Search results for: real-time optimization

Authors: Shashwat Gangwal

Abstract:

This paper analyses the effect of adding Bitcoin, to the portfolio (stocks, bonds, Baltic index, MXEF, gold, real estate and crude oil) of an international investor by using daily data available from 2^nd of July, 2010 to 2^{nd of} August, 2016. We conclude that adding Bitcoin to portfolio, over the course of the considered period, always yielded a higher Sharpe ratio. This means that Bitcoin’s returns offset its high volatility. This paper, recognizing the fact that Bitcoin is a relatively new asset class, gives the readers a basic idea about the working of the virtual currency, the increasing number developments in the financial industry revolving around it, its unique features and the detailed look into its continuously growing acceptance across different fronts (Banks, Merchants and Countries) globally. We also construct optimal portfolios to reflect the highly lucrative and largely unexplored opportunities associated with investment in Bitcoin.

Keywords: Portfolio management, Bitcoin, optimization, Sharpe ratio.

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Authors: Kittipong Tripetch

Abstract:

This paper proposes for the first time symbolic formula of the power spectrum of CMOS Cross Couple Oscillator and its modified circuit. Many principles existed to derived power spectrum in microwave textbook such as impedance, admittance parameters, ABCD, H parameters, etc. It can be compared by graph of power spectrum which methodology is the best from the point of view of practical measurement setup such as condition of impedance parameter which used superposition of current to derived (its current injection at the other port of the circuit is zero, which is impossible in reality). Four graphs of impedance parameters of cross couple oscillator are proposed. After that four graphs of scattering parameters of CMOS cross coupled oscillator will be shown.

Keywords: Optimization, power spectrum, impedance parameter, scattering parameter.

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Authors: Adel Bouchakhchoukha, Hakim Akeb

Abstract:

In this work, we propose a hybrid heuristic in order to solve the Team Orienteering Problem (TOP). Given a set of points (or customers), each with associated score (profit or benefit), and a team that has a fixed number of members, the problem to solve is to visit a subset of points in order to maximize the total collected score. Each member performs a tour starting at the start point, visiting distinct customers and the tour terminates at the arrival point. In addition, each point is visited at most once, and the total time in each tour cannot be greater than a given value. The proposed heuristic combines beam search and a local optimization strategy. The algorithm was tested on several sets of instances and encouraging results were obtained.

Keywords: Team Orienteering Problem, Vehicle Routing, Beam Search, Local Search.

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Authors: Galal Elkobrosy, Amr M. Abdelrazek, Bassuny M. Elsouhily, Mohamed E. Khidr

Abstract:

Crank shaft length, connecting rod length, crank angle, engine rpm, cylinder bore, mass of piston and compression ratio are the inputs that can control the performance of the slider crank mechanism and then its efficiency. Several combinations of these seven inputs are used and compared. The throughput engine torque predicted by the simulation is analyzed through two different regression models, with and without interaction terms, developed according to multi-linear regression using LU decomposition to solve system of algebraic equations. These models are validated. A regression model in seven inputs including their interaction terms lowered the polynomial degree from 3^rd degree to 1^st degree and suggested valid predictions and stable explanations.

Keywords: Design of experiments, regression analysis, SI Engine, statistical modeling.

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Authors: Engin Eyceyurt, Josko Zec

Abstract:

The current and future cellular mobile communication networks generate enormous amounts of data. Networks have become extremely complex with extensive space of parameters, features and counters. These networks are unmanageable with legacy methods and an enhanced design and optimization approach is necessary that is increasingly reliant on machine learning. This paper proposes that machine learning as a viable approach for uplink throughput prediction. LTE radio metric, such as Reference Signal Received Power (RSRP), Reference Signal Received Quality (RSRQ), and Signal to Noise Ratio (SNR) are used to train models to estimate expected uplink throughput. The prediction accuracy with high determination coefficient of 91.2% is obtained from measurements collected with a simple smartphone application.

Keywords: Drive test, LTE, machine learning, uplink throughput prediction.

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Authors: Fatma A. Karkory, Ali A. Abudalmola

Abstract:

The travelling salesman problem (TSP) is a combinatorial optimization problem in which the goal is to find the shortest path between different cities that the salesman takes. In other words, the problem deals with finding a route covering all cities so that total distance and execution time is minimized. This paper adopts the nearest neighbor and minimum spanning tree algorithm to solve the well-known travelling salesman problem. The algorithms were implemented using java programming language. The approach is tested on three graphs that making a TSP tour instance of 5-city, 10 –city, and 229–city. The computation results validate the performance of the proposed algorithm.

Keywords: Heuristics, minimum spanning tree algorithm, Nearest Neighbor, Travelling Salesman Problem (TSP).

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Authors: Nicolas Zufferey

Abstract:

Ant algorithms are well-known metaheuristics which have been widely used since two decades. In most of the literature, an ant is a constructive heuristic able to build a solution from scratch. However, other types of ant algorithms have recently emerged: the discussion is thus not limited by the common framework of the constructive ant algorithms. Generally, at each generation of an ant algorithm, each ant builds a solution step by step by adding an element to it. Each choice is based on the greedy force (also called the visibility, the short term profit or the heuristic information) and the trail system (central memory which collects historical information of the search process). Usually, all the ants of the population have the same characteristics and behaviors. In contrast in this paper, a new type of ant metaheuristic is proposed, namely SMART (for Solution Methods with Ants Running by Types). It relies on the use of different population of ants, where each population has its own personality.

Keywords: Optimization, Metaheuristics, Ant Algorithms, Evolutionary Procedures, Population-Based Methods.

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Authors: Hussam Elias, Ninovic Perez, Holger Hirsch

Abstract:

The completion of the EMC regulations worldwide is growing steadily as the usage of electronics in our daily lives is increasing more than ever. In this paper, we present a method to perform the final phase of Electromagnetic Compatibility (EMC) measurement and to reduce the required test time according to the norm EN 55032 by using a developed tool and the Conventional Neural Network (CNN). The neural network was trained using real EMC measurements which were performed in the Semi Anechoic Chamber (SAC) by CETECOM GmbH in Essen Germany. To implement our proposed method, we wrote software to perform the radiated electromagnetic interference (EMI) measurements and use the CNN to predict and determine the position of the turntable that meet the maximum radiation value.

Keywords: Conventional neural network, electromagnetic compatibility measurement, mean absolute error, position error.

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Authors: Shyam S.N. Perera

Abstract:

The optimal control problem for the viscoelastic melt spinning process has not been reported yet in the literature. In this study, an optimal control problem for a mathematical model of a viscoelastic melt spinning process is considered. Maxwell-Oldroyd model is used to describe the rheology of the polymeric material, the fiber is made of. The extrusion velocity of the polymer at the spinneret as well as the velocity and the temperature of the quench air and the fiber length serve as control variables. A constrained optimization problem is derived and the first–order optimality system is set up to obtain the adjoint equations. Numerical solutions are carried out using a steepest descent algorithm. A computer program in MATLAB is developed for simulations.

Keywords: Fiber spinning, Maxwell-Oldroyd, Optimal control, First-order optimality system, Adjoint system

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Authors: A. Suleng, T. Jelstad Olsen, J. Šindler, P. Bárta

Abstract:

A dead leg is a typical subsea production system component. CFD is required to model heat transfer within the dead leg. Unfortunately its solution is time demanding and thus not suitable for fast prediction or repeated simulations. Therefore there is a need to create a thermal FEA model, mimicking the heat flows and temperatures seen in CFD cool down simulations. This paper describes the conventional way of tuning and a new automated way using parametric model order reduction (PMOR) together with an optimization algorithm. The tuned FE analyses replicate the steady state CFD parameters within a maximum error in heat flow of 6 % and 3 % using manual and PMOR method respectively. During cool down, the relative error of the tuned FEA models with respect to temperature is below 5% comparing to the CFD. In addition, the PMOR method obtained the correct FEA setup five times faster than the manually tuned FEA.

Keywords: CFD, convective heat, FEA, model tuning, subseaproduction

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Authors: J. Umamaheswari, G. Radhamani

Abstract:

This paper describes about the process of recognition and classification of brain images such as normal and abnormal based on PSO-SVM. Image Classification is becoming more important for medical diagnosis process. In medical area especially for diagnosis the abnormality of the patient is classified, which plays a great role for the doctors to diagnosis the patient according to the severeness of the diseases. In case of DICOM images it is very tough for optimal recognition and early detection of diseases. Our work focuses on recognition and classification of DICOM image based on collective approach of digital image processing. For optimal recognition and classification Particle Swarm Optimization (PSO), Genetic Algorithm (GA) and Support Vector Machine (SVM) are used. The collective approach by using PSO-SVM gives high approximation capability and much faster convergence.

Keywords: Recognition, classification, Relaxed Median Filter, Adaptive thresholding, clustering and Neural Networks

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Authors: Jianqin Qu

Abstract:

This paper proposes a rigid point set matching algorithm in arbitrary dimensions based on the idea of symmetric covariant function. A group of functions of the points in the set are formulated using rigid invariants. Each of these functions computes a pair of correspondence from the given point set. Then the computed correspondences are used to recover the unknown rigid transform parameters. Each computed point can be geometrically interpreted as the weighted mean center of the point set. The algorithm is compact, fast, and dimension free without any optimization process. It either computes the desired transform for noiseless data in linear time, or fails quickly in exceptional cases. Experimental results for synthetic data and 2D/3D real data are provided, which demonstrate potential applications of the algorithm to a wide range of problems.

Keywords: Covariant point, point matching, dimension free, rigid registration.

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Authors: Ankit Jain, Archana Agrawal

Abstract:

With the ever-increasing need for wireless communication and the emergence of many systems, it is important to design broadband antennas to cover a wide frequency range. The aim of this paper is to design a broadband patch antenna, employing the three techniques of slotting, adding directly coupled parasitic elements, and fractal EBG structures. The bandwidth is improved from 9.32% to 23.77%. A wideband ranging from 4.15 GHz to 5.27 GHz is obtained. Also a comparative analysis of embedding EBG structures at different heights is also done. The composite effect of integrating these techniques in the design provides a simple and efficient method for obtaining low profile, broadband, high gain antenna. By the addition of parasitic elements the bandwidth was increased to only 18.04%. Later on by embedding EBG structures the bandwidth was increased up to 23.77%. The design is suitable for variety of wireless applications like WLAN and Radar Applications.

Keywords: Bandwidth, broadband, EBG structures, parasitic elements, Slotting.

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Authors: Jose D. Herrera, Mario A. Rios

Abstract:

This paper deals with the coordinated tuning of the Power System Stabilizer (PSS) controller and Power Oscillation Damping (POD) Controller of Flexible AC Transmission System (FACTS) in a multi-machine power systems. The coordinated tuning is based on the critical eigenvalues of the power system and a model reduction technique where the Hankel Singular Value method is applied. Through the linearized system model and the parameter-constrained nonlinear optimization algorithm, it can compute the parameters of both controllers. Moreover, the parameters are optimized simultaneously obtaining the gains of both controllers. Then, the nonlinear simulation to observe the time response of the controller is performed.

Keywords: Balanced realization, controllability Grammian, electromechanical oscillations, FACTS, Hankel singular values, observability Grammian, POD, PSS.

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Authors: D. Krishnaveni, M. Geetha Priya

Abstract:

Applications of reversible logic gates in the design of complex integrated circuits provide power optimization.  This technique finds a great use in low power CMOS design, optical computing, quantum computing and nanotechnology. This paper proposes a reversible signed division circuit that can divide an n-bit signed dividend with an n-bit signed divisor using non-restoration division logic. The proposed design adequately addresses the ‘delay’ there by improving the efficiency of the circuit. An attempt is made to design a reversible signed division circuit. This paper provides a threshold to build more complex arithmetic systems using reversible logic, thus increasing the performance of computing systems.

Keywords: Low power CMOS, quantum computing, reversible logic gates, shift register, signed division.

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Authors: S. S. Mishra, D. K. Yadav

Abstract:

This paper focuses on cost and profit analysis of single-server Markovian queuing system with two priority classes. In this paper, functions of total expected cost, revenue and profit of the system are constructed and subjected to optimization with respect to its service rates of lower and higher priority classes. A computing algorithm has been developed on the basis of fast converging numerical method to solve the system of non linear equations formed out of the mathematical analysis. A novel performance measure of cost and profit analysis in view of its economic interpretation for the system with priority classes is attempted to discuss in this paper. On the basis of computed tables observations are also drawn to enlighten the variational-effect of the model on the parameters involved therein.

Keywords: Cost and Profit, Computing, Expected Revenue, Priority classes

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Authors: Vivek Bharti, Inderpreet Kaur, Saurabh Verma, Renu Gangwar, Hari Kumar Singh

Abstract:

This work presents a dual-band Coplanar Waveguide (CPW) fed rectangular patch antenna designed for applications in Industrial, Scientific, and Medical (ISM) Band sensing. Fabricated on a cost-effective FR-4 substrate with specific dimensions, the antenna incorporates a rectangular slot and a copper patch, optimized through simulation to achieve desired characteristics, particularly focusing on the reflection coefficient. A unique feature is introduced through the integration of copper cells forming a Partially Reflecting Surface (PRS) to feed the antenna. Dual-band functionality is achieved, covering frequencies of 1.28 GHz-1.3 GHz and 4.9 GHz-5.2 GHz, catering to diverse communication needs within these frequency ranges. The addition of a superstrate enhances the antenna’s gain, resulting in 4.5 dBi at 1.28 GHz-1.3 GHz and 6.5 dBi at 4.9 GHz-5.2 GHz, with an efficiency of 58%.

Keywords: ISM, Coplanar waveguide fed, superstrate, circularly polarized.

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Authors: Xu LiYun, Briand Florent, Fan GuoLiang

Abstract:

The loop-layout design problem (LLDP) aims at optimizing the sequence of positioning of the machines around the cyclic production line. Traffic congestion is the usual criteria to minimize in this type of problem, i.e. the number of additional cycles spent by each part in the network until the completion of its required routing sequence of machines. This paper aims at applying several improvements mechanisms such as a positioned-based crossover operator for the Genetic Algorithm (GA) called a Two Points Crossover (TPC) and an offspring selection process. The performance of the improved GA is measured using well-known examples from literature and compared to other evolutionary algorithms. Good results show that GA can still be competitive for this type of problem against more recent evolutionary algorithms.

Keywords: Crossover, genetic algorithm, layout design problem, loop-layout, manufacturing optimization.

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Authors: Mhand Hifi, Hedi Mhalla

Abstract:

In this paper, we study the knapsack sharing problem, a variant of the well-known NP-Hard single knapsack problem. We investigate the use of a tree search for optimally solving the problem. The used method combines two complementary phases: a reduction interval search phase and a branch and bound procedure one. First, the reduction phase applies a polynomial reduction strategy; that is used for decomposing the problem into a series of knapsack problems. Second, the tree search procedure is applied in order to attain a set of optimal capacities characterizing the knapsack problems. Finally, the performance of the proposed optimal algorithm is evaluated on a set of instances of the literature and its runtime is compared to the best exact algorithm of the literature.

Keywords: Branch and bound, combinatorial optimization, knap¬sack, knapsack sharing, heuristics, interval reduction.

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Authors: Mitsuhiro Taniyama, Yuu Hidaka, Masato Arai, Satoshi Kai, Hiromi Igawa, Hiroshi Yajima, Ryoichi Sasaki

Abstract:

Along with the progress of our information society, various risks are becoming increasingly common, causing multiple social problems. For this reason, risk communications for establishing consensus among stakeholders who have different priorities have become important. However, it is not always easy for the decision makers to agree on measures to reduce risks based on opposing concepts, such as security, privacy and cost. Therefore, we previously developed and proposed the “Multiple Risk Communicator" (MRC) with the following functions: (1) modeling the support role of the risk specialist, (2) an optimization engine, and (3) displaying the computed results. In this paper, MRC program version 1.0 is applied to the personal information leakage problem. The application process and validation of the results are discussed.

Keywords: Decision Making, Personal Information Leakage Problem, Risk Communication, Risk Management

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Authors: Salem El-tohami Ashoor

Abstract:

Here, we have shown the reaction of [Cr(ArN(CH2)3NAr)2Cl2] (1) where (Ar = 2,6-Pri 2C6H3) and in presence of NaCp (2) (Cp= C5H5 = cyclopentadien), with a center coordination η5 interaction between Cp as co-ligand and chromium metal center, for optimization we used density functional theory (DFT), under methods, explicitly including electrons correlations, for the final calculations as MB3LYP (Becke) (Lee–Yang–Parr) level of theory we used to obtain more exact results. This complex was calculated as electronic energy for molecular system, because the calculation accounting all electrons correlations interactions. The optimised of [Cr(ArN(CH2)3NAr)2(η5-Cp)] (Ar = 2,6-Pri2C6H3 and Cp = C5H5) was found to be thermally stable. By using Dewar-Chatt-Duncanson model, as a basis of the molecular orbital (MO) analysis and showed the highest occupied molecular orbital (HOMO) and lowest occupied molecular orbital LUMO.

Keywords: Chromium (III) cyclopentadienyl complexes, DFT, MO, HOMO, LUMO.

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Authors: Pascal Mwenge, Jefrey Pilusa, Tumisang Seodigeng

Abstract:

The current study investigated the effect of catalyst ratio and methanol to oil ratio on biodiesel production by using central composite design. Biodiesel was produced by transesterification using sodium hydroxide as a homogeneous catalyst, a laboratory scale reactor consisting of flat bottom flask mounts with a reflux condenser and a heating plate was used to produce biodiesel. Key parameters, including, time, temperature and mixing rate were kept constant at 60 minutes, 60 ^oC and 600 RPM, respectively. From the results obtained, it was observed that the biodiesel yield depends on catalyst ratio and methanol to oil ratio. The highest yield of 50.65% was obtained at catalyst ratio of 0.5 wt.% and methanol to oil mole ratio 10.5. The analysis of variances of biodiesel yield showed the R Squared value of 0.8387. A quadratic mathematical model was developed to predict the biodiesel yield in the specified parameters ranges.

Keywords: ANOVA, biodiesel, catalyst, CCD, transesterification.

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Authors: A. E. Emam, Joseph Victor, M. Abd Elghany

Abstract:

This paper presents the effect of the orbit inclination on the pointing error of the satellite antenna and consequently on its footprint on earth for a typical Ku- band payload system. The performance assessment is examined using both analytical simulations and practical measurements, taking into account all the additional sources of the pointing errors, such as East-West station keeping, orbit eccentricity, and actual attitude control performance. An implementation and computation of the sinusoidal biases in satellite roll and pitch used to compensate the pointing error of the satellite antenna coverage is studied and evaluated before and after the pointing corrections performed. A method for evaluation of the performance of the implemented biases has been introduced through measuring satellite received level from a mono-pulse tracking 11.1m transmitting antenna before and after the implementation of the pointing corrections.

Keywords: Satellite, inclined orbit, pointing errors, coverage optimization.

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Authors: O. Castellanos Díaz, F. Schoeggl, H. W. Yarranton, M. A. Satyro, T. M. Lovestead, T. J. Bruno

Abstract:

The composition, vapour pressure, and heat capacity of nine biodiesel fuels from different sources were measured. The vapour pressure of the biodiesel fuels is modeled assuming an ideal liquid phase of the fatty acid methyl esters constituting the fuel. New methodologies to calculate the vapour pressure and ideal gas and liquid heat capacities of the biodiesel fuel constituents are proposed. Two alternative optimization scenarios are evaluated: 1) vapour pressure only; 2) vapour pressure constrained with liquid heat capacity. Without physical constraints, significant errors in liquid heat capacity predictions were found whereas the constrained correlation accurately fit both vapour pressure and liquid heat capacity.

Keywords: Biodiesel fuels, Fatty acid methyl ester, Heat capacity, Modeling, Vapour pressure

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Authors: S. Bangphan, P. Bangphan, T.Boonkang

Abstract:

Implementation of response surface methodology (RSM) was employed to study the effects of two factor (rubber clearance and round per minute) in brown rice peeling machine of The optimal BROKENS yield (19.02, average of three repeats),.The optimized composition derived from RSM regression was analyzed using Regression analysis and Analysis of Variance (ANOVA). At a significant level α = 0.05, the values of Regression coefficient, R 2 (adj)were 97.35 % and standard deviation were 1.09513. The independent variables are initial rubber clearance, and round per minute parameters namely. The investigating responses are final rubber clearance, and round per minute (RPM). The restriction of the optimization is the designated.

Keywords: Brown rice, Response surface methodology(RSM), Rubber clearance, Round per minute (RPM), Peeling machine.

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Authors: M. J. Lengare, R. H. Chile, L. M. Waghmare, Bhavesh Parmar

Abstract:

One of the most basic functions of control engineers is tuning of controllers. There are always several process loops in the plant necessitate of tuning. The auto tuned Proportional Integral Derivative (PID) Controllers are designed for applications where large load changes are expected or the need for extreme accuracy and fast response time exists. The algorithm presented in this paper is used for the tuning PID controller to obtain its parameters with a minimum computing complexity. It requires continuous analysis of variation in few parameters, and let the program to do the plant test and calculate the controller parameters to adjust and optimize the variables for the best performance. The algorithm developed needs less time as compared to a normal step response test for continuous tuning of the PID through gain scheduling.

Keywords: Auto tuning; gain scheduling; MIMO Processes; Optimization; PID controller; Process Control.

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Authors: C. V. Pietreanu, S. E. Zaharia, C. Dinu

Abstract:

Hazard assessment and risks quantification are key components for estimating the impact of existing regulations. But since regulatory compliance cannot cover all risks in aviation, the authors point out that by studying causal factors and eliminating uncertainty, an accurate analysis can be outlined. The research debuts by making delimitations on notions, as confusion on the terms over time has reflected in less rigorous analysis. Throughout this paper, it will be emphasized the fact that the variation in human performance and organizational factors represent the biggest threat from an operational perspective. Therefore, advanced risk assessment methods analyzed by the authors aim to understand vulnerabilities of the system given by a nonlinear behavior. Ultimately, the mathematical modeling of existing hazards and risks by eliminating uncertainty implies establishing an optimal solution (i.e. risk minimization).

Keywords: Control, human factor, optimization, risk management, uncertainty.

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Authors: Woo-Young Jung, Minho Kwon

Abstract:

Seismic design criteria based on performance of structures have recently been adopted by practicing engineers in response to destructive earthquakes. A simple but efficient structural-analysis tool capable of predicting both the strength and ductility is needed to analyze reinforced concrete (RC) structures under such event. A three-dimensional lattice model is developed in this study to analyze torsions in high-strength RC members. Optimization techniques for determining optimal variables in each lattice model are introduced. Pure torsion tests of RC members are performed to validate the proposed model. Correlation studies between the numerical and experimental results confirm that the proposed model is well capable of representing salient features of the experimental results.

Keywords: Torsion, non-linear analysis, three-dimensional lattice, high-strength concrete.

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Authors: V.O. Ojijo, M.S. Onyango, Aoyi Ochieng, F.A.O. Otieno

Abstract:

Batch adsorption of recalcitrant melanoidin using the abundantly available coal fly ash was carried out. It had low specific surface area (SBET) of 1.7287 m2/g and pore volume of 0.002245 cm3/g while qualitative evaluation of the predominant phases in it was done by XRD analysis. Colour removal efficiency was found to be dependent on various factors studied. Maximum colour removal was achieved around pH 6, whereas increasing sorbent mass from 10g/L to 200 g/L enhanced colour reduction from 25% to 86% at 298 K. Spontaneity of the process was suggested by negative Gibbs free energy while positive values for enthalpy change showed endothermic nature of the process. Non-linear optimization of error functions resulted in Freundlich and Redlich-Peterson isotherms describing sorption equilibrium data best. The coal fly ash had maximum sorption capacity of 53 mg/g and could thus be used as a low cost adsorbent in melanoidin removal.

Keywords: Adsorption, Isotherms, Melanoidin, South African coal fly ash.

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Authors: M. Khalid Imran, Syed Masood, Milan Brandt, Sudip Bhattacharya, Jyotirmoy Mazumder

Abstract:

In the present investigation, H13 tool steel has been deposited on copper alloy substrate using both CO2 and diode laser. A detailed parametric analysis has been carried out in order to find out optimum processing zone for coating defect free H13 tool steel on copper alloy substrate. Followed by parametric optimization, the microstructure and microhardness of the deposited clads have been evaluated. SEM micrographs revealed dendritic microstructure in both clads. However, the microhardness of CO2 laser deposited clad was much higher compared to diode laser deposited clad.

Keywords: CO2 laser, Diode laser, Direct Metal Deposition, Microstructure, Microhardness, Porosity.

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