Search results for: Genetic optimization
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2326

Search results for: Genetic optimization

1126 Value Index, a Novel Decision Making Approach for Waste Load Allocation

Authors: E. Feizi Ashtiani, S. Jamshidi, M.H Niksokhan, A. Feizi Ashtiani

Abstract:

Waste load allocation (WLA) policies may use multiobjective optimization methods to find the most appropriate and sustainable solutions. These usually intend to simultaneously minimize two criteria, total abatement costs (TC) and environmental violations (EV). If other criteria, such as inequity, need for minimization as well, it requires introducing more binary optimizations through different scenarios. In order to reduce the calculation steps, this study presents value index as an innovative decision making approach. Since the value index contains both the environmental violation and treatment costs, it can be maximized simultaneously with the equity index. It implies that the definition of different scenarios for environmental violations is no longer required. Furthermore, the solution is not necessarily the point with minimized total costs or environmental violations. This idea is testified for Haraz River, in north of Iran. Here, the dissolved oxygen (DO) level of river is simulated by Streeter-Phelps equation in MATLAB software. The WLA is determined for fish farms using multi-objective particle swarm optimization (MOPSO) in two scenarios. At first, the trade-off curves of TC-EV and TC-Inequity are plotted separately as the conventional approach. In the second, the Value-Equity curve is derived. The comparative results show that the solutions are in a similar range of inequity with lower total costs. This is due to the freedom of environmental violation attained in value index. As a result, the conventional approach can well be replaced by the value index particularly for problems optimizing these objectives. This reduces the process to achieve the best solutions and may find better classification for scenario definition. It is also concluded that decision makers are better to focus on value index and weighting its contents to find the most sustainable alternatives based on their requirements.

Keywords: Waste load allocation (WLA), Value index, Multi objective particle swarm optimization (MOPSO), Haraz River, Equity.

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1125 Developments for ''Virtual'' Monitoring and Process Simulation of the Cryogenic Pilot Plant

Authors: Carmen Maria Moraru, Iuliana Stefan, Ovidiu Balteanu, Ciprian Bucur, Liviu Stefan, Anisia Bornea, Ioan Stefanescu

Abstract:

The implementation of the new software and hardware-s technologies for tritium processing nuclear plants, and especially those with an experimental character or of new technology developments shows a coefficient of complexity due to issues raised by the implementation of the performing instrumentation and equipment into a unitary monitoring system of the nuclear technological process of tritium removal. Keeping the system-s flexibility is a demand of the nuclear experimental plants for which the change of configuration, process and parameters is something usual. The big amount of data that needs to be processed stored and accessed for real time simulation and optimization demands the achievement of the virtual technologic platform where the data acquiring, control and analysis systems of the technological process can be integrated with a developed technological monitoring system. Thus, integrated computing and monitoring systems needed for the supervising of the technological process will be executed, to be continued with the execution of optimization system, by choosing new and performed methods corresponding to the technological processes within the tritium removal processing nuclear plants. The developing software applications is executed with the support of the program packages dedicated to industrial processes and they will include acquisition and monitoring sub-modules, named “virtually" as well as the storage sub-module of the process data later required for the software of optimization and simulation of the technological process for tritium removal. The system plays and important role in the environment protection and durable development through new technologies, that is – the reduction of and fight against industrial accidents in the case of tritium processing nuclear plants. Research for monitoring optimisation of nuclear processes is also a major driving force for economic and social development.

Keywords: Monitoring system, process simulation.

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1124 Reduction of Linear Time-Invariant Systems Using Routh-Approximation and PSO

Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

Abstract:

Order reduction of linear-time invariant systems employing two methods; one using the advantages of Routh approximation and other by an evolutionary technique is presented in this paper. In Routh approximation method the denominator of the reduced order model is obtained using Routh approximation while the numerator of the reduced order model is determined using the indirect approach of retaining the time moments and/or Markov parameters of original system. By this method the reduced order model guarantees stability if the original high order model is stable. In the second method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical examples.

Keywords: Model Order Reduction, Markov Parameters, Routh Approximation, Particle Swarm Optimization, Integral Squared Error, Steady State Stability.

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1123 Specialized Reduced Models of Dynamic Flows in 2-Stroke Engines

Authors: S. Cagin, X. Fischer, E. Delacourt, N. Bourabaa, C. Morin, D. Coutellier, B. Carré, S. Loumé

Abstract:

The complexity of scavenging by ports and its impact on engine efficiency create the need to understand and to model it as realistically as possible. However, there are few empirical scavenging models and these are highly specialized. In a design optimization process, they appear very restricted and their field of use is limited. This paper presents a comparison of two methods to establish and reduce a model of the scavenging process in 2-stroke diesel engines. To solve the lack of scavenging models, a CFD model has been developed and is used as the referent case. However, its large size requires a reduction. Two techniques have been tested depending on their fields of application: The NTF method and neural networks. They both appear highly appropriate drastically reducing the model’s size (over 90% reduction) with a low relative error rate (under 10%). Furthermore, each method produces a reduced model which can be used in distinct specialized fields of application: the distribution of a quantity (mass fraction for example) in the cylinder at each time step (pseudo-dynamic model) or the qualification of scavenging at the end of the process (pseudo-static model).

Keywords: Diesel engine, Design optimization, Model reduction, Neural network, NTF algorithm, Scavenging.

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1122 Forecasting Foreign Direct Investment with Modified Diffusion Model

Authors: Bi-Huei Tsai

Abstract:

Prior research has not effectively investigated how the profitability of Chinese branches affect FDIs in China [1, 2], so this study for the first time incorporates realistic earnings information to systematically investigate effects of innovation, imitation, and profit factors of FDI diffusions from Taiwan to China. Our nonlinear least square (NLS) model, which incorporates earnings factors, forms a nonlinear ordinary differential equation (ODE) in numerical simulation programs. The model parameters are obtained through a genetic algorithms (GA) technique and then optimized with the collected data for the best accuracy. Particularly, Taiwanese regulatory FDI restrictions are also considered in our modified model to meet the realistic conditions. To validate the model-s effectiveness, this investigation compares the prediction accuracy of modified model with the conventional diffusion model, which does not take account of the profitability factors. The results clearly demonstrate the internal influence to be positive, as early FDI adopters- consistent praises of FDI attract potential firms to make the same move. The former erects a behavior model for the latter to imitate their foreign investment decision. Particularly, the results of modified diffusion models show that the earnings from Chinese branches are positively related to the internal influence. In general, the imitating tendency of potential consumers is substantially hindered by the losses in the Chinese branches, and these firms would invest less into China. The FDI inflow extension depends on earnings of Chinese branches, and companies will adjust their FDI strategies based on the returns. Since this research has proved that earning is an influential factor on FDI dynamics, our revised model explicitly performs superior in prediction ability than conventional diffusion model.

Keywords: diffusion model, genetic algorithms, nonlinear leastsquares (NLS) model, prediction error.

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1121 A Bi-Objective Stochastic Mathematical Model for Agricultural Supply Chain Network

Authors: Mohammad Mahdi Paydar, Armin Cheraghalipour, Mostafa Hajiaghaei-Keshteli

Abstract:

Nowadays, in advanced countries, agriculture as one of the most significant sectors of the economy, plays an important role in its political and economic independence. Due to farmers' lack of information about products' demand and lack of proper planning for harvest time, annually the considerable amount of products is corrupted. Besides, in this paper, we attempt to improve these unfavorable conditions via designing an effective supply chain network that tries to minimize total costs of agricultural products along with minimizing shortage in demand points. To validate the proposed model, a stochastic optimization approach by using a branch and bound solver of the LINGO software is utilized. Furthermore, to accumulate the data of parameters, a case study in Mazandaran province placed in the north of Iran has been applied. Finally, using ɛ-constraint approach, a Pareto front is obtained and one of its Pareto solutions as best solution is selected. Then, related results of this solution are explained. Finally, conclusions and suggestions for the future research are presented.

Keywords: Perishable products, stochastic optimization, agricultural supply chain, ɛ-constraint.

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1120 Optimal Allocation of DG Units for Power Loss Reduction and Voltage Profile Improvement of Distribution Networks using PSO Algorithm

Authors: K. Varesi

Abstract:

This paper proposes a Particle Swarm Optimization (PSO) based technique for the optimal allocation of Distributed Generation (DG) units in the power systems. In this paper our aim is to decide optimal number, type, size and location of DG units for voltage profile improvement and power loss reduction in distribution network. Two types of DGs are considered and the distribution load flow is used to calculate exact loss. Load flow algorithm is combined appropriately with PSO till access to acceptable results of this operation. The suggested method is programmed under MATLAB software. Test results indicate that PSO method can obtain better results than the simple heuristic search method on the 30-bus and 33- bus radial distribution systems. It can obtain maximum loss reduction for each of two types of optimally placed multi-DGs. Moreover, voltage profile improvement is achieved.

Keywords: Distributed Generation (DG), Optimal Allocation, Particle Swarm Optimization (PSO), Power Loss Minimization, Voltage Profile Improvement.

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1119 Optimization of Fiber Rich Gluten-Free Cookie Formulation by Response Surface Methodology

Authors: Bahadur Singh Hathan, B. L. Prassana

Abstract:

Most of the commercial gluten free products are nutritionally inferior when compared to gluten containing counterparts as manufacturers most often use the refined flours and starches. So it is possible that people on gluten free diet have low intake of fibre content. The foxtail millet flour and copra meal are gluten free and have high fibre and protein contents. The formulation of fibre rich gluten free cookies was optimized by response surface methodology considering independent process variables as proportion of Foxtail millet (Setaria italica) flour in mixed flour, fat content and guar gum. The sugar, sodium chloride, sodium bicarbonates and water were added in fixed proportion as 60, 1.0, 0.4 and 20% of mixed flour weight, respectively. Optimum formulation obtained for maximum spread ratio, fibre content, surface L-value, overall acceptability and minimum breaking strength were 80% foxtail millet flour in mixed flour, 42.8 % fat content and 0.05% guar gum.

Keywords: Copra meal flour, Fiber rich gluten-free cookies, Foxtail millet flour, Optimization

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1118 Simulation and Optimization of Mechanisms made of Micro-molded Components

Authors: Albert Albers, Pablo Enrique Leslabay

Abstract:

The Institute of Product Development is dealing with the development, design and dimensioning of micro components and systems as a member of the Collaborative Research Centre 499 “Design, Production and Quality Assurance of Molded micro components made of Metallic and Ceramic Materials". Because of technological restrictions in the miniaturization of conventional manufacturing techniques, shape and material deviations cannot be scaled down in the same proportion as the micro parts, rendering components with relatively wide tolerance fields. Systems that include such components should be designed with this particularity in mind, often requiring large clearance. On the end, the output of such systems results variable and prone to dynamical instability. To save production time and resources, every study of these effects should happen early in the product development process and base on computer simulation to avoid costly prototypes. A suitable method is proposed here and exemplary applied to a micro technology demonstrator developed by the CRC499. It consists of a one stage planetary gear train in a sun-planet-ring configuration, with input through the sun gear and output through the carrier. The simulation procedure relies on ordinary Multi Body Simulation methods and subsequently adds other techniques to further investigate details of the system-s behavior and to predict its response. The selection of the relevant parameters and output functions followed the engineering standards for regular sized gear trains. The first step is to quantify the variability and to reveal the most critical points of the system, performed through a whole-mechanism Sensitivity Analysis. Due to the lack of previous knowledge about the system-s behavior, different DOE methods involving small and large amount of experiments were selected to perform the SA. In this particular case the parameter space can be divided into two well defined groups, one of them containing the gear-s profile information and the other the components- spatial location. This has been exploited to explore the different DOE techniques more promptly. A reduced set of parameters is derived for further investigation and to feed the final optimization process, whether as optimization parameters or as external perturbation collective. The 10 most relevant perturbation factors and 4 to 6 prospective variable parameters are considered in a new, simplified model. All of the parameters are affected by the mentioned production variability. The objective functions of interest are based on scalar output-s variability measures, so the problem becomes an optimization under robustness and reliability constrains. The study shows an initial step on the development path of a method to design and optimize complex micro mechanisms composed of wide tolerated elements accounting for the robustness and reliability of the systems- output.

Keywords: Micro molded components, Optimization, Robustness und Reliability, Simulation

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1117 Comparison of GSA, SA and PSO Based Intelligent Controllers for Path Planning of Mobile Robot in Unknown Environment

Authors: P. K. Panigrahi, Saradindu Ghosh, Dayal R. Parhi

Abstract:

Now-a-days autonomous mobile robots have found applications in diverse fields. An autonomous robot system must be able to behave in an intelligent manner to deal with complex and changing environment. This work proposes the performance of path planning and navigation of autonomous mobile robot using Gravitational Search Algorithm (GSA), Simulated Annealing (SA) and Particle Swarm optimization (PSO) based intelligent controllers in an unstructured environment. The approach not only finds a valid collision free path but also optimal one. The main aim of the work is to minimize the length of the path and duration of travel from a starting point to a target while moving in an unknown environment with obstacles without collision. Finally, a comparison is made between the three controllers, it is found that the path length and time duration made by the robot using GSA is better than SA and PSO based controllers for the same work.

Keywords: Autonomous Mobile Robot, Gravitational Search Algorithm, Particle Swarm Optimization, Simulated Annealing Algorithm.

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1116 Lattice Boltzmann Simulation of Binary Mixture Diffusion Using Modern Graphics Processors

Authors: Mohammad Amin Safi, Mahmud Ashrafizaadeh, Amir Ali Ashrafizaadeh

Abstract:

A highly optimized implementation of binary mixture diffusion with no initial bulk velocity on graphics processors is presented. The lattice Boltzmann model is employed for simulating the binary diffusion of oxygen and nitrogen into each other with different initial concentration distributions. Simulations have been performed using the latest proposed lattice Boltzmann model that satisfies both the indifferentiability principle and the H-theorem for multi-component gas mixtures. Contemporary numerical optimization techniques such as memory alignment and increasing the multiprocessor occupancy are exploited along with some novel optimization strategies to enhance the computational performance on graphics processors using the C for CUDA programming language. Speedup of more than two orders of magnitude over single-core processors is achieved on a variety of Graphical Processing Unit (GPU) devices ranging from conventional graphics cards to advanced, high-end GPUs, while the numerical results are in excellent agreement with the available analytical and numerical data in the literature.

Keywords: Lattice Boltzmann model, Graphical processing unit, Binary mixture diffusion, 2D flow simulations, Optimized algorithm.

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1115 Fluid Differential Agitators

Authors: Saeed Asiri

Abstract:

This research is to design and implement a new kind of agitators called differential agitator. The Differential Agitator is an electro- mechanic set consists of two shafts. The first shaft is the bearing axis while the second shaft is the axis of the quartet upper bearing impellers group and the triple lower group which are called as agitating group. The agitating group is located inside a cylindrical container equipped especially to contain square directors for the liquid entrance and square directors called fixing group for the liquid exit. The fixing group is installed containing the agitating group inside any tank whether from upper or lower position. The agitating process occurs through the agitating group bearing causing a lower pressure over the upper group leading to withdrawing the liquid from the square directors of the liquid entering and consequently the liquid moves to the denser place under the quartet upper group. Then, the liquid moves to the so high pressure area under the agitating group causing the liquid to exit from the square directors in the bottom of the container. For improving efficiency, parametric study and shape optimization has been carried out. A numerical analysis, manufacturing and laboratory experiments were conducted to design and implement the differential agitator. Knowing the material prosperities and the loading conditions, the FEM using ANSYS11 was used to get the optimum design of the geometrical parameters of the differential agitator elements while the experimental test was performed to validate the advantages of the differential agitators to give a high agitation performance of lime in the water as an example. In addition, the experimental work has been done to express the internal container shape in the agitation efficiency. The study ended up with conclusions to maximize agitator performance and optimize the geometrical parameters to be used for manufacturing the differential agitator

Keywords: Differential Agitators, Parametric Optimization, Shape Optimization, Agitation, FEM, ANSYS11.

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1114 Optimization of Surface Roughness and Vibration in Turning of Aluminum Alloy AA2024 Using Taguchi Technique

Authors: Vladimir Aleksandrovich Rogov, Ghorbani Siamak

Abstract:

Determination of optimal conditions of machining parameters is important to reduce the production cost and achieve the desired surface quality. This paper investigates the influence of cutting parameters on surface roughness and natural frequency in turning of aluminum alloy AA2024. The experiments were performed at the lathe machine using two different cutting tools made of AISI 5140 and carbide cutting insert coated with TiC. Turning experiments were planned by Taguchi method L9 orthogonal array.Three levels for spindle speed, feed rate, depth of cut and tool overhang were chosen as cutting variables. The obtained experimental data has been analyzed using signal to noise ratio and analysis of variance. The main effects have been discussed and percentage contributions of various parameters affecting surface roughness and natural frequency, and optimal cutting conditions have been determined. Finally, optimization of the cutting parameters using Taguchi method was verified by confirmation experiments.

Keywords: Turning, Cutting conditions, Surface roughness, Natural frequency, Taguchi method, ANOVA, S/N ratio.

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1113 Minimization Entropic Applied to Rotary Dryers to Reduce the Energy Consumption

Authors: I. O. Nascimento, J. T. Manzi

Abstract:

The drying process is an important operation in the chemical industry and it is widely used in the food, grain industry and fertilizer industry. However, for demanding a considerable consumption of energy, such a process requires a deep energetic analysis in order to reduce operating costs. This paper deals with thermodynamic optimization applied to rotary dryers based on the entropy production minimization, aiming at to reduce the energy consumption. To do this, the mass, energy and entropy balance was used for developing a relationship that represents the rate of entropy production. The use of the Second Law of Thermodynamics is essential because it takes into account constraints of nature. Since the entropy production rate is minimized, optimals conditions of operations can be established and the process can obtain a substantial gain in energy saving. The minimization strategy had been led using classical methods such as Lagrange multipliers and implemented in the MATLAB platform. As expected, the preliminary results reveal a significant energy saving by the application of the optimal parameters found by the procedure of the entropy minimization It is important to say that this method has shown easy implementation and low cost.

Keywords: Drying, entropy minimization, modeling dryers, thermodynamic optimization.

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1112 Multiple Job Shop-Scheduling using Hybrid Heuristic Algorithm

Authors: R.A.Mahdavinejad

Abstract:

In this paper, multi-processors job shop scheduling problems are solved by a heuristic algorithm based on the hybrid of priority dispatching rules according to an ant colony optimization algorithm. The objective function is to minimize the makespan, i.e. total completion time, in which a simultanous presence of various kinds of ferons is allowed. By using the suitable hybrid of priority dispatching rules, the process of finding the best solution will be improved. Ant colony optimization algorithm, not only promote the ability of this proposed algorithm, but also decreases the total working time because of decreasing in setup times and modifying the working production line. Thus, the similar work has the same production lines. Other advantage of this algorithm is that the similar machines (not the same) can be considered. So, these machines are able to process a job with different processing and setup times. According to this capability and from this algorithm evaluation point of view, a number of test problems are solved and the associated results are analyzed. The results show a significant decrease in throughput time. It also shows that, this algorithm is able to recognize the bottleneck machine and to schedule jobs in an efficient way.

Keywords: Job shops scheduling, Priority dispatching rules, Makespan, Hybrid heuristic algorithm.

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1111 Experimental Implementation of Model Predictive Control for Permanent Magnet Synchronous Motor

Authors: Abdelsalam A. Ahmed

Abstract:

Fast speed drives for Permanent Magnet Synchronous Motor (PMSM) is a crucial performance for the electric traction systems. In this paper, PMSM is derived with a Model-based Predictive Control (MPC) technique. Fast speed tracking is achieved through optimization of the DC source utilization using MPC. The technique is based on predicting the optimum voltage vector applied to the driver. Control technique is investigated by comparing to the cascaded PI control based on Space Vector Pulse Width Modulation (SVPWM). MPC and SVPWM-based FOC are implemented with the TMS320F2812 DSP and its power driver circuits. The designed MPC for a PMSM drive is experimentally validated on a laboratory test bench. The performances are compared with those obtained by a conventional PI-based system in order to highlight the improvements, especially regarding speed tracking response.

Keywords: Permanent magnet synchronous motor, mode predictive control, optimization of DC source utilization, cascaded PI control, space vector pulse width modulation, TMS320F2812 DSP.

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1110 Order Optimization of a Telecommunication Distribution Center through Service Lead Time

Authors: Tamás Hartványi, Ferenc Tóth

Abstract:

European telecommunication distribution center performance is measured by service lead time and quality. Operation model is CTO (customized to order) namely, a high mix customization of telecommunication network equipment and parts. CTO operation contains material receiving, warehousing, network and server assembly to order and configure based on customer specifications. Variety of the product and orders does not support mass production structure. One of the success factors to satisfy customer is to have a proper aggregated planning method for the operation in order to have optimized human resources and highly efficient asset utilization. Research will investigate several methods and find proper way to have an order book simulation where practical optimization problem may contain thousands of variables and the simulation running times of developed algorithms were taken into account with high importance. There are two operation research models that were developed, customer demand is given in orders, no change over time, customer demands are given for product types, and changeover time is constant.

Keywords: CTO, aggregated planning, demand simulation, changeover time.

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1109 Optimization of HALO Structure Effects in 45nm p-type MOSFETs Device Using Taguchi Method

Authors: F. Salehuddin, I. Ahmad, F. A. Hamid, A. Zaharim, H. A. Elgomati, B. Y. Majlis, P. R. Apte

Abstract:

In this study, the Taguchi method was used to optimize the effect of HALO structure or halo implant variations on threshold voltage (VTH) and leakage current (ILeak) in 45nm p-type Metal Oxide Semiconductor Field Effect Transistors (MOSFETs) device. Besides halo implant dose, the other process parameters which used were Source/Drain (S/D) implant dose, oxide growth temperature and silicide anneal temperature. This work was done using TCAD simulator, consisting of a process simulator, ATHENA and device simulator, ATLAS. These two simulators were combined with Taguchi method to aid in design and optimize the process parameters. In this research, the most effective process parameters with respect to VTH and ILeak are halo implant dose (40%) and S/D implant dose (52%) respectively. Whereas the second ranking factor affecting VTH and ILeak are oxide growth temperature (32%) and halo implant dose (34%) respectively. The results show that after optimizations approaches is -0.157V at ILeak=0.195mA/μm.

Keywords: Optimization, p-type MOSFETs device, HALO Structure, Taguchi Method.

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1108 An Analysis of the Optimization Condition of Plasma Generator for Air Conditioner System

Authors: Arunrungrusmi S, Chaokamnerd W , Tanitteerapan T , Mungkung N., Yuji T.

Abstract:

This research aimed to develop plasma system used in air conditioners. This developed plasma system could be installed in the air conditioners - all split type. The quality of air could be improved to be equal to present plasma system. Development processes were as follows: 1) to study the plasma system used in the air conditioners, 2) to design a plasma generator, 3) to develop the plasma generator, and 4) to test its performance in many types of the air conditioners. This plasma system was developed by AC high voltage – 14 kv with a frequency of 50 kHz. Carbon was a conductor to generate arc in air purifier system. The research was tested by installing the plasma generator in the air conditioners - wall type. Whereas, there were 3 types of installations: air flow out, air flow in, and room center. The result of the plasma generator installed in the air conditioners, split type, revealed that the air flow out installation provided the highest average of o-zone at 223 mg/h. This type of installation provided the highest efficiency of air quality improvement. Moreover, the air flow in installation and the room center installation provided the average of the o-zone at 163 mg/h and 64 mg/h, respectively.

Keywords: Air Conditioner, Plasma generator, High voltage, Optimization, Installation position.

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1107 Cash Flow Optimization on Synthetic CDOs

Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet

Abstract:

Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.

Keywords: Synthetic Collateralized Debt Obligation (CDO), Credit Default Swap (CDS), Cash Flow Optimization, Probability of Default, Default Correlation, Strategies, Simulation, Simplex.

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1106 Simplified Models to Determine Nodal Voltagesin Problems of Optimal Allocation of Capacitor Banks in Power Distribution Networks

Authors: A. Pereira, S. Haffner, L. V. Gasperin

Abstract:

This paper presents two simplified models to determine nodal voltages in power distribution networks. These models allow estimating the impact of the installation of reactive power compensations equipments like fixed or switched capacitor banks. The procedure used to develop the models is similar to the procedure used to develop linear power flow models of transmission lines, which have been widely used in optimization problems of operation planning and system expansion. The steady state non-linear load flow equations are approximated by linear equations relating the voltage amplitude and currents. The approximations of the linear equations are based on the high relationship between line resistance and line reactance (ratio R/X), which is valid for power distribution networks. The performance and accuracy of the models are evaluated through comparisons with the exact results obtained from the solution of the load flow using two test networks: a hypothetical network with 23 nodes and a real network with 217 nodes.

Keywords: Distribution network models, distribution systems, optimization, power system planning.

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1105 Optimal Maintenance Clustering for Rail Track Components Subject to Possession Capacity Constraints

Authors: Cuong D. Dao, Rob J.I. Basten, Andreas Hartmann

Abstract:

This paper studies the optimal maintenance planning of preventive maintenance and renewal activities for components in a single railway track when the available time for maintenance is limited. The rail-track system consists of several types of components, such as rail, ballast, and switches with different preventive maintenance and renewal intervals. To perform maintenance or renewal on the track, a train free period for maintenance, called a possession, is required. Since a major possession directly affects the regular train schedule, maintenance and renewal activities are clustered as much as possible. In a highly dense and utilized railway network, the possession time on the track is critical since the demand for train operations is very high and a long possession has a severe impact on the regular train schedule. We present an optimization model and investigate the maintenance schedules with and without the possession capacity constraint. In addition, we also integrate the social-economic cost related to the effects of the maintenance time to the variable possession cost into the optimization model. A numerical example is provided to illustrate the model.

Keywords: Rail-track components, maintenance, optimal clustering, possession capacity.

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1104 Model Reduction of Linear Systems by Conventional and Evolutionary Techniques

Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

Abstract:

Reduction of Single Input Single Output (SISO) continuous systems into Reduced Order Model (ROM), using a conventional and an evolutionary technique is presented in this paper. In the conventional technique, the mixed advantages of Mihailov stability criterion and continued fraction expansions (CFE) technique is employed where the reduced denominator polynomial is derived using Mihailov stability criterion and the numerator is obtained by matching the quotients of the Cauer second form of Continued fraction expansions. In the evolutionary technique method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical example.

Keywords: Reduced Order Modeling, Stability, Continued Fraction Expansions, Mihailov Stability Criterion, Particle Swarm Optimization, Integral Squared Error.

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1103 Optimum Time Coordination of Overcurrent Relays using Two Phase Simplex Method

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

Abstract:

Overcurrent (OC) relays are the major protection devices in a distribution system. The operating time of the OC relays are to be coordinated properly to avoid the mal-operation of the backup relays. The OC relay time coordination in ring fed distribution networks is a highly constrained optimization problem which can be stated as a linear programming problem (LPP). The purpose is to find an optimum relay setting to minimize the time of operation of relays and at the same time, to keep the relays properly coordinated to avoid the mal-operation of relays. This paper presents two phase simplex method for optimum time coordination of OC relays. The method is based on the simplex algorithm which is used to find optimum solution of LPP. The method introduces artificial variables to get an initial basic feasible solution (IBFS). Artificial variables are removed using iterative process of first phase which minimizes the auxiliary objective function. The second phase minimizes the original objective function and gives the optimum time coordination of OC relays.

Keywords: Constrained optimization, LPP, Overcurrent relaycoordination, Two-phase simplex method.

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1102 Dynamic Correlations and Portfolio Optimization between Islamic and Conventional Equity Indexes: A Vine Copula-Based Approach

Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

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1101 Optimization of Process Parameters using Response Surface Methodology for the Removal of Zinc(II) by Solvent Extraction

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

Abstract:

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

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

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1100 Real Power Generation Scheduling to Improve Steady State Stability Limit in the Java-Bali 500kV Interconnection Power System

Authors: Indar Chaerah Gunadin, Adi Soeprijanto, Ontoseno Penangsang

Abstract:

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

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

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1099 Scheduling Maintenance Actions for Gas Turbines Aircraft Engines

Authors: Anis Gharbi

Abstract:

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

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

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1098 Cost Analysis of Hybrid Wind Energy Generating System Considering CO2 Emissions

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

Abstract:

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

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

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1097 Optimization of Control Parameters for MRR in Injection Flushing Type of EDM on Stainless Steel 304 Workpiece

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

Abstract:

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

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

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