords: Assembly line balancing problem, optimization via simulation, production planning.

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11469 Automatic Tuning for a Systemic Model of Banking Originated Losses (SYMBOL) Tool on Multicore

Authors: Ronal Muresano, Andrea Pagano

Abstract:

Nowadays, the mathematical/statistical applications are developed with more complexity and accuracy. However, these precisions and complexities have brought as result that applications need more computational power in order to be executed faster. In this sense, the multicore environments are playing an important role to improve and to optimize the execution time of these applications. These environments allow us the inclusion of more parallelism inside the node. However, to take advantage of this parallelism is not an easy task, because we have to deal with some problems such as: cores communications, data locality, memory sizes (cache and RAM), synchronizations, data dependencies on the model, etc. These issues are becoming more important when we wish to improve the application’s performance and scalability. Hence, this paper describes an optimization method developed for Systemic Model of Banking Originated Losses (SYMBOL) tool developed by the European Commission, which is based on analyzing the application's weakness in order to exploit the advantages of the multicore. All these improvements are done in an automatic and transparent manner with the aim of improving the performance metrics of our tool. Finally, experimental evaluations show the effectiveness of our new optimized version, in which we have achieved a considerable improvement on the execution time. The time has been reduced around 96% for the best case tested, between the original serial version and the automatic parallel version.

Keywords: Algorithm optimization, Bank Failures, OpenMP, Parallel Techniques, Statistical tool.

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11468 Genetic Algorithm based Optimization approach for MR Dampers Fuzzy Modeling

Authors: Behnam Mehrkian, Arash Bahar, Ali Chaibakhsh

Abstract:

Magneto-rheological (MR) fluid damper is a semiactive control device that has recently received more attention by the vibration control community. But inherent hysteretic and highly nonlinear dynamics of MR fluid damper is one of the challenging aspects to employ its unique characteristics. The combination of artificial neural network (ANN) and fuzzy logic system (FLS) have been used to imitate more precisely the behavior of this device. However, the derivative-based nature of adaptive networks causes some deficiencies. Therefore, in this paper, a novel approach that employ genetic algorithm, as a free-derivative algorithm, to enhance the capability of fuzzy systems, is proposed. The proposed method used to model MR damper. The results will be compared with adaptive neuro-fuzzy inference system (ANFIS) model, which is one of the well-known approaches in soft computing framework, and two best parametric models of MR damper. Data are generated based on benchmark program by applying a number of famous earthquake records.

Keywords: Benchmark program, earthquake record filtering, fuzzy logic, genetic algorithm, MR damper.

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11467 Analysis of Effect of Pre-Logic Factoring on Cell Based Combinatorial Logic Synthesis

Authors: Padmanabhan Balasubramanian, Bashetty Raghavendra

Abstract:

In this paper, an analysis is presented, which demonstrates the effect pre-logic factoring could have on an automated combinational logic synthesis process succeeding it. The impact of pre-logic factoring for some arbitrary combinatorial circuits synthesized within a FPGA based logic design environment has been analyzed previously. This paper explores a similar effect, but with the non-regenerative logic synthesized using elements of a commercial standard cell library. On an overall basis, the results obtained pertaining to the analysis on a variety of MCNC/IWLS combinational logic benchmark circuits indicate that pre-logic factoring has the potential to facilitate simultaneous power, delay and area optimized synthesis solutions in many cases.

Keywords: Algebraic factoring, Combinational logic synthesis, Standard cells, Low power, Delay optimization, Area reduction.

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