Search results for: optimization process

Authors: Pulak Swain, A. K. Ojha

Abstract:

Portfolio optimization is based on dealing with the problems of efficient asset allocation. Risk and Expected return are two conflicting criteria in such problems, where the investor prefers the return to be high and the risk to be low. Using multi-objective approach we can solve those type of problems. However the information which we have for the input parameters are generally ambiguous and the input values can fluctuate around some nominal values. We can not ignore the uncertainty in input values, as they can affect the asset allocation drastically. So we use Robust Optimization approach to the problems where the input parameters comes under box uncertainty. In this paper, we solve the multi criteria robust problem with the help of  E- constraint method.

Keywords: Portfolio optimization, multi-objective optimization, E-constraint method, box uncertainty, robust optimization.

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Authors: Rongli Gai, Zhiyuan Chang, Xiaohong Wang, Jingyu Liu

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In view of various situations in the interpolation process, most researchers use self-adaptation to adjust the interpolation process, which is also one of the current and future research hotspots in the field of CNC (Computerized Numerical Control) machining. In the interpolation process, according to the overview of the spline curve interpolation algorithm, the adaptive analysis is carried out from the factors affecting the interpolation process. The adaptive operation is reflected in various aspects, such as speed, parameters, errors, nodes, feed rates, random period, sensitive point, step size, curvature, adaptive segmentation, adaptive optimization, etc. This paper will analyze and summarize the research of adaptive imputation in the direction of the above factors affecting imputation.

Keywords: Adaptive algorithm, CNC machining, interpolation constraints, spline curve interpolation.

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Authors: Ram Kumar Soni, Alok Jain, Rajiv Saxena

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This paper proposes an efficient method for the design of two channel quadrature mirror filter (QMF) bank. To achieve minimum value of reconstruction error near to perfect reconstruction, a linear optimization process has been proposed. Prototype low pass filter has been designed using Kaiser window function. The modified algorithm has been developed to optimize the reconstruction error using linear objective function through iteration method. The result obtained, show that the performance of the proposed algorithm is better than that of the already exists methods.

Keywords: Filterbank, near perfect reconstruction, Kaiserwindow, QMF.

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Authors: Sh. Derakhshan, A. Mostafavi

Abstract:

Nowadays, the challenge in hydraulic turbine design is the multi-objective design of turbine runner to reach higher efficiency. The hydraulic performance of a turbine is strictly depends on runner blades shape. The present paper focuses on the application of the multi-objective optimization algorithm to the design of a small Francis turbine runner. The optimization exercise focuses on the efficiency improvement at the best efficiency operating point (BEP) of the GAMM Francis turbine. A global optimization method based on artificial neural networks (ANN) and genetic algorithms (GA) coupled by 3D Navier-Stokes flow solver has been used to improve the performance of an initial geometry of a Francis runner. The results show the good ability of optimization algorithm and the final geometry has better efficiency with initial geometry. The goal was to optimize the geometry of the blades of GAMM turbine runner which leads to maximum total efficiency by changing the design parameters of camber line in at least 5 sections of a blade. The efficiency of the optimized geometry is improved from 90.7% to 92.5%. Finally, design parameters and the way of selection have been considered and discussed.

Keywords: Francis Turbine, Runner, Optimization, CFD

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Authors: I. Brandys, M. Levy, K. Harush, Y. Haim, M. Korngold

Abstract:

Theoretical optimization of a copper-water negative inclination heat pipe with internal composite wick structure had been performed, regarding a new introduced parameter: the ratio between the coarse mesh wraps and the fine mesh wraps of the composite wick. Since in many cases, the design of a heat pipe matches specific thermal requirements and physical limitations, this work demonstrates the optimization of a 1m length, 8mm internal diameter heat pipe without an adiabatic section, at a negative inclination angle of -10º. The optimization is based on a new introduced parameter, LR: the ratio between the coarse mesh wraps and the fine mesh wraps.

Keywords: Heat pipe, inclination, optimization, ratio.

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Authors: J. Tospornsampan, I. Kita, M. Ishii, Y. Kitamura

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In this paper a combination approach of two heuristic-based algorithms: genetic algorithm and tabu search is proposed. It has been developed to obtain the least cost based on the split-pipe design of looped water distribution network. The proposed combination algorithm has been applied to solve the three well-known water distribution networks taken from the literature. The development of the combination of these two heuristic-based algorithms for optimization is aimed at enhancing their strengths and compensating their weaknesses. Tabu search is rather systematic and deterministic that uses adaptive memory in search process, while genetic algorithm is probabilistic and stochastic optimization technique in which the solution space is explored by generating candidate solutions. Split-pipe design may not be realistic in practice but in optimization purpose, optimal solutions are always achieved with split-pipe design. The solutions obtained in this study have proved that the least cost solutions obtained from the split-pipe design are always better than those obtained from the single pipe design. The results obtained from the combination approach show its ability and effectiveness to solve combinatorial optimization problems. The solutions obtained are very satisfactory and high quality in which the solutions of two networks are found to be the lowest-cost solutions yet presented in the literature. The concept of combination approach proposed in this study is expected to contribute some useful benefits in diverse problems.

Keywords: GAs, Heuristics, Looped network, Least-cost design, Pipe network, Optimization, TS

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Authors: Ghanima Al-Sharrah, Haitham M. Lababidi, Yusuf I. Ali

Abstract:

The main objective of the current work is to introduce sustainability factors in optimizing the supply chain model for process industries. The supply chain models are normally based on purely economic considerations related to costs and profits. To account for sustainability, two additional factors have been introduced; environment and risk. A supply chain for an entire petroleum organization has been considered for implementing and testing the proposed optimization models. The environmental and risk factors were introduced as indicators reflecting the anticipated impact of the optimal production scenarios on sustainability. The aggregation method used in extending the single objective function to multi-objective function is proven to be quite effective in balancing the contribution of each objective term. The results indicate that introducing sustainability factor would slightly reduce the economic benefit while improving the environmental and risk reduction performances of the process industries.

Keywords: Supply chain, optimization, LP models, risk, environmental indicators, multi-objective.

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Authors: Seok-In Sohn, Dae-Hwan Park, Yeon-Seung Lee, Il-Kwon Oh

Abstract:

This paper presents an optimization of the hull separation, i.e. transverse clearance. The main objective is to identify the feasible speed ranges and find the optimum transverse clearance considering the minimum wave-making resistance. The dimensions and the weight of hardware systems installed in the catamaran structured fuel cell powered USV (Unmanned Surface Vehicle) were considered as constraints. As the CAE (Computer Aided Engineering) platform FRIENDSHIP-Framework was used. The hull surface modeling, DoE (Design of Experiment), Tangent search optimization, tool integration and the process automation were performed by FRIENDSHIP-Framework. The hydrodynamic result was evaluated by XPAN the potential solver of SHIPFLOW.

Keywords: Full parametric modeling, Hull Separation, Wave-making resistance, Design Of Experiment, Tangent search method

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Authors: Yahya H. Zweiri

Abstract:

The back-propagation algorithm calculates the weight changes of an artificial neural network, and a two-term algorithm with a dynamically optimal learning rate and a momentum factor is commonly used. Recently the addition of an extra term, called a proportional factor (PF), to the two-term BP algorithm was proposed. The third term increases the speed of the BP algorithm. However, the PF term also reduces the convergence of the BP algorithm, and optimization approaches for evaluating the learning parameters are required to facilitate the application of the three terms BP algorithm. This paper considers the optimization of the new back-propagation algorithm by using derivative information. A family of approaches exploiting the derivatives with respect to the learning rate, momentum factor and proportional factor is presented. These autonomously compute the derivatives in the weight space, by using information gathered from the forward and backward procedures. The three-term BP algorithm and the optimization approaches are evaluated using the benchmark XOR problem.

Keywords: Neural Networks, Backpropagation, Optimization.

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Authors: Jagannath Aryal, Don Kulasiri, Dishi Liu

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This paper describes the optimization of a complex dairy farm simulation model using two quite different methods of optimization, the Genetic algorithm (GA) and the Lipschitz Branch-and-Bound (LBB) algorithm. These techniques have been used to improve an agricultural system model developed by Dexcel Limited, New Zealand, which describes a detailed representation of pastoral dairying scenarios and contains an 8-dimensional parameter space. The model incorporates the sub-models of pasture growth and animal metabolism, which are themselves complex in many cases. Each evaluation of the objective function, a composite 'Farm Performance Index (FPI)', requires simulation of at least a one-year period of farm operation with a daily time-step, and is therefore computationally expensive. The problem of visualization of the objective function (response surface) in high-dimensional spaces is also considered in the context of the farm optimization problem. Adaptations of the sammon mapping and parallel coordinates visualization are described which help visualize some important properties of the model-s output topography. From this study, it is found that GA requires fewer function evaluations in optimization than the LBB algorithm.

Keywords: Genetic Algorithm, Linux Cluster, LipschitzBranch-and-Bound, Optimization

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Authors: A. Charlangsut, N. Rugthaicharoencheep, S. Auchariyamet

Abstract:

Network reconfiguration is an operation to modify the network topology. The implementation of network reconfiguration has many advantages such as loss minimization, increasing system security and others. In this paper, two topics about the network reconfiguration in distribution system are briefly described. The first topic summarizes its impacts while the second explains some heuristic optimization techniques for solving the network reconfiguration problem.

Keywords: Network Reconfiguration, Optimization Techniques, Distribution System

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Authors: H. Nikzad, S. Yoshitomi

Abstract:

In this paper, an optimization procedure is applied for 3D Reinforced concrete building structure with shear wall.  In the optimization problem, cross sections of beams, columns and shear wall dimensions are considered as design variables and the optimal cross sections can be derived to minimize the total cost of the structure. As for final design application, the most suitable sections are selected to satisfy ACI 318-14 code provision based on static linear analysis. The validity of the method is examined through numerical example of 15 storied 3D RC building with shear wall.  This optimization method is expected to assist in providing a useful reference in design early stage, and to be an effective and powerful tool for structural design of RC shear wall structures.

Keywords: Structural optimization, linear static analysis, ETABS, MATLAB, RC moment frame, RC shear wall structures.

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Authors: E. Diryak, P. Lefley, L. Petkovska, G. Cvetkovski

Abstract:

This paper presents the optimum design for a double stator, cup rotor machine; a novel type of BLDC PM Machine. The optimization approach is divided into two stages: the first stage is calculating the machine configuration using Matlab, and the second stage is the optimization of the machine using Finite Element Modeling (FEM). Under the design specifications, the machine model will be selected from three pole numbers, namely, 8, 10 and 12 with an appropriate slot number. A double stator brushless DC permanent magnet machine is designed to achieve low cogging torque; high electromagnetic torque and low ripple torque.

Keywords: Permanent magnet machine, low- cogging torque, low- ripple torque, high- electromagnetic torque, design optimization.

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Authors: Xi Pei, Ruifen Cao, Hui Liu, Chufeng Jin, Mengyun Cheng, Huaqing Zheng, Yican Wu, FDS Team

Abstract:

In intensity modulated radiation therapy (IMRT) treatment planning, beam angles are usually preselected on the basis of experience and intuition. Therefore, getting an appropriate beam configuration needs a very long time. Based on the present situation, the paper puts forward beam orientation optimization using ant colony optimization (ACO). We use ant colony optimization to select the beam configurations, after getting the beam configuration using Conjugate Gradient (CG) algorithm to optimize the intensity profiles. Combining with the information of the effect of pencil beam, we can get the global optimal solution accelerating. In order to verify the feasibility of the presented method, a simulated and clinical case was tested, compared with dose-volume histogram and isodose line between target area and organ at risk. The results showed that the effect was improved after optimizing beam configurations. The optimization approach could make treatment planning meet clinical requirements more efficiently, so it had extensive application perspective.

Keywords: intensity modulated radiation therapy, ant colonyoptimization, Conjugate Gradient algorithm

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Authors: Vassilios Moussas, Dimos N. Pantazis, Panagiotis Stratakis

Abstract:

The aim of this paper is to present the optimization methodology developed in the frame of a Coastal Transport Information System. The system will be used for the effective design of coastal transportation lines and incorporates subsystems that implement models, tools and techniques that may support the design of improved networks. The role of the optimization and decision subsystem is to provide the user with better and optimal scenarios that will best fulfill any constrains, goals or requirements posed. The complexity of the problem and the large number of parameters and objectives involved led to the adoption of an evolutionary method (Genetic Algorithms). The problem model and the subsystem structure are presented in detail, and, its support for simulation is also discussed.

Keywords: Coastal transport, modeling, optimization.

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Authors: S. Khamsawang, S. Jiriwibhakorn

Abstract:

This paper proposes an improved approach based on conventional particle swarm optimization (PSO) for solving an economic dispatch(ED) problem with considering the generator constraints. The mutation operators of the differential evolution (DE) are used for improving diversity exploration of PSO, which called particle swarm optimization with mutation operators (PSOM). The mutation operators are activated if velocity values of PSO nearly to zero or violated from the boundaries. Four scenarios of mutation operators are implemented for PSOM. The simulation results of all scenarios of the PSOM outperform over the PSO and other existing approaches which appeared in literatures.

Keywords: Novel particle swarm optimization, Economic dispatch problem, Mutation operator, Prohibited operating zones, Differential Evolution.

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Authors: D. Vijayakumar, R. K. Nema

Abstract:

Over Current Relays (OCRs) and Directional Over Current Relays (DOCRs) are widely used for the radial protection and ring sub transmission protection systems and for distribution systems. All previous work formulates the DOCR coordination problem either as a Non-Linear Programming (NLP) for TDS and Ip or as a Linear Programming (LP) for TDS using recently a social behavior (Particle Swarm Optimization techniques) introduced to the work. In this paper, a Modified Particle Swarm Optimization (MPSO) technique is discussed for the optimal settings of DOCRs in power systems as a Non-Linear Programming problem for finding Ip values of the relays and for finding the TDS setting as a linear programming problem. The calculation of the Time Dial Setting (TDS) and the pickup current (Ip) setting of the relays is the core of the coordination study. PSO technique is considered as realistic and powerful solution schemes to obtain the global or quasi global optimum in optimization problem.

Keywords: Directional over current relays, Optimization techniques, Particle swarm optimization, Power system protection.

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Authors: M. Pandi, K. Premalatha

Abstract:

The DNA microarray technology concurrently monitors the expression levels of thousands of genes during significant biological processes and across the related samples. The better understanding of functional genomics is obtained by extracting the patterns hidden in gene expression data. It is handled by clustering which reveals natural structures and identify interesting patterns in the underlying data. In the proposed work clustering gene expression data is done through an Advanced Nelder Mead (ANM) algorithm. Nelder Mead (NM) method is a method designed for optimization process. In Nelder Mead method, the vertices of a triangle are considered as the solutions. Many operations are performed on this triangle to obtain a better result. In the proposed work, the operations like reflection and expansion is eliminated and a new operation called spread-out is introduced. The spread-out operation will increase the global search area and thus provides a better result on optimization. The spread-out operation will give three points and the best among these three points will be used to replace the worst point. The experiment results are analyzed with optimization benchmark test functions and gene expression benchmark datasets. The results show that ANM outperforms NM in both benchmarks.

Keywords: Spread out, simplex, multi-minima, fitness function, optimization, search area, monocyte, solution, genomes.

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Authors: Siriluck Lorpunmanee, Mohd Noor Sap, Abdul Hanan Abdullah, Chai Chompoo-inwai

Abstract:

Grid computing is growing rapidly in the distributed heterogeneous systems for utilizing and sharing large-scale resources to solve complex scientific problems. Scheduling is the most recent topic used to achieve high performance in grid environments. It aims to find a suitable allocation of resources for each job. A typical problem which arises during this task is the decision of scheduling. It is about an effective utilization of processor to minimize tardiness time of a job, when it is being scheduled. This paper, therefore, addresses the problem by developing a general framework of grid scheduling using dynamic information and an ant colony optimization algorithm to improve the decision of scheduling. The performance of various dispatching rules such as First Come First Served (FCFS), Earliest Due Date (EDD), Earliest Release Date (ERD), and an Ant Colony Optimization (ACO) are compared. Moreover, the benefit of using an Ant Colony Optimization for performance improvement of the grid Scheduling is also discussed. It is found that the scheduling system using an Ant Colony Optimization algorithm can efficiently and effectively allocate jobs to proper resources.

Keywords: Grid computing, Distributed heterogeneous system, Ant colony optimization algorithm, Grid scheduling, Dispatchingrules.

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Authors: Michal Kopcek, Tomas Skulavik, Michal Kebisek, Gabriela Krizanova

Abstract:

The operation of nuclear power plants involves continuous monitoring of the environment in their area. This monitoring is performed using a complex data acquisition system, which collects status information about the system itself and values of many important physical variables e.g. temperature, humidity, dose rate etc. This paper describes a proposal and optimization of communication that takes place in teledosimetric system between the central control server responsible for the data processing and storing and the decentralized measuring stations, which are measuring the physical variables. Analyzes of ongoing communication were performed and consequently the optimization of the system architecture and communication was done.

Keywords: Communication protocol, transmission optimization, data acquisition.

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Authors: Muqdad Al-Juboori, Bithin Datta

Abstract:

Hydraulic structures such as gravity dams are classified as essential structures, and have the vital role in providing strong and safe water resource management. Three major aspects must be considered to achieve an effective design of such a structure: 1) The building cost, 2) safety, and 3) accurate analysis of seepage characteristics. Due to the complexity and non-linearity relationships of the seepage process, many approximation theories have been developed; however, the application of these theories results in noticeable errors. The analytical solution, which includes the difficult conformal mapping procedure, could be applied for a simple and symmetrical problem only. Therefore, the objectives of this paper are to: 1) develop a surrogate model based on numerical simulated data using SEEPW software to approximately simulate seepage process related to a hydraulic structure, 2) develop and solve a linked simulation-optimization model based on the developed surrogate model to describe the seepage occurring under a concrete gravity dam, in order to obtain optimum and safe design at minimum cost. The result shows that the linked simulation-optimization model provides an efficient and optimum design of concrete gravity dams.

Keywords: Artificial neural network, concrete gravity dam, genetic algorithm, seepage analysis.

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Authors: Radhwan Yousif Sedik Al-Jawadi

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Optimization is necessary for finding appropriate solutions to a range of real-life problems. In particular, genetic (or more generally, evolutionary) algorithms have proved very useful in solving many problems for which analytical solutions are not available. In this paper, we present an optimization algorithm called Dynamic Schema with Dissimilarity and Similarity of Chromosomes (DSDSC) which is a variant of the classical genetic algorithm. This approach constructs new chromosomes from a schema and pairs of existing ones by exploring their dissimilarities and similarities. To show the effectiveness of the algorithm, it is tested and compared with the classical GA, on 15 two-dimensional optimization problems taken from literature. We have found that, in most cases, our method is better than the classical genetic algorithm.

Keywords: Genetic algorithm, similarity and dissimilarity, chromosome injection, dynamic schema.

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Authors: M. R. Aghaebrahimi, S. H. Zahiri, M. Amiri

Abstract:

The necessity of solving multi dimensional complicated scientific problems beside the necessity of several objective functions optimization are the most motive reason of born of artificial intelligence and heuristic methods. In this paper, we introduce a new method for multiobjective optimization based on learning automata. In the proposed method, search space divides into separate hyper-cubes and each cube is considered as an action. After gathering of all objective functions with separate weights, the cumulative function is considered as the fitness function. By the application of all the cubes to the cumulative function, we calculate the amount of amplification of each action and the algorithm continues its way to find the best solutions. In this Method, a lateral memory is used to gather the significant points of each iteration of the algorithm. Finally, by considering the domination factor, pareto front is estimated. Results of several experiments show the effectiveness of this method in comparison with genetic algorithm based method.

Keywords: Function optimization, Multiobjective optimization, Learning automata.

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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

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Authors: Nicolas Zufferey

Abstract:

The vehicle routing problem (VRP) is a famous combinatorial optimization problem. Because of its well-known difficulty, metaheuristics are the most appropriate methods to tackle large and realistic instances. The goal of this paper is to highlight the key ideas for designing VRP metaheuristics according to the following criteria: efficiency, speed, robustness, and ability to take advantage of the problem structure. Such elements can obviously be used to build solution methods for other combinatorial optimization problems, at least in the deterministic field.

Keywords: Vehicle routing problem, Metaheuristics, Combinatorial optimization.

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Authors: Muhamad Sani Buang, Shahrul Azam Abdullah, Juri Saedon

Abstract:

There is not much effective guideline on development of design parameters selection on spring back for advanced high strength steel sheet metal in U-channel process during cold forming process. This paper presents the development of predictive model for spring back in U-channel process on advanced high strength steel sheet employing Response Surface Methodology (RSM). The experimental was performed on dual phase steel sheet, DP590 in Uchannel forming process while design of experiment (DoE) approach was used to investigates the effects of four factors namely blank holder force (BHF), clearance (C) and punch travel (Tp) and rolling direction (R) were used as input parameters using two level values by applying Full Factorial design (24 ). From a statistical analysis of variant (ANOVA), result showed that blank holder force (BHF), clearance (C) and punch travel (Tp) displayed significant effect on spring back of flange angle (β2 ) and wall opening angle (β1 ), while rolling direction (R) factor is insignificant. The significant parameters are optimized in order to reduce the spring back behavior using Central Composite Design (CCD) in RSM and the optimum parameters were determined. A regression model for spring back was developed. The effect of individual parameters and their response was also evaluated. The results obtained from optimum model are in agreement with the experimental values.  

Keywords: Advance high strength steel, U-channel process, Springback, Design of Experiment, Optimization, Response Surface Methodology (RSM).

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Authors: Norziana Aminudin, Titik Khawa Abdul Rahman, Ismail Musirin

Abstract:

One of the factors to maintain system survivability is the adequate reactive power support to the system. Lack of reactive power support may cause undesirable voltage decay leading to total system instability. Thus, appropriate reactive power support scheme should be arranged in order to maintain system stability. The strength of a system capacity is normally denoted as system loadability. This paper presents the enhancement of system loadability through optimal reactive power planning technique using a newly developed optimization technique, termed as Multiagent Immune Evolutionary Programming (MAIEP). The concept of MAIEP is developed based on the combination of Multiagent System (MAS), Artificial Immune System (AIS) and Evolutionary Programming (EP). In realizing the effectiveness of the proposed technique, validation is conducted on the IEEE-26-Bus Reliability Test System. The results obtained from pre-optimization and post-optimization process were compared which eventually revealed the merit of MAIEP.

Keywords: Load margin, MAIEP, Maximum loading point, ORPP.

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Authors: A. Zerarka, A. Soukeur, N. Khelil

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In the present work, we introduce the particle swarm optimization called (PSO in short) to avoid the Runge-s phenomenon occurring in many numerical problems. This new approach is tested with some numerical examples including the generalized integral quadrature method in order to solve the Volterra-s integral equations

Keywords: Integral equation, particle swarm optimization, Runge's phenomenon.

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Authors: Ayudhia P. Gusti, Semin

Abstract:

It is known that total operating cost of a vessel is dominated by the cost of fuel consumption. How to reduce the fuel cost of ship so that the operational costs of fuel can be minimized is the question that arises. As the basis of these kinds of problem, sailing speed determination is an important factor to be considered by a shipping company. Optimal speed determination will give a significant influence on the route and berth schedule of ships, which also affect vessel operating costs. The purpose of this paper is to clarify some important issues about ship speed optimization. Sailing speed, displacement, sailing time, and specific fuel consumption were obtained from shipping log data to be further analyzed for modeling the speed optimization. The presented speed optimization model is expected to affect the fuel consumption and to reduce the cost of fuel consumption.

Keywords: Maritime transportation, reducing fuel, shipping log data, speed optimization.

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Authors: Tunjo Perić, Franjo Bratić

Abstract:

In this paper, the goal programming methodology for solving multiple objective problem of the technological variants and production plan optimization has been applied. The optimization criteria are determined and the multiple objective linear programming model for solving a problem of the technological variants and production plan optimization is formed and solved. Then the obtained results are analysed. The obtained results point out to the possibility of efficient application of the goal programming methodology in solving the problem of the technological variants and production plan optimization. The paper points out on the advantages of the application of the goal programming methodology compare to the Surrogat Worth Trade-off method in solving this problem.

Keywords: Goal programming, multi objective programming, production plan, SWT method, technological variants.

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