Search results for: multi-objective particle swarm optimization

Authors: T. Vigneswari, M. A. Maluk Mohamed

Abstract:

Job Scheduling plays an important role for efficient utilization of grid resources available across different domains and geographical zones. Scheduling of jobs is challenging and NPcomplete. Evolutionary / Swarm Intelligence algorithms have been extensively used to address the NP problem in grid scheduling. Artificial Bee Colony (ABC) has been proposed for optimization problems based on foraging behaviour of bees. This work proposes a modified ABC algorithm, Cluster Heterogeneous Earliest First Min- Min Artificial Bee Colony (CHMM-ABC), to optimally schedule jobs for the available resources. The proposed model utilizes a novel Heterogeneous Earliest Finish Time (HEFT) Heuristic Algorithm along with Min-Min algorithm to identify the initial food source. Simulation results show the performance improvement of the proposed algorithm over other swarm intelligence techniques.

Keywords: Grid Computing, Grid Scheduling, Heterogeneous Earliest Finish Time (HEFT), Artificial Bee colony (ABC) Algorithm, Resource Management.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3108

Authors: Yongzheng Li, Hongfang Ma, Qiwen Sun, Haitao Zhang, Weiyong Ying

Abstract:

Radial profiles of particle velocities were investigated in a 6.1m high methanol-to-olefins cold model experimental device using a TSI laser Doppler velocimeter. The effect of axial height on flow development was not obvious in fully developed region under the same operating condition. Superficial gas velocity and solid circulating rate had significant influence on particle velocity in the center region of the riser. Besides, comparisons among rising, descending and average particle velocity were conducted. The particle average velocity was similar to the rising particle velocity and higher than the descending particle velocity in radial locations except the wall region of riser.

Keywords: Circulating fluidized bed, laser doppler velocimeter, particle velocity, radial profile.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1928

Authors: Qurban A. Memon, Mohammad S. Laghari

Abstract:

Integration of system process information obtained through an image processing system with an evolving knowledge database to improve the accuracy and predictability of wear particle analysis is the main focus of the paper. The objective is to automate intelligently the analysis process of wear particle using classification via self organizing maps. This is achieved using relationship measurements among corresponding attributes of various measurements for wear particle. Finally, visualization technique is proposed that helps the viewer in understanding and utilizing these relationships that enable accurate diagnostics.

Keywords: Neural Network, Relationship Measurement, Selforganizing Clusters, Wear Particle Analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2216

Authors: T. Ganesan, M. S. Aris, I. Elamvazuthi, Momen Kamal Tageldeen

Abstract:

Terms set in power purchase agreements (PPA) challenge power utility companies in balancing between the returns (from maximizing power production) and securing long term supply contracts at capped production. The production limitation set in the PPA has driven efforts to maximize profits through efficient and economic power production. In this paper, a combined industrial-scale gas turbine (GT) - absorption chiller (AC) system is considered to cool the GT air intake for reducing the plant’s heat rate (HR). This GT-AC system is optimized while considering power output limitations imposed by the PPA. In addition, the proposed formulation accounts for uncertainties in the ambient temperature using Type-2 fuzzy programming. Using the enhanced chaotic differential evolution (CEDE), the Pareto frontier was constructed and the optimization results are analyzed in detail.

Keywords: Absorption chillers, turbine inlet air cooling, power purchase agreement, multiobjective optimization, type-2 fuzzy programming, chaotic differential evolution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 936

Authors: Chunshien Li, Jhao-Wun Hu, Tai-Wei Chiang, Tsunghan Wu

Abstract:

Time series forecasting is an important and widely popular topic in the research of system modeling. This paper describes how to use the hybrid PSO-RLSE neuro-fuzzy learning approach to the problem of time series forecasting. The PSO algorithm is used to update the premise parameters of the proposed prediction system, and the RLSE is used to update the consequence parameters. Thanks to the hybrid learning (HL) approach for the neuro-fuzzy system, the prediction performance is excellent and the speed of learning convergence is much faster than other compared approaches. In the experiments, we use the well-known Mackey-Glass chaos time series. According to the experimental results, the prediction performance and accuracy in time series forecasting by the proposed approach is much better than other compared approaches, as shown in Table IV. Excellent prediction performance by the proposed approach has been observed.

Keywords: forecasting, hybrid learning (HL), Neuro-FuzzySystem (NFS), particle swarm optimization (PSO), recursiveleast-squares estimator (RLSE), time series

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1564

Authors: Riaz A. Bhatti, Wang Yanrong

Abstract:

Particle damping is a technique to reduce the structural vibrations by means of placing small metallic particles inside a cavity that is attached to the structure at location of high vibration amplitudes. In this paper, we have presented an analytical model to simulate the particle damping of two dimensional transient vibrations in structure operating under high centrifugal loads. The simulation results show that this technique remains effective as long as the ratio of the dynamic acceleration of the structure to the applied centrifugal load is more than 0.1. Particle damping increases with the increase of particle to structure mass ratio. However, unlike to the case of particle damping in the absence of centrifugal loads where the damping efficiency strongly depends upon the size of the cavity, here this dependence becomes very weak. Despite the simplicity of the model, the simulation results are considerably in good agreement with the very scarce experimental data available in the literature for particle damping under centrifugal loads.

Keywords: Impact damping, particle damping, vibration control, vibration suppression.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1802

Authors: F. N. Budiman, Y. Khan, A. A. Khan, A. Beroual, N. H. Malik, A. A. Al-Arainy

Abstract:

It is well known that metallic particles reduce the reliability of Gas-Insulated Substation (GIS) equipments by initiating partial discharge (PDs) that can lead to breakdown and complete failure of GIS. This paper investigates the characteristics of PDs caused by metallic particle adhering to the solid spacer. The PD detection and measurement were carried out by using IEC 60270 method with particles of different sizes and at different positions on the spacer surface. The results show that a particle of certain size at certain position possesses a unique PD characteristic as compared to those caused by particles of different sizes and/or at different positions. Therefore PD characteristics may be useful for the particle size and position identification.

Keywords: Particle, partial discharge, GIS, spacer.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1619

Authors: A. Abou El-Azm Aly, F. Nicolleau, T. M. Michelitsch, A. F. Nowakowski

Abstract:

In this study, the dispersion of heavy particles line in an isotropic and incompressible three-dimensional turbulent flow has been studied using the Kinematic Simulation techniques to find out the evolution of the line fractal dimension. The fractal dimension of the line is found in the case of different particle gravity (in practice, different values of particle drift velocity) in the presence of small particle inertia with a comparison with that obtained in the diffusion case of material line at the same Reynolds number. It can be concluded for the dispersion of heavy particles line in turbulent flow that the particle gravity affect the fractal dimension of the line for different particle gravity velocities in the range 0.2 < W < 2. With the increase of the particle drift velocity, the fractal dimension of the line decreases which may be explained as the particles pass many scales in their journey in the direction of the gravity and the particles trajectories do not affect by these scales at high particle drift velocities.

Keywords: Heavy particles, two-phase flow, Kinematic Simulation, Fractal dimension.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1441

Authors: Zhao Wang, Hong Yan

Abstract:

In this paper, a unified-gas kinetic scheme (UGKS) for the gas-particle flow is constructed. UGKS is a direct modeling method for both continuum and rarefied flow computations. The dynamics of particle and gas are described as rarefied and continuum flow, respectively. Therefore, we use the Bhatnagar-Gross-Krook (BGK) equation for the particle distribution function. For the gas phase, the gas kinetic scheme for Navier-Stokes equation is solved. The momentum transfer between gas and particle is achieved by the acceleration term added to the BGK equation. The new scheme is tested by a 2cm-in-thickness dense bed comprised of glass particles with 1.5mm in diameter, and reasonable agreement is achieved.

Keywords: Gas-particle flow, unified gas-kinetic scheme, momentum transfer, shock-induced fluidization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 625

Authors: E. Pikushchak, J. Dueck, L. Minkov

Abstract:

In hydrocyclones, the particle separation efficiency is limited by the suspended fine particles, which are discharged with the coarse product in the underflow. It is well known that injecting water in the conical part of the cyclone reduces the fine particle fraction in the underflow. This paper presents a mathematical model that simulates the water injection in the conical component. The model accounts for the fluid flow and the particle motion. Particle interaction, due to hindered settling caused by increased density and viscosity of the suspension, and fine particle entrainment by settling coarse particles are included in the model. Water injection in the conical part of the hydrocyclone is performed to reduce fine particle discharge in the underflow. The model demonstrates the impact of the injection rate, injection velocity, and injection location on the shape of the partition curve. The simulations are compared with experimental data of a 50-mm cyclone.

Keywords: Classification, fine particle processing, hydrocyclone, water injection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1958

Authors: A. Bagheri Garmarudi, M. Khanmohammadi, N. Khoddami, K. Shabani

Abstract:

Determination of nano particle size is substantial since the nano particle size exerts a significant effect on various properties of nano materials. Accordingly, proposing non-destructive, accurate and rapid techniques for this aim is of high interest. There are some conventional techniques to investigate the morphology and grain size of nano particles such as scanning electron microscopy (SEM), atomic force microscopy (AFM) and X-ray diffractometry (XRD). Vibrational spectroscopy is utilized to characterize different compounds and applied for evaluation of the average particle size based on relationship between particle size and near infrared spectra [1,4] , but it has never been applied in quantitative morphological analysis of nano materials. So far, the potential application of nearinfrared (NIR) spectroscopy with its ability in rapid analysis of powdered materials with minimal sample preparation, has been suggested for particle size determination of powdered pharmaceuticals. The relationship between particle size and diffuse reflectance (DR) spectra in near infrared region has been applied to introduce a method for estimation of particle size. Back propagation artificial neural network (BP-ANN) as a nonlinear model was applied to estimate average particle size based on near infrared diffuse reflectance spectra. Thirty five different nano TiO2 samples with different particle size were analyzed by DR-FTNIR spectrometry and the obtained data were processed by BP- ANN.

Keywords: near infrared, particle size, chemometrics, neuralnetwork, nano structure.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1843

Authors: Rami N. Khushaba, Ahmed Al-Ani, Adel Al-Jumaily

Abstract:

One of the approaches enabling people with amputated limbs to establish some sort of interface with the real world includes the utilization of the myoelectric signal (MES) from the remaining muscles of those limbs. The MES can be used as a control input to a multifunction prosthetic device. In this control scheme, known as the myoelectric control, a pattern recognition approach is usually utilized to discriminate between the MES signals that belong to different classes of the forearm movements. Since the MES is recorded using multiple channels, the feature vector size can become very large. In order to reduce the computational cost and enhance the generalization capability of the classifier, a dimensionality reduction method is needed to identify an informative yet moderate size feature set. This paper proposes a new fuzzy version of the well known Fisher-s Linear Discriminant Analysis (LDA) feature projection technique. Furthermore, based on the fact that certain muscles might contribute more to the discrimination process, a novel feature weighting scheme is also presented by employing Particle Swarm Optimization (PSO) for estimating the weight of each feature. The new method, called PSOFLDA, is tested on real MES datasets and compared with other techniques to prove its superiority.

Keywords: Discriminant Analysis, Pattern Recognition, SignalProcessing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1558

Authors: Rabia Korkmaz Tan, Şebnem Bora

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1248

Authors: Phruksaphanrat B.

Abstract:

This research proposes a Preemptive Possibilistic Linear Programming (PPLP) approach for solving multiobjective Aggregate Production Planning (APP) problem with interval demand and imprecise unit price and related operating costs. The proposed approach attempts to maximize profit and minimize changes of workforce. It transforms the total profit objective that has imprecise information to three crisp objective functions, which are maximizing the most possible value of profit, minimizing the risk of obtaining the lower profit and maximizing the opportunity of obtaining the higher profit. The change of workforce level objective is also converted. Then, the problem is solved according to objective priorities. It is easier than simultaneously solve the multiobjective problem as performed in existing approach. Possible range of interval demand is also used to increase flexibility of obtaining the better production plan. A practical application of an electronic company is illustrated to show the effectiveness of the proposed model.

Keywords: Aggregate production planning, Fuzzy sets theory, Possibilistic linear programming, Preemptive priority

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1864

Authors: P. Vazan, P. Tanuska

Abstract:

The paper provides the basic overview of simulation optimization. The procedure of its practical using is demonstrated on the real example in simulator Witness. The simulation optimization is presented as a good tool for solving many problems in real praxis especially in production systems. The authors also characterize their own experiences and they mention the strengths and weakness of simulation optimization.

Keywords: discrete event simulation, simulation optimization, Witness

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2605

Authors: Hrabe Thomas, Beck Florian, Nickell Stephan

Abstract:

Cryo-electron microscopy (CEM) in combination with single particle analysis (SPA) is a widely used technique for elucidating structural details of macromolecular assemblies at closeto- atomic resolutions. However, development of automated software for SPA processing is still vital since thousands to millions of individual particle images need to be processed. Here, we present our workflow for automated particle picking. Our approach integrates peak shape analysis to the classical correlation and an iterative approach to separate macromolecules and background by classification. This particle selection workflow furthermore provides a robust means for SPA with little user interaction. Processing simulated and experimental data assesses performance of the presented tools.

Keywords: Cryo-electron Microscopy, Single Particle Analysis, Image Processing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1670

Authors: A.F. Salarashayeri, M. Siosemarde

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9015

Authors: P. Gunnasegaran, M. Z. Abdullah, M. Z. Yusoff, Nur Irmawati

Abstract:

This study presents experimental and optimization of nanoparticle mass concentration and heat input based on the total thermal resistance (Rth) of loop heat pipe (LHP), employed for PCCPU cooling. In this study, silica nanoparticles (SiO2) in water with particle mass concentration ranged from 0% (pure water) to 1% is considered as the working fluid within the LHP. The experimental design and optimization is accomplished by the design of experimental tool, Response Surface Methodology (RSM). The results show that the nanoparticle mass concentration and the heat input have significant effect on the Rth of LHP. For a given heat input, the Rth is found to decrease with the increase of the nanoparticle mass concentration up to 0.5% and increased thereafter. It is also found that the Rth is decreased when the heat input is increased from 20W to 60W. The results are optimized with the objective of minimizing the Rth, using Design-Expert software, and the optimized nanoparticle mass concentration and heat input are 0.48% and 59.97W, respectively, the minimum thermal resistance being 2.66 (ºC/W).

Keywords: Loop heat pipe, nanofluid, optimization, thermal resistance.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1826

Authors: Nilson Barbieri, Renato Barbieri

Abstract:

–In this paper the damage in clamped-free, clampedclamped and free-free beam are analyzed considering samples without and with structural modifications. The damage location is investigated by the use of the bispectrum and wavelet analysis. The mathematical models are obtained using 2D elasticity theory and the Finite Element Method (FEM). The numerical and experimental data are approximated using the Particle Swarm Optimizer (PSO) method and this way is possible to adjust the localization and the severity of the damage. The experimental data are obtained through accelerometers placed along the sample. The system is excited using impact hammer.

Keywords: Damage, beam, PSO, bispectrum, wavelet transform

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1771

Authors: Hyeongbok Kim, Lingling Zhao, Xiaohong Su, Junjie Wang

Abstract:

The Bernoulli filter is a precise Bayesian filter for single target tracking based on the random finite set theory. The standard Bernoulli filter often underestimates the number of the targets. This study proposes a Gaussian particle flow (GPF) Bernoulli filter employing particle flow to migrate particles from prior to posterior positions to improve the performance of the standard Bernoulli filter. By employing the particle flow filter, the computational speed of the Bernoulli filters is significantly improved. In addition, the GPF Bernoulli filter provides more accurate estimation compared with that of the standard Bernoulli filter. Simulation results confirm the improved tracking performance and computational speed in two- and three-dimensional scenarios compared with other algorithms.

Keywords: Bernoulli filter, particle filter, particle flow filter, random finite sets, target tracking.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 353

Authors: A. Hamidi, S. Khelladi, L. Illoul, A. Tcharkhtchi

Abstract:

Reactive rotational molding (RRM) is a process to manufacture hollow plastic parts with reactive material has several advantages compared to conventional roto molding of thermoplastic powders: process cycle time is shorter; raw material is less expensive because polymerization occurs during processing and high-performance polymers may be used such as thermosets, thermoplastics or blends. However, several phenomena occur during this process which makes the optimization of the process quite complex. In this study, we have used a mixture of isocyanate and polyol as a reactive system. The chemical transformation of this system to polyurethane has been studied by thermal analysis and rheology tests. Thanks to these results of the curing process and rheological measurements, the kinetic and rheokinetik of polyurethane was identified. Smoothed Particle Hydrodynamics, a Lagrangian meshless method, was chosen to simulate reactive fluid flow in 2 and 3D configurations of the polyurethane during the process taking into account the chemical, and chemiorehological results obtained experimentally in this study.

Keywords: Reactive rotational molding, free surface flows, simulation, smoothed particle hydrodynamics, surface tension.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1078

Authors: Sang Won Han, Won Joo Lee, Sang Jun Lee

Abstract:

A new multi inner stage (MIS) cyclone was designed to remove the acidic gas and fine particles produced from electronic industry. To characterize gas flow in MIS cyclone, pressure and velocity distribution were calculated by means of CFD program. Also, the flow locus of fine particles and particle removal efficiency were analyzed by Lagrangian method. When outlet pressure condition was –100mmAq, the efficiency was the best in this study.

Keywords: Cyclone, SiO2 particle, Particle removal efficiency, CFD simulation

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1790

Authors: Farhad Kolahan, M. Hossein Abolbashari, Samaeddin Mohitzadeh

Abstract:

Several methods are available for weight and shape optimization of structures, among which Evolutionary Structural Optimization (ESO) is one of the most widely used methods. In ESO, however, the optimization criterion is completely case-dependent. Moreover, only the improving solutions are accepted during the search. In this paper a Simulated Annealing (SA) algorithm is used for structural optimization problem. This algorithm differs from other random search methods by accepting non-improving solutions. The implementation of SA algorithm is done through reducing the number of finite element analyses (function evaluations). Computational results show that SA can efficiently and effectively solve such optimization problems within short search time.

Keywords: Simulated annealing, Structural optimization, Compliance, C.V. product.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1957

Authors: Shrikrishan Yadav, Akhilesh Saini, Krishna Chandra Roy

Abstract:

The electromagnetic spectrum is a natural resource and hence well-organized usage of the limited natural resources is the necessities for better communication. The present static frequency allocation schemes cannot accommodate demands of the rapidly increasing number of higher data rate services. Therefore, dynamic usage of the spectrum must be distinguished from the static usage to increase the availability of frequency spectrum. Cognitive radio is not a single piece of apparatus but it is a technology that can incorporate components spread across a network. It offers great promise for improving system efficiency, spectrum utilization, more effective applications, reduction in interference and reduced complexity of usage for users. Cognitive radio is aware of its environmental, internal state, and location, and autonomously adjusts its operations to achieve designed objectives. It first senses its spectral environment over a wide frequency band, and then adapts the parameters to maximize spectrum efficiency with high performance. This paper only focuses on the analysis of Bit-Error-Rate in cognitive radio by using Particle Swarm Optimization Algorithm. It is theoretically as well as practically analyzed and interpreted in the sense of advantages and drawbacks and how BER affects the efficiency and performance of the communication system.

Keywords: BER, Cognitive Radio, Environmental Parameters, PSO, Radio spectrum, Transmission Parameters

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2159

Authors: Sang-Rak Kim, Jea-Yong Park, Won-Goo Lee, Jin-Shik Yu, Seog-Young Han

Abstract:

This paper presents a Reliability-Based Topology Optimization (RBTO) based on Evolutionary Structural Optimization (ESO). An actual design involves uncertain conditions such as material property, operational load and dimensional variation. Deterministic Topology Optimization (DTO) is obtained without considering of the uncertainties related to the uncertainty parameters. However, RBTO involves evaluation of probabilistic constraints, which can be done in two different ways, the reliability index approach (RIA) and the performance measure approach (PMA). Limit state function is approximated using Monte Carlo Simulation and Central Composite Design for reliability analysis. ESO, one of the topology optimization techniques, is adopted for topology optimization. Numerical examples are presented to compare the DTO with RBTO.

Keywords: Evolutionary Structural Optimization, PerformanceMeasure Approach, Reliability-Based Topology Optimization, Reliability Index Approach.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2803

Authors: Kostas Metaxiotis

Abstract:

Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: Evolutionary algorithms, portfolio optimization, skewness, stock selection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1421

Authors: H. Shayeghi, H.A. Shayanfar, A. Jalili

Abstract:

In the LFC problem, the interconnections among some areas are the input of disturbances, and therefore, it is important to suppress the disturbances by the coordination of governor systems. In contrast, tie-line power flow control by TCPS located between two areas makes it possible to stabilize the system frequency oscillations positively through interconnection, which is also expected to provide a new ancillary service for the further power systems. Thus, a control strategy using controlling the phase angle of TCPS is proposed for provide active control facility of system frequency in this paper. Also, the optimum adjustment of PID controller's parameters in a robust way under bilateral contracted scenario following the large step load demands and disturbances with and without TCPS are investigated by Particle Swarm Optimization (PSO), that has a strong ability to find the most optimistic results. This newly developed control strategy combines the advantage of PSO and TCPS and has simple stricture that is easy to implement and tune. To demonstrate the effectiveness of the proposed control strategy a three-area restructured power system is considered as a test system under different operating conditions and system nonlinearities. Analysis reveals that the TCPS is quite capable of suppressing the frequency and tie-line power oscillations effectively as compared to that obtained without TCPS for a wide range of plant parameter changes, area load demands and disturbances even in the presence of system nonlinearities.

Keywords: LFC, TCPS, Dregulated Power System, PowerSystem Control, PSO.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2072

Authors: Jean-Alain Grunchec, Jules Hernández-Sánchez, Sara Knott

Abstract:

Some meta-schedulers query the information system of individual supercomputers in order to submit jobs to the least busy supercomputer on a computational Grid. However, this information can become outdated by the time a job starts due to changes in scheduling priorities. The MSR scheme is based on Multiple Simultaneous Requests and can take advantage of opportunities resulting from these priorities changes. This paper presents the SWARM meta-scheduler, which can speed up the execution of large sets of tasks by minimizing the job queuing time through the submission of multiple requests. Performance tests have shown that this new meta-scheduler is faster than an implementation of the MSR scheme and the gLite meta-scheduler. SWARM has been used through the GridQTL project beta-testing portal during the past year. Statistics are provided for this usage and demonstrate its capacity to achieve reliably a substantial reduction of the execution time in production conditions.

Keywords: Grid computing, multiple simultaneous requests, fault tolerance, GridQTL.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1912

Authors: Jose D. Herrera, Mario A. Rios

Abstract:

This paper deals with the coordinated tuning of the Power System Stabilizer (PSS) controller and Power Oscillation Damping (POD) Controller of Flexible AC Transmission System (FACTS) in a multi-machine power systems. The coordinated tuning is based on the critical eigenvalues of the power system and a model reduction technique where the Hankel Singular Value method is applied. Through the linearized system model and the parameter-constrained nonlinear optimization algorithm, it can compute the parameters of both controllers. Moreover, the parameters are optimized simultaneously obtaining the gains of both controllers. Then, the nonlinear simulation to observe the time response of the controller is performed.

Keywords: Balanced realization, controllability Grammian, electromechanical oscillations, FACTS, Hankel singular values, observability Grammian, POD, PSS.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1147

Authors: Randeep Kaur, Jyoti Ohri

Abstract:

This paper proposes a new technique to design a fixed-structure robust loop shaping controller for the pneumatic servosystem. In this paper, a new method based on a particle swarm optimization (PSO) algorithm for tuning the weighting function parameters to design an H∞ controller is presented. The PSO algorithm is used to minimize the infinity norm of the transfer function of the nominal closed loop system to obtain the optimal parameters of the weighting functions. The optimal stability margin is used as an objective in PSO for selecting the optimal weighting parameters; it is shown that the proposed method can simplify the design procedure of H∞ control to obtain optimal robust controller for pneumatic servosystem. In addition, the order of the proposed controller is much lower than that of the conventional robust loop shaping controller, making it easy to implement in practical works. Also two-degree-of-freedom (2DOF) control design procedure is proposed to improve tracking performance in the face of noise and disturbance. Result of simulations demonstrates the advantages of the proposed controller in terms of simple structure and robustness against plant perturbations and disturbances.

Keywords: Robust control, Pneumatic Servosystem, PSO, H∞ control, 2DOF.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2428