Search results for: Non-stationary stochastic optimization

Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

Abstract:

Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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Authors: Kamran Turkoglu, Ugur Ozdemir, Melike Nikbay, Elbrous M. Jafarov

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In this paper, an automatic control system design based on Integral Squared Error (ISE) parameter optimization technique has been implemented on longitudinal flight dynamics of an UAV. It has been aimed to minimize the error function between the reference signal and the output of the plant. In the following parts, objective function has been defined with respect to error dynamics. An unconstrained optimization problem has been solved analytically by using necessary and sufficient conditions of optimality, optimum PID parameters have been obtained and implemented in control system dynamics.

Keywords: Optimum Design, KKT Conditions, UAV, Longitudinal Flight Dynamics, ISE Parameter Optimization.

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Authors: Jun-Oh Kim, Seol-Min Yang, Seok-Heum Baek, Sangmo Kang

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In this paper, the shape design process is briefly discussed emphasizing the use of topology optimization in the conceptual design stage. The basic idea is to view feasible domains for sensitivity region concepts. In this method, the main process consists of two steps: as the design moves further inside the feasible domain using Taguchi method, and thus becoming more successful topology optimization, the sensitivity region becomes larger. In designing a double-eccentric butterfly valve, related to hydrodynamic performance and disc structure, are discussed where the use of topology optimization has proven to dramatically improve an existing design and significantly decrease the development time of a shape design. Computational Fluid Dynamics (CFD) analysis results demonstrate the validity of this approach.

Keywords: Double-eccentric butterfly valve, CFD, Topology optimization

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Authors: Pooja, Megha Kulshrestha, V. K. Banga, Parvinder S. Sandhu

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To support mobility in ATM networks, a number of technical challenges need to be resolved. The impact of handoff schemes in terms of service disruption, handoff latency, cost implications and excess resources required during handoffs needs to be addressed. In this paper, a one phase handoff and route optimization solution using reserved PVCs between adjacent ATM switches to reroute connections during inter-switch handoff is studied. In the second phase, a distributed optimization process is initiated to optimally reroute handoff connections. The main objective is to find the optimal operating point at which to perform optimization subject to cost constraint with the purpose of reducing blocking probability of inter-switch handoff calls for delay tolerant traffic. We examine the relation between the required bandwidth resources and optimization rate. Also we calculate and study the handoff blocking probability due to lack of bandwidth for resources reserved to facilitate the rapid rerouting.

Keywords: Wireless ATM, Mobility, Latency, Optimization rateand Blocking Probability.

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Authors: Sidhartha Panda, N. P. Padhy

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Recently, genetic algorithms (GA) and particle swarm optimization (PSO) technique have attracted considerable attention among various modern heuristic optimization techniques. Since the two approaches are supposed to find a solution to a given objective function but employ different strategies and computational effort, it is appropriate to compare their performance. This paper presents the application and performance comparison of PSO and GA optimization techniques, for Thyristor Controlled Series Compensator (TCSC)-based controller design. The design objective is to enhance the power system stability. The design problem of the FACTS-based controller is formulated as an optimization problem and both the PSO and GA optimization techniques are employed to search for optimal controller parameters. The performance of both optimization techniques in terms of computational time and convergence rate is compared. Further, the optimized controllers are tested on a weakly connected power system subjected to different disturbances, and their performance is compared with the conventional power system stabilizer (CPSS). The eigenvalue analysis and non-linear simulation results are presented and compared to show the effectiveness of both the techniques in designing a TCSC-based controller, to enhance power system stability.

Keywords: Thyristor Controlled Series Compensator, geneticalgorithm; particle swarm optimization; Phillips-Heffron model;power system stability.

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Authors: Hussain Syed Asad, Richard Kwok Kit Yuen, Gongsheng Huang

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Real-time optimization has been considered an effective approach for improving energy efficient operation of heating, ventilation, and air-conditioning (HVAC) systems. In model-based real-time optimization, model mismatches cannot be avoided. When model mismatches are significant, the performance of the real-time optimization will be impaired and hence the expected energy saving will be reduced. In this paper, the model mismatches for chiller plant on real-time optimization are considered. In the real-time optimization of the chiller plant, simplified semi-physical or grey box model of chiller is always used, which should be identified using available operation data. To overcome the model mismatches associated with the chiller model, hybrid Genetic Algorithms (HGAs) method is used for online real-time training of the chiller model. HGAs combines Genetic Algorithms (GAs) method (for global search) and traditional optimization method (i.e. faster and more efficient for local search) to avoid conventional hit and trial process of GAs. The identification of model parameters is synthesized as an optimization problem; and the objective function is the Least Square Error between the output from the model and the actual output from the chiller plant. A case study is used to illustrate the implementation of the proposed method. It has been shown that the proposed approach is able to provide reliability in decision making, enhance the robustness of the real-time optimization strategy and improve on energy performance.

Keywords: Energy performance, hybrid adaptive modeling, hybrid genetic algorithms, real-time optimization, heating, ventilation, and air-conditioning.

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Authors: Badr M. Alshammari, T. Guesmi

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In this paper, the concept of a non-dominated sorting multi-objective particle swarm optimization with local search (NSPSO-LS) is presented for the optimal design of multimachine power system stabilizers (PSSs). The controller design is formulated as an optimization problem in order to shift the system electromechanical modes in a pre-specified region in the s-plan. A composite set of objective functions comprising the damping factor and the damping ratio of the undamped and lightly damped electromechanical modes is considered. The performance of the proposed optimization algorithm is verified for the 3-machine 9-bus system. Simulation results based on eigenvalue analysis and nonlinear time-domain simulation show the potential and superiority of the NSPSO-LS algorithm in tuning PSSs over a wide range of loading conditions and large disturbance compared to the classic PSO technique and genetic algorithms.

Keywords: Multi-objective optimization, particle swarm optimization, power system stabilizer, low frequency oscillations.

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Authors: Romisaa Ali

Abstract:

The Policy Gradient approach is a subset of the Deep Reinforcement Learning (DRL) combines Deep Neural Networks (DNN) with Reinforcement Learning (RL). This approach finds the optimal policy of robot movement, based on the experience it gains from interaction with its environment. Unlike previous policy gradient algorithms, which were unable to handle the two types of error variance and bias introduced by the DNN model due to over- or underestimation, this algorithm is capable of handling both types of error variance and bias. This article will discuss the state-of-the-art SOTA policy gradient technique, trust region policy optimization (TRPO), by applying this method in various environments compared to another policy gradient method, the Proximal Policy Optimization (PPO), to explain their robust optimization, using this SOTA to gather experience data during various training phases after observing the impact of hyper-parameters on neural network performance.

Keywords: Deep neural networks, deep reinforcement learning, Proximal Policy Optimization, state-of-the-art, trust region policy optimization.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

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An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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Authors: A. A. Khan, M. Naeem, S. Bashir, S. I. Shah

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In this paper we propose a Particle Swarm heuristic optimized Multi-Antenna (MA) system. Efficient MA systems detection is performed using a robust stochastic evolutionary computation algorithm based on movement and intelligence of swarms. This iterative particle swarm optimized (PSO) detector significantly reduces the computational complexity of conventional Maximum Likelihood (ML) detection technique. The simulation results achieved with this proposed MA-PSO detection algorithm show near optimal performance when compared with ML-MA receiver. The performance of proposed detector is convincingly better for higher order modulation schemes and large number of antennas where conventional ML detector becomes non-practical.

Keywords: Multi Antenna (MA), Multi-input Multi-output(MIMO), Particle Swarm Optimization (PSO), ML detection.

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Authors: Pulak Swain, A. K. Ojha

Abstract:

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

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

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Authors: Soma Roychowdhury

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This paper deals with a periodic-review substitutable inventory system for a finite and an infinite number of periods. Here an upward substitution structure, a substitution of a more costly item by a less costly one, is assumed, with two products. At the beginning of each period, a stochastic demand comes for the first item only, which is quality-wise better and hence costlier. Whenever an arriving demand finds zero inventory of this product, a fraction of unsatisfied customers goes for its substitutable second item. An optimal ordering policy has been derived for each period. The results are illustrated with numerical examples. A sensitivity analysis has been done to examine how sensitive the optimal solution and the maximum profit are to the values of the discount factor, when there is a large number of periods.

Keywords: Multi-period model, inventory, random demand, upward substitution.

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Authors: Sh. Derakhshan, A. Mostafavi

Abstract:

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

Keywords: Francis Turbine, Runner, Optimization, CFD

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

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

Keywords: Heat pipe, inclination, optimization, ratio.

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Authors: Yahya H. Zweiri

Abstract:

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

Keywords: Neural Networks, Backpropagation, Optimization.

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Authors: Jagannath Aryal, Don Kulasiri, Dishi Liu

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

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

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

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

Keywords: Network Reconfiguration, Optimization Techniques, Distribution System

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Authors: H. Nikzad, S. Yoshitomi

Abstract:

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

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

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

Abstract:

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

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

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

Abstract:

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

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

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

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

Keywords: Coastal transport, modeling, optimization.

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Authors: S. Khamsawang, S. Jiriwibhakorn

Abstract:

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

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

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Authors: D. Vijayakumar, R. K. Nema

Abstract:

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

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

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

Abstract:

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

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

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

Abstract:

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

Keywords: Communication protocol, transmission optimization, data acquisition.

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Authors: Deon de Jager, Yahya Zweiri, Dimitrios Makris

Abstract:

The three most important components in the cognitive architecture for cognitive robotics is memory representation, memory recall, and action-selection performed by the executive. In this paper, action selection, performed by the executive, is defined as a memory quantification and optimization process. The methodology describes the real-time construction of episodic memory through semantic memory optimization. The optimization is performed by set-based particle swarm optimization, using an adaptive entropy memory quantification approach for fitness evaluation. The performance of the approach is experimentally evaluated by simulation, where a UAV is tasked with the collection and delivery of a medical package. The experiments show that the UAV dynamically uses the episodic memory to autonomously control its velocity, while successfully completing its mission.

Keywords: Cognitive robotics, semantic memory, episodic memory, maximum entropy principle, particle swarm optimization.

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Authors: Radhwan Yousif Sedik Al-Jawadi

Abstract:

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

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

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Authors: Lukumba Phiri, Simon Tembo, Kumbuso Joshua Nyoni

Abstract:

In Zambia, recent initiatives by various power operators like ZESCO, CEC, and consumers like the mines, to upgrade power systems into smart grids, target an even tighter integration with information technologies to enable the integration of renewable energy sources, local and bulk generation, and demand response. Thus, for the reliable operation of smart grids, its information infrastructure must be secure and reliable in the face of both failures and cyberattacks. Due to the nature of the systems, ICS/SCADA cybersecurity and governance face additional challenges compared to the corporate networks, and critical systems may be left exposed. There exist control frameworks internationally such as the NIST framework, however, they are generic and do not meet the domain-specific needs of the SCADA systems. Zambia is also lagging in cybersecurity awareness and adoption, and therefore there is a concern about securing ICS controlling key infrastructure critical to the Zambian economy as there are few known facts about the true posture. In this paper, we present a stochastic Edged-based Anomaly Detection for SCADA systems (SEADS) framework for threat modeling and risk assessment. SEADS enables the calculation of steady-steady probabilities that are further applied to establish metrics like system availability, maintainability, and reliability.

Keywords: Anomaly detection, SmartGrid, edge, maintainability, reliability, stochastic process.

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Authors: Anatoli Torokhti, Phil Howlett

Abstract:

A theory for optimal filtering of infinite sets of random signals is presented. There are several new distinctive features of the proposed approach. First, a single optimal filter for processing any signal from a given infinite signal set is provided. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the scheme concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: Optimal filtering, data compression, stochastic signals.

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

Abstract:

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

Keywords: Function optimization, Multiobjective optimization, Learning automata.

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