Search results for: Evolutionary Optimization Techniques
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4164

Search results for: Evolutionary Optimization Techniques

3984 Approximate Solution of Nonlinear Fredholm Integral Equations of the First Kind via Converting to Optimization Problems

Authors: Akbar H. Borzabadi, Omid S. Fard

Abstract:

In this paper we introduce an approach via optimization methods to find approximate solutions for nonlinear Fredholm integral equations of the first kind. To this purpose, we consider two stages of approximation. First we convert the integral equation to a moment problem and then we modify the new problem to two classes of optimization problems, non-constraint optimization problems and optimal control problems. Finally numerical examples is proposed.

Keywords: Fredholm integral equation, Optimization method, Optimal control, Nonlinear and linear programming

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3983 Periodic Topology and Size Optimization Design of Tower Crane Boom

Authors: Wu Qinglong, Zhou Qicai, Xiong Xiaolei, Zhang Richeng

Abstract:

In order to achieve the layout and size optimization of the web members of tower crane boom, a truss topology and cross section size optimization method based on continuum is proposed considering three typical working conditions. Firstly, the optimization model is established by replacing web members with web plates. And the web plates are divided into several sub-domains so that periodic soft kill option (SKO) method can be carried out for topology optimization of the slender boom. After getting the optimized topology of web plates, the optimized layout of web members is formed through extracting the principal stress distribution. Finally, using the web member radius as design variable, the boom compliance as objective and the material volume of the boom as constraint, the cross section size optimization mathematical model is established. The size optimization criterion is deduced from the mathematical model by Lagrange multiplier method and Kuhn-Tucker condition. By comparing the original boom with the optimal boom, it is identified that this optimization method can effectively lighten the boom and improve its performance.

Keywords: Tower crane boom, topology optimization, size optimization, periodic, soft kill option, optimization criterion.

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3982 Optimal Choice and Location of Multi Type Facts Devices in Deregulated Electricity Market Using Evolutionary Programming Method

Authors: K. Balamurugan, R. Muralisachithanandam, V. Dharmalingam, R. Srikanth

Abstract:

This paper deals with the optimal choice and allocation of multi FACTS devices in Deregulated power system using Evolutionary Programming method. The objective is to achieve the power system economic generation allocation and dispatch in deregulated electricity market. Using the proposed method, the locations of the FACTS devices, their types and ratings are optimized simultaneously. Different kinds of FACTS devices are simulated in this study such as UPFC, TCSC, TCPST, and SVC. Simulation results validate the capability of this new approach in minimizing the overall system cost function, which includes the investment costs of the FACTS devices and the bid offers of the market participants. The proposed algorithm is an effective and practical method for the choice and allocation of FACTS devices in deregulated electricity market environment. The standard data of IEEE 14 Bus systems has been taken into account and simulated with aid of MAT-lab software and results were obtained.

Keywords: FACTS devices, Optimal allocation, Deregulated electricity market, Evolutionary programming, Mat Lab.

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3981 Solving 94-bit ECDLP with 70 Computers in Parallel

Authors: Shunsuke Miyoshi, Yasuyuki Nogami, Takuya Kusaka, Nariyoshi Yamai

Abstract:

Elliptic curve discrete logarithm problem(ECDLP) is one of problems on which the security of pairing-based cryptography is based. This paper considers Pollard’s rho method to evaluate the security of ECDLP on Barreto-Naehrig(BN) curve that is an efficient pairing-friendly curve. Some techniques are proposed to make the rho method efficient. Especially, the group structure on BN curve, distinguished point method, and Montgomery trick are well-known techniques. This paper applies these techniques and shows its optimization. According to the experimental results for which a large-scale parallel system with MySQL is applied, 94-bit ECDLP was solved about 28 hours by parallelizing 71 computers.

Keywords: Pollard’s rho method, BN curve, Montgomery multiplication.

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3980 Ant Colony Optimization for Feature Subset Selection

Authors: Ahmed Al-Ani

Abstract:

The Ant Colony Optimization (ACO) is a metaheuristic inspired by the behavior of real ants in their search for the shortest paths to food sources. It has recently attracted a lot of attention and has been successfully applied to a number of different optimization problems. Due to the importance of the feature selection problem and the potential of ACO, this paper presents a novel method that utilizes the ACO algorithm to implement a feature subset search procedure. Initial results obtained using the classification of speech segments are very promising.

Keywords: Ant Colony Optimization, ant systems, feature selection, pattern recognition.

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3979 Induction Motor Design with Limited Harmonic Currents Using Particle Swarm Optimization

Authors: C. Thanga Raj, S. P. Srivastava, Pramod Agarwal

Abstract:

This paper presents an optimal design of poly-phase induction motor using Quadratic Interpolation based Particle Swarm Optimization (QI-PSO). The optimization algorithm considers the efficiency, starting torque and temperature rise as objective function (which are considered separately) and ten performance related items including harmonic current as constraints. The QI-PSO algorithm was implemented on a test motor and the results are compared with the Simulated Annealing (SA) technique, Standard Particle Swarm Optimization (SPSO), and normal design. Some benchmark problems are used for validating QI-PSO. From the test results QI-PSO gave better results and more suitable to motor-s design optimization. Cµ code is used for implementing entire algorithms.

Keywords: Design, harmonics, induction motor, particle swarm optimization

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3978 Optimization of Partially Filled Column Subjected to Oblique Loading

Authors: M. S. Salwani, B. B. Sahari, Aidy Ali, A. A. Nuraini

Abstract:

In this study, optimization is carried out to find the optimized design of a foam-filled column for the best Specific Energy Absorption (SEA) and Crush Force Efficiency (CFE). In order to maximize SEA, the optimization gives the value of 2.3 for column thickness and 151.7 for foam length. On the other hand to maximize CFE, the optimization gives the value of 1.1 for column thickness and 200 for foam length. Finite Element simulation is run by using this value and the SEA and CFE obtained 1237.76 J/kg and 0.92.

Keywords: Crash, foam, oblique loading.

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3977 Solving an Extended Resource Leveling Problem with Multiobjective Evolutionary Algorithms

Authors: Javier Roca, Etienne Pugnaghi, Gaëtan Libert

Abstract:

We introduce an extended resource leveling model that abstracts real life projects that consider specific work ranges for each resource. Contrary to traditional resource leveling problems this model considers scarce resources and multiple objectives: the minimization of the project makespan and the leveling of each resource usage over time. We formulate this model as a multiobjective optimization problem and we propose a multiobjective genetic algorithm-based solver to optimize it. This solver consists in a two-stage process: a main stage where we obtain non-dominated solutions for all the objectives, and a postprocessing stage where we seek to specifically improve the resource leveling of these solutions. We propose an intelligent encoding for the solver that allows including domain specific knowledge in the solving mechanism. The chosen encoding proves to be effective to solve leveling problems with scarce resources and multiple objectives. The outcome of the proposed solvers represent optimized trade-offs (alternatives) that can be later evaluated by a decision maker, this multi-solution approach represents an advantage over the traditional single solution approach. We compare the proposed solver with state-of-art resource leveling methods and we report competitive and performing results.

Keywords: Intelligent problem encoding, multiobjective decision making, evolutionary computing, RCPSP, resource leveling.

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3976 Optimal Design of Selective Excitation Pulses in Magnetic Resonance Imaging using Genetic Algorithms

Authors: Mohammed A. Alolfe, Abou-Bakr M. Youssef, Yasser M. Kadah

Abstract:

The proper design of RF pulses in magnetic resonance imaging (MRI) has a direct impact on the quality of acquired images, and is needed for many applications. Several techniques have been proposed to obtain the RF pulse envelope given the desired slice profile. Unfortunately, these techniques do not take into account the limitations of practical implementation such as limited amplitude resolution. Moreover, implementing constraints for special RF pulses on most techniques is not possible. In this work, we propose to develop an approach for designing optimal RF pulses under theoretically any constraints. The new technique will pose the RF pulse design problem as a combinatorial optimization problem and uses efficient techniques from this area such as genetic algorithms (GA) to solve this problem. In particular, an objective function will be proposed as the norm of the difference between the desired profile and the one obtained from solving the Bloch equations for the current RF pulse design values. The proposed approach will be verified using analytical solution based RF simulations and compared to previous methods such as Shinnar-Le Roux (SLR) method, and analysis, selected, and tested the options and parameters that control the Genetic Algorithm (GA) can significantly affect its performance to get the best improved results and compared to previous works in this field. The results show a significant improvement over conventional design techniques, select the best options and parameters for GA to get most improvement over the previous works, and suggest the practicality of using of the new technique for most important applications as slice selection for large flip angles, in the area of unconventional spatial encoding, and another clinical use.

Keywords: Selective excitation, magnetic resonance imaging, combinatorial optimization, pulse design.

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3975 Advanced Technologies and Algorithms for Efficient Portfolio Selection

Authors: Konstantinos Liagkouras, Konstantinos Metaxiotis

Abstract:

In this paper we present a classification of the various technologies applied for the solution of the portfolio selection problem according to the discipline and the methodological framework followed. We provide a concise presentation of the emerged categories and we are trying to identify which methods considered obsolete and which lie at the heart of the debate. On top of that, we provide a comparative study of the different technologies applied for efficient portfolio construction and we suggest potential paths for future work that lie at the intersection of the presented techniques.

Keywords: Portfolio selection, optimization techniques, financial models, stochastics, heuristics.

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3974 Gas Lift Optimization to Improve Well Performance

Authors: Mohamed A. G. H. Abdalsadig, Amir Nourian, G. G. Nasr, Meisam Babaie

Abstract:

Gas lift optimization is becoming more important now a day in petroleum industry. A proper lift optimization can reduce the operating cost, increase the net present value (NPV) and maximize the recovery from the asset. A widely accepted definition of gas lift optimization is to obtain the maximum output under specified operating conditions. In addition, gas lift, a costly and indispensable means to recover oil from high depth reservoir entails solving the gas lift optimization problems. Gas lift optimization is a continuous process; there are two levels of production optimization. The total field optimization involves optimizing the surface facilities and the injection rate that can be achieved by standard tools softwares. Well level optimization can be achieved by optimizing the well parameters such as point of injection, injection rate, and injection pressure. All these aspects have been investigated and presented in this study by using experimental data and PROSPER simulation program. The results show that the well head pressure has a large influence on the gas lift performance and also proved that smart gas lift valve can be used to improve gas lift performance by controlling gas injection from down hole. Obtaining the optimum gas injection rate is important because excessive gas injection reduces production rate and consequently increases the operation cost.

Keywords: Optimization, production rate, reservoir pressure effect, gas injection rate effect, gas injection pressure.

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3973 Pattern Recognition of Biological Signals

Authors: Paulo S. Caparelli, Eduardo Costa, Alexsandro S. Soares, Hipolito Barbosa

Abstract:

This paper presents an evolutionary method for designing electronic circuits and numerical methods associated with monitoring systems. The instruments described here have been used in studies of weather and climate changes due to global warming, and also in medical patient supervision. Genetic Programming systems have been used both for designing circuits and sensors, and also for determining sensor parameters. The authors advance the thesis that the software side of such a system should be written in computer languages with a strong mathematical and logic background in order to prevent software obsolescence, and achieve program correctness.

Keywords: Pattern recognition, evolutionary computation, biological signal, functional programming.

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3972 4D Flight Trajectory Optimization Based on Pseudospectral Methods

Authors: Kouamana Bousson, Paulo Machado

Abstract:

The optimization and control problem for 4D trajectories is a subject rarely addressed in literature. In the 4D navigation problem we define waypoints, for each mission, where the arrival time is specified in each of them. One way to design trajectories for achieving this kind of mission is to use the trajectory optimization concepts. To solve a trajectory optimization problem we can use the indirect or direct methods. The indirect methods are based on maximum principle of Pontryagin, on the other hand, in the direct methods it is necessary to transform into a nonlinear programming problem. We propose an approach based on direct methods with a pseudospectral integration scheme built on Chebyshev polynomials.

Keywords: Pseudospectral Methods, Trajectory Optimization, 4DTrajectories

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3971 Reduction of Linear Time-Invariant Systems Using Routh-Approximation and PSO

Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

Abstract:

Order reduction of linear-time invariant systems employing two methods; one using the advantages of Routh approximation and other by an evolutionary technique is presented in this paper. In Routh approximation method the denominator of the reduced order model is obtained using Routh approximation while the numerator of the reduced order model is determined using the indirect approach of retaining the time moments and/or Markov parameters of original system. By this method the reduced order model guarantees stability if the original high order model is stable. In the second method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical examples.

Keywords: Model Order Reduction, Markov Parameters, Routh Approximation, Particle Swarm Optimization, Integral Squared Error, Steady State Stability.

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3970 UB-Tree Indexing for Semantic Query Optimization of Range Queries

Authors: S. Housseno, A. Simonet, M. Simonet

Abstract:

Semantic query optimization consists in restricting the search space in order to reduce the set of objects of interest for a query. This paper presents an indexing method based on UB-trees and a static analysis of the constraints associated to the views of the database and to any constraint expressed on attributes. The result of the static analysis is a partitioning of the object space into disjoint blocks. Through Space Filling Curve (SFC) techniques, each fragment (block) of the partition is assigned a unique identifier, enabling the efficient indexing of fragments by UB-trees. The search space corresponding to a range query is restricted to a subset of the blocks of the partition. This approach has been developed in the context of a KB-DBMS but it can be applied to any relational system.

Keywords: Index, Range query, UB-tree, Space Filling Curve, Query optimization, Views, Database, Integrity Constraint, Classification.

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3969 On the Parameter Optimization of Fuzzy Inference Systems

Authors: Erika Martinez Ramirez, Rene V. Mayorga

Abstract:

Nowadays, more engineering systems are using some kind of Artificial Intelligence (AI) for the development of their processes. Some well-known AI techniques include artificial neural nets, fuzzy inference systems, and neuro-fuzzy inference systems among others. Furthermore, many decision-making applications base their intelligent processes on Fuzzy Logic; due to the Fuzzy Inference Systems (FIS) capability to deal with problems that are based on user knowledge and experience. Also, knowing that users have a wide variety of distinctiveness, and generally, provide uncertain data, this information can be used and properly processed by a FIS. To properly consider uncertainty and inexact system input values, FIS normally use Membership Functions (MF) that represent a degree of user satisfaction on certain conditions and/or constraints. In order to define the parameters of the MFs, the knowledge from experts in the field is very important. This knowledge defines the MF shape to process the user inputs and through fuzzy reasoning and inference mechanisms, the FIS can provide an “appropriate" output. However an important issue immediately arises: How can it be assured that the obtained output is the optimum solution? How can it be guaranteed that each MF has an optimum shape? A viable solution to these questions is through the MFs parameter optimization. In this Paper a novel parameter optimization process is presented. The process for FIS parameter optimization consists of the five simple steps that can be easily realized off-line. Here the proposed process of FIS parameter optimization it is demonstrated by its implementation on an Intelligent Interface section dealing with the on-line customization / personalization of internet portals applied to E-commerce.

Keywords: Artificial Intelligence, Fuzzy Logic, Fuzzy InferenceSystems, Nonlinear Optimization.

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3968 Evolved Strokes in Non Photo–Realistic Rendering

Authors: Ashkan Izadi, Vic Ciesielski

Abstract:

We describe a work with an evolutionary computing algorithm for non photo–realistic rendering of a target image. The renderings are produced by genetic programming. We have used two different types of strokes: “empty triangle" and “filled triangle" in color level. We compare both empty and filled triangular strokes to find which one generates more aesthetic pleasing images. We found the filled triangular strokes have better fitness and generate more aesthetic images than empty triangular strokes.

Keywords: Artificial intelligence, Evolutionary programming, Geneticprogramming, Non photo–realistic rendering.

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3967 Developing New Algorithm and Its Application on Optimal Control of Pumps in Water Distribution Network

Authors: R. Rajabpour, N. Talebbeydokhti, M. H. Ahmadi

Abstract:

In recent years, new techniques for solving complex problems in engineering are proposed. One of these techniques is JPSO algorithm. With innovative changes in the nature of the jump algorithm JPSO, it is possible to construct a graph-based solution with a new algorithm called G-JPSO. In this paper, a new algorithm to solve the optimal control problem Fletcher-Powell and optimal control of pumps in water distribution network was evaluated. Optimal control of pumps comprise of optimum timetable operation (status on and off) for each of the pumps at the desired time interval. Maximum number of status on and off for each pumps imposed to the objective function as another constraint. To determine the optimal operation of pumps, a model-based optimization-simulation algorithm was developed based on G-JPSO and JPSO algorithms. The proposed algorithm results were compared well with the ant colony algorithm, genetic and JPSO results. This shows the robustness of proposed algorithm in finding near optimum solutions with reasonable computational cost.

Keywords: G-JPSO, operation, optimization, pumping station, water distribution networks.

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3966 Evolutionary Approach for Automated Discovery of Censored Production Rules

Authors: Kamal K. Bharadwaj, Basheer M. Al-Maqaleh

Abstract:

In the recent past, there has been an increasing interest in applying evolutionary methods to Knowledge Discovery in Databases (KDD) and a number of successful applications of Genetic Algorithms (GA) and Genetic Programming (GP) to KDD have been demonstrated. The most predominant representation of the discovered knowledge is the standard Production Rules (PRs) in the form If P Then D. The PRs, however, are unable to handle exceptions and do not exhibit variable precision. The Censored Production Rules (CPRs), an extension of PRs, were proposed by Michalski & Winston that exhibit variable precision and supports an efficient mechanism for handling exceptions. A CPR is an augmented production rule of the form: If P Then D Unless C, where C (Censor) is an exception to the rule. Such rules are employed in situations, in which the conditional statement 'If P Then D' holds frequently and the assertion C holds rarely. By using a rule of this type we are free to ignore the exception conditions, when the resources needed to establish its presence are tight or there is simply no information available as to whether it holds or not. Thus, the 'If P Then D' part of the CPR expresses important information, while the Unless C part acts only as a switch and changes the polarity of D to ~D. This paper presents a classification algorithm based on evolutionary approach that discovers comprehensible rules with exceptions in the form of CPRs. The proposed approach has flexible chromosome encoding, where each chromosome corresponds to a CPR. Appropriate genetic operators are suggested and a fitness function is proposed that incorporates the basic constraints on CPRs. Experimental results are presented to demonstrate the performance of the proposed algorithm.

Keywords: Censored Production Rule, Data Mining, MachineLearning, Evolutionary Algorithms.

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3965 Multi-Factor Optimization Method through Machine Learning in Building Envelope Design: Focusing on Perforated Metal Façade

Authors: Jinwooung Kim, Jae-Hwan Jung, Seong-Jun Kim, Sung-Ah Kim

Abstract:

Because the building envelope has a significant impact on the operation and maintenance stage of the building, designing the facade considering the performance can improve the performance of the building and lower the maintenance cost of the building. In general, however, optimizing two or more performance factors confronts the limits of time and computational tools. The optimization phase typically repeats infinitely until a series of processes that generate alternatives and analyze the generated alternatives achieve the desired performance. In particular, as complex geometry or precision increases, computational resources and time are prohibitive to find the required performance, so an optimization methodology is needed to deal with this. Instead of directly analyzing all the alternatives in the optimization process, applying experimental techniques (heuristic method) learned through experimentation and experience can reduce resource waste. This study proposes and verifies a method to optimize the double envelope of a building composed of a perforated panel using machine learning to the design geometry and quantitative performance. The proposed method is to achieve the required performance with fewer resources by supplementing the existing method which cannot calculate the complex shape of the perforated panel.

Keywords: Building envelope, machine learning, perforated metal, multi-factor optimization, façade.

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3964 Comparing the Performance of the Particle Swarm Optimization and the Genetic Algorithm on the Geometry Design of Longitudinal Fin

Authors: Hassan Azarkish, Said Farahat, S.Masoud H. Sarvari

Abstract:

In the present work, the performance of the particle swarm optimization and the genetic algorithm compared as a typical geometry design problem. The design maximizes the heat transfer rate from a given fin volume. The analysis presumes that a linear temperature distribution along the fin. The fin profile generated using the B-spline curves and controlled by the change of control point coordinates. An inverse method applied to find the appropriate fin geometry yield the linear temperature distribution along the fin corresponds to optimum design. The numbers of the populations, the count of iterations and time to convergence measure efficiency. Results show that the particle swarm optimization is most efficient for geometry optimization.

Keywords: Genetic Algorithm, Geometry Optimization, longitudinal Fin, Particle Swarm Optimization

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3963 A Hybrid Nature Inspired Algorithm for Generating Optimal Query Plan

Authors: R. Gomathi, D. Sharmila

Abstract:

The emergence of the Semantic Web technology increases day by day due to the rapid growth of multiple web pages. Many standard formats are available to store the semantic web data. The most popular format is the Resource Description Framework (RDF). Querying large RDF graphs becomes a tedious procedure with a vast increase in the amount of data. The problem of query optimization becomes an issue in querying large RDF graphs. Choosing the best query plan reduces the amount of query execution time. To address this problem, nature inspired algorithms can be used as an alternative to the traditional query optimization techniques. In this research, the optimal query plan is generated by the proposed SAPSO algorithm which is a hybrid of Simulated Annealing (SA) and Particle Swarm Optimization (PSO) algorithms. The proposed SAPSO algorithm has the ability to find the local optimistic result and it avoids the problem of local minimum. Experiments were performed on different datasets by changing the number of predicates and the amount of data. The proposed algorithm gives improved results compared to existing algorithms in terms of query execution time.

Keywords: Semantic web, RDF, Query optimization, Nature inspired algorithms, PSO, SA.

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3962 Comparison of Evolutionary Algorithms and their Hybrids Applied to MarioAI

Authors: Hidehiko Okada, Yuki Fujii

Abstract:

Researchers have been applying artificial/ computational intelligence (AI/CI) methods to computer games. In this research field, further researchesare required to compare AI/CI methods with respect to each game application. In thispaper, we report our experimental result on the comparison of evolution strategy, genetic algorithm and their hybrids, applied to evolving controller agents for MarioAI. GA revealed its advantage in our experiment, whereas the expected ability of ES in exploiting (fine-tuning) solutions was not clearly observed. The blend crossover operator and the mutation operator of GA might contribute well to explore the vast search space.

Keywords: Evolutionary algorithm, autonomous game controller agent, neuroevolutions, MarioAI

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3961 Sensitivity Analysis during the Optimization Process Using Genetic Algorithms

Authors: M. A. Rubio, A. Urquia

Abstract:

Genetic algorithms (GA) are applied to the solution of high-dimensional optimization problems. Additionally, sensitivity analysis (SA) is usually carried out to determine the effect on optimal solutions of changes in parameter values of the objective function. These two analyses (i.e., optimization and sensitivity analysis) are computationally intensive when applied to high-dimensional functions. The approach presented in this paper consists in performing the SA during the GA execution, by statistically analyzing the data obtained of running the GA. The advantage is that in this case SA does not involve making additional evaluations of the objective function and, consequently, this proposed approach requires less computational effort than conducting optimization and SA in two consecutive steps.

Keywords: Optimization, sensitivity, genetic algorithms, model calibration.

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3960 Optimization of the Transfer Molding Process by Implementation of Online Monitoring Techniques for Electronic Packages

Authors: Burcu Kaya, Jan-Martin Kaiser, Karl-Friedrich Becker, Tanja Braun, Klaus-Dieter Lang

Abstract:

Quality of the molded packages is strongly influenced by the process parameters of the transfer molding. To achieve a better package quality and a stable transfer molding process, it is necessary to understand the influence of the process parameters on the package quality. This work aims to comprehend the relationship between the process parameters, and to identify the optimum process parameters for the transfer molding process in order to achieve less voids and wire sweep. To achieve this, a DoE is executed for process optimization and a regression analysis is carried out. A systematic approach is represented to generate models which enable an estimation of the number of voids and wire sweep. Validation experiments are conducted to verify the model and the results are presented.

Keywords: Epoxy molding compounds, optimization, regression analysis, transfer molding process, voids, wire sweep.

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3959 Q-Learning with Eligibility Traces to Solve Non-Convex Economic Dispatch Problems

Authors: Mohammed I. Abouheaf, Sofie Haesaert, Wei-Jen Lee, Frank L. Lewis

Abstract:

Economic Dispatch is one of the most important power system management tools. It is used to allocate an amount of power generation to the generating units to meet the load demand. The Economic Dispatch problem is a large scale nonlinear constrained optimization problem. In general, heuristic optimization techniques are used to solve non-convex Economic Dispatch problem. In this paper, ideas from Reinforcement Learning are proposed to solve the non-convex Economic Dispatch problem. Q-Learning is a reinforcement learning techniques where each generating unit learn the optimal schedule of the generated power that minimizes the generation cost function. The eligibility traces are used to speed up the Q-Learning process. Q-Learning with eligibility traces is used to solve Economic Dispatch problems with valve point loading effect, multiple fuel options, and power transmission losses.

Keywords: Economic Dispatch, Non-Convex Cost Functions, Valve Point Loading Effect, Q-Learning, Eligibility Traces.

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3958 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

Abstract:

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

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3957 Partial Derivatives and Optimization Problem on Time Scales

Authors: Francisco Miranda

Abstract:

The optimization problem using time scales is studied. Time scale is a model of time. The language of time scales seems to be an ideal tool to unify the continuous-time and the discrete-time theories. In this work we present necessary conditions for a solution of an optimization problem on time scales. To obtain that result we use properties and results of the partial diamond-alpha derivatives for continuous-multivariable functions. These results are also presented here.

Keywords: Lagrange multipliers, mathematical programming, optimization problem, time scales.

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3956 Evolving a Fuzzy Rule-Base for Image Segmentation

Authors: A. Borji, M. Hamidi

Abstract:

A new method for color image segmentation using fuzzy logic is proposed in this paper. Our aim here is to automatically produce a fuzzy system for color classification and image segmentation with least number of rules and minimum error rate. Particle swarm optimization is a sub class of evolutionary algorithms that has been inspired from social behavior of fishes, bees, birds, etc, that live together in colonies. We use comprehensive learning particle swarm optimization (CLPSO) technique to find optimal fuzzy rules and membership functions because it discourages premature convergence. Here each particle of the swarm codes a set of fuzzy rules. During evolution, a population member tries to maximize a fitness criterion which is here high classification rate and small number of rules. Finally, particle with the highest fitness value is selected as the best set of fuzzy rules for image segmentation. Our results, using this method for soccer field image segmentation in Robocop contests shows 89% performance. Less computational load is needed when using this method compared with other methods like ANFIS, because it generates a smaller number of fuzzy rules. Large train dataset and its variety, makes the proposed method invariant to illumination noise

Keywords: Comprehensive learning Particle Swarmoptimization, fuzzy classification.

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3955 Application the Queuing Theory in the Warehouse Optimization

Authors: Jaroslav Masek, Juraj Camaj, Eva Nedeliakova

Abstract:

The aim of optimization of store management is not only designing the situation of store management itself including its equipment, technology and operation. In optimization of store management we need to consider also synchronizing of technological, transport, store and service operations throughout the whole process of logistic chain in such a way that a natural flow of material from provider to consumer will be achieved the shortest possible way, in the shortest possible time in requested quality and quantity and with minimum costs. The paper deals with the application of the queuing theory for optimization of warehouse processes. The first part refers to common information about the problematic of warehousing and using mathematical methods for logistics chains optimization. The second part refers to preparing a model of a warehouse within queuing theory. The conclusion of the paper includes two examples of using queuing theory in praxis.

Keywords: Queuing theory, logistics system, mathematical methods, warehouse optimization.

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