Search results for: statistical optimization

Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

Abstract:

Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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Authors: Hadi Gholizadeh, Ali Tajdin

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To have effective production planning, it is necessary to control the quality of processes. This paper aims at improving the performance of the disposable essentials process using statistical quality control and goal programming in a vague environment. That is expressed uncertainty because there is always a measurement error in the real world. Therefore, in this study, the conditions are examined in a vague environment that is a distance-based environment. The disposable essentials process in Kach Company was studied. Statistical control tools were used to characterize the existing process for four factor responses including the average of disposable glasses’ weights, heights, crater diameters, and volumes. Goal programming was then utilized to find the combination of optimal factors setting in a vague environment which is measured to apply uncertainty of the initial information when some of the parameters of the models are vague; also, the fuzzy regression model is used to predict the responses of the four described factors. Optimization results show that the process capability index values for disposable glasses’ average of weights, heights, crater diameters and volumes were improved. Such increasing the quality of the products and reducing the waste, which will reduce the cost of the finished product, and ultimately will bring customer satisfaction, and this satisfaction, will mean increased sales.

Keywords: Goal programming, quality control, vague environment, disposable glasses’ optimization, fuzzy regression.

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Authors: Bharathi P. T, P. Subashini

Abstract:

Ice cover County has a significant impact on rivers as it affects with the ice melting capacity which results in flooding, restrict navigation, modify the ecosystem and microclimate. River ices are made up of different ice types with varying ice thickness, so surveillance of river ice plays an important role. River ice types are captured using infrared imaging camera which captures the images even during the night times. In this paper the river ice infrared texture images are analysed using first-order statistical methods and secondorder statistical methods. The second order statistical methods considered are spatial gray level dependence method, gray level run length method and gray level difference method. The performance of the feature extraction methods are evaluated by using Probabilistic Neural Network classifier and it is found that the first-order statistical method and second-order statistical method yields low accuracy. So the features extracted from the first-order statistical method and second-order statistical method are combined and it is observed that the result of these combined features (First order statistical method + gray level run length method) provides higher accuracy when compared with the features from the first-order statistical method and second-order statistical method alone.

Keywords: Gray Level Difference Method, Gray Level Run Length Method, Kurtosis, Probabilistic Neural Network, Skewness, Spatial Gray Level Dependence Method.

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Authors: Rimmy Yadav, Avtar Singh

Abstract:

Ant Colony Optimization (ACO) is a promising modern approach to the unused combinatorial optimization. Here ACO is applied to finding the shortest during communication link failure. In this paper, the performances of the prim’s and ACO algorithm are made. By comparing the time complexity and program execution time as set of parameters, we demonstrate the pleasant performance of ACO in finding excellent solution to finding shortest path during communication link failure.

Keywords: Ant colony optimization, link failure, prim’s algorithm.

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Authors: Younis R. Elhaddad

Abstract:

Combinatorial optimization problems arise in many scientific and practical applications. Therefore many researchers try to find or improve different methods to solve these problems with high quality results and in less time. Genetic Algorithm (GA) and Simulated Annealing (SA) have been used to solve optimization problems. Both GA and SA search a solution space throughout a sequence of iterative states. However, there are also significant differences between them. The GA mechanism is parallel on a set of solutions and exchanges information using the crossover operation. SA works on a single solution at a time. In this work SA and GA are combined using new technique in order to overcome the disadvantages' of both algorithms.

Keywords: Genetic Algorithm, Optimization problems, Simulated Annealing, Traveling Salesman Problem

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Authors: Livier Serna, Xavier Fischer, Fouad Bennis

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In this paper, a decision aid method for preoptimization is presented. The method is called “negotiation", and it is based on the identification, formulation, modeling and use of indicators defined as “negotiation indicators". These negotiation indicators are used to explore the solution space by means of a classbased approach. The classes are subdomains for the negotiation indicators domain. They represent equivalent cognitive solutions in terms of the negotiation indictors being used. By this method, we reduced the size of the solution space and the criteria, thus aiding the optimization methods. We present an example to show the method.

Keywords: Optimization Model Reduction, Pre-Optimization, Negotiation Process, Class-Making, Cognition Based VirtualExploration.

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Authors: Janis Šliseris, Karlis Rocens

Abstract:

Optimization of rational geometrical and mechanical parameters of panel with curved plywood ribs is considered in this paper. The panel consists of cylindrical plywood ribs manufactured from Finish plywood, upper and bottom plywood flange, stiffness diaphragms. Panel is filled with foam. Minimal ratio of structure self weight and load that could be applied to structure is considered as rationality criteria. Optimization is done, by using classical beam theory without nonlinearities. Optimization of discreet design variables is done by Genetic algorithm.

Keywords: Curved plywood ribs, genetic algorithm, rationalparameters of ribbed panel, structure optimization.

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Authors: Waqas Saleem, Fan Yuqing

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A strategy is implemented to find the improved configuration design of an existing aircraft structure by executing topology and shape optimizations. Structural analysis of the Initial Design Space is performed in ANSYS under the loads pertinent to operating and ground conditions. By using the FEA results and data, an initial optimized layout configuration is attained by exploiting nonparametric topology optimization in TOSCA software. Topological optimized surfaces are then smoothened and imported in ANSYS to develop the geometrical features. Nodes at the critical locations of resulting voids are selected for sketching rough profiles. Rough profiles are further refined and CAD feasible geometric features are generated. The modified model is then analyzed under the same loadings and constraints as defined for topology optimization. Shape at the peak stress concentration areas are further optimized by exploiting the shape optimization in TOSCA.shape module. The harmonized stressed model with the modified surfaces is then imported in CATIA to develop the final design.

Keywords: Structural optimization, Topology optimization, Shape optimization, Tail fin

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Authors: S. Farahat, E. Khorasani Nejad, S. M. Hoseini Sarvari

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In this paper multi-objective genetic algorithms are employed for Pareto approach optimization of ideal Turboshaft engines. In the multi-objective optimization a number of conflicting objective functions are to be optimized simultaneously. The important objective functions that have been considered for optimization are specific thrust (F/m& 0), specific fuel consumption ( P S ), output shaft power 0 (& /&) shaft W m and overall efficiency( ) O η . These objectives are usually conflicting with each other. The design variables consist of thermodynamic parameters (compressor pressure ratio, turbine temperature ratio and Mach number). At the first stage single objective optimization has been investigated and the method of NSGA-II has been used for multiobjective optimization. Optimization procedures are performed for two and four objective functions and the results are compared for ideal Turboshaft engine. In order to investigate the optimal thermodynamic behavior of two objectives, different set, each including two objectives of output parameters, are considered individually. For each set Pareto front are depicted. The sets of selected decision variables based on this Pareto front, will cause the best possible combination of corresponding objective functions. There is no superiority for the points on the Pareto front figure, but they are superior to any other point. In the case of four objective optimization the results are given in tables.

Keywords: Multi-objective, Genetic algorithm, Turboshaft Engine.

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Authors: K. Y. Tseng, C. Y. Wu

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This paper employs a heuristic algorithm to solve engineering problems including truss structure optimization and optimal chiller loading (OCL) problems. Two different type algorithms, real-valued differential evolution (DE) and modified binary differential evolution (MBDE), are successfully integrated and then can obtain better performance in solving engineering problems. In order to demonstrate the performance of the proposed algorithm, this study adopts each one testing case of truss structure optimization and OCL problems to compare the results of other heuristic optimization methods. The result indicates that the proposed algorithm can obtain similar or better solution in comparing with previous studies.

Keywords: Differential evolution, truss structure optimization, optimal chiller loading, modified binary differential evolution.

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Authors: B.R. Potgieter, G. Venter

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Numerical design optimization is a powerful tool that can be used by engineers during any stage of the design process. There are many different applications for structural optimization. A specific application that will be discussed in the following paper is experimental data matching. Data obtained through tests on a physical structure will be matched with data from a numerical model of that same structure. The data of interest will be the dynamic characteristics of an antenna structure focusing on the mode shapes and modal frequencies. The structure used was a scaled and simplified model of the Karoo Array Telescope-7 (KAT-7) antenna structure. This kind of data matching is a complex and difficult task. This paper discusses how optimization can assist an engineer during the process of correlating a finite element model with vibration test data.

Keywords: Finite Element Model (FEM), Karoo Array Telescope(KAT-7), modal frequencies, mode shapes, optimization, shape optimization, size optimization, vibration tests

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Authors: Li Ni, Pen ManMan, Li KenLi

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Clustering is an intensive research for some years because of its multifaceted applications, such as biology, information retrieval, medicine, business and so on. The expectation maximization (EM) is a kind of algorithm framework in clustering methods, one of the ten algorithms of machine learning. Traditionally, optimization of objective function has been the standard approach in EM. Hence, research has investigated the utility of evolutionary computing and related techniques in the regard. Chemical Reaction Optimization (CRO) is a recently established method. So the property embedded in CRO is used to solve optimization problems. This paper presents an algorithm framework (EM-CRO) with modified CRO operators based on EM cluster problems. The hybrid algorithm is mainly to solve the problem of initial value sensitivity of the objective function optimization clustering algorithm. Our experiments mainly take the EM classic algorithm:k-means and fuzzy k-means as an example, through the CRO algorithm to optimize its initial value, get K-means-CRO and FKM-CRO algorithm. The experimental results of them show that there is improved efficiency for solving objective function optimization clustering problems.

Keywords: Chemical reaction optimization, expectation maximization, initial, objective function clustering.

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Authors: Dávid Csercsik, Péter Kádár

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In the case of the proposed method, the problem is parallelized by considering multiple possible mode of operation profiles, which determine the range in which the generators operate in each period. For each of these profiles, the optimization is carried out independently, and the best resulting dispatch is chosen. For each such profile, the resulting problem is a quadratic programming (QP) problem with a potentially negative definite Q quadratic term, and constraints depending on the actual operation profile. In this paper we analyze the performance of available MATLAB optimization methods and solvers for the corresponding QP.

Keywords: Economic dispatch, optimization, quadratic programming, MATLAB.

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Authors: Vladimir S. Timofeev

Abstract:

In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: Characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation.

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Authors: Susanta Kumar Gachhayat, S. K. Dash

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Multi objective non-convex economic dispatch problems of a thermal power plant are of grave concern for deciding the cost of generation and reduction of emission level for diminishing the global warming level for improving green-house effect. This paper deals with ramp rate constraints for achieving better inequality constraints so as to incorporate valve point loading for cost of generation in thermal power plant through ramp rate biogeography based optimization involving mutation and migration. Through 50 out of 100 trials, the cost function and emission objective function were found to have outperformed other classical methods such as lambda iteration method, quadratic programming method and many heuristic methods like particle swarm optimization method, weight improved particle swarm optimization method, constriction factor based particle swarm optimization method, moderate random particle swarm optimization method etc. Ramp rate biogeography based optimization applications prove quite advantageous in solving non convex multi objective economic dispatch problems subjected to nonlinear loads that pollute the source giving rise to third harmonic distortions and other such disturbances.

Keywords: Economic load dispatch, Biogeography based optimization, Ramp rate biogeography based optimization, Valve Point loading, Moderate random particle swarm optimization method, Weight improved particle swarm optimization method

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Authors: F. Fissou Amigue, S. Ndjakomo Essiane, S. Pérabi Ngoffé, G. Abessolo Ondoa, G. Mengata Mengounou, T. P. Nna Nna

Abstract:

This document proposes a method for determining the optimal point of integration of distributed generation (DG) in distribution grid. Slime mould optimization is applied to determine best node in case of one and two injection point. Problem has been modeled as an optimization problem where the objective is to minimize joule loses and main constraint is to regulate voltage in each point. The proposed method has been implemented in MATLAB and applied in IEEE network 33 and 69 nodes. Comparing results obtained with other algorithms showed that slime mould optimization algorithms (SMOA) have the best reduction of power losses and good amelioration of voltage profile.

Keywords: Optimization, distributed generation, integration, slime mould algorithm.

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Authors: Morteza Kazemi Torbaghan, Seyed Mehran Kazemi, Rahele Zhiani, Fakhriye Hamed

Abstract:

Truss optimization problem has been vastly studied during the past 30 years and many different methods have been proposed for this problem. Even though most of these methods assume that the design variables are continuously valued, in reality, the design variables of optimization problems such as cross-sectional areas are discretely valued. In this paper, an improved hill climbing and an improved simulated annealing algorithm have been proposed to solve the truss optimization problem with discrete values for crosssectional areas. Obtained results have been compared to other methods in the literature and the comparison represents that the proposed methods can be used more efficiently than other proposed methods

Keywords: Size Optimization of Trusses, Hill Climbing, Simulated Annealing.

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Authors: Hyun-Chool Shin

Abstract:

In this paper we propose a simple adaptive algorithm iteratively solving the unit-norm constrained optimization problem. Instead of conventional parameter norm based normalization, the proposed algorithm incorporates scalar normalization which is computationally much simpler. The analysis of stationary point is presented to show that the proposed algorithm indeed solves the constrained optimization problem. The simulation results illustrate that the proposed algorithm performs as good as conventional ones while being computationally simpler.

Keywords: constrained optimization, unit-norm, LMS, principle component analysis.

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Authors: Petar Sarajcev, Josip Vasilj, Damir Jakus

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This paper presents a novel statistical description of the counterpoise effective length due to lightning surges, where the (impulse) effective length had been obtained by means of regressive formulas applied to the transient simulation results. The effective length is described in terms of a statistical distribution function, from which median, mean, variance, and other parameters of interest could be readily obtained. The influence of lightning current amplitude, lightning front duration, and soil resistivity on the effective length has been accounted for, assuming statistical nature of these parameters. A method for determining the optimal counterpoise length, in terms of the statistical impulse effective length, is also presented. It is based on estimating the number of dangerous events associated with lightning strikes. Proposed statistical description and the associated method provide valuable information which could aid the design engineer in optimising physical lengths of counterpoises in different grounding arrangements and soil resistivity situations.

Keywords: Counterpoise, Grounding conductor, Effective length, Lightning, Monte Carlo method, Statistical distribution.

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Authors: Mohammad Taha, Dia abu al Nadi

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In this paper, the phase control antenna array synthesis is presented. The problem is formulated as a constrained optimization problem that imposes nulls with prescribed level while maintaining the sidelobe at a prescribed level. For efficient use of the algorithm memory, compared to the well known Particle Swarm Optimization (PSO), the Accelerated Particle Swarm Optimization (APSO) is used to estimate the phase parameters of the synthesized array. The objective function is formed using a main objective and set of constraints with penalty factors that measure the violation of each feasible solution in the search space to each constraint. In this case the obtained feasible solution is guaranteed to satisfy all the constraints. Simulation results have shown significant performance increases and a decreased randomness in the parameter search space compared to a single objective conventional particle swarm optimization.

Keywords: Array synthesis, Sidelobe level control, Constrainedoptimization, Accelerated Particle Swarm Optimization.

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Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

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Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.

Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio

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Authors: Totok R. Biyanto, Sonny Irawan, Hiskia J. Ginting, Matradji, Ya’umar, A. I. Fitri

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Steam injection is the most suitable of Enhanced Oil Recovery (EOR) methods to recover high viscosity oil. This is due to the capabilities of steam to reduce oil viscosity and increase the sweep capability of oil from the injection well toward the production well. Oil operating conditions in production should be match well with the operating condition target at the bottom of the production well. It is influenced by oil properties and reservoir rock properties. Hence, the operating condition should be optimized. Optimization requires three components i.e., objective function, model, and optimization technique. In this paper, the objective function is to obtain the optimum operating condition at the production well. The model was built using Darcy equation and mass-energy balance. The optimization technique utilizes Duelist Algorithm due to the effectiveness of its algorithm to obtain the desirable optimization results at the optimum operating condition.

Keywords: Enhanced oil recovery, steam injection, operating conditions, modeling, optimization, Duelist algorithm.

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Authors: Emad Askar, Eldesoky Elsoaly, Mohamed Kamel, Hisham Kamel

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The objective of this article is to improve the passive vibration damping of solar array (SA) used in space structures, by the effective application of numerical optimization. A case study of a SA is used for demonstration. A finite element (FE) model was created and verified by experimental testing. Optimization was then conducted by implementing the FE model with the genetic algorithm, to find the optimal placement of aluminum circular patches, to suppress the first two bending mode shapes. The results were verified using experimental testing. Finally, a parametric study was conducted using the FE model where patch locations, material type, and shape were varied one at a time, and the results were compared with the optimal ones. The results clearly show that through the proper application of FE modeling and numerical optimization, passive vibration damping of space structures has been successfully achieved.

Keywords: Damping optimization, genetic algorithm optimization, passive vibration damping, solar array vibration damping.

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Authors: A. Safari, R. Jahani, H. A. Shayanfar, J. Olamaei

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This paper shows the results obtained in the analysis of the impact of distributed generation (DG) on distribution losses and presents a new algorithm to the optimal allocation of distributed generation resources in distribution networks. The optimization is based on a Hybrid Genetic Algorithm and Particle Swarm Optimization (HGAPSO) aiming to optimal DG allocation in distribution network. Through this algorithm a significant improvement in the optimization goal is achieved. With a numerical example the superiority of the proposed algorithm is demonstrated in comparison with the simple genetic algorithm.

Keywords: Distributed Generation, Distribution Networks, Genetic Algorithm, Particle Swarm Optimization.

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Authors: Aliaa M. El-Borai, Ehab A. Beltagy, Eman E. Gadallah, Samy A. ElAssar

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Bioremediation technology is now used for treatment instead of traditional metal removal methods. A strain was isolated from Marsa Alam, Red sea, Egypt showed high resistance to high lead concentration and was identified by the 16S rRNA gene sequencing technique as Halomonas sp. ES015. Medium optimization was carried out using Plackett-Burman design, and the most significant factors were yeast extract, casamino acid and inoculums size. The optimized media obtained by the statistical design raised the removal efficiency from 84% to 99% from initial concentration 250 ppm of lead. Moreover, Box-Behnken experimental design was applied to study the relationship between yeast extract concentration, casamino acid concentration and inoculums size. The optimized medium increased removal efficiency to 97% from initial concentration 500 ppm of lead. Immobilized Halomonas sp. ES015 cells on sponge cubes, using optimized medium in loop bioremediation column, showed relatively constant lead removal efficiency when reused six successive cycles over the range of time interval. Also metal removal efficiency was not affected by flow rate changes. Finally, the results of this research refer to the possibility of lead bioremediation by free or immobilized cells of Halomonas sp. ES015. Also, bioremediation can be done in batch cultures and semicontinuous cultures using column technology.

Keywords: Bioremediation, lead, Box–Behnken, Halomonas sp. ES015, loop bioremediation, Plackett-Burman.

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Authors: W. K. Wong, Z. X. Guo, P.Y. Mok

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This paper presents a multi-objective order allocation planning problem with the consideration of various real-world production features. A novel hybrid intelligent optimization model, integrating a multi-objective memetic optimization process, a Monte Carlo simulation technique and a heuristic pruning technique, is proposed to handle this problem. Experiments based on industrial data are conducted to validate the proposed model. Results show that (1) the proposed model can effectively solve the investigated problem by providing effective production decision-making solutions, which outperformsan NSGA-II-based optimization process and an industrial method.

Keywords: Multi-objective order allocation planning, Pareto optimization, Memetic algorithm, Mento Carlo simulation

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Authors: Kamran Turkoglu, Ugur Ozdemir, Melike Nikbay, Elbrous M. Jafarov

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In this paper, an automatic control system design based on Integral Squared Error (ISE) parameter optimization technique has been implemented on longitudinal flight dynamics of an UAV. It has been aimed to minimize the error function between the reference signal and the output of the plant. In the following parts, objective function has been defined with respect to error dynamics. An unconstrained optimization problem has been solved analytically by using necessary and sufficient conditions of optimality, optimum PID parameters have been obtained and implemented in control system dynamics.

Keywords: Optimum Design, KKT Conditions, UAV, Longitudinal Flight Dynamics, ISE Parameter Optimization.

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Authors: Jun-Oh Kim, Seol-Min Yang, Seok-Heum Baek, Sangmo Kang

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In this paper, the shape design process is briefly discussed emphasizing the use of topology optimization in the conceptual design stage. The basic idea is to view feasible domains for sensitivity region concepts. In this method, the main process consists of two steps: as the design moves further inside the feasible domain using Taguchi method, and thus becoming more successful topology optimization, the sensitivity region becomes larger. In designing a double-eccentric butterfly valve, related to hydrodynamic performance and disc structure, are discussed where the use of topology optimization has proven to dramatically improve an existing design and significantly decrease the development time of a shape design. Computational Fluid Dynamics (CFD) analysis results demonstrate the validity of this approach.

Keywords: Double-eccentric butterfly valve, CFD, Topology optimization

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Authors: Farhad Kolahan, A. Hamid Khajavi

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In this paper, a set of experimental data has been used to assess the influence of abrasive water jet (AWJ) process parameters in cutting 6063-T6 aluminum alloy. The process variables considered here include nozzle diameter, jet traverse rate, jet pressure and abrasive flow rate. The effects of these input parameters are studied on depth of cut (h); one of most important characteristics of AWJ. 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. In the next stage, the proposed model is embedded into a Simulated Annealing (SA) algorithm to optimize the AWJ process parameters. The objective is to determine a suitable set of process parameters that can produce a desired depth of cut, considering the ranges of the process parameters. Computational results prove the effectiveness of the proposed model and optimization procedure.

Keywords: AWJ machining, Mathematical modeling, Simulated Annealing, Optimization

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Authors: Jihye Jeon

Abstract:

This paper analyzes the conceptual framework of three statistical methods, multiple regression, path analysis, and structural equation models. When establishing research model of the statistical modeling of complex social phenomenon, it is important to know the strengths and limitations of three statistical models. This study explored the character, strength, and limitation of each modeling and suggested some strategies for accurate explaining or predicting the causal relationships among variables. Especially, on the studying of depression or mental health, the common mistakes of research modeling were discussed.

Keywords: Multiple regression, path analysis, structural equation models, statistical modeling, social and psychological phenomenon.

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