Search results for: portfolio optimization.

Authors: M. Hossain, A. H. Khan, M. A. R. Sarkar

Abstract:

Primary containment structure is one of the five safety layers of a nuclear facility which is needed to be designed in such a manner that it can withstand the pressure and excessive radioactivity during accidental situations. It is also necessary to ensure minimization of cost with maximum possible safety in order to make the design economically feasible and attractive. This paper attempts to identify the optimum design conditions for primary containment structure considering both mechanical and radiation safety keeping the economic aspects in mind. This work takes advantage of commercial simulation software to identify the suitable conditions without the requirement of costly experiments. Generated data may be helpful for further studies.

Keywords: PWR, concrete containment, finite element approach, neutron attenuation, Von Mises Stress.

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Authors: Mohamed Boulouird, Moha M'Rabet Hassani

Abstract:

In this paper, many techniques for blind identification of moving average (MA) process are presented. These methods utilize third- and fourth-order cumulants of the noisy observations of the system output. The system is driven by an independent and identically distributed (i.i.d) non-Gaussian sequence that is not observed. Two nonlinear optimization algorithms, namely the Gradient Descent and the Gauss-Newton algorithms are exposed. An algorithm based on the joint-diagonalization of the fourth-order cumulant matrices (FOSI) is also considered, as well as an improved version of the classical C(q, 0, k) algorithm based on the choice of the Best 1-D Slice of fourth-order cumulants. To illustrate the effectiveness of our methods, various simulation examples are presented.

Keywords: Cumulants, Identification, MA models, Parameter estimation

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Authors: Jaroslav Polec, Martin Šimek, Michal Martinovič, Elena Šikudová

Abstract:

The television multiplex has reserved capacity and therefore we can use only limited number of videos for propagation of it. Appropriate composition of the multiplex has a major impact on how many videos is spread by multiplex. Therefore in this paper is designed a simple algorithm to optimize capacity utilization multiplex. Significant impact on the number of programs in the multiplex has also the fact from which programs is composed. Content of multiplex can be movies, news, sport, animated stories, documentaries, etc. These types have their own specific characteristics that affect their resulting data stream. In this paper is also done an impact analysis of the composition of the multiplex to use its capacity by video content. 

Keywords: Multiplex, content, group of pictures, frame, capacity.

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Authors: N. Rugthaicharoencheep, T. Langtharthong

Abstract:

This paper presents the optimal placement and sizing of distributed generation (DG) in a distribution system. The problem is to reliability improvement of distribution system with distributed generations. The technique employed to solve the minimization problem is based on a developed Tabu search algorithm and reliability worth analysis. The developed methodology is tested with a distribution system of Roy Billinton Test System (RBTS) bus 2. It can be seen from the case study that distributed generation can reduce the customer interruption cost and therefore improve the reliability of the system. It is expected that our proposed method will be utilized effectively for distribution system operator.

Keywords: Distributed generation Optimization technique Reliability improvement, Distribution system.

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Authors: I. Davies, O. L. C. Haas

Abstract:

In this paper, the problem of stability and stabilization for neutral delay-differential systems with infinite delay is investigated. Using Lyapunov method, new delay-independent sufficient condition for the stability of neutral systems with infinite delay is obtained in terms of linear matrix inequality (LMI). Memory-less state feedback controllers are then designed for the stabilization of the system using the feasible solution of the resulting LMI, which are easily solved using any optimization algorithms. Numerical examples are given to illustrate the results of the proposed methods.

Keywords: Infinite delays, Lyapunov method, linear matrix inequality, neutral systems, stability.

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Authors: Alawode Kehinde O., Jubril Abimbola M. Komolafe Olusola A.

Abstract:

This paper solves the environmental/ economic dispatch power system problem using the Non-dominated Sorting Genetic Algorithm-II (NSGA-II) and its hybrid with a Convergence Accelerator Operator (CAO), called the NSGA-II/CAO. These multiobjective evolutionary algorithms were applied to the standard IEEE 30-bus six-generator test system. Several optimization runs were carried out on different cases of problem complexity. Different quality measure which compare the performance of the two solution techniques were considered. The results demonstrated that the inclusion of the CAO in the original NSGA-II improves its convergence while preserving the diversity properties of the solution set.

Keywords: optimal power flow, multiobjective power dispatch, evolutionary algorithm

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Authors: Susovan Chakrabortty, Madhumangal Pal, Prasun Kumar Nayak

Abstract:

A manufacturing inventory model with shortages with carrying cost, shortage cost, setup cost and demand quantity as imprecise numbers, instead of real numbers, namely interval number is considered here. First, a brief survey of the existing works on comparing and ranking any two interval numbers on the real line is presented. A common algorithm for the optimum production quantity (Economic lot-size) per cycle of a single product (so as to minimize the total average cost) is developed which works well on interval number optimization under consideration. Finally, the designed algorithm is illustrated with numerical example.

Keywords: EOQ, Inventory, Interval Number, Demand, Production, Simulation

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Authors: Naci Kalkan, Ihsan Dagtekin

Abstract:

Passive design responds to improve indoor thermal comfort and minimize the energy consumption. The present research analyzed the how efficiently passive solar technologies generate heating and cooling and provide the system integration for domestic applications. In addition to this, the aim of this study is to increase the efficiency of solar systems system with integration some innovation and optimization. As a result, outputs of the project might start a new sector to provide environmentally friendly and cheap cooling for domestic use.

Keywords: Passive Solar Systems, Heating, Cooling, Thermal Comfort, Ventilation Systems.

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Authors: Jian Wang, Lu Yang, Jiong Peng

Abstract:

Internal circulation two-platen clamping system for injection molding machine (IMM) has many potential advantages on energy-saving. In order to estimate its properties, experiments were carried out in this paper. Displacement and pressure of the components were measured. In comparison, the model of hydraulic clamping system was established by using AMESim. The related parameters as well as the energy consumption could be calculated. According to the analysis, the hydraulic system was optimized in order to reduce the energy consumption.

Keywords: AMESim, energy-saving, injection molding machine, internal circulation.

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Authors: C. Alexandru, P. Alexandru

Abstract:

The paper presents the virtual model of the active suspension system used for improving the dynamic behavior of a motor vehicle. The study is focused on the design of the control system, the purpose being to minimize the effect of the road disturbances (which are considered as perturbations for the control system). The analysis is performed for a quarter-car model, which corresponds to the suspension system of the front wheel, by using the DFC (Design for Control) software solution EASY5 (Engineering Analysis Systems) of MSC Software. The controller, which is a PIDbased device, is designed through a parametric optimization with the Matrix Algebra Tool (MAT), considering the gain factors as design variables, while the design objective is to minimize the overshoot of the indicial response.

Keywords: Active suspension, Controller, Dynamics, Vehicle

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Authors: P Bumb, U Desideri, F Quattrocchi, L Arcioni

Abstract:

This paper presents the feasibility study of CO2 sequestration from the sources to the sinks in the prospective of Italian Industries. CO2 produced at these sources captured, compressed to supercritical pressures, transported via pipelines and stored in underground geologic formations such as depleted oil and natural gas reservoirs, un-minable coal seams and deep saline aquifers. In this work, we present the optimized pipeline infrastructure for the CO2 with appropriate constraints to find lower cost system by the use of nonlinear optimization software LINGO 11.0. This study was conducted on CO2 transportation complex network of Italian Industries, to find minimum cost network for transporting the CO2 from sources to the sinks.

Keywords: CCS, CO2, ECBM, EU, NAP, LINGO, UNMIG.

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Authors: Myeongjin Park, Ohmin Kwon, Juhyun Park, Sangmoon Lee

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This paper proposes improved delay-dependent stability conditions of the linear time-delay systems of neutral type. The proposed methods employ a suitable Lyapunov-Krasovskii’s functional and a new form of the augmented system. New delay-dependent stability criteria for the systems are established in terms of Linear matrix inequalities (LMIs) which can be easily solved by various effective optimization algorithms. Numerical examples showed that the proposed method is effective and can provide less conservative results.

Keywords: Neutral systems, Time-delay, Stability, Lyapunovmethod, LMI.

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Authors: Z. G. Wang, M. Rahman, Y. S. Wong, K. S. Neo

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In this paper, a new hybrid of genetic algorithm (GA) and simulated annealing (SA), referred to as GSA, is presented. In this algorithm, SA is incorporated into GA to escape from local optima. The concept of hierarchical parallel GA is employed to parallelize GSA for the optimization of multimodal functions. In addition, multi-niche crowding is used to maintain the diversity in the population of the parallel GSA (PGSA). The performance of the proposed algorithms is evaluated against a standard set of multimodal benchmark functions. The multi-niche crowding PGSA and normal PGSA show some remarkable improvement in comparison with the conventional parallel genetic algorithm and the breeder genetic algorithm (BGA).

Keywords: Crowding, genetic algorithm, parallel geneticalgorithm, simulated annealing.

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Authors: Esmaeil Asadzadeh, Mehtab Alam

Abstract:

Progressive collapse of the layered hyperbolic tower shells are studied considering the influences of changes in the supporting columns’ types and angles. 3-D time history analyses employing the finite element method are performed for the towers supported with I-type and ᴧ-type column. It is found that the inclination angle of the supporting columns is a very important parameter in optimization and safe design of the cooling towers against the progressive collapse. It is also concluded that use of Demand Capacity Ratio (DCR) criteria of the linear elastic approach recommended by GSA is un-conservative for the hyperbolic tower shells.

Keywords: Progressive collapse, cooling towers, finite element analysis, crack generation, reinforced concrete.

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Authors: Fanqiang Kong, Jindong Zhang, Daiyin Zhu

Abstract:

Space-time adaptive processing (STAP) techniques have been motivated as a key enabling technology for advanced airborne radar applications. In this paper, the notion of cognitive radar is extended to STAP technique, and cognitive STAP is discussed. The principle for improving signal-to-clutter ratio (SCNR) based on slow-time coding is given, and the corresponding optimization algorithm based on cyclic and power-like algorithms is presented. Numerical examples show the effectiveness of the proposed method.

Keywords: Space-time adaptive processing (STAP), signal-to-clutter ratio, slow-time coding.

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Authors: Majid Tolouei-Rad

Abstract:

This paper describes a combined mathematicalgraphical approach for optimum tool path planning in order to improve machining efficiency. A methodology has been used that stabilizes machining operations by adjusting material removal rate in pocket milling operations while keeping cutting forces within limits. This increases the life of cutting tool and reduces the risk of tool breakage, machining vibration, and chatter. Case studies reveal the fact that application of this approach could result in a slight increase of machining time, however, a considerable reduction of tooling cost, machining vibration, noise and chatter can be achieved in addition to producing a better surface finish.

Keywords: CNC machines, milling, optimization, removal rate.

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Authors: Lei Lei, Hongbo Zhang, Donald J. Bergstrom, Bing Zhang, K. Y. Song, W. J. Zhang

Abstract:

This paper presents a model for a modified T-junction device for microspheres generation. The numerical model is developed using a commercial software package: COMSOL Multiphysics. In order to test the accuracy of the numerical model, multiple variables, such as the flow rate of cross-flow, fluid properties, structure, and geometry of the microdevice are applied. The results from the model are compared with the experimental results in the diameter of the microsphere generated. The comparison shows a good agreement. Therefore the model is useful in further optimization of the device and feedback control of microsphere generation if any.

Keywords: CFD modeling, validation, microsphere generation, modified T-junction.

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Authors: Shunsuke Miyoshi, Yasuyuki Nogami, Takuya Kusaka, Nariyoshi Yamai

Abstract:

Elliptic curve discrete logarithm problem(ECDLP) is one of problems on which the security of pairing-based cryptography is based. This paper considers Pollard’s rho method to evaluate the security of ECDLP on Barreto-Naehrig(BN) curve that is an efficient pairing-friendly curve. Some techniques are proposed to make the rho method efficient. Especially, the group structure on BN curve, distinguished point method, and Montgomery trick are well-known techniques. This paper applies these techniques and shows its optimization. According to the experimental results for which a large-scale parallel system with MySQL is applied, 94-bit ECDLP was solved about 28 hours by parallelizing 71 computers.

Keywords: Pollard’s rho method, BN curve, Montgomery multiplication.

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Authors: Andreas D. Jansson

Abstract:

The availability of inexpensive, yet competent hardware allows for increased level of automation and self-optimization in the context of Industry 4.0. However, such agents require high quality information about their surroundings along with a robust strategy for collision avoidance, as they may cause expensive damage to equipment or other agents otherwise. Manually defining a strategy to cover all possibilities is both time-consuming and counter-productive given the capabilities of modern hardware. This paper explores the idea of a model-free self-optimizing obstacle avoidance strategy for multiple autonomous agents in a simulated dynamic environment using the Q-learning algorithm.

Keywords: Autonomous vehicles, industry 4.0, multi-agent system, obstacle avoidance, Q-learning, simulation.

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Authors: Baby Joseph, Sankarganesh Palaniyandi

Abstract:

The enzyme alkaline protease production was determined under solid state fermentation using the soil bacteria Serratia marcescens sp7. The maximum production was obtained from wheat bran medium than ground nut shell and chemically defined medium. The physiological fermentation factors such as pH of the medium (pH 8), Temperature (40oC) and incubation time (48 hrs) played a vital role in alkaline protease production in all the above. 100Mm NaCl has given better resolution during elution of the enzymes. The enzyme production was found to be associated with growth of the bacterial culture.

Keywords: Alkaline protease, Wheat bran, Ground nut shell, Serratia marcescens

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Authors: Maricar G. Misola, Bryan B. Navarro

Abstract:

Facility Layout Problem (FLP) is one of the essential problems of several types of manufacturing and service sector. It is an optimization problem on which the main objective is to obtain the efficient locations, arrangement and order of the facilities. In the literature, there are numerous facility layout problem research presented and have used meta-heuristic approaches to achieve optimal facility layout design. This paper presented genetic algorithm to solve facility layout problem; to minimize total cost function. The performance of the proposed approach was verified and compared using problems in the literature.

Keywords: Facility Layout Problem, Genetic Algorithm, Material Handling Cost, Meta-heuristic Approach.

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Authors: K. J. Chung, C.C.Chiang, Y.M. Liu, N. W. Pu, M. D. Ger

Abstract:

Fabrication and efficiency enhancement of non-mercury, high efficiency and green field emission lamps using carbon nano-materials such as carbon nanotubes as cathode field emitters was studied. Phosphor was coated on the ITO glass or metal substrates as the anode. The luminescence efficiency enhancement was carried out by upgrading the uniform of the emitters, improving electron and thermal conductivity of the phosphor and the optimization of the design of different cathode/anode configurations. After evaluation of the aforementioned parameters, the luminescence efficiency of the field emission lamps was raised.

Keywords: Field emission lamps, carbon nano-materials, luminescence efficiency

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Authors: Rizwan Moeen, Riaz Ahmad, Tanweer Ul Islam, Shahid Ikramullah, Muhammad Umer

Abstract:

Supplier appraisal fosters energy in Supply Chain Management and helps in best optimization of viable business partners for a company. Many Decision Making techniques have already been proposed by researchers for supplier-s appraisal. However, Analytic Hierarchy Process (AHP) is assumed to be the most structured technique to attain near-best solution of the problem. This paper focuses at implementation of AHP in the procurement processes. It also suggests that on what factors a Public Sector Enterprises must focus while dealing with their suppliers and what should the suppliers do to synchronize their activities with the strategic objectives of Organization. It also highlights the weak areas in supplier appraisal process with a view to suggest viable recommendations.

Keywords: AHP, MCDM techniques, Supply Chain Management (SCM), Supplier appraisal.

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Authors: Marco Hemmerling

Abstract:

The paper outlines the relevance of computational geometry within the design and production process of architecture. Based on two case studies, the digital chain - from the initial formfinding to the final realization of spatial concepts - is discussed in relation to geometric principles. The association with the fascinating complexity that can be found in nature and its underlying geometry was the starting point for both projects presented in the paper. The translation of abstract geometric principles into a three-dimensional digital design model – realized in Rhinoceros – was followed by a process of transformation and optimization of the initial shape that integrated aesthetic, spatial and structural qualities as well as aspects of material properties and conditions of production.

Keywords: Architecture, Computer Aided Architectural Design, 3D-Modeling, Rapid Prototyping, CAD/CAM.

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Authors: Wan Hasrulnizzam Wan Mahmood, Mohd Nizam Ab Rahman, Baba Md Deros

Abstract:

Green supply chain management is an increasingly recognized practice among companies that are seeking to improve environmental performance. Of particular concern is how to arouse organizational awareness and put green activities into practice in order to enhance manufacturing performances. This paper investigates the correlation of green supply chain practices and manufacturing performances in Malaysian certified MS ISO 14000 manufacturing firms. The findings shows that green supply chain practices which that can be denominated product recycling, environmental compliance and optimization have significant influence to some of the manufacturing performances.

Keywords: Green supply chain practice, Manufacturing system performance, Malaysia

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Authors: B. Jabbari, N. Tahouni, M. H. Panjeshahi

Abstract:

In this study the integration of an absorption heat pump (AHP) with the concentration section of an industrial pulp and paper process is investigated using pinch technology. The optimum design of the proposed water-lithium bromide AHP is then achieved by minimizing the total annual cost. A comprehensive optimization is carried out by relaxation of all stream pressure drops as well as heat exchanger areas involving in AHP structure. It is shown that by applying genetic algorithm optimizer, the total annual cost of the proposed AHP is decreased by 18% compared to one resulted from simulation.

Keywords: Absorption Heat Pump, Genetic Algorithm, Kraft Industry, Pinch Technology

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Authors: J. Levendovszky, I. Koncz, P. Boros

Abstract:

The paper is concerned with developing stochastic delay mechanisms for efficient multicast protocols and for smooth mobile handover processes which are capable of preserving a given Quality of Service (QoS). In both applications the participating entities (receiver nodes or subscribers) sample a stochastic timer and generate load after a random delay. In this way, the load on the networking resources is evenly distributed which helps to maintain QoS communication. The optimal timer distributions have been sought in different p.d.f. families (e.g. exponential, power law and radial basis function) and the optimal parameter have been found in a recursive manner. Detailed simulations have demonstrated the improvement in performance both in the case of multicast and mobile handover applications.

Keywords: Multicast communication, stochactic delay mechanisms.

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Authors: Ákos Pintér, István Dénes

Abstract:

The so-called all-pass filter circuits are commonly used in the field of signal processing, control and measurement. Being connected to capacitive loads, these circuits tend to loose their stability; therefore the elaborate analysis of their dynamic behavior is necessary. The compensation methods intending to increase the stability of such circuits are discussed in this paper, including the socalled lead-lag compensation technique being treated in detail. For the dynamic modeling, a two-port network model of the all-pass filter is being derived. The results of the model analysis show, that effective lead-lag compensation can be achieved, alone by the optimization of the circuit parameters; therefore the application of additional electric components are not needed to fulfill the stability requirement.

Keywords: all-pass filter, frequency compensation, stability, linear modeling

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Authors: Farnaz G. Nezami, Mir B. Aryanezhad, Seyed J. Sadjadi

Abstract:

In this paper a nonlinear model is presented to demonstrate the relation between production and marketing departments. By introducing some functions such as pricing cost and market share loss functions it will be tried to show some aspects of market modelling which has not been regarded before. The proposed model will be a constrained signomial geometric programming model. For model solving, after variables- modifications an iterative technique based on the concept of geometric mean will be introduced to solve the resulting non-standard posynomial model which can be applied to a wide variety of models in non-standard posynomial geometric programming form. At the end a numerical analysis will be presented to accredit the validity of the mentioned model.

Keywords: Geometric programming, marketing, nonlinear optimization, production.

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Authors: Vahid Mohammadi Saffarzadeh, Pourya Jafarzadeh, Masoud Mazloom

Abstract:

This paper presents a hybrid approach for solving nqueen problem by combination of PSO and SA. PSO is a population based heuristic method that sometimes traps in local maximum. To solve this problem we can use SA. Although SA suffer from many iterations and long time convergence for solving some problems, By good adjusting initial parameters such as temperature and the length of temperature stages SA guarantees convergence. In this article we use discrete PSO (due to nature of n-queen problem) to achieve a good local maximum. Then we use SA to escape from local maximum. The experimental results show that our hybrid method in comparison of SA method converges to result faster, especially for high dimensions n-queen problems.

Keywords: PSO, SA, N-queen, CSP

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