Search results for: cost-based topology and sizing optimization
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2117

Search results for: cost-based topology and sizing optimization

1967 Cloud Monitoring and Performance Optimization Ensuring High Availability and Security

Authors: Inayat Ur Rehman, Georgia Sakellari

Abstract:

Cloud computing has evolved into a vital technology for businesses, offering scalability, flexibility, and cost-effectiveness. However, maintaining high availability and optimal performance in the cloud is crucial for reliable services. This paper explores the significance of cloud monitoring and performance optimization in sustaining the high availability of cloud-based systems. It discusses diverse monitoring tools, techniques, and best practices for continually assessing the health and performance of cloud resources. The paper also delves into performance optimization strategies, including resource allocation, load balancing, and auto-scaling, to ensure efficient resource utilization and responsiveness. Addressing potential challenges in cloud monitoring and optimization, the paper offers insights into data security and privacy considerations. Through this thorough analysis, the paper aims to underscore the importance of cloud monitoring and performance optimization for ensuring a seamless and highly available cloud computing environment.

Keywords: Cloud computing, cloud monitoring, performance optimization, high availability.

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1966 Enhanced Ant Colony Based Algorithm for Routing in Mobile Ad Hoc Network

Authors: Cauvery N. K., K. V. Viswanatha

Abstract:

Mobile Ad hoc network consists of a set of mobile nodes. It is a dynamic network which does not have fixed topology. This network does not have any infrastructure or central administration, hence it is called infrastructure-less network. The change in topology makes the route from source to destination as dynamic fixed and changes with respect to time. The nature of network requires the algorithm to perform route discovery, maintain route and detect failure along the path between two nodes [1]. This paper presents the enhancements of ARA [2] to improve the performance of routing algorithm. ARA [2] finds route between nodes in mobile ad-hoc network. The algorithm is on-demand source initiated routing algorithm. This is based on the principles of swarm intelligence. The algorithm is adaptive, scalable and favors load balancing. The improvements suggested in this paper are handling of loss ants and resource reservation.

Keywords: Ad hoc networks, On-demand routing, Swarmintelligence.

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1965 Optimizing the Design of Radial/Axial PMSM and SRM used for Powered Wheel-Chairs

Authors: D. Fodorean, D.C. Popa, F. Jurca, M. Ruba

Abstract:

the paper presents the optimization results for several electrical machines dedicated for powered electric wheel-chairs. The optimization, using the Hook-Jeeves algorithm, was employed based on a design approach which takes into consideration the road conditions. Also, through numerical simulations (based on finite element method), the analytical approach was validated. The optimization approach gave satisfactory results and the best suited variant was chosen for the motorization of the wheel-chair.

Keywords: electrical machines, numerical validation, optimization, electric wheel chair.

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1964 Pragati Node Popularity (PNP) Approach to Identify Congestion Hot Spots in MPLS

Authors: E. Ramaraj, A. Padmapriya

Abstract:

In large Internet backbones, Service Providers typically have to explicitly manage the traffic flows in order to optimize the use of network resources. This process is often referred to as Traffic Engineering (TE). Common objectives of traffic engineering include balance traffic distribution across the network and avoiding congestion hot spots. Raj P H and SVK Raja designed the Bayesian network approach to identify congestion hors pots in MPLS. In this approach for every node in the network the Conditional Probability Distribution (CPD) is specified. Based on the CPD the congestion hot spots are identified. Then the traffic can be distributed so that no link in the network is either over utilized or under utilized. Although the Bayesian network approach has been implemented in operational networks, it has a number of well known scaling issues. This paper proposes a new approach, which we call the Pragati (means Progress) Node Popularity (PNP) approach to identify the congestion hot spots with the network topology alone. In the new Pragati Node Popularity approach, IP routing runs natively over the physical topology rather than depending on the CPD of each node as in Bayesian network. We first illustrate our approach with a simple network, then present a formal analysis of the Pragati Node Popularity approach. Our PNP approach shows that for any given network of Bayesian approach, it exactly identifies the same result with minimum efforts. We further extend the result to a more generic one: for any network topology and even though the network is loopy. A theoretical insight of our result is that the optimal routing is always shortest path routing with respect to some considerations of hot spots in the networks.

Keywords: Conditional Probability Distribution, Congestion hotspots, Operational Networks, Traffic Engineering.

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1963 Modeling of Dielectric Heating in Radio- Frequency Applicator Optimized for Uniform Temperature by Means of Genetic Algorithms

Authors: Camelia Petrescu, Lavinia Ferariu

Abstract:

The paper presents an optimization study based on genetic algorithms (GA-s) for a radio-frequency applicator used in heating dielectric band products. The weakly coupled electro-thermal problem is analyzed using 2D-FEM. The design variables in the optimization process are: the voltage of a supplementary “guard" electrode and six geometric parameters of the applicator. Two objective functions are used: temperature uniformity and total active power absorbed by the dielectric. Both mono-objective and multiobjective formulations are implemented in GA optimization.

Keywords: Dielectric heating, genetic algorithms, optimization, RF applicators.

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1962 The Synthetic T2 Quality Control Chart and its Multi-Objective Optimization

Authors: Francisco Aparisi, Marco A. de Luna

Abstract:

In some real applications of Statistical Process Control it is necessary to design a control chart to not detect small process shifts, but keeping a good performance to detect moderate and large shifts in the quality. In this work we develop a new quality control chart, the synthetic T2 control chart, that can be designed to cope with this objective. A multi-objective optimization is carried out employing Genetic Algorithms, finding the Pareto-optimal front of non-dominated solutions for this optimization problem.

Keywords: Multi-objective optimization, Quality Control, SPC, Synthetic T2 control chart.

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1961 Back Bone Node Based Black Hole Detection Mechanism in Mobile Ad Hoc Networks

Authors: Nidhi Gupta, Sanjoy Das, Khushal Singh

Abstract:

Mobile Ad hoc Network is a set of self-governing nodes which communicate through wireless links. Dynamic topology MANETs makes routing a challenging task. Various routing protocols are there, but due to various fundamental characteristic open medium, changing topology, distributed collaboration and constrained capability, these protocols are tend to various types of security attacks. Black hole is one among them. In this attack, malicious node represents itself as having the shortest path to the destination but that path not even exists. In this paper, we aim to develop a routing protocol for detection and prevention of black hole attack by modifying AODV routing protocol. This protocol is able to detect and prevent the black hole attack. Simulation is done using NS-2, which shows the improvement in network performance.

Keywords: Ad hoc, AODV, Back Bone, routing, Security.

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1960 Improvement of Gregory's formula using Particle Swarm Optimization

Authors: N. Khelil. L. Djerou , A. Zerarka, M. Batouche

Abstract:

Consider the Gregory integration (G) formula with end corrections where h Δ is the forward difference operator with step size h. In this study we prove that can be optimized by minimizing some of the coefficient k a in the remainder term by particle swarm optimization. Experimental tests prove that can be rendered a powerful formula for library use.

Keywords: Numerical integration, Gregory Formula, Particle Swarm optimization.

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1959 A Hybrid Particle Swarm Optimization-Nelder- Mead Algorithm (PSO-NM) for Nelson-Siegel- Svensson Calibration

Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

Abstract:

Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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1958 Evolving Neural Networks using Moment Method for Handwritten Digit Recognition

Authors: H. El Fadili, K. Zenkouar, H. Qjidaa

Abstract:

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.

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1957 Performance Comparison of Prim’s and Ant Colony Optimization Algorithm to Select Shortest Path in Case of Link Failure

Authors: Rimmy Yadav, Avtar Singh

Abstract:

Ant Colony Optimization (ACO) is a promising modern approach to the unused combinatorial optimization. Here ACO is applied to finding the shortest during communication link failure. In this paper, the performances of the prim’s and ACO algorithm are made. By comparing the time complexity and program execution time as set of parameters, we demonstrate the pleasant performance of ACO in finding excellent solution to finding shortest path during communication link failure.

Keywords: Ant colony optimization, link failure, prim’s algorithm.

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1956 Combined Simulated Annealing and Genetic Algorithm to Solve Optimization Problems

Authors: Younis R. Elhaddad

Abstract:

Combinatorial optimization problems arise in many scientific and practical applications. Therefore many researchers try to find or improve different methods to solve these problems with high quality results and in less time. Genetic Algorithm (GA) and Simulated Annealing (SA) have been used to solve optimization problems. Both GA and SA search a solution space throughout a sequence of iterative states. However, there are also significant differences between them. The GA mechanism is parallel on a set of solutions and exchanges information using the crossover operation. SA works on a single solution at a time. In this work SA and GA are combined using new technique in order to overcome the disadvantages' of both algorithms.

Keywords: Genetic Algorithm, Optimization problems, Simulated Annealing, Traveling Salesman Problem

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1955 Cognitive Virtual Exploration for Optimization Model Reduction

Authors: Livier Serna, Xavier Fischer, Fouad Bennis

Abstract:

In this paper, a decision aid method for preoptimization is presented. The method is called “negotiation", and it is based on the identification, formulation, modeling and use of indicators defined as “negotiation indicators". These negotiation indicators are used to explore the solution space by means of a classbased approach. The classes are subdomains for the negotiation indicators domain. They represent equivalent cognitive solutions in terms of the negotiation indictors being used. By this method, we reduced the size of the solution space and the criteria, thus aiding the optimization methods. We present an example to show the method.

Keywords: Optimization Model Reduction, Pre-Optimization, Negotiation Process, Class-Making, Cognition Based VirtualExploration.

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1954 Rational Structure of Panel with Curved Plywood Ribs

Authors: Janis Šliseris, Karlis Rocens

Abstract:

Optimization of rational geometrical and mechanical parameters of panel with curved plywood ribs is considered in this paper. The panel consists of cylindrical plywood ribs manufactured from Finish plywood, upper and bottom plywood flange, stiffness diaphragms. Panel is filled with foam. Minimal ratio of structure self weight and load that could be applied to structure is considered as rationality criteria. Optimization is done, by using classical beam theory without nonlinearities. Optimization of discreet design variables is done by Genetic algorithm.

Keywords: Curved plywood ribs, genetic algorithm, rationalparameters of ribbed panel, structure optimization.

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1953 Thermodynamic Optimization of Turboshaft Engine using Multi-Objective Genetic Algorithm

Authors: S. Farahat, E. Khorasani Nejad, S. M. Hoseini Sarvari

Abstract:

In this paper multi-objective genetic algorithms are employed for Pareto approach optimization of ideal Turboshaft engines. In the multi-objective optimization a number of conflicting objective functions are to be optimized simultaneously. The important objective functions that have been considered for optimization are specific thrust (F/m& 0), specific fuel consumption ( P S ), output shaft power 0 (& /&) shaft W m and overall efficiency( ) O η . These objectives are usually conflicting with each other. The design variables consist of thermodynamic parameters (compressor pressure ratio, turbine temperature ratio and Mach number). At the first stage single objective optimization has been investigated and the method of NSGA-II has been used for multiobjective optimization. Optimization procedures are performed for two and four objective functions and the results are compared for ideal Turboshaft engine. In order to investigate the optimal thermodynamic behavior of two objectives, different set, each including two objectives of output parameters, are considered individually. For each set Pareto front are depicted. The sets of selected decision variables based on this Pareto front, will cause the best possible combination of corresponding objective functions. There is no superiority for the points on the Pareto front figure, but they are superior to any other point. In the case of four objective optimization the results are given in tables.

Keywords: Multi-objective, Genetic algorithm, Turboshaft Engine.

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1952 Engineering Optimization Using Two-Stage Differential Evolution

Authors: K. Y. Tseng, C. Y. Wu

Abstract:

This paper employs a heuristic algorithm to solve engineering problems including truss structure optimization and optimal chiller loading (OCL) problems. Two different type algorithms, real-valued differential evolution (DE) and modified binary differential evolution (MBDE), are successfully integrated and then can obtain better performance in solving engineering problems. In order to demonstrate the performance of the proposed algorithm, this study adopts each one testing case of truss structure optimization and OCL problems to compare the results of other heuristic optimization methods. The result indicates that the proposed algorithm can obtain similar or better solution in comparing with previous studies.

Keywords: Differential evolution, truss structure optimization, optimal chiller loading, modified binary differential evolution.

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1951 Experimental Modal Analysis and Model Validation of Antenna Structures

Authors: B.R. Potgieter, G. Venter

Abstract:

Numerical design optimization is a powerful tool that can be used by engineers during any stage of the design process. There are many different applications for structural optimization. A specific application that will be discussed in the following paper is experimental data matching. Data obtained through tests on a physical structure will be matched with data from a numerical model of that same structure. The data of interest will be the dynamic characteristics of an antenna structure focusing on the mode shapes and modal frequencies. The structure used was a scaled and simplified model of the Karoo Array Telescope-7 (KAT-7) antenna structure. This kind of data matching is a complex and difficult task. This paper discusses how optimization can assist an engineer during the process of correlating a finite element model with vibration test data.

Keywords: Finite Element Model (FEM), Karoo Array Telescope(KAT-7), modal frequencies, mode shapes, optimization, shape optimization, size optimization, vibration tests

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1950 Microgrid: Low Power Network Topology and Control

Authors: Amit Sachan

Abstract:

The network designing and data modeling developments which are the two significant research tasks in direction to tolerate power control of Microgrid concluded using IEC 61850 data models and facilities. The current casing areas of IEC 61580 include infrastructures in substation automation systems, among substations and to DERs. So, for LV microgrid power control, previously using the IEC 61850 amenities to control the smart electrical devices, we have to model those devices as IEC 61850 data models and design a network topology to maintenance all-in-one communiqué amid those devices. In adding, though IEC 61850 assists modeling a portion by open-handed several object models for common functions similar measurement, metering, monitoring…etc., there are motionless certain missing smithereens for building a multiplicity of functions for household appliances like tuning the temperature of an electric heater or refrigerator.

Keywords: IEC 61850, RCMC, HCMC, DER Unit Controller.

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1949 Chemical Reaction Algorithm for Expectation Maximization Clustering

Authors: Li Ni, Pen ManMan, Li KenLi

Abstract:

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.

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1948 Performance Analysis of MATLAB Solvers in the Case of a Quadratic Programming Generation Scheduling Optimization Problem

Authors: Dávid Csercsik, Péter Kádár

Abstract:

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.

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1947 A Novel Three Phase Hybrid Unidirectional Rectifier for High Power Factor Applications

Authors: P. Nammalvar, P. Meganathan

Abstract:

This paper presents a hybrid three phase rectifier for high power factor application. This rectifier is composed by zero voltage transition (ZVT) and zero current transition (ZCT) boost converter with three phase diode bridge rectifier, in parallel with a six pulse three phase pulse width modulation (PWM) controlled rectifier. The proposed topology is capable of high power factor with DC output voltage regulation by providing sinusoidal input. Also, it increases the overall efficiency of the new hybrid rectifier to 94.56% and the total harmonic distortion of the hybrid structure varies from 0% to 16% at nominal output power. This topology was simulated in MATLAB/SIMULINK environment and the output waveforms presented with experimental result.

Keywords: Hybrid Rectifier, Total Harmonic Distortion, Power Quality, Pulse Width Modulation (PWM), Unidirectional Rectifier.

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1946 Application of Single Tuned Passive Filters in Distribution Networks at the Point of Common Coupling

Authors: M. Almutairi, S. Hadjiloucas

Abstract:

The harmonic distortion of voltage is important in relation to power quality due to the interaction between the large diffusion of non-linear and time-varying single-phase and three-phase loads with power supply systems. However, harmonic distortion levels can be reduced by improving the design of polluting loads or by applying arrangements and adding filters. The application of passive filters is an effective solution that can be used to achieve harmonic mitigation mainly because filters offer high efficiency, simplicity, and are economical. Additionally, possible different frequency response characteristics can work to achieve certain required harmonic filtering targets. With these ideas in mind, the objective of this paper is to determine what size single tuned passive filters work in distribution networks best, in order to economically limit violations caused at a given point of common coupling (PCC). This article suggests that a single tuned passive filter could be employed in typical industrial power systems. Furthermore, constrained optimization can be used to find the optimal sizing of the passive filter in order to reduce both harmonic voltage and harmonic currents in the power system to an acceptable level, and, thus, improve the load power factor. The optimization technique works to minimize voltage total harmonic distortions (VTHD) and current total harmonic distortions (ITHD), where maintaining a given power factor at a specified range is desired. According to the IEEE Standard 519, both indices are viewed as constraints for the optimal passive filter design problem. The performance of this technique will be discussed using numerical examples taken from previous publications.

Keywords: Harmonics, passive filter, power factor, power quality.

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1945 Person Re-Identification Using Siamese Convolutional Neural Network

Authors: Sello Mokwena, Monyepao Thabang

Abstract:

In this study, we propose a comprehensive approach to address the challenges in person re-identification models. By combining a centroid tracking algorithm with a Siamese convolutional neural network model, our method excels in detecting, tracking, and capturing robust person features across non-overlapping camera views. The algorithm efficiently identifies individuals in the camera network, while the neural network extracts fine-grained global features for precise cross-image comparisons. The approach's effectiveness is further accentuated by leveraging the camera network topology for guidance. Our empirical analysis of benchmark datasets highlights its competitive performance, particularly evident when background subtraction techniques are selectively applied, underscoring its potential in advancing person re-identification techniques.

Keywords: Camera network, convolutional neural network topology, person tracking, person re-identification, Siamese.

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1944 Non-Convex Multi Objective Economic Dispatch Using Ramp Rate Biogeography Based Optimization

Authors: Susanta Kumar Gachhayat, S. K. Dash

Abstract:

Multi objective non-convex economic dispatch problems of a thermal power plant are of grave concern for deciding the cost of generation and reduction of emission level for diminishing the global warming level for improving green-house effect. This paper deals with ramp rate constraints for achieving better inequality constraints so as to incorporate valve point loading for cost of generation in thermal power plant through ramp rate biogeography based optimization involving mutation and migration. Through 50 out of 100 trials, the cost function and emission objective function were found to have outperformed other classical methods such as lambda iteration method, quadratic programming method and many heuristic methods like particle swarm optimization method, weight improved particle swarm optimization method, constriction factor based particle swarm optimization method, moderate random particle swarm optimization method etc. Ramp rate biogeography based optimization applications prove quite advantageous in solving non convex multi objective economic dispatch problems subjected to nonlinear loads that pollute the source giving rise to third harmonic distortions and other such disturbances.

Keywords: Economic load dispatch, Biogeography based optimization, Ramp rate biogeography based optimization, Valve Point loading, Moderate random particle swarm optimization method, Weight improved particle swarm optimization method

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1943 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

Abstract:

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.

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1942 Improved Hill Climbing and Simulated Annealing Algorithms for Size Optimization of Trusses

Authors: Morteza Kazemi Torbaghan, Seyed Mehran Kazemi, Rahele Zhiani, Fakhriye Hamed

Abstract:

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 methods

Keywords: Size Optimization of Trusses, Hill Climbing, Simulated Annealing.

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1941 Star-Hexagon Transformer Supported UPQC

Authors: Yash Pal, A.Swarup, Bhim Singh

Abstract:

A new topology of unified power quality conditioner (UPQC) is proposed for different power quality (PQ) improvement in a three-phase four-wire (3P-4W) distribution system. For neutral current mitigation, a star-hexagon transformer is connected in shunt near the load along with three-leg voltage source inverters (VSIs) based UPQC. For the mitigation of source neutral current, the uses of passive elements are advantageous over the active compensation due to ruggedness and less complexity of control. In addition to this, by connecting a star-hexagon transformer for neutral current mitigation the over all rating of the UPQC is reduced. The performance of the proposed topology of 3P-4W UPQC is evaluated for power-factor correction, load balancing, neutral current mitigation and mitigation of voltage and currents harmonics. A simple control algorithm based on Unit Vector Template (UVT) technique is used as a control strategy of UPQC for mitigation of different PQ problems. In this control scheme, the current/voltage control is applied over the fundamental supply currents/voltages instead of fast changing APFs currents/voltages, thereby reducing the computational delay. Moreover, no extra control is required for neutral source current compensation; hence the numbers of current sensors are reduced. The performance of the proposed topology of UPQC is analyzed through simulations results using MATLAB software with its Simulink and Power System Block set toolboxes.

Keywords: Power-factor correction, Load balancing, UPQC, Voltage and Current harmonics, Neutral current mitigation, Starhexagon transformer.

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1940 A Simple Adaptive Algorithm for Norm-Constrained Optimization

Authors: Hyun-Chool Shin

Abstract:

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.

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1939 Phase Control Array Synthesis Using Constrained Accelerated Particle Swarm Optimization

Authors: Mohammad Taha, Dia abu al Nadi

Abstract:

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.

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1938 Stock Portfolio Selection Using Chemical Reaction Optimization

Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

Abstract:

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

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