Search results for: Risk acceptanceand Multi-objective optimization.

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: Nader Nabhani, Amir Tofighi

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Nanotechnology is the science of creating, using and manipulating objects which have at least one dimension in range of 0.1 to 100 nanometers. In other words, nanotechnology is reconstructing a substance using its individual atoms and arranging them in a way that is desirable for our purpose. The main reason that nanotechnology has been attracting attentions is the unique properties that objects show when they are formed at nano-scale. These differing characteristics that nano-scale materials show compared to their nature-existing form is both useful in creating high quality products and dangerous when being in contact with body or spread in environment. In order to control and lower the risk of such nano-scale particles, the main following three topics should be considered: 1) First of all, these materials would cause long term diseases that may show their effects on body years after being penetrated in human organs and since this science has become recently developed in industrial scale not enough information is available about their hazards on body. 2) The second is that these particles can easily spread out in environment and remain in air, soil or water for very long time, besides their high ability to penetrate body skin and causing new kinds of diseases. 3) The third one is that to protect body and environment against the danger of these particles, the protective barriers must be finer than these small objects and such defenses are hard to accomplish. This paper will review, discuss and assess the risks that human and environment face as this new science develops at a high rate.

Keywords: Nanotechnology, risk assessment, environment.

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Authors: Amiel Satvedi, Richard Pyne

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Injuries in professional sports occur on a regular basis. Some may be minor while others can cause huge impact on a player’s career and earning potential. In soccer, there is a high risk of players picking up injuries during game time. This research work seeks to help soccer players reduce the risk of getting injured by predicting the likelihood of injury while playing in the near future and then providing recommendations for intervention. The injury prediction tool will use a soccer player’s number of minutes played on the field, number of appearances, distance covered and performance data for the current and previous seasons as variables to conduct statistical analysis and provide injury predictive results using a machine learning linear regression model.

Keywords: Injury predictor, soccer injury prevention, machine learning in soccer, big data in soccer.

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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: I. Boroňová, J. Bernasovská, J. Kmec, E. Petrejčíková

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Dilated cardiomyopathy (DCM) is a severe cardiovascular disorder characterized by progressive systolic dysfunction due to cardiac chamber dilatation and inefficient myocardial contractility often leading to chronic heart failure. Recently, a genome-wide association studies (GWASs) on DCM indicate that the ZBTB17 gene rs10927875 single nucleotide polymorphism is associated with DCM. The aim of the study was to identify the distribution of ZBTB17 gene rs10927875 polymorphism in 50 Slovak patients with DCM and 80 healthy control subjects using the Custom Taqman®SNP Genotyping assays. Risk factors detected at baseline in each group included age, sex, body mass index, smoking status, diabetes and blood pressure. The mean age of patients with DCM was 52.9±6.3 years; the mean age of individuals in control group was 50.3±8.9 years. The distribution of investigated genotypes of rs10927875 polymorphism within ZBTB17 gene in the cohort of Slovak patients with DCM was as follows: CC (38.8%), CT (55.1%), TT (6.1%), in controls: CC (43.8%), CT (51.2%), TT (5.0%). The risk allele T was more common among the patients with dilated cardiomyopathy than in normal controls (33.7% versus 30.6%). The differences in genotype or allele frequencies of ZBTB17 gene rs10927875 polymorphism were not statistically significant (p=0.6908; p=0.6098). The results of this study suggest that ZBTB17 gene rs10927875 polymorphism may be a risk factor for susceptibility to DCM in Slovak patients with DCM. Studies of numerous files and additional functional investigations are needed to fully understand the roles of genetic associations.

Keywords: Dilated cardiomyopathy, SNP polymorphism, ZBTB17 gene.

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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: Mohammed El Raey, Moustafa Osman Mohammed

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The spatial-ecological modeling is relating sustainable dispersions with social development. Sustainability with spatial-ecological model gives attention to urban environments in the design review management to comply with Earth’s system. Naturally exchanged patterns of ecosystems have consistent and periodic cycles to preserve energy flows and materials in Earth’s system. The Probabilistic Risk Assessment (PRA) technique is utilized to assess the safety of an industrial complex. The other analytical approach is the Failure-Safe Mode and Effect Analysis (FMEA) for critical components. The plant safety parameters are identified for engineering topology as employed in assessment safety of industrial ecology. In particular, the most severe accidental release of hazardous gaseous is postulated, analyzed and assessment in industrial region. The IAEA-safety assessment procedure is used to account the duration and rate of discharge of liquid chlorine. The ecological model of plume dispersion width and concentration of chlorine gas in the downwind direction is determined using Gaussian Plume Model in urban and rural areas and presented with SURFER®. The prediction of accident consequences is traced in risk contour concentration lines. The local greenhouse effect is predicted with relevant conclusions. The spatial-ecological model is predicted for multiple factors distribution schemes of multi-criteria analysis. The input–output analysis is explored from the spillover effect, and we conducted Monte Carlo simulations for sensitivity analysis. Their unique structure is balanced within “equilibrium patterns”, such as the composite index for biosphere with collective structure of many distributed feedback flows. These dynamic structures are related to have their physical and chemical properties and enable a gradual and prolonged incremental pattern. While this spatial model structure argues from ecology, resource savings, static load design, financial and other pragmatic reasons, the outcomes are not decisive in an artistic/architectural perspective. The hypothesis is deployed to unify analytic and analogical spatial structure in development urban environments using optimization loads as an example of integrated industrial structure where the process is based on engineering topology of systems ecology.

Keywords: Spatial-ecological modeling, spatial structure orientation impact, composite structure, industrial ecology.

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

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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

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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: B. Guezzen, M.A. Didi, B. Medjahed

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A factorial design of experiments and a response surface methodology were implemented to investigate the liquid-liquid extraction process of zinc (II) from acetate medium using the 1-Butyl-imidazolium di(2-ethylhexyl) phosphate [BIm⁺][D2EHP^-]. The optimization process of extraction parameters such as the initial pH effect (2.5, 4.5, and 6.6), ionic liquid concentration (1, 5.5, and 10 mM) and salt effect (0.01, 5, and 10 mM) was carried out using a three-level full factorial design (3³). The results of the factorial design demonstrate that all these factors are statistically significant, including the square effects of pH and ionic liquid concentration. The results showed that the order of significance: IL concentration > salt effect > initial pH. Analysis of variance (ANOVA) showing high coefficient of determination (R² = 0.91) and low probability values (P < 0.05) signifies the validity of the predicted second-order quadratic model for Zn (II) extraction. The optimum conditions for the extraction of zinc (II) at the constant temperature (20 °C), initial Zn (II) concentration (1mM) and A/O ratio of unity were: initial pH (4.8), extractant concentration (9.9 mM), and NaCl concentration (8.2 mM). At the optimized condition, the metal ion could be quantitatively extracted.

Keywords: Ionic liquid, response surface methodology, solvent extraction, zinc acetate.

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Authors: Indar Chaerah Gunadin, Adi Soeprijanto, Ontoseno Penangsang

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This paper will discuss about an active power generator scheduling method in order to increase the limit level of steady state systems. Some power generator optimization methods such as Langrange, PLN (Indonesian electricity company) Operation, and the proposed Z-Thevenin-based method will be studied and compared in respect of their steady state aspects. A method proposed in this paper is built upon the thevenin equivalent impedance values between each load respected to each generator. The steady state stability index obtained with the REI DIMO method. This research will review the 500kV-Jawa-Bali interconnection system. The simulation results show that the proposed method has the highest limit level of steady state stability compared to other optimization techniques such as Lagrange, and PLN operation. Thus, the proposed method can be used to create the steady state stability limit of the system especially in the peak load condition.

Keywords: generation scheduling, steady-state stability limit, REI Dimo, margin stability

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Authors: Charawee Butbumrung

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The purpose of this study is to evaluate the monetary worthiness of investment and the usefulness of risk estimation as a tool employed by a production section of an electronic factory. This study employed the case study of accidents occurring in production areas. Data is collected from interviews with six production of safety coordinators and collect the information from the relevant section. The study will present the ratio of benefits compared with the operation costs for investment. The result showed that it is worthwhile for investment with the safety measures. In addition, the organizations must be able to analyze the causes of accidents about the benefits of investing in protective working process. They also need to quickly provide the manual for the staff to learn how to protect themselves from accidents and how to use all of the safety equipment.

Keywords: Cost and benefit, enterprises in Thailand, investment in safety and health, risk estimation.

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Authors: Anis Gharbi

Abstract:

This paper considers the problem of scheduling maintenance actions for identical aircraft gas turbine engines. Each one of the turbines consists of parts which frequently require replacement. A finite inventory of spare parts is available and all parts are ready for replacement at any time. The inventory consists of both new and refurbished parts. Hence, these parts have different field lives. The goal is to find a replacement part sequencing that maximizes the time that the aircraft will keep functioning before the inventory is replenished. The problem is formulated as an identical parallel machine scheduling problem where the minimum completion time has to be maximized. Two models have been developed. The first one is an optimization model which is based on a 0-1 linear programming formulation, while the second one is an approximate procedure which consists in decomposing the problem into several two-machine subproblems. Each subproblem is optimally solved using the first model. Both models have been implemented using Lingo and have been tested on two sets of randomly generated data with up to 150 parts and 10 turbines. Experimental results show that the optimization model is able to solve only instances with no more than 4 turbines, while the decomposition procedure often provides near-optimal solutions within a maximum CPU time of 3 seconds.

Keywords: Aircraft turbines, Scheduling, Identical parallel machines, 0-1 linear programming, Heuristic.

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Authors: M. A. Badr, M.N. El Kordy, A. N. Mohib, M. M. Ibrahim

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The basic objective of the research is to study the effect of hybrid wind energy on the cost of generated electricity considering the cost of reduction CO₂ emissions. The system consists of small wind turbine(s), storage battery bank and a diesel generator (W/D/B). Using an optimization software package, different system configurations are investigated to reach optimum configuration based on the net present cost (NPC) and cost of energy (COE) as economic optimization criteria. The cost of avoided CO₂ is taken into consideration. The system is intended to supply the electrical load of a small community (gathering six families) in a remote Egyptian area. The investigated system is not connected to the electricity grid and may replace an existing conventional diesel powered electric supply system to reduce fuel consumption and CO₂ emissions. The simulation results showed that W/D energy system is more economic than diesel alone. The estimated COE is 0.308$/kWh and extracting the cost of avoided CO₂, the COE reached 0.226 $/kWh which is an external benefit of wind turbine, as there are no pollutant emissions through operational phase.

Keywords: Hybrid wind turbine systems, remote areas electrification, simulation of hybrid energy systems, techno-economic study.

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Authors: M. S. Reza, M. Hamdi, A.S. Hadi

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The operating control parameters of injection flushing type of electrical discharge machining process on stainless steel 304 workpiece with copper tools are being optimized according to its individual machining characteristic i.e. material removal rate (MRR). Lower MRR during EDM machining process may decrease its- machining productivity. Hence, the quality characteristic for MRR is set to higher-the-better to achieve the optimum machining productivity. Taguchi method has been used for the construction, layout and analysis of the experiment for each of the machining characteristic for the MRR. The use of Taguchi method in the experiment saves a lot of time and cost of preparing and machining the experiment samples. Therefore, an L18 Orthogonal array which was the fundamental component in the statistical design of experiments has been used to plan the experiments and Analysis of Variance (ANOVA) is used to determine the optimum machining parameters for this machining characteristic. The control parameters selected for this optimization experiments are polarity, pulse on duration, discharge current, discharge voltage, machining depth, machining diameter and dielectric liquid pressure. The result had shown that the higher the discharge voltage, the higher will be the MRR.

Keywords: ANOVA, EDM, Injection Flushing, L18 OrthogonalArray, MRR, Stainless Steel 304

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Authors: Sunita Dhingra, Satinder Bal Gupta, Ranjit Biswas

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Multiprocessor task scheduling is a NP-hard problem and Genetic Algorithm (GA) has been revealed as an excellent technique for finding an optimal solution. In the past, several methods have been considered for the solution of this problem based on GAs. But, all these methods consider single criteria and in the present work, minimization of the bi-criteria multiprocessor task scheduling problem has been considered which includes weighted sum of makespan & total completion time. Efficiency and effectiveness of genetic algorithm can be achieved by optimization of its different parameters such as crossover, mutation, crossover probability, selection function etc. The effects of GA parameters on minimization of bi-criteria fitness function and subsequent setting of parameters have been accomplished by central composite design (CCD) approach of response surface methodology (RSM) of Design of Experiments. The experiments have been performed with different levels of GA parameters and analysis of variance has been performed for significant parameters for minimisation of makespan and total completion time simultaneously.

Keywords: Multiprocessor task scheduling, Design of experiments, Genetic Algorithm, Makespan, Total completion time.

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Authors: M. C. Arcuri, L. Gai, F. Ielasi

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Italian Central Guarantee Fund (CGF) has the purpose to facilitate Small and Medium-sized Enterprises (SMEs)’ access to credit. The aim of the paper is to study the evaluation method adopted by the CGF with regard to SMEs requiring its intervention. This is even more important in the light of the recent CGF reform. We analyse an initial sample of more than 500.000 guarantees from 2012 to 2018. We distinguish between a counter-guarantee delivered to a mutual guarantee institution and a guarantee directly delivered to a bank. We investigate the impact of variables related to the operations and the SMEs on Altman Z’’-score and the score consistent with CGF methodology. We verify that the type of intervention affects the scores and the initial condition changes with the new assessment criterions. 

Keywords: Banks, default risk, Italian Guarantee Fund, mutual guarantee institutions.

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Authors: N. P. Dhull, K. Gupta, R. Soni, D. K. Rahi, S. K. Soni

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The aim of the present work was to statistically design an autotrophic medium for maximum biomass production by Chlorella pyrenoidosa using response surface methodology. After evaluating one factor at a time approach, K2HPO4, KNO3, MgSO4.7H2O and NaHCO3 were preferred over the other components of the fog’s medium as most critical autotrophic medium components. The study showed that the maximum biomass yield was achieved while the concentrations of MgSO4.7H2O, K2HPO4, KNO3 and NaHCO3 were 0.409 g/L, 0.24 g/L, 1.033 g/L, and 3.265 g/L, respectively. The study reported that the biomass productivity of C. pyrenoidosa improved from 0.14 g/L in defined fog’s medium to 1.40 g/L in modified fog’s medium resulting 10 fold increase. The biochemical composition biosynthesis of C. pyrenoidosa was altered using nitrogen limiting stress bringing about 5.23 fold increase in lipid content than control (cell without stress), as analyzed by FTIR integration method.

Keywords: Autotrophic condition, Chlorella pyrenoidosa, FTIR, Response Surface Methodology, Optimization.

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Authors: A. Borji, M. Hamidi

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A new method for color image segmentation using fuzzy logic is proposed in this paper. Our aim here is to automatically produce a fuzzy system for color classification and image segmentation with least number of rules and minimum error rate. Particle swarm optimization is a sub class of evolutionary algorithms that has been inspired from social behavior of fishes, bees, birds, etc, that live together in colonies. We use comprehensive learning particle swarm optimization (CLPSO) technique to find optimal fuzzy rules and membership functions because it discourages premature convergence. Here each particle of the swarm codes a set of fuzzy rules. During evolution, a population member tries to maximize a fitness criterion which is here high classification rate and small number of rules. Finally, particle with the highest fitness value is selected as the best set of fuzzy rules for image segmentation. Our results, using this method for soccer field image segmentation in Robocop contests shows 89% performance. Less computational load is needed when using this method compared with other methods like ANFIS, because it generates a smaller number of fuzzy rules. Large train dataset and its variety, makes the proposed method invariant to illumination noise

Keywords: Comprehensive learning Particle Swarmoptimization, fuzzy classification.

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Authors: Yingjie Zhang, Ming Li, Ying Zhang, Jing Zhang, Zuolei Hu

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In the actual start-up process of DC motors, the DC drive system often faces a conflict between energy consumption and acceleration performance. To resolve the conflict, this paper proposes a comprehensive performance index that energy consumption index is added on the basis of classical control performance index in the DC motor starting process. Taking the comprehensive performance index as the cost function, particle swarm optimization algorithm is designed to optimize the comprehensive performance. Then it conducts simulations on the optimization of the comprehensive performance of the DC motor on condition that the weight coefficient of the energy consumption index should be properly designed. The simulation results show that as the weight of energy consumption increased, the energy efficiency was significantly improved at the expense of a slight sacrifice of fastness indicators with the comprehensive performance index method. The energy efficiency was increased from 63.18% to 68.48% and the response time reduced from 0.2875s to 0.1736s simultaneously compared with traditional proportion integrals differential controller in energy saving.

Keywords: Comprehensive performance index, energy consumption, acceleration performance, particle swarm optimal control.

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Authors: Nader A. Al Theeb, Zaid Abu Manneh, Ibrahim Al-Qadi

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Traveling salesman problem (TSP) is a combinatorial integer optimization problem that asks "What is the optimal route for a vehicle to traverse in order to deliver requests to a given set of customers?”. It is widely used by the package carrier companies’ distribution centers. The main goal of applying the TSP in courier organizations is to minimize the time that it takes for the courier in each trip to deliver or pick up the shipments during a day. In this article, an optimization model is constructed to create a new TSP variant to optimize the routing in a courier organization with a consideration of congestion in Amman, the capital of Jordan. Real data were collected by different methods and analyzed. Then, concert technology - CPLEX was used to solve the proposed model for some random generated data instances and for the real collected data. At the end, results have shown a great improvement in time compared with the current trip times, and an economic study was conducted afterwards to figure out the impact of using such models.

Keywords: Travel salesman problem, congestions, pick-up, integer programming, package carriers, service engineering.

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Authors: Jing-ran Lin, Qi-cong Peng, Huai-zong Shao

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The performance of adaptive beamforming degrades substantially in the presence of steering vector mismatches. This degradation is especially severe in the near-field, for the 3-dimensional source location is more difficult to estimate than the 2-dimensional direction of arrival in far-field cases. As a solution, a novel approach of near-field robust adaptive beamforming (RABF) is proposed in this paper. It is a natural extension of the traditional far-field RABF and belongs to the class of diagonal loading approaches, with the loading level determined based on worst-case performance optimization. However, different from the methods solving the optimal loading by iteration, it suggests here a simple closed-form solution after some approximations, and consequently, the optimal weight vector can be expressed in a closed form. Besides simplicity and low computational cost, the proposed approach reveals how different factors affect the optimal loading as well as the weight vector. Its excellent performance in the near-field is confirmed via a number of numerical examples.

Keywords: Robust adaptive beamforming (RABF), near-field, steering vector mismatches, diagonal loading, worst-case performanceoptimization.

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Authors: Maria C. Proença, Maria T. Rebelo, Maria J. Alves, Sofia Cunha

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Vector-borne diseases are transmitted to humans by mosquitos, sandflies, bugs, ticks, and other vectors. Some are re-transmitted between vectors, if the infected human has a new contact when his levels of infection are high. The vector is infected for lifetime and can transmit infectious diseases not only between humans but also from animals to humans. Some vector borne diseases are very disabling and globally account for more than one million deaths worldwide. The mosquitoes from the complex Culex pipiens sl. are the most abundant in Portugal, and we dispose in this moment of a data set from the surveillance program that has been carried on since 2006 across the country. All mosquitos’ species are included, but the large coverage of Culex pipiens sl. and its importance for public health make this vector an interesting candidate to assess risk of disease amplification. This work focus on ports and airports identified as key areas of high density of vectors. Mosquitoes being ectothermic organisms, the main factor for vector survival and pathogen development is temperature. Minima and maxima local air temperatures for each area of interest are averaged by month from data gathered on a daily basis at the national network of meteorological stations, and interpolated in a geographic information system (GIS). The range of temperatures ideal for several pathogens are known and this work shows how to use it with the meteorological data in each port and airport facility, to focus an efficient implementation of countermeasures and reduce simultaneously risk transmission and mitigation costs. The results show an increased alert with decreasing latitude, which corresponds to higher minimum and maximum temperatures and a lower amplitude range of the daily temperature.

Keywords: Human health, risk assessment, risk management, vector-borne diseases.

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Authors: C. I. Omohimi, O. P. Sobukola, K. O. Sarafadeen, L.O. Sanni

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Flour from Mucuna beans (Mucuna pruriens) were used in producing texturized meat analogue using a single screw extruder to monitor modifications on the proximate composition and the functional properties at high moisture level. Response surface methodology based on Box Behnken design at three levels of barrel temperature (110, 120, 130°C), screw speed (100,120,140rpm) and feed moisture (44, 47, 50%) were used in 17 runs. Regression models describing the effect of variables on the product responses were obtained. Descriptive profile analyses and consumer acceptability test were carried out on optimized flavoured extruded meat analogue. Responses were mostly affected by barrel temperature and moisture level and to a lesser extent by screw speed. Optimization results based on desirability concept indicated that a barrel temperature of 120.15°C, feed moisture of 47% and screw speed of 119.19 rpm would produce meat analogue of preferable proximate composition, functional and sensory properties which reveals consumers` likeness for the product.

Keywords: Functional properties, mucuna bean flour, optimization, proximate composition, texturized meat analogue.

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Authors: N. Santatriniaina, J. Deseure, T.Q. Nguyen, H. Fontaine, C. Beitia, L. Rakotomanana

Abstract:

Nowadays, with the increasing of the wafer's size and the decreasing of critical size of integrated circuit manufacturing in modern high-tech, microelectronics industry needs a maximum attention to challenge the contamination control. The move to 300 [mm] is accompanied by the use of Front Opening Unified Pods for wafer and his storage. In these pods an airborne cross contamination may occur between wafers and the pods. A predictive approach using modeling and computational methods is very powerful method to understand and qualify the AMCs cross contamination processes. This work investigates the required numerical tools which are employed in order to study the AMCs cross-contamination transfer phenomena between wafers and FOUPs. Numerical optimization and finite element formulation in transient analysis were established. Analytical solution of one dimensional problem was developed and the calibration process of physical constants was performed. The least square distance between the model (analytical 1D solution) and the experimental data are minimized. The behavior of the AMCs intransient analysis was determined. The model framework preserves the classical forms of the diffusion and convection-diffusion equations and yields to consistent form of the Fick's law. The adsorption process and the surface roughness effect were also traduced as a boundary condition using the switch condition Dirichlet to Neumann and the interface condition. The methodology is applied, first using the optimization methods with analytical solution to define physical constants, and second using finite element method including adsorption kinetic and the switch of Dirichlet to Neumann condition.

Keywords: AMCs, FOUP, cross-contamination, adsorption, diffusion, numerical analysis, wafers, Dirichlet to Neumann, finite elements methods, Fick’s law, optimization.

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Authors: K. Thangavel, R. Rathipriya

Abstract:

For the past one decade, biclustering has become popular data mining technique not only in the field of biological data analysis but also in other applications like text mining, market data analysis with high-dimensional two-way datasets. Biclustering clusters both rows and columns of a dataset simultaneously, as opposed to traditional clustering which clusters either rows or columns of a dataset. It retrieves subgroups of objects that are similar in one subgroup of variables and different in the remaining variables. Firefly Algorithm (FA) is a recently-proposed metaheuristic inspired by the collective behavior of fireflies. This paper provides a preliminary assessment of discrete version of FA (DFA) while coping with the task of mining coherent and large volume bicluster from web usage dataset. The experiments were conducted on two web usage datasets from public dataset repository whereby the performance of FA was compared with that exhibited by other population-based metaheuristic called binary Particle Swarm Optimization (PSO). The results achieved demonstrate the usefulness of DFA while tackling the biclustering problem.

Keywords: Biclustering, Binary Particle Swarm Optimization, Discrete Firefly Algorithm, Firefly Algorithm, Usage profile Web usage mining.

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Authors: Bib Paruhum Silalahi, Djihad Wungguli, Sugi Guritman

Abstract:

Steepest descent method is a simple gradient method for optimization. This method has a slow convergence in heading to the optimal solution, which occurs because of the zigzag form of the steps. Barzilai and Borwein modified this algorithm so that it performs well for problems with large dimensions. Barzilai and Borwein method results have sparked a lot of research on the method of steepest descent, including alternate minimization gradient method and Yuan method. Inspired by previous works, we modified the step size of the steepest descent method. We then compare the modification results against the Barzilai and Borwein method, alternate minimization gradient method and Yuan method for quadratic function cases in terms of the iterations number and the running time. The average results indicate that the steepest descent method with the new step sizes provide good results for small dimensions and able to compete with the results of Barzilai and Borwein method and the alternate minimization gradient method for large dimensions. The new step sizes have faster convergence compared to the other methods, especially for cases with large dimensions.

Keywords: Convergence, iteration, line search, running time, steepest descent, unconstrained optimization.

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Authors: Ayman A. El-Saleh, Mahamod Ismail, Mohd. A. M. Ali, Ahmed N. H. Alnuaimy

Abstract:

The dynamic spectrum allocation solutions such as cognitive radio networks have been proposed as a key technology to exploit the frequency segments that are spectrally underutilized. Cognitive radio users work as secondary users who need to constantly and rapidly sense the presence of primary users or licensees to utilize their frequency bands if they are inactive. Short sensing cycles should be run by the secondary users to achieve higher throughput rates as well as to provide low level of interference to the primary users by immediately vacating their channels once they have been detected. In this paper, the throughput-sensing time relationship in local and cooperative spectrum sensing has been investigated under two distinct scenarios, namely, constant primary user protection (CPUP) and constant secondary user spectrum usability (CSUSU) scenarios. The simulation results show that the design of sensing slot duration is very critical and depends on the number of cooperating users under CPUP scenario whereas under CSUSU, cooperating more users has no effect if the sensing time used exceeds 5% of the total frame duration.

Keywords: Capacity, cognitive radio, optimization, spectrumsensing.

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