Search results for: parallel algorithms

Authors: Essam Al-Daoud

Abstract:

Several combinations of the preprocessing algorithms, feature selection techniques and classifiers can be applied to the data classification tasks. This study introduces a new accurate classifier, the proposed classifier consist from four components: Signal-to- Noise as a feature selection technique, support vector machine, Bayesian neural network and AdaBoost as an ensemble algorithm. To verify the effectiveness of the proposed classifier, seven well known classifiers are applied to four datasets. The experiments show that using the suggested classifier enhances the classification rates for all datasets.

Keywords: AdaBoost, Bayesian neural network, Signal-to-Noise, support vector machine, MCMC.

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Authors: Mohammad Beyki, Justus Pawlak, Robert Patzke, Franz Renz

Abstract:

In the context of planetary exploration, the MIMOS II (miniaturized M¨ossbauer spectrometer) serves as a proven and reliable measuring instrument. The transmission behaviour of the electronics in the M¨ossbauer spectroscopy is further developed and optimized. For this purpose, the overall electronics is split into three parts. This elaboration deals exclusively with the first part of the signal chain for the evaluation of photons in experiments with gamma radiation. Parallel to the analysis of the electronics, an additional method for analysing the stability of linear and non-linear systems is presented: The extended method of Lyapunov’s stability criteria. The design helps to weigh advantages and disadvantages against other simulated circuits in order to optimize the MIMOS II for the terestric and extraterestric measurment. Finally, after stability analysis, the controller design according to Ackermann is performed, achieving the best possible optimization of the output variable through a skillful pole assignment.

Keywords: Controller design for MIMOS II, stability analysis, M¨ossbauer spectroscopy, electronic signal amplifier, light processing technology, photocurrent, transimpedance amplifier, extended Lyapunov method.

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Authors: C. Felho, J. Kundrak

Abstract:

The quality of machined surfaces is an important characteristic of cutting processes and surface roughness has strong effects on the performance of sliding, moving components. The ability to forecast these values for a given process has been of great interests among researchers for a long time. Different modeling procedures and algorithms have been worked-out, and each has its own advantages and drawbacks. A new method will be introduced in this paper which will make it possible to calculate both the profile (2D) and surface (3D) parameters of theoretical roughness in the face milling of plain surfaces. This new method is based on an expediently developed CAD model, and uses a professional program for the roughness evaluation. Cutting experiments were performed on 42CrMo4 specimens in order to validate the accuracy of the model. The results have revealed that the method is able to predict surface roughness with good accuracy.

Keywords: CAD-based modeling, face milling, surface roughness, theoretical roughness.

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Authors: Soham De, Nupur Biswas, Abhijit Sanyal, Pulak Ray, Alokmay Datta

Abstract:

Particle detection in very noisy and low contrast images is an active field of research in image processing. In this article, a method is proposed for the efficient detection and sizing of subsurface spherical particles, which is used for the processing of softly fused Au nanoparticles. Transmission Electron Microscopy is used for imaging the nanoparticles, and the proposed algorithm has been tested with the two-dimensional projected TEM images obtained. Results are compared with the data obtained by transmission optical spectroscopy, as well as with conventional circular object detection algorithms.

Keywords: Transmission Electron Microscopy, Circular Hough Transform, Au Nanoparticles, Median Filter, Laplacian Sharpening Filter, Canny Edge Detection

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Authors: Liliana M. Marinelli, Cristina T. Varanese

Abstract:

In the last few years, students from higher education have difficulties in grasping mathematical concepts which support physical matters, especially those in the first years of this education. Classical Physics teaching turns to be complex when students are not able to make use of mathematical tools which lead to the conceptual structure of Physics. When derivation and integration rules are not used or developed in parallel with other disciplines, the physical meaning that we attempt to convey turns to be complicated. Due to this fact, it could be of great use to see the Classical Mechanics from an axiomatic approach, where the correspondence rules give physical meaning, if we expect students to understand concepts clearly and accurately. Using the Minkowski point of view adapted to a two-dimensional space and time where vectors, matrices, and straight lines (worked from an affine space) give mathematical and physical rigorosity even when it is more abstract. An interesting option would be to develop the disciplinary contents from an axiomatic version which embraces the Classical Mechanics as a particular case of Relativistic Mechanics. The observation about the increase in the difficulties stated by students in the first years of education allows this idea to grow as a possible option to improve performance and understanding of the concepts of this subject.

Keywords: Axiom, classical physics, physical concepts, relativity.

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Authors: M. F. Zaiyadi, B. Baharudin

Abstract:

Text document categorization involves large amount of data or features. The high dimensionality of features is a troublesome and can affect the performance of the classification. Therefore, feature selection is strongly considered as one of the crucial part in text document categorization. Selecting the best features to represent documents can reduce the dimensionality of feature space hence increase the performance. There were many approaches has been implemented by various researchers to overcome this problem. This paper proposed a novel hybrid approach for feature selection in text document categorization based on Ant Colony Optimization (ACO) and Information Gain (IG). We also presented state-of-the-art algorithms by several other researchers.

Keywords: Ant colony optimization, feature selection, information gain, text categorization, text representation.

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Authors: Jagabondhu Hazra, Avinash Sinha

Abstract:

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

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

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Authors: Sudeept Mohan, Surekha Bhanot

Abstract:

The problem of manipulator control is a highly complex problem of controlling a system which is multi-input, multioutput, non-linear and time variant. In this paper some adaptive fuzzy, and a new hybrid fuzzy control algorithm have been comparatively evaluated through simulations, for manipulator control. The adaptive fuzzy controllers consist of self-organizing, self-tuning, and coarse/fine adaptive fuzzy schemes. These controllers are tested for different trajectories and for varying manipulator parameters through simulations. Various performance indices like the RMS error, steady state error and maximum error are used for comparison. It is observed that the self-organizing fuzzy controller gives the best performance. The proposed hybrid fuzzy plus integral error controller also performs remarkably well, given its simple structure.

Keywords: Hybrid fuzzy, Self-organizing, Self-tuning, Trajectory tracking.

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Authors: Z. Zainuddin, N. Mahat, Y. Abu Hassan

Abstract:

Since the presentation of the backpropagation algorithm, a vast variety of improvements of the technique for training a feed forward neural networks have been proposed. This article focuses on two classes of acceleration techniques, one is known as Local Adaptive Techniques that are based on weightspecific only, such as the temporal behavior of the partial derivative of the current weight. The other, known as Dynamic Adaptation Methods, which dynamically adapts the momentum factors, α, and learning rate, η, with respect to the iteration number or gradient. Some of most popular learning algorithms are described. These techniques have been implemented and tested on several problems and measured in terms of gradient and error function evaluation, and percentage of success. Numerical evidence shows that these techniques improve the convergence of the Backpropagation algorithm.

Keywords: Backpropagation, Dynamic Adaptation Methods, Local Adaptive Techniques, Neural networks.

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Authors: Jun-Kwon Jung, Sung-Min Jung, Tae-Kyung Kim, Tai-Myoung Chung

Abstract:

CloudSim is a useful tool to simulate the cloud environment. It shows the service availability, the power consumption, and the network traffic of services on the cloud environment. Moreover, it supports to calculate a network communication delay through a network topology data easily. CloudSim allows inputting a file of topology data, but it does not provide any generating process. Thus, it needs the file of topology data generated from some other tools. The BRITE is typical network topology generator. Also, it supports various type of topology generating algorithms. If CloudSim can include the BRITE, network simulation for clouds is easier than existing version. This paper shows the potential of connection between BRITE and CloudSim. Also, it proposes the direction to link between them.

Keywords: Cloud, simulation, topology, BRITE, network.

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Authors: A. Giniatoulline

Abstract:

A model of the mathematical fluid dynamics which describes the motion of a three-dimensional viscous rotating fluid in a homogeneous gravitational field with the consideration of the salinity and heat transfer is considered in a vertical finite layer. The model is a generalization of the linearized Navier-Stokes system with the addition of the Coriolis parameter and the equations for changeable density, salinity, and heat transfer. An explicit solution is constructed and the proof of the existence and uniqueness theorems is given. The localization and the structure of the spectrum of inner waves is also investigated. The results may be used, in particular, for constructing stable numerical algorithms for solutions of the considered models of fluid dynamics of the Atmosphere and the Ocean.

Keywords: Fourier transform, generalized solutions, Navier-Stokes equations, stratified fluid.

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Authors: MooSeop Kim, Juhan Kim, Yongje Choi

Abstract:

Recently, much research has been conducted for security for wireless sensor networks and ubiquitous computing. Security issues such as authentication and data integrity are major requirements to construct sensor network systems. Advanced Encryption Standard (AES) is considered as one of candidate algorithms for data encryption in wireless sensor networks. In this paper, we will present the hardware architecture to implement low power AES crypto module. Our low power AES crypto module has optimized architecture of data encryption unit and key schedule unit which could be applicable to wireless sensor networks. We also details low power design methods used to design our low power AES crypto module.

Keywords: Algorithm, Low Power Crypto Circuit, AES, Security.

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Authors: U. Idachaba, F. Z. Wang, A. Qi, N. Helian

Abstract:

Artificial Bee Colony (ABC) algorithm is a relatively new swarm intelligence technique for clustering. It produces higher quality clusters compared to other population-based algorithms but with poor energy efficiency, cluster quality consistency and typically slower in convergence speed. Inspired by energy saving foraging behavior of natural honey bees this paper presents a Quality and Quantity Aware Artificial Bee Colony (Q2ABC) algorithm to improve quality of cluster identification, energy efficiency and convergence speed of the original ABC. To evaluate the performance of Q2ABC algorithm, experiments were conducted on a suite of ten benchmark UCI datasets. The results demonstrate Q2ABC outperformed ABC and K-means algorithm in the quality of clusters delivered.

Keywords: Artificial bee colony algorithm, clustering.

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Authors: M. A. At-Tasneem, N. T. Rao, T. M. Y. S. Tuan Ya, M. S. Idris, M. Ammar

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River flow over micro hydro power (MHP) turbines of multiple arrays arrangement is simulated with computational fluid dynamics (CFD) software to obtain the flow characteristics. In this paper, CFD software is used to simulate the water flow over MHP turbines as they are placed in a river. Multiple arrays arrangement of MHP turbines lead to generate large amount of power. In this study, a river model is created and simulated in CFD software to obtain the water flow characteristic. The process then continued by simulating different types of arrays arrangement in the river model. A MHP turbine model consists of a turbine outer body and static propeller blade in it. Five types of arrangements are used which are parallel, series, triangular, square and rhombus with different spacing sizes. The velocity profiles on each MHP turbines are identified at the mouth of each turbine bodies. This study is required to obtain the arrangement with increasing spacing sizes that can produce highest power density through the water flow variation.

Keywords: Micro hydro power, CFD, arrays arrangement, spacing sizes, velocity profile, power.

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Authors: Fuzhang Zhao

Abstract:

Particle swarm optimization (PSO) is becoming one of the most important swarm intelligent paradigms for solving global optimization problems. Although some progress has been made to improve PSO algorithms over the last two decades, additional work is still needed to balance parameters to achieve better numerical properties of accuracy, efficiency, and stability. In the optimal PSO algorithm, the optimal weightings of (√ 5 − 1)/2 and (3 − √5)/2 are used for the cognitive factor and the social factor, respectively. By the same token, the same optimal weightings have been applied for intensification searches and diversification searches, respectively. Perturbation and constriction effects are optimally balanced. Simulations of the de Jong, the Rosenbrock, and the Griewank functions show that the optimal PSO algorithm indeed achieves better numerical properties and outperforms the canonical PSO algorithm.

Keywords: Diversification search, intensification search, optimal weighting, particle swarm optimization.

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Authors: Ali Nourollah, Mohsen Movahedinejad

Abstract:

In this paper a new algorithm to generate random simple polygons from a given set of points in a two dimensional plane is designed. The proposed algorithm uses a genetic algorithm to generate polygons with few vertices. A new merge algorithm is presented which converts any two polygons into a simple polygon. This algorithm at first changes two polygons into a polygonal chain and then the polygonal chain is converted into a simple polygon. The process of converting a polygonal chain into a simple polygon is based on the removal of intersecting edges. The experiments results show that the proposed algorithm has the ability to generate a great number of different simple polygons and has better performance in comparison to celebrated algorithms such as space partitioning and steady growth.

Keywords: Divide and conquer, genetic algorithm, merge polygons, Random simple polygon generation.

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Authors: T. Mathumathi, S. Ganesh, R. Gunabalan

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This work presents an approach for AC load flow based centralized model for congestion management in the forward markets. In this model, transaction maximizes its profit under the limits of transmission line capacities allocated by Independent System Operator (ISO). The voltage and reactive power impact of the system are also incorporated in this model. Genetic algorithm is used to solve centralized congestion management problem for multilateral transactions. Results obtained for centralized model using genetic algorithm is compared with Sequential Quadratic Programming (SQP) technique. The statistical performances of various algorithms such as best, worst, mean and standard deviations of social welfare are given. Simulation results clearly demonstrate the better performance of genetic algorithm over SQP.

Keywords: Congestion management, Genetic algorithm, Sequential quadratic programming.

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Authors: Stoyan Nedeltchev, Markus Schubert

Abstract:

By means of the ultrafast X-ray tomography facility, data were obtained at different superficial gas velocities U_G in a bubble column (0.1 m in ID) operated with an air-deionized water system at ambient conditions. Raw reconstructed images were treated by both the information entropy (IE) and the reconstruction entropy (RE) algorithms in order to identify the main transition velocities in a bubble column. The IE values exhibited two well-pronounced minima at U_G=0.025 m/s and U_G=0.085 m/s identifying the boundaries of the homogeneous, transition and heterogeneous regimes. The RE extracted from the central region of the column’s cross-section exhibited only one characteristic peak at U_G=0.03 m/s, which was attributed to the transition from the homogeneous to the heterogeneous flow regime. This result implies that the transition regime is non-existent in the core of the column.

Keywords: Bubble column, ultrafast X-ray tomography, information entropy, reconstruction entropy.

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Authors: Fatma Belghith, Hassen Loukil, Nouri Masmoudi

Abstract:

This paper presents the hardware design of a unified architecture to compute the 4x4, 8x8 and 16x16 efficient twodimensional (2-D) transform for the HEVC standard. This architecture is based on fast integer transform algorithms. It is designed only with adders and shifts in order to reduce the hardware cost significantly. The goal is to ensure the maximum circuit reuse during the computing while saving 40% for the number of operations. The architecture is developed using FIFOs to compute the second dimension. The proposed hardware was implemented in VHDL. The VHDL RTL code works at 240 MHZ in an Altera Stratix III FPGA. The number of cycles in this architecture varies from 33 in 4-point- 2D-DCT to 172 when the 16-point-2D-DCT is computed. Results show frequency improvements reaching 96% when compared to an architecture described as the direct transcription of the algorithm.

Keywords: HEVC, Modified Integer Transform, FPGA.

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Authors: Saleem Z. Ramadan

Abstract:

The material selection problem is concerned with the determination of the right material for a certain product to optimize certain performance indices in that product such as mass, energy density, and power-to-weight ratio. This paper is concerned about optimizing the selection of the manufacturing process along with the material used in the product under performance indices and availability constraints. In this paper, the material selection problem is formulated using binary programming and solved by genetic algorithm. The objective function of the model is to minimize the total manufacturing cost under performance indices and material and manufacturing process availability constraints.

Keywords: Optimization, Material selection, Process selection, Genetic algorithm.

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Authors: Omer Cahana, Maya Herman, Ofer Levi

Abstract:

Magnetic Resonance Imaging (MRI) is a lengthy medical scan that stems from a long acquisition time. Its length is mainly due to the traditional sampling theorem, which defines a lower boundary for sampling. However, it is still possible to accelerate the scan by using a different approach such as Compress Sensing (CS) or Parallel Imaging (PI). These two complementary methods can be combined to achieve a faster scan with high-fidelity imaging. To achieve that, two conditions must be satisfied: i) the signal must be sparse under a known transform domain, and ii) the sampling method must be incoherent. In addition, a nonlinear reconstruction algorithm must be applied to recover the signal. While the rapid advances in Deep Learning (DL) have had tremendous successes in various computer vision tasks, the field of MRI reconstruction is still in its early stages. In this paper, we present an end-to-end method for MRI reconstruction from k-space to image. Our method contains two parts. The first is sensitivity map estimation (SME), which is a small yet effective network that can easily be extended to a variable number of coils. The second is reconstruction, which is a top-down architecture with lateral connections developed for building high-level refinement at all scales. Our method holds the state-of-art fastMRI benchmark, which is the largest, most diverse benchmark for MRI reconstruction.

Keywords: Accelerate MRI scans, image reconstruction, pyramid network, deep learning.

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Authors: Tai-Hsi Wu, Jinn-Yi Yeh, Chin-Chih Chang

Abstract:

Cell formation is the first step in the design of cellular manufacturing systems. In this study, a general purpose computational scheme employing a hybrid tabu search algorithm as the core is proposed to solve the cell formation problem and its variants. In the proposed scheme, great flexibilities are left to the users. The core solution searching algorithm embedded in the scheme can be easily changed to any other meta-heuristic algorithms, such as the simulated annealing, genetic algorithm, etc., based on the characteristics of the problems to be solved or the preferences the users might have. In addition, several counters are designed to control the timing of conducting intensified solution searching and diversified solution searching strategies interactively.

Keywords: Cell formation problem, Tabu search

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Authors: Radek Malinský, Ivan Jelínek

Abstract:

The current web has become a modern encyclopedia, where people share their thoughts and ideas on various topics around them. This kind of encyclopedia is very useful for other people who are looking for answers to their questions. However, with the growing popularity of social networking and blogging and ever expanding network services, there has also been a growing diversity of technologies along with a different structure of individual web sites. It is therefore difficult to directly find a relevant answer for a common Internet user. This paper presents a web application for the real-time end-to-end analysis of selected Internet trends where the trend can be whatever the people post online. The application integrates fully configurable tools for data collection and analysis using selected webometric algorithms, and for its chronological visualization to user. It can be assumed that the application facilitates the users to evaluate the quality of various products that are mentioned online.

Keywords: Trend, visualizer, web analysis, web 2.0.

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Authors: Nadia M. G. AL-Sa'idi, Muhammad Rushdan Md. Sd., Adil M. Ahmed

Abstract:

The IFS is a scheme for describing and manipulating complex fractal attractors using simple mathematical models. More precisely, the most popular “fractal –based" algorithms for both representation and compression of computer images have involved some implementation of the method of Iterated Function Systems (IFS) on complete metric spaces. In this paper a new generalized space called Multi-Fuzzy Fractal Space was constructed. On these spases a distance function is defined, and its completeness is proved. The completeness property of this space ensures the existence of a fixed-point theorem for the family of continuous mappings. This theorem is the fundamental result on which the IFS methods are based and the fractals are built. The defined mappings are proved to satisfy some generalizations of the contraction condition.

Keywords: Fuzzy metric space, Fuzzy fractal space, Multi fuzzy fractal space.

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Authors: Maha Jazouli

Abstract:

Suicide is one of the leading causes of death among prisoners, both in Canada and internationally. In recent years, rates of attempts of suicide and self-harm suicide have increased, with hangings being the most frequently used method. The objective of this article is to propose a method to automatically detect suicidal behaviors in real time. We present a gesture recognition system that consists of three modules: model-based movement tracking, feature extraction, and gesture recognition using machine learning algorithms (MLA). Tests show that the proposed system gives satisfactory results. This smart video surveillance system can help assist staff responsible for the safety and health of inmates by alerting them when suicidal behavior is detected, which helps reduce mortality rates and save lives.

Keywords: Suicide detection, Kinect Azure, RGB-D camera, SVM, gesture recognition.

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Authors: A. F. Khadrawi

Abstract:

The transient hydrodynamics and thermal behaviors of fluid flow in open-ended vertical parallel-plate porous microchannel are investigated semi-analytically under the effect of the hyperbolic heat conduction model. The model that combines both the continuum approach and the possibility of slip at the boundary is adopted in the study. The Effects of Knudsen number , Darcy number , and thermal relaxation time  on the microchannel hydrodynamics and thermal behaviors are investigated using the hyperbolic heat conduction models. It is found that as  increases the slip in the hydrodynamic and thermal boundary condition increases. This slip in the hydrodynamic boundary condition increases as  increases. Also, the slip in the thermal boundary condition increases as  decreases especially the early stage of time.

Keywords: free convection, hyperbolic heat conduction, macroscopic heat conduction models in microchannel, porous media, vertical microchannel, microchannel thermal, hydrodynamic behavior.

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Authors: B. K. Yadav, A. Gandhi, A. K. Verma, T. S. Rao, A. Saraswat, E. R. Kumar, M. Sarkar, K. N. Vyas

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This paper deals with the conceptual design of Experimental Helium Cooling Loop (EHCL) for Indian Test Blanket Module (TBM) and its related thermal hydraulic experiments. Indian TBM team is developing Lead Lithium cooled Ceramic Breeder (IN-LLCB) TBM to be tested in ITER. The TBM box structure is cooled by high pressure (8 MPa) and high temperature (300-500C) helium gas.

The first wall of TBM made of complex channel geometry having several parallel channels carrying helium gas for efficient heat extraction. Several mock-ups of these channels need to be tested before finalizing the TBM first wall design and fabrication. Besides the individual testing of such mock-ups of breeding blanket, the testing of Pb-Li to helium heat exchanger, the operational experience of helium loop and understanding of the behavior of high pressure and high temperature system components are very essential for final development of Helium Cooling System for LLCB TBM in ITER. The main requirements and characteristics of the EHCL and its conceptual design are presented in this paper.

Keywords: DEMO, EHCL, ITER, LLCB TBM.

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Authors: Liwen Hou

Abstract:

The booming mobile business has been penetrating the taxi industry worldwide with P2P (peer to peer) taxi services, as an emerging business model, transforming the industry. Parallel with other mobile businesses, member recommendations and online reviews are believed to be very effective with regard to acquiring new users for P2P taxi services. Based on an empirical dataset of the taxi industry in China, this study aims to reveal which factors influence users’ recommendations and review-writing behaviors. Differing from the existing literature, this paper takes the taxi driver’s perspective into consideration and hence selects a group of variables related to the drivers. We built two models to reflect the factors that influence the number of recommendations and reviews posted on the platform (i.e., the app). Our models show that all factors, except the driver’s score, significantly influence the recommendation behavior. Likewise, only one factor, passengers’ bad reviews, is insignificant in generating more drivers’ reviews. In the conclusion, we summarize the findings and limitations of the research.

Keywords: Online recommendation, P2P taxi service, review-writing, word of mouth.

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Authors: Hyun-Ho Lee, Kee-Won Kim

Abstract:

The arithmetic operations over GF(2m) have been extensively used in error correcting codes and public-key cryptography schemes. Finite field arithmetic includes addition, multiplication, division and inversion operations. Addition is very simple and can be implemented with an extremely simple circuit. The other operations are much more complex. The multiplication is the most important for cryptosystems, such as the elliptic curve cryptosystem, since computing exponentiation, division, and computing multiplicative inverse can be performed by computing multiplication iteratively. In this paper, we present a parallel computation algorithm that operates Montgomery multiplication over finite field using redundant basis. Also, based on the multiplication algorithm, we present an efficient semi-systolic multiplier over finite field. The multiplier has less space and time complexities compared to related multipliers. As compared to the corresponding existing structures, the multiplier saves at least 5% area, 50% time, and 53% area-time (AT) complexity. Accordingly, it is well suited for VLSI implementation and can be easily applied as a basic component for computing complex operations over finite field, such as inversion and division operation.

Keywords: Finite field, Montgomery multiplication, systolic array, cryptography.

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Authors: M. Mokhtar, A. Shuib, D. Mohamad

Abstract:

Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.

Keywords: Portfolio optimization, Mathematical programming, Multi-objective programming, Solution approaches.

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