Search results for: stochastic programming
662 HaskellFL: A Tool for Detecting Logical Errors in Haskell
Authors: Vanessa Vasconcelos, Mariza A. S. Bigonha
Abstract:
Understanding and using the functional paradigm is a challenge for many programmers. Looking for logical errors in code may take a lot of a developer’s time when a program grows in size. In order to facilitate both processes, this paper presents HaskellFL, a tool that uses fault localization techniques to locate a logical error in Haskell code. The Haskell subset used in this work is sufficiently expressive for those studying Functional Programming to get immediate help debugging their code and to answer questions about key concepts associated with the functional paradigm. HaskellFL was tested against Functional Programming assignments submitted by students enrolled at the Functional Programming class at the Federal University of Minas Gerais and against exercises from the Exercism Haskell track that are publicly available in GitHub. This work also evaluated the effectiveness of two fault localization techniques, Tarantula and Ochiai, in the Haskell context. Furthermore, the EXAM score was chosen to evaluate the tool’s effectiveness, and results showed that HaskellFL reduced the effort needed to locate an error for all tested scenarios. The results also showed that the Ochiai method was more effective than Tarantula.
Keywords: Debug, fault localization, functional programming, Haskell.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 731661 Interactive Fuzzy Multi-objective Programming in Land Re-organisational Planning for Sustainable Rural Development
Authors: Bijaya Krushna Mangaraj, Deepak Kumar Das
Abstract:
Sustainability in rural production system can only be achieved if it can suitably satisfy the local requirement as well as the outside demand with the changing time. With the increased pressure from the food sector in a globalised world, the agrarian economy needs to re-organise its cultivable land system to be compatible with new management practices as well as the multiple needs of various stakeholders and the changing resource scenario. An attempt has been made to transform this problem into a multi-objective decisionmaking problem considering various objectives, resource constraints and conditional constraints. An interactive fuzzy multi-objective programming approach has been used for such a purpose taking a case study in Indian context to demonstrate the validity of the method.Keywords: Land re-organisation, Crop planning, Multiobjective Decision-Making, Fuzzy Goal Programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1455660 Advanced Stochastic Models for Partially Developed Speckle
Authors: Jihad S. Daba (Jean-Pierre Dubois), Philip Jreije
Abstract:
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
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1744659 On the Sphere Method of Linear Programming Using Multiple Interior Points Approach
Authors: Job H. Domingo, Carolina Bancayrin-Baguio
Abstract:
The Sphere Method is a flexible interior point algorithm for linear programming problems. This was developed mainly by Professor Katta G. Murty. It consists of two steps, the centering step and the descent step. The centering step is the most expensive part of the algorithm. In this centering step we proposed some improvements such as introducing two or more initial feasible solutions as we solve for the more favorable new solution by objective value while working with the rigorous updates of the feasible region along with some ideas integrated in the descent step. An illustration is given confirming the advantage of using the proposed procedure.
Keywords: Interior point, linear programming, sphere method, initial feasible solution, feasible region, centering and descent steps, optimal solution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1803658 Cost Efficiency of European Cooperative Banks
Authors: Karolína Vozková, Matěj Kuc
Abstract:
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 860657 Facility Location Selection using Preference Programming
Authors: C. Ardil
Abstract:
This paper presents preference programming technique based multiple criteria decision making analysis for selecting a facility location for a new organization or expansion of an existing facility which is of vital importance for a decision support system and strategic planning process. The implementation of decision support systems is considered crucial to sustain competitive advantage and profitability persistence in turbulent environment. As an effective strategic management and decision making is necessary, multiple criteria decision making analysis supports the decision makers to formulate and implement the right strategy. The investment cost associated with acquiring the property and facility construction makes the facility location selection problem a long-term strategic investment decision, which rationalize the best location selection which results in higher economic benefits through increased productivity and optimal distribution network. Selecting the proper facility location from a given set of alternatives is a difficult task, as many potential qualitative and quantitative multiple conflicting criteria are to be considered. This paper solves a facility location selection problem using preference programming, which is an effective multiple criteria decision making analysis tool applied to deal with complex decision problems in the operational research environment. The ranking results of preference programming are compared with WSM, TOPSIS and VIKOR methods.
Keywords: Facility Location Selection, Multiple Criteria Decision Making, Multiple Criteria Decision Making Analysis, Preference Programming, Location Selection, WSM, TOPSIS, VIKOR
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 540656 Profit Efficiency and Competitiveness of Commercial Banks in Malaysia
Authors: Rosita Suhaimi, Firdaus Abdullah, Chong Fen Nee, Nurhani Aba Ibrahim
Abstract:
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
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2877655 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 1994654 Application of Stochastic Models to Annual Extreme Streamflow Data
Authors: Karim Hamidi Machekposhti, Hossein Sedghi
Abstract:
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 722653 Heuristic Methods for the Capacitated Location- Allocation Problem with Stochastic Demand
Authors: Salinee Thumronglaohapun
Abstract:
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 751652 Applications of Conic Optimization and Quadratic Programming in the Investigation of Index Arbitrage in the Thai Derivatives and Equity Markets
Authors: Satjaporn Tungsong, Gun Srijuntongsiri
Abstract:
This research seeks to investigate the frequency and profitability of index arbitrage opportunities involving the SET50 futures, SET50 component stocks, and the ThaiDEX SET50 ETF (ticker symbol: TDEX). In particular, the frequency and profit of arbitrage are measured in the following three arbitrage tests: (1) SET50 futures vs. ThaiDEX SET50 ETF, (2) SET50 futures vs. SET50 component stocks, and (3) ThaiDEX SET50 ETF vs. SET50 component stocks are investigated. For tests (2) and (3), the problems involve conic optimization and quadratic programming as subproblems. This research is first to apply conic optimization and quadratic programming techniques in the context of index arbitrage and is first to investigate such index arbitrage in the Thai equity and derivatives markets. Thus, the contribution of this study is twofold. First, its results would help understand the contribution of the derivatives securities to the efficiency of the Thai markets. Second, the methodology employed in this study can be applied to other geographical markets, with minor adjustments.Keywords: Conic optimization, Equity index arbitrage, Executionlags, Quadratic programming, SET50 index futures, ThaiDEX SET50ETF, Transaction costs
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1574651 Vendor Selection and Supply Quotas Determination by using Revised Weighting Method and Multi-Objective Programming Methods
Authors: Tunjo Perić, Marin Fatović
Abstract:
In this paper a new methodology for vendor selection and supply quotas determination (VSSQD) is proposed. The problem of VSSQD is solved by the model that combines revised weighting method for determining the objective function coefficients, and a multiple objective linear programming (MOLP) method based on the cooperative game theory for VSSQD. The criteria used for VSSQD are: (1) purchase costs and (2) product quality supplied by individual vendors. The proposed methodology has been tested on the example of flour purchase for a bakery with two decision makers.Keywords: Cooperative game theory, multiple objective linear programming, revised weighting method, vendor selection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1969650 Multiple Sequence Alignment Using Optimization Algorithms
Authors: M. F. Omar, R. A. Salam, R. Abdullah, N. A. Rashid
Abstract:
Proteins or genes that have similar sequences are likely to perform the same function. One of the most widely used techniques for sequence comparison is sequence alignment. Sequence alignment allows mismatches and insertion/deletion, which represents biological mutations. Sequence alignment is usually performed only on two sequences. Multiple sequence alignment, is a natural extension of two-sequence alignment. In multiple sequence alignment, the emphasis is to find optimal alignment for a group of sequences. Several applicable techniques were observed in this research, from traditional method such as dynamic programming to the extend of widely used stochastic optimization method such as Genetic Algorithms (GAs) and Simulated Annealing. A framework with combination of Genetic Algorithm and Simulated Annealing is presented to solve Multiple Sequence Alignment problem. The Genetic Algorithm phase will try to find new region of solution while Simulated Annealing can be considered as an alignment improver for any near optimal solution produced by GAs.
Keywords: Simulated annealing, genetic algorithm, sequence alignment, multiple sequence alignment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2409649 Perturbation Based Search Method for Solving Unconstrained Binary Quadratic Programming Problem
Authors: Muthu Solayappan, Kien Ming Ng, Kim Leng Poh
Abstract:
This paper presents a perturbation based search method to solve the unconstrained binary quadratic programming problem. The proposed algorithm was tested with some of the standard test problems and the results are reported for 10 instances of 50, 100, 250, & 500 variable problems. A comparison of the performance of the proposed algorithm with other heuristics and optimization software is made. Based on the results, it was found that the proposed algorithm is computationally inexpensive and the solutions obtained match the best known solutions for smaller sized problems. For larger instances, the algorithm is capable of finding a solution within 0.11% of the best known solution. Apart from being used as a stand-alone method, this algorithm could also be incorporated with other heuristics to find better solutions.Keywords: unconstrained binary quadratic programming, perturbation, interior point methods
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1524648 Integer Programming Model for the Network Design Problem with Facility Dependent Shortest Path Routing
Authors: Taehan Lee
Abstract:
We consider a network design problem which has shortest routing restriction based on the values determined by the installed facilities on each arc. In conventional multicommodity network design problem, a commodity can be routed through any possible path when the capacity is available. But, we consider a problem in which the commodity between two nodes must be routed on a path which has shortest metric value and the link metric value is determined by the installed facilities on the link. By this routing restriction, the problem has a distinct characteristic. We present an integer programming formulation containing the primal-dual optimality conditions to the shortest path routing. We give some computational results for the model.Keywords: Integer programming, multicommodity network design, routing, shortest path.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1055647 Synchronization for Impulsive Fuzzy Cohen-Grossberg Neural Networks with Time Delays under Noise Perturbation
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1344646 Constrained Particle Swarm Optimization of Supply Chains
Authors: András Király, Tamás Varga, János Abonyi
Abstract:
Since supply chains highly impact the financial performance of companies, it is important to optimize and analyze their Key Performance Indicators (KPI). The synergistic combination of Particle Swarm Optimization (PSO) and Monte Carlo simulation is applied to determine the optimal reorder point of warehouses in supply chains. The goal of the optimization is the minimization of the objective function calculated as the linear combination of holding and order costs. The required values of service levels of the warehouses represent non-linear constraints in the PSO. The results illustrate that the developed stochastic simulator and optimization tool is flexible enough to handle complex situations.Keywords: stochastic processes, empirical distributions, Monte Carlo simulation, PSO, supply chain management
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2075645 Stochastic Simulation of Reaction-Diffusion Systems
Authors: Paola Lecca, Lorenzo Dematte
Abstract:
Reactiondiffusion systems are mathematical models that describe how the concentration of one or more substances distributed in space changes under the influence of local chemical reactions in which the substances are converted into each other, and diffusion which causes the substances to spread out in space. The classical representation of a reaction-diffusion system is given by semi-linear parabolic partial differential equations, whose general form is ÔêétX(x, t) = DΔX(x, t), where X(x, t) is the state vector, D is the matrix of the diffusion coefficients and Δ is the Laplace operator. If the solute move in an homogeneous system in thermal equilibrium, the diffusion coefficients are constants that do not depend on the local concentration of solvent and of solutes and on local temperature of the medium. In this paper a new stochastic reaction-diffusion model in which the diffusion coefficients are function of the local concentration, viscosity and frictional forces of solvent and solute is presented. Such a model provides a more realistic description of the molecular kinetics in non-homogenoeus and highly structured media as the intra- and inter-cellular spaces. The movement of a molecule A from a region i to a region j of the space is described as a first order reaction Ai k- → Aj , where the rate constant k depends on the diffusion coefficient. Representing the diffusional motion as a chemical reaction allows to assimilate a reaction-diffusion system to a pure reaction system and to simulate it with Gillespie-inspired stochastic simulation algorithms. The stochastic time evolution of the system is given by the occurrence of diffusion events and chemical reaction events. At each time step an event (reaction or diffusion) is selected from a probability distribution of waiting times determined by the specific speed of reaction and diffusion events. Redi is the software tool, developed to implement the model of reaction-diffusion kinetics and dynamics. It is a free software, that can be downloaded from http://www.cosbi.eu. To demonstrate the validity of the new reaction-diffusion model, the simulation results of the chaperone-assisted protein folding in cytoplasm obtained with Redi are reported. This case study is redrawing the attention of the scientific community due to current interests on protein aggregation as a potential cause for neurodegenerative diseases.
Keywords: Reaction-diffusion systems, Fick's law, stochastic simulation algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1738644 A Reinforcement Learning Approach for Evaluation of Real-Time Disaster Relief Demand and Network Condition
Authors: Ali Nadi, Ali Edrissi
Abstract:
Relief demand and transportation links availability is the essential information that is needed for every natural disaster operation. This information is not in hand once a disaster strikes. Relief demand and network condition has been evaluated based on prediction method in related works. Nevertheless, prediction seems to be over or under estimated due to uncertainties and may lead to a failure operation. Therefore, in this paper a stochastic programming model is proposed to evaluate real-time relief demand and network condition at the onset of a natural disaster. To address the time sensitivity of the emergency response, the proposed model uses reinforcement learning for optimization of the total relief assessment time. The proposed model is tested on a real size network problem. The simulation results indicate that the proposed model performs well in the case of collecting real-time information.
Keywords: Disaster management, real-time demand, reinforcement learning, relief demand.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1937643 Combining Ant Colony Optimization and Dynamic Programming for Solving a Dynamic Facility Layout Problem
Authors: A. Udomsakdigool, S. Bangsaranthip
Abstract:
This paper presents an algorithm which combining ant colony optimization in the dynamic programming for solving a dynamic facility layout problem. The problem is separated into 2 phases, static and dynamic phase. In static phase, ant colony optimization is used to find the best ranked of layouts for each period. Then the dynamic programming (DP) procedure is performed in the dynamic phase to evaluate the layout set during multi-period planning horizon. The proposed algorithm is tested over many problems with size ranging from 9 to 49 departments, 2 and 4 periods. The experimental results show that the proposed method is an alternative way for the plant layout designer to determine the layouts during multi-period planning horizon.Keywords: Ant colony optimization, Dynamicprogramming, Dynamic facility layout planning, Metaheuristic
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1945642 Aircraft Selection Using Preference Optimization Programming (POP)
Authors: C. Ardil
Abstract:
A multiple-criteria decision support system is proposed for the best aircraft selection decision. Various strategic, economic, environmental, and risk-related factors can directly or indirectly influence this choice, and they should be taken into account in the decision-making process. The paper suggests a multiple-criteria analysis to aid in the airline management's decision-making process when choosing an appropriate aircraft. In terms of the suggested approach, an integrated entropic preference optimization programming (POP) for fleet modeling risk analysis is applied. The findings of the study of multiple criteria analysis indicate that the A321(neo) aircraft type is the best alternative in this particular optimization instance. The proposed methodology can be applied to other complex engineering problems involving multiple criteria analysis.
Keywords: Aircraft selection, decision making, multiple criteria decision making, preference optimization programming, POP, entropic weight method, TOPSIS, WSM, WPM
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 625641 Modern Method for Solving Pure Integer Programming Models
Authors: G. Shojatalab
Abstract:
In this paper, all variables are supposed to be integer and positive. In this modern method, objective function is assumed to be maximized or minimized but constraints are always explained like less or equal to. In this method, choosing a dual combination of ideal nonequivalent and omitting one of variables. With continuing this act, finally, having one nonequivalent with (n-m+1) unknown quantities in which final nonequivalent, m is counter for constraints, n is counter for variables of decision.Keywords: Integer, Programming, Operation Research, Variables of decision.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1241640 Regression Test Selection Technique for Multi-Programming Language
Authors: Walid S. Abd El-hamid, Sherif S. El-Etriby, Mohiy M. Hadhoud
Abstract:
Regression testing is a maintenance activity applied to modified software to provide confidence that the changed parts are correct and that the unchanged parts have not been adversely affected by the modifications. Regression test selection techniques reduce the cost of regression testing, by selecting a subset of an existing test suite to use in retesting modified programs. This paper presents the first general regression-test-selection technique, which based on code and allows selecting test cases for any programs written in any programming language. Then it handles incomplete program. We also describe RTSDiff, a regression-test-selection system that implements the proposed technique. The results of the empirical studied that performed in four programming languages java, C#, Cµ and Visual basic show that the efficiency and effective in reducing the size of test suit.Keywords: Regression testing, testing, test selection, softwareevolution, software maintenance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1533639 The Optimal Public Debt Ceiling in Taiwan: A Simulation Approach
Authors: Ho Yuan-Hong, Hunag Chiung-Ju
Abstract:
This study conducts simulation analyses to find the optimal debt ceiling of Taiwan, while factoring in welfare maximization under a dynamic stochastic general equilibrium framework. The simulation is based on Taiwan's 2001 to 2011 economic data and shows that welfare is maximized at a debt/GDP ratio of 0.2, increases in the debt/GDP ratio leads to increases in both tax and interest rates and decreases in the consumption ratio and working hours. The study results indicate that the optimal debt ceiling of Taiwan is 20% of GDP, where if the debt/GDP ratio is greater than 40%, the welfare will be negative and result in welfare loss.Keywords: Debt sustainability, optimal debt ceiling, dynamic stochastic general equilibrium, welfare maximization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2390638 An Efficient Technique for EMI Mitigation in Fluorescent Lamps using Frequency Modulation and Evolutionary Programming
Authors: V.Sekar, T.G.Palanivelu, B.Revathi
Abstract:
Electromagnetic interference (EMI) is one of the serious problems in most electrical and electronic appliances including fluorescent lamps. The electronic ballast used to regulate the power flow through the lamp is the major cause for EMI. The interference is because of the high frequency switching operation of the ballast. Formerly, some EMI mitigation techniques were in practice, but they were not satisfactory because of the hardware complexity in the circuit design, increased parasitic components and power consumption and so on. The majority of the researchers have their spotlight only on EMI mitigation without considering the other constraints such as cost, effective operation of the equipment etc. In this paper, we propose a technique for EMI mitigation in fluorescent lamps by integrating Frequency Modulation and Evolutionary Programming. By the Frequency Modulation technique, the switching at a single central frequency is extended to a range of frequencies, and so, the power is distributed throughout the range of frequencies leading to EMI mitigation. But in order to meet the operating frequency of the ballast and the operating power of the fluorescent lamps, an optimal modulation index is necessary for Frequency Modulation. The optimal modulation index is determined using Evolutionary Programming. Thereby, the proposed technique mitigates the EMI to a satisfactory level without disturbing the operation of the fluorescent lamp.Keywords: Ballast, Electromagnetic interference (EMI), EMImitigation, Evolutionary programming (EP), Fluorescent lamp, Frequency Modulation (FM), Modulation index.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2272637 A Direct Probabilistic Optimization Method for Constrained Optimal Control Problem
Authors: Akbar Banitalebi, Mohd Ismail Abd Aziz, Rohanin Ahmad
Abstract:
A new stochastic algorithm called Probabilistic Global Search Johor (PGSJ) has recently been established for global optimization of nonconvex real valued problems on finite dimensional Euclidean space. In this paper we present convergence guarantee for this algorithm in probabilistic sense without imposing any more condition. Then, we jointly utilize this algorithm along with control parameterization technique for the solution of constrained optimal control problem. The numerical simulations are also included to illustrate the efficiency and effectiveness of the PGSJ algorithm in the solution of control problems.
Keywords: Optimal Control Problem, Constraints, Direct Methods, Stochastic Algorithm
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1696636 Multicriteria Decision Analysis for Development Ranking of Balkan Countries
Authors: C. Ardil
Abstract:
In this research, the Balkan peninsula countries' developmental integration into European Union represents the strategic economic development objectives of the countries in the region. In order to objectively analyze the level of economic development competition of Balkan Peninsula countries, the mathematical compromise programming technique of multicriteria evaluation is used in this ranking problem. The primary aim of this research is to explain the role and significance of the multicriteria method evaluation using a real example of compromise solutions. Using the mathematical compromise programming technique, twelve countries of the Balkan Peninsula are economically evaluated and mutually compared. The economic development evaluation of the countries is performed according to five evaluation criteria forming the basis for economic development evaluation. The multiattribute model is solved using the mathematical compromise programming technique for producing different Pareto solutions. The results obtained by the multicriteria evaluation gives the possibility of identification and evaluation of the most eminent economic development indicators for each country separately. Finally, in this way, the proposed method has proved to be a successful model for the evaluation of the Balkan peninsula countries' economic development competition.
Keywords: Balkan peninsula countries, standard deviation, multicriteria decision making, mathematical compromise programming, multicriteria decision making, multicriteria analysis, multicriteria decision analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 794635 A Mixed Integer Linear Programming Model for Flexible Job Shop Scheduling Problem
Authors: Mohsen Ziaee
Abstract:
In this paper, a mixed integer linear programming (MILP) model is presented to solve the flexible job shop scheduling problem (FJSP). This problem is one of the hardest combinatorial problems. The objective considered is the minimization of the makespan. The computational results of the proposed MILP model were compared with those of the best known mathematical model in the literature in terms of the computational time. The results show that our model has better performance with respect to all the considered performance measures including relative percentage deviation (RPD) value, number of constraints, and total number of variables. By this improved mathematical model, larger FJS problems can be optimally solved in reasonable time, and therefore, the model would be a better tool for the performance evaluation of the approximation algorithms developed for the problem.Keywords: Scheduling, flexible job shop, makespan, mixed integer linear programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1687634 Timetabling Communities’ Demands for an Effective Examination Timetabling Using Integer Linear Programming
Authors: N. F. Jamaluddin, N. A. H. Aizam
Abstract:
This paper explains the educational timetabling problem, a type of scheduling problem that is considered as one of the most challenging problem in optimization and operational research. The university examination timetabling problem (UETP), which involves assigning a set number of exams into a set number of timeslots whilst fulfilling all required conditions, has been widely investigated. The limitation of available timeslots and resources with the increasing number of examinations are the main reasons in the difficulty of solving this problem. Dynamical change in the examination scheduling system adds up the complication particularly in coping up with the demand and new requirements by the communities. Our objective is to investigate these demands and requirements with subjects taken from Universiti Malaysia Terengganu (UMT), through questionnaires. Integer linear programming model which reflects the preferences obtained to produce an effective examination timetabling was formed.
Keywords: Demands, educational timetabling, integer linear programming, scheduling, university examination timetabling problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2010633 Distortion Estimation in Digital Image Watermarking using Genetic Programming
Authors: Labiba Gilani, Asifullah Khan, Anwar M. Mirza
Abstract:
This paper introduces a technique of distortion estimation in image watermarking using Genetic Programming (GP). The distortion is estimated by considering the problem of obtaining a distorted watermarked signal from the original watermarked signal as a function regression problem. This function regression problem is solved using GP, where the original watermarked signal is considered as an independent variable. GP-based distortion estimation scheme is checked for Gaussian attack and Jpeg compression attack. We have used Gaussian attacks of different strengths by changing the standard deviation. JPEG compression attack is also varied by adding various distortions. Experimental results demonstrate that the proposed technique is able to detect the watermark even in the case of strong distortions and is more robust against attacks.Keywords: Blind Watermarking, Genetic Programming (GP), Fitness Function, Discrete Cosine Transform (DCT).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1710