Search results for: pareto solution set
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2617

Search results for: pareto solution set

2377 Using Cooperation Approaches at Different Levels of Artificial Bee Colony Method

Authors: Vahid Zeighami, Mohsen Ghasemi, Reza Akbari

Abstract:

In this work, a Multi-Level Artificial Bee Colony (called MLABC) for optimizing numerical test functions is presented. In MLABC, two species are used. The first species employs n colonies where each of them optimizes the complete solution vector. The cooperation between these colonies is carried out by exchanging information through a leader colony, which contains a set of elite bees. The second species uses a cooperative approach in which the complete solution vector is divided to k sub-vectors, and each of these sub-vectors is optimized by a colony. The cooperation between these colonies is carried out by compiling sub-vectors into the complete solution vector. Finally, the cooperation between two species is obtained by exchanging information. The proposed algorithm is tested on a set of well-known test functions. The results show that MLABC algorithm provides efficiency and robustness to solve numerical functions.

Keywords: Artificial bee colony, cooperative artificial bee colony, multilevel cooperation.

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2376 A Numerical Solution Based On Operational Matrix of Differentiation of Shifted Second Kind Chebyshev Wavelets for a Stefan Problem

Authors: Rajeev, N. K. Raigar

Abstract:

In this study, one dimensional phase change problem (a Stefan problem) is considered and a numerical solution of this problem is discussed. First, we use similarity transformation to convert the governing equations into ordinary differential equations with its boundary conditions. The solutions of ordinary differential equation with the associated boundary conditions and interface condition (Stefan condition) are obtained by using a numerical approach based on operational matrix of differentiation of shifted second kind Chebyshev wavelets. The obtained results are compared with existing exact solution which is sufficiently accurate.

Keywords: Operational matrix of differentiation, Similarity transformation, Shifted second kind Chebyshev wavelets, Stefan problem.

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2375 Two Different Solutions for Gigabit Ethernet Transmission over POF

Authors: Stefano Straullu, Silvio Abrate, Antonino Nespola, Paolo Savio, Roberto Gaudino

Abstract:

Two completely different approaches for a Gigabit Ethernet compliant stream transmission over 50m of 1mm PMMA SI-POF have been experimentally demonstrated and are compared in this paper. The first solution is based on a commercial RC-LED transmission and a careful optimization of the physical layer architecture, realized during the POF-PLUS EU Project. The second solution exploits the performance of an edge-emitting laser at the transmitter side in order to avoid any sort of electrical equalization at the receiver side.

Keywords: Gigabit Ethernet, Home Networking, Step-Index Polymer Optical Fiber (SI-POF)

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2374 Some Characteristics of Biodegradable Film Substituted by Yam (Dioscorea alata) Starch from Thailand

Authors: Orose Rugchati, Khumthong Mahawongwiriya, Kanita Thanacharoenchanaphas

Abstract:

Yam starch obtained from the water yam (munlued) by the wet milling process was studied for some physicochemical properties. Yam starch film was prepared by casting using glycerol as a plasticizer. The effect of different glycerol (1.30, 1.65 and 2.00g/100g of filmogenic solution) and starch concentrations (3.30, 3.65 and 4.00g /100g of filmogenic solution) were evaluated on some characteristics of the film. The temperature for obtaining the gelatinized starch solution was 70-80°C and then dried at 45°C for 4 hours. The resulting starch from munlued granular morphology was triangular and the average size of the granule was 26.68 μm. The amylose content by colorimetric method was 26 % and the gelatinize temperature was 70-80°C. The appearance of the film was smooth, transparent, and glossy with average moisture content of 25.96% and thickness of 0.01mm. Puncture deformation and flexibility increased with glycerol content. The starch and glycerol concentration were a significant factor of the yam starch film characteristics. Yam starch film can be described as a biofilm providing many applications and developments with the advantage of biodegradability.

Keywords: Characteristics of Biodegradable film, yam starch, Dioscoreaalata, substitute, Thailand.

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2373 An Effective Approach for Distribution System Power Flow Solution

Authors: A. Alsaadi, B. Gholami

Abstract:

An effective approach for unbalanced three-phase distribution power flow solutions is proposed in this paper. The special topological characteristics of distribution networks have been fully utilized to make the direct solution possible. Two matrices–the bus-injection to branch-current matrix and the branch-current to busvoltage matrix– and a simple matrix multiplication are used to obtain power flow solutions. Due to the distinctive solution techniques of the proposed method, the time-consuming LU decomposition and forward/backward substitution of the Jacobian matrix or admittance matrix required in the traditional power flow methods are no longer necessary. Therefore, the proposed method is robust and time-efficient. Test results demonstrate the validity of the proposed method. The proposed method shows great potential to be used in distribution automation applications.

Keywords: Distribution power flow, distribution automation system, radial network, unbalanced networks.

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2372 Six-Phase Tooth-Coil Winding Starter-Generator Embedded in Aerospace Engine

Authors: Flur R. Ismagilov, Vyacheslav E. Vavilov, Denis V. Gusakov

Abstract:

This paper is devoted to solve the problem of increasing the electrification of aircraft engines by installing a synchronous generator at high pressure shaft. Technical solution of this problem by various research centers is discussed. A design solution of the problem was proposed. To evaluate the effectiveness of the proposed cooling system, thermal analysis was carried out in ANSYS software.

Keywords: Flur R. Ismagilov, Vyacheslav E. Vavilov, Denis V. Gusakov

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2371 Stock Portfolio Selection Using Chemical Reaction Optimization

Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

Abstract:

Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.

Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio

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2370 Optimization Study of Adsorption of Nickel(II) on Bentonite

Authors: B. Medjahed, M. A. Didi, B. Guezzen

Abstract:

This work concerns with the experimental study of the adsorption of the Ni(II) on bentonite. The effects of various parameters such as contact time, stirring rate, initial concentration of Ni(II), masse of clay, initial pH of aqueous solution and temperature on the adsorption yield, were carried out. The study of the effect of the ionic strength on the yield of adsorption was examined by the identification and the quantification of the present chemical species in the aqueous phase containing the metallic ion Ni(II). The adsorbed species were investigated by a calculation program using CHEAQS V. L20.1 in order to determine the relation between the percentages of the adsorbed species and the adsorption yield. The optimization process was carried out using 23 factorial designs. The individual and combined effects of three process parameters, i.e. initial Ni(II) concentration in aqueous solution (2.10−3 and 5.10−3 mol/L), initial pH of the solution (2 and 6.5), and mass of bentonite (0.03 and 0.3 g) on Ni(II) adsorption, were studied.

Keywords: Adsorption, bentonite, factorial design, Nickel(II).

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2369 A Deterministic Dynamic Programming Approach for Optimization Problem with Quadratic Objective Function and Linear Constraints

Authors: S. Kavitha, Nirmala P. Ratchagar

Abstract:

This paper presents the novel deterministic dynamic programming approach for solving optimization problem with quadratic objective function with linear equality and inequality constraints. The proposed method employs backward recursion in which computations proceeds from last stage to first stage in a multi-stage decision problem. A generalized recursive equation which gives the exact solution of an optimization problem is derived in this paper. The method is purely analytical and avoids the usage of initial solution. The feasibility of the proposed method is demonstrated with a practical example. The numerical results show that the proposed method provides global optimum solution with negligible computation time.

Keywords: Backward recursion, Dynamic programming, Multi-stage decision problem, Quadratic objective function.

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2368 Futures Trading: Design of a Strategy

Authors: Jan Zeman

Abstract:

The paper describes the futures trading and aims to design the speculators trading strategy. The problem is formulated as the decision making task and such as is solved. The solution of the task leads to complex mathematical problems and the approximations of the decision making is demanded. Two kind of approximation are used in the paper: Monte Carlo for the multi-step prediction and iteration spread in time for the optimization. The solution is applied to the real-market data and the results of the off-line experiments are presented.

Keywords: futures trading, decision making

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2367 Significance of Splitting Method in Non-linear Grid system for the Solution of Navier-Stokes Equation

Authors: M. Zamani, O. Kahar

Abstract:

Solution to unsteady Navier-Stokes equation by Splitting method in physical orthogonal algebraic curvilinear coordinate system, also termed 'Non-linear grid system' is presented. The linear terms in Navier-Stokes equation are solved by Crank- Nicholson method while the non-linear term is solved by the second order Adams-Bashforth method. This work is meant to bring together the advantage of Splitting method as pressure-velocity solver of higher efficiency with the advantage of consuming Non-linear grid system which produce more accurate results in relatively equal number of grid points as compared to Cartesian grid. The validation of Splitting method as a solution of Navier-Stokes equation in Nonlinear grid system is done by comparison with the benchmark results for lid driven cavity flow by Ghia and some case studies including Backward Facing Step Flow Problem.

Keywords: Navier-Stokes, 'Non-linear grid system', Splitting method.

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2366 Instability of a Nonlinear Differential Equation of Fifth Order with Variable Delay

Authors: Cemil Tunc

Abstract:

In this paper, we study the instability of the zero solution to a nonlinear differential equation with variable delay. By using the Lyapunov functional approach, some sufficient conditions for instability of the zero solution are obtained.

Keywords: Instability, Lyapunov-Krasovskii functional, delay differential equation, fifth order.

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2365 Cellulose Extraction from Pomelo Peel: Synthesis of Carboxymethyl Cellulose

Authors: J. Chumee, D. Seeburin

Abstract:

The cellulose was extracted from pomelo peel and an etherification reaction used for converting cellulose to carboxymethyl cellulose (CMC). The pomelo peel was refluxed with 0.5 M HCl and 1 M NaOH solution at 90°C for 1 h and 2 h, respectively. The cellulose was bleached with calcium hypochlorite and used as precursor. The precursor was soaked in mixed solution between isopropyl alcohol and 40%w/v NaOH for 12 h. After that, chloroacetic acid was added and reacted at 55°C for 6 h. The optimum condition was 5 g of cellulose: 0.25 mole of NaOH : 0.07 mole of ClCH2COOH with 78.00% of yield. Moreover, the product had 0.54 of degree of substitution (DS).

Keywords: Pomelo peel, Carboxymethyl cellulose, Cellulose.

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2364 Optimization of Heat Treatment Due to Austenising Temperature, Time and Quenching Solution in Hadfield Steels

Authors: Sh. Hosseini, M. B. Limooei, M. Hossein Zade, E. Askarnia, Z. Asadi

Abstract:

Manganese steel (Hadfield) is one of the important alloys in industry due to its special properties. High work hardening ability with appropriate toughness and ductility are the properties that caused this alloy to be used in wear resistance parts and in high strength condition. Heat treatment is the main process through which the desired mechanical properties and microstructures are obtained in Hadfield steel. In this study various heat treatment cycles, differing in austenising temperature, time and quenching solution are applied. For this purpose, the same samples of manganese steel was heat treated in 9 different cycles, and then the mechanical properties and microstructures were investigated. Based on the results of the study, the optimum heat treatment cycle was obtained.

Keywords: Manganese steel (Hadfield), heat treatment, austenising temperature, austenising time, quenching solution, mechanical properties.

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2363 Non-Sensitive Solutions in Multi-Objective Optimization of a Solar Photovoltaic/Thermal(PV/T) Air Collector

Authors: F. Sarhaddi, S. Farahat, M .A. Alavi, F. Sobhnamayan

Abstract:

In this paper, an attempt has been made to obtain nonsensitive solutions in the multi-objective optimization of a photovoltaic/thermal (PV/T) air collector. The selected objective functions are overall energy efficiency and exergy efficiency. Improved thermal, electrical and exergy models are used to calculate the thermal and electrical parameters, overall energy efficiency, exergy components and exergy efficiency of a typical PV/T air collector. A computer simulation program is also developed. The results of numerical simulation are in good agreement with the experimental measurements noted in the previous literature. Finally, multi-objective optimization has been carried out under given climatic, operating and design parameters. The optimized ranges of inlet air velocity, duct depth and the objective functions in optimal Pareto front have been obtained. Furthermore, non-sensitive solutions from energy or exergy point of view in the results of multi-objective optimization have been shown.

Keywords: Solar photovoltaic thermal (PV/T) air collector, Overall energy efficiency, Exergy efficiency, Multi-objectiveoptimization, Sensitivity analysis.

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2362 How to Build and Evaluate a Solution Method: An Illustration for the Vehicle Routing Problem

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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2361 Least Squares Method Identification of Corona Current-Voltage Characteristics and Electromagnetic Field in Electrostatic Precipitator

Authors: H. Nouri, I. E. Achouri, A. Grimes, H. Ait Said, M. Aissou, Y. Zebboudj

Abstract:

This paper aims to analysis the behavior of DC corona discharge in wire-to-plate electrostatic precipitators (ESP). Currentvoltage curves are particularly analyzed. Experimental results show that discharge current is strongly affected by the applied voltage. The proposed method of current identification is to use the method of least squares. Least squares problems that of into two categories: linear or ordinary least squares and non-linear least squares, depending on whether or not the residuals are linear in all unknowns. The linear least-squares problem occurs in statistical regression analysis; it has a closed-form solution. A closed-form solution (or closed form expression) is any formula that can be evaluated in a finite number of standard operations. The non-linear problem has no closed-form solution and is usually solved by iterative.

Keywords: Electrostatic precipitator, current-voltage characteristics, Least Squares method, electric field, magnetic field.

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2360 Integration of Seismic and Seismological Data Interpretation for Subsurface Structure Identification

Authors: Iftikhar Ahmed Satti, Wan Ismail Wan Yusoff

Abstract:

The structural interpretation of a part of eastern Potwar (Missa Keswal) has been carried out with available seismological, seismic and well data. Seismological data contains both the source parameters and fault plane solution (FPS) parameters and seismic data contains ten seismic lines that were re-interpreted by using well data. Structural interpretation depicts two broad types of fault sets namely, thrust and back thrust faults. These faults together give rise to pop up structures in the study area and also responsible for many structural traps and seismicity. Seismic interpretation includes time and depth contour maps of Chorgali Formation while seismological interpretation includes focal mechanism solution (FMS), depth, frequency, magnitude bar graphs and renewal of Seismotectonic map. The Focal Mechanism Solutions (FMS) that surrounds the study area are correlated with the different geological and structural maps of the area for the determination of the nature of subsurface faults. Results of structural interpretation from both seismic and seismological data show good correlation. It is hoped that the present work will help in better understanding of the variations in the subsurface structure and can be a useful tool for earthquake prediction, planning of oil field and reservoir monitoring.

Keywords: Focal mechanism solution (FMS), Fault plane solution (FPS), Reservoir monitoring, earthquake prediction.

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2359 Evaluation of Corrosion Property of Aluminium-Zirconium Dioxide (AlZrO2) Nanocomposites

Authors: M. Ramachandra, G. Dilip Maruthi, R. Rashmi

Abstract:

This paper aims to study the corrosion property of aluminum matrix nanocomposite of an aluminum alloy (Al-6061) reinforced with zirconium dioxide (ZrO2) particles. The zirconium dioxide particles are synthesized by solution combustion method. The nanocomposite materials are prepared by mechanical stir casting method, varying the percentage of n-ZrO2 (2.5%, 5% and 7.5% by weight). The corrosion behavior of base metal (Al-6061) and Al/ZrO2 nanocomposite in seawater (3.5% NaCl solution) is measured using the potential control method. The corrosion rate is evaluated by Tafel extrapolation technique. The corrosion potential increases with the increase in wt.% of n-ZrO2 in the nanocomposite which means the decrease in corrosion rate. It is found that on addition of n-ZrO2 particles to the aluminum matrix, the corrosion rate has decreased compared to the base metal.

Keywords: Al6061 alloy, corrosion, solution combustion, stir casting, Potentiostat, Zirconium Dioxide.

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2358 Positive Periodic Solutions for a Neutral Impulsive Delay Competition System

Authors: Daiming Wang

Abstract:

In this paper, a neutral impulsive competition system with distributed delays is studied by using Mawhin-s coincidence degree theory and the mean value theorem of differential calculus. Sufficient conditions on the existence of positive periodic solution of the system are obtained.

Keywords: Neutral impulsive delay system, competitive system, coincidence degree, periodic solution, existence.

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2357 Simulating Discrete Time Model Reference Adaptive Control System with Great Initial Error

Authors: Bubaker M. F. Bushofa, Abdel Hafez A. Azab

Abstract:

This article is based on the technique which is called Discrete Parameter Tracking (DPT). First introduced by A. A. Azab [8] which is applicable for less order reference model. The order of the reference model is (n-l) and n is the number of the adjustable parameters in the physical plant. The technique utilizes a modified gradient method [9] where the knowledge of the exact order of the nonadaptive system is not required, so, as to eliminate the identification problem. The applicability of the mentioned technique (DPT) was examined through the solution of several problems. This article introduces the solution of a third order system with three adjustable parameters, controlled according to second order reference model. The adjustable parameters have great initial error which represent condition. Computer simulations for the solution and analysis are provided to demonstrate the simplicity and feasibility of the technique.

Keywords: Adaptive Control System, Discrete Parameter Tracking, Discrete Time Model.

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2356 Effective Software-Based Solution for Processing Mass Downstream Data in Interactive Push VOD System

Authors: Ni Hong, Wu Guobin, Wu Gang, Pan Liang

Abstract:

Interactive push VOD system is a new kind of system that incorporates push technology and interactive technique. It can push movies to users at high speeds at off-peak hours for optimal network usage so as to save bandwidth. This paper presents effective software-based solution for processing mass downstream data at terminals of interactive push VOD system, where the service can download movie according to a viewer-s selection. The downstream data is divided into two catalogs: (1) the carousel data delivered according to DSM-CC protocol; (2) IP data delivered according to Euro-DOCSIS protocol. In order to accelerate download speed and reduce data loss rate at terminals, this software strategy introduces caching, multi-thread and resuming mechanisms. The experiments demonstrate advantages of the software-based solution.

Keywords: DSM-CC, data carousel, Euro-DOCSIS, push VOD.

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2355 New Hybrid Method to Model Extreme Rainfalls

Authors: Y. Laaroussi, Z. Guennoun, A. Amar

Abstract:

Modeling and forecasting dynamics of rainfall occurrences constitute one of the major topics, which have been largely treated by statisticians, hydrologists, climatologists and many other groups of scientists. In the same issue, we propose, in the present paper, a new hybrid method, which combines Extreme Values and fractal theories. We illustrate the use of our methodology for transformed Emberger Index series, constructed basing on data recorded in Oujda (Morocco). The index is treated at first by Peaks Over Threshold (POT) approach, to identify excess observations over an optimal threshold u. In the second step, we consider the resulting excess as a fractal object included in one dimensional space of time. We identify fractal dimension by the box counting. We discuss the prospect descriptions of rainfall data sets under Generalized Pareto Distribution, assured by Extreme Values Theory (EVT). We show that, despite of the appropriateness of return periods given by POT approach, the introduction of fractal dimension provides accurate interpretation results, which can ameliorate apprehension of rainfall occurrences.

Keywords: Extreme values theory, Fractals dimensions, Peaks Over Threshold, Rainfall occurrences.

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2354 Permanence and Almost Periodic Solutions to an Epidemic Model with Delay and Feedback Control

Authors: Chenxi Yang, Zhouhong Li

Abstract:

This paper is concerned with an epidemic model with delay. By using the comparison theorem of the differential equation and constructing a suitable Lyapunov functional, Some sufficient conditions which guarantee the permeance and existence of a unique globally attractive positive almost periodic solution of the model are obtain. Finally, an example is employed to illustrate our result.

Keywords: Permanence, Almost periodic solution, Epidemic model, Delay, Feedback control.

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2353 Type–2 Fuzzy Programming for Optimizing the Heat Rate of an Industrial Gas Turbine via Absorption Chiller Technology

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.

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2352 Sorption of Congo Red from Aqueous Solution by Surfactant-Modified Bentonite: Kinetic and Factorial Design Study

Authors: B. Guezzen, M. A. Didi, B. Medjahed

Abstract:

An organoclay (HDTMA-B) was prepared from sodium bentonite (Na-B). The starting material was modified using the hexadecyltrimethylammonium ion (HDTMA+) in the amounts corresponding to 100 % of the CEC value. Batch experiments were carried out in order to model and optimize the sorption of Congo red dye from aqueous solution. The pseudo-first order and pseudo-second order kinetic models have been developed to predict the rate constant and the sorption capacity at equilibrium with the effect of temperature, the solid/solution ratio and the initial dye concentration. The equilibrium time was reached within 60 min. At room temperature (20 °C), optimum dye sorption of 49.4 mg/g (98.9%) was achieved at pH 6.6, sorbent dosage of 1g/L and initial dye concentration of 50 mg/L, using surfactant modified bentonite. The optimization of adsorption parameters mentioned above on dye removal was carried out using Box-Behnken design. The sorption parameters were analyzed statistically by means of variance analysis by using the Statgraphics Centurion XVI software.

Keywords: Adsorption, dye, factorial design, kinetic, organo-bentonite.

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2351 Nonlinear Dynamic Analysis of Base-Isolated Structures Using a Partitioned Solution Approach and an Exponential Model

Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino

Abstract:

The solution of the nonlinear dynamic equilibrium equations of base-isolated structures adopting a conventional monolithic solution approach, i.e. an implicit single-step time integration method employed with an iteration procedure, and the use of existing nonlinear analytical models, such as differential equation models, to simulate the dynamic behavior of seismic isolators can require a significant computational effort. In order to reduce numerical computations, a partitioned solution method and a one dimensional nonlinear analytical model are presented in this paper. A partitioned solution approach can be easily applied to base-isolated structures in which the base isolation system is much more flexible than the superstructure. Thus, in this work, the explicit conditionally stable central difference method is used to evaluate the base isolation system nonlinear response and the implicit unconditionally stable Newmark’s constant average acceleration method is adopted to predict the superstructure linear response with the benefit in avoiding iterations in each time step of a nonlinear dynamic analysis. The proposed mathematical model is able to simulate the dynamic behavior of seismic isolators without requiring the solution of a nonlinear differential equation, as in the case of widely used differential equation model. The proposed mixed explicit-implicit time integration method and nonlinear exponential model are adopted to analyze a three dimensional seismically isolated structure with a lead rubber bearing system subjected to earthquake excitation. The numerical results show the good accuracy and the significant computational efficiency of the proposed solution approach and analytical model compared to the conventional solution method and mathematical model adopted in this work. Furthermore, the low stiffness value of the base isolation system with lead rubber bearings allows to have a critical time step considerably larger than the imposed ground acceleration time step, thus avoiding stability problems in the proposed mixed method.

Keywords: Base-isolated structures, earthquake engineering, mixed time integration, nonlinear exponential model.

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2350 An Exact Solution to Support Vector Mixture

Authors: Monjed Ezzeddinne, Nicolas Lefebvre, Régis Lengellé

Abstract:

This paper presents a new version of the SVM mixture algorithm initially proposed by Kwok for classification and regression problems. For both cases, a slight modification of the mixture model leads to a standard SVM training problem, to the existence of an exact solution and allows the direct use of well known decomposition and working set selection algorithms. Only the regression case is considered in this paper but classification has been addressed in a very similar way. This method has been successfully applied to engine pollutants emission modeling.

Keywords: Identification, Learning systems, Mixture ofExperts, Support Vector Machines.

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2349 Solving Single Machine Total Weighted Tardiness Problem Using Gaussian Process Regression

Authors: Wanatchapong Kongkaew

Abstract:

This paper proposes an application of probabilistic technique, namely Gaussian process regression, for estimating an optimal sequence of the single machine with total weighted tardiness (SMTWT) scheduling problem. In this work, the Gaussian process regression (GPR) model is utilized to predict an optimal sequence of the SMTWT problem, and its solution is improved by using an iterated local search based on simulated annealing scheme, called GPRISA algorithm. The results show that the proposed GPRISA method achieves a very good performance and a reasonable trade-off between solution quality and time consumption. Moreover, in the comparison of deviation from the best-known solution, the proposed mechanism noticeably outperforms the recently existing approaches.

 

Keywords: Gaussian process regression, iterated local search, simulated annealing, single machine total weighted tardiness.

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2348 A Heuristics Approach for Fast Detecting Suspicious Money Laundering Cases in an Investment Bank

Authors: Nhien-An Le-Khac, Sammer Markos, M-Tahar Kechadi

Abstract:

Today, money laundering (ML) poses a serious threat not only to financial institutions but also to the nation. This criminal activity is becoming more and more sophisticated and seems to have moved from the cliché of drug trafficking to financing terrorism and surely not forgetting personal gain. Most international financial institutions have been implementing anti-money laundering solutions (AML) to fight investment fraud. However, traditional investigative techniques consume numerous man-hours. Recently, data mining approaches have been developed and are considered as well-suited techniques for detecting ML activities. Within the scope of a collaboration project for the purpose of developing a new solution for the AML Units in an international investment bank, we proposed a data mining-based solution for AML. In this paper, we present a heuristics approach to improve the performance for this solution. We also show some preliminary results associated with this method on analysing transaction datasets.

Keywords: data mining, anti money laundering, clustering, heuristics.

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