Search results for: global optimization.
2832 Optimal Generation Expansion Planning Strategy with Carbon Trading
Authors: Tung-Sheng Zhan, Chih-Cheng Kao, Chin-Der Yang, Jong-Ian Tsai
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Fossil fuel-firing power plants dominate electric power generation in Taiwan, which are also the major contributor to Green House gases (GHG). CO2 is the most important greenhouse gas that cause global warming. This paper penetrates the relationship between carbon trading for GHG reduction and power generation expansion planning (GEP) problem for the electrical utility. The Particle Swarm Optimization (PSO) Algorithm is presented to deal with the generation expansion planning strategy of the utility with independent power providers (IPPs). The utility has to take both the IPPs- participation and environment impact into account when a new generation unit is considering expanded from view of supply side.Keywords: Carbon Trading, CO2 Emission, GenerationExpansion Planning (GEP), Green House gases (GHG), ParticleSwarm Optimization (PSO).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16762831 Genetic Combined with a Simplex Algorithm as an Efficient Method for the Detection of a Depressed Ellipsoidal Flaw using the Boundary Element Method
Authors: Clio G. Vossou, Ioannis N. Koukoulis, Christopher G. Provatidis
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The present work encounters the solution of the defect identification problem with the use of an evolutionary algorithm combined with a simplex method. In more details, a Matlab implementation of Genetic Algorithms is combined with a Simplex method in order to lead to the successful identification of the defect. The influence of the location and the orientation of the depressed ellipsoidal flaw was investigated as well as the use of different amount of static data in the cost function. The results were evaluated according to the ability of the simplex method to locate the global optimum in each test case. In this way, a clear impression regarding the performance of the novel combination of the optimization algorithms, and the influence of the geometrical parameters of the flaw in defect identification problems was obtained.
Keywords: Defect identification, genetic algorithms, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12922830 Chemical Reaction Algorithm for Expectation Maximization Clustering
Authors: Li Ni, Pen ManMan, Li KenLi
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Clustering is an intensive research for some years because of its multifaceted applications, such as biology, information retrieval, medicine, business and so on. The expectation maximization (EM) is a kind of algorithm framework in clustering methods, one of the ten algorithms of machine learning. Traditionally, optimization of objective function has been the standard approach in EM. Hence, research has investigated the utility of evolutionary computing and related techniques in the regard. Chemical Reaction Optimization (CRO) is a recently established method. So the property embedded in CRO is used to solve optimization problems. This paper presents an algorithm framework (EM-CRO) with modified CRO operators based on EM cluster problems. The hybrid algorithm is mainly to solve the problem of initial value sensitivity of the objective function optimization clustering algorithm. Our experiments mainly take the EM classic algorithm:k-means and fuzzy k-means as an example, through the CRO algorithm to optimize its initial value, get K-means-CRO and FKM-CRO algorithm. The experimental results of them show that there is improved efficiency for solving objective function optimization clustering problems.Keywords: Chemical reaction optimization, expectation maximization, initial, objective function clustering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12952829 Performance Analysis of MATLAB Solvers in the Case of a Quadratic Programming Generation Scheduling Optimization Problem
Authors: Dávid Csercsik, Péter Kádár
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In the case of the proposed method, the problem is parallelized by considering multiple possible mode of operation profiles, which determine the range in which the generators operate in each period. For each of these profiles, the optimization is carried out independently, and the best resulting dispatch is chosen. For each such profile, the resulting problem is a quadratic programming (QP) problem with a potentially negative definite Q quadratic term, and constraints depending on the actual operation profile. In this paper we analyze the performance of available MATLAB optimization methods and solvers for the corresponding QP.Keywords: Economic dispatch, optimization, quadratic programming, MATLAB.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9502828 Improved Multi-Objective Particle Swarm Optimization Applied to Design Problem
Authors: Kapse Swapnil, K. Shankar
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Aiming at optimizing the weight and deflection of cantilever beam subjected to maximum stress and maximum deflection, Multi-objective Particle Swarm Optimization (MOPSO) with Utopia Point based local search is implemented. Utopia point is used to govern the search towards the Pareto Optimal set. The elite candidates obtained during the iterations are stored in an archive according to non-dominated sorting and also the archive is truncated based on least crowding distance. Local search is also performed on elite candidates and the most diverse particle is selected as the global best. This method is implemented on standard test functions and it is observed that the improved algorithm gives better convergence and diversity as compared to NSGA-II in fewer iterations. Implementation on practical structural problem shows that in 5 to 6 iterations, the improved algorithm converges with better diversity as evident by the improvement of cantilever beam on an average of 0.78% and 9.28% in the weight and deflection respectively compared to NSGA-II.Keywords: Utopia point, multi-objective particle swarm optimization, local search, cantilever beam.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9862827 Slime Mould Optimization Algorithms for Optimal Distributed Generation Integration in Distribution Electrical Network
Authors: F. Fissou Amigue, S. Ndjakomo Essiane, S. Pérabi Ngoffé, G. Abessolo Ondoa, G. Mengata Mengounou, T. P. Nna Nna
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This document proposes a method for determining the optimal point of integration of distributed generation (DG) in distribution grid. Slime mould optimization is applied to determine best node in case of one and two injection point. Problem has been modeled as an optimization problem where the objective is to minimize joule loses and main constraint is to regulate voltage in each point. The proposed method has been implemented in MATLAB and applied in IEEE network 33 and 69 nodes. Comparing results obtained with other algorithms showed that slime mould optimization algorithms (SMOA) have the best reduction of power losses and good amelioration of voltage profile.
Keywords: Optimization, distributed generation, integration, slime mould algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6482826 Improved Hill Climbing and Simulated Annealing Algorithms for Size Optimization of Trusses
Authors: Morteza Kazemi Torbaghan, Seyed Mehran Kazemi, Rahele Zhiani, Fakhriye Hamed
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Truss optimization problem has been vastly studied during the past 30 years and many different methods have been proposed for this problem. Even though most of these methods assume that the design variables are continuously valued, in reality, the design variables of optimization problems such as cross-sectional areas are discretely valued. In this paper, an improved hill climbing and an improved simulated annealing algorithm have been proposed to solve the truss optimization problem with discrete values for crosssectional areas. Obtained results have been compared to other methods in the literature and the comparison represents that the proposed methods can be used more efficiently than other proposed methodsKeywords: Size Optimization of Trusses, Hill Climbing, Simulated Annealing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37172825 A Simple Adaptive Algorithm for Norm-Constrained Optimization
Authors: Hyun-Chool Shin
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In this paper we propose a simple adaptive algorithm iteratively solving the unit-norm constrained optimization problem. Instead of conventional parameter norm based normalization, the proposed algorithm incorporates scalar normalization which is computationally much simpler. The analysis of stationary point is presented to show that the proposed algorithm indeed solves the constrained optimization problem. The simulation results illustrate that the proposed algorithm performs as good as conventional ones while being computationally simpler.Keywords: constrained optimization, unit-norm, LMS, principle component analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21302824 Phase Control Array Synthesis Using Constrained Accelerated Particle Swarm Optimization
Authors: Mohammad Taha, Dia abu al Nadi
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In this paper, the phase control antenna array synthesis is presented. The problem is formulated as a constrained optimization problem that imposes nulls with prescribed level while maintaining the sidelobe at a prescribed level. For efficient use of the algorithm memory, compared to the well known Particle Swarm Optimization (PSO), the Accelerated Particle Swarm Optimization (APSO) is used to estimate the phase parameters of the synthesized array. The objective function is formed using a main objective and set of constraints with penalty factors that measure the violation of each feasible solution in the search space to each constraint. In this case the obtained feasible solution is guaranteed to satisfy all the constraints. Simulation results have shown significant performance increases and a decreased randomness in the parameter search space compared to a single objective conventional particle swarm optimization.Keywords: Array synthesis, Sidelobe level control, Constrainedoptimization, Accelerated Particle Swarm Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19272823 Stock Portfolio Selection Using Chemical Reaction Optimization
Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li
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Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20752822 Operating Conditions Optimization of Steam Injection in Enhanced Oil Recovery Using Duelist Algorithm
Authors: Totok R. Biyanto, Sonny Irawan, Hiskia J. Ginting, Matradji, Ya’umar, A. I. Fitri
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Steam injection is the most suitable of Enhanced Oil Recovery (EOR) methods to recover high viscosity oil. This is due to the capabilities of steam to reduce oil viscosity and increase the sweep capability of oil from the injection well toward the production well. Oil operating conditions in production should be match well with the operating condition target at the bottom of the production well. It is influenced by oil properties and reservoir rock properties. Hence, the operating condition should be optimized. Optimization requires three components i.e., objective function, model, and optimization technique. In this paper, the objective function is to obtain the optimum operating condition at the production well. The model was built using Darcy equation and mass-energy balance. The optimization technique utilizes Duelist Algorithm due to the effectiveness of its algorithm to obtain the desirable optimization results at the optimum operating condition.Keywords: Enhanced oil recovery, steam injection, operating conditions, modeling, optimization, Duelist algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15782821 Optimization of Passive Vibration Damping of Space Structures
Authors: Emad Askar, Eldesoky Elsoaly, Mohamed Kamel, Hisham Kamel
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The objective of this article is to improve the passive vibration damping of solar array (SA) used in space structures, by the effective application of numerical optimization. A case study of a SA is used for demonstration. A finite element (FE) model was created and verified by experimental testing. Optimization was then conducted by implementing the FE model with the genetic algorithm, to find the optimal placement of aluminum circular patches, to suppress the first two bending mode shapes. The results were verified using experimental testing. Finally, a parametric study was conducted using the FE model where patch locations, material type, and shape were varied one at a time, and the results were compared with the optimal ones. The results clearly show that through the proper application of FE modeling and numerical optimization, passive vibration damping of space structures has been successfully achieved.Keywords: Damping optimization, genetic algorithm optimization, passive vibration damping, solar array vibration damping.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11982820 Optimal DG Allocation in Distribution Network
Authors: A. Safari, R. Jahani, H. A. Shayanfar, J. Olamaei
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This paper shows the results obtained in the analysis of the impact of distributed generation (DG) on distribution losses and presents a new algorithm to the optimal allocation of distributed generation resources in distribution networks. The optimization is based on a Hybrid Genetic Algorithm and Particle Swarm Optimization (HGAPSO) aiming to optimal DG allocation in distribution network. Through this algorithm a significant improvement in the optimization goal is achieved. With a numerical example the superiority of the proposed algorithm is demonstrated in comparison with the simple genetic algorithm.Keywords: Distributed Generation, Distribution Networks, Genetic Algorithm, Particle Swarm Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27042819 Multi-objective Optimization with Fuzzy Based Ranking for TCSC Supplementary Controller to Improve Rotor Angle and Voltage Stability
Authors: S. Panda, S. C. Swain, A. K. Baliarsingh, A. K. Mohanty, C. Ardil
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Many real-world optimization problems involve multiple conflicting objectives and the use of evolutionary algorithms to solve the problems has attracted much attention recently. This paper investigates the application of multi-objective optimization technique for the design of a Thyristor Controlled Series Compensator (TCSC)-based controller to enhance the performance of a power system. The design objective is to improve both rotor angle stability and system voltage profile. A Genetic Algorithm (GA) based solution technique is applied to generate a Pareto set of global optimal solutions to the given multi-objective optimisation problem. Further, a fuzzy-based membership value assignment method is employed to choose the best compromise solution from the obtained Pareto solution set. Simulation results are presented to show the effectiveness and robustness of the proposed approach.
Keywords: Multi-objective optimisation, thyristor controlled series compensator, power system stability, genetic algorithm, pareto solution set, fuzzy ranking.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19382818 Evolving Neural Networks using Moment Method for Handwritten Digit Recognition
Authors: H. El Fadili, K. Zenkouar, H. Qjidaa
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This paper proposes a neural network weights and topology optimization using genetic evolution and the backpropagation training algorithm. The proposed crossover and mutation operators aims to adapt the networks architectures and weights during the evolution process. Through a specific inheritance procedure, the weights are transmitted from the parents to their offsprings, which allows re-exploitation of the already trained networks and hence the acceleration of the global convergence of the algorithm. In the preprocessing phase, a new feature extraction method is proposed based on Legendre moments with the Maximum entropy principle MEP as a selection criterion. This allows a global search space reduction in the design of the networks. The proposed method has been applied and tested on the well known MNIST database of handwritten digits.Keywords: Genetic algorithm, Legendre Moments, MEP, Neural Network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16642817 An Intelligent Optimization Model for Multi-objective Order Allocation Planning
Authors: W. K. Wong, Z. X. Guo, P.Y. Mok
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This paper presents a multi-objective order allocation planning problem with the consideration of various real-world production features. A novel hybrid intelligent optimization model, integrating a multi-objective memetic optimization process, a Monte Carlo simulation technique and a heuristic pruning technique, is proposed to handle this problem. Experiments based on industrial data are conducted to validate the proposed model. Results show that (1) the proposed model can effectively solve the investigated problem by providing effective production decision-making solutions, which outperformsan NSGA-II-based optimization process and an industrial method.Keywords: Multi-objective order allocation planning, Pareto optimization, Memetic algorithm, Mento Carlo simulation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16392816 PID Parameter Optimization of an UAV Longitudinal Flight Control System
Authors: Kamran Turkoglu, Ugur Ozdemir, Melike Nikbay, Elbrous M. Jafarov
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In this paper, an automatic control system design based on Integral Squared Error (ISE) parameter optimization technique has been implemented on longitudinal flight dynamics of an UAV. It has been aimed to minimize the error function between the reference signal and the output of the plant. In the following parts, objective function has been defined with respect to error dynamics. An unconstrained optimization problem has been solved analytically by using necessary and sufficient conditions of optimality, optimum PID parameters have been obtained and implemented in control system dynamics.Keywords: Optimum Design, KKT Conditions, UAV, Longitudinal Flight Dynamics, ISE Parameter Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37472815 Structural Design Strategy of Double-Eccentric Butterfly Valve using Topology Optimization Techniques
Authors: Jun-Oh Kim, Seol-Min Yang, Seok-Heum Baek, Sangmo Kang
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In this paper, the shape design process is briefly discussed emphasizing the use of topology optimization in the conceptual design stage. The basic idea is to view feasible domains for sensitivity region concepts. In this method, the main process consists of two steps: as the design moves further inside the feasible domain using Taguchi method, and thus becoming more successful topology optimization, the sensitivity region becomes larger. In designing a double-eccentric butterfly valve, related to hydrodynamic performance and disc structure, are discussed where the use of topology optimization has proven to dramatically improve an existing design and significantly decrease the development time of a shape design. Computational Fluid Dynamics (CFD) analysis results demonstrate the validity of this approach.
Keywords: Double-eccentric butterfly valve, CFD, Topology optimization
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35432814 Optimization for Reducing Handoff Latency and Utilization of Bandwidth in ATM Networks
Authors: Pooja, Megha Kulshrestha, V. K. Banga, Parvinder S. Sandhu
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To support mobility in ATM networks, a number of technical challenges need to be resolved. The impact of handoff schemes in terms of service disruption, handoff latency, cost implications and excess resources required during handoffs needs to be addressed. In this paper, a one phase handoff and route optimization solution using reserved PVCs between adjacent ATM switches to reroute connections during inter-switch handoff is studied. In the second phase, a distributed optimization process is initiated to optimally reroute handoff connections. The main objective is to find the optimal operating point at which to perform optimization subject to cost constraint with the purpose of reducing blocking probability of inter-switch handoff calls for delay tolerant traffic. We examine the relation between the required bandwidth resources and optimization rate. Also we calculate and study the handoff blocking probability due to lack of bandwidth for resources reserved to facilitate the rapid rerouting.Keywords: Wireless ATM, Mobility, Latency, Optimization rateand Blocking Probability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14442813 Comparison of Particle Swarm Optimization and Genetic Algorithm for TCSC-based Controller Design
Authors: Sidhartha Panda, N. P. Padhy
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Recently, genetic algorithms (GA) and particle swarm optimization (PSO) technique have attracted considerable attention among various modern heuristic optimization techniques. Since the two approaches are supposed to find a solution to a given objective function but employ different strategies and computational effort, it is appropriate to compare their performance. This paper presents the application and performance comparison of PSO and GA optimization techniques, for Thyristor Controlled Series Compensator (TCSC)-based controller design. The design objective is to enhance the power system stability. The design problem of the FACTS-based controller is formulated as an optimization problem and both the PSO and GA optimization techniques are employed to search for optimal controller parameters. The performance of both optimization techniques in terms of computational time and convergence rate is compared. Further, the optimized controllers are tested on a weakly connected power system subjected to different disturbances, and their performance is compared with the conventional power system stabilizer (CPSS). The eigenvalue analysis and non-linear simulation results are presented and compared to show the effectiveness of both the techniques in designing a TCSC-based controller, to enhance power system stability.
Keywords: Thyristor Controlled Series Compensator, geneticalgorithm; particle swarm optimization; Phillips-Heffron model;power system stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31542812 Fighter Aircraft Selection Using Fuzzy Preference Optimization Programming (POP)
Authors: C. Ardil
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The Turkish Air Force needs to acquire a sixth- generation fighter aircraft in order to maintain its air superiority and dominance against its rivals under the risks posed by global geopolitical opportunities and threats. Accordingly, five evaluation criteria were determined to evaluate the sixth-generation fighter aircraft alternatives and to select the best one. Systematically, a new fuzzy preference optimization programming (POP) method is proposed to select the best sixth generation fighter aircraft in an uncertain environment. The POP technique considers both quantitative and qualitative evaluation criteria. To demonstrate the applicability and effectiveness of the proposed approach, it is applied to a multiple criteria decision-making problem to evaluate and select sixth-generation fighter aircraft. The results of the fuzzy POP method are compared with the results of the fuzzy TOPSIS approach to validate it. According to the comparative analysis, fuzzy POP and fuzzy TOPSIS methods get the same results. This demonstrates the applicability of the fuzzy POP technique to address the sixth-generation fighter selection problem.
Keywords: Fighter aircraft selection, sixth-generation fighter aircraft, fuzzy decision process, multiple criteria decision making, preference optimization programming, POP, TOPSIS, Kizilelma, MIUS, fuzzy set theory
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4482811 A Comparative Study of Global Power Grids and Global Fossil Energy Pipelines Using GIS Technology
Authors: Wenhao Wang, Xinzhi Xu, Limin Feng, Wei Cong
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This paper comprehensively investigates current development status of global power grids and fossil energy pipelines (oil and natural gas), proposes a standard visual platform of global power and fossil energy based on Geographic Information System (GIS) technology. In this visual platform, a series of systematic visual models is proposed with global spatial data, systematic energy and power parameters. Under this visual platform, the current Global Power Grids Map and Global Fossil Energy Pipelines Map are plotted within more than 140 countries and regions across the world. Using the multi-scale fusion data processing and modeling methods, the world’s global fossil energy pipelines and power grids information system basic database is established, which provides important data supporting global fossil energy and electricity research. Finally, through the systematic and comparative study of global fossil energy pipelines and global power grids, the general status of global fossil energy and electricity development are reviewed, and energy transition in key areas are evaluated and analyzed. Through the comparison analysis of fossil energy and clean energy, the direction of relevant research is pointed out for clean development and energy transition.Keywords: Energy Transition, geographic information system, fossil energy, power systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9692810 Optimal Design of Multimachine Power System Stabilizers Using Improved Multi-Objective Particle Swarm Optimization Algorithm
Authors: Badr M. Alshammari, T. Guesmi
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In this paper, the concept of a non-dominated sorting multi-objective particle swarm optimization with local search (NSPSO-LS) is presented for the optimal design of multimachine power system stabilizers (PSSs). The controller design is formulated as an optimization problem in order to shift the system electromechanical modes in a pre-specified region in the s-plan. A composite set of objective functions comprising the damping factor and the damping ratio of the undamped and lightly damped electromechanical modes is considered. The performance of the proposed optimization algorithm is verified for the 3-machine 9-bus system. Simulation results based on eigenvalue analysis and nonlinear time-domain simulation show the potential and superiority of the NSPSO-LS algorithm in tuning PSSs over a wide range of loading conditions and large disturbance compared to the classic PSO technique and genetic algorithms.
Keywords: Multi-objective optimization, particle swarm optimization, power system stabilizer, low frequency oscillations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12332809 Robot Movement Using the Trust Region Policy Optimization
Authors: Romisaa Ali
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The Policy Gradient approach is a subset of the Deep Reinforcement Learning (DRL) combines Deep Neural Networks (DNN) with Reinforcement Learning (RL). This approach finds the optimal policy of robot movement, based on the experience it gains from interaction with its environment. Unlike previous policy gradient algorithms, which were unable to handle the two types of error variance and bias introduced by the DNN model due to over- or underestimation, this algorithm is capable of handling both types of error variance and bias. This article will discuss the state-of-the-art SOTA policy gradient technique, trust region policy optimization (TRPO), by applying this method in various environments compared to another policy gradient method, the Proximal Policy Optimization (PPO), to explain their robust optimization, using this SOTA to gather experience data during various training phases after observing the impact of hyper-parameters on neural network performance.
Keywords: Deep neural networks, deep reinforcement learning, Proximal Policy Optimization, state-of-the-art, trust region policy optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1862808 Multi-Criteria Based Robust Markowitz Model under Box Uncertainty
Authors: Pulak Swain, A. K. Ojha
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Portfolio optimization is based on dealing with the problems of efficient asset allocation. Risk and Expected return are two conflicting criteria in such problems, where the investor prefers the return to be high and the risk to be low. Using multi-objective approach we can solve those type of problems. However the information which we have for the input parameters are generally ambiguous and the input values can fluctuate around some nominal values. We can not ignore the uncertainty in input values, as they can affect the asset allocation drastically. So we use Robust Optimization approach to the problems where the input parameters comes under box uncertainty. In this paper, we solve the multi criteria robust problem with the help of E- constraint method.Keywords: Portfolio optimization, multi-objective optimization, E-constraint method, box uncertainty, robust optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6222807 Optimization of Copper-Water Negative Inclination Heat Pipe with Internal Composite Wick Structure
Authors: I. Brandys, M. Levy, K. Harush, Y. Haim, M. Korngold
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Theoretical optimization of a copper-water negative inclination heat pipe with internal composite wick structure had been performed, regarding a new introduced parameter: the ratio between the coarse mesh wraps and the fine mesh wraps of the composite wick. Since in many cases, the design of a heat pipe matches specific thermal requirements and physical limitations, this work demonstrates the optimization of a 1m length, 8mm internal diameter heat pipe without an adiabatic section, at a negative inclination angle of -10º. The optimization is based on a new introduced parameter, LR: the ratio between the coarse mesh wraps and the fine mesh wraps.
Keywords: Heat pipe, inclination, optimization, ratio.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22782806 Optimization of a Three-Term Backpropagation Algorithm Used for Neural Network Learning
Authors: Yahya H. Zweiri
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The back-propagation algorithm calculates the weight changes of an artificial neural network, and a two-term algorithm with a dynamically optimal learning rate and a momentum factor is commonly used. Recently the addition of an extra term, called a proportional factor (PF), to the two-term BP algorithm was proposed. The third term increases the speed of the BP algorithm. However, the PF term also reduces the convergence of the BP algorithm, and optimization approaches for evaluating the learning parameters are required to facilitate the application of the three terms BP algorithm. This paper considers the optimization of the new back-propagation algorithm by using derivative information. A family of approaches exploiting the derivatives with respect to the learning rate, momentum factor and proportional factor is presented. These autonomously compute the derivatives in the weight space, by using information gathered from the forward and backward procedures. The three-term BP algorithm and the optimization approaches are evaluated using the benchmark XOR problem.Keywords: Neural Networks, Backpropagation, Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15422805 Optimization Approaches for a Complex Dairy Farm Simulation Model
Authors: Jagannath Aryal, Don Kulasiri, Dishi Liu
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This paper describes the optimization of a complex dairy farm simulation model using two quite different methods of optimization, the Genetic algorithm (GA) and the Lipschitz Branch-and-Bound (LBB) algorithm. These techniques have been used to improve an agricultural system model developed by Dexcel Limited, New Zealand, which describes a detailed representation of pastoral dairying scenarios and contains an 8-dimensional parameter space. The model incorporates the sub-models of pasture growth and animal metabolism, which are themselves complex in many cases. Each evaluation of the objective function, a composite 'Farm Performance Index (FPI)', requires simulation of at least a one-year period of farm operation with a daily time-step, and is therefore computationally expensive. The problem of visualization of the objective function (response surface) in high-dimensional spaces is also considered in the context of the farm optimization problem. Adaptations of the sammon mapping and parallel coordinates visualization are described which help visualize some important properties of the model-s output topography. From this study, it is found that GA requires fewer function evaluations in optimization than the LBB algorithm.Keywords: Genetic Algorithm, Linux Cluster, LipschitzBranch-and-Bound, Optimization
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21102804 Heuristic Optimization Techniques for Network Reconfiguration in Distribution System
Authors: A. Charlangsut, N. Rugthaicharoencheep, S. Auchariyamet
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Network reconfiguration is an operation to modify the network topology. The implementation of network reconfiguration has many advantages such as loss minimization, increasing system security and others. In this paper, two topics about the network reconfiguration in distribution system are briefly described. The first topic summarizes its impacts while the second explains some heuristic optimization techniques for solving the network reconfiguration problem.Keywords: Network Reconfiguration, Optimization Techniques, Distribution System
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27572803 Structural Optimization Method for 3D Reinforced Concrete Building Structure with Shear Wall
Authors: H. Nikzad, S. Yoshitomi
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In this paper, an optimization procedure is applied for 3D Reinforced concrete building structure with shear wall. In the optimization problem, cross sections of beams, columns and shear wall dimensions are considered as design variables and the optimal cross sections can be derived to minimize the total cost of the structure. As for final design application, the most suitable sections are selected to satisfy ACI 318-14 code provision based on static linear analysis. The validity of the method is examined through numerical example of 15 storied 3D RC building with shear wall. This optimization method is expected to assist in providing a useful reference in design early stage, and to be an effective and powerful tool for structural design of RC shear wall structures.
Keywords: Structural optimization, linear static analysis, ETABS, MATLAB, RC moment frame, RC shear wall structures.
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