Search results for: Non-stationary stochastic optimization
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2099

Search results for: Non-stationary stochastic optimization

2009 Evaluating and Selecting Optimization Software Packages: A Framework for Business Applications

Authors: Waleed Abohamad, Amr Arisha

Abstract:

Owing the fact that optimization of business process is a crucial requirement to navigate, survive and even thrive in today-s volatile business environment, this paper presents a framework for selecting a best-fit optimization package for solving complex business problems. Complexity level of the problem and/or using incorrect optimization software can lead to biased solutions of the optimization problem. Accordingly, the proposed framework identifies a number of relevant factors (e.g. decision variables, objective functions, and modeling approach) to be considered during the evaluation and selection process. Application domain, problem specifications, and available accredited optimization approaches are also to be regarded. A recommendation of one or two optimization software is the output of the framework which is believed to provide the best results of the underlying problem. In addition to a set of guidelines and recommendations on how managers can conduct an effective optimization exercise is discussed.

Keywords: Complex Business Problems, Optimization, Selection Criteria, Software Evaluation.

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2008 Two-Stage Approach for Solving the Multi-Objective Optimization Problem on Combinatorial Configurations

Authors: Liudmyla Koliechkina, Olena Dvirna

Abstract:

The statement of the multi-objective optimization problem on combinatorial configurations is formulated, and the approach to its solution is proposed. The problem is of interest as a combinatorial optimization one with many criteria, which is a model of many applied tasks. The approach to solving the multi-objective optimization problem on combinatorial configurations consists of two stages; the first is the reduction of the multi-objective problem to the single criterion based on existing multi-objective optimization methods, the second stage solves the directly replaced single criterion combinatorial optimization problem by the horizontal combinatorial method. This approach provides the optimal solution to the multi-objective optimization problem on combinatorial configurations, taking into account additional restrictions for a finite number of steps.

Keywords: Discrete set, linear combinatorial optimization, multi-objective optimization, multipermutation, Pareto solutions, partial permutation set, permutation, structural graph.

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2007 Measurement Scheme Improving for State Estimation Using Stochastic Tabu Search

Authors: T. Kerdchuen

Abstract:

This paper proposes the stochastic tabu search (STS) for improving the measurement scheme for power system state estimation. If the original measured scheme is not observable, the additional measurements with minimum number of measurements are added into the system by STS so that there is no critical measurement pair. The random bit flipping and bit exchanging perturbations are used for generating the neighborhood solutions in STS. The Pδ observable concept is used to determine the network observability. Test results of 10 bus, IEEE 14 and 30 bus systems are shown that STS can improve the original measured scheme to be observable without critical measurement pair. Moreover, the results of STS are superior to deterministic tabu search (DTS) in terms of the best solution hit.

Keywords: Measurement Scheme, Power System StateEstimation, Network Observability, Stochastic Tabu Search (STS).

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2006 Application of Soft Computing Methods for Economic Dispatch in Power Systems

Authors: Jagabondhu Hazra, Avinash Sinha

Abstract:

Economic dispatch problem is an optimization problem where objective function is highly non linear, non-convex, non-differentiable and may have multiple local minima. Therefore, classical optimization methods may not converge or get trapped to any local minima. This paper presents a comparative study of four different evolutionary algorithms i.e. genetic algorithm, bacteria foraging optimization, ant colony optimization and particle swarm optimization for solving the economic dispatch problem. All the methods are tested on IEEE 30 bus test system. Simulation results are presented to show the comparative performance of these methods.

Keywords: Ant colony optimization, bacteria foraging optimization, economic dispatch, evolutionary algorithm, genetic algorithm, particle swarm optimization.

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2005 Dynamic Mesh Based Airfoil Design Optimization

Authors: Zhu Xiong-feng, Hou Zhong-xi, Guo Zheng, Liu Zhao-Wei

Abstract:

A method of dynamic mesh based airfoil optimization is proposed according to the drawbacks of surrogate model based airfoil optimization. Programs are designed to achieve the dynamic mesh. Boundary condition is add by integrating commercial software Pointwise, meanwhile the CFD calculation is carried out by commercial software Fluent. The data exchange and communication between the software and programs referred above have been accomplished, and the whole optimization process is performed in iSIGHT platform. A simplified airfoil optimization study case is brought out to show that aerodynamic performances of airfoil have been significantly improved, even save massive repeat operations and increase the robustness and credibility of the optimization result. The case above proclaims that dynamic mesh based airfoil optimization is an effective and high efficient method.

Keywords: unmanned air vehicles, dynamic mesh, airfoil optimization, CFD, genetic algorithm

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2004 Solving Stochastic Eigenvalue Problem of Wick Type

Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

Abstract:

In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Itô chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition method using the Wiener-Itô chaos expansion. Once the approximation of the solution is performed using the finite element method for example, the statistics of the numerical solution can be easily evaluated.

Keywords: Eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Itô chaos expansion.

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2003 The Effects of Misspecification of Stochastic Processes on Investment Appraisal

Authors: George Yungchih Wang

Abstract:

For decades financial economists have been attempted to determine the optimal investment policy by recognizing the option value embedded in irreversible investment whose project value evolves as a geometric Brownian motion (GBM). This paper aims to examine the effects of the optimal investment trigger and of the misspecification of stochastic processes on investment in real options applications. Specifically, the former explores the consequence of adopting optimal investment rules on the distributions of corporate value under the correct assumption of stochastic process while the latter analyzes the influence on the distributions of corporate value as a result of the misspecification of stochastic processes, i.e., mistaking an alternative process as a GBM. It is found that adopting the correct optimal investment policy may increase corporate value by shifting the value distribution rightward, and the misspecification effect may decrease corporate value by shifting the value distribution leftward. The adoption of the optimal investment trigger has a major impact on investment to such an extent that the downside risk of investment is truncated at the project value of zero, thereby moving the value distributions rightward. The analytical framework is also extended to situations where collection lags are in place, and the result indicates that collection lags reduce the effects of investment trigger and misspecification on investment in an opposite way.

Keywords: GBM, real options, investment trigger, misspecification, collection lags

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2002 Computational Simulations on Stability of Model Predictive Control for Linear Discrete-time Stochastic Systems

Authors: Tomoaki Hashimoto

Abstract:

Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial time and a moving terminal time. This paper examines the stability of model predictive control for linear discrete-time systems with additive stochastic disturbances. A sufficient condition for the stability of the closed-loop system with model predictive control is derived by means of a linear matrix inequality. The objective of this paper is to show the results of computational simulations in order to verify the effectiveness of the obtained stability condition.

Keywords: Computational simulations, optimal control, predictive control, stochastic systems, discrete-time systems.

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2001 Query Optimization Techniques for XML Databases

Authors: Su Cheng Haw, G. S. V. Radha Krishna Rao

Abstract:

Over the past few years, XML (eXtensible Mark-up Language) has emerged as the standard for information representation and data exchange over the Internet. This paper provides a kick-start for new researches venturing in XML databases field. We survey the storage representation for XML document, review the XML query processing and optimization techniques with respect to the particular storage instance. Various optimization technologies have been developed to solve the query retrieval and updating problems. Towards the later year, most researchers proposed hybrid optimization techniques. Hybrid system opens the possibility of covering each technology-s weakness by its strengths. This paper reviews the advantages and limitations of optimization techniques.

Keywords: indexing, labeling scheme, query optimization, XML storage.

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2000 Generational PipeLined Genetic Algorithm (PLGA)using Stochastic Selection

Authors: Malay K. Pakhira, Rajat K. De

Abstract:

In this paper, a pipelined version of genetic algorithm, called PLGA, and a corresponding hardware platform are described. The basic operations of conventional GA (CGA) are made pipelined using an appropriate selection scheme. The selection operator, used here, is stochastic in nature and is called SA-selection. This helps maintaining the basic generational nature of the proposed pipelined GA (PLGA). A number of benchmark problems are used to compare the performances of conventional roulette-wheel selection and the SA-selection. These include unimodal and multimodal functions with dimensionality varying from very small to very large. It is seen that the SA-selection scheme is giving comparable performances with respect to the classical roulette-wheel selection scheme, for all the instances, when quality of solutions and rate of convergence are considered. The speedups obtained by PLGA for different benchmarks are found to be significant. It is shown that a complete hardware pipeline can be developed using the proposed scheme, if parallel evaluation of the fitness expression is possible. In this connection a low-cost but very fast hardware evaluation unit is described. Results of simulation experiments show that in a pipelined hardware environment, PLGA will be much faster than CGA. In terms of efficiency, PLGA is found to outperform parallel GA (PGA) also.

Keywords: Hardware evaluation, Hardware pipeline, Optimization, Pipelined genetic algorithm, SA-selection.

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1999 Stochastic Impact Analysis of COVID-19 on Karachi Stock Exchange

Authors: Syeda Maria Ali Shah, Asif Mansoor, Talat Sharafat Rehmani, Safia Mirza

Abstract:

The stock market of any country acts as a predictor of the economy. The spread of the COVID-19 pandemic has severely impacted the global financial markets. Besides, it has also critically affected the economy of Pakistan. In this study, we consider the role of the Karachi Stock Exchange (KSE) with regard to the Pakistan Stock Exchange and quantify the impact on macroeconomic variables in presence of COVID-19. The suitable macroeconomic variables are used to quantify the impact of COVID-19 by developing the stochastic model. The sufficiency of the computed model is attained by means of available techniques in the literature. The estimated equations are used to forecast the impact of pandemic on macroeconomic variables. The constructed model can help the policymakers take counteractive measures for restricting the influence of viruses on the Karachi Stock Market.

Keywords: COVID-19, Karachi Stock Market, macroeconomic variables, stochastic model, forecasting.

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1998 Modeling and Simulating Reaction-Diffusion Systems with State-Dependent Diffusion Coefficients

Authors: Paola Lecca, Lorenzo Dematte, Corrado Priami

Abstract:

The present models and simulation algorithms of intracellular stochastic kinetics are usually based on the premise that diffusion is so fast that the concentrations of all the involved species are homogeneous in space. However, recents experimental measurements of intracellular diffusion constants indicate that the assumption of a homogeneous well-stirred cytosol is not necessarily valid even for small prokaryotic cells. In this work a mathematical treatment of diffusion that can be incorporated in a stochastic algorithm simulating the dynamics of a reaction-diffusion system is presented. The movement of a molecule A from a region i to a region j of the space is represented as a first order reaction Ai k- ! Aj , where the rate constant k depends on the diffusion coefficient. The diffusion coefficients are modeled as function of the local concentration of the solutes, their intrinsic viscosities, their frictional coefficients and the temperature of the system. The stochastic time evolution of the system is given by the occurrence of diffusion events and chemical reaction events. At each time step an event (reaction or diffusion) is selected from a probability distribution of waiting times determined by the intrinsic reaction kinetics and diffusion dynamics. To demonstrate the method the simulation results of the reaction-diffusion system of chaperoneassisted protein folding in cytoplasm are shown.

Keywords: Reaction-diffusion systems, diffusion coefficient, stochastic simulation algorithm.

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1997 Stochastic Modeling for Parameters of Modified Car-Following Model in Area-Based Traffic Flow

Authors: N. C. Sarkar, A. Bhaskar, Z. Zheng

Abstract:

The driving behavior in area-based (i.e., non-lane based) traffic is induced by the presence of other individuals in the choice space from the driver’s visual perception area. The driving behavior of a subject vehicle is constrained by the potential leaders and leaders are frequently changed over time. This paper is to determine a stochastic model for a parameter of modified intelligent driver model (MIDM) in area-based traffic (as in developing countries). The parametric and non-parametric distributions are presented to fit the parameters of MIDM. The goodness of fit for each parameter is measured in two different ways such as graphically and statistically. The quantile-quantile (Q-Q) plot is used for a graphical representation of a theoretical distribution to model a parameter and the Kolmogorov-Smirnov (K-S) test is used for a statistical measure of fitness for a parameter with a theoretical distribution. The distributions are performed on a set of estimated parameters of MIDM. The parameters are estimated on the real vehicle trajectory data from India. The fitness of each parameter with a stochastic model is well represented. The results support the applicability of the proposed modeling for parameters of MIDM in area-based traffic flow simulation.

Keywords: Area-based traffic, car-following model, micro-simulation, stochastic modeling.

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1996 Multiple Sequence Alignment Using Optimization Algorithms

Authors: M. F. Omar, R. A. Salam, R. Abdullah, N. A. Rashid

Abstract:

Proteins or genes that have similar sequences are likely to perform the same function. One of the most widely used techniques for sequence comparison is sequence alignment. Sequence alignment allows mismatches and insertion/deletion, which represents biological mutations. Sequence alignment is usually performed only on two sequences. Multiple sequence alignment, is a natural extension of two-sequence alignment. In multiple sequence alignment, the emphasis is to find optimal alignment for a group of sequences. Several applicable techniques were observed in this research, from traditional method such as dynamic programming to the extend of widely used stochastic optimization method such as Genetic Algorithms (GAs) and Simulated Annealing. A framework with combination of Genetic Algorithm and Simulated Annealing is presented to solve Multiple Sequence Alignment problem. The Genetic Algorithm phase will try to find new region of solution while Simulated Annealing can be considered as an alignment improver for any near optimal solution produced by GAs.

Keywords: Simulated annealing, genetic algorithm, sequence alignment, multiple sequence alignment.

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1995 Compression and Filtering of Random Signals under Constraint of Variable Memory

Authors: Anatoli Torokhti, Stan Miklavcic

Abstract:

We study a new technique for optimal data compression subject to conditions of causality and different types of memory. The technique is based on the assumption that some information about compressed data can be obtained from a solution of the associated problem without constraints of causality and memory. This allows us to consider two separate problem related to compression and decompression subject to those constraints. Their solutions are given and the analysis of the associated errors is provided.

Keywords: stochastic signals, optimization problems in signal processing.

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1994 Stochastic Control of Decentralized Singularly Perturbed Systems

Authors: Walid S. Alfuhaid, Saud A. Alghamdi, John M. Watkins, M. Edwin Sawan

Abstract:

Designing a controller for stochastic decentralized interconnected large scale systems usually involves a high degree of complexity and computation ability. Noise, observability, and controllability of all system states, connectivity, and channel bandwidth are other constraints to design procedures for distributed large scale systems. The quasi-steady state model investigated in this paper is a reduced order model of the original system using singular perturbation techniques. This paper results in an optimal control synthesis to design an observer based feedback controller by standard stochastic control theory techniques using Linear Quadratic Gaussian (LQG) approach and Kalman filter design with less complexity and computation requirements. Numerical example is given at the end to demonstrate the efficiency of the proposed method.

Keywords: Decentralized, optimal control, output, singular perturb.

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1993 Modelling an Investment Portfolio with Mandatory and Voluntary Contributions under M-CEV Model

Authors: Amadi Ugwulo Chinyere, Lewis D. Gbarayorks, Emem N. H. Inamete

Abstract:

In this paper, the mandatory contribution, additional voluntary contribution (AVC) and administrative charges are merged together to determine the optimal investment strategy (OIS) for a pension plan member (PPM) in a defined contribution (DC) pension scheme under the modified constant elasticity of variance (M-CEV) model. We assume that the voluntary contribution is a stochastic process and a portfolio consisting of one risk free asset and one risky asset modeled by the M-CEV model is considered. Also, a stochastic differential equation consisting of PPM’s monthly contributions, voluntary contributions and administrative charges is obtained. More so, an optimization problem in the form of Hamilton Jacobi Bellman equation which is a nonlinear partial differential equation is obtained. Using power transformation and change of variables method, an explicit solution of the OIS and the value function are obtained under constant absolute risk averse (CARA). Furthermore, numerical simulations on the impact of some sensitive parameters on OIS were discussed extensively. Finally, our result generalizes some existing result in the literature.

Keywords: DC pension fund, modified constant elasticity of variance, optimal investment strategies, voluntary contribution, administrative charges.

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1992 Supplier Selection in a Scenario Based Stochastic Model with Uncertain Defectiveness and Delivery Lateness Rates

Authors: Abeer Amayri, Akif A. Bulgak

Abstract:

Due to today’s globalization as well as outsourcing practices of the companies, the Supply Chain (SC) performances have become more dependent on the efficient movement of material among places that are geographically dispersed, where there is more chance for disruptions. One such disruption is the quality and delivery uncertainties of outsourcing. These uncertainties could lead the products to be unsafe and, as is the case in a number of recent examples, companies may have to end up in recalling their products. As a result of these problems, there is a need to develop a methodology for selecting suppliers globally in view of risks associated with low quality and late delivery. Accordingly, we developed a two-stage stochastic model that captures the risks associated with uncertainty in quality and delivery as well as a solution procedure for the model. The stochastic model developed simultaneously optimizes supplier selection and purchase quantities under price discounts over a time horizon. In particular, our target is the study of global organizations with multiple sites and multiple overseas suppliers, where the pricing is offered in suppliers’ local currencies. Our proposed methodology is applied to a case study for a US automotive company having two assembly plants and four potential global suppliers to illustrate how the proposed model works in practice.

Keywords: Global supply chains, quality, stochastic programming, supplier selection.

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1991 Sensitivity of Small Disturbance Angle Stability to the System Parameters of Future Power Networks

Authors: Nima Farkhondeh Jahromi, George Papaefthymiou, Lou van der Sluis

Abstract:

The incorporation of renewable energy sources for the sustainable electricity production is undertaking a more prominent role in electric power systems. Thus, it will be an indispensable incident that the characteristics of future power networks, their prospective stability for instance, get influenced by the imposed features of sustainable energy sources. One of the distinctive attributes of the sustainable energy sources is exhibiting the stochastic behavior. This paper investigates the impacts of this stochastic behavior on the small disturbance rotor angle stability in the upcoming electric power networks. Considering the various types of renewable energy sources and the vast variety of system configurations, the sensitivity analysis can be an efficient breakthrough towards generalizing the effects of new energy sources on the concept of stability. In this paper, the definition of small disturbance angle stability for future power systems and the iterative-stochastic way of its analysis are presented. Also, the effects of system parameters on this type of stability are described by performing a sensitivity analysis for an electric power test system.

Keywords: Power systems stability, Renewable energy sources, Stochastic behavior, Small disturbance rotor angle stability.

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1990 IBFO_PSO: Evaluating the Performance of Bio-Inspired Integrated Bacterial Foraging Optimization Algorithm and Particle Swarm Optimization Algorithm in MANET Routing

Authors: K. Geetha, P. Thangaraj, C. Rasi Priya, C. Rajan, S. Geetha

Abstract:

This paper presents the performance of Integrated Bacterial Foraging Optimization and Particle Swarm Optimization (IBFO_PSO) technique in MANET routing. The BFO is a bio-inspired algorithm, which simulates the foraging behavior of bacteria. It is effectively applied in improving the routing performance in MANET. In results, it is proved that the PSO integrated with BFO reduces routing delay, energy consumption and communication overhead.

Keywords: Ant Colony Optimization, Bacterial Foraging Optimization, Hybrid Routing Intelligent Algorithm, Naturally inspired algorithms, Particle Swarm Optimization.

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1989 An Approach to Noise Variance Estimation in Very Low Signal-to-Noise Ratio Stochastic Signals

Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić

Abstract:

This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.

Keywords: Noise, signal-to-noise ratio, stochastic signals, variance estimation.

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1988 An Optimal Algorithm for Finding (r, Q) Policy in a Price-Dependent Order Quantity Inventory System with Soft Budget Constraint

Authors: S. Hamid Mirmohammadi, Shahrazad Tamjidzad

Abstract:

This paper is concerned with the single-item continuous review inventory system in which demand is stochastic and discrete. The budget consumed for purchasing the ordered items is not restricted but it incurs extra cost when exceeding specific value. The unit purchasing price depends on the quantity ordered under the all-units discounts cost structure. In many actual systems, the budget as a resource which is occupied by the purchased items is limited and the system is able to confront the resource shortage by charging more costs. Thus, considering the resource shortage costs as a part of system costs, especially when the amount of resource occupied by the purchased item is influenced by quantity discounts, is well motivated by practical concerns. In this paper, an optimization problem is formulated for finding the optimal (r, Q) policy, when the system is influenced by the budget limitation and a discount pricing simultaneously. Properties of the cost function are investigated and then an algorithm based on a one-dimensional search procedure is proposed for finding an optimal (r, Q) policy which minimizes the expected system costs.

Keywords: (r, Q) policy, Stochastic demand, backorders, limited resource, quantity discounts.

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1987 A Novel Design Approach for Mechatronic Systems Based On Multidisciplinary Design Optimization

Authors: Didier Casner, Jean Renaud, Remy Houssin, Dominique Knittel

Abstract:

In this paper, a novel approach for the multidisciplinary design optimization (MDO) of complex mechatronic systems. This approach, which is a part of a global project aiming to include the MDO aspect inside an innovative design process. As a first step, the paper considers the MDO as a redesign approach which is limited to the parametric optimization. After defining and introducing the different keywords, the proposed method which is based on the V-Model which is commonly used in mechatronics.

Keywords: mechatronics, Multidisciplinary Design Optimization (MDO), multiobjective optimization, engineering design.

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1986 Synthesis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises

Authors: S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov

Abstract:

We have conducted the optimal synthesis of rootmean- squared objective filter to estimate the state vector in the case if within the observation channel with memory the anomalous noises with unknown mathematical expectation are complement in the function of the regular noises. The synthesis has been carried out for linear stochastic systems of continuous - time.

Keywords: Mathematical expectation, filtration, anomalous noise, memory.

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1985 An Optimization of Orbital Transfer for Spacecrafts with Finite-thrust Based on Legendre Pseudospectral Method

Authors: Yanan Yang, Zhigang Wang, Xiang Chen

Abstract:

This paper presents the use of Legendre pseudospectral method for the optimization of finite-thrust orbital transfer for spacecrafts. In order to get an accurate solution, the System-s dynamics equations were normalized through a dimensionless method. The Legendre pseudospectral method is based on interpolating functions on Legendre-Gauss-Lobatto (LGL) quadrature nodes. This is used to transform the optimal control problem into a constrained parameter optimization problem. The developed novel optimization algorithm can be used to solve similar optimization problems of spacecraft finite-thrust orbital transfer. The results of a numerical simulation verified the validity of the proposed optimization method. The simulation results reveal that pseudospectral optimization method is a promising method for real-time trajectory optimization and provides good accuracy and fast convergence.

Keywords: Finite-thrust, Orbital transfer, Legendre pseudospectral method

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1984 Particle Swarm Optimization for Design of Water Distribution Systems

Authors: A. Vasan

Abstract:

Particle swarm optimization (PSO) technique is applied to design the water distribution pipeline network. A simulation-optimization model is formulated with the objective of minimizing cost and is applied to a benchmark water distribution system optimization problem. The benchmark problem taken for the application of PSO technique to optimize the pipe size of the water distribution network is New York City water supply system problem. The results from the analysis infer that PSO is a potential alternative optimization technique when compared to other heuristic techniques for optimal sizing of water distribution systems.

Keywords: Water distribution systems, Optimization, Particle swarm optimization, Swarm intelligence, New York water supply system.

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1983 The Whale Optimization Algorithm and Its Implementation in MATLAB

Authors: S. Adhirai, R. P. Mahapatra, Paramjit Singh

Abstract:

Optimization is an important tool in making decisions and in analysing physical systems. In mathematical terms, an optimization problem is the problem of finding the best solution from among the set of all feasible solutions. The paper discusses the Whale Optimization Algorithm (WOA), and its applications in different fields. The algorithm is tested using MATLAB because of its unique and powerful features. The benchmark functions used in WOA algorithm are grouped as: unimodal (F1-F7), multimodal (F8-F13), and fixed-dimension multimodal (F14-F23). Out of these benchmark functions, we show the experimental results for F7, F11, and F19 for different number of iterations. The search space and objective space for the selected function are drawn, and finally, the best solution as well as the best optimal value of the objective function found by WOA is presented. The algorithmic results demonstrate that the WOA performs better than the state-of-the-art meta-heuristic and conventional algorithms.

Keywords: Optimization, optimal value, objective function, optimization problems, meta-heuristic optimization algorithms, Whale Optimization Algorithm, Implementation, MATLAB.

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1982 Topology Optimization of Aircraft Fuselage Structure

Authors: Muniyasamy Kalanchiam, Baskar Mannai

Abstract:

Topology Optimization is a defined as the method of determining optimal distribution of material for the assumed design space with functionality, loads and boundary conditions [1]. Topology optimization can be used to optimize shape for the purposes of weight reduction, minimizing material requirements or selecting cost effective materials [2]. Topology optimization has been implemented through the use of finite element methods for the analysis, and optimization techniques based on the method of moving asymptotes, genetic algorithms, optimality criteria method, level sets and topological derivatives. Case study of Typical “Fuselage design" is considered for this paper to explain the benefits of Topology Optimization in the design cycle. A cylindrical shell is assumed as the design space and aerospace standard pay loads were applied on the fuselage with wing attachments as constraints. Then topological optimization is done using Finite Element (FE) based software. This optimization results in the structural concept design which satisfies all the design constraints using minimum material.

Keywords: Fuselage, Topology optimization, payloads, designoptimization, Finite Element Analysis.

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1981 Big Bang – Big Crunch Optimization Method in Optimum Design of Complex Composite Laminates

Authors: Pavel Y. Tabakov

Abstract:

An accurate optimal design of laminated composite structures may present considerable difficulties due to the complexity and multi-modality of the functional design space. The Big Bang – Big Crunch (BB-BC) optimization method is a relatively new technique and has already proved to be a valuable tool for structural optimization. In the present study the exceptional efficiency of the method is demonstrated by an example of the lay-up optimization of multilayered anisotropic cylinders based on a three-dimensional elasticity solution. It is shown that, due to its simplicity and speed, the BB-BC is much more efficient for this class of problems when compared to the genetic algorithms.

Keywords: Big Bang – Big Crunch method, optimization, composite laminates, pressure vessel.

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1980 Using Pattern Search Methods for Minimizing Clustering Problems

Authors: Parvaneh Shabanzadeh, Malik Hj Abu Hassan, Leong Wah June, Maryam Mohagheghtabar

Abstract:

Clustering is one of an interesting data mining topics that can be applied in many fields. Recently, the problem of cluster analysis is formulated as a problem of nonsmooth, nonconvex optimization, and an algorithm for solving the cluster analysis problem based on nonsmooth optimization techniques is developed. This optimization problem has a number of characteristics that make it challenging: it has many local minimum, the optimization variables can be either continuous or categorical, and there are no exact analytical derivatives. In this study we show how to apply a particular class of optimization methods known as pattern search methods to address these challenges. These methods do not explicitly use derivatives, an important feature that has not been addressed in previous studies. Results of numerical experiments are presented which demonstrate the effectiveness of the proposed method.

Keywords: Clustering functions, Non-smooth Optimization, Nonconvex Optimization, Pattern Search Method.

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