Search results for: optimization model
8579 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization
Authors: B. Marasović, S. Pivac, S. V. Vukasović
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Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.
Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29418578 Transmission Lines Loading Enhancement Using ADPSO Approach
Authors: M. Mahdavi, H. Monsef, A. Bagheri
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Discrete particle swarm optimization (DPSO) is a powerful stochastic evolutionary algorithm that is used to solve the large-scale, discrete and nonlinear optimization problems. However, it has been observed that standard DPSO algorithm has premature convergence when solving a complex optimization problem like transmission expansion planning (TEP). To resolve this problem an advanced discrete particle swarm optimization (ADPSO) is proposed in this paper. The simulation result shows that optimization of lines loading in transmission expansion planning with ADPSO is better than DPSO from precision view point.Keywords: ADPSO, TEP problem, Lines loading optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16088577 Mathematical Programming Models for Portfolio Optimization Problem: A Review
Authors: M. Mokhtar, A. Shuib, D. Mohamad
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Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.
Keywords: Portfolio optimization, Mathematical programming, Multi-objective programming, Solution approaches.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 65568576 Modeling and Optimization of Abrasive Waterjet Parameters using Regression Analysis
Authors: Farhad Kolahan, A. Hamid Khajavi
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Abrasive waterjet is a novel machining process capable of processing wide range of hard-to-machine materials. This research addresses modeling and optimization of the process parameters for this machining technique. To model the process a set of experimental data has been used to evaluate the effects of various parameter settings in cutting 6063-T6 aluminum alloy. The process variables considered here include nozzle diameter, jet traverse rate, jet pressure and abrasive flow rate. Depth of cut, as one of the most important output characteristics, has been evaluated based on different parameter settings. The Taguchi method and regression modeling are used in order to establish the relationships between input and output parameters. The adequacy of the model is evaluated using analysis of variance (ANOVA) technique. The pairwise effects of process parameters settings on process response outputs are also shown graphically. The proposed model is then embedded into a Simulated Annealing algorithm to optimize the process parameters. The optimization is carried out for any desired values of depth of cut. The objective is to determine proper levels of process parameters in order to obtain a certain level of depth of cut. Computational results demonstrate that the proposed solution procedure is quite effective in solving such multi-variable problems.
Keywords: AWJ cutting, Mathematical modeling, Simulated Annealing, Optimization
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21408575 Optimization of Agricultural Water Demand Using a Hybrid Model of Dynamic Programming and Neural Networks: A Case Study of Algeria
Authors: M. Boudjerda, B. Touaibia, M. K. Mihoubi
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In Algeria agricultural irrigation is the primary water consuming sector followed by the domestic and industrial sectors. Economic development in the last decade has weighed heavily on water resources which are relatively limited and gradually decreasing to the detriment of agriculture. The research presented in this paper focuses on the optimization of irrigation water demand. Dynamic Programming-Neural Network (DPNN) method is applied to investigate reservoir optimization. The optimal operation rule is formulated to minimize the gap between water release and water irrigation demand. As a case study, Foum El-Gherza dam’s reservoir system in south of Algeria has been selected to examine our proposed optimization model. The application of DPNN method allowed increasing the satisfaction rate (SR) from 12.32% to 55%. In addition, the operation rule generated showed more reliable and resilience operation for the examined case study.Keywords: ater management, agricultural demand, dam and reservoir operation, Foum el-Gherza dam, dynamic programming, artificial neural network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7128574 The Whale Optimization Algorithm and Its Implementation in MATLAB
Authors: S. Adhirai, R. P. Mahapatra, Paramjit Singh
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28808573 Optimization of Petroleum Refinery Configuration Design with Logic Propositions
Authors: Cheng Seong Khor, Xiao Qi Yeoh
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This work concerns the topological optimization problem for determining the optimal petroleum refinery configuration. We are interested in further investigating and hopefully advancing the existing optimization approaches and strategies employing logic propositions to conceptual process synthesis problems. In particular, we seek to contribute to this increasingly exciting area of chemical process modeling by addressing the following potentially important issues: (a) how the formulation of design specifications in a mixed-logical-and-integer optimization model can be employed in a synthesis problem to enrich the problem representation by incorporating past design experience, engineering knowledge, and heuristics; and (b) how structural specifications on the interconnectivity relationships by space (states) and by function (tasks) in a superstructure should be properly formulated within a mixed-integer linear programming (MILP) model. The proposed modeling technique is illustrated on a case study involving the alternative processing routes of naphtha, in which significant improvement in the solution quality is obtained.Keywords: Mixed-integer linear programming (MILP), petroleum refinery, process synthesis, superstructure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17158572 Building Gabor Filters from Retinal Responses
Authors: Johannes Partzsch, Christian Mayr, Rene Schuffny
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Starting from a biologically inspired framework, Gabor filters were built up from retinal filters via LMSE algorithms. Asubset of retinal filter kernels was chosen to form a particular Gabor filter by using a weighted sum. One-dimensional optimization approaches were shown to be inappropriate for the problem. All model parameters were fixed with biological or image processing constraints. Detailed analysis of the optimization procedure led to the introduction of a minimization constraint. Finally, quantization of weighting factors was investigated. This resulted in an optimized cascaded structure of a Gabor filter bank implementation with lower computational cost.
Keywords: Gabor filter, image processing, optimization
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23928571 Topology Optimization of Aircraft Fuselage Structure
Authors: Muniyasamy Kalanchiam, Baskar Mannai
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 40818570 Numerical Optimization within Vector of Parameters Estimation in Volatility Models
Authors: J. Arneric, A. Rozga
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In this paper usefulness of quasi-Newton iteration procedure in parameters estimation of the conditional variance equation within BHHH algorithm is presented. Analytical solution of maximization of the likelihood function using first and second derivatives is too complex when the variance is time-varying. The advantage of BHHH algorithm in comparison to the other optimization algorithms is that requires no third derivatives with assured convergence. To simplify optimization procedure BHHH algorithm uses the approximation of the matrix of second derivatives according to information identity. However, parameters estimation in a/symmetric GARCH(1,1) model assuming normal distribution of returns is not that simple, i.e. it is difficult to solve it analytically. Maximum of the likelihood function can be founded by iteration procedure until no further increase can be found. Because the solutions of the numerical optimization are very sensitive to the initial values, GARCH(1,1) model starting parameters are defined. The number of iterations can be reduced using starting values close to the global maximum. Optimization procedure will be illustrated in framework of modeling volatility on daily basis of the most liquid stocks on Croatian capital market: Podravka stocks (food industry), Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla stocks (information-s-communications industry).Keywords: Heteroscedasticity, Log-likelihood Maximization, Quasi-Newton iteration procedure, Volatility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26378569 Big Bang – Big Crunch Optimization Method in Optimum Design of Complex Composite Laminates
Authors: Pavel Y. Tabakov
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22508568 Using Pattern Search Methods for Minimizing Clustering Problems
Authors: Parvaneh Shabanzadeh, Malik Hj Abu Hassan, Leong Wah June, Maryam Mohagheghtabar
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16328567 Economic Dispatch Fuzzy Linear Regression and Optimization
Authors: A. K. Al-Othman
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This study presents a new approach based on Tanaka's fuzzy linear regression (FLP) algorithm to solve well-known power system economic load dispatch problem (ELD). Tanaka's fuzzy linear regression (FLP) formulation will be employed to compute the optimal solution of optimization problem after linearization. The unknowns are expressed as fuzzy numbers with a triangular membership function that has middle and spread value reflected on the unknowns. The proposed fuzzy model is formulated as a linear optimization problem, where the objective is to minimize the sum of the spread of the unknowns, subject to double inequality constraints. Linear programming technique is employed to obtain the middle and the symmetric spread for every unknown (power generation level). Simulation results of the proposed approach will be compared with those reported in literature.Keywords: Economic Dispatch, Fuzzy Linear Regression (FLP)and Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22848566 Method for Determining the Probing Points for Efficient Measurement of Freeform Surface
Authors: Yi Xu, Zexiang Li
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In inspection and workpiece localization, sampling point data is an important issue. Since the devices for sampling only sample discrete points, not the completely surface, sampling size and location of the points will be taken into consideration. In this paper a method is presented for determining the sampled points size and location for achieving efficient sampling. Firstly, uncertainty analysis of the localization parameters is investigated. A localization uncertainty model is developed to predict the uncertainty of the localization process. Using this model the minimum size of the sampled points is predicted. Secondly, based on the algebra theory an eigenvalue-optimal optimization is proposed. Then a freeform surface is used in the simulation. The proposed optimization is implemented. The simulation result shows its effectivity.
Keywords: eigenvalue-optimal optimization, freeform surface inspection, sampling size and location, sampled points.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12208565 Meta Model Based EA for Complex Optimization
Authors: Maumita Bhattacharya
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Evolutionary Algorithms are population-based, stochastic search techniques, widely used as efficient global optimizers. However, many real life optimization problems often require finding optimal solution to complex high dimensional, multimodal problems involving computationally very expensive fitness function evaluations. Use of evolutionary algorithms in such problem domains is thus practically prohibitive. An attractive alternative is to build meta models or use an approximation of the actual fitness functions to be evaluated. These meta models are order of magnitude cheaper to evaluate compared to the actual function evaluation. Many regression and interpolation tools are available to build such meta models. This paper briefly discusses the architectures and use of such meta-modeling tools in an evolutionary optimization context. We further present two evolutionary algorithm frameworks which involve use of meta models for fitness function evaluation. The first framework, namely the Dynamic Approximate Fitness based Hybrid EA (DAFHEA) model [14] reduces computation time by controlled use of meta-models (in this case approximate model generated by Support Vector Machine regression) to partially replace the actual function evaluation by approximate function evaluation. However, the underlying assumption in DAFHEA is that the training samples for the metamodel are generated from a single uniform model. This does not take into account uncertain scenarios involving noisy fitness functions. The second model, DAFHEA-II, an enhanced version of the original DAFHEA framework, incorporates a multiple-model based learning approach for the support vector machine approximator to handle noisy functions [15]. Empirical results obtained by evaluating the frameworks using several benchmark functions demonstrate their efficiencyKeywords: Meta model, Evolutionary algorithm, Stochastictechnique, Fitness function, Optimization, Support vector machine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20548564 Shape Optimization of Permanent Magnet Motors Using the Reduced Basis Technique
Authors: A. Jabbari, M. Shakeri, A. Nabavi
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In this paper, a tooth shape optimization method for cogging torque reduction in Permanent Magnet (PM) motors is developed by using the Reduced Basis Technique (RBT) coupled by Finite Element Analysis (FEA) and Design of Experiments (DOE) methods. The primary objective of the method is to reduce the enormous number of design variables required to define the tooth shape. RBT is a weighted combination of several basis shapes. The aim of the method is to find the best combination using the weights for each tooth shape as the design variables. A multi-level design process is developed to find suitable basis shapes or trial shapes at each level that can be used in the reduced basis technique. Each level is treated as a separated optimization problem until the required objective – minimum cogging torque – is achieved. The process is started with geometrically simple basis shapes that are defined by their shape co-ordinates. The experimental design of Taguchi method is used to build the approximation model and to perform optimization. This method is demonstrated on the tooth shape optimization of a 8-poles/12-slots PM motor.Keywords: PM motor, cogging torque, tooth shape optimization, RBT, FEA, DOE.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24958563 A Model of a Heat Radiation on a Mould Surface in the Car Industry
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This article is focused on the calculation of heat radiation intensity and its optimization on an aluminum mould surface. The inside of the mould is sprinkled with a special powder and its outside is heated by infra heaters located above the mould surface, up to a temperature of 250°C. By this way artificial leathers in the car industry are produced (e. g. the artificial leather on a car dashboard). A mathematical model of heat radiation of infra heaters on a mould surface is described in this paper. This model allows us to calculate a heat-intensity radiation on the mould surface for the concrete location of infra heaters above the mould surface. It is necessary to ensure approximately the same heat intensity radiation on the mould surface by finding a suitable location for the infra heaters, and in this way the same material structure and color of artificial leather. In the model we have used a genetic algorithm to optimize the radiation intensity on the mould surface. Experimental measured values for the heat radiation intensity by a sensor in the surroundings of an infra heater are used for the calculation procedures. A computational procedure was programmed in language Matlab.Keywords: Genetic algorithm, mathematical model of heat radiation, optimization of radiation intensity, software implementation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13958562 Approximate Solution of Nonlinear Fredholm Integral Equations of the First Kind via Converting to Optimization Problems
Authors: Akbar H. Borzabadi, Omid S. Fard
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In this paper we introduce an approach via optimization methods to find approximate solutions for nonlinear Fredholm integral equations of the first kind. To this purpose, we consider two stages of approximation. First we convert the integral equation to a moment problem and then we modify the new problem to two classes of optimization problems, non-constraint optimization problems and optimal control problems. Finally numerical examples is proposed.Keywords: Fredholm integral equation, Optimization method, Optimal control, Nonlinear and linear programming
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17598561 Implementation of Feed-in Tariffs into Multi-Energy Systems
Authors: M. Schulze, P. Crespo Del Granado
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This paper considers the influence of promotion instruments for renewable energy sources (RES) on a multi-energy modeling framework. In Europe, so called Feed-in Tariffs are successfully used as incentive structures to increase the amount of energy produced by RES. Because of the stochastic nature of large scale integration of distributed generation, many problems have occurred regarding the quality and stability of supply. Hence, a macroscopic model was developed in order to optimize the power supply of the local energy infrastructure, which includes electricity, natural gas, fuel oil and district heating as energy carriers. Unique features of the model are the integration of RES and the adoption of Feed-in Tariffs into one optimization stage. Sensitivity studies are carried out to examine the system behavior under changing profits for the feed-in of RES. With a setup of three energy exchanging regions and a multi-period optimization, the impact of costs and profits are determined.Keywords: Distributed generation, optimization methods, power system modeling, renewable energy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16208560 Budget Optimization for Maintenance of Bridges in Egypt
Authors: Hesham Abd Elkhalek, Sherif M. Hafez, Yasser M. El Fahham
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Allocating limited budget to maintain bridge networks and selecting effective maintenance strategies for each bridge represent challenging tasks for maintenance managers and decision makers. In Egypt, bridges are continuously deteriorating. In many cases, maintenance works are performed due to user complaints. The objective of this paper is to develop a practical and reliable framework to manage the maintenance, repair, and rehabilitation (MR&R) activities of Bridges network considering performance and budget limits. The model solves an optimization problem that maximizes the average condition of the entire network given the limited available budget using Genetic Algorithm (GA). The framework contains bridge inventory, condition assessment, repair cost calculation, deterioration prediction, and maintenance optimization. The developed model takes into account multiple parameters including serviceability requirements, budget allocation, element importance on structural safety and serviceability, bridge impact on network, and traffic. A questionnaire is conducted to complete the research scope. The proposed model is implemented in software, which provides a friendly user interface. The framework provides a multi-year maintenance plan for the entire network for up to five years. A case study of ten bridges is presented to validate and test the proposed model with data collected from Transportation Authorities in Egypt. Different scenarios are presented. The results are reasonable, feasible and within acceptable domain.Keywords: Bridge Management Systems (BMS), cost optimization condition assessment, fund allocation, Markov chain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19428559 Particle Swarm Optimization Based Genetic Algorithm for Two-Stage Transportation Supply Chain
Authors: Siva Prasad Darla, C. D. Naiju, K. Annamalai, S. S. Rajiv Sushanth
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Supply chain consists of all stages involved, directly or indirectly, includes all functions involved in fulfilling a customer demand. In two stage transportation supply chain problem, transportation costs are of a significant proportion of final product costs. It is often crucial for successful decisions making approaches in two stage supply chain to explicit account for non-linear transportation costs. In this paper, deterministic demand and finite supply of products was considered. The optimized distribution level and the routing structure from the manufacturing plants to the distribution centres and to the end customers is determined using developed mathematical model and solved by proposed particle swarm optimization based genetic algorithm. Numerical analysis of the case study is carried out to validate the model.Keywords: Genetic Algorithm, Particle Swarm Optimization, Production, Remanufacturing
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18338558 Ant Colony Optimization for Feature Subset Selection
Authors: Ahmed Al-Ani
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The Ant Colony Optimization (ACO) is a metaheuristic inspired by the behavior of real ants in their search for the shortest paths to food sources. It has recently attracted a lot of attention and has been successfully applied to a number of different optimization problems. Due to the importance of the feature selection problem and the potential of ACO, this paper presents a novel method that utilizes the ACO algorithm to implement a feature subset search procedure. Initial results obtained using the classification of speech segments are very promising.Keywords: Ant Colony Optimization, ant systems, feature selection, pattern recognition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31288557 Optimization of Proton Exchange Membrane Fuel Cell Parameters Based on Modified Particle Swarm Algorithms
Authors: M. Dezvarei, S. Morovati
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In recent years, increasing usage of electrical energy provides a widespread field for investigating new methods to produce clean electricity with high reliability and cost management. Fuel cells are new clean generations to make electricity and thermal energy together with high performance and no environmental pollution. According to the expansion of fuel cell usage in different industrial networks, the identification and optimization of its parameters is really significant. This paper presents optimization of a proton exchange membrane fuel cell (PEMFC) parameters based on modified particle swarm optimization with real valued mutation (RVM) and clonal algorithms. Mathematical equations of this type of fuel cell are presented as the main model structure in the optimization process. Optimized parameters based on clonal and RVM algorithms are compared with the desired values in the presence and absence of measurement noise. This paper shows that these methods can improve the performance of traditional optimization methods. Simulation results are employed to analyze and compare the performance of these methodologies in order to optimize the proton exchange membrane fuel cell parameters.Keywords: Clonal algorithm, proton exchange membrane fuel cell, particle swarm optimization, real valued mutation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11718556 Application of a New Hybrid Optimization Algorithm on Cluster Analysis
Authors: T. Niknam, M. Nayeripour, B.Bahmani Firouzi
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Clustering techniques have received attention in many areas including engineering, medicine, biology and data mining. The purpose of clustering is to group together data points, which are close to one another. The K-means algorithm is one of the most widely used techniques for clustering. However, K-means has two shortcomings: dependency on the initial state and convergence to local optima and global solutions of large problems cannot found with reasonable amount of computation effort. In order to overcome local optima problem lots of studies done in clustering. This paper is presented an efficient hybrid evolutionary optimization algorithm based on combining Particle Swarm Optimization (PSO) and Ant Colony Optimization (ACO), called PSO-ACO, for optimally clustering N object into K clusters. The new PSO-ACO algorithm is tested on several data sets, and its performance is compared with those of ACO, PSO and K-means clustering. The simulation results show that the proposed evolutionary optimization algorithm is robust and suitable for handing data clustering.
Keywords: Ant Colony Optimization (ACO), Data clustering, Hybrid evolutionary optimization algorithm, K-means clustering, Particle Swarm Optimization (PSO).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21908555 Optimization Modeling of the Hybrid Antenna Array for the DoA Estimation
Authors: Somayeh Komeylian
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The direction of arrival (DoA) estimation is the crucial aspect of the radar technologies for detecting and dividing several signal sources. In this scenario, the antenna array output modeling involves numerous parameters including noise samples, signal waveform, signal directions, signal number, and signal to noise ratio (SNR), and thereby the methods of the DoA estimation rely heavily on the generalization characteristic for establishing a large number of the training data sets. Hence, we have analogously represented the two different optimization models of the DoA estimation; (1) the implementation of the decision directed acyclic graph (DDAG) for the multiclass least-squares support vector machine (LS-SVM), and (2) the optimization method of the deep neural network (DNN) radial basis function (RBF). We have rigorously verified that the LS-SVM DDAG algorithm is capable of accurately classifying DoAs for the three classes. However, the accuracy and robustness of the DoA estimation are still highly sensitive to technological imperfections of the antenna arrays such as non-ideal array design and manufacture, array implementation, mutual coupling effect, and background radiation and thereby the method may fail in representing high precision for the DoA estimation. Therefore, this work has a further contribution on developing the DNN-RBF model for the DoA estimation for overcoming the limitations of the non-parametric and data-driven methods in terms of array imperfection and generalization. The numerical results of implementing the DNN-RBF model have confirmed the better performance of the DoA estimation compared with the LS-SVM algorithm. Consequently, we have analogously evaluated the performance of utilizing the two aforementioned optimization methods for the DoA estimation using the concept of the mean squared error (MSE).
Keywords: DoA estimation, adaptive antenna array, Deep Neural Network, LS-SVM optimization model, radial basis function, MSE.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5278554 Developing Damage Assessment Model for Bridge Surroundings: A Study of Disaster by Typhoon Morakot in Taiwan
Authors: Jieh-Haur Chen, Pei-Fen Huang
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This paper presents an integrated model that automatically measures the change of rivers, damage area of bridge surroundings, and change of vegetation. The proposed model is on the basis of a neurofuzzy mechanism enhanced by SOM optimization algorithm, and also includes three functions to deal with river imagery. High resolution imagery from FORMOSAT-2 satellite taken before and after the invasion period is adopted. By randomly selecting a bridge out of 129 destroyed bridges, the recognition results show that the average width has increased 66%. The ruined segment of the bridge is located exactly at the most scour region. The vegetation coverage has also reduced to nearly 90% of the original. The results yielded from the proposed model demonstrate a pinpoint accuracy rate at 99.94%. This study brings up a successful tool not only for large-scale damage assessment but for precise measurement to disasters.Keywords: remote sensing image, damage assessment, typhoon disaster, bridge, ANN, fuzzy, SOM, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16738553 Model Updating-Based Approach for Damage Prognosis in Frames via Modal Residual Force
Authors: Gholamreza Ghodrati Amiri, Mojtaba Jafarian Abyaneh, Ali Zare Hosseinzadeh
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This paper presents an effective model updating strategy for damage localization and quantification in frames by defining damage detection problem as an optimization issue. A generalized version of the Modal Residual Force (MRF) is employed for presenting a new damage-sensitive cost function. Then, Grey Wolf Optimization (GWO) algorithm is utilized for solving suggested inverse problem and the global extremums are reported as damage detection results. The applicability of the presented method is investigated by studying different damage patterns on the benchmark problem of the IASC-ASCE, as well as a planar shear frame structure. The obtained results emphasize good performance of the method not only in free-noise cases, but also when the input data are contaminated with different levels of noises.Keywords: Frame, grey wolf optimization algorithm, modal residual force, structural damage detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14848552 Genetic Algorithm Optimization of the Economical, Ecological and Self-Consumption Impact of the Energy Production of a Single Building
Authors: Ludovic Favre, Thibaut M. Schafer, Jean-Luc Robyr, Elena-Lavinia Niederhäuser
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This paper presents an optimization method based on genetic algorithm for the energy management inside buildings developed in the frame of the project Smart Living Lab (SLL) in Fribourg (Switzerland). This algorithm optimizes the interaction between renewable energy production, storage systems and energy consumers. In comparison with standard algorithms, the innovative aspect of this project is the extension of the smart regulation over three simultaneous criteria: the energy self-consumption, the decrease of greenhouse gas emissions and operating costs. The genetic algorithm approach was chosen due to the large quantity of optimization variables and the non-linearity of the optimization function. The optimization process includes also real time data of the building as well as weather forecast and users habits. This information is used by a physical model of the building energy resources to predict the future energy production and needs, to select the best energetic strategy, to combine production or storage of energy in order to guarantee the demand of electrical and thermal energy. The principle of operation of the algorithm as well as typical output example of the algorithm is presented.Keywords: Building’s energy, control system, energy management, modelling, genetic optimization algorithm, renewable energy, greenhouse gases, energy storage.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7738551 Application of Feed-Forward Neural Networks Autoregressive Models with Genetic Algorithm in Gross Domestic Product Prediction
Authors: E. Giovanis
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In this paper we present a Feed-Foward Neural Networks Autoregressive (FFNN-AR) model with genetic algorithms training optimization in order to predict the gross domestic product growth of six countries. Specifically we propose a kind of weighted regression, which can be used for econometric purposes, where the initial inputs are multiplied by the neural networks final optimum weights from input-hidden layer of the training process. The forecasts are compared with those of the ordinary autoregressive model and we conclude that the proposed regression-s forecasting results outperform significant those of autoregressive model. Moreover this technique can be used in Autoregressive-Moving Average models, with and without exogenous inputs, as also the training process with genetics algorithms optimization can be replaced by the error back-propagation algorithm.Keywords: Autoregressive model, Feed-Forward neuralnetworks, Genetic Algorithms, Gross Domestic Product
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16618550 Shape Optimization of Impeller Blades for a Bidirectional Axial Flow Pump using Polynomial Surrogate Model
Authors: I. S. Jung, W. H. Jung, S. H. Baek, S. Kang
Abstract:
This paper describes the shape optimization of impeller blades for a anti-heeling bidirectional axial flow pump used in ships. In general, a bidirectional axial pump has an efficiency much lower than the classical unidirectional pump because of the symmetry of the blade type. In this paper, by focusing on a pump impeller, the shape of blades is redesigned to reach a higher efficiency in a bidirectional axial pump. The commercial code employed in this simulation is CFX v.13. CFD result of pump torque, head, and hydraulic efficiency was compared. The orthogonal array (OA) and analysis of variance (ANOVA) techniques and surrogate model based optimization using orthogonal polynomial, are employed to determine the main effects and their optimal design variables. According to the optimal design, we confirm an effective design variable in impeller blades and explain the optimal solution, the usefulness for satisfying the constraints of pump torque and head.Keywords: Bidirectional axial flow pump, Impeller blade, CFD, Analysis of variance, Polynomial surrogate model
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