Search results for: statistical optimization

Authors: Kyoungwoo Park, Byeong-Sam Kim

Abstract:

Unmanned aerial vehicles (UAVs) performing their operations for a long time have been attracting much attention in military and civil aviation industries for the past decade. The applicable field of UAV is changing from the military purpose only to the civil one. Because of their low operation cost, high reliability and the necessity of various application areas, numerous development programs have been initiated around the world. To obtain the optimal solutions of the design variable (i.e., sectional airfoil profile, wing taper ratio and sweep) for high performance of UAVs, both the lift and lift-to-drag ratio are maximized whereas the pitching moment should be minimized, simultaneously. It is found that the lift force and lift-to-drag ratio are linearly dependent and a unique and dominant solution are existed. However, a trade-off phenomenon is observed between the lift-to-drag ratio and pitching moment. As the result of optimization, sixty-five (65) non-dominated Pareto individuals at the cutting edge of design spaces that are decided by airfoil shapes can be obtained.

Keywords: Unmanned aerial vehicle (UAV), Airfoil, CFD, Shape optimization, Genetic Algorithm.

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Authors: José Peralta, Gabriela Peretti, Eduardo Romero, Carlos Marqués

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This paper proposes a new performance characterization for the test strategy intended for second order filters denominated Transient Analysis Method (TRAM). We evaluate the ability of the addressed test strategy for detecting deviation faults under simultaneous statistical fluctuation of the non-faulty parameters. For this purpose, we use Monte Carlo simulations and a fault model that considers as faulty only one component of the filter under test while the others components adopt random values (within their tolerance band) obtained from their statistical distributions. The new data reported here show (for the filters under study) the presence of hard-to-test components and relatively low fault coverage values for small deviation faults. These results suggest that the fault coverage value obtained using only nominal values for the non-faulty components (the traditional evaluation of TRAM) seem to be a poor predictor of the test performance.

Keywords: testing, fault analysis, analog filter test, parametric faults detection.

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Authors: Bahadur Singh Hathan, B. L. Prassana

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Most of the commercial gluten free products are nutritionally inferior when compared to gluten containing counterparts as manufacturers most often use the refined flours and starches. So it is possible that people on gluten free diet have low intake of fibre content. The foxtail millet flour and copra meal are gluten free and have high fibre and protein contents. The formulation of fibre rich gluten free cookies was optimized by response surface methodology considering independent process variables as proportion of Foxtail millet (Setaria italica) flour in mixed flour, fat content and guar gum. The sugar, sodium chloride, sodium bicarbonates and water were added in fixed proportion as 60, 1.0, 0.4 and 20% of mixed flour weight, respectively. Optimum formulation obtained for maximum spread ratio, fibre content, surface L-value, overall acceptability and minimum breaking strength were 80% foxtail millet flour in mixed flour, 42.8 % fat content and 0.05% guar gum.

Keywords: Copra meal flour, Fiber rich gluten-free cookies, Foxtail millet flour, Optimization

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Authors: Joval P George, Dr. Zheng Chen, Philip Shaw

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This paper deals with the application of Principal Component Analysis (PCA) and the Hotelling-s T2 Chart, using data collected from a drinking water treatment process. PCA is applied primarily for the dimensional reduction of the collected data. The Hotelling-s T2 control chart was used for the fault detection of the process. The data was taken from a United Utilities Multistage Water Treatment Works downloaded from an Integrated Program Management (IPM) dashboard system. The analysis of the results show that Multivariate Statistical Process Control (MSPC) techniques such as PCA, and control charts such as Hotelling-s T2, can be effectively applied for the early fault detection of continuous multivariable processes such as Drinking Water Treatment. The software package SIMCA-P was used to develop the MSPC models and Hotelling-s T2 Chart from the collected data.

Keywords: Principal component analysis, hotelling's t2 chart, multivariate statistical process control, drinking water treatment.

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Authors: Albert Albers, Pablo Enrique Leslabay

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The Institute of Product Development is dealing with the development, design and dimensioning of micro components and systems as a member of the Collaborative Research Centre 499 “Design, Production and Quality Assurance of Molded micro components made of Metallic and Ceramic Materials". Because of technological restrictions in the miniaturization of conventional manufacturing techniques, shape and material deviations cannot be scaled down in the same proportion as the micro parts, rendering components with relatively wide tolerance fields. Systems that include such components should be designed with this particularity in mind, often requiring large clearance. On the end, the output of such systems results variable and prone to dynamical instability. To save production time and resources, every study of these effects should happen early in the product development process and base on computer simulation to avoid costly prototypes. A suitable method is proposed here and exemplary applied to a micro technology demonstrator developed by the CRC499. It consists of a one stage planetary gear train in a sun-planet-ring configuration, with input through the sun gear and output through the carrier. The simulation procedure relies on ordinary Multi Body Simulation methods and subsequently adds other techniques to further investigate details of the system-s behavior and to predict its response. The selection of the relevant parameters and output functions followed the engineering standards for regular sized gear trains. The first step is to quantify the variability and to reveal the most critical points of the system, performed through a whole-mechanism Sensitivity Analysis. Due to the lack of previous knowledge about the system-s behavior, different DOE methods involving small and large amount of experiments were selected to perform the SA. In this particular case the parameter space can be divided into two well defined groups, one of them containing the gear-s profile information and the other the components- spatial location. This has been exploited to explore the different DOE techniques more promptly. A reduced set of parameters is derived for further investigation and to feed the final optimization process, whether as optimization parameters or as external perturbation collective. The 10 most relevant perturbation factors and 4 to 6 prospective variable parameters are considered in a new, simplified model. All of the parameters are affected by the mentioned production variability. The objective functions of interest are based on scalar output-s variability measures, so the problem becomes an optimization under robustness and reliability constrains. The study shows an initial step on the development path of a method to design and optimize complex micro mechanisms composed of wide tolerated elements accounting for the robustness and reliability of the systems- output.

Keywords: Micro molded components, Optimization, Robustness und Reliability, Simulation

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Authors: P. K. Panigrahi, Saradindu Ghosh, Dayal R. Parhi

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Now-a-days autonomous mobile robots have found applications in diverse fields. An autonomous robot system must be able to behave in an intelligent manner to deal with complex and changing environment. This work proposes the performance of path planning and navigation of autonomous mobile robot using Gravitational Search Algorithm (GSA), Simulated Annealing (SA) and Particle Swarm optimization (PSO) based intelligent controllers in an unstructured environment. The approach not only finds a valid collision free path but also optimal one. The main aim of the work is to minimize the length of the path and duration of travel from a starting point to a target while moving in an unknown environment with obstacles without collision. Finally, a comparison is made between the three controllers, it is found that the path length and time duration made by the robot using GSA is better than SA and PSO based controllers for the same work.

Keywords: Autonomous Mobile Robot, Gravitational Search Algorithm, Particle Swarm Optimization, Simulated Annealing Algorithm.

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Authors: Mohammad Amin Safi, Mahmud Ashrafizaadeh, Amir Ali Ashrafizaadeh

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A highly optimized implementation of binary mixture diffusion with no initial bulk velocity on graphics processors is presented. The lattice Boltzmann model is employed for simulating the binary diffusion of oxygen and nitrogen into each other with different initial concentration distributions. Simulations have been performed using the latest proposed lattice Boltzmann model that satisfies both the indifferentiability principle and the H-theorem for multi-component gas mixtures. Contemporary numerical optimization techniques such as memory alignment and increasing the multiprocessor occupancy are exploited along with some novel optimization strategies to enhance the computational performance on graphics processors using the C for CUDA programming language. Speedup of more than two orders of magnitude over single-core processors is achieved on a variety of Graphical Processing Unit (GPU) devices ranging from conventional graphics cards to advanced, high-end GPUs, while the numerical results are in excellent agreement with the available analytical and numerical data in the literature.

Keywords: Lattice Boltzmann model, Graphical processing unit, Binary mixture diffusion, 2D flow simulations, Optimized algorithm.

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Authors: Salaheddin Odeh, Ibrahim O. Adwan

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This interdisciplinary study is an investigation to evaluate user-interfaces in business administration. The study is going to be implemented on two computerized business administration systems with two distinctive user-interfaces, so that differences between the two systems can be determined. Both systems, a commercial and a prototype developed for the purpose of this study, deal with ordering of supplies, tendering procedures, issuing purchase orders, controlling the movement of the stocks against their actual balances on the shelves and editing them on their tabulations. In the second suggested system, modern computer graphics and multimedia issues were taken into consideration to cover the drawbacks of the first system. To highlight differences between the two investigated systems regarding some chosen standard quality criteria, the study employs various statistical techniques and methods to evaluate the users- interaction with both systems. The study variables are divided into two divisions: independent representing the interfaces of the two systems, and dependent embracing efficiency, effectiveness, satisfaction, error rate etc.

Keywords: Evaluation and usability testing, software prototyping, statistical methods, user-interface design.

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Authors: B. Nassar, W. Hussein, M. Mokhtar

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The critical concern of satellite operations is to ensure the health and safety of satellites. The worst case in this perspective is probably the loss of a mission, but the more common interruption of satellite functionality can result in compromised mission objectives. All the data acquiring from the spacecraft are known as Telemetry (TM), which contains the wealth information related to the health of all its subsystems. Each single item of information is contained in a telemetry parameter, which represents a time-variant property (i.e. a status or a measurement) to be checked. As a consequence, there is a continuous improvement of TM monitoring systems to reduce the time required to respond to changes in a satellite's state of health. A fast conception of the current state of the satellite is thus very important to respond to occurring failures. Statistical multivariate latent techniques are one of the vital learning tools that are used to tackle the problem above coherently. Information extraction from such rich data sources using advanced statistical methodologies is a challenging task due to the massive volume of data. To solve this problem, in this paper, we present a proposed unsupervised learning algorithm based on Principle Component Analysis (PCA) technique. The algorithm is particularly applied on an actual remote sensing spacecraft. Data from the Attitude Determination and Control System (ADCS) was acquired under two operation conditions: normal and faulty states. The models were built and tested under these conditions, and the results show that the algorithm could successfully differentiate between these operations conditions. Furthermore, the algorithm provides competent information in prediction as well as adding more insight and physical interpretation to the ADCS operation.

Keywords: Space telemetry monitoring, multivariate analysis, PCA algorithm, space operations.

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Authors: Saeed Asiri

Abstract:

This research is to design and implement a new kind of agitators called differential agitator. The Differential Agitator is an electro- mechanic set consists of two shafts. The first shaft is the bearing axis while the second shaft is the axis of the quartet upper bearing impellers group and the triple lower group which are called as agitating group. The agitating group is located inside a cylindrical container equipped especially to contain square directors for the liquid entrance and square directors called fixing group for the liquid exit. The fixing group is installed containing the agitating group inside any tank whether from upper or lower position. The agitating process occurs through the agitating group bearing causing a lower pressure over the upper group leading to withdrawing the liquid from the square directors of the liquid entering and consequently the liquid moves to the denser place under the quartet upper group. Then, the liquid moves to the so high pressure area under the agitating group causing the liquid to exit from the square directors in the bottom of the container. For improving efficiency, parametric study and shape optimization has been carried out. A numerical analysis, manufacturing and laboratory experiments were conducted to design and implement the differential agitator. Knowing the material prosperities and the loading conditions, the FEM using ANSYS11 was used to get the optimum design of the geometrical parameters of the differential agitator elements while the experimental test was performed to validate the advantages of the differential agitators to give a high agitation performance of lime in the water as an example. In addition, the experimental work has been done to express the internal container shape in the agitation efficiency. The study ended up with conclusions to maximize agitator performance and optimize the geometrical parameters to be used for manufacturing the differential agitator

Keywords: Differential Agitators, Parametric Optimization, Shape Optimization, Agitation, FEM, ANSYS11.

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Authors: Teerawach Khamkorn, Laongtip Mathurasa, Savittree Rochanasmita Arnold, Witthaya Mekhum

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The objective of this research seeks to transmit a distance training model to the community in the upper northeastern region. The group sampling consists of 60 community leaders in the municipality of sub-district Kumphawapi, Kumphawapi Disrict, Udonthani Province. The research tools rely on the following instruments, they are : 1) the achievement test of community leaders- training and 2) the satisfaction questionnaires of community leaders. The statistics used in data analysis takes the statistical mean, percentage, standard deviation, and statistical T-test. The resulted findings reveal : 1) the efficiency of the distance training developed by the researcher for the community leaders joining in the training received the average score between in-training and post-training period higher than the setup criterion, 2) the two groups of participants in the training achieved higher knowledge than their pre-training state, 3) the comparison of the achievements between the two group presented no different results, 4) the community leaders obtained the high-to-highest satisfaction.

Keywords: Distance Training, Management, Technology, Transmitting.

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Authors: Vladimir Aleksandrovich Rogov, Ghorbani Siamak

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Determination of optimal conditions of machining parameters is important to reduce the production cost and achieve the desired surface quality. This paper investigates the influence of cutting parameters on surface roughness and natural frequency in turning of aluminum alloy AA2024. The experiments were performed at the lathe machine using two different cutting tools made of AISI 5140 and carbide cutting insert coated with TiC. Turning experiments were planned by Taguchi method L₉ orthogonal array.Three levels for spindle speed, feed rate, depth of cut and tool overhang were chosen as cutting variables. The obtained experimental data has been analyzed using signal to noise ratio and analysis of variance. The main effects have been discussed and percentage contributions of various parameters affecting surface roughness and natural frequency, and optimal cutting conditions have been determined. Finally, optimization of the cutting parameters using Taguchi method was verified by confirmation experiments.

Keywords: Turning, Cutting conditions, Surface roughness, Natural frequency, Taguchi method, ANOVA, S/N ratio.

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Authors: I. O. Nascimento, J. T. Manzi

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The drying process is an important operation in the chemical industry and it is widely used in the food, grain industry and fertilizer industry. However, for demanding a considerable consumption of energy, such a process requires a deep energetic analysis in order to reduce operating costs. This paper deals with thermodynamic optimization applied to rotary dryers based on the entropy production minimization, aiming at to reduce the energy consumption. To do this, the mass, energy and entropy balance was used for developing a relationship that represents the rate of entropy production. The use of the Second Law of Thermodynamics is essential because it takes into account constraints of nature. Since the entropy production rate is minimized, optimals conditions of operations can be established and the process can obtain a substantial gain in energy saving. The minimization strategy had been led using classical methods such as Lagrange multipliers and implemented in the MATLAB platform. As expected, the preliminary results reveal a significant energy saving by the application of the optimal parameters found by the procedure of the entropy minimization It is important to say that this method has shown easy implementation and low cost.

Keywords: Drying, entropy minimization, modeling dryers, thermodynamic optimization.

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Authors: Mohammad Reza Karami Nejad

Abstract:

A hybrid learning automata-genetic algorithm (HLGA) is proposed to solve QoS routing optimization problem of next generation networks. The algorithm complements the advantages of the learning Automato Algorithm(LA) and Genetic Algorithm(GA). It firstly uses the good global search capability of LA to generate initial population needed by GA, then it uses GA to improve the Quality of Service(QoS) and acquiring the optimization tree through new algorithms for crossover and mutation operators which are an NP-Complete problem. In the proposed algorithm, the connectivity matrix of edges is used for genotype representation. Some novel heuristics are also proposed for mutation, crossover, and creation of random individuals. We evaluate the performance and efficiency of the proposed HLGA-based algorithm in comparison with other existing heuristic and GA-based algorithms by the result of simulation. Simulation results demonstrate that this paper proposed algorithm not only has the fast calculating speed and high accuracy but also can improve the efficiency in Next Generation Networks QoS routing. The proposed algorithm has overcome all of the previous algorithms in the literature.

Keywords: Routing, Quality of Service, Multicaset, Learning Automata, Genetic, Next Generation Networks.

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Authors: R.A.Mahdavinejad

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In this paper, multi-processors job shop scheduling problems are solved by a heuristic algorithm based on the hybrid of priority dispatching rules according to an ant colony optimization algorithm. The objective function is to minimize the makespan, i.e. total completion time, in which a simultanous presence of various kinds of ferons is allowed. By using the suitable hybrid of priority dispatching rules, the process of finding the best solution will be improved. Ant colony optimization algorithm, not only promote the ability of this proposed algorithm, but also decreases the total working time because of decreasing in setup times and modifying the working production line. Thus, the similar work has the same production lines. Other advantage of this algorithm is that the similar machines (not the same) can be considered. So, these machines are able to process a job with different processing and setup times. According to this capability and from this algorithm evaluation point of view, a number of test problems are solved and the associated results are analyzed. The results show a significant decrease in throughput time. It also shows that, this algorithm is able to recognize the bottleneck machine and to schedule jobs in an efficient way.

Keywords: Job shops scheduling, Priority dispatching rules, Makespan, Hybrid heuristic algorithm.

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Authors: Abdelsalam A. Ahmed

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Fast speed drives for Permanent Magnet Synchronous Motor (PMSM) is a crucial performance for the electric traction systems. In this paper, PMSM is derived with a Model-based Predictive Control (MPC) technique. Fast speed tracking is achieved through optimization of the DC source utilization using MPC. The technique is based on predicting the optimum voltage vector applied to the driver. Control technique is investigated by comparing to the cascaded PI control based on Space Vector Pulse Width Modulation (SVPWM). MPC and SVPWM-based FOC are implemented with the TMS320F2812 DSP and its power driver circuits. The designed MPC for a PMSM drive is experimentally validated on a laboratory test bench. The performances are compared with those obtained by a conventional PI-based system in order to highlight the improvements, especially regarding speed tracking response.

Keywords: Permanent magnet synchronous motor, mode predictive control, optimization of DC source utilization, cascaded PI control, space vector pulse width modulation, TMS320F2812 DSP.

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Authors: P. Jangl, M. Mikuláštík

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The objective of the paper is to measure and compare market orientation of Swiss and Czech banks, as well as examine statistically the degree of influence it has on competitiveness of the institutions. The analysis of market orientation is based on the collecting, analysis and correct interpretation of the data. Descriptive analysis of market orientation describe current situation. Research of relation of competitiveness and market orientation in the sector of big international banks is suggested with the expectation of existence of a strong relationship. Partially, the work served as reconfirmation of suitability of classic methodologies to measurement of banks’ market orientation.

Two types of data were gathered. Firstly, by measuring subjectively perceived market orientation of a company and secondly, by quantifying its competitiveness. All data were collected from a sample of small, mid-sized and large banks. We used numerical secondary character data from the international statistical financial Bureau Van Dijk’s BANKSCOPE database.

 Statistical analysis led to the following results. Assuming classical market orientation measures to be scientifically justified, Czech banks are statistically less market-oriented than Swiss banks. Secondly, among small Swiss banks, which are not broadly internationally active, small relationship exist between market orientation measures and market share based competitiveness measures. Thirdly, among all Swiss banks, a strong relationship exists between market orientation measures and market share based competitiveness measures. Above results imply existence of a strong relation of this measure in sector of big international banks. A strong statistical relationship has been proven to exist between market orientation measures and equity/total assets ratio in Switzerland.

Keywords: Market Orientation, Competitiveness, Marketing Strategy, Measurement of Market Orientation, Relation between Market Orientation and Competitiveness, Banking Sector.

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Authors: Tamás Hartványi, Ferenc Tóth

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European telecommunication distribution center performance is measured by service lead time and quality. Operation model is CTO (customized to order) namely, a high mix customization of telecommunication network equipment and parts. CTO operation contains material receiving, warehousing, network and server assembly to order and configure based on customer specifications. Variety of the product and orders does not support mass production structure. One of the success factors to satisfy customer is to have a proper aggregated planning method for the operation in order to have optimized human resources and highly efficient asset utilization. Research will investigate several methods and find proper way to have an order book simulation where practical optimization problem may contain thousands of variables and the simulation running times of developed algorithms were taken into account with high importance. There are two operation research models that were developed, customer demand is given in orders, no change over time, customer demands are given for product types, and changeover time is constant.

Keywords: CTO, aggregated planning, demand simulation, changeover time.

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Authors: F. Salehuddin, I. Ahmad, F. A. Hamid, A. Zaharim, H. A. Elgomati, B. Y. Majlis, P. R. Apte

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In this study, the Taguchi method was used to optimize the effect of HALO structure or halo implant variations on threshold voltage (VTH) and leakage current (ILeak) in 45nm p-type Metal Oxide Semiconductor Field Effect Transistors (MOSFETs) device. Besides halo implant dose, the other process parameters which used were Source/Drain (S/D) implant dose, oxide growth temperature and silicide anneal temperature. This work was done using TCAD simulator, consisting of a process simulator, ATHENA and device simulator, ATLAS. These two simulators were combined with Taguchi method to aid in design and optimize the process parameters. In this research, the most effective process parameters with respect to VTH and ILeak are halo implant dose (40%) and S/D implant dose (52%) respectively. Whereas the second ranking factor affecting VTH and ILeak are oxide growth temperature (32%) and halo implant dose (34%) respectively. The results show that after optimizations approaches is -0.157V at ILeak=0.195mA/μm.

Keywords: Optimization, p-type MOSFETs device, HALO Structure, Taguchi Method.

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Authors: A. R. Seifi

Abstract:

This work presents a new algorithm based on a combination of fuzzy (FUZ), Dynamic Programming (DP), and Genetic Algorithm (GA) approach for capacitor allocation in distribution feeders. The problem formulation considers two distinct objectives related to total cost of power loss and total cost of capacitors including the purchase and installation costs. The novel formulation is a multi-objective and non-differentiable optimization problem. The proposed method of this article uses fuzzy reasoning for sitting of capacitors in radial distribution feeders, DP for sizing and finally GA for finding the optimum shape of membership functions which are used in fuzzy reasoning stage. The proposed method has been implemented in a software package and its effectiveness has been verified through a 9-bus radial distribution feeder for the sake of conclusions supports. A comparison has been done among the proposed method of this paper and similar methods in other research works that shows the effectiveness of the proposed method of this paper for solving optimum capacitor planning problem.

Keywords: Capacitor planning, Fuzzy logic method, Genetic Algorithm, Dynamic programming, Radial Distribution feeder

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Authors: Arunrungrusmi S, Chaokamnerd W , Tanitteerapan T , Mungkung N., Yuji T.

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This research aimed to develop plasma system used in air conditioners. This developed plasma system could be installed in the air conditioners - all split type. The quality of air could be improved to be equal to present plasma system. Development processes were as follows: 1) to study the plasma system used in the air conditioners, 2) to design a plasma generator, 3) to develop the plasma generator, and 4) to test its performance in many types of the air conditioners. This plasma system was developed by AC high voltage – 14 kv with a frequency of 50 kHz. Carbon was a conductor to generate arc in air purifier system. The research was tested by installing the plasma generator in the air conditioners - wall type. Whereas, there were 3 types of installations: air flow out, air flow in, and room center. The result of the plasma generator installed in the air conditioners, split type, revealed that the air flow out installation provided the highest average of o-zone at 223 mg/h. This type of installation provided the highest efficiency of air quality improvement. Moreover, the air flow in installation and the room center installation provided the average of the o-zone at 163 mg/h and 64 mg/h, respectively.

Keywords: Air Conditioner, Plasma generator, High voltage, Optimization, Installation position.

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Authors: G. Cannistraro, L. Ponterio

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In this paper is reported an analysis about the outdoor air pollution of the urban centre of the city of Messina. The variations of the most critical pollutants concentrations (PM10, O3, CO, C6H6) and their trends respect of climatic parameters and vehicular traffic have been studied. Linear regressions have been effectuated for representing the relations among the pollutants; the differences between pollutants concentrations on weekend/weekday were also analyzed. In order to evaluate air pollution and its effects on human health, a method for calculating a pollution index was implemented and applied in the urban centre of the city. This index is based on the weighted mean of the most detrimental air pollutants concentrations respect of their limit values for protection of human health. The analyzed data of the polluting substances were collected by the Assessorship of the Environment of the Regional Province of Messina in the year 2004. A statistical analysis of the air quality index trends is also reported.

Keywords: Environmental pollution, Pollutants levels, Linearregression, Air Quality Index, Statistical analysis.

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Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet

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Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.

Keywords: Synthetic Collateralized Debt Obligation (CDO), Credit Default Swap (CDS), Cash Flow Optimization, Probability of Default, Default Correlation, Strategies, Simulation, Simplex.

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Authors: A. Pereira, S. Haffner, L. V. Gasperin

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This paper presents two simplified models to determine nodal voltages in power distribution networks. These models allow estimating the impact of the installation of reactive power compensations equipments like fixed or switched capacitor banks. The procedure used to develop the models is similar to the procedure used to develop linear power flow models of transmission lines, which have been widely used in optimization problems of operation planning and system expansion. The steady state non-linear load flow equations are approximated by linear equations relating the voltage amplitude and currents. The approximations of the linear equations are based on the high relationship between line resistance and line reactance (ratio R/X), which is valid for power distribution networks. The performance and accuracy of the models are evaluated through comparisons with the exact results obtained from the solution of the load flow using two test networks: a hypothetical network with 23 nodes and a real network with 217 nodes.

Keywords: Distribution network models, distribution systems, optimization, power system planning.

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Authors: Cuong D. Dao, Rob J.I. Basten, Andreas Hartmann

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This paper studies the optimal maintenance planning of preventive maintenance and renewal activities for components in a single railway track when the available time for maintenance is limited. The rail-track system consists of several types of components, such as rail, ballast, and switches with different preventive maintenance and renewal intervals. To perform maintenance or renewal on the track, a train free period for maintenance, called a possession, is required. Since a major possession directly affects the regular train schedule, maintenance and renewal activities are clustered as much as possible. In a highly dense and utilized railway network, the possession time on the track is critical since the demand for train operations is very high and a long possession has a severe impact on the regular train schedule. We present an optimization model and investigate the maintenance schedules with and without the possession capacity constraint. In addition, we also integrate the social-economic cost related to the effects of the maintenance time to the variable possession cost into the optimization model. A numerical example is provided to illustrate the model.

Keywords: Rail-track components, maintenance, optimal clustering, possession capacity.

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Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

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Reduction of Single Input Single Output (SISO) continuous systems into Reduced Order Model (ROM), using a conventional and an evolutionary technique is presented in this paper. In the conventional technique, the mixed advantages of Mihailov stability criterion and continued fraction expansions (CFE) technique is employed where the reduced denominator polynomial is derived using Mihailov stability criterion and the numerator is obtained by matching the quotients of the Cauer second form of Continued fraction expansions. In the evolutionary technique method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical example.

Keywords: Reduced Order Modeling, Stability, Continued Fraction Expansions, Mihailov Stability Criterion, Particle Swarm Optimization, Integral Squared Error.

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Authors: Seyed Habib A. Rahmati

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During last decades, developing multi-objective evolutionary algorithms for optimization problems has found considerable attention. Flexible job shop scheduling problem, as an important scheduling optimization problem, has found this attention too. However, most of the multi-objective algorithms that are developed for this problem use nonprofessional approaches. In another words, most of them combine their objectives and then solve multi-objective problem through single objective approaches. Of course, except some scarce researches that uses Pareto-based algorithms. Therefore, in this paper, a new Pareto-based algorithm called controlled elitism non-dominated sorting genetic algorithm (CENSGA) is proposed for the multi-objective FJSP (MOFJSP). Our considered objectives are makespan, critical machine work load, and total work load of machines. The proposed algorithm is also compared with one the best Pareto-based algorithms of the literature on some multi-objective criteria, statistically.

Keywords: Scheduling, Flexible job shop scheduling problem, controlled elitism non-dominated sorting genetic algorithm

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Authors: Prashant P. Bedekar, Sudhir R. Bhide, Vijay S. Kale

Abstract:

Overcurrent (OC) relays are the major protection devices in a distribution system. The operating time of the OC relays are to be coordinated properly to avoid the mal-operation of the backup relays. The OC relay time coordination in ring fed distribution networks is a highly constrained optimization problem which can be stated as a linear programming problem (LPP). The purpose is to find an optimum relay setting to minimize the time of operation of relays and at the same time, to keep the relays properly coordinated to avoid the mal-operation of relays. This paper presents two phase simplex method for optimum time coordination of OC relays. The method is based on the simplex algorithm which is used to find optimum solution of LPP. The method introduces artificial variables to get an initial basic feasible solution (IBFS). Artificial variables are removed using iterative process of first phase which minimizes the auxiliary objective function. The second phase minimizes the original objective function and gives the optimum time coordination of OC relays.

Keywords: Constrained optimization, LPP, Overcurrent relaycoordination, Two-phase simplex method.

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Authors: A. Shayeghi, H. Eimani Kalasar, H. Shayeghi

Abstract:

This paper emphasizes on the application of genetic algorithm (GA) to optimize the parameters of the TMD for achieving the best results in the reduction of the building response under earthquake excitations. The Integral of the Time multiplied Absolute value of the Error (ITAE) based on relative displacement of all floors in the building is taken as a performance index of the optimization criterion. The problem of robustly TMD controller design is formatted as an optimization problem based on the ITAE performance index to be solved using GA that has a story ability to find the most optimistic results. An 11–story realistic building, located in the city of Rasht, Iran is considered as a test system to demonstrate effectiveness of the proposed GA based TMD (GATMD) controller without specifying which mode should be controlled. The results of the proposed GATMD controller are compared with the uncontrolled structure through timedomain simulation and some performance indices. The results analysis reveals that the designed GA based TMD controller has an excellent capability in reduction of the seismically excited example building and the ITAE performance, that is so for remains as unknown, can be introduced a new criteria - method for structural dynamic design.

Keywords: Tuned Mass Damper, Genetic Algorithm, TallBuildings, Structural Dynamics.

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Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

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