Search results for: Parameter linear programming
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3189

Search results for: Parameter linear programming

3009 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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 948
3008 MEGSOR Iterative Scheme for the Solution of 2D Elliptic PDE's

Authors: J. Sulaiman, M. Othman, M. K. Hasan

Abstract:

Recently, the findings on the MEG iterative scheme has demonstrated to accelerate the convergence rate in solving any system of linear equations generated by using approximation equations of boundary value problems. Based on the same scheme, the aim of this paper is to investigate the capability of a family of four-point block iterative methods with a weighted parameter, ω such as the 4 Point-EGSOR, 4 Point-EDGSOR, and 4 Point-MEGSOR in solving two-dimensional elliptic partial differential equations by using the second-order finite difference approximation. In fact, the formulation and implementation of three four-point block iterative methods are also presented. Finally, the experimental results show that the Four Point MEGSOR iterative scheme is superior as compared with the existing four point block schemes.

Keywords: MEG iteration, second-order finite difference, weighted parameter.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1703
3007 Linear Dynamic Stability Analysis of a Continuous Rotor-Disk-Blades System

Authors: F. Rahimi Dehgolan, S. E. Khadem, S. Bab, M. Najafee

Abstract:

Nowadays, using rotating systems like shafts and disks in industrial machines have been increased constantly. Dynamic stability is one of the most important factors in designing rotating systems. In this study, linear frequencies and stability of a coupled continuous flexible rotor-disk-blades system are studied. The Euler-Bernoulli beam theory is utilized to model the blade and shaft. The equations of motion are extracted using the extended Hamilton principle. The equations of motion have been simplified using the Coleman and complex transformations method. The natural frequencies of the linear part of the system are extracted, and the effects of various system parameters on the natural frequencies and decay rates (stability condition) are clarified. It can be seen that the centrifugal stiffening effect applied to the blades is the most important parameter for stability of the considered rotating system. This result highlights the importance of considering this stiffing effect in blades equation.

Keywords: Rotating shaft, flexible blades, centrifugal stiffening, stability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1509
3006 Solving the Teacher Assignment-Course Scheduling Problem by a Hybrid Algorithm

Authors: Aldy Gunawan, Kien Ming Ng, Kim Leng Poh

Abstract:

This paper presents a hybrid algorithm for solving a timetabling problem, which is commonly encountered in many universities. The problem combines both teacher assignment and course scheduling problems simultaneously, and is presented as a mathematical programming model. However, this problem becomes intractable and it is unlikely that a proven optimal solution can be obtained by an integer programming approach, especially for large problem instances. A hybrid algorithm that combines an integer programming approach, a greedy heuristic and a modified simulated annealing algorithm collaboratively is proposed to solve the problem. Several randomly generated data sets of sizes comparable to that of an institution in Indonesia are solved using the proposed algorithm. Computational results indicate that the algorithm can overcome difficulties of large problem sizes encountered in previous related works.

Keywords: Timetabling problem, mathematical programming model, hybrid algorithm, simulated annealing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4573
3005 Parameter Tuning of Complex Systems Modeled in Agent Based Modeling and Simulation

Authors: Rabia Korkmaz Tan, Şebnem Bora

Abstract:

The major problem encountered when modeling complex systems with agent-based modeling and simulation techniques is the existence of large parameter spaces. A complex system model cannot be expected to reflect the whole of the real system, but by specifying the most appropriate parameters, the actual system can be represented by the model under certain conditions. When the studies conducted in recent years were reviewed, it has been observed that there are few studies for parameter tuning problem in agent based simulations, and these studies have focused on tuning parameters of a single model. In this study, an approach of parameter tuning is proposed by using metaheuristic algorithms such as Genetic Algorithm (GA), Particle Swarm Optimization (PSO), Artificial Bee Colonies (ABC), Firefly (FA) algorithms. With this hybrid structured study, the parameter tuning problems of the models in the different fields were solved. The new approach offered was tested in two different models, and its achievements in different problems were compared. The simulations and the results reveal that this proposed study is better than the existing parameter tuning studies.

Keywords: Parameter tuning, agent based modeling and simulation, metaheuristic algorithms, complex systems.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1244
3004 Unsteady Heat and Mass Transfer in MHD Flow of Nanofluids over Stretching Sheet with a Non-Uniform Heat Source/Sink

Authors: Bandaris Shankar, Yohannes Yirga

Abstract:

In this paper, the problem of heat and mass transfer in unsteady MHD boundary-layer flow of nanofluids over stretching sheet with a non uniform heat source/sink is considered. The unsteadiness in the flow and temperature is caused by the time-dependent stretching velocity and surface temperature. The unsteady boundary layer equations are transformed to a system of non-linear ordinary differential equations and solved numerically using Keller box method. The velocity, temperature, and concentration profiles were obtained and utilized to compute the skin-friction coefficient, local Nusselt number, and local Sherwood number for different values of the governing parameters viz. solid volume fraction parameter, unsteadiness parameter, magnetic field parameter, Schmidt number, space-dependent and temperature-dependent parameters for heat source/sink. A comparison of the numerical results of the present study with previously published data revealed an excellent agreement.

Keywords: Manetohydrodynamics, nanofluid, non-uniform heat source/sink, unsteady.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3222
3003 Concurrent Approach to Data Parallel Model using Java

Authors: Bala Dhandayuthapani Veerasamy

Abstract:

Parallel programming models exist as an abstraction of hardware and memory architectures. There are several parallel programming models in commonly use; they are shared memory model, thread model, message passing model, data parallel model, hybrid model, Flynn-s models, embarrassingly parallel computations model, pipelined computations model. These models are not specific to a particular type of machine or memory architecture. This paper expresses the model program for concurrent approach to data parallel model through java programming.

Keywords: Concurrent, Data Parallel, JDK, Parallel, Thread

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2097
3002 Asymptotic Stability of Input-saturated System with Linear-growth-bound Disturbances via Variable Structure Control: An LMI Approach

Authors: Yun Jong Choi, Nam Woong, PooGyeon Park

Abstract:

Variable Structure Control (VSC) is one of the most useful tools handling the practical system with uncertainties and disturbances. Up to now, unfortunately, not enough studies on the input-saturated system with linear-growth-bound disturbances via VSC have been presented. Therefore, this paper proposes an asymp¬totic stability condition for the system via VSC. The designed VSC controller consists of two control parts. The linear control part plays a role in stabilizing the system, and simultaneously, the nonlinear control part in rejecting the linear-growth-bound disturbances perfectly. All conditions derived in this paper are expressed with Linear Matrices Inequalities (LMIs), which can be easily solved with an LMI toolbox in MATLAB.

Keywords: Input saturation, linear-growth bounded disturbances, linear matrix inequality (LMI), variable structure control

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1633
3001 Reducing the Number of Constraints in Non Safe Petri Net

Authors: M. Zareiee, A. Dideban

Abstract:

This paper addresses the problem of forbidden states in non safe Petri Nets. In the system, for preventing it from entering the forbidden states, some linear constraints can be assigned to them. Then these constraints can be enforced on the system using control places. But when the number of constraints in the system is large, a large number of control places must be added to the model of system. This concept complicates the model of system. There are some methods for reducing the number of constraints in safe Petri Nets. But there is no a systematic method for non safe Petri Nets. In this paper we propose a method for reducing the number of constraints in non safe Petri Nets which is based on solving an integer linear programming problem.

Keywords: discrete event system, Supervisory control, Petri Net, Constraint

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1314
3000 Application of Java-based Pointcuts in Aspect Oriented Programming (AOP) for Data Race Detection

Authors: Sadaf Khalid, Fahim Arif

Abstract:

Wide applicability of concurrent programming practices in developing various software applications leads to different concurrency errors amongst which data race is the most important. Java provides greatest support for concurrent programming by introducing various concurrency packages. Aspect oriented programming (AOP) is modern programming paradigm facilitating the runtime interception of events of interest and can be effectively used to handle the concurrency problems. AspectJ being an aspect oriented extension to java facilitates the application of concepts of AOP for data race detection. Volatile variables are usually considered thread safe, but they can become the possible candidates of data races if non-atomic operations are performed concurrently upon them. Various data race detection algorithms have been proposed in the past but this issue of volatility and atomicity is still unaddressed. The aim of this research is to propose some suggestions for incorporating certain conditions for data race detection in java programs at the volatile fields by taking into account support for atomicity in java concurrency packages and making use of pointcuts. Two simple test programs will demonstrate the results of research. The results are verified on two different Java Development Kits (JDKs) for the purpose of comparison.

Keywords: Aspect Bench Compiler (abc), Aspect OrientedProgramming (AOP), AspectJ, Aspects, Concurrency packages, Concurrent programming, Cross-cutting Concerns, Data race, Eclipse, Java, Java Development Kits (JDKs), Pointcuts

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1930
2999 A Bi-Objective Preventive Healthcare Facility Network Design with Incorporating Cost and Time Saving

Authors: Mehdi Seifbarghy, Keyvan Roshan

Abstract:

Main goal of preventive healthcare problems are at decreasing the likelihood and severity of potentially life-threatening illnesses by protection and early detection. The levels of establishment and staffing costs along with summation of the travel and waiting time that clients spent are considered as objectives functions of the proposed nonlinear integer programming model. In this paper, we have proposed a bi-objective mathematical model for designing a network of preventive healthcare facilities so as to minimize aforementioned objectives, simultaneously. Moreover, each facility acts as M/M/1 queuing system. The number of facilities to be established, the location of each facility, and the level of technology for each facility to be chosen are provided as the main determinants of a healthcare facility network. Finally, to demonstrate performance of the proposed model, four multi-objective decision making techniques are presented to solve the model.

Keywords: Preventive healthcare problems, Non-linear integer programming models, Multi-objective decision making techniques

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1769
2998 Modeling and Identification of Hammerstein System by using Triangular Basis Functions

Authors: K. Elleuch, A. Chaari

Abstract:

This paper deals with modeling and parameter identification of nonlinear systems described by Hammerstein model having Piecewise nonlinear characteristics such as Dead-zone nonlinearity characteristic. The simultaneous use of both an easy decomposition technique and the triangular basis functions leads to a particular form of Hammerstein model. The approximation by using Triangular basis functions for the description of the static nonlinear block conducts to a linear regressor model, so that least squares techniques can be used for the parameter estimation. Singular Values Decomposition (SVD) technique has been applied to separate the coupled parameters. The proposed approach has been efficiently tested on academic examples of simulation.

Keywords: Identification, Hammerstein model, Piecewisenonlinear characteristic, Dead-zone nonlinearity, Triangular basisfunctions, Singular Values Decomposition

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1920
2997 Prediction of Soil Hydraulic Conductivity from Particle-Size Distribution

Authors: A.F. Salarashayeri, M. Siosemarde

Abstract:

Hydraulic conductivity is one parameter important for predicting the movement of water and contaminants dissolved in the water through the soil. The hydraulic conductivity is measured on soil samples in the lab and sometimes tests carried out in the field. The hydraulic conductivity has been related to soil particle diameter by a number of investigators. In this study, 25 set of soil samples with sand texture. The results show approximately success in predicting hydraulic conductivity from particle diameters data. The following relationship obtained from multiple linear regressions on data (R2 = 0.52): Where d10, d50 and d60, are the soil particle diameter (mm) that 10%, 50% and 60% of all soil particles are finer (smaller) by weight and Ks, saturated hydraulic conductivity is expressed in m/day. The results of regression analysis showed that d10 play a more significant role with respect to Ks, saturated hydraulic conductivity (m/day), and has been named as the effective parameter in Ks calculation.

Keywords: hydraulic conductivity, particle diameter, particle-size distribution and soil

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9007
2996 Optimum Parameter of a Viscous Damper for Seismic and Wind Vibration

Authors: Soltani Amir, Hu Jiaxin

Abstract:

Determination of optimal parameters of a passive  control system device is the primary objective of this study.  Expanding upon the use of control devices in wind and earthquake  hazard reduction has led to development of various control systems.  The advantage of non-linearity characteristics in a passive control  device and the optimal control method using LQR algorithm are  explained in this study. Finally, this paper introduces a simple  approach to determine optimum parameters of a nonlinear viscous  damper for vibration control of structures. A MATLAB program is  used to produce the dynamic motion of the structure considering the  stiffness matrix of the SDOF frame and the non-linear damping  effect. This study concluded that the proposed system (variable  damping system) has better performance in system response control  than a linear damping system. Also, according to the energy  dissipation graph, the total energy loss is greater in non-linear  damping system than other systems.

 

Keywords: Passive Control System, Damping Devices, Viscous Dampers, Control Algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3595
2995 Multi-Objective Multi-Mode Resource-Constrained Project Scheduling Problem by Preemptive Fuzzy Goal Programming

Authors: Phruksaphanrat B.

Abstract:

This research proposes a preemptive fuzzy goal programming model for multi-objective multi-mode resource constrained project scheduling problem. The objectives of the problem are minimization of the total time and the total cost of the project. Objective in a multi-mode resource-constrained project scheduling problem is often a minimization of makespan. However, both time and cost should be considered at the same time with different level of important priorities. Moreover, all elements of cost functions in a project are not included in the conventional cost objective function. Incomplete total project cost causes an error in finding the project scheduling time. In this research, preemptive fuzzy goal programming is presented to solve the multi-objective multi-mode resource constrained project scheduling problem. It can find the compromise solution of the problem. Moreover, it is also flexible in adjusting to find a variety of alternative solutions. 

Keywords: Multi-mode resource constrained project scheduling problem, Fuzzy set, Goal programming, Preemptive fuzzy goal programming.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2758
2994 Project Selection Using Fuzzy Group Analytic Network Process

Authors: Hamed Rafiei, Masoud Rabbani

Abstract:

This paper deals with the project selection problem. Project selection problem is one of the problems arose firstly in the field of operations research following some production concepts from primary product mix problem. Afterward, introduction of managerial considerations into the project selection problem have emerged qualitative factors and criteria to be regarded as well as quantitative ones. To overcome both kinds of criteria, an analytic network process is developed in this paper enhanced with fuzzy sets theory to tackle the vagueness of experts- comments to evaluate the alternatives. Additionally, a modified version of Least-Square method through a non-linear programming model is augmented to the developed group decision making structure in order to elicit the final weights from comparison matrices. Finally, a case study is considered by which developed structure in this paper is validated. Moreover, a sensitivity analysis is performed to validate the response of the model with respect to the condition alteration.

Keywords: Analytic network process, Fuzzy sets theory, Nonlinear programming, Project selection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1769
2993 A New Controlling Parameter in Design of Above Knee Prosthesis

Authors: M. Tahani, G. Karimi

Abstract:

In this paper after reviewing some previous studies, in order to optimize the above knee prosthesis, beside the inertial properties a new controlling parameter is informed. This controlling parameter makes the prosthesis able to act as a multi behavior system when the amputee is opposing to different environments. This active prosthesis with the new controlling parameter can simplify the control of prosthesis and reduce the rate of energy consumption in comparison to recently presented similar prosthesis “Agonistantagonist active knee prosthesis". In this paper three models are generated, a passive, an active, and an optimized active prosthesis. Second order Taylor series is the numerical method in solution of the models equations and the optimization procedure is genetic algorithm. Modeling the prosthesis which comprises this new controlling parameter (SEP) during the swing phase represents acceptable results in comparison to natural behavior of shank. Reported results in this paper represent 3.3 degrees as the maximum deviation of models shank angle from the natural pattern. The natural gait pattern belongs to walking at the speed of 81 m/min.

Keywords: Above knee prosthesis, active controlling parameter, ballistic motion, swing phase.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1873
2992 Radiation Effect on Unsteady MHD Flow over a Stretching Surface

Authors: Zanariah Mohd Yusof, Siti Khuzaimah Soid, Ahmad Sukri Abd Aziz, Seripah Awang Kechil

Abstract:

Unsteady magnetohydrodynamics (MHD) boundary layer flow and heat transfer over a continuously stretching surface in the presence of radiation is examined. By similarity transformation, the governing partial differential equations are transformed to a set of ordinary differential equations. Numerical solutions are obtained by employing the Runge-Kutta-Fehlberg method scheme with shooting technique in Maple software environment. The effects of unsteadiness parameter, radiation parameter, magnetic parameter and Prandtl number on the heat transfer characteristics are obtained and discussed. It is found that the heat transfer rate at the surface increases as the Prandtl number and unsteadiness parameter increase but decreases with magnetic and radiation parameter.

Keywords: Heat transfer, magnetohydrodynamics, radiation, unsteadiness.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2675
2991 Using Genetic Programming to Evolve a Team of Data Classifiers

Authors: Gregor A. Morrison, Dominic P. Searson, Mark J. Willis

Abstract:

The purpose of this paper is to demonstrate the ability of a genetic programming (GP) algorithm to evolve a team of data classification models. The GP algorithm used in this work is “multigene" in nature, i.e. there are multiple tree structures (genes) that are used to represent team members. Each team member assigns a data sample to one of a fixed set of output classes. A majority vote, determined using the mode (highest occurrence) of classes predicted by the individual genes, is used to determine the final class prediction. The algorithm is tested on a binary classification problem. For the case study investigated, compact classification models are obtained with comparable accuracy to alternative approaches.

Keywords: classification, genetic programming.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1782
2990 Quality Parameters of Offset Printing Wastewater

Authors: Kiurski S. Jelena, Kecić S. Vesna, Aksentijević M. Snežana

Abstract:

Samples of tap and wastewater were collected in three offset printing facilities in Novi Sad, Serbia. Ten physicochemical parameters were analyzed within all collected samples: pH, conductivity, m - alkalinity, p - alkalinity, acidity, carbonate concentration, hydrogen carbonate concentration, active oxygen content, chloride concentration and total alkali content. All measurements were conducted using the standard analytical and instrumental methods. Comparing the obtained results for tap water and wastewater, a clear quality difference was noticeable, since all physicochemical parameters were significantly higher within wastewater samples. The study also involves the application of simple linear regression analysis on the obtained dataset. By using software package ORIGIN 5 the pH value was mutually correlated with other physicochemical parameters. Based on the obtained values of Pearson coefficient of determination a strong positive correlation between chloride concentration and pH (r = -0.943), as well as between acidity and pH (r = -0.855) was determined. In addition, statistically significant difference was obtained only between acidity and chloride concentration with pH values, since the values of parameter F (247.634 and 182.536) were higher than Fcritical (5.59). In this way, results of statistical analysis highlighted the most influential parameter of water contamination in offset printing, in the form of acidity and chloride concentration. The results showed that variable dependence could be represented by the general regression model: y = a0 + a1x+ k, which further resulted with matching graphic regressions.

Keywords: Pollution, printing industry, simple linear regression analysis, wastewater.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1674
2989 Radiation Effect on MHD Casson Fluid Flow over a Power-Law Stretching Sheet with Chemical Reaction

Authors: Motahar Reza, Rajni Chahal, Neha Sharma

Abstract:

This article addresses the boundary layer flow and heat transfer of Casson fluid over a nonlinearly permeable stretching surface with chemical reaction in the presence of variable magnetic field. The effect of thermal radiation is considered to control the rate of heat transfer at the surface. Using similarity transformations, the governing partial differential equations of this problem are reduced into a set of non-linear ordinary differential equations which are solved by finite difference method. It is observed that the velocity at fixed point decreases with increasing the nonlinear stretching parameter but the temperature increases with nonlinear stretching parameter.

Keywords: Boundary layer flow, nonlinear stretching, Casson fluid, heat transfer, radiation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1790
2988 Estimating an Optimal Neighborhood Size in the Spherical Self-Organizing Feature Map

Authors: Alexandros Leontitsis, Archana P. Sangole

Abstract:

This article presents a short discussion on optimum neighborhood size selection in a spherical selforganizing feature map (SOFM). A majority of the literature on the SOFMs have addressed the issue of selecting optimal learning parameters in the case of Cartesian topology SOFMs. However, the use of a Spherical SOFM suggested that the learning aspects of Cartesian topology SOFM are not directly translated. This article presents an approach on how to estimate the neighborhood size of a spherical SOFM based on the data. It adopts the L-curve criterion, previously suggested for choosing the regularization parameter on problems of linear equations where their right-hand-side is contaminated with noise. Simulation results are presented on two artificial 4D data sets of the coupled Hénon-Ikeda map.

Keywords: Parameter estimation, self-organizing feature maps, spherical topology.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1519
2987 Variogram Fitting Based on the Wilcoxon Norm

Authors: Hazem Al-Mofleh, John Daniels, Joseph McKean

Abstract:

Within geostatistics research, effective estimation of the variogram points has been examined, particularly in developing robust alternatives. The parametric fit of these variogram points which eventually defines the kriging weights, however, has not received the same attention from a robust perspective. This paper proposes the use of the non-linear Wilcoxon norm over weighted non-linear least squares as a robust variogram fitting alternative. First, we introduce the concept of variogram estimation and fitting. Then, as an alternative to non-linear weighted least squares, we discuss the non-linear Wilcoxon estimator. Next, the robustness properties of the non-linear Wilcoxon are demonstrated using a contaminated spatial data set. Finally, under simulated conditions, increasing levels of contaminated spatial processes have their variograms points estimated and fit. In the fitting of these variogram points, both non-linear Weighted Least Squares and non-linear Wilcoxon fits are examined for efficiency. At all levels of contamination (including 0%), using a robust estimation and robust fitting procedure, the non-weighted Wilcoxon outperforms weighted Least Squares.

Keywords: Non-Linear Wilcoxon, robust estimation, Variogram estimation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 969
2986 Fuzzy Control of Macroeconomic Models

Authors: Andre A. Keller

Abstract:

The optimal control is one of the possible controllers for a dynamic system, having a linear quadratic regulator and using the Pontryagin-s principle or the dynamic programming method . Stochastic disturbances may affect the coefficients (multiplicative disturbances) or the equations (additive disturbances), provided that the shocks are not too great . Nevertheless, this approach encounters difficulties when uncertainties are very important or when the probability calculus is of no help with very imprecise data. The fuzzy logic contributes to a pragmatic solution of such a problem since it operates on fuzzy numbers. A fuzzy controller acts as an artificial decision maker that operates in a closed-loop system in real time. This contribution seeks to explore the tracking problem and control of dynamic macroeconomic models using a fuzzy learning algorithm. A two inputs - single output (TISO) fuzzy model is applied to the linear fluctuation model of Phillips and to the nonlinear growth model of Goodwin.

Keywords: fuzzy control, macroeconomic model, multiplier - accelerator, nonlinear accelerator, stabilization policy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1994
2985 EML-Estimation of Multivariate t Copulas with Heuristic Optimization

Authors: Jin Zhang, Wing Lon Ng

Abstract:

In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.

Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1560
2984 Extending the Aspect Oriented Programming Joinpoint Model for Memory and Type Safety

Authors: Amjad Nusayr

Abstract:

Software security is a general term used to any type of software architecture or model in which security aspects are incorporated in this architecture. These aspects are not part of the main logic of the underlying program. Software security can be achieved using a combination of approaches including but not limited to secure software designs, third part component validation, and secure coding practices. Memory safety is one feature in software security where we ensure that any object in memory is have a valid pointer or a reference with a valid type. Aspect Oriented Programming (AOP) is a paradigm that is concerned with capturing the cross-cutting concerns in code development. AOP is generally used for common cross-cutting concerns like logging and Database transaction managing. In this paper we introduce the concepts that enable AOP to be used for the purpose of memory and type safety. We also present ideas for extending AOP in software security practices.

Keywords: Aspect oriented programming, programming languages, software security, memory and type safety.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 415
2983 Relationship between Sums of Squares in Linear Regression and Semi-parametric Regression

Authors: Dursun Aydın, Bilgin Senel

Abstract:

In this paper, the sum of squares in linear regression is reduced to sum of squares in semi-parametric regression. We indicated that different sums of squares in the linear regression are similar to various deviance statements in semi-parametric regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the semi-parametric regression model. Then, it is made an application in order to support the theory of the linear regression and semi-parametric regression. In this way, study is supported with a simulated data example.

Keywords: Semi-parametric regression, Penalized LeastSquares, Residuals, Deviance, Smoothing Spline.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1854
2982 Customization of a Real-Time Operating System Scheduler with Aspect-Oriented Programming

Authors: Kazuki Abe, Myungryun Yoo, Takanori Yokoyama

Abstract:

Tasks of an application program of an embedded system are managed by the scheduler of a real-time operating system (RTOS). Most RTOSs adopt just fixed priority scheduling, which is not optimal in all cases. Some applications require earliest deadline first (EDF) scheduling, which is an optimal scheduling algorithm. In order to develop an efficient real-time embedded system, the scheduling algorithm of the RTOS should be selectable. The paper presents a method to customize the scheduler using aspectoriented programming. We define aspects to replace the fixed priority scheduling mechanism of an OSEK OS with an EDF scheduling mechanism. By using the aspects, we can customize the scheduler without modifying the original source code. We have applied the aspects to an OSEK OS and get a customized operating system with EDF scheduling. The evaluation results show that the overhead of aspect-oriented programming is small enough.

Keywords: aspect-oriented programming, embedded system, operating system, real-time system

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1833
2981 Stability Analysis for a Multicriteria Problem with Linear Criteria and Parameterized Principle of Optimality “from Lexicographic to Slater“

Authors: Yury Nikulin

Abstract:

A multicriteria linear programming problem with integer variables and parameterized optimality principle "from lexicographic to Slater" is considered. A situation in which initial coefficients of penalty cost functions are not fixed but may be potentially a subject to variations is studied. For any efficient solution, appropriate measures of the quality are introduced which incorporate information about variations of penalty cost function coefficients. These measures correspond to the so-called stability and accuracy functions defined earlier for efficient solutions of a generic multicriteria combinatorial optimization problem with Pareto and lexicographic optimality principles. Various properties of such functions are studied and maximum norms of perturbations for which an efficient solution preserves the property of being efficient are calculated.

Keywords: Stability and accuracy, multicriteria optimization, lexicographic optimality.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1040
2980 A New Integer Programming Formulation for the Chinese Postman Problem with Time Dependent Travel Times

Authors: Jinghao Sun, Guozhen Tan, Guangjian Hou

Abstract:

The Chinese Postman Problem (CPP) is one of the classical problems in graph theory and is applicable in a wide range of fields. With the rapid development of hybrid systems and model based testing, Chinese Postman Problem with Time Dependent Travel Times (CPPTDT) becomes more realistic than the classical problems. In the literature, we have proposed the first integer programming formulation for the CPPTDT problem, namely, circuit formulation, based on which some polyhedral results are investigated and a cutting plane algorithm is also designed. However, there exists a main drawback: the circuit formulation is only available for solving the special instances with all circuits passing through the origin. Therefore, this paper proposes a new integer programming formulation for solving all the general instances of CPPTDT. Moreover, the size of the circuit formulation is too large, which is reduced dramatically here. Thus, it is possible to design more efficient algorithm for solving the CPPTDT in the future research.

Keywords: Chinese Postman Problem, Time Dependent, Integer Programming, Upper Bound Analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2740