Search results for: Traffic Signal Timing Optimization.

Authors: Pepin Magnangana Zoko Goyoro, Ibrahim James Moumouni, Sroy Abouty

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Orthogonal Frequency Division Multiplexing (OFDM) is an efficient method of data transmission for high speed communication systems. However, the main drawback of OFDM systems is that, it suffers from the problem of high Peak-to-Average Power Ratio (PAPR) which causes inefficient use of the High Power Amplifier and could limit transmission efficiency. OFDM consist of large number of independent subcarriers, as a result of which the amplitude of such a signal can have high peak values. In this paper, we propose an effective reduction scheme that combines DCT and SLM techniques. The scheme is composed of the DCT followed by the SLM using the Riemann matrix to obtain phase sequences for the SLM technique. The simulation results show PAPR can be greatly reduced by applying the proposed scheme. In comparison with OFDM, while OFDM had high values of PAPR –about 10.4dB our proposed method achieved about 4.7dB reduction of the PAPR with low complexities computation. This approach also avoids randomness in phase sequence selection, which makes it simpler to decode at the receiver. As an added benefit, the matrices can be generated at the receiver end to obtain the data signal and hence it is not required to transmit side information (SI).

Keywords: DCT transform, OFDM, PAPR, Riemann matrix, SLM.

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Authors: Kaumil B. Shah, Hina Chandwani

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The modular multilevel converter (MMC) is one of the advanced topologies for medium and high-voltage applications. In high-power, high-voltage MMC, a large number of switching power devices are required. These switching power devices (IGBT) considerable switching losses. This paper analyzes the performance of different discontinuous pulse width modulation (DPWM) techniques and compares the results against a conventional carrier based pulse width modulation method, in order to reduce the switching losses of an MMC. The DPWM reference wave can be generated by adding the zero-sequence component to the original (sine) reference modulation signal. The result of the addition gives the reference signal of DPWM techniques. To minimize the switching losses of the MMC, the clamping period is controlled according to the absolute value of the output load current. No switching is generated in the clamping period so overall switching of the power device is reduced. The simulation result of the different DPWM techniques is compared with conventional carrier-based pulse-width modulation technique.

Keywords: Modular multilevel converter, discontinuous pulse width modulation, switching losses, zero-sequence voltage.

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Authors: Bahadur Singh Hathan, B. L. Prassana

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

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

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Authors: Albert Albers, Pablo Enrique Leslabay

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

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

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

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

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

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

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

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

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Authors: E. I. Fandi, E. A. Alfandi, M. A. Alrabib

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Implementing of a continues flow gas lift system for one vertical oil well producer in Wafa field was investigated under five reservoir pressures and their dependent parameters. Well 03 producers were responded positively to the gas lift system despite of the high well head operating pressures. However, the flowing bottom hole pressures were reduced by a ratio from 6 to 33 % in the case A3 for example, for the design runs conducted under the existing operating conditions for years 2003, 2006 and 2009. This reduction in FBHP has increased the production rate by a ratio from 12 to 22.5%. The results indicated that continues flow gas lift system is a good candidate as an artificial lift system to be considered for the one vertical producer covered by this study. Most significantly, timing for artificial lift by a gas lift system for this field is highly dependent on the amount of gas available at the time of implementation because of the high gas production rate from the top of the reservoir. 

Keywords: Gas lift, Wafa field, Ghadamis Basin, Artificial lift, Libya.

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Authors: Sana Hamdi, Emna Bouazizi, Sami Faiz

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In recent years, real-time spatial applications, like location-aware services and traffic monitoring, have become more and more important. Such applications result dynamic environments where data as well as queries are continuously moving. As a result, there is a tremendous amount of real-time spatial data generated every day. The growth of the data volume seems to outspeed the advance of our computing infrastructure. For instance, in real-time spatial Big Data, users expect to receive the results of each query within a short time period without holding in account the load of the system. But with a huge amount of real-time spatial data generated, the system performance degrades rapidly especially in overload situations. To solve this problem, we propose the use of data partitioning as an optimization technique. Traditional horizontal and vertical partitioning can increase the performance of the system and simplify data management. But they remain insufficient for real-time spatial Big data; they can’t deal with real-time and stream queries efficiently. Thus, in this paper, we propose a novel data partitioning approach for real-time spatial Big data named VPA-RTSBD (Vertical Partitioning Approach for Real-Time Spatial Big data). This contribution is an implementation of the Matching algorithm for traditional vertical partitioning. We find, firstly, the optimal attribute sequence by the use of Matching algorithm. Then, we propose a new cost model used for database partitioning, for keeping the data amount of each partition more balanced limit and for providing a parallel execution guarantees for the most frequent queries. VPA-RTSBD aims to obtain a real-time partitioning scheme and deals with stream data. It improves the performance of query execution by maximizing the degree of parallel execution. This affects QoS (Quality Of Service) improvement in real-time spatial Big Data especially with a huge volume of stream data. The performance of our contribution is evaluated via simulation experiments. The results show that the proposed algorithm is both efficient and scalable, and that it outperforms comparable algorithms.

Keywords: Real-Time Spatial Big Data, Quality Of Service, Vertical partitioning, Horizontal partitioning, Matching algorithm, Hamming distance, Stream query.

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Authors: Saeed Asiri

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

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

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Authors: Ramin Mirzada, Takuya Maruyama

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Kabul is the heart of political, commercial, cultural, educational and social life in Afghanistan and the fifth fastest growing city in the world. Minimum income inclined most of Kabul residents to use public transport, especially buses, although there is no proper bus system, beside that there is no proper fare exist in Kabul city Due to wars. From 1992 to 2001 during civil wars, Kabul suffered damage and destruction of its transportation facilities including pavements, sidewalks, traffic circles, drainage systems, traffic signs and signals, trolleybuses and almost all of the public transport system (e.g. Millie bus). This research is mainly focused on Kabul city’s transportation system. In this research, the data used have been gathered by Japan International Cooperation Agency (JICA) in 2008 and this data will be used to find demand and fare structure, additionally a survey was done in 2016 to find satisfaction level of Kabul residents for fare structure. Aim of this research is to observe the demand for Large Buses, compare to the actual supply from the government, analyze the current fare structure and compare it with the proposed fare (distance based fare) structure which has already been analyzed. Outcome of this research shows that the demand of Kabul city residents for the public transport (Large Buses) exceeds from the current supply, so that current public transportation (Large Buses) is not sufficient to serve public transport in Kabul city, worth to be mentioned, that in order to overcome this problem, there is no need to build new roads or exclusive way for buses. This research proposes government to change the fare from fixed fare to distance based fare, invest on public transportation and increase the number of large buses so that the current demand for public transport is met.

Keywords: Transportation, planning, public transport, large buses, fixed fare, distance based fare, Kabul, Afghanistan.

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Authors: Cherryl Lowe

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Background - The TrendCare Patient Dependency System is currently used by a large number of maternity Services across Australia, New Zealand and Singapore. In 2012, 2013 and 2014 validation studies were initiated in all three countries to validate the acuity tools used for women in labour, and postnatal mothers and babies. This paper will present the findings of the validation study. Aim - The aim of this study was to; identify if the care hours provided by the TrendCare acuity system was an accurate reflection of the care required by women and babies; obtain evidence of changes required to acuity indicators and/or category timings to ensure the TrendCare acuity system remains reliable and valid across a range of maternity care models in three countries. Method - A non-experimental action research methodology was used across maternity services in four District Health Boards in New Zealand, a large tertiary and a large secondary maternity service in Singapore and a large public maternity service in Australia. Standardised data collection forms and timing devices were used to collect midwife contact times, with women and babies included in the study. Rejection processes excluded samples when care was not completed/rationed, and contact timing forms were incomplete. The variances between actual timed midwife/mother/baby contact and the TrendCare acuity category times were identified and investigated. Results - Thirty two (88.9%) of the 36 TrendCare acuity category timings, fell within the variance tolerance levels when compared to the actual timings recorded for midwifery care. Four (11.1%) TrendCare categories provided less minutes of care than the actual timings and exceeded the variance tolerance level. These were all night shift category timings. Nine postnatal categories were not able to be compared as the sample size for these categories was statistically insignificant. 100% of labour ward TrendCare categories matched actual timings for midwifery care, all falling within the variance tolerance levels. The actual time provided by core midwifery staff to assist lead maternity carer (LMC) midwives in New Zealand labour wards showed a significant deviation to previous studies. The findings of the study demonstrated the need for additional time allocations in TrendCare to accommodate an increased level of assistance given to LMC midwives. Conclusion - The results demonstrated the importance of regularly validating the TrendCare category timings with actual timings of the care hours provided. It was evident from the findings that variances to models of care and length of stay in maternity units have increased midwifery workloads on the night shift. The level of assistance provided by the core labour ward staff to the LMC midwife has increased substantially. Outcomes - As a consequence of this study, changes were made to the night duty TrendCare maternity categories, additional acuity indicators were developed and times for assisting LMC midwives in labour ward increased. The updated TrendCare version was delivered to maternity services in 2014.

Keywords: Maternity, acuity, midwifery research, midwifery workloads.

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

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

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

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Authors: Mohammad Reza Karami Nejad

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A hybrid learning automata-genetic algorithm (HLGA) is proposed to solve QoS routing optimization problem of next generation networks. The algorithm complements the advantages of the learning Automato Algorithm(LA) and Genetic Algorithm(GA). It firstly uses the good global search capability of LA to generate initial population needed by GA, then it uses GA to improve the Quality of Service(QoS) and acquiring the optimization tree through new algorithms for crossover and mutation operators which are an NP-Complete problem. In the proposed algorithm, the connectivity matrix of edges is used for genotype representation. Some novel heuristics are also proposed for mutation, crossover, and creation of random individuals. We evaluate the performance and efficiency of the proposed HLGA-based algorithm in comparison with other existing heuristic and GA-based algorithms by the result of simulation. Simulation results demonstrate that this paper proposed algorithm not only has the fast calculating speed and high accuracy but also can improve the efficiency in Next Generation Networks QoS routing. The proposed algorithm has overcome all of the previous algorithms in the literature.

Keywords: Routing, Quality of Service, Multicaset, Learning Automata, Genetic, Next Generation Networks.

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Authors: R.A.Mahdavinejad

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

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

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Authors: Abdelsalam A. Ahmed

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

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

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Authors: Tamás Hartványi, Ferenc Tóth

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

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

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

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

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

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Authors: A. R. Seifi

Abstract:

This work presents a new algorithm based on a combination of fuzzy (FUZ), Dynamic Programming (DP), and Genetic Algorithm (GA) approach for capacitor allocation in distribution feeders. The problem formulation considers two distinct objectives related to total cost of power loss and total cost of capacitors including the purchase and installation costs. The novel formulation is a multi-objective and non-differentiable optimization problem. The proposed method of this article uses fuzzy reasoning for sitting of capacitors in radial distribution feeders, DP for sizing and finally GA for finding the optimum shape of membership functions which are used in fuzzy reasoning stage. The proposed method has been implemented in a software package and its effectiveness has been verified through a 9-bus radial distribution feeder for the sake of conclusions supports. A comparison has been done among the proposed method of this paper and similar methods in other research works that shows the effectiveness of the proposed method of this paper for solving optimum capacitor planning problem.

Keywords: Capacitor planning, Fuzzy logic method, Genetic Algorithm, Dynamic programming, Radial Distribution feeder

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

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

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

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Authors: Hosein Hamisheh Bahar, Mohammad Hossein Fazel Zarandi, Akbar Esfahanipour

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In this paper, a hybrid expert system is developed by using fuzzy genetic network programming with reinforcement learning (GNP-RL). In this system, the frame-based structure of the system uses the trading rules extracted by GNP. These rules are extracted by using technical indices of the stock prices in the training time period. For developing this system, we applied fuzzy node transition and decision making in both processing and judgment nodes of GNP-RL. Consequently, using these method not only did increase the accuracy of node transition and decision making in GNP's nodes, but also extended the GNP's binary signals to ternary trading signals. In the other words, in our proposed Fuzzy GNP-RL model, a No Trade signal is added to conventional Buy or Sell signals. Finally, the obtained rules are used in a frame-based system implemented in Kappa-PC software. This developed trading system has been used to generate trading signals for ten companies listed in Tehran Stock Exchange (TSE). The simulation results in the testing time period shows that the developed system has more favorable performance in comparison with the Buy and Hold strategy.

Keywords: Fuzzy genetic network programming, hybrid expert system, technical trading signal, Tehran stock exchange.

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

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

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

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

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

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

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

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

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

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

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

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

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Authors: Seyed Habib A. Rahmati

Abstract:

During last decades, developing multi-objective evolutionary algorithms for optimization problems has found considerable attention. Flexible job shop scheduling problem, as an important scheduling optimization problem, has found this attention too. However, most of the multi-objective algorithms that are developed for this problem use nonprofessional approaches. In another words, most of them combine their objectives and then solve multi-objective problem through single objective approaches. Of course, except some scarce researches that uses Pareto-based algorithms. Therefore, in this paper, a new Pareto-based algorithm called controlled elitism non-dominated sorting genetic algorithm (CENSGA) is proposed for the multi-objective FJSP (MOFJSP). Our considered objectives are makespan, critical machine work load, and total work load of machines. The proposed algorithm is also compared with one the best Pareto-based algorithms of the literature on some multi-objective criteria, statistically.

Keywords: Scheduling, Flexible job shop scheduling problem, controlled elitism non-dominated sorting genetic algorithm

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Authors: A. Samraj, S. Sayeed, J. E. Raja., J. Hossen, A. Rahman

Abstract:

Monitoring the tool flank wear without affecting the throughput is considered as the prudent method in production technology. The examination has to be done without affecting the machining process. In this paper we proposed a novel work that is used to determine tool flank wear by observing the sound signals emitted during the turning process. The work-piece material we used here is steel and aluminum and the cutting insert was carbide material. Two different cutting speeds were used in this work. The feed rate and the cutting depth were constant whereas the flank wear was a variable. The emitted sound signal of a fresh tool (0 mm flank wear) a slightly worn tool (0.2 -0.25 mm flank wear) and a severely worn tool (0.4mm and above flank wear) during turning process were recorded separately using a high sensitive microphone. Analysis using Singular Value Decomposition was done on these sound signals to extract the feature sound components. Observation of the results showed that an increase in tool flank wear correlates with an increase in the values of SVD features produced out of the sound signals for both the materials. Hence it can be concluded that wear monitoring of tool flank during turning process using SVD features with the Fuzzy C means classification on the emitted sound signal is a potential and relatively simple method.

Keywords: Fuzzy c means, Microphone, Singular ValueDecomposition, Tool Flank Wear.

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

Abstract:

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

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

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Authors: A. Shayeghi, H. Eimani Kalasar, H. Shayeghi

Abstract:

This paper emphasizes on the application of genetic algorithm (GA) to optimize the parameters of the TMD for achieving the best results in the reduction of the building response under earthquake excitations. The Integral of the Time multiplied Absolute value of the Error (ITAE) based on relative displacement of all floors in the building is taken as a performance index of the optimization criterion. The problem of robustly TMD controller design is formatted as an optimization problem based on the ITAE performance index to be solved using GA that has a story ability to find the most optimistic results. An 11–story realistic building, located in the city of Rasht, Iran is considered as a test system to demonstrate effectiveness of the proposed GA based TMD (GATMD) controller without specifying which mode should be controlled. The results of the proposed GATMD controller are compared with the uncontrolled structure through timedomain simulation and some performance indices. The results analysis reveals that the designed GA based TMD controller has an excellent capability in reduction of the seismically excited example building and the ITAE performance, that is so for remains as unknown, can be introduced a new criteria - method for structural dynamic design.

Keywords: Tuned Mass Damper, Genetic Algorithm, TallBuildings, Structural Dynamics.

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Authors: Imen Dhaou

Abstract:

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

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

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

Abstract:

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

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

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