Search results for: Optimal Termination Model

Authors: Kyoung Hoon Kim, Giman Kim

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The cycles of the steam-injection gas-turbine systems are studied. The analyses of the parametric effects and the optimal operating conditions for the steam-injection gas-turbine (STIG) system and the regenerative steam-injection gas-turbine (RSTIG) system are investigated to ensure the maximum performance. Using the analytic model, the performance parameters of the system such as thermal efficiency, fuel consumption and specific power, and also the optimal operating conditions are evaluated in terms of pressure ratio, steam injection ratio, ambient temperature and turbine inlet temperature (TIT). It is shown that the computational results are presented to have a notable enhancement of thermal efficiency and specific power.

Keywords: gas turbine, RSTIG, steam injection, STIG, thermal efficiency.

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Authors: Axel Panning, Robert Niese, Ayoub Al-Hamadi, Bernd Michaelis

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The segmentation of mouth and lips is a fundamental problem in facial image analyisis. In this paper we propose a method for lip segmentation based on rg-color histogram. Statistical analysis shows, using the rg-color-space is optimal for this purpose of a pure color based segmentation. Initially a rough adaptive threshold selects a histogram region, that assures that all pixels in that region are skin pixels. Based on that pixels we build a gaussian model which represents the skin pixels distribution and is utilized to obtain a refined, optimal threshold. We are not incorporating shape or edge information. In experiments we show the performance of our lip pixel segmentation method compared to the ground truth of our dataset and a conventional watershed algorithm.

Keywords: Feature extraction, Segmentation, Image processing, Application

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Authors: L. Torchane

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The study is devoted to define the optimal conditions for the nitriding of pure iron at atmospheric pressure by using NH3- Ar-C3H8 gas mixtures. After studying the mechanisms of phase formation and mass transfer at the gas-solid interface, a mathematical model is developed in order to predict the nitrogen transfer rate in the solid, the ε-carbonitride layer growth rate and the nitrogen and carbon concentration profiles. In order to validate the model and to show its possibilities, it is compared with thermogravimetric experiments, analyses and metallurgical observations (X-ray diffraction, optical microscopy and electron microprobe analysis). Results obtained allow us to demonstrate the sound correlation between the experimental results and the theoretical predictions.

Keywords: Gaseous Nitrocarburizing, Kinetic Model, Diffusion, Layer Growth Kinetic.

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Authors: Parham Azimi, Hamid Reza Charmchi

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In this research, we have developed a new efficient heuristic algorithm for the dynamic facility layout problem with budget constraint (DFLPB). This heuristic algorithm combines two mathematical programming methods such as discrete event simulation and linear integer programming (IP) to obtain a near optimum solution. In the proposed algorithm, the non-linear model of the DFLP has been changed to a pure integer programming (PIP) model. Then, the optimal solution of the PIP model has been used in a simulation model that has been designed in a similar manner as the DFLP for determining the probability of assigning a facility to a location. After a sufficient number of runs, the simulation model obtains near optimum solutions. Finally, to verify the performance of the algorithm, several test problems have been solved. The results show that the proposed algorithm is more efficient in terms of speed and accuracy than other heuristic algorithms presented in previous works found in the literature.

Keywords: Budget constraint, Dynamic facility layout problem, Integer programming, Simulation

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Authors: Udeme O. Ini, Edikan E. Akpanibah

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This paper studies the optimal investment strategies for a plan member (PM) in a defined contribution (DC) pension scheme with transaction cost, taxes on invested funds and couple risky assets (stocks) under the Ornstein-Uhlenbeck (O-U) process. The PM’s portfolio is assumed to consist of a risk-free asset and two risky assets where the two risky assets are driven by the O-U process. The Legendre transformation and dual theory is use to transform the resultant optimal control problem which is a nonlinear partial differential equation (PDE) into linear PDE and the resultant linear PDE is then solved for the explicit solutions of the optimal investment strategies for PM exhibiting constant absolute risk aversion (CARA) using change of variable technique. Furthermore, theoretical analysis is used to study the influences of some sensitive parameters on the optimal investment strategies with observations that the optimal investment strategies for the two risky assets increase with increase in the dividend and decreases with increase in tax on the invested funds, risk averse coefficient, initial fund size and the transaction cost.

Keywords: Ornstein-Uhlenbeck process, portfolio management, Legendre transforms, CARA utility.

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Authors: O. S. Ebrahim, M. A. Badr, A. S. Elgendy, K. O. Shawky, P. K. Jain

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This paper demonstrates an improved Loss Model Control (LMC) for a 3-phase induction motor (IM) driving pump load. Compared with other power loss reduction algorithms for IM, the presented one has the advantages of fast and smooth flux adaptation, high accuracy, and versatile implementation. The performance of LMC depends mainly on the accuracy of modeling the motor drive and losses. A loss-model for IM drive that considers the surplus power loss caused by inverter voltage harmonics using closed-form equations and also includes the magnetic saturation has been developed. Further, an Artificial Neural Network (ANN) controller is synthesized and trained offline to determine the optimal flux level that achieves maximum drive efficiency. The drive’s voltage and speed control loops are connecting via the stator frequency to avoid the possibility of excessive magnetization. Besides, the resistance change due to temperature is considered by a first-order thermal model. The obtained thermal information enhances motor protection and control. These together have the potential of making the proposed algorithm reliable. Simulation and experimental studies are performed on 5.5 kW test motor using the proposed control method. The test results are provided and compared with the fixed flux operation to validate the effectiveness.

Keywords: Artificial neural network, ANN, efficiency optimization, induction motor, IM, Pulse Width Modulated, PWM, harmonic losses.

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Authors: Andre A. Keller

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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.

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Authors: Shonak Bansal, Prince Jain, Arun Kumar Singh, Neena Gupta

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Recently nature–inspired algorithms have widespread use throughout the tough and time consuming multi–objective scientific and engineering design optimization problems. In this paper, we present extended forms of firefly algorithm to find optimal Golomb ruler (OGR) sequences. The OGRs have their one of the major application as unequally spaced channel–allocation algorithm in optical wavelength division multiplexing (WDM) systems in order to minimize the adverse four–wave mixing (FWM) crosstalk effect. The simulation results conclude that the proposed optimization algorithm has superior performance compared to the existing conventional computing and nature–inspired optimization algorithms to find OGRs in terms of ruler length, total optical channel bandwidth and computation time.

Keywords: Channel allocation, conventional computing, four–wave mixing, nature–inspired algorithm, optimal Golomb ruler, Lévy flight distribution, optimization, improved multi–objective Firefly algorithms, Pareto optimal.

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Authors: Christopher C. Ihueze, Constance C. Obiuto, Christian E. Okafor, Charles C. Okpala

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This paper presents a methodical approach for designing and optimizing process parameters in oil blending industries. Twenty seven replicated experiments were conducted for production of A-Z crown super oil (SAE20W/50) employing L9 orthogonal array to establish process response parameters. Power law model was fitted to experimental data and the obtained model was optimized applying the central composite design (CCD) of response surface methodology (RSM). Quadratic model was found to be significant for production of A-Z crown supper oil. The study recognized and specified four new lubricant formulations that conform to ISO oil standard in the course of analyzing the batch productions of A-Z crown supper oil as: L1: KV = 21.8293Cst, BS200 = 9430.00Litres, Ad102=11024.00Litres, PVI = 2520 Litres, L2: KV = 22.513Cst, BS200 = 12430.00 Litres, Ad102 = 11024.00 Litres, PVI = 2520 Litres, L3: KV = 22.1671Cst, BS200 = 9430.00 Litres, Ad102 = 10481.00 Litres, PVI= 2520 Litres, L4: KV = 22.8605Cst, BS200 = 12430.00 Litres, Ad102 = 10481.00 Litres, PVI = 2520 Litres. The analysis of variance showed that quadratic model is significant for kinematic viscosity production while the R-sq value statistic of 0.99936 showed that the variation of kinematic viscosity is due to its relationship with the control factors. This study therefore resulted to appropriate blending proportions of lubricants base oil and additives and recommends the optimal kinematic viscosity of A-Z crown super oil (SAE20W/50) to be 22.86Cst.

Keywords: Additives, control factors, kinematic viscosity, lubricant, orthogonal array, process parameter.

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Authors: Khosrow Maleknejad, Asyieh Ebrahimzadeh

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In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential (VID) equation is considered. The method is developed by means of the Legendre wavelet approximation and collocation method. The properties of Legendre wavelet together with Gaussian integration method are utilized to reduce the problem to the solution of nonlinear programming one. Some numerical examples are given to confirm the accuracy and ease of implementation of the method.

Keywords: Collocation method, Legendre wavelet, optimal control, Volterra integro-differential equation.

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Authors: M. Mohebbi, K. Shakeri

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Since the actuator capacity is limited, in the real application of active control systems under sever earthquakes it is conceivable that the actuators saturate, hence the actuator saturation should be considered as a constraint in design of optimal controllers. In this paper optimal design of active controllers for nonlinear structures by considering actuator saturation, has been studied. The proposed method for designing optimal controllers is based on defining an optimization problem which the objective has been to minimize the maximum displacement of structure when a limited capacity for actuator has been used. To this end a single degree of freedom (SDF) structure with a bilinear hysteretic behavior has been simulated under a white noise ground acceleration of different amplitudes. Active tendon control mechanism, comprised of prestressed tendons and an actuator, and extended nonlinear Newmark method based instantaneous optimal control algorithm have been used. To achieve the best results, the weights corresponding to displacement, velocity, acceleration and control force in the performance index have been optimized by the Distributed Genetic Algorithm (DGA). Results show the effectiveness of the proposed method in considering actuator saturation. Also based on the numerical simulations it can be concluded that the actuator capacity and the average value of required control force are two important factors in designing nonlinear controllers which consider the actuator saturation.

Keywords: Active control, Actuator Saturation, Distributedgeneticalgorithms, Nonlinear.

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Authors: Somenath Mukherjee, Raj Kumar Samanta, Gautam Sanyal

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Different services based on different switching techniques in wireless networks leads to drastic changes in the properties of network traffic. Because of these diversities in services, network traffic is expected to undergo qualitative and quantitative variations. Hence, assumption of traffic characteristics and the prediction of network events become more complex for the wireless networks. In this paper, the traffic characteristics have been studied by collecting traces from the mobile switching centre (MSC). The traces include initiation and termination time, originating node, home station id, foreign station id. Traffic parameters namely, call interarrival and holding times were estimated statistically. The results show that call inter-arrival and distribution time in this wireless network is heavy-tailed and follow gamma distributions. They are asymptotically long-range dependent. It is also found that the call holding times are best fitted with lognormal distribution. Based on these observations, an analytical model for performance estimation is also proposed.

Keywords: Wireless networks, traffic analysis, long-range dependence, heavy-tailed distribution.

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Authors: Reza Sedaghati

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Given the increasing energy demand in the world as well as limited fossil energy fuel resources, it is necessary to use renewable energy resources more than ever. Developing a hybrid energy system is suggested to overcome the intermittence of renewable energy resources such as sun and wind, in which the excess electrical energy can be converted and stored. While these resources store the energy, they can provide a more reliable system that is really suitable for off-grid applications. In hybrid systems, a methodology for optimal sizing of power generation systems components is of great importance in terms of economic aspects and efficiency. In this study, a hybrid energy system is designed to supply an off-grid sample load pattern with the aim of supplying necessary energy and minimizing the total production cost throughout the system life as well as increasing the reliability. For this purpose, the optimal size and the cost function of these resources is determined and minimized using evolutionary algorithms and system efficiency is studied with real-time load and meteorological information of Kazerun, a city in southern Iran under different conditions.

Keywords: Hybrid energy system, intelligent method, optimal size, minimal.

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Authors: K. N. C. Njoku, Chinwendu Best Eleje, Christian Chukwuemeka Nwandu

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One of the problems facing most insurance companies is how best the burden of paying claims to its policy holders can be managed whenever need arises. Hence there is need for the insurer to buy a reinsurance contract in order to reduce risk which will enable the insurer to share the financial burden with the reinsurer. In this paper, the insurer’s and reinsurer’s strategy is investigated under the modified constant elasticity of variance (M-CEV) process and proportional administrative charges. The insurer considered investment in one risky asset and one risk free asset where the risky asset is modeled based on the M-CEV process which is an extension of constant elasticity of variance (CEV) process. Next, a nonlinear partial differential equation in the form of Hamilton Jacobi Bellman equation is obtained by dynamic programming approach. Using power transformation technique and variable change, the explicit solutions of the optimal investment strategy and optimal reinsurance strategy are obtained. Finally, some numerical simulations of some sensitive parameters were obtained and discussed in details where we observed that the modification factor only affects the optimal investment strategy and not the reinsurance strategy for an insurer with exponential utility function.

Keywords: Reinsurance strategy, Hamilton Jacobi Bellman equation, power transformation, M-CEV process, exponential utility.

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Authors: K. Kusakana

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A hybrid energy system is a combination of renewable energy sources with back up, as well as a storage system used to respond to given load energy requirements. Given that the electrical output of each renewable source is fluctuating with changes in weather conditions, and since the load demand also varies with time; one of the main attributes of hybrid systems is to be able to respond to the load demand at any time by optimally controlling each energy source, storage and back-up system. The induced optimization problem is to compute the optimal operation control of the system with the aim of minimizing operation costs while efficiently and reliably responding to the load energy requirement. Current optimization research and development on hybrid systems are mainly focusing on the sizing aspect. Thus, the aim of this paper is to report on the state-of-the-art of optimal operation control of hybrid renewable energy systems. This paper also discusses different challenges encountered, as well as future developments that can help in improving the optimal operation control of hybrid renewable energy systems.

Keywords: Renewable energies, hybrid systems, optimization, operation control.

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Authors: K. L. Mak, P. Peng

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This paper investigates the problem of automated defect detection for textile fabrics and proposes a new optimal filter design method to solve this problem. Gabor Wavelet Network (GWN) is chosen as the major technique to extract the texture features from textile fabrics. Based on the features extracted, an optimal Gabor filter can be designed. In view of this optimal filter, a new semi-supervised defect detection scheme is proposed, which consists of one real-valued Gabor filter and one smoothing filter. The performance of the scheme is evaluated by using an offline test database with 78 homogeneous textile images. The test results exhibit accurate defect detection with low false alarm, thus showing the effectiveness and robustness of the proposed scheme. To evaluate the detection scheme comprehensively, a prototyped detection system is developed to conduct a real time test. The experiment results obtained confirm the efficiency and effectiveness of the proposed detection scheme.

Keywords: Defect detection, Filtering, Gabor function, Gaborwavelet networks, Textile fabrics.

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Authors: Ekkaluk Eksook, Chutima Prommak

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This paper address the network reliability optimization problem in the optical access network design for the 3G cellular systems. We presents a novel 0-1 integer programming model for designing optical access network topologies comprised of multi-rings with common-edge in order to guarantee always-on services. The results show that the proposed model yields access network topologies with the optimal reliablity and satisfies both network cost limitations and traffic demand requirements.

Keywords: Network Reliability, Topological Network Design, 3G Cellular Networks.

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Authors: Takashi Shimizu, Tomoaki Hashimoto

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A class of implicit systems is known as a more generalized class of systems than a class of explicit systems. To establish a control method for such a generalized class of systems, we adopt model predictive control method which is a kind of optimal feedback control with a performance index that has a moving initial time and terminal time. However, model predictive control method is inapplicable to systems whose all state variables are not exactly known. In other words, model predictive control method is inapplicable to systems with limited measurable states. In fact, it is usual that the state variables of systems are measured through outputs, hence, only limited parts of them can be used directly. It is also usual that output signals are disturbed by process and sensor noises. Hence, it is important to establish a state estimation method for nonlinear implicit systems with taking the process noise and sensor noise into consideration. To this purpose, we apply the model predictive control method and unscented Kalman filter for solving the optimization and estimation problems of nonlinear implicit systems, respectively. The objective of this study is to establish a model predictive control with unscented Kalman filter for nonlinear implicit systems.

Keywords: Model predictive control, unscented Kalman filter, nonlinear systems, implicit systems.

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Authors: E. Shahsavari, R. Ghasemi, A. Akramizadeh

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This paper presents a new method to design nonlinear feedback linearization controller for PEMFCs (Polymer Electrolyte Membrane Fuel Cells). A nonlinear controller is designed based on nonlinear model to prolong the stack life of PEMFCs. Since it is known that large deviations between hydrogen and oxygen partial pressures can cause severe membrane damage in the fuel cell, feedback linearization is applied to the PEMFC system so that the deviation can be kept as small as possible during disturbances or load variations. To obtain an accurate feedback linearization controller, tuning the linear parameters are always important. So in proposed study NSGA (Non-Dominated Sorting Genetic Algorithm)-II method was used to tune the designed controller in aim to decrease the controller tracking error. The simulation result showed that the proposed method tuned the controller efficiently.

Keywords: Feedback Linearization controller, NSGA, Optimal Control, PEMFC.

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Authors: A. Perolini

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Feature and model selection are in the center of attention of many researches because of their impact on classifiers- performance. Both selections are usually performed separately but recent developments suggest using a combined GA-SVM approach to perform them simultaneously. This approach improves the performance of the classifier identifying the best subset of variables and the optimal parameters- values. Although GA-SVM is an effective method it is computationally expensive, thus a rough method can be considered. The paper investigates a joined approach of Genetic Algorithm and kernel matrix criteria to perform simultaneously feature and model selection for SVM classification problem. The purpose of this research is to improve the classification performance of SVM through an efficient approach, the Kernel Matrix Genetic Algorithm method (KMGA).

Keywords: Feature and model selection, Genetic Algorithms, Support Vector Machines, kernel matrix.

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Authors: Alia Alghosoun, Nabil El Moçayd, Mohammed Seaid

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Modeling dam-break flows over non-flat beds requires an accurate representation of the topography which is the main source of uncertainty in the model. Therefore, developing robust and accurate techniques for reconstructing topography in this class of problems would reduce the uncertainty in the flow system. In many hydraulic applications, experimental techniques have been widely used to measure the bed topography. In practice, experimental work in hydraulics may be very demanding in both time and cost. Meanwhile, computational hydraulics have served as an alternative for laboratory and field experiments. Unlike the forward problem, the inverse problem is used to identify the bed parameters from the given experimental data. In this case, the shallow water equations used for modeling the hydraulics need to be rearranged in a way that the model parameters can be evaluated from measured data. However, this approach is not always possible and it suffers from stability restrictions. In the present work, we propose an adaptive optimal control technique to numerically identify the underlying bed topography from a given set of free-surface observation data. In this approach, a minimization function is defined to iteratively determine the model parameters. The proposed technique can be interpreted as a fractional-stage scheme. In the first stage, the forward problem is solved to determine the measurable parameters from known data. In the second stage, the adaptive control Ensemble Kalman Filter is implemented to combine the optimality of observation data in order to obtain the accurate estimation of the topography. The main features of this method are on one hand, the ability to solve for different complex geometries with no need for any rearrangements in the original model to rewrite it in an explicit form. On the other hand, its achievement of strong stability for simulations of flows in different regimes containing shocks or discontinuities over any geometry. Numerical results are presented for a dam-break flow problem over non-flat bed using different solvers for the shallow water equations. The robustness of the proposed method is investigated using different numbers of loops, sensitivity parameters, initial samples and location of observations. The obtained results demonstrate high reliability and accuracy of the proposed techniques.

Keywords: Optimal control, ensemble Kalman Filter, topography reconstruction, data assimilation, shallow water equations.

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Authors: Dong-Chul Lee, Byung-Kwan Oh, Se-Woon Choi, Hyo-Sun Park

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The unanticipated brittle fracture of connection of the steel moment resisting frame (SMRF) occurred in 1994 the Northridge earthquake. Since then, the researches for the vulnerability of connection of the existing SMRF and for rehabilitation of those buildings were conducted. This paper suggests performance-based optimal seismic retrofit technique using connection upgrade. For optimal design, a multi-objective genetic algorithm(NSGA-II) is used. One of the two objective functions is to minimize initial cost and another objective function is to minimize lifetime seismic damages cost. The optimal algorithm proposed in this paper is performed satisfying specified performance objective based on FEMA 356. The nonlinear static analysis is performed for structural seismic performance evaluation. A numerical example of SAC benchmark SMRF is provided using the performance-based optimal seismic retrofit technique proposed in this paper

Keywords: connection upgrade, performace-based seismicdesign, seismic retrofit, multi-objective optimization

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Authors: M. Senthil Arumugam, M.V.C. Rao

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This paper presents a novel two-phase hybrid optimization algorithm with hybrid genetic operators to solve the optimal control problem of a single stage hybrid manufacturing system. The proposed hybrid real coded genetic algorithm (HRCGA) is developed in such a way that a simple real coded GA acts as a base level search, which makes a quick decision to direct the search towards the optimal region, and a local search method is next employed to do fine tuning. The hybrid genetic operators involved in the proposed algorithm improve both the quality of the solution and convergence speed. The phase–1 uses conventional real coded genetic algorithm (RCGA), while optimisation by direct search and systematic reduction of the size of search region is employed in the phase – 2. A typical numerical example of an optimal control problem with the number of jobs varying from 10 to 50 is included to illustrate the efficacy of the proposed algorithm. Several statistical analyses are done to compare the validity of the proposed algorithm with the conventional RCGA and PSO techniques. Hypothesis t – test and analysis of variance (ANOVA) test are also carried out to validate the effectiveness of the proposed algorithm. The results clearly demonstrate that the proposed algorithm not only improves the quality but also is more efficient in converging to the optimal value faster. They can outperform the conventional real coded GA (RCGA) and the efficient particle swarm optimisation (PSO) algorithm in quality of the optimal solution and also in terms of convergence to the actual optimum value.

Keywords: Hybrid systems, optimal control, real coded genetic algorithm (RCGA), Particle swarm optimization (PSO), Hybrid real coded GA (HRCGA), and Hybrid genetic operators.

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Authors: Randy Gomez, Keisuke Nakamura, Kazuhiro Nakadai

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Distant-talking voice-based HCI system suffers from performance degradation due to mismatch between the acoustic speech (runtime) and the acoustic model (training). Mismatch is caused by the change in the power of the speech signal as observed at the microphones. This change is greatly influenced by the change in distance, affecting speech dynamics inside the room before reaching the microphones. Moreover, as the speech signal is reflected, its acoustical characteristic is also altered by the room properties. In general, power mismatch due to distance is a complex problem. This paper presents a novel approach in dealing with distance-induced mismatch by intelligently sensing instantaneous voice power variation and compensating model parameters. First, the distant-talking speech signal is processed through microphone array processing, and the corresponding distance information is extracted. Distance-sensitive Gaussian Mixture Models (GMMs), pre-trained to capture both speech power and room property are used to predict the optimal distance of the speech source. Consequently, pre-computed statistic priors corresponding to the optimal distance is selected to correct the statistics of the generic model which was frozen during training. Thus, model combinatorics are post-conditioned to match the power of instantaneous speech acoustics at runtime. This results to an improved likelihood in predicting the correct speech command at farther distances. We experiment using real data recorded inside two rooms. Experimental evaluation shows voice recognition performance using our method is more robust to the change in distance compared to the conventional approach. In our experiment, under the most acoustically challenging environment (i.e., Room 2: 2.5 meters), our method achieved 24.2% improvement in recognition performance against the best-performing conventional method.

Keywords: Human Machine Interaction, Human Computer Interaction, Voice Recognition, Acoustic Model Compensation, Acoustic Speech Enhancement.

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Authors: K. Petcharaporn, S. Kumchoo

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The acidity (citric acid) is the one of chemical content that can be refer to the internal quality and it’s a maturity index of tomato, The titratable acidity (%TA) can be predicted by a non-destructive method prediction by using the transmittance short wavelength (SW-NIR) spectroscopy in the wavelength range between 665-955 nm. The set of 167 tomato samples divided into groups of 117 tomatoes sample for training set and 50 tomatoes sample for test set were used to establish the calibration model to predict and measure %TA by partial least squares regression (PLSR) technique. The spectra were pretreated with MSC pretreatment and it gave the optimal result for calibration model as (R = 0.92, RMSEC = 0.03%) and this model obtained high accuracy result to use for %TA prediction in test set as (R = 0.81, RMSEP = 0.05%). From the result of prediction in test set shown that the transmittance SW-NIR spectroscopy technique can be used for a non-destructive method for %TA prediction of tomato.

Keywords: Tomato, quality, prediction, transmittance, titratable acidity, citric acid.

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Authors: Osea Zebua, Norikazu Ikoma, Hiroshi Maeda

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Estimation of voltage stability based on optimal filtering method is presented. PV curve is used as a tool for voltage stability analysis. Dynamic voltage stability estimation is done by using particle filter method. Optimum value (nose point) of PV curve can be estimated by estimating parameter of PV curve equation optimal value represents critical voltage and condition at specified point of measurement. Voltage stability is then estimated by analyzing loading margin condition c stimating equation. This maximum loading ecified dynamically.

Keywords: normalized PV curve, optimal filtering method particle filter, voltage stability.

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Authors: Wei Lo, Ming-En Kuo

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While to minimize the overall project cost is always one of the objectives of construction managers, to obtain the maximum economic return is definitely one the ultimate goals of the project investors. As there is a trade-off relationship between the project time and cost, and the project delivery time directly affects the timing of economic recovery of an investment project, to provide a method that can quantify the relationship between the project delivery time and cost, and identify the optimal delivery time to maximize economic return has always been the focus of researchers and industrial practitioners. Using genetic algorithms, this study introduces an optimization model that can quantify the relationship between the project delivery time and cost and furthermore, determine the optimal delivery time to maximize the economic return of the project. The results provide objective quantification for accurately evaluating the project delivery time and cost, and facilitate the analysis of the economic return of a project.

Keywords: Time-Cost Trade-Off, Genetic Algorithms, Resource Integration, Economic return.

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Authors: Behrouz Afshar Nadjafi

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Extensive research has been devoted to economic production quantity (EPQ) problem. However, no attention has been paid to problems where production period length is constrained. In this paper, we address the problem of deciding the optimal production quantity and the number of minor setups within each cycle, in which, production period length is constrained but a minor setup is possible for pass the constraint. A mathematical model is developed and Iterated Local Search (ILS) is proposed to solve this problem. Finally, solution procedure illustrated with a numerical example and results are analyzed.

Keywords: EPQ, Inventory control, minor setup, ILS.

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Authors: MP. Mulaudzi, MA. Petersen, J. Mukuddem-Petersen , IM. Schoeman, B. de Waal, JM. Manale

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This conference paper discusses a risk allocation problem for subprime investing banks involving investment in subprime structured mortgage products (SMPs) and Treasuries. In order to solve this problem, we develop a L'evy process-based model of jump diffusion-type for investment choice in subprime SMPs and Treasuries. This model incorporates subprime SMP losses for which credit default insurance in the form of credit default swaps (CDSs) can be purchased. In essence, we solve a mean swap-at-risk (SaR) optimization problem for investment which determines optimal allocation between SMPs and Treasuries subject to credit risk protection via CDSs. In this regard, SaR is indicative of how much protection investors must purchase from swap protection sellers in order to cover possible losses from SMP default. Here, SaR is defined in terms of value-at-risk (VaR). Finally, we provide an analysis of the aforementioned optimization problem and its connections with the subprime mortgage crisis (SMC).

Keywords: Investors; Jump Diffusion Process, Structured Mortgage Products, Treasuries, Credit Risk, Credit Default Swaps, Tranching Risk, Counterparty Risk, Value-at-Risk, Swaps-at-Risk, Subprime Mortgage Crisis.

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Authors: Durga Gautam, Mithulananthan Nadarajah

Abstract:

This paper presents the influence of distributed generation (DG) on congestion and locational marginal price (LMP) in an optimal power flow (OPF) based wholesale electricity market. The problem of optimal placement to manage congestion and reduce LMP is formulated for the objective of social welfare maximization. From competitive electricity market standpoint, DGs have great value when they reduce load in particular locations and at particular times when feeders are heavily loaded. The paper lies on the groundwork that solution to optimal mix of generation and transmission resources can be achieved by addressing congestion and corresponding LMP. Obtained as lagrangian multiplier associated with active power flow equation for each node, LMP gives the short run marginal cost (SRMC) of electricity. Specific grid locations are examined to study the influence of DG penetration on congestion and corresponding shadow prices. The influence of DG on congestion and locational marginal prices has been demonstrated in a modified IEEE 14 bus test system.

Keywords: Congestion management, distributed generation, electricity market, locational marginal price, optimal power flow, social welfare.

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