Search results for: Parameter linear programming
2949 Determination of Geometric Dimensions of a Double Sided Linear Switched Reluctance Motor
Authors: Dursun M., Koc F., Ozbay H.
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In this study, a double-sided linear switched reluctance motor (LSRM) drive was investigated as an alternative actuator for vertical linear transportation applications such as a linear elevator door, hospital and subway doors which move linearly and where accurate position control and rapid response is requested. A prototype sliding elevator door that is focused on a home elevator with LSRMs is designed. The motor has 6/4 poles, 3 phases, 8A, 24V, 250 W and 250 N pull forces. Air gap between rotor and translator poles of the designed motor and phase coil-s ideal inductance profile are obtained in compliance with the geometric dimensions. Operation and switching sections as motor and generator has been determined from the inductance profile.Keywords: Linear switched reluctance motor, sliding door, elevator door, linear motor design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27062948 A Dynamic Programming Model for Maintenance of Electric Distribution System
Authors: Juha Korpijärvi, Jari Kortelainen
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The paper presents dynamic programming based model as a planning tool for the maintenance of electric power systems. Every distribution component has an exponential age depending reliability function to model the fault risk. In the moment of time when the fault costs exceed the investment costs of the new component the reinvestment of the component should be made. However, in some cases the overhauling of the old component may be more economical than the reinvestment. The comparison between overhauling and reinvestment is made by optimisation process. The goal of the optimisation process is to find the cost minimising maintenance program for electric power distribution system.
Keywords: Dynamic programming, Electric distribution system, Maintenance
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21052947 Investigation of Fire Damaged Concrete Using Nonlinear Resonance Vibration Method
Authors: Kang-Gyu Park, Sun-Jong Park, Hong Jae Yim, Hyo-Gyung Kwak
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This paper attempts to evaluate the effect of fire damage on concrete by using nonlinear resonance vibration method, one of the nonlinear nondestructive method. Concrete exhibits not only nonlinear stress-strain relation but also hysteresis and discrete memory effect which are contained in consolidated materials. Hysteretic materials typically show the linear resonance frequency shift. Also, the shift of resonance frequency is changed according to the degree of micro damage. The degree of the shift can be obtained through nonlinear resonance vibration method. Five exposure scenarios were considered in order to make different internal micro damage. Also, the effect of post-fire-curing on fire-damaged concrete was taken into account to conform the change in internal damage. Hysteretic nonlinearity parameter was obtained by amplitudedependent resonance frequency shift after specific curing periods. In addition, splitting tensile strength was measured on each sample to characterize the variation of residual strength. Then, a correlation between the hysteretic nonlinearity parameter and residual strength was proposed from each test result.
Keywords: Fire damaged concrete, nonlinear resonance vibration method, nonlinearity parameter, post-fire-curing, splitting tensile strength.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21192946 Advanced Jet Trainer and Light Attack Aircraft Selection Using Composite Programming in Multiple Criteria Decision Making Analysis Method
Authors: C. Ardil
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In this paper, composite programming is discussed for aircraft evaluation and selection problem using the multiple criteria decision analysis method. The decision criteria and aircraft alternatives were identified from the literature review. The importance of criteria weights was determined by the standard deviation method. The proposed model is applied to a practical decision problem for evaluating and selecting advanced jet trainer and light attack aircraft. The proposed technique gives robust and efficient results in modeling multiple criteria decisions. As a result of composite programming analysis, Hürjet, an advanced jet trainer and light attack aircraft alternative (a3), was chosen as the most suitable aircraft candidate.
Keywords: composite programming, additive weighted model, multiplicative weighted model, multiple criteria decision making analysis, MCDMA, aircraft selection, advanced jet trainer and light attack aircraft, M-346, FA-50, Hürjet
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4882945 On the Representation of Actuator Faults Diagnosis and Systems Invertibility
Authors: Sallem F., Dahhou B., Kamoun A.
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In this work, the main problem considered is the detection and the isolation of the actuator fault. A new formulation of the linear system is generated to obtain the conditions of the actuator fault diagnosis. The proposed method is based on the representation of the actuator as a subsystem connected with the process system in cascade manner. The designed formulation is generated to obtain the conditions of the actuator fault detection and isolation. Detectability conditions are expressed in terms of the invertibility notions. An example and a comparative analysis with the classic formulation illustrate the performances of such approach for simple actuator fault diagnosis by using the linear model of nuclear reactor.
Keywords: Actuator fault, Fault detection, left invertibility, nuclear reactor, observability, parameter intervals, system inversion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21482944 Algorithmic Skills Transferred from Secondary CSI Studies into Tertiary Education
Authors: Piroska Biró, Mária Csernoch, János Máth, Kálmán Abari
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Testing the first year students of Informatics at the University of Debrecen revealed that students start their tertiary studies in programming with a low level of programming knowledge and algorithmic skills. The possible reasons which lead the students to this very unfortunate result were examined. The results of the test were compared to the students’ results in the school leaving exams and to their self-assessment values. It was found that there is only a slight connection between the students’ results in the test and in the school leaving exams, especially at intermediate level. Beyond this, the school leaving exams do not seem to enable students to evaluate their own abilities.
Keywords: Deep and surface approaches, metacognitive abilities, programming and algorithmic skills, school leaving exams, tracking code.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17642943 Identification of Nonlinear Predictor and Simulator Models of a Cement Rotary Kiln by Locally Linear Neuro-Fuzzy Technique
Authors: Masoud Sadeghian, Alireza Fatehi
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One of the most important parts of a cement factory is the cement rotary kiln which plays a key role in quality and quantity of produced cement. In this part, the physical exertion and bilateral movement of air and materials, together with chemical reactions take place. Thus, this system has immensely complex and nonlinear dynamic equations. These equations have not worked out yet. Only in exceptional case; however, a large number of the involved parameter were crossed out and an approximation model was presented instead. This issue caused many problems for designing a cement rotary kiln controller. In this paper, we presented nonlinear predictor and simulator models for a real cement rotary kiln by using nonlinear identification technique on the Locally Linear Neuro- Fuzzy (LLNF) model. For the first time, a simulator model as well as a predictor one with a precise fifteen minute prediction horizon for a cement rotary kiln is presented. These models are trained by LOLIMOT algorithm which is an incremental tree-structure algorithm. At the end, the characteristics of these models are expressed. Furthermore, we presented the pros and cons of these models. The data collected from White Saveh Cement Company is used for modeling.Keywords: Cement rotary kiln, nonlinear identification, Locally Linear Neuro-Fuzzy model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20242942 On the Solution of Fully Fuzzy Linear Systems
Authors: Hsuan-Ku Liu
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A linear system is called a fully fuzzy linear system (FFLS) if quantities in this system are all fuzzy numbers. For the FFLS, we investigate its solution and develop a new approximate method for solving the FFLS. Observing the numerical results, we find that our method is accurate than the iterative Jacobi and Gauss- Seidel methods on approximating the solution of FFLS.
Keywords: Fully fuzzy linear equations, iterative method, homotopy perturbation method, approximate solutions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17462941 Solution Economic Power Dispatch Problems by an Ant Colony Optimization Approach
Authors: Navid Mehdizadeh Afroozi, Khodakhast Isapour, Mojtaba Hakimzadeh, Abdolmohammad Davodi
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The objective of the Economic Dispatch(ED) Problems of electric power generation is to schedule the committed generating units outputs so as to meet the required load demand at minimum operating cost while satisfying all units and system equality and inequality constraints. This paper presents a new method of ED problems utilizing the Max-Min Ant System Optimization. Historically, traditional optimizations techniques have been used, such as linear and non-linear programming, but within the past decade the focus has shifted on the utilization of Evolutionary Algorithms, as an example Genetic Algorithms, Simulated Annealing and recently Ant Colony Optimization (ACO). In this paper we introduce the Max-Min Ant System based version of the Ant System. This algorithm encourages local searching around the best solution found in each iteration. To show its efficiency and effectiveness, the proposed Max-Min Ant System is applied to sample ED problems composed of 4 generators. Comparison to conventional genetic algorithms is presented.
Keywords: Economic Dispatch (ED), Ant Colony Optimization, Fuel Cost, Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25812940 A Calibration Approach towards Reducing ASM2d Parameter Subsets in Phosphorus Removal Processes
Authors: N.Boontian
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A novel calibration approach that aims to reduce ASM2d parameter subsets and decrease the model complexity is presented. This approach does not require high computational demand and reduces the number of modeling parameters required to achieve the ASMs calibration by employing a sensitivity and iteration methodology. Parameter sensitivity is a crucial factor and the iteration methodology enables refinement of the simulation parameter values. When completing the iteration process, parameters values are determined in descending order of their sensitivities. The number of iterations required is equal to the number of model parameters of the parameter significance ranking. This approach was used for the ASM2d model to the evaluated EBPR phosphorus removal and it was successful. Results of the simulation provide calibration parameters. These included YPAO, YPO4, YPHA, qPHA, qPP, μPAO, bPAO, bPP, bPHA, KPS, YA, μAUT, bAUT, KO2 AUT, and KNH4 AUT. Those parameters were corresponding to the experimental data available.Keywords: ASM2d, calibration approach, iteration methodology, sensitivity, phosphorus removal
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24202939 Using Finite Element Method for Determination of Poles Number in Optimal Design of Linear Motor
Authors: Abdolamir Nekoubin
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One of Effective parameters on the performance of linear induction motors is number of poles which must be selected and optimized to increase power efficiency and motor performance significantly. In this paper a double-sided linear induction motor with different poles number by using MAXWELL3D software is designed and with finite element method is analyzed electromagnetically. Then for dynamic simulation, linear motor by using MATLAB software is simulated. The results show that by adding poles number, system time response is increased and motor after more time reaches to steady state. Also propulsion force of motor is increased.
Keywords: Linear motor, poles number, finite element method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21882938 Genetic Programming Approach to Hierarchical Production Rule Discovery
Authors: Basheer M. Al-Maqaleh, Kamal K. Bharadwaj
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Automated discovery of hierarchical structures in large data sets has been an active research area in the recent past. This paper focuses on the issue of mining generalized rules with crisp hierarchical structure using Genetic Programming (GP) approach to knowledge discovery. The post-processing scheme presented in this work uses flat rules as initial individuals of GP and discovers hierarchical structure. Suitable genetic operators are proposed for the suggested encoding. Based on the Subsumption Matrix(SM), an appropriate fitness function is suggested. Finally, Hierarchical Production Rules (HPRs) are generated from the discovered hierarchy. Experimental results are presented to demonstrate the performance of the proposed algorithm.Keywords: Genetic Programming, Hierarchy, Knowledge Discovery in Database, Subsumption Matrix.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14512937 A Combined Approach of a Sequential Life Testing and an Accelerated Life Testing Applied to a Low-Alloy High Strength Steel Component
Authors: D. I. De Souza, D. R. Fonseca, G. P. Azevedo
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Sometimes the amount of time available for testing could be considerably less than the expected lifetime of the component. To overcome such a problem, there is the accelerated life-testing alternative aimed at forcing components to fail by testing them at much higher-than-intended application conditions. These models are known as acceleration models. One possible way to translate test results obtained under accelerated conditions to normal using conditions could be through the application of the “Maxwell Distribution Law.” In this paper we will apply a combined approach of a sequential life testing and an accelerated life testing to a low alloy high-strength steel component used in the construction of overpasses in Brazil. The underlying sampling distribution will be three-parameter Inverse Weibull model. To estimate the three parameters of the Inverse Weibull model we will use a maximum likelihood approach for censored failure data. We will be assuming a linear acceleration condition. To evaluate the accuracy (significance) of the parameter values obtained under normal conditions for the underlying Inverse Weibull model we will apply to the expected normal failure times a sequential life testing using a truncation mechanism. An example will illustrate the application of this procedure.
Keywords: Sequential Life Testing, Accelerated Life Testing, Underlying Three-Parameter Weibull Model, Maximum Likelihood Approach, Hypothesis Testing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16392936 HaskellFL: A Tool for Detecting Logical Errors in Haskell
Authors: Vanessa Vasconcelos, Mariza A. S. Bigonha
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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 7312935 Interactive Fuzzy Multi-objective Programming in Land Re-organisational Planning for Sustainable Rural Development
Authors: Bijaya Krushna Mangaraj, Deepak Kumar Das
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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 14552934 Efficient Signal Detection Using QRD-M Based On Channel Condition in MIMO-OFDM System
Authors: Jae-Jeong Kim, Ki-Ro Kim, Hyoung-Kyu Song
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In this paper, we propose an efficient signal detector that switches M parameter of QRD-M detection scheme is proposed for MIMO-OFDM system. The proposed detection scheme calculates the threshold by 1-norm condition number and then switches M parameter of QRD-M detection scheme according to channel information. If channel condition is bad, the parameter M is set to high value to increase the accuracy of detection. If channel condition is good, the parameter M is set to low value to reduce complexity of detection. Therefore, the proposed detection scheme has better tradeoff between BER performance and complexity than the conventional detection scheme. The simulation result shows that the complexity of proposed detection scheme is lower than QRD-M detection scheme with similar BER performance.
Keywords: MIMO-OFDM, QRD-M, Channel condition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20222933 Stochastic Mixed 0-1 Integer Programming Applied to International Transportation Problems under Uncertainty
Authors: Y. Wu
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Today-s business has inevitably been set in the global supply chain management environment. International transportation has never played such an important role in the global supply chain network, because movement of shipments from one country to another tends to be more frequent than ever before. This paper studies international transportation problems experienced by an international transportation company. Because of the limited fleet capacity, the transportation company has to hire additional trucks from two countries in advance. However, customer-s shipment information is uncertain, and decisions have to be made before accurate information can be obtained. This paper proposes a stochastic mixed 0-1 programming model to solve the international transportation problems under uncertain demand. A series of experiments demonstrate the effectiveness of the proposed stochastic model.
Keywords: Global supply chain management, international transportation, stochastic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16202932 Delay-independent Stabilization of Linear Systems with Multiple Time-delays
Authors: Ping He, Heng-You Lan, Gong-Quan Tan
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The multidelays linear control systems described by difference differential equations are often studied in modern control theory. In this paper, the delay-independent stabilization algebraic criteria and the theorem of delay-independent stabilization for linear systems with multiple time-delays are established by using the Lyapunov functional and the Riccati algebra matrix equation in the matrix theory. An illustrative example and the simulation result, show that the approach to linear systems with multiple time-delays is effective.Keywords: Linear system, Delay-independent stabilization, Lyapunovfunctional, Riccati algebra matrix equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17632931 Image Segmentation by Mathematical Morphology: An Approach through Linear, Bilinear and Conformal Transformation
Authors: Dibyendu Ghoshal, Pinaki Pratim Acharjya
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Image segmentation process based on mathematical morphology has been studied in the paper. It has been established from the first principles of the morphological process, the entire segmentation is although a nonlinear signal processing task, the constituent wise, the intermediate steps are linear, bilinear and conformal transformation and they give rise to a non linear affect in a cumulative manner.
Keywords: Image segmentation, linear transform, bilinear transform, conformal transform, mathematical morphology.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21922930 Facility Location Selection using Preference Programming
Authors: C. Ardil
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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 5392929 Online Robust Model Predictive Control for Linear Fractional Transformation Systems Using Linear Matrix Inequalities
Authors: Peyman Sindareh Esfahani, Jeffery Kurt Pieper
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In this paper, the problem of robust model predictive control (MPC) for discrete-time linear systems in linear fractional transformation form with structured uncertainty and norm-bounded disturbance is investigated. The problem of minimization of the cost function for MPC design is converted to minimization of the worst case of the cost function. Then, this problem is reduced to minimization of an upper bound of the cost function subject to a terminal inequality satisfying the l2-norm of the closed loop system. The characteristic of the linear fractional transformation system is taken into account, and by using some mathematical tools, the robust predictive controller design problem is turned into a linear matrix inequality minimization problem. Afterwards, a formulation which includes an integrator to improve the performance of the proposed robust model predictive controller in steady state condition is studied. The validity of the approaches is illustrated through a robust control benchmark problem.
Keywords: Linear fractional transformation, linear matrix inequality, robust model predictive control, state feedback control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12942928 Kernel’s Parameter Selection for Support Vector Domain Description
Authors: Mohamed EL Boujnouni, Mohamed Jedra, Noureddine Zahid
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Support Vector Domain Description (SVDD) is one of the best-known one-class support vector learning methods, in which one tries the strategy of using balls defined on the feature space in order to distinguish a set of normal data from all other possible abnormal objects. As all kernel-based learning algorithms its performance depends heavily on the proper choice of the kernel parameter. This paper proposes a new approach to select kernel's parameter based on maximizing the distance between both gravity centers of normal and abnormal classes, and at the same time minimizing the variance within each class. The performance of the proposed algorithm is evaluated on several benchmarks. The experimental results demonstrate the feasibility and the effectiveness of the presented method.
Keywords: Gravity centers, Kernel’s parameter, Support Vector Domain Description, Variance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18312927 Airport Check-In Optimization by IP and Simulation in Combination
Authors: Ahmad Thanyan Al-Sultan
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The check-in area of airport terminal is one of the busiest sections at airports at certain periods. The passengers are subjected to queues and delays during the check-in process. These delays and queues are due to constraints in the capacity of service facilities. In this project, the airport terminal is decomposed into several check-in areas. The airport check-in scheduling problem requires both a deterministic (integer programming) and stochastic (simulation) approach. Integer programming formulations are provided to minimize the total number of counters in each check-in area under the realistic constraint that counters for one and the same flight should be adjacent and the desired number of counters remaining in each area should be fixed during check-in operations. By using simulation, the airport system can be modeled to study the effects of various parameters such as number of passengers on a flight and check-in counter opening and closing time.
Keywords: Airport terminal, Integer programming, Scheduling, Simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28352926 Calibration of the Discrete Element Method Using a Large Shear Box
Authors: Corné J. Coetzee, Etienne Horn
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One of the main challenges in using the Discrete Element Method (DEM) is to specify the correct input parameter values. In general, the models are sensitive to the input parameter values and accurate results can only be achieved if the correct values are specified. For the linear contact model, micro-parameters such as the particle density, stiffness, coefficient of friction, as well as the particle size and shape distributions are required. There is a need for a procedure to accurately calibrate these parameters before any attempt can be made to accurately model a complete bulk materials handling system. Since DEM is often used to model applications in the mining and quarrying industries, a calibration procedure was developed for materials that consist of relatively large (up to 40 mm in size) particles. A coarse crushed aggregate was used as the test material. Using a specially designed large shear box with a diameter of 590 mm, the confined Young’s modulus (bulk stiffness) and internal friction angle of the material were measured by means of the confined compression test and the direct shear test respectively. DEM models of the experimental setup were developed and the input parameter values were varied iteratively until a close correlation between the experimental and numerical results was achieved. The calibration process was validated by modelling the pull-out of an anchor from a bed of material. The model results compared well with experimental measurement.Keywords: Discrete Element Method (DEM), calibration, shear box, anchor pull-out.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26722925 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
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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 15742924 A Note on the Convergence of the Generalized AOR Iterative Method for Linear Systems
Authors: Zhong-xi Gao, Hou-biao Li
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Recently, some convergent results of the generalized AOR iterative (GAOR) method for solving linear systems with strictly diagonally dominant matrices are presented in [Darvishi, M.T., Hessari, P.: On convergence of the generalized AOR method for linear systems with diagonally dominant cofficient matrices. Appl. Math. Comput. 176, 128-133 (2006)] and [Tian, G.X., Huang, T.Z., Cui, S.Y.: Convergence of generalized AOR iterative method for linear systems with strictly diagonally dominant cofficient matrices. J. Comp. Appl. Math. 213, 240-247 (2008)]. In this paper, we give the convergence of the GAOR method for linear systems with strictly doubly diagonally dominant matrix, which improves these corresponding results.
Keywords: Diagonally dominant matrix, GAOR method, Linear system, Convergence
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13032923 Unsteady Natural Convection Heat and Mass Transfer of Non-Newtonian Casson Fluid along a Vertical Wavy Surface
Authors: A. Mahdy, Sameh E. Ahmed
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Detailed numerical calculations are illustrated in our investigation for unsteady natural convection heat and mass transfer of non-Newtonian Casson fluid along a vertical wavy surface. The surface of the plate is kept at a constant temperature and uniform concentration. To transform the complex wavy surface to a flat plate, a simple coordinate transformation is employed. The resulting partial differential equations are solved using the fully implicit finite difference method with SUR procedure. Flow and heat transfer characteristics are investigated for a wide range of values of the Casson parameter, the dimensionless time parameter, the buoyancy ratio and the amplitude-wavelength parameter. It is found that, the variations of the Casson parameter have significant effects on the fluid motion, heat and mass transfer. Also, the maximum and minimum values of the local Nusselt and Sherwood numbers increase by increase either the Casson parameter or the buoyancy ratio.Keywords: Casson fluid, wavy surface, mass transfer, transient analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9182922 Perturbation Based Search Method for Solving Unconstrained Binary Quadratic Programming Problem
Authors: Muthu Solayappan, Kien Ming Ng, Kim Leng Poh
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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 15242921 Parameter Sensitivity Analysis of Artificial Neural Network for Predicting Water Turbidity
Authors: Chia-Ling Chang, Chung-Sheng Liao
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The present study focuses on the discussion over the parameter of Artificial Neural Network (ANN). Sensitivity analysis is applied to assess the effect of the parameters of ANN on the prediction of turbidity of raw water in the water treatment plant. The result shows that transfer function of hidden layer is a critical parameter of ANN. When the transfer function changes, the reliability of prediction of water turbidity is greatly different. Moreover, the estimated water turbidity is less sensitive to training times and learning velocity than the number of neurons in the hidden layer. Therefore, it is important to select an appropriate transfer function and suitable number of neurons in the hidden layer in the process of parameter training and validation.Keywords: Artificial Neural Network (ANN), sensitivity analysis, turbidity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28132920 Radiation Effects on the Unsteady MHD Free Convection Flow Past in an Infinite Vertical Plate with Heat Source
Authors: Tusharkanta Das, Tumbanath Samantara, Sukanta Kumar Sahoo
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Unsteady effects of MHD free convection flow past in an infinite vertical plate with heat source in presence of radiation with reference to all critical parameters that appear in field equations are studied in this paper. The governing equations are developed by usual Boussinesq’s approximation. The problem is solved by using perturbation technique. The results are obtained for velocity, temperature, Nusselt number and skin-friction. The effects of magnetic parameter, prandtl number, Grashof number, permeability parameter, heat source/sink parameter and radiation parameter are discussed on flow characteristics and shown by means of graphs and tables.
Keywords: Heat transfer, radiation, MHD, free convection, porous medium, suction.
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