Search results for: Parametric Optimization

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.

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Authors: M. Kulesza, G. Szwoch, A. Czyżewski

Abstract:

A novel approach to speech coding using the hybrid architecture is presented. Advantages of parametric and perceptual coding methods are utilized together in order to create a speech coding algorithm assuring better signal quality than in traditional CELP parametric codec. Two approaches are discussed. One is based on selection of voiced signal components that are encoded using parametric algorithm, unvoiced components that are encoded perceptually and transients that remain unencoded. The second approach uses perceptual encoding of the residual signal in CELP codec. The algorithm applied for precise transient selection is described. Signal quality achieved using the proposed hybrid codec is compared to quality of some standard speech codecs.

Keywords: CELP residual coding, hybrid codec architecture, perceptual speech coding, speech codecs comparison.

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Authors: Saeed Asiri

Abstract:

This research is to design and implement a new kind of agitators called differential agitator. The Differential Agitator is an electro- mechanic set consists of two shafts. The first shaft is the bearing axis while the second shaft is the axis of the quartet upper bearing impellers group and the triple lower group which are called as agitating group. The agitating group is located inside a cylindrical container equipped especially to contain square directors for the liquid entrance and square directors called fixing group for the liquid exit. The fixing group is installed containing the agitating group inside any tank whether from upper or lower position. The agitating process occurs through the agitating group bearing causing a lower pressure over the upper group leading to withdrawing the liquid from the square directors of the liquid entering and consequently the liquid moves to the denser place under the quartet upper group. Then, the liquid moves to the so high pressure area under the agitating group causing the liquid to exit from the square directors in the bottom of the container. For improving efficiency, parametric study and shape optimization has been carried out. A numerical analysis, manufacturing and laboratory experiments were conducted to design and implement the differential agitator. Knowing the material prosperities and the loading conditions, the FEM using ANSYS11 was used to get the optimum design of the geometrical parameters of the differential agitator elements while the experimental test was performed to validate the advantages of the differential agitators to give a high agitation performance of lime in the water as an example. In addition, the experimental work has been done to express the internal container shape in the agitation efficiency. The study ended up with conclusions to maximize agitator performance and optimize the geometrical parameters to be used for manufacturing the differential agitator

Keywords: Differential Agitators, Parametric Optimization, Shape Optimization, Agitation, FEM, ANSYS11.

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Authors: S. Atabay, T. A. Ali, Md. M. Mortula

Abstract:

This paper presents the results and findings from a parametric study on the water surface elevation at upstream of bridge constriction for subcritical flow. In this study, the influence of Manning's Roughness Coefficient of main channel (nmc) and floodplain (nfp), and bridge opening (b) flow rate (Q), contraction (kcon) and expansion coefficients (kexp) were investigated on backwater level. The DECK bridge models with different span widths and without any pier were investigated within the two stage channel having various roughness conditions. One of the most commonly used commercial one-dimensional HEC-RAS model was used in this parametric study. This study showed that the effects of main channel roughness (nmc) and flow rate (Q) on the backwater level are much higher than those of the floodplain roughness (nfp). Bridge opening (b) with contraction (kcon) and expansion coefficients (kexp) have very little effect on the backwater level within this range of parameters.

Keywords: Bridge backwater, parametric study and waterways.

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Authors: María L. Jalón, Feargal Brennan

Abstract:

A non-stationary stochastic optimization methodology is applied to an OWC (oscillating water column) to find the design that maximizes the wave energy extraction. Different temporal cycles are considered to represent the long-term variability of the wave climate at the site in the optimization problem. The results of the non-stationary stochastic optimization problem are compared against those obtained by a stationary stochastic optimization problem. The comparative analysis reveals that the proposed non-stationary optimization provides designs with a better fit to reality. However, the stationarity assumption can be adequate when looking at averaged system response.

Keywords: Non-stationary stochastic optimization, oscillating water column, temporal variability, wave energy.

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Authors: N. Nacereddine, L. Hamami, M. Tridi, N. Oucief

Abstract:

In non destructive testing by radiography, a perfect knowledge of the weld defect shape is an essential step to appreciate the quality of the weld and make decision on its acceptability or rejection. Because of the complex nature of the considered images, and in order that the detected defect region represents the most accurately possible the real defect, the choice of thresholding methods must be done judiciously. In this paper, performance criteria are used to conduct a comparative study of four non parametric histogram thresholding methods for automatic extraction of weld defect in radiographic images.

Keywords: Radiographic images, non parametric methods, histogram thresholding, performance criteria.

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Authors: Minyar Sassi, Amel Grissa-Touzi

Abstract:

Appeared toward 1986, the object-oriented databases management systems had not known successes knew five years after their birth. One of the major difficulties is the query optimization. We propose in this paper a new approach that permits to enrich techniques of query optimization existing in the object-oriented databases. Seen success that knew the query optimization in the relational model, our approach inspires itself of these optimization techniques and enriched it so that they can support the new concepts introduced by the object databases.

Keywords: Query, query optimization, relational databases, object-oriented databases.

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Authors: Waleed Abohamad, Amr Arisha

Abstract:

Owing the fact that optimization of business process is a crucial requirement to navigate, survive and even thrive in today-s volatile business environment, this paper presents a framework for selecting a best-fit optimization package for solving complex business problems. Complexity level of the problem and/or using incorrect optimization software can lead to biased solutions of the optimization problem. Accordingly, the proposed framework identifies a number of relevant factors (e.g. decision variables, objective functions, and modeling approach) to be considered during the evaluation and selection process. Application domain, problem specifications, and available accredited optimization approaches are also to be regarded. A recommendation of one or two optimization software is the output of the framework which is believed to provide the best results of the underlying problem. In addition to a set of guidelines and recommendations on how managers can conduct an effective optimization exercise is discussed.

Keywords: Complex Business Problems, Optimization, Selection Criteria, Software Evaluation.

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Authors: Liudmyla Koliechkina, Olena Dvirna

Abstract:

The statement of the multi-objective optimization problem on combinatorial configurations is formulated, and the approach to its solution is proposed. The problem is of interest as a combinatorial optimization one with many criteria, which is a model of many applied tasks. The approach to solving the multi-objective optimization problem on combinatorial configurations consists of two stages; the first is the reduction of the multi-objective problem to the single criterion based on existing multi-objective optimization methods, the second stage solves the directly replaced single criterion combinatorial optimization problem by the horizontal combinatorial method. This approach provides the optimal solution to the multi-objective optimization problem on combinatorial configurations, taking into account additional restrictions for a finite number of steps.

Keywords: Discrete set, linear combinatorial optimization, multi-objective optimization, multipermutation, Pareto solutions, partial permutation set, permutation, structural graph.

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Authors: Jagabondhu Hazra, Avinash Sinha

Abstract:

Economic dispatch problem is an optimization problem where objective function is highly non linear, non-convex, non-differentiable and may have multiple local minima. Therefore, classical optimization methods may not converge or get trapped to any local minima. This paper presents a comparative study of four different evolutionary algorithms i.e. genetic algorithm, bacteria foraging optimization, ant colony optimization and particle swarm optimization for solving the economic dispatch problem. All the methods are tested on IEEE 30 bus test system. Simulation results are presented to show the comparative performance of these methods.

Keywords: Ant colony optimization, bacteria foraging optimization, economic dispatch, evolutionary algorithm, genetic algorithm, particle swarm optimization.

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Authors: Pham Van Nha, Le Cam Binh

Abstract:

Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm. PSO was inspired by the natural behavior of birds and fish in migration and foraging for food. PSO is considered as a multidisciplinary optimization model that can be applied in various optimization problems. PSO’s ideas are simple and easy to understand but PSO is only applied in simple model problems. We think that in order to expand the applicability of PSO in complex problems, PSO should be described more explicitly in the form of a mathematical model. In this paper, we represent PSO in a mathematical model and apply in the multivariate data classification. First, PSOs general mathematical model (MPSO) is analyzed as a universal optimization model. Then, Model of Optimal Centroids (MOC) is proposed for the multivariate data classification. Experiments were conducted on some benchmark data sets to prove the effectiveness of MOC compared with several proposed schemes.

Keywords: Analysis of optimization, artificial intelligence-based optimization, optimization for learning and data analysis, global optimization.

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Authors: Zhu Xiong-feng, Hou Zhong-xi, Guo Zheng, Liu Zhao-Wei

Abstract:

A method of dynamic mesh based airfoil optimization is proposed according to the drawbacks of surrogate model based airfoil optimization. Programs are designed to achieve the dynamic mesh. Boundary condition is add by integrating commercial software Pointwise, meanwhile the CFD calculation is carried out by commercial software Fluent. The data exchange and communication between the software and programs referred above have been accomplished, and the whole optimization process is performed in iSIGHT platform. A simplified airfoil optimization study case is brought out to show that aerodynamic performances of airfoil have been significantly improved, even save massive repeat operations and increase the robustness and credibility of the optimization result. The case above proclaims that dynamic mesh based airfoil optimization is an effective and high efficient method.

Keywords: unmanned air vehicles, dynamic mesh, airfoil optimization, CFD, genetic algorithm

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Authors: Al Jefferson J. Pabelic, Dennis A. Tarepe

Abstract:

Bootstrapping has gained popularity in different tests of hypotheses as an alternative in using asymptotic distribution if one is not sure of the distribution of the test statistic under a null hypothesis. This method, in general, has two variants – the parametric and the nonparametric approaches. However, issues on reliability of this method always arise in many applications. This paper addresses the issue on reliability by establishing a reliability measure in terms of quantiles with respect to asymptotic distribution, when this is approximately correct. The test of hypotheses used is Ftest. The simulated results show that using nonparametric bootstrapping in F-test gives better reliability than parametric bootstrapping with relatively higher degrees of freedom.

Keywords: F-test, nonparametric bootstrapping, parametric bootstrapping, reliability measure, tests of hypotheses.

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Authors: Analise Borg, Paul Micallef

Abstract:

Over the past few years, the online multimedia collection has grown at a fast pace. Several companies showed interest to study the different ways to organise the amount of audio information without the need of human intervention to generate metadata. In the past few years, many applications have emerged on the market which are capable of identifying a piece of music in a short time. Different audio effects and degradation make it much harder to identify the unknown piece. In this paper, an audio fingerprinting system which makes use of a non-parametric based algorithm is presented. Parametric analysis is also performed using Gaussian Mixture Models (GMMs). The feature extraction methods employed are the Mel Spectrum Coefficients and the MPEG-7 basic descriptors. Bin numbers replaced the extracted feature coefficients during the non-parametric modelling. The results show that nonparametric analysis offer potential results as the ones mentioned in the literature.

Keywords: Audio fingerprinting, mapping algorithm, Gaussian Mixture Models, MFCC, MPEG-7.

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Authors: Mohammad Ali Lotfollahi-Yaghin, Hamid Ahmadi

Abstract:

In the present paper, a set of parametric FE stress analyses is carried out for two-planar welded tubular DKT-joints under two different axial load cases. Analysis results are used to present general remarks on the effect of geometrical parameters on the stress concentration factors (SCFs) at the inner saddle, outer saddle, toe, and heel positions on the main (outer) brace. Then a new set of SCF parametric equations is developed through nonlinear regression analysis for the fatigue design of two-planar DKT-joints. An assessment study of these equations is conducted against the experimental data; and the satisfaction of the criteria regarding the acceptance of parametric equations is checked. Significant effort has been devoted by researchers to the study of SCFs in various uniplanar tubular connections. Nevertheless, for multi-planar joints covering the majority of practical applications, very few investigations have been reported due to the complexity and high cost involved.

Keywords: Offshore jacket structure, Parametric equation, Stress concentration factor (SCF), Two-planar tubular KT-joint

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Authors: Su Cheng Haw, G. S. V. Radha Krishna Rao

Abstract:

Over the past few years, XML (eXtensible Mark-up Language) has emerged as the standard for information representation and data exchange over the Internet. This paper provides a kick-start for new researches venturing in XML databases field. We survey the storage representation for XML document, review the XML query processing and optimization techniques with respect to the particular storage instance. Various optimization technologies have been developed to solve the query retrieval and updating problems. Towards the later year, most researchers proposed hybrid optimization techniques. Hybrid system opens the possibility of covering each technology-s weakness by its strengths. This paper reviews the advantages and limitations of optimization techniques.

Keywords: indexing, labeling scheme, query optimization, XML storage.

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Authors: Alia Abdul Ghaffar, Tom Richardson

Abstract:

A model reference adaptive control and a fixed gain LQR control were implemented in the height controller of a quadrotor that has parametric uncertainties due to the act of picking up an object of unknown dimension and mass. It is shown that an adaptive controller, unlike the fixed gain controller, is capable of ensuring a stable tracking performance under such condition, although adaptive control suffers from several limitations. The combination of both adaptive and fixed gain control in the controller architecture can result in an enhanced tracking performance in the presence parametric uncertainties.

Keywords: UAV, quadrotor, model reference adaptive control, LQR control.

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Authors: Hamid Ahmadi, Shadi Asoodeh

Abstract:

The fatigue life of tubular joints commonly found in offshore industry is not only dependent on the value of hot-spot stress (HSS), but is also significantly influenced by the through-thethickness stress distribution characterized by the degree of bending (DoB). The determination of DoB values in a tubular joint is essential for improving the accuracy of fatigue life estimation using the stresslife (S–N) method and particularly for predicting the fatigue crack growth based on the fracture mechanics (FM) approach. In the present paper, data extracted from finite element (FE) analyses of tubular KT-joints, verified against experimental data and parametric equations, was used to investigate the effects of geometrical parameters on DoB values at the crown 0°, saddle, and crown 180° positions along the weld toe of central brace in tubular KT-joints subjected to axial loading. Parametric study was followed by a set of nonlinear regression analyses to derive DoB parametric formulas for the fatigue analysis of KT-joints under axial loads. The tubular KTjoint is a quite common joint type found in steel offshore structures. However, despite the crucial role of the DoB in evaluating the fatigue performance of tubular joints, this paper is the first attempt to study and formulate the DoB values in KT-joints.

Keywords: Tubular KT-joint, fatigue, degree of bending (DoB), axial loading, parametric formula.

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Authors: Sanmohan Krüger, Volker Krüger

Abstract:

Imitation learning is considered to be an effective way of teaching humanoid robots and action recognition is the key step to imitation learning. In this paper an online algorithm to recognize parametric actions with object context is presented. Objects are key instruments in understanding an action when there is uncertainty. Ambiguities arising in similar actions can be resolved with objectn context. We classify actions according to the changes they make to the object space. Actions that produce the same state change in the object movement space are classified to belong to the same class. This allow us to define several classes of actions where members of each class are connected with a semantic interpretation.

Keywords: Parametric actions, Action primitives, Hand gesture recognition, Imitation learning

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Authors: K. Geetha, P. Thangaraj, C. Rasi Priya, C. Rajan, S. Geetha

Abstract:

This paper presents the performance of Integrated Bacterial Foraging Optimization and Particle Swarm Optimization (IBFO_PSO) technique in MANET routing. The BFO is a bio-inspired algorithm, which simulates the foraging behavior of bacteria. It is effectively applied in improving the routing performance in MANET. In results, it is proved that the PSO integrated with BFO reduces routing delay, energy consumption and communication overhead.

Keywords: Ant Colony Optimization, Bacterial Foraging Optimization, Hybrid Routing Intelligent Algorithm, Naturally inspired algorithms, Particle Swarm Optimization.

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Authors: Somayeh Komeylian

Abstract:

The direction of arrival (DoA) estimation is the crucial aspect of the radar technologies for detecting and dividing several signal sources. In this scenario, the antenna array output modeling involves numerous parameters including noise samples, signal waveform, signal directions, signal number, and signal to noise ratio (SNR), and thereby the methods of the DoA estimation rely heavily on the generalization characteristic for establishing a large number of the training data sets. Hence, we have analogously represented the two different optimization models of the DoA estimation; (1) the implementation of the decision directed acyclic graph (DDAG) for the multiclass least-squares support vector machine (LS-SVM), and (2) the optimization method of the deep neural network (DNN) radial basis function (RBF). We have rigorously verified that the LS-SVM DDAG algorithm is capable of accurately classifying DoAs for the three classes. However, the accuracy and robustness of the DoA estimation are still highly sensitive to technological imperfections of the antenna arrays such as non-ideal array design and manufacture, array implementation, mutual coupling effect, and background radiation and thereby the method may fail in representing high precision for the DoA estimation. Therefore, this work has a further contribution on developing the DNN-RBF model for the DoA estimation for overcoming the limitations of the non-parametric and data-driven methods in terms of array imperfection and generalization. The numerical results of implementing the DNN-RBF model have confirmed the better performance of the DoA estimation compared with the LS-SVM algorithm. Consequently, we have analogously evaluated the performance of utilizing the two aforementioned optimization methods for the DoA estimation using the concept of the mean squared error (MSE).

Keywords: DoA estimation, adaptive antenna array, Deep Neural Network, LS-SVM optimization model, radial basis function, MSE.

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Authors: Yanan Yang, Zhigang Wang, Xiang Chen

Abstract:

This paper presents the use of Legendre pseudospectral method for the optimization of finite-thrust orbital transfer for spacecrafts. In order to get an accurate solution, the System-s dynamics equations were normalized through a dimensionless method. The Legendre pseudospectral method is based on interpolating functions on Legendre-Gauss-Lobatto (LGL) quadrature nodes. This is used to transform the optimal control problem into a constrained parameter optimization problem. The developed novel optimization algorithm can be used to solve similar optimization problems of spacecraft finite-thrust orbital transfer. The results of a numerical simulation verified the validity of the proposed optimization method. The simulation results reveal that pseudospectral optimization method is a promising method for real-time trajectory optimization and provides good accuracy and fast convergence.

Keywords: Finite-thrust, Orbital transfer, Legendre pseudospectral method

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Authors: Leili Esmaeilani, Jafar Ghaisari, Mohsen Ahmadian

Abstract:

Hammerstein–Wiener model is a block-oriented model where a linear dynamic system is surrounded by two static nonlinearities at its input and output and could be used to model various processes. This paper contains an optimization approach method for analysing the problem of Hammerstein–Wiener systems identification. The method relies on reformulate the identification problem; solve it as constraint quadratic problem and analysing its solutions. During the formulation of the problem, effects of adding noise to both input and output signals of nonlinear blocks and disturbance to linear block, in the emerged equations are discussed. Additionally, the possible parametric form of matrix operations to reduce the equation size is presented. To analyse the possible solutions to the mentioned system of equations, a method to reduce the difference between the number of equations and number of unknown variables by formulate and importing existing knowledge about nonlinear functions is presented. Obtained equations are applied to an instance H–W system to validate the results and illustrate the proposed method.

Keywords: Identification, Hammerstein-Wiener, optimization, quantization.

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Authors: M. Mahdavi, H. Monsef, A. Bagheri

Abstract:

Discrete particle swarm optimization (DPSO) is a powerful stochastic evolutionary algorithm that is used to solve the large-scale, discrete and nonlinear optimization problems. However, it has been observed that standard DPSO algorithm has premature convergence when solving a complex optimization problem like transmission expansion planning (TEP). To resolve this problem an advanced discrete particle swarm optimization (ADPSO) is proposed in this paper. The simulation result shows that optimization of lines loading in transmission expansion planning with ADPSO is better than DPSO from precision view point.

Keywords: ADPSO, TEP problem, Lines loading optimization.

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Authors: M. Mokhtar, A. Shuib, D. Mohamad

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Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.

Keywords: Portfolio optimization, Mathematical programming, Multi-objective programming, Solution approaches.

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Authors: A. Vasan

Abstract:

Particle swarm optimization (PSO) technique is applied to design the water distribution pipeline network. A simulation-optimization model is formulated with the objective of minimizing cost and is applied to a benchmark water distribution system optimization problem. The benchmark problem taken for the application of PSO technique to optimize the pipe size of the water distribution network is New York City water supply system problem. The results from the analysis infer that PSO is a potential alternative optimization technique when compared to other heuristic techniques for optimal sizing of water distribution systems.

Keywords: Water distribution systems, Optimization, Particle swarm optimization, Swarm intelligence, New York water supply system.

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Authors: S. Adhirai, R. P. Mahapatra, Paramjit Singh

Abstract:

Optimization is an important tool in making decisions and in analysing physical systems. In mathematical terms, an optimization problem is the problem of finding the best solution from among the set of all feasible solutions. The paper discusses the Whale Optimization Algorithm (WOA), and its applications in different fields. The algorithm is tested using MATLAB because of its unique and powerful features. The benchmark functions used in WOA algorithm are grouped as: unimodal (F1-F7), multimodal (F8-F13), and fixed-dimension multimodal (F14-F23). Out of these benchmark functions, we show the experimental results for F7, F11, and F19 for different number of iterations. The search space and objective space for the selected function are drawn, and finally, the best solution as well as the best optimal value of the objective function found by WOA is presented. The algorithmic results demonstrate that the WOA performs better than the state-of-the-art meta-heuristic and conventional algorithms.

Keywords: Optimization, optimal value, objective function, optimization problems, meta-heuristic optimization algorithms, Whale Optimization Algorithm, Implementation, MATLAB.

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Authors: Muniyasamy Kalanchiam, Baskar Mannai

Abstract:

Topology Optimization is a defined as the method of determining optimal distribution of material for the assumed design space with functionality, loads and boundary conditions [1]. Topology optimization can be used to optimize shape for the purposes of weight reduction, minimizing material requirements or selecting cost effective materials [2]. Topology optimization has been implemented through the use of finite element methods for the analysis, and optimization techniques based on the method of moving asymptotes, genetic algorithms, optimality criteria method, level sets and topological derivatives. Case study of Typical “Fuselage design" is considered for this paper to explain the benefits of Topology Optimization in the design cycle. A cylindrical shell is assumed as the design space and aerospace standard pay loads were applied on the fuselage with wing attachments as constraints. Then topological optimization is done using Finite Element (FE) based software. This optimization results in the structural concept design which satisfies all the design constraints using minimum material.

Keywords: Fuselage, Topology optimization, payloads, designoptimization, Finite Element Analysis.

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Authors: Pavel Y. Tabakov

Abstract:

An accurate optimal design of laminated composite structures may present considerable difficulties due to the complexity and multi-modality of the functional design space. The Big Bang – Big Crunch (BB-BC) optimization method is a relatively new technique and has already proved to be a valuable tool for structural optimization. In the present study the exceptional efficiency of the method is demonstrated by an example of the lay-up optimization of multilayered anisotropic cylinders based on a three-dimensional elasticity solution. It is shown that, due to its simplicity and speed, the BB-BC is much more efficient for this class of problems when compared to the genetic algorithms.

Keywords: Big Bang – Big Crunch method, optimization, composite laminates, pressure vessel.

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Authors: Parvaneh Shabanzadeh, Malik Hj Abu Hassan, Leong Wah June, Maryam Mohagheghtabar

Abstract:

Clustering is one of an interesting data mining topics that can be applied in many fields. Recently, the problem of cluster analysis is formulated as a problem of nonsmooth, nonconvex optimization, and an algorithm for solving the cluster analysis problem based on nonsmooth optimization techniques is developed. This optimization problem has a number of characteristics that make it challenging: it has many local minimum, the optimization variables can be either continuous or categorical, and there are no exact analytical derivatives. In this study we show how to apply a particular class of optimization methods known as pattern search methods to address these challenges. These methods do not explicitly use derivatives, an important feature that has not been addressed in previous studies. Results of numerical experiments are presented which demonstrate the effectiveness of the proposed method.

Keywords: Clustering functions, Non-smooth Optimization, Nonconvex Optimization, Pattern Search Method.

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