**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**723

# Search results for: Quadratic programming.

##### 723 Performance Analysis of MATLAB Solvers in the Case of a Quadratic Programming Generation Scheduling Optimization Problem

**Authors:**
Dávid Csercsik,
Péter Kádár

**Abstract:**

**Keywords:**
Economic dispatch,
optimization,
quadratic
programming,
MATLAB.

##### 722 Order Penetration Point Location using Fuzzy Quadratic Programming

**Authors:**
Hamed Rafiei,
Masoud Rabbani

**Abstract:**

**Keywords:**
Fuzzy sets theory,
Hybrid MTS/MTO,
Order penetration point,
Quadratic programming.

##### 721 A Dual Method for Solving General Convex Quadratic Programs

**Authors:**
Belkacem Brahmi,
Mohand Ouamer Bibi

**Abstract:**

In this paper, we present a new method for solving quadratic programming problems, not strictly convex. Constraints of the problem are linear equalities and inequalities, with bounded variables. The suggested method combines the active-set strategies and support methods. The algorithm of the method and numerical experiments are presented, while comparing our approach with the active set method on randomly generated problems.

**Keywords:**
Convex quadratic programming,
dual support methods,
active set methods.

##### 720 Quadratic Irrationals, Quadratic Ideals and Indefinite Quadratic Forms II

**Authors:**
Ahmet Tekcan,
Arzu Özkoç

**Abstract:**

Let D = 1 be a positive non-square integer and let δ = √D or 1+√D 2 be a real quadratic irrational with trace t =δ + δ and norm n = δδ. Let γ = P+δ Q be a quadratic irrational for positive integers P and Q. Given a quadratic irrational γ, there exist a quadratic ideal Iγ = [Q, δ + P] and an indeﬁnite quadratic form Fγ(x, y) = Q(x−γy)(x−γy) of discriminant Δ = t 2−4n. In the ﬁrst section, we give some preliminaries form binary quadratic forms, quadratic irrationals and quadratic ideals. In the second section, we obtain some results on γ, Iγ and Fγ for some speciﬁc values of Q and P.

**Keywords:**
Quadratic irrationals,
quadratic ideals,
indefinite quadratic forms,
extended modular group.

##### 719 Applications of Conic Optimization and Quadratic Programming in the Investigation of Index Arbitrage in the Thai Derivatives and Equity Markets

**Authors:**
Satjaporn Tungsong,
Gun Srijuntongsiri

**Abstract:**

**Keywords:**
Conic optimization,
Equity index arbitrage,
Executionlags,
Quadratic programming,
SET50 index futures,
ThaiDEX SET50ETF,
Transaction costs

##### 718 Perturbation Based Search Method for Solving Unconstrained Binary Quadratic Programming Problem

**Authors:**
Muthu Solayappan,
Kien Ming Ng,
Kim Leng Poh

**Abstract:**

**Keywords:**
unconstrained binary quadratic programming,
perturbation,
interior point methods

##### 717 On Problem of Parameters Identification of Dynamic Object

**Authors:**
Kamil Aida-zade,
C. Ardil

**Abstract:**

**Keywords:**
dynamic objects,
ordinary differential equations,
multipoint unshared edge conditions,
quadratic programming,
conditions shift

##### 716 A Quadratic Programming for Truck-to-Door Assignment Problem

**Authors:**
Y. Fathi,
B. Karimi,
S. M. J. Mirzapour Al-e-Hashem

**Abstract:**

Cross-docking includes receiving products supplied by a set of suppliers, unloading them from inbound trucks (ITs) at strip doors, consolidating and handling these products to stack doors based on their destinations, loading them into outbound trucks (OTs); then, delivering these products to customers. An effective assignment of the trucks to the doors would enhance the advantages of the cross-docking (e.g. reduction of the handling costs). This paper addresses the truck-to-door assignment problem in a cross-dock in which assignment of the ITs to the strip doors as well as assignment of the OTs to the stacks doors is determined so that total material handling cost in the cross-dock is minimized. Capacity constraints are applied for the ITs, OTs, strip doors, and stack doors. We develop a Quadratic Programming (QP) to formulate the problem. To solve it, the model is coded in LINGO software to specify the best assignment of the trucks to the doors.

**Keywords:**
Cross-docking,
truck-to-door assignment,
supply chain,
quadratic programming.

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

**Authors:**
S. Kavitha,
Nirmala P. Ratchagar

**Abstract:**

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

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

##### 714 Application of Hermite-Rodriguez Functions to Pulse Shaping Analog Filter Design

**Authors:**
Mohd Amaluddin Yusoff

**Abstract:**

**Keywords:**
channel equalization filter,
Hermite-Rodriguez,
pulseshaping filter,
quadratic programming.

##### 713 Evolutionary Algorithm Based Centralized Congestion Management for Multilateral Transactions

**Authors:**
T. Mathumathi,
S. Ganesh,
R. Gunabalan

**Abstract:**

This work presents an approach for AC load flow based centralized model for congestion management in the forward markets. In this model, transaction maximizes its profit under the limits of transmission line capacities allocated by Independent System Operator (ISO). The voltage and reactive power impact of the system are also incorporated in this model. Genetic algorithm is used to solve centralized congestion management problem for multilateral transactions. Results obtained for centralized model using genetic algorithm is compared with Sequential Quadratic Programming (SQP) technique. The statistical performances of various algorithms such as best, worst, mean and standard deviations of social welfare are given. Simulation results clearly demonstrate the better performance of genetic algorithm over SQP.

**Keywords:**
Congestion management,
Genetic algorithm,
Sequential quadratic programming.

##### 712 Improvement over DV-Hop Localization Algorithm for Wireless Sensor Networks

**Authors:**
Shrawan Kumar,
D. K. Lobiyal

**Abstract:**

**Keywords:**
Wireless sensor networks,
Error term,
DV-Hop
algorithm,
Localization.

##### 711 Preliminary Study on Fixture Layout Optimization Using Element Strain Energy

**Authors:**
Zeshan Ahmad,
Matteo Zoppi,
Rezia Molfino

**Abstract:**

**Keywords:**
Fixture layout,
optimization,
strain energy,
quadratic
programming.

##### 710 Application of Computational Intelligence Techniques for Economic Load Dispatch

**Authors:**
S.C. Swain,
S. Panda,
A.K. Mohanty,
C. Ardil

**Abstract:**

This paper presents the applications of computational intelligence techniques to economic load dispatch problems. The fuel cost equation of a thermal plant is generally expressed as continuous quadratic equation. In real situations the fuel cost equations can be discontinuous. In view of the above, both continuous and discontinuous fuel cost equations are considered in the present paper. First, genetic algorithm optimization technique is applied to a 6- generator 26-bus test system having continuous fuel cost equations. Results are compared to conventional quadratic programming method to show the superiority of the proposed computational intelligence technique. Further, a 10-generator system each with three fuel options distributed in three areas is considered and particle swarm optimization algorithm is employed to minimize the cost of generation. To show the superiority of the proposed approach, the results are compared with other published methods.

**Keywords:**
Economic Load Dispatch,
Continuous Fuel Cost,
Quadratic Programming,
Real-Coded Genetic Algorithm,
Discontinuous Fuel Cost,
Particle Swarm Optimization.

##### 709 Ride Control of Passenger Cars with Semi-active Suspension System Using a Linear Quadratic Regulator and Hybrid Optimization Algorithm

**Authors:**
Ali Fellah Jahromi,
Wen Fang Xie,
Rama B. Bhat

**Abstract:**

**Keywords:**
Full car model,
Linear Quadratic Regulator,
Sequential Quadratic Programming,
Genetic Algorithm

##### 708 Positive Definite Quadratic Forms, Elliptic Curves and Cubic Congruences

**Authors:**
Ahmet Tekcan

**Abstract:**

**Keywords:**
Binary quadratic form,
elliptic curves,
cubic congruence.

##### 707 Robust Quadratic Stabilization of Uncertain Impulsive Switched Systems

**Authors:**
Xiu Liu,
Shouming Zhong,
Xiuyong Ding

**Abstract:**

This paper focuses on the quadratic stabilization problem for a class of uncertain impulsive switched systems. The uncertainty is assumed to be norm-bounded and enters both the state and the input matrices. Based on the Lyapunov methods, some results on robust stabilization and quadratic stabilization for the impulsive switched system are obtained. A stabilizing state feedback control law realizing the robust stabilization of the closed-loop system is constructed.

**Keywords:**
Impulsive systems,
switched systems,
quadratic stabilization,
robust stabilization.

##### 706 A Parametric Study of an Inverse Electrostatics Problem (IESP) Using Simulated Annealing, Hooke & Jeeves and Sequential Quadratic Programming in Conjunction with Finite Element and Boundary Element Methods

**Authors:**
Ioannis N. Koukoulis,
Clio G. Vossou,
Christopher G. Provatidis

**Abstract:**

The aim of the current work is to present a comparison among three popular optimization methods in the inverse elastostatics problem (IESP) of flaw detection within a solid. In more details, the performance of a simulated annealing, a Hooke & Jeeves and a sequential quadratic programming algorithm was studied in the test case of one circular flaw in a plate solved by both the boundary element (BEM) and the finite element method (FEM). The proposed optimization methods use a cost function that utilizes the displacements of the static response. The methods were ranked according to the required number of iterations to converge and to their ability to locate the global optimum. Hence, a clear impression regarding the performance of the aforementioned algorithms in flaw identification problems was obtained. Furthermore, the coupling of BEM or FEM with these optimization methods was investigated in order to track differences in their performance.

**Keywords:**
Elastostatic,
inverse problem,
optimization.

##### 705 Optimal Design of the Power Generation Network in California: Moving towards 100% Renewable Electricity by 2045

**Authors:**
Wennan Long,
Yuhao Nie,
Yunan Li,
Adam Brandt

**Abstract:**

To fight against climate change, California government issued the Senate Bill No. 100 (SB-100) in 2018 September, which aims at achieving a target of 100% renewable electricity by the end of 2045. A capacity expansion problem is solved in this case study using a binary quadratic programming model. The optimal locations and capacities of the potential renewable power plants (i.e., solar, wind, biomass, geothermal and hydropower), the phase-out schedule of existing fossil-based (nature gas) power plants and the transmission of electricity across the entire network are determined with the minimal total annualized cost measured by net present value (NPV). The results show that the renewable electricity contribution could increase to 85.9% by 2030 and reach 100% by 2035. Fossil-based power plants will be totally phased out around 2035 and solar and wind will finally become the most dominant renewable energy resource in California electricity mix.

**Keywords:**
100% renewable electricity,
California,
capacity expansion,
binary quadratic programming.

##### 704 Method of Parameter Calibration for Error Term in Stochastic User Equilibrium Traffic Assignment Model

**Authors:**
Xiang Zhang,
David Rey,
S. Travis Waller

**Abstract:**

Stochastic User Equilibrium (SUE) model is a widely used traffic assignment model in transportation planning, which is regarded more advanced than Deterministic User Equilibrium (DUE) model. However, a problem exists that the performance of the SUE model depends on its error term parameter. The objective of this paper is to propose a systematic method of determining the appropriate error term parameter value for the SUE model. First, the significance of the parameter is explored through a numerical example. Second, the parameter calibration method is developed based on the Logit-based route choice model. The calibration process is realized through multiple nonlinear regression, using sequential quadratic programming combined with least square method. Finally, case analysis is conducted to demonstrate the application of the calibration process and validate the better performance of the SUE model calibrated by the proposed method compared to the SUE models under other parameter values and the DUE model.

**Keywords:**
Parameter calibration,
sequential quadratic
programming,
Stochastic User Equilibrium,
traffic assignment,
transportation planning.

##### 703 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization

**Authors:**
B. Marasović,
S. Pivac,
S. V. Vukasović

**Abstract:**

Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.

**Keywords:**
Croatian capital market,
Fractional quadratic
programming,
Markowitz model,
Portfolio optimization,
Transaction
costs.

##### 702 Solving the Quadratic Assignment Problems by a Genetic Algorithm with a New Replacement Strategy

**Authors:**
Yongzhong Wu,
Ping Ji

**Abstract:**

**Keywords:**
Quadratic assignment problem,
Genetic algorithm,
Replacement strategy,
QAPLIB.

##### 701 Neighbors of Indefinite Binary Quadratic Forms

**Authors:**
Ahmet Tekcan

**Abstract:**

**Keywords:**
Quadratic form,
indefinite form,
cycle,
proper cycle,
right neighbor,
left neighbor.

##### 700 Orthogonal Functions Approach to LQG Control

**Authors:**
B. M. Mohan,
Sanjeeb Kumar Kar

**Abstract:**

In this paper a unified approach via block-pulse functions (BPFs) or shifted Legendre polynomials (SLPs) is presented to solve the linear-quadratic-Gaussian (LQG) control problem. Also a recursive algorithm is proposed to solve the above problem via BPFs. By using the elegant operational properties of orthogonal functions (BPFs or SLPs) these computationally attractive algorithms are developed. To demonstrate the validity of the proposed approaches a numerical example is included.

**Keywords:**
Linear quadratic Gaussian control,
linear quadratic estimator,
linear quadratic regulator,
time-invariant systems,
orthogonal functions,
block-pulse functions,
shifted legendre polynomials.

##### 699 Simulation and 40 Years of Object-Oriented Programming

**Authors:**
Eugene Kindler

**Abstract:**

2007 is a jubilee year: in 1967, programming language SIMULA 67 was presented, which contained all aspects of what was later called object-oriented programming. The present paper contains a description of the development unto the objectoriented programming, the role of simulation in this development and other tools that appeared in SIMULA 67 and that are nowadays called super-object-oriented programming.

**Keywords:**
Simulation,
super-object-oriented programming,
object-oriented programming,
SIMULA.

##### 698 Quadratic Pulse Inversion Ultrasonic Imaging(QPI): A Two-Step Procedure for Optimization of Contrast Sensitivity and Specificity

**Authors:**
Mamoun F. Al-Mistarihi

**Abstract:**

**Keywords:**
Volterra Filter,
Pulse Inversion,
Ultrasonic Imaging,
Contrast Agent.

##### 697 Enhanced Particle Swarm Optimization Approach for Solving the Non-Convex Optimal Power Flow

**Authors:**
M. R. AlRashidi,
M. F. AlHajri,
M. E. El-Hawary

**Abstract:**

**Keywords:**
Particle Swarm Optimization,
Optimal Power Flow,
Economic Dispatch.

##### 696 A Common Automated Programming Platform for Knowledge Based Software Engineering

**Authors:**
Ivan Stanev,
Maria Koleva

**Abstract:**

**Keywords:**
Automated Programming,
Cloud Computing,
Knowledge Based Software Engineering,
Service Oriented
Architecture.

##### 695 The Number of Rational Points on Elliptic Curves y2 = x3 + a3 on Finite Fields

**Authors:**
Musa Demirci,
Nazlı Yıldız İkikardeş,
Gökhan Soydan,
İsmail Naci Cangül

**Abstract:**

**Keywords:**
Elliptic curves over finite fields,
rational points,
quadratic residue.

##### 694 Adaptive Dynamic Time Warping for Variable Structure Pattern Recognition

**Authors:**
S. V. Yendiyarov

**Abstract:**

Pattern discovery from time series is of fundamental importance. Particularly, when information about the structure of a pattern is not complete, an algorithm to discover specific patterns or shapes automatically from the time series data is necessary. The dynamic time warping is a technique that allows local flexibility in aligning time series. Because of this, it is widely used in many fields such as science, medicine, industry, finance and others. However, a major problem of the dynamic time warping is that it is not able to work with structural changes of a pattern. This problem arises when the structure is influenced by noise, which is a common thing in practice for almost every application. This paper addresses this problem by means of developing a novel technique called adaptive dynamic time warping.

**Keywords:**
Pattern recognition,
optimal control,
quadratic programming,
dynamic programming,
dynamic time warping,
sintering control.