Search results for: statistical optimization

Authors: Refaat H. Abd El Razek, Ahmed M. Diab, Sherif M. Hafez, Remon F. Aziz

Abstract:

Time-Cost Optimization "TCO" is one of the greatest challenges in construction project planning and control, since the optimization of either time or cost, would usually be at the expense of the other. Since there is a hidden trade-off relationship between project and cost, it might be difficult to predict whether the total cost would increase or decrease as a result of the schedule compression. Recently third dimension in trade-off analysis is taken into consideration that is quality of the projects. Few of the existing algorithms are applied in a case of construction project with threedimensional trade-off analysis, Time-Cost-Quality relationships. The objective of this paper is to presents the development of a practical software system; that named Automatic Multi-objective Typical Construction Resource Optimization System "AMTCROS". This system incorporates the basic concepts of Line Of Balance "LOB" and Critical Path Method "CPM" in a multi-objective Genetic Algorithms "GAs" model. The main objective of this system is to provide a practical support for typical construction planners who need to optimize resource utilization in order to minimize project cost and duration while maximizing its quality simultaneously. The application of these research developments in planning the typical construction projects holds a strong promise to: 1) Increase the efficiency of resource use in typical construction projects; 2) Reduce construction duration period; 3) Minimize construction cost (direct cost plus indirect cost); and 4) Improve the quality of newly construction projects. A general description of the proposed software for the Time-Cost-Quality Trade-Off "TCQTO" is presented. The main inputs and outputs of the proposed software are outlined. The main subroutines and the inference engine of this software are detailed. The complexity analysis of the software is discussed. In addition, the verification, and complexity of the proposed software are proved and tested using a real case study.

Keywords: Project management, typical (repetitive) large scale projects, line of balance, multi-objective optimization, genetic algorithms, time-cost-quality trade-offs.

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Authors: Mihai Rebenciuc, Simona Mihaela Bibic

Abstract:

Branch of modern mathematics, graphs represent instruments for optimization and solving practical applications in various fields such as economic networks, engineering, network optimization, the geometry of social action, generally, complex systems including contemporary urban problems (path or transport efficiencies, biourbanism, & c.). In this paper is studied the interconnection of some urban network, which can lead to a simulation problem of a digraph through another digraph. The simulation is made univoc or more general multivoc. The concepts of fragment and atom are very useful in the study of connectivity in the digraph that is simulation - including an alternative evaluation of k- connectivity. Rough set approach in (bi)digraph which is proposed in premier in this paper contribute to improved significantly the evaluation of k-connectivity. This rough set approach is based on generalized rough sets - basic facts are presented in this paper.

Keywords: (Bi)digraphs, rough set theory, systems of interacting agents, complex systems.

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Authors: N. Arulanand, K. Premalatha

Abstract:

Bloom filter is a probabilistic and memory efficient data structure designed to answer rapidly whether an element is present in a set. It tells that the element is definitely not in the set but its presence is with certain probability. The trade-off to use Bloom filter is a certain configurable risk of false positives. The odds of a false positive can be made very low if the number of hash function is sufficiently large. For spam detection, weight is attached to each set of elements. The spam weight for a word is a measure used to rate the e-mail. Each word is assigned to a Bloom filter based on its weight. The proposed work introduces an enhanced concept in Bloom filter called Bin Bloom Filter (BBF). The performance of BBF over conventional Bloom filter is evaluated under various optimization techniques. Real time data set and synthetic data sets are used for experimental analysis and the results are demonstrated for bin sizes 4, 5, 6 and 7. Finally analyzing the results, it is found that the BBF which uses heuristic techniques performs better than the traditional Bloom filter in spam detection.

Keywords: Cuckoo search algorithm, levy’s flight, metaheuristic, optimal weight.

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Authors: J. Lonska, V. Boronenko

Abstract:

The result of process of territory-s development is the territory-s state of development (TSoD), which is pointed towards the provision and improvement of people-s life conditions. The authors offer to measure the TSoD according to their own developed model. Using the available statistical data regarding the values of model-s elements, the authors empirically show which element mainly determines the TSoD. The findings of the research showed that the key elements of the TSoD are the “Material welfare of people" and “People-s health". Performing a deeper statistical analysis of correlation between these elements, it turned out that it is not so necessary for a country to be bent on trying to increase the material growth of a territory, because a relatively high index of life expectancy at birth could be ensured also by much more modest material resources. On the other hand, the economical feedback of longer lifespan within countries with lower material performance is also relatively low.

Keywords: Development indices, health, territory's state of development, wealth.

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Authors: Didik Nurhadiyanto , Moch Agus Choiron , Ken Kaminishi , Shigeyuki Haruyama

Abstract:

At the previous study of new metal gasket, contact width and contact stress were important design parameter for optimizing metal gasket performance. However, the range of contact stress had not been investigated thoroughly. In this study, we conducted a gasket design optimization based on an elastic and plastic contact stress analysis considering forming effect using FEM. The gasket model was simulated by using two simulation stages which is forming and tightening simulation. The optimum design based on an elastic and plastic contact stress was founded. Final evaluation was determined by helium leak quantity to check leakage performance of both type of gaskets. The helium leak test shows that a gasket based on the plastic contact stress design better than based on elastic stress design.

Keywords: Contact stress, metal gasket, plastic, elastic

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Authors: Yue Hu, Xilu Zhao, Takao Yamaguchi, Manabu Sasajima, Yoshio Koike, Akira Hara

Abstract:

This study optimized the design parameters of a cone loudspeaker as an example of high flexibility of the product design. We developed an acoustic analysis software program that considers the impact of damping caused by air viscosity. In sound reproduction, it is difficult to optimize each parameter of the loudspeaker design. To overcome the limitation of the design problem in practice, this study presents an acoustic analysis algorithm to optimize the design parameters of the loudspeaker. The material character of cone paper and the loudspeaker edge were the design parameters, and the vibration displacement of the cone paper was the objective function. The results of the analysis showed that the design had high accuracy as compared to the predicted value. These results suggested that although the parameter design is difficult, with experience and intuition, the design can be performed easily using the optimized design found with the acoustic analysis software.

Keywords: Air viscosity, design parameters, loudspeaker, optimization.

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Authors: Chia-Hau Liu, Tai-Yue Wang

Abstract:

Traditional multivariate control charts assume that measurement from manufacturing processes follows a multivariate normal distribution. However, this assumption may not hold or may be difficult to verify because not all the measurement from manufacturing processes are normal distributed in practice. This study develops a new multivariate control chart for monitoring the processes with non-normal data. We propose a mechanism based on integrating the one-class classification method and the adaptive technique. The adaptive technique is used to improve the sensitivity to small shift on one-class classification in statistical process control. In addition, this design provides an easy way to allocate the value of type I error so it is easier to be implemented. Finally, the simulation study and the real data from industry are used to demonstrate the effectiveness of the propose control charts.

Keywords: Multivariate control chart, statistical process control, one-class classification method.

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Authors: Shahin Mirshekari, Mohammadreza Moradi, Hossein Jafari, Mehdi Jafari, Mohammad Ensaf

Abstract:

This research employs Gaussian Process Regression (GPR) with an ensemble kernel, integrating Exponential Squared, Revised Matérn, and Rational Quadratic kernels to analyze pharmaceutical sales data. Bayesian optimization was used to identify optimal kernel weights: 0.76 for Exponential Squared, 0.21 for Revised Matérn, and 0.13 for Rational Quadratic. The ensemble kernel demonstrated superior performance in predictive accuracy, achieving an R² score near 1.0, and significantly lower values in MSE, MAE, and RMSE. These findings highlight the efficacy of ensemble kernels in GPR for predictive analytics in complex pharmaceutical sales datasets.

Keywords: Gaussian Process Regression, Ensemble Kernels, Bayesian Optimization, Pharmaceutical Sales Analysis, Time Series Forecasting, Data Analysis.

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Authors: R.Mohamad Idris, A.Khairuddin, M.W.Mustafa

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In this paper, a novel method using Bees Algorithm is proposed to determine the optimal allocation of FACTS devices for maximizing the Available Transfer Capability (ATC) of power transactions between source and sink areas in the deregulated power system. The algorithm simultaneously searches the FACTS location, FACTS parameters and FACTS types. Two types of FACTS are simulated in this study namely Thyristor Controlled Series Compensator (TCSC) and Static Var Compensator (SVC). A Repeated Power Flow with FACTS devices including ATC is used to evaluate the feasible ATC value within real and reactive power generation limits, line thermal limits, voltage limits and FACTS operation limits. An IEEE30 bus system is used to demonstrate the effectiveness of the algorithm as an optimization tool to enhance ATC. A Genetic Algorithm technique is used for validation purposes. The results clearly indicate that the introduction of FACTS devices in a right combination of location and parameters could enhance ATC and Bees Algorithm can be efficiently used for this kind of nonlinear integer optimization.

Keywords: ATC, Bees Algorithm, TCSC, SVC

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Authors: I. Mahdavi, A. Jazayeri, M. Jahromi, R. Jafari, H. Iranmanesh

Abstract:

One of the most important problems in production planning of flexible manufacturing system (FMS) is machine tool selection and operation allocation problem that directly influences the production costs and times .In this paper minimizing machining cost, set-up cost and material handling cost as a multi-objective problem in flexible manufacturing systems environment are considered. We present a 0-1 integer linear programming model for the multiobjective machine tool selection and operation allocation problem and due to the large scale nature of the problem, solving the problem to obtain optimal solution in a reasonable time is infeasible, Paretoant colony optimization (P-ACO) approach for solving the multiobjective problem in reasonable time is developed. Experimental results indicate effectiveness of the proposed algorithm for solving the problem.

Keywords: Flexible manufacturing system, Production planning, Machine tool selection, Operation allocation, Multiobjective optimization, Metaheuristic.

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Authors: J.Dinesh Peter

Abstract:

This paper describes a new method for affine parameter estimation between image sequences. Usually, the parameter estimation techniques can be done by least squares in a quadratic way. However, this technique can be sensitive to the presence of outliers. Therefore, parameter estimation techniques for various image processing applications are robust enough to withstand the influence of outliers. Progressively, some robust estimation functions demanding non-quadratic and perhaps non-convex potentials adopted from statistics literature have been used for solving these. Addressing the optimization of the error function in a factual framework for finding a global optimal solution, the minimization can begin with the convex estimator at the coarser level and gradually introduce nonconvexity i.e., from soft to hard redescending non-convex estimators when the iteration reaches finer level of multiresolution pyramid. Comparison has been made to find the performance of the results of proposed method with the results found individually using two different estimators.

Keywords: Image Processing, Affine parameter estimation, Outliers, Robust Statistics, Robust M-estimators

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Authors: Florian Gschösser, Walter Purrer

Abstract:

The paper shows examples for the (environmental) optimization of production processes for asphalt mixtures applied for typical road pavements in Austria and Switzerland. The conducted “from-cradle-to-gate” LCA firstly analyzes the production one cubic meter of asphalt and secondly all material production processes for exemplary highway pavements applied in Austria and Switzerland. It is shown that environmental impacts can be reduced by the application of reclaimed asphalt pavement (RAP) and by the optimization of specific production characteristics, e.g. the reduction of the initial moisture of the mineral aggregate and the reduction of the mixing temperature by the application of low-viscosity and foam bitumen. The results of the LCA study demonstrate reduction potentials per cubic meter asphalt of up to 57 % (Global Warming Potential–GWP) and 77 % (Ozone depletion–ODP). The analysis per square meter of asphalt pavement determined environmental potentials of up to 40 % (GWP) and 56 % (ODP).

Keywords: Asphalt mixtures, environmental potentials, life cycle assessment, material production.

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Authors: Sultan Noman Qasem

Abstract:

This paper presents an evolutionary algorithm for solving multi-objective optimization problems-based artificial neural network (ANN). The multi-objective evolutionary algorithm used in this study is genetic algorithm while ANN used is radial basis function network (RBFN). The proposed algorithm named memetic elitist Pareto non-dominated sorting genetic algorithm-based RBFN (MEPGAN). The proposed algorithm is implemented on medical diseases problems. The experimental results indicate that the proposed algorithm is viable, and provides an effective means to design multi-objective RBFNs with good generalization capability and compact network structure. This study shows that MEPGAN generates RBFNs coming with an appropriate balance between accuracy and simplicity, comparing to the other algorithms found in literature.

Keywords: Radial basis function network, Hybrid learning, Multi-objective optimization, Genetic algorithm.

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Authors: A. Mohajer, A. Noroozi, S. Norouzi

Abstract:

The bypass exhaust system of a 160 MW combined cycle has been modeled and analyzed using numerical simulation in 2D prospective. Analysis was carried out using the commercial numerical simulation software, FLUENT 6.2. All inputs were based on the technical data gathered from working conditions of a Siemens V94.2 gas turbine, installed in the Yazd power plant. This paper deals with reduction of pressure drop in bypass exhaust system using turning vanes mounted in diverter box in order to alleviate turbulent energy dissipation rate above diverter box. The geometry of such turning vanes has been optimized based on the flow pattern at diverter box inlet. The results show that the use of optimized turning vanes in diverter box can improve the flow pattern and eliminate vortices around sharp edges just before the silencer. Furthermore, this optimization could decrease the pressure drop in bypass exhaust system and leads to higher plant efficiency.

Keywords: Numerical simulation, Diverter box, Turning vanes, Exhaust system

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Authors: M. D. Kokate, T. R. Sontakke, P. W. Wani

Abstract:

This paper deals with an adaptive multiuser detector for direct sequence code division multiple-access (DS-CDMA) systems. A modified receiver, precombinig LMMSE is considered under time varying channel environment. Detector updating is performed with two criterions, mean square estimation (MSE) and MOE optimization technique. The adaptive implementation issues of these two schemes are quite different. MSE criterion updates the filter weights by minimizing error between data vector and adaptive vector. MOE criterion together with canonical representation of the detector results in a constrained optimization problem. Even though the canonical representation is very complicated under time varying channels, it is analyzed with assumption of average power profile of multipath replicas of user of interest. The performance of both schemes is studied for practical SNR conditions. Results show that for poor SNR, MSE precombining LMMSE is better than the blind precombining LMMSE but for greater SNR, MOE scheme outperforms with better result.

Keywords: LMMSE, MOE, MUD.

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Authors: Bogdan Walek, Cyril Klimes

Abstract:

This paper focuses on testing database of existing information system. At the beginning we describe the basic problems of implemented databases, such as data redundancy, poor design of database logical structure or inappropriate data types in columns of database tables. These problems are often the result of incorrect understanding of the primary requirements for a database of an information system. Then we propose an algorithm to compare the conceptual model created from vague requirements for a database with a conceptual model reconstructed from implemented database. An algorithm also suggests steps leading to optimization of implemented database. The proposed algorithm is verified by an implemented prototype. The paper also describes a fuzzy system which works with the vague requirements for a database of an information system, procedure for creating conceptual from vague requirements and an algorithm for reconstructing a conceptual model from implemented database.

Keywords: testing, database, relational database, information system, conceptual model, fuzzy, uncertain information, database testing, reconstruction, requirements, optimization

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Authors: A. M. El Ansary, A. A. El Damatty, A. O. Nassef

Abstract:

The aim of the current study is to develop a numerical tool that is capable of achieving an optimum shape and design of hyperbolic cooling towers based on coupling a non-linear finite element model developed in-house and a genetic algorithm optimization technique. The objective function is set to be the minimum weight of the tower. The geometric modeling of the tower is represented by means of B-spline curves. The finite element method is applied to model the elastic buckling behaviour of a tower subjected to wind pressure and dead load. The study is divided into two main parts. The first part investigates the optimum shape of the tower corresponding to minimum weight assuming constant thickness. The study is extended in the second part by introducing the shell thickness as one of the design variables in order to achieve an optimum shape and design. Design, functionality and practicality constraints are applied.

Keywords: B-splines, Cooling towers, Finite element, Genetic algorithm, Optimization

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Authors: Changqiao Wu, Guoqing Ding, Xin Chen

Abstract:

In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.

Keywords: Dynamic system modeling, neural network, normal equation, second order gradient descent.

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Authors: Ghanima Al-Sharrah, Haitham M. Lababidi, Yusuf I. Ali

Abstract:

The main objective of the current work is to introduce sustainability factors in optimizing the supply chain model for process industries. The supply chain models are normally based on purely economic considerations related to costs and profits. To account for sustainability, two additional factors have been introduced; environment and risk. A supply chain for an entire petroleum organization has been considered for implementing and testing the proposed optimization models. The environmental and risk factors were introduced as indicators reflecting the anticipated impact of the optimal production scenarios on sustainability. The aggregation method used in extending the single objective function to multi-objective function is proven to be quite effective in balancing the contribution of each objective term. The results indicate that introducing sustainability factor would slightly reduce the economic benefit while improving the environmental and risk reduction performances of the process industries.

Keywords: Supply chain, optimization, LP models, risk, environmental indicators, multi-objective.

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Authors: L. Tani, N. El Ouzzani

Abstract:

Crosstalk among interconnects and printed-circuit board (PCB) traces is a major limiting factor of signal quality in highspeed digital and communication equipments especially when fast data buses are involved. Such a bus is considered as a planar multiconductor transmission line. This paper will demonstrate how the finite difference time domain (FDTD) method provides an exact solution of the transmission-line equations to analyze the near end and the far end crosstalk. In addition, this study makes it possible to analyze the rise time effect on the near and far end voltages of the victim conductor. The paper also discusses a statistical analysis, based upon a set of several simulations. Such analysis leads to a better understanding of the phenomenon and yields useful information.

Keywords: Multiconductor transmission line, Crosstalk, Finite difference time domain (FDTD), printed-circuit board (PCB), Rise time, Statistical analysis.

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Authors: Tawiwat Veeraklaew, Nathasit Phathana-im, Songkit Heama

Abstract:

Both the minimum energy consumption and smoothness, which is quantified as a function of jerk, are generally needed in many dynamic systems such as the automobile and the pick-and-place robot manipulator that handles fragile equipments. Nevertheless, many researchers come up with either solely concerning on the minimum energy consumption or minimum jerk trajectory. This research paper proposes a simple yet very interesting relationship between the minimum direct and indirect jerks approaches in designing the time-dependent system yielding an alternative optimal solution. Extremal solutions for the cost functions of direct and indirect jerks are found using the dynamic optimization methods together with the numerical approximation. This is to allow us to simulate and compare visually and statistically the time history of control inputs employed by minimum direct and indirect jerk designs. By considering minimum indirect jerk problem, the numerical solution becomes much easier and yields to the similar results as minimum direct jerk problem.

Keywords: Optimization, Dynamic, Linear Systems, Jerks.

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Authors: Fanqiang Kong, Chending Bian

Abstract:

In this work, we exploit two assumed properties of the abundances of the observed signatures (endmembers) in order to reconstruct the abundances from hyperspectral data. Joint-sparsity is the first property of the abundances, which assumes the adjacent pixels can be expressed as different linear combinations of same materials. The second property is rank-deficiency where the number of endmembers participating in hyperspectral data is very small compared with the dimensionality of spectral library, which means that the abundances matrix of the endmembers is a low-rank matrix. These assumptions lead to an optimization problem for the sparse unmixing model that requires minimizing a combined l_2,p-norm and nuclear norm. We propose a variable splitting and augmented Lagrangian algorithm to solve the optimization problem. Experimental evaluation carried out on synthetic and real hyperspectral data shows that the proposed method outperforms the state-of-the-art algorithms with a better spectral unmixing accuracy.

Keywords: Hyperspectral unmixing, joint-sparse, low-rank representation, abundance estimation.

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Authors: V. Tawiwat, P. Jumnong

Abstract:

Both the minimum energy consumption and smoothness, which is quantified as a function of jerk, are generally needed in many dynamic systems such as the automobile and the pick-and-place robot manipulator that handles fragile equipments. Nevertheless, many researchers come up with either solely concerning on the minimum energy consumption or minimum jerk trajectory. This research paper proposes a simple yet very interesting when combining the minimum energy and jerk of indirect jerks approaches in designing the time-dependent system yielding an alternative optimal solution. Extremal solutions for the cost functions of the minimum energy, the minimum jerk and combining them together are found using the dynamic optimization methods together with the numerical approximation. This is to allow us to simulate and compare visually and statistically the time history of state inputs employed by combining minimum energy and jerk designs. The numerical solution of minimum direct jerk and energy problem are exactly the same solution; however, the solutions from problem of minimum energy yield the similar solution especially in term of tendency.

Keywords: Optimization, Dynamic, Linear Systems, Jerks.

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Authors: H. Shayeghi, M. Mahdavi

Abstract:

Transmission network expansion planning (TNEP) is a basic part of power system planning that determines where, when and how many new transmission lines should be added to the network. Up till now, various methods have been presented to solve the static transmission network expansion planning (STNEP) problem. But in all of these methods, lines adequacy rate has not been considered at the end of planning horizon, i.e., expanded network misses adequacy after some times and needs to be expanded again. In this paper, expansion planning has been implemented by merging lines loading parameter in the STNEP and inserting investment cost into the fitness function constraints using genetic algorithm. Expanded network will possess a maximum adequacy to provide load demand and also the transmission lines overloaded later. Finally, adequacy index could be defined and used to compare some designs that have different investment costs and adequacy rates. In this paper, the proposed idea has been tested on the Garvers network. The results show that the network will possess maximum efficiency economically.

Keywords: Adequacy Optimization, Transmission Expansion Planning, DCGA.

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Authors: Govind Shay Sharma, Randhir Singh Baghel

Abstract:

The stock management of raw materials and finished goods is a significant issue for industries in fulfilling customer demand. Optimization of inventory strategies is crucial to enhancing customer service, reducing lead times and costs, and meeting market demand. This paper suggests finding an approach to predict the optimum stock level by utilizing past stocks and forecasting the required quantities. In this paper, we utilized Artificial Neural Network (ANN) to determine the optimal value. The objective of this paper is to discuss the optimized ANN that can find the best solution for the inventory model. In the context of the paper, we mentioned that the k-means algorithm is employed to create homogeneous groups of items. These groups likely exhibit similar characteristics or attributes that make them suitable for being managed using uniform inventory control policies. The paper proposes a method that uses the neural fit algorithm to control the cost of inventory.

Keywords: Artificial Neural Network, inventory management, optimization, distributor center.

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Authors: Theologos Athanaselis, Stelios Bakamidis, Ioannis Dologlou

Abstract:

There are multiple reasons to expect that detecting the word order errors in a text will be a difficult problem, and detection rates reported in the literature are in fact low. Although grammatical rules constructed by computer linguists improve the performance of grammar checker in word order diagnosis, the repairing task is still very difficult. This paper presents an approach for repairing word order errors in English text by reordering words in a sentence and choosing the version that maximizes the number of trigram hits according to a language model. The novelty of this method concerns the use of an efficient confusion matrix technique for reordering the words. The comparative advantage of this method is that works with a large set of words, and avoids the laborious and costly process of collecting word order errors for creating error patterns.

Keywords: Permutations filtering, Statistical languagemodel N-grams, Word order errors

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Authors: A. Safari, H. Shayeghi, H. A. Shayanfar

Abstract:

On the basis of the linearized Phillips-Herffron model of a single-machine power system, a novel method for designing unified power flow controller (UPFC) based output feedback controller is presented. The design problem of output feedback controller for UPFC is formulated as an optimization problem according to with the time domain-based objective function which is solved by iteration particle swarm optimization (IPSO) that has a strong ability to find the most optimistic results. To ensure the robustness of the proposed damping controller, the design process takes into account a wide range of operating conditions and system configurations. The simulation results prove the effectiveness and robustness of the proposed method in terms of a high performance power system. The simulation study shows that the designed controller by Iteration PSO performs better than Classical PSO in finding the solution.

Keywords: UPFC, IPSO, output feedback Controller.

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Authors: Atefeh Pourshafie, Mohsen. Saniei, S. S. Mortazavi, A. Saeedian

Abstract:

In this paper optimal capacitor placement problem has been formulated in a restructured distribution network. In this scenario the distribution network operator can consider reactive energy also as a service that can be sold to transmission system. Thus search for optimal location, size and number of capacitor banks with the objective of loss reduction, maximum income from selling reactive energy to transmission system and return on investment for capacitors, has been performed. Results is influenced with economic value of reactive energy, therefore problem has been solved for various amounts of it. The implemented optimization technique is genetic algorithm. For any value of reactive power economic value, when reverse of investment index increase and change from zero or negative values to positive values, the threshold value of selling reactive power has been obtained. This increasing price of economic parameter is reasonable until the network losses is less than loss before compensation.

Keywords: capacitor placement, deregulated electric market, distribution network optimization.

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Authors: Maatoug Hassine, Mourad Hrizi

Abstract:

In this paper, we consider a geometric inverse source problem for the heat equation with Dirichlet and Neumann boundary data. We will reconstruct the exact form of the unknown source term from additional boundary conditions. Our motivation is to detect the location, the size and the shape of source support. We present a one-shot algorithm based on the Kohn-Vogelius formulation and the topological gradient method. The geometric inverse source problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a source function. Then, we present a non-iterative numerical method for the geometric reconstruction of the source term with unknown support using a level curve of the topological gradient. Finally, we give several examples to show the viability of our presented method.

Keywords: Geometric inverse source problem, heat equation, topological sensitivity, topological optimization, Kohn-Vogelius formulation.

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Authors: F. Gökgöz, M. E. Atmaca

Abstract:

Electricity plays an indispensable role in human life and the economy. It is a unique product or service that must be balanced instantaneously, as electricity is not stored, generation and consumption should be proportional. Effective and efficient use of electricity is very important not only for society, but also for the environment. A competitive electricity market is one of the best ways to provide a suitable platform for effective and efficient use of electricity. On the other hand, it carries some risks that should be carefully managed by the market players. Risk management is an essential part in market players’ decision making. In this paper, risk management through diversification is applied with the help of Markowitz’s Mean-variance, Down-side and Semi-variance methods for a case study. Performance of optimal electricity sale solutions are measured and evaluated via Sharpe-Ratio, and the optimal portfolio solutions are improved. Two years of historical weekdays’ price data of the Turkish Day Ahead Market are used to demonstrate the approach.

Keywords: Electricity market, portfolio optimization, risk management in electricity market, Sharpe ratio.

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