Search results for: Non-stationary stochastic optimization

Authors: Pedro F. Albuquerque, Pedro V. Gamboa, Miguel A. Silvestre

Abstract:

The present work describes the implementation of the Enhanced Collaborative Optimization (ECO) multilevel architecture with a gradient-based optimization algorithm with the aim of performing a multidisciplinary design optimization of a generic unmanned aerial vehicle with morphing technologies. The concepts of weighting coefficient and dynamic compatibility parameter are presented for the ECO architecture. A routine that calculates the aircraft performance for the user defined mission profile and vehicle’s performance requirements has been implemented using low fidelity models for the aerodynamics, stability, propulsion, weight, balance and flight performance. A benchmarking case study for evaluating the advantage of using a variable span wing within the optimization methodology developed is presented.

Keywords: Multidisciplinary, Multilevel, Morphing, Enhanced Collaborative Optimization (ECO).

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Authors: Diogo Silva, Fadul Rodor, Carlos Moraes

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This work compares the results of multidimensional function approximation using two algorithms: the classical Particle Swarm Optimization (PSO) and the Quantum Particle Swarm Optimization (QPSO). These algorithms were both tested on three functions - The Rosenbrock, the Rastrigin, and the sphere functions - with different characteristics by increasing their number of dimensions. As a result, this study shows that the higher the function space, i.e. the larger the function dimension, the more evident the advantages of using the QPSO method compared to the PSO method in terms of performance and number of necessary iterations to reach the stop criterion.

Keywords: PSO, QPSO, function approximation, AI, optimization, multidimensional functions.

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Authors: J. Sliseris, K. Rocens

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The new optimization method for fiber orientation angle optimization of symmetrical multilayer plates like plywood is proposed. Optimization method consists of seeking for minimal compliance by choosing appropriate fiber orientation angle in outer layers of flexural plate. The discrete values of fiber orientation angles are used in method. Optimization results of simply supported plate and multispan plate with uniformly distributed load are provided. Results show that stiffness could be increased up to 20% by changing wood fiber orientation angle in one or two outer layers.

Keywords: Minimal compliance, flexural plate, plywood, discrete fiber angle optimization.

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Authors: Jörg Lassig, Stefanie Thiem

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The objective of this paper is the introduction to a unified optimization framework for research and education. The OPTILIB framework implements different general purpose algorithms for combinatorial optimization and minimum search on standard continuous test functions. The preferences of this library are the straightforward integration of new optimization algorithms and problems as well as the visualization of the optimization process of different methods exploring the search space exclusively or for the real time visualization of different methods in parallel. Further the usage of several implemented methods is presented on the basis of two use cases, where the focus is especially on the algorithm visualization. First it is demonstrated how different methods can be compared conveniently using OPTILIB on the example of different iterative improvement schemes for the TRAVELING SALESMAN PROBLEM. A second study emphasizes how the framework can be used to find global minima in the continuous domain.

Keywords: Global Optimization Heuristics, Particle Swarm Optimization, Ensemble Based Threshold Accepting, Ruin and Recreate

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Authors: I. Abuiziah, N. Shakarneh

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Genetic Algorithm (GA) is a powerful technique for solving optimization problems. It follows the idea of survival of the fittest - Better and better solutions evolve from previous generations until a near optimal solution is obtained. GA uses the main three operations, the selection, crossover and mutation to produce new generations from the old ones. GA has been widely used to solve optimization problems in many applications such as traveling salesman problem, airport traffic control, information retrieval (IR), reactive power optimization, job shop scheduling, and hydraulics systems such as water pipeline systems. In water pipeline systems we need to achieve some goals optimally such as minimum cost of construction, minimum length of pipes and diameters, and the place of protection devices. GA shows high performance over the other optimization techniques, moreover, it is easy to implement and use. Also, it searches a limited number of solutions.

Keywords: Genetic Algorithm, optimization, pipeline systems, selection, cross over.

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Authors: Hassan Manouzi

Abstract:

We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: Least squares, Wick product, SPDEs, finite element, Wiener chaos expansion, gradient method.

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Authors: Zoran D. Banjac, Branko D. Kovacevic

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The problem of FIR system parameter estimation has been considered in the paper. A new robust recursive algorithm for simultaneously estimation of parameters and scale factor of prediction residuals in non-stationary environment corrupted by impulsive noise has been proposed. The performance of derived algorithm has been tested by simulations.

Keywords: Adaptive filtering, Non-Gaussian filtering, Robustestimation, Scale factor estimation.

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Authors: Houda Abadlia, Nadia Smairi, Khaled Ghedira

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Multiobjective Particle Swarm Optimization (MOPSO) has shown an effective performance for solving test functions and real-world optimization problems. However, this method has a premature convergence problem, which may lead to lack of diversity. In order to improve its performance, this paper presents a hybrid approach which embedded the MOPSO into the island model and integrated a local search technique, Variable Neighborhood Search, to enhance the diversity into the swarm. Experiments on two series of test functions have shown the effectiveness of the proposed approach. A comparison with other evolutionary algorithms shows that the proposed approach presented a good performance in solving multiobjective optimization problems.

Keywords: Particle swarm optimization, migration, variable neighborhood search, multiobjective optimization.

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Authors: Bassem Roushdy, Nahed Sobhy, Abdelrhim Abdelhamid, Ahmed Mahmoud

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Most papers model Joint Replenishment Problem (JRP) as a (kT,S) where kT is a multiple value for a common review period T,and S is a predefined order up to level. In general the (T,S) policy is characterized by a long out of control period which requires a large amount of safety stock compared to the (R,Q) policy. In this paper a probabilistic model is built where an item, call it item(i), with the shortest order time between interval (T)is modeled under (R,Q) policy and its inventory is continuously reviewed, while the rest of items (j) are periodically reviewed at a definite time corresponding to item

Keywords: Inventory management, Joint replenishment, policy evaluation, stochastic process

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Authors: O. Hasançebi, S. Kazemzadeh Azad

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In the present study the efficiency of Big Bang-Big Crunch (BB-BC) algorithm is investigated in discrete structural design optimization. It is shown that a standard version of the BB-BC algorithm is sometimes unable to produce reasonable solutions to problems from discrete structural design optimization. Two reformulations of the algorithm, which are referred to as modified BB-BC (MBB-BC) and exponential BB-BC (EBB-BC), are introduced to enhance the capability of the standard algorithm in locating good solutions for steel truss and frame type structures, respectively. The performances of the proposed algorithms are experimented and compared to its standard version as well as some other algorithms over several practical design examples. In these examples, steel structures are sized for minimum weight subject to stress, stability and displacement limitations according to the provisions of AISC-ASD.

Keywords: Structural optimization, discrete optimization, metaheuristics, big bang-big crunch (BB-BC) algorithm, design optimization of steel trusses and frames.

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Authors: D. K. Lee, S. M. Shin, J. H. Lee

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Topology optimization technique utilizes constant element densities as design parameters. Finally, optimal distribution contours of the material densities between voids (0) and solids (1) in design domain represent the determination of topology. It means that regions with element density values become occupied by solids in design domain, while there are only void phases in regions where no density values exist. Therefore the void regions of topology optimization results provide design information to decide appropriate depositions of web-opening in structure. Contrary to the basic objective of the topology optimization technique which is to obtain optimal topology of structures, this present study proposes a new idea that topology optimization results can be also utilized for decision of proper web-opening’s position. Numerical examples of linear elastostatic structures demonstrate efficiency of methodological design processes using topology optimization in order to determinate the proper deposition of web-openings.

Keywords: Topology optimization, web-opening, structure, element density, material.

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Authors: Phakhapong Thanitakul, Worawat Sa-ngiamvibool, Apinan Aurasopon, Saravuth Pothiya

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This paper presents an improved ant colony optimization (IACO) for solving the reliability redundancy allocation problem (RAP) in order to maximize system reliability. To improve the performance of ACO algorithm, two additional techniques, i.e. neighborhood search, and re-initialization process are presented. To show its efficiency and effectiveness, the proposed IACO is applied to solve three RAPs. Additionally, the results of the proposed IACO are compared with those of the conventional heuristic approaches i.e. genetic algorithm (GA), particle swarm optimization (PSO) and ant colony optimization (ACO). The experimental results show that the proposed IACO approach is comparatively capable of obtaining higher quality solution and faster computational time.

Keywords: Ant colony optimization, Heuristic algorithm, Mixed-integer nonlinear programming, Redundancy allocation problem, Reliability optimization.

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Authors: Joko Pitono, Adi Soeprijanto, Takashi Hiyama

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This paper present an efficient and reliable technique of optimization which combined fuel cost economic optimization and emission dispatch using the Sigmoid Decreasing Inertia Weight Particle Swarm Optimization algorithm (PSO) to reduce the cost of fuel and pollutants resulting from fuel combustion by keeping the output of generators, bus voltages, shunt capacitors and transformer tap settings within the security boundary. The performance of the proposed algorithm has been demonstrated on IEEE 30-bus system with six generating units. The results clearly show that the proposed algorithm gives better and faster speed convergence then linearly decreasing inertia weight.

Keywords: Optimal Power Flow, Combined Economic Emission Dispatch, Sigmoid decreasing Inertia Weight, Particle Swarm Optimization.

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Authors: Héctor Rivera-Gómez, Eva Selene Hernández-Gress, Oscar Montaño-Arango, Jose Ramon Corona-Armenta

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This research studies the joint production, maintenance and subcontracting control policy for an unreliable deteriorating manufacturing system. Production activities are controlled by a derivation of the Hedging Point Policy, and given that the system is subject to deterioration, it reduces progressively its capacity to satisfy product demand. Multiple deterioration effects are considered, reflected mainly in the quality of the parts produced and the reliability of the machine. Subcontracting is available as support to satisfy product demand; also, overhaul maintenance can be conducted to reduce the effects of deterioration. The main objective of the research is to determine simultaneously the production, maintenance and subcontracting rate, which minimize the total, incurred cost. A stochastic dynamic programming model is developed and solved through a simulation-based approach composed of statistical analysis and optimization with the response surface methodology. The obtained results highlight the strong interactions between production, deterioration and quality, which justify the development of an integrated model. A numerical example and a sensitivity analysis are presented to validate our results.

Keywords: Deterioration, simulation, subcontracting, production planning.

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Authors: Jihad S. Daba (Jean-Pierre Dubois), Philip Jreije

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Speckled images arise when coherent microwave, optical, and acoustic imaging techniques are used to image an object, surface or scene. Examples of coherent imaging systems include synthetic aperture radar, laser imaging systems, imaging sonar systems, and medical ultrasound systems. Speckle noise is a form of object or target induced noise that results when the surface of the object is Rayleigh rough compared to the wavelength of the illuminating radiation. Detection and estimation in images corrupted by speckle noise is complicated by the nature of the noise and is not as straightforward as detection and estimation in additive noise. In this work, we derive stochastic models for speckle noise, with an emphasis on speckle as it arises in medical ultrasound images. The motivation for this work is the problem of segmentation and tissue classification using ultrasound imaging. Modeling of speckle in this context involves partially developed speckle model where an underlying Poisson point process modulates a Gram-Charlier series of Laguerre weighted exponential functions, resulting in a doubly stochastic filtered Poisson point process. The statistical distribution of partially developed speckle is derived in a closed canonical form. It is observed that as the mean number of scatterers in a resolution cell is increased, the probability density function approaches an exponential distribution. This is consistent with fully developed speckle noise as demonstrated by the Central Limit theorem.

Keywords: Doubly stochastic filtered process, Poisson point process, segmentation, speckle, ultrasound

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Authors: Panpan Xu, Shulin Sui, Zongjie Du

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Genetic algorithm is widely used in optimization problems for its excellent global search capabilities and highly parallel processing capabilities; but, it converges prematurely and has a poor local optimization capability in actual operation. Simulated annealing algorithm can avoid the search process falling into local optimum. A hybrid genetic algorithm based on simulated annealing is designed by combining the advantages of genetic algorithm and simulated annealing algorithm. The numerical experiment represents the hybrid genetic algorithm can be applied to solve the function optimization problems efficiently.

Keywords: Genetic algorithm, Simulated annealing, Hybrid genetic algorithm, Function optimization.

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Authors: Edikan E. Akpanibah Obinichi C. Mandah Imoleayo S. Asiwaju

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In this paper, we studied the effect of supplementary premium on the optimal portfolio policy in a defined contribution (DC) pension scheme with refund of premium clauses. This refund clause allows death members’ next of kin to withdraw their relative’s accumulated wealth during the accumulation period. The supplementary premium is to help sustain the scheme and is assumed to be stochastic. We considered cases when the remaining wealth is equally distributed and when it is not equally distributed among the remaining members. Next, we considered investments in cash and equity to help increase the remaining accumulated funds to meet up with the retirement needs of the remaining members and composed the problem as a continuous time mean-variance stochastic optimal control problem using the actuarial symbol and established an optimization problem from the extended Hamilton Jacobi Bellman equations. The optimal portfolio policy, the corresponding optimal fund size for the two assets and also the efficient frontier of the pension members for the two cases was obtained. Furthermore, the numerical simulations of the optimal portfolio policies with time were presented and the effect of the supplementary premium on the optimal portfolio policy was discussed and observed that the supplementary premium decreases the optimal portfolio policy of the risky asset (equity). Secondly we observed a disparity between the optimal policies for the two cases.

Keywords: Defined contribution pension scheme, extended Hamilton Jacobi Bellman equations, optimal portfolio policies, refund of premium clauses, supplementary premium.

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Authors: Karolína Vozková, Matěj Kuc

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This paper analyzes recent trends in cost efficiency of European cooperative banks using efficient frontier analysis. Our methodology is based on stochastic frontier analysis which is run on a set of 649 European cooperative banks using data between 2006 and 2015. Our results show that average inefficiency of European cooperative banks is increasing since 2008, smaller cooperative banks are significantly more efficient than the bigger ones over the whole time period and that share of net fee and commission income to total income surprisingly seems to have no impact on bank cost efficiency.

Keywords: Cooperative banks, cost efficiency, efficient frontier analysis, stochastic frontier analysis, net fee and commission income.

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Authors: Rosita Suhaimi, Firdaus Abdullah, Chong Fen Nee, Nurhani Aba Ibrahim

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This paper attempts to identify the significance of Information and Communications Technology (ICT) and competitiveness to the profit efficiency of commercial banks in Malaysia. The profit efficiency of commercial banks in Malaysia, the dependent variable, was estimated using the Stochastic Frontier Approach (SFA) on a sample of unbalanced panel data, covering 23 commercial banks, between 1995 to 2007. Based on the empirical results, ICT was not found to exert a significant impact on profit efficiency, whereas competitiveness, non ICT stock expenditure and ownership were significant contributors. On the other hand, the size of banks was found to have significantly reduced profit efficiency, opening up for various interpretations of the interrelated role of ICT and competition.

Keywords: Competitiveness, Profit Efficiency, Stochastic Frontier Analysis

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Authors: Adel Sabry Eesa, Adnan Mohsin Abdulazeez Brifcani, Zeynep Orman

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This paper presents a new meta-heuristic bio-inspired optimization algorithm which is called Cuttlefish Algorithm (CFA). The algorithm mimics the mechanism of color changing behavior of the cuttlefish to solve numerical global optimization problems. The colors and patterns of the cuttlefish are produced by reflected light from three different layers of cells. The proposed algorithm considers mainly two processes: reflection and visibility. Reflection process simulates light reflection mechanism used by these layers, while visibility process simulates visibility of matching patterns of the cuttlefish. To show the effectiveness of the algorithm, it is tested with some other popular bio-inspired optimization algorithms such as Genetic Algorithms (GA), Particle Swarm Optimization (PSO) and Bees Algorithm (BA) that have been previously proposed in the literature. Simulations and obtained results indicate that the proposed CFA is superior when compared with these algorithms.

Keywords: Cuttlefish Algorithm, bio-inspired algorithms, optimization.

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Authors: Tao Zhao, Xin Wang

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With the increasing complexity of engineering problems, the traditional, single-objective and deterministic optimization method can not meet people-s requirements. A multi-objective fuzzy optimization model of resource input is built for M chlor-alkali chemical eco-industrial park in this paper. First, the model is changed into the form that can be solved by genetic algorithm using fuzzy theory. And then, a fitness function is constructed for genetic algorithm. Finally, a numerical example is presented to show that the method compared with traditional single-objective optimization method is more practical and efficient.

Keywords: Fitness function, genetic algorithm, multi-objectivefuzzy optimization, satisfaction degree membership function.

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Authors: Hidehiko Okada

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The author proposes an extension of particle swarm optimization (PSO) for solving interval-valued optimization problems and applies the extended PSO to evolutionary training of neural networks (NNs) with interval weights. In the proposed PSO, values in the genotypes are not real numbers but intervals. Experimental results show that interval-valued NNs trained by the proposed method could well approximate hidden target functions despite the fact that no training data was explicitly provided.

Keywords: Evolutionary algorithms, swarm intelligence, particle swarm optimization, neural network, interval arithmetic.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

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This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.

Keywords: Stochastic models, ARIMA, extreme streamflow, Karkheh River.

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Authors: R. Simutis, V. Galvanauskas, D. Levisauskas, J. Repsyte

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This paper proposes a bioprocess optimization procedure based on Relevance Vector Regression models and evolutionary programming technique. Relevance Vector Regression scheme allows developing a compact and stable data-based process model avoiding time-consuming modeling expenses. The model building and process optimization procedure could be done in a half-automated way and repeated after every new cultivation run. The proposed technique was tested in a simulated mammalian cell cultivation process. The obtained results are promising and could be attractive for optimization of industrial bioprocesses.

Keywords: Bioprocess optimization, Evolutionary programming, Relevance Vector Regression.

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Authors: Salinee Thumronglaohapun

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The proper number and appropriate locations of service centers can save cost, raise revenue and gain more satisfaction from customers. Establishing service centers is high-cost and difficult to relocate. In long-term planning periods, several factors may affect the service. One of the most critical factors is uncertain demand of customers. The opened service centers need to be capable of serving customers and making a profit although the demand in each period is changed. In this work, the capacitated location-allocation problem with stochastic demand is considered. A mathematical model is formulated to determine suitable locations of service centers and their allocation to maximize total profit for multiple planning periods. Two heuristic methods, a local search and genetic algorithm, are used to solve this problem. For the local search, five different chances to choose each type of moves are applied. For the genetic algorithm, three different replacement strategies are considered. The results of applying each method to solve numerical examples are compared. Both methods reach to the same best found solution in most examples but the genetic algorithm provides better solutions in some cases.

Keywords: Location-allocation problem, stochastic demand, local search, genetic algorithm.

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Authors: C. Deepika, J. Nithya

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Segmentation is one of the essential tasks in image processing. Thresholding is one of the simplest techniques for performing image segmentation. Multilevel thresholding is a simple and effective technique. The primary objective of bi-level or multilevel thresholding for image segmentation is to determine a best thresholding value. To achieve multilevel thresholding various techniques has been proposed. A study of some nature inspired metaheuristic algorithms for multilevel thresholding for image segmentation is conducted. Here, we study about Particle swarm optimization (PSO) algorithm, artificial bee colony optimization (ABC), Ant colony optimization (ACO) algorithm and Cuckoo search (CS) algorithm.

Keywords: Ant colony optimization, Artificial bee colony optimization, Cuckoo search algorithm, Image segmentation, Multilevel thresholding, Particle swarm optimization.

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Authors: David Lindström

Abstract:

We evaluate the performance of a numerical method for global optimization of expensive functions. The method is using a response surface to guide the search for the global optimum. This metamodel could be based on radial basis functions, kriging, or a combination of different models. We discuss how to set the cyclic parameters of the optimization method to get a balance between local and global search. We also discuss the eventual problem with Runge oscillations in the response surface.

Keywords: Expensive function, infill sampling criterion, kriging, global optimization, response surface, Runge phenomenon.

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Authors: N. Arulanand, P. M. Ananth

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Quality of Service (QoS) attributes as part of the service description is an important factor for service attribute. It is not easy to exactly quantify the weight of each QoS conditions since human judgments based on their preference causes vagueness. As web services selection requires optimization, evolutionary computing based on heuristics to select an optimal solution is adopted. In this work, the evolutionary computing technique Particle Swarm Optimization (PSO) is used for selecting a suitable web services based on the user’s weightage of each QoS values by optimizing the QoS weight vector and thereby finding the best weight vectors for best services that is being selected. Finally the results are compared and analyzed using static inertia weight and deterministic inertia weight of PSO.

Keywords: QoS, Optimization, Particle Swarm Optimization (PSO), weight vector, web services, web service selection.

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Authors: Sangeeta Mondal, Vasundhara, Rajib Kar, Durbadal Mandal, S. P. Ghoshal

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This paper presents an optimal design of linear phase digital high pass finite impulse response (FIR) filter using Improved Particle Swarm Optimization (IPSO). In the design process, the filter length, pass band and stop band frequencies, feasible pass band and stop band ripple sizes are specified. FIR filter design is a multi-modal optimization problem. An iterative method is introduced to find the optimal solution of FIR filter design problem. Evolutionary algorithms like real code genetic algorithm (RGA), particle swarm optimization (PSO), improved particle swarm optimization (IPSO) have been used in this work for the design of linear phase high pass FIR filter. IPSO is an improved PSO that proposes a new definition for the velocity vector and swarm updating and hence the solution quality is improved. A comparison of simulation results reveals the optimization efficacy of the algorithm over the prevailing optimization techniques for the solution of the multimodal, nondifferentiable, highly non-linear, and constrained FIR filter design problems.

Keywords: FIR Filter, IPSO, GA, PSO, Parks and McClellan Algorithm, Evolutionary Optimization, High Pass Filter

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Authors: Changzhao Li, Juan Zhang

Abstract:

In this paper, we investigate a class of fuzzy Cohen- Grossberg neural networks with time delays and impulsive effects. By virtue of stochastic analysis, Halanay inequality for stochastic differential equations, we find sufficient conditions for the global exponential square-mean synchronization of the FCGNNs under noise perturbation. In particular, the traditional assumption on the differentiability of the time-varying delays is no longer needed. Finally, a numerical example is given to show the effectiveness of the results in this paper.

Keywords: Fuzzy Cohen-Grossberg neural networks (FCGNNs), complete synchronization, time delays, impulsive, noise perturbation.

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