Search results for: Nonlinear constrained optimization.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2920

Search results for: Nonlinear constrained optimization.

2830 A Fuzzy Mixed Integer Multi-Scenario Portfolio Optimization Model

Authors: M. S. Osman, A. A. Tharwat, I. A. El-Khodary, A. G. Chalabi

Abstract:

In this paper, we propose a multiple objective optimization model with respect to portfolio selection problem for investors looking forward to diversify their equity investments in a number of equity markets. Based on Markowitz-s M-V model we developed a Fuzzy Mixed Integer Multi-Objective Nonlinear Programming Problem (FMIMONLP) to maximize the investors- future gains on equity markets, reach the optimal proportion of the budget to be invested in different equities. A numerical example with a comprehensive analysis on artificial data from several equity markets is presented in order to illustrate the proposed model and its solution method. The model performed well compared with the deterministic version of the model.

Keywords: Equity Markets, Future Scenarios, PortfolioSelection, Multiple Criteria Fuzzy Optimization

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1926
2829 Determining Optimum Time Multiplier Setting of Overcurrent Relays Using Mixed Integer Linear Programming

Authors: P. N. Korde, P. P. Bedekar

Abstract:

The time coordination of overcurrent relays (OCR) in a power distribution network is of great importance, as it reduces the power outages by avoiding the mal-operation of the backup relays. For this, the optimum value of the time multiplier setting (TMS) of OCRs should be chosen. The problem of determining the optimum value of TMS of OCRs in power distribution networks is formulated as a constrained optimization problem. The objective is to find the optimum value of TMS of OCRs to minimize the time of operation of relays under the constraint of maintaining the coordination of relays. A power distribution network can have a combination of numerical and electromechanical relays. The TMS of numerical relays can be set to any real value (which satisfies the constraints of the problem), whereas the TMS of electromechanical relays can be set in fixed step (0 to 1 in steps of 0.05). The main contribution of this paper is a formulation of the problem as a mixed-integer linear programming (MILP) problem and application of Gomory's cutting plane method to find the optimum value of TMS of OCRs. The TMS of electromechanical relays are taken as integers in the range 1 to 20 in the step of 1, and these values are mapped to 0.05 to 1 in the step of 0.05. The results obtained are compared with those obtained using a simplex method and its variants. It has been shown that the mixed-integer linear programming method outperforms the simplex method (and its variants) in the case of a system having a combination of numerical and electromechanical relays.

Keywords: Backup protection, constrained optimization, Gomory's cutting plane method, mixed-integer linear programming, overcurrent relay coordination, simplex method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 360
2828 Direct Design of Steel Bridge Using Nonlinear Inelastic Analysis

Authors: Boo-Sung Koh, Seung-Eock Kim

Abstract:

In this paper, a direct design using a nonlinear inelastic analysis is suggested. Also, this paper compares the load carrying capacity obtained by a nonlinear inelastic analysis with experiment results to verify the accuracy of the results. The allowable stress design results of a railroad through a plate girder bridge and the safety factor of the nonlinear inelastic analysis were compared to examine the safety performance. As a result, the load safety factor for the nonlinear inelastic analysis was twice as high as the required safety factor under the allowable stress design standard specified in the civil engineering structure design standards for urban magnetic levitation railways, which further verified the advantages of the proposed direct design method.

Keywords: Direct design, nonlinear inelastic analysis, residual stress, initial geometric imperfection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1414
2827 A Multi-Level GA Search with Application to the Resource-Constrained Re-Entrant Flow Shop Scheduling Problem

Authors: Danping Lin, C.K.M. Lee

Abstract:

Re-entrant scheduling is an important search problem with many constraints in the flow shop. In the literature, a number of approaches have been investigated from exact methods to meta-heuristics. This paper presents a genetic algorithm that encodes the problem as multi-level chromosomes to reflect the dependent relationship of the re-entrant possibility and resource consumption. The novel encoding way conserves the intact information of the data and fastens the convergence to the near optimal solutions. To test the effectiveness of the method, it has been applied to the resource-constrained re-entrant flow shop scheduling problem. Computational results show that the proposed GA performs better than the simulated annealing algorithm in the measure of the makespan

Keywords: Resource-constrained, re-entrant, genetic algorithm (GA), multi-level encoding

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1739
2826 Frequency Response of Complex Systems with Localized Nonlinearities

Authors: E. Menga, S. Hernandez

Abstract:

Finite Element Models (FEMs) are widely used in order to study and predict the dynamic properties of structures and usually, the prediction can be obtained with much more accuracy in the case of a single component than in the case of assemblies. Especially for structural dynamics studies, in the low and middle frequency range, most complex FEMs can be seen as assemblies made by linear components joined together at interfaces. From a modelling and computational point of view, these types of joints can be seen as localized sources of stiffness and damping and can be modelled as lumped spring/damper elements, most of time, characterized by nonlinear constitutive laws. On the other side, most of FE programs are able to run nonlinear analysis in time-domain. They treat the whole structure as nonlinear, even if there is one nonlinear degree of freedom (DOF) out of thousands of linear ones, making the analysis unnecessarily expensive from a computational point of view. In this work, a methodology in order to obtain the nonlinear frequency response of structures, whose nonlinearities can be considered as localized sources, is presented. The work extends the well-known Structural Dynamic Modification Method (SDMM) to a nonlinear set of modifications, and allows getting the Nonlinear Frequency Response Functions (NLFRFs), through an ‘updating’ process of the Linear Frequency Response Functions (LFRFs). A brief summary of the analytical concepts is given, starting from the linear formulation and understanding what the implications of the nonlinear one, are. The response of the system is formulated in both: time and frequency domain. First the Modal Database is extracted and the linear response is calculated. Secondly the nonlinear response is obtained thru the NL SDMM, by updating the underlying linear behavior of the system. The methodology, implemented in MATLAB, has been successfully applied to estimate the nonlinear frequency response of two systems. The first one is a two DOFs spring-mass-damper system, and the second example takes into account a full aircraft FE Model. In spite of the different levels of complexity, both examples show the reliability and effectiveness of the method. The results highlight a feasible and robust procedure, which allows a quick estimation of the effect of localized nonlinearities on the dynamic behavior. The method is particularly powerful when most of the FE Model can be considered as acting linearly and the nonlinear behavior is restricted to few degrees of freedom. The procedure is very attractive from a computational point of view because the FEM needs to be run just once, which allows faster nonlinear sensitivity analysis and easier implementation of optimization procedures for the calibration of nonlinear models.

Keywords: Frequency response, nonlinear dynamics, structural dynamic modification, softening effect, rubber.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1275
2825 Nonlinear Time-History Analysis of 3-Dimensional Semi-rigid Steel Frames

Authors: Phu-Cuong Nguyen, Seung-Eock Kim

Abstract:

This paper presents nonlinear elastic dynamic analysis of 3-D semi-rigid steel frames including geometric and connection nonlinearities. The geometric nonlinearity is considered by using stability functions and updating geometric stiffness matrix. The nonlinear behavior of the steel beam-to-column connection is considered by using a zero-length independent connection element comprising of six translational and rotational springs. The nonlinear dynamic equilibrium equations are solved by the Newmark numerical integration method. The nonlinear time-history analysis results are compared with those of previous studies and commercial SAP2000 software to verify the accuracy and efficiency of the proposed procedure.

Keywords: Geometric nonlinearity, nonlinear time-historyanalysis, semi-rigid connection, stability functions.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3905
2824 A Case Study of Bee Algorithm for Ready Mixed Concrete Problem

Authors: W. Wongthatsanekorn, N. Matheekrieangkrai

Abstract:

This research proposes Bee Algorithm (BA) to optimize Ready Mixed Concrete (RMC) truck scheduling problem from single batch plant to multiple construction sites. This problem is considered as an NP-hard constrained combinatorial optimization problem. This paper provides the details of the RMC dispatching process and its related constraints. BA was then developed to minimize total waiting time of RMC trucks while satisfying all constraints. The performance of BA is then evaluated on two benchmark problems (3 and 5construction sites) according to previous researchers. The simulation results of BA are compared in term of efficiency and accuracy with Genetic Algorithm (GA) and all problems show that BA approach outperforms GA in term of efficiency and accuracy to obtain optimal solution. Hence, BA approach could be practically implemented to obtain the best schedule.

Keywords: Bee Colony Optimization, Ready Mixed Concrete Problem.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2866
2823 A Fast Directionally Constrained Minimization of Power Algorithm for Extracting a Speech Signal Perpendicular to a Microphone Array

Authors: Yasuhiko Okuma, Yuichi Suzuki, Takahiro Murakami, Yoshihisa Ishida

Abstract:

In this paper, an extended method of the directionally constrained minimization of power (DCMP) algorithm for broadband signals is proposed. The DCMP algorithm is one of the useful techniques of extracting a target signal from observed signals of a microphone array system. In the DCMP algorithm, output power of the microphone array is minimized under a constraint of constant responses to directions of arrival (DOAs) of specific signals. In our algorithm, by limiting the directional constraint to the perpendicular direction to the sensor array system, the calculating time is reduced.

Keywords: Beamformer, directionally constrained minimizationof power, direction of arrival, microphone array.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1602
2822 Flexible Heuristics for Project Scheduling with Limited Resources

Authors: Miloš Šeda

Abstract:

Resource-constrained project scheduling is an NPhard optimisation problem. There are many different heuristic strategies how to shift activities in time when resource requirements exceed their available amounts. These strategies are frequently based on priorities of activities. In this paper, we assume that a suitable heuristic has been chosen to decide which activities should be performed immediately and which should be postponed and investigate the resource-constrained project scheduling problem (RCPSP) from the implementation point of view. We propose an efficient routine that, instead of shifting the activities, extends their duration. It makes it possible to break down their duration into active and sleeping subintervals. Then we can apply the classical Critical Path Method that needs only polynomial running time. This algorithm can simply be adapted for multiproject scheduling with limited resources.

Keywords: Project management, resource-constrained scheduling, NP-hard problem, CPM, heuristic method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1367
2821 Multigrid Bilateral Filter

Authors: Zongqing Lu

Abstract:

It has proved that nonlinear diffusion and bilateral filtering (BF) have a closed connection. Early effort and contribution are to find a generalized representation to link them by using adaptive filtering. In this paper a new further relationship between nonlinear diffusion and bilateral filtering is explored which pays more attention to numerical calculus. We give a fresh idea that bilateral filtering can be accelerated by multigrid (MG) scheme which likes the nonlinear diffusion, and show that a bilateral filtering process with large kernel size can be approximated by a nonlinear diffusion process based on full multigrid (FMG) scheme.

Keywords: Bilateral filter, multigrid

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1812
2820 Identification of Nonlinear Systems Using Radial Basis Function Neural Network

Authors: C. Pislaru, A. Shebani

Abstract:

This paper uses the radial basis function neural network (RBFNN) for system identification of nonlinear systems. Five nonlinear systems are used to examine the activity of RBFNN in system modeling of nonlinear systems; the five nonlinear systems are dual tank system, single tank system, DC motor system, and two academic models. The feed forward method is considered in this work for modelling the non-linear dynamic models, where the KMeans clustering algorithm used in this paper to select the centers of radial basis function network, because it is reliable, offers fast convergence and can handle large data sets. The least mean square method is used to adjust the weights to the output layer, and Euclidean distance method used to measure the width of the Gaussian function.

Keywords: System identification, Nonlinear system, Neural networks, RBF neural network.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2813
2819 A New Verified Method for Solving Nonlinear Equations

Authors: Taher Lotfi , Parisa Bakhtiari , Katayoun Mahdiani , Mehdi Salimi

Abstract:

In this paper, verified extension of the Ostrowski method which calculates the enclosure solutions of a given nonlinear equation is introduced. Also, error analysis and convergence will be discussed. Some implemented examples with INTLAB are also included to illustrate the validity and applicability of the scheme.

Keywords: Iinterval analysis, nonlinear equations, Ostrowski method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1471
2818 The Small Scale Effect on Nonlinear Vibration of Single Layer Graphene Sheets

Authors: E. Jomehzadeh, A.R. Saidi

Abstract:

In the present article, nonlinear vibration analysis of single layer graphene sheets is presented and the effect of small length scale is investigated. Using the Hamilton's principle, the three coupled nonlinear equations of motion are obtained based on the von Karman geometrical model and Eringen theory of nonlocal continuum. The solutions of Free nonlinear vibration, based on a one term mode shape, are found for both simply supported and clamped graphene sheets. A complete analysis of graphene sheets with movable as well as immovable in-plane conditions is also carried out. The results obtained herein are compared with those available in the literature for classical isotropic rectangular plates and excellent agreement is seen. Also, the nonlinear effects are presented as functions of geometric properties and small scale parameter.

Keywords: Small scale, Nonlinear vibration, Graphene sheet, Nonlocal continuum

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2290
2817 Impact of Increasing Distributed Solar PV Systems on Distribution Networks in South Africa

Authors: Aradhna Pandarum

Abstract:

South Africa is experiencing an exponential growth of distributed solar PV installations. This is due to various factors with the predominant one being increasing electricity tariffs along with decreasing installation costs, resulting in attractive business cases to some end-users. Despite there being a variety of economic and environmental advantages associated with the installation of PV, their potential impact on distribution grids has yet to be thoroughly investigated. This is especially true since the locations of these units cannot be controlled by Network Service Providers (NSPs) and their output power is stochastic and non-dispatchable. This report details two case studies that were completed to determine the possible voltage and technical losses impact of increasing PV penetration in the Northern Cape of South Africa. Some major impacts considered for the simulations were ramping of PV generation due to intermittency caused by moving clouds, the size and overall hosting capacity and the location of the systems. The main finding is that the technical impact is different on a constrained feeder vs a non-constrained feeder. The acceptable PV penetration level is much lower for a constrained feeder than a non-constrained feeder, depending on where the systems are located.

Keywords: Medium voltage networks, power system losses, power system voltage, solar photovoltaic, PV.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 482
2816 Particle Swarm Optimization with Reduction for Global Optimization Problems

Authors: Michiharu Maeda, Shinya Tsuda

Abstract:

This paper presents an algorithm of particle swarm optimization with reduction for global optimization problems. Particle swarm optimization is an algorithm which refers to the collective motion such as birds or fishes, and a multi-point search algorithm which finds a best solution using multiple particles. Particle swarm optimization is so flexible that it can adapt to a number of optimization problems. When an objective function has a lot of local minimums complicatedly, the particle may fall into a local minimum. For avoiding the local minimum, a number of particles are initially prepared and their positions are updated by particle swarm optimization. Particles sequentially reduce to reach a predetermined number of them grounded in evaluation value and particle swarm optimization continues until the termination condition is met. In order to show the effectiveness of the proposed algorithm, we examine the minimum by using test functions compared to existing algorithms. Furthermore the influence of best value on the initial number of particles for our algorithm is discussed.

Keywords: Particle swarm optimization, Global optimization, Metaheuristics, Reduction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1571
2815 Effect of Implementation of Nonlinear Sequence Transformations on Power Series Expansion for a Class of Non-Linear Abel Equations

Authors: Javad Abdalkhani

Abstract:

Convergence of power series solutions for a class of non-linear Abel type equations, including an equation that arises in nonlinear cooling of semi-infinite rods, is very slow inside their small radius of convergence. Beyond that the corresponding power series are wildly divergent. Implementation of nonlinear sequence transformation allow effortless evaluation of these power series on very large intervals..

Keywords: Nonlinear transformation, Abel Volterra Equations, Mathematica

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1262
2814 A Modification on Newton's Method for Solving Systems of Nonlinear Equations

Authors: Jafar Biazar, Behzad Ghanbari

Abstract:

In this paper, we are concerned with the further study for system of nonlinear equations. Since systems with inaccurate function values or problems with high computational cost arise frequently in science and engineering, recently such systems have attracted researcher-s interest. In this work we present a new method which is independent of function evolutions and has a quadratic convergence. This method can be viewed as a extension of some recent methods for solving mentioned systems of nonlinear equations. Numerical results of applying this method to some test problems show the efficiently and reliability of method.

Keywords: System of nonlinear equations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1544
2813 Harmonic Elimination of Hybrid Multilevel Inverters Using Particle Swarm Optimization

Authors: N. Janjamraj, A. Oonsivilai

Abstract:

This paper present the harmonic elimination of hybrid multilevel inverters (HMI) which could be increase the number of output voltage level. Total Harmonic Distortion (THD) is one of the most important requirements concerning performance indices. Because of many numbers output levels of HMI, it had numerous unknown variables of eliminate undesired individual harmonic and THD nonlinear equations set. Optimized harmonic stepped waveform (OHSW) is solving switching angles conventional method, but most complicated for solving as added level. The artificial intelligent techniques are deliberation to solve this problem. This paper presents the Particle Swarm Optimization (PSO) technique for solving switching angles to get minimum THD and eliminate undesired individual harmonics of 15-levels hybrid multilevel inverters. Consequently it had many variables and could eliminate numerous harmonics. Both advantages including high level of inverter and Particle Swarm Optimization (PSO) are used as powerful tools for harmonics elimination.

Keywords: Multilevel Inverters, Particle Swarms Optimization, Harmonic Elimination.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2473
2812 On the Approximate Solution of a Nonlinear Singular Integral Equation

Authors: Nizami Mustafa, C. Ardil

Abstract:

In this study, the existence and uniqueness of the solution of a nonlinear singular integral equation that is defined on a region in the complex plane is proven and a method is given for finding the solution.

Keywords: Approximate solution, Fixed-point principle, Nonlinear singular integral equations, Vekua integral operator

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1872
2811 Simulated Annealing Application for Structural Optimization

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

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1901
2810 Dynamic Programming Based Algorithm for the Unit Commitment of the Transmission-Constrained Multi-Site Combined Heat and Power System

Authors: A. Rong, P. B. Luh, R. Lahdelma

Abstract:

High penetration of intermittent renewable energy sources (RES) such as solar power and wind power into the energy system has caused temporal and spatial imbalance between electric power supply and demand for some countries and regions. This brings about the critical need for coordinating power production and power exchange for different regions. As compared with the power-only systems, the combined heat and power (CHP) systems can provide additional flexibility of utilizing RES by exploiting the interdependence of power and heat production in the CHP plant. In the CHP system, power production can be influenced by adjusting heat production level and electric power can be used to satisfy heat demand by electric boiler or heat pump in conjunction with heat storage, which is much cheaper than electric storage. This paper addresses multi-site CHP systems without considering RES, which lay foundation for handling penetration of RES. The problem under study is the unit commitment (UC) of the transmission-constrained multi-site CHP systems. We solve the problem by combining linear relaxation of ON/OFF states and sequential dynamic programming (DP) techniques, where relaxed states are used to reduce the dimension of the UC problem and DP for improving the solution quality. Numerical results for daily scheduling with realistic models and data show that DP-based algorithm is from a few to a few hundred times faster than CPLEX (standard commercial optimization software) with good solution accuracy (less than 1% relative gap from the optimal solution on the average).

Keywords: Dynamic programming, multi-site combined heat and power system, relaxed states, transmission-constrained generation unit commitment.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1638
2809 Normalization and Constrained Optimization of Measures of Fuzzy Entropy

Authors: K.C. Deshmukh, P.G. Khot, Nikhil

Abstract:

In the literature of information theory, there is necessity for comparing the different measures of fuzzy entropy and this consequently, gives rise to the need for normalizing measures of fuzzy entropy. In this paper, we have discussed this need and hence developed some normalized measures of fuzzy entropy. It is also desirable to maximize entropy and to minimize directed divergence or distance. Keeping in mind this idea, we have explained the method of optimizing different measures of fuzzy entropy.

Keywords: Fuzzy set, Uncertainty, Fuzzy entropy, Normalization, Membership function

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1408
2808 Reliability-Based Topology Optimization Based on Evolutionary Structural Optimization

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

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2740
2807 Dynamic Analysis of Reduced Order Large Rotating Vibro-Impact Systems

Authors: Miroslav Byrtus

Abstract:

Large rotating systems, especially gear drives and gearboxes, occur as parts of many mechanical devices transmitting the torque with relatively small loss of power. With the increased demand for high speed machinery, mathematical modeling and dynamic analysis of gear drives gained importance. Mathematical description of such mechanical systems is a complex task evolving for several decades. In gear drive dynamic models, which include flexible shafts, bearings and gearing and use the finite elements, nonlinear effects due to gear mesh and bearings are usually ignored, for such models have large number of degrees of freedom (DOF) and it is computationally expensive to analyze nonlinear systems with large number of DOF. Therefore, these models are not suitable for simulation of nonlinear behavior with amplitude jumps in frequency response. The contribution uses a methodology of nonlinear large rotating system modeling which is based on degrees of freedom (DOF) number reduction using modal synthesis method (MSM). The MSM enables significant DOF number reduction while keeping the nonlinear behavior of the system in a specific frequency range. Further, the MSM with DOF number reduction is suitable for including detail models of nonlinear couplings (mainly gear and bearing couplings) into the complete gear drive models. Since each subsystem is modeled separately using different FEM systems, it is advantageous to parameterize models of subsystems and to use the parameterization for optimization of chosen design parameters. Final complex model of gear drive is assembled in MATLAB and MATLAB tools are used for dynamical analysis of the nonlinear system. The contribution is further focused on developing of a methodology for investigation of behavior of the system by Nonlinear Normal Modes with combination of the MSM using numerical continuation method. The proposed methodology will be tested using a two-stage gearbox including its housing.

Keywords: Vibro-impact system, rotating system, gear drive, modal synthesis method, numerical continuation method, periodic solution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2368
2806 Some Third Order Methods for Solving Systems of Nonlinear Equations

Authors: Janak Raj Sharma, Rajni Sharma

Abstract:

Based on Traub-s methods for solving nonlinear equation f(x) = 0, we develop two families of third-order methods for solving system of nonlinear equations F(x) = 0. The families include well-known existing methods as special cases. The stability is corroborated by numerical results. Comparison with well-known methods shows that the present methods are robust. These higher order methods may be very useful in the numerical applications requiring high precision in their computations because these methods yield a clear reduction in number of iterations.

Keywords: Nonlinear equations and systems, Newton's method, fixed point iteration, order of convergence.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2153
2805 A Mean–Variance–Skewness Portfolio Optimization Model

Authors: Kostas Metaxiotis

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1325
2804 State Estimation Method Based on Unscented Kalman Filter for Vehicle Nonlinear Dynamics

Authors: Wataru Nakamura, Tomoaki Hashimoto, Liang-Kuang Chen

Abstract:

This paper provides a state estimation method for automatic control systems of nonlinear vehicle dynamics. A nonlinear tire model is employed to represent the realistic behavior of a vehicle. In general, all the state variables of control systems are not precisedly known, because those variables are observed through output sensors and limited parts of them might be only measurable. Hence, automatic control systems must incorporate some type of state estimation. It is needed to establish a state estimation method for nonlinear vehicle dynamics with restricted measurable state variables. For this purpose, unscented Kalman filter method is applied in this study for estimating the state variables of nonlinear vehicle dynamics. The objective of this paper is to propose a state estimation method using unscented Kalman filter for nonlinear vehicle dynamics. The effectiveness of the proposed method is verified by numerical simulations.

Keywords: State estimation, control systems, observer systems, unscented Kalman filter, nonlinear vehicle dynamics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 533
2803 Analytical Based Truncation Principle of Higher-Order Solution for a x1/3 Force Nonlinear Oscillator

Authors: Md. Alal Hosen

Abstract:

In this paper, a modified harmonic balance method based an analytical technique has been developed to determine higher-order approximate periodic solutions of a conservative nonlinear oscillator for which the elastic force term is proportional to x1/3. Usually, a set of nonlinear algebraic equations is solved in this method. However, analytical solutions of these algebraic equations are not always possible, especially in the case of a large oscillation. In this article, different parameters of the same nonlinear problems are found, for which the power series produces desired results even for the large oscillation. We find a modified harmonic balance method works very well for the whole range of initial amplitudes, and the excellent agreement of the approximate frequencies and periodic solutions with the exact ones has been demonstrated and discussed. Besides these, a suitable truncation formula is found in which the solution measures better results than existing solutions. The method is mainly illustrated by the x1/3 force nonlinear oscillator but it is also useful for many other nonlinear problems.

Keywords: Approximate solutions, Harmonic balance method, Nonlinear oscillator, Perturbation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1383
2802 Simulation of Propagation of Cos-Gaussian Beam in Strongly Nonlocal Nonlinear Media Using Paraxial Group Transformation

Authors: A. Keshavarz, Z. Roosta

Abstract:

In this paper, propagation of cos-Gaussian beam in strongly nonlocal nonlinear media has been stimulated by using paraxial group transformation. At first, cos-Gaussian beam, nonlocal nonlinear media, critical power, transfer matrix, and paraxial group transformation are introduced. Then, the propagation of the cos-Gaussian beam in strongly nonlocal nonlinear media is simulated. Results show that beam propagation has periodic structure during self-focusing effect in this case. However, this simple method can be used for investigation of propagation of kinds of beams in ABCD optical media.

Keywords: Paraxial group transformation, nonlocal nonlinear media, Cos-Gaussian beam, ABCD law.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 800
2801 Improvement of Central Composite Design in Modeling and Optimization of Simulation Experiments

Authors: A. Nuchitprasittichai, N. Lerdritsirikoon, T. Khamsing

Abstract:

Simulation modeling can be used to solve real world problems. It provides an understanding of a complex system. To develop a simplified model of process simulation, a suitable experimental design is required to be able to capture surface characteristics. This paper presents the experimental design and algorithm used to model the process simulation for optimization problem. The CO2 liquefaction based on external refrigeration with two refrigeration circuits was used as a simulation case study. Latin Hypercube Sampling (LHS) was purposed to combine with existing Central Composite Design (CCD) samples to improve the performance of CCD in generating the second order model of the system. The second order model was then used as the objective function of the optimization problem. The results showed that adding LHS samples to CCD samples can help capture surface curvature characteristics. Suitable number of LHS sample points should be considered in order to get an accurate nonlinear model with minimum number of simulation experiments.

Keywords: Central composite design, CO2 liquefaction, Latin Hypercube Sampling, simulation – based optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 692