Search results for: Quadratic objective function.

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3587

Authors: Zeshan Ahmad, Matteo Zoppi, Rezia Molfino

Abstract:

The objective of positioning the fixture elements in the fixture is to make the workpiece stiff, so that geometric errors in the manufacturing process can be reduced. Most of the work for optimal fixture layout used the minimization of the sum of the nodal deflection normal to the surface as objective function. All deflections in other direction have been neglected. We propose a new method for fixture layout optimization in this paper, which uses the element strain energy. The deformations in all the directions have been considered in this way. The objective function in this method is to minimize the sum of square of element strain energy. Strain energy and stiffness are inversely proportional to each other. The optimization problem is solved by the sequential quadratic programming method. Three different kinds of case studies are presented, and results are compared with the method using nodal deflections as objective function to verify the propose method.

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1552

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1249

Authors: Anita S. Gangal, P. K. Kalra, D. S. Chauhan

Abstract:

The backpropagation algorithm in general employs quadratic error function. In fact, most of the problems that involve minimization employ the Quadratic error function. With alternative error functions the performance of the optimization scheme can be improved. The new error functions help in suppressing the ill-effects of the outliers and have shown good performance to noise. In this paper we have tried to evaluate and compare the relative performance of complex valued neural network using different error functions. During first simulation for complex XOR gate it is observed that some error functions like Absolute error, Cauchy error function can replace Quadratic error function. In the second simulation it is observed that for some error functions the performance of the complex valued neural network depends on the architecture of the network whereas with few other error functions convergence speed of the network is independent of architecture of the neural network.

Keywords: Complex backpropagation algorithm, complex errorfunctions, complex valued neural network, split activation function.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2424

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

Abstract:

An enhanced particle swarm optimization algorithm (PSO) is presented in this work to solve the non-convex OPF problem that has both discrete and continuous optimization variables. The objective functions considered are the conventional quadratic function and the augmented quadratic function. The latter model presents non-differentiable and non-convex regions that challenge most gradient-based optimization algorithms. The optimization variables to be optimized are the generator real power outputs and voltage magnitudes, discrete transformer tap settings, and discrete reactive power injections due to capacitor banks. The set of equality constraints taken into account are the power flow equations while the inequality ones are the limits of the real and reactive power of the generators, voltage magnitude at each bus, transformer tap settings, and capacitor banks reactive power injections. The proposed algorithm combines PSO with Newton-Raphson algorithm to minimize the fuel cost function. The IEEE 30-bus system with six generating units is used to test the proposed algorithm. Several cases were investigated to test and validate the consistency of detecting optimal or near optimal solution for each objective. Results are compared to solutions obtained using sequential quadratic programming and Genetic Algorithms.

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2367

Authors: H. Bevrani, N. Najafi

Abstract:

This paper uses p-tolerance with the lowest posterior loss, quadratic loss function, average length criteria, average coverage criteria, and worst outcome criterion for computing of sample size to estimate proportion in Binomial probability function with Beta prior distribution. The proposed methodology is examined, and its effectiveness is shown.

Keywords: Bayesian inference, Beta-binomial Distribution, LPLcriteria, quadratic loss function.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1749

Authors: Salah R. Al Zaidee, Ali S. Mahdi

Abstract:

Except for simple problems of statically determinate structures, optimum design problems in structural engineering have implicit objective functions where structural analysis and design are essential within each searching loop. With these implicit functions, the structural engineer is usually enforced to write his/her own computer code for analysis, design, and searching for optimum design among many feasible candidates and cannot take advantage of available software for structural analysis, design, and searching for the optimum solution. The meta-model is a regression model used to transform an implicit objective function into objective one and leads in turn to decouple the structural analysis and design processes from the optimum searching process. With the meta-model, well-known software for structural analysis and design can be used in sequence with optimum searching software. In this paper, the meta-model has been used to develop an explicit objective function for plane steel frames subjected to dead, live, and seismic forces. Frame topology is assumed as predefined based on architectural and functional requirements. Columns and beams sections and different connections details are the main design variables in this study. Columns and beams are grouped to reduce the number of design variables and to make the problem similar to that adopted in engineering practice. Data for the implicit objective function have been generated based on analysis and assessment for many design proposals with CSI SAP software. These data have been used later in SPSS software to develop a pure quadratic nonlinear regression model for the explicit objective function. Good correlations with a coefficient, R², in the range from 0.88 to 0.99 have been noted between the original implicit functions and the corresponding explicit functions generated with meta-model.

Keywords: Meta-modal, objective function, steel frames, seismic analysis, design.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1333

Authors: Watcharakorn Thongchuay, Puntip Toghaw, Montri Maleewong

Abstract:

The Wavelet-Galerkin finite element method for solving the one-dimensional heat equation is presented in this work. Two types of basis functions which are the Lagrange and multi-level wavelet bases are employed to derive the full form of matrix system. We consider both linear and quadratic bases in the Galerkin method. Time derivative is approximated by polynomial time basis that provides easily extend the order of approximation in time space. Our numerical results show that the rate of convergences for the linear Lagrange and the linear wavelet bases are the same and in order 2 while the rate of convergences for the quadratic Lagrange and the quadratic wavelet bases are approximately in order 4. It also reveals that the wavelet basis provides an easy treatment to improve numerical resolutions that can be done by increasing just its desired levels in the multilevel construction process.

Keywords: Galerkin finite element method, Heat equation , Lagrange basis function, Wavelet basis function.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1729

Authors: Ahmet Tekcan

Abstract:

Let F(x, y) = ax2 + bxy + cy2 be a positive definite binary quadratic form with discriminant Δ whose base points lie on the line x = -1/m for an integer m ≥ 2, let p be a prime number and let Fp be a finite field. Let EF : y2 = ax3 + bx2 + cx be an elliptic curve over Fp and let CF : ax3 + bx2 + cx ≡ 0(mod p) be the cubic congruence corresponding to F. In this work we consider some properties of positive definite quadratic forms, elliptic curves and cubic congruences.

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1526

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1536

Authors: Dávid Csercsik, Péter Kádár

Abstract:

In the case of the proposed method, the problem is parallelized by considering multiple possible mode of operation profiles, which determine the range in which the generators operate in each period. For each of these profiles, the optimization is carried out independently, and the best resulting dispatch is chosen. For each such profile, the resulting problem is a quadratic programming (QP) problem with a potentially negative definite Q quadratic term, and constraints depending on the actual operation profile. In this paper we analyze the performance of available MATLAB optimization methods and solvers for the corresponding QP.

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 948

Authors: Yongzhong Wu, Ping Ji

Abstract:

This paper proposes a genetic algorithm based on a new replacement strategy to solve the quadratic assignment problems, which are NP-hard. The new replacement strategy aims to improve the performance of the genetic algorithm through well balancing the convergence of the searching process and the diversity of the population. In order to test the performance of the algorithm, the instances in QAPLIB, a quadratic assignment problem library, are tried and the results are compared with those reported in the literature. The performance of the genetic algorithm is promising. The significance is that this genetic algorithm is generic. It does not rely on problem-specific genetic operators, and may be easily applied to various types of combinatorial problems.

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2745

Authors: Ahmet Tekcan

Abstract:

In this paper, we derive some algebraic identities on right and left neighbors R(F) and L(F) of an indefinite binary quadratic form F = F(x, y) = ax2 + bxy + cy2 of discriminant Δ = b2 -4ac. We prove that the proper cycle of F can be given by using its consecutive left neighbors. Also we construct a connection between right and left neighbors of F.

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1398

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1859

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1893

Authors: Mamoun F. Al-Mistarihi

Abstract:

We have previously introduced an ultrasonic imaging approach that combines harmonic-sensitive pulse sequences with a post-beamforming quadratic kernel derived from a second-order Volterra filter (SOVF). This approach is designed to produce images with high sensitivity to nonlinear oscillations from microbubble ultrasound contrast agents (UCA) while maintaining high levels of noise rejection. In this paper, a two-step algorithm for computing the coefficients of the quadratic kernel leading to reduction of tissue component introduced by motion, maximizing the noise rejection and increases the specificity while optimizing the sensitivity to the UCA is presented. In the first step, quadratic kernels from individual singular modes of the PI data matrix are compared in terms of their ability of maximize the contrast to tissue ratio (CTR). In the second step, quadratic kernels resulting in the highest CTR values are convolved. The imaging results indicate that a signal processing approach to this clinical challenge is feasible.

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1588

Authors: A. Elyousfi, A. Tamtaoui, E. Bouyakhf

Abstract:

The H.264/AVC standard uses an intra prediction, 9 directional modes for 4x4 luma blocks and 8x8 luma blocks, 4 directional modes for 16x16 macroblock and 8x8 chroma blocks, respectively. It means that, for a macroblock, it has to perform 736 different RDO calculation before a best RDO modes is determined. With this Multiple intra-mode prediction, intra coding of H.264/AVC offers a considerably higher improvement in coding efficiency compared to other compression standards, but computational complexity is increased significantly. This paper presents a fast intra prediction algorithm for H.264/AVC intra prediction based a characteristic of homogeneity information. In this study, the gradient prediction method used to predict the homogeneous area and the quadratic prediction function used to predict the nonhomogeneous area. Based on the correlation between the homogeneity and block size, the smaller block is predicted by gradient prediction and quadratic prediction, so the bigger block is predicted by gradient prediction. Experimental results are presented to show that the proposed method reduce the complexity by up to 76.07% maintaining the similar PSNR quality with about 1.94%bit rate increase in average.

Keywords: Intra prediction, H.264/AVC, video coding, encodercomplexity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1893

Authors: Tao Zhao, Xin Wang

Abstract:

With the increasing complexity of engineering problems, the traditional, single-objective and deterministic optimization method can not meet people-s requirements. A multi-objective fuzzy optimization model of resource input is built for M chlor-alkali chemical eco-industrial park in this paper. First, the model is changed into the form that can be solved by genetic algorithm using fuzzy theory. And then, a fitness function is constructed for genetic algorithm. Finally, a numerical example is presented to show that the method compared with traditional single-objective optimization method is more practical and efficient.

Keywords: Fitness function, genetic algorithm, multi-objectivefuzzy optimization, satisfaction degree membership function.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1354

Authors: Susanta Kumar Gachhayat, S. K. Dash

Abstract:

Multi objective non-convex economic dispatch problems of a thermal power plant are of grave concern for deciding the cost of generation and reduction of emission level for diminishing the global warming level for improving green-house effect. This paper deals with ramp rate constraints for achieving better inequality constraints so as to incorporate valve point loading for cost of generation in thermal power plant through ramp rate biogeography based optimization involving mutation and migration. Through 50 out of 100 trials, the cost function and emission objective function were found to have outperformed other classical methods such as lambda iteration method, quadratic programming method and many heuristic methods like particle swarm optimization method, weight improved particle swarm optimization method, constriction factor based particle swarm optimization method, moderate random particle swarm optimization method etc. Ramp rate biogeography based optimization applications prove quite advantageous in solving non convex multi objective economic dispatch problems subjected to nonlinear loads that pollute the source giving rise to third harmonic distortions and other such disturbances.

Keywords: Economic load dispatch, Biogeography based optimization, Ramp rate biogeography based optimization, Valve Point loading, Moderate random particle swarm optimization method, Weight improved particle swarm optimization method

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1050

Authors: Anis Gharbi, Mohamed Haouari, Talel Ladhari, Mohamed Ali Rakrouki

Abstract:

We address a complex scheduling problem arising in the wood panel industry with the objective of minimizing a quadratic function of job tardiness. The proposed solution strategy, which is based on an effective genetic algorithm, has been coded and implemented within a major Tunisian company, leader in the wood panel manufacturing. Preliminary experimental results indicate significant decrease of delivery times.

Keywords: Genetic algorithm, heuristic, hybrid flowshop, total weighted squared tardiness.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1941

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

Abstract:

In this work, we consider the rational points on elliptic curves over finite fields Fp. We give results concerning the number of points Np,a on the elliptic curve y2 ≡ x3 +a3(mod p) according to whether a and x are quadratic residues or non-residues. We use two lemmas to prove the main results first of which gives the list of primes for which -1 is a quadratic residue, and the second is a result from [1]. We get the results in the case where p is a prime congruent to 5 modulo 6, while when p is a prime congruent to 1 modulo 6, there seems to be no regularity for Np,a.

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2402

Authors: Li Ni, Pen ManMan, Li KenLi

Abstract:

Clustering is an intensive research for some years because of its multifaceted applications, such as biology, information retrieval, medicine, business and so on. The expectation maximization (EM) is a kind of algorithm framework in clustering methods, one of the ten algorithms of machine learning. Traditionally, optimization of objective function has been the standard approach in EM. Hence, research has investigated the utility of evolutionary computing and related techniques in the regard. Chemical Reaction Optimization (CRO) is a recently established method. So the property embedded in CRO is used to solve optimization problems. This paper presents an algorithm framework (EM-CRO) with modified CRO operators based on EM cluster problems. The hybrid algorithm is mainly to solve the problem of initial value sensitivity of the objective function optimization clustering algorithm. Our experiments mainly take the EM classic algorithm:k-means and fuzzy k-means as an example, through the CRO algorithm to optimize its initial value, get K-means-CRO and FKM-CRO algorithm. The experimental results of them show that there is improved efficiency for solving objective function optimization clustering problems.

Keywords: Chemical reaction optimization, expectation maximization, initial, objective function clustering.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1293

Authors: Janya Sainui

Abstract:

As a rapid growth of digital videos and data communications, video summarization that provides a shorter version of the video for fast video browsing and retrieval is necessary. Key frame extraction is one of the mechanisms to generate video summary. In general, the extracted key frames should both represent the entire video content and contain minimum redundancy. However, most of the existing approaches heuristically select key frames; hence, the selected key frames may not be the most different frames and/or not cover the entire content of a video. In this paper, we propose a method of video summarization which provides the reasonable objective functions for selecting key frames. In particular, we apply a statistical dependency measure called quadratic mutual informaion as our objective functions for maximizing the coverage of the entire video content as well as minimizing the redundancy among selected key frames. The proposed key frame extraction algorithm finds key frames as an optimization problem. Through experiments, we demonstrate the success of the proposed video summarization approach that produces video summary with better coverage of the entire video content while less redundancy among key frames comparing to the state-of-the-art approaches.

Keywords: Video summarization, key frame extraction, dependency measure, quadratic mutual information, optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 963

Authors: Ahmet Tekcan

Abstract:

Let p be a prime number, Fp be a finite field, and let k ∈ F*p. In this paper, we consider the number of rational points onconics Cp,k: x2 − ky2 = 1 over Fp. We proved that the order of Cp,k over Fp is p-1 if k is a quadratic residue mod p and is p + 1 if k is not a quadratic residue mod p. Later we derive some resultsconcerning the sums ΣC[x]p,k(Fp) and ΣC[y]p,k(Fp), the sum of x- and y-coordinates of all points (x, y) on Cp,k, respectively.

Keywords: Elliptic curve, conic, rational points.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1727

Authors: P. K. Rahul Krishna, S. Sandeep Kumar, Jayanthi Sunder Raj

Abstract:

The article explores one of the important relations between numbers-the Pythagorean triples (triplets) which finds its application in distance measurement, construction of roads, towers, buildings and wherever Pythagoras theorem finds its application. The Pythagorean triples are numbers, that satisfy the condition “In a given set of three natural numbers, the sum of squares of two natural numbers is equal to the square of the other natural number”. There are numerous methods and equations to obtain the triplets, which have their own merits and demerits. Here, quadratic approach for generating triples uses the hypotenuse leg difference method. The advantage is that variables are few and finally only three independent variables are present.

Keywords: Arithmetic progression, hypotenuse leg difference method, natural numbers, Pythagorean triplets, quadratic equation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 827

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 1592

Authors: Liping Zhou, Liang Bao, Yiqin Lin, Yimin Wei, Qinghua Wu

Abstract:

This article is devoted to the numerical solution of large-scale quadratic eigenvalue problems. Such problems arise in a wide variety of applications, such as the dynamic analysis of structural mechanical systems, acoustic systems, fluid mechanics, and signal processing. We first introduce a generalized second-order Krylov subspace based on a pair of square matrices and two initial vectors and present a generalized second-order Arnoldi process for constructing an orthonormal basis of the generalized second-order Krylov subspace. Then, by using the projection technique and the refined projection technique, we propose a restarted generalized second-order Arnoldi method and a restarted refined generalized second-order Arnoldi method for computing some eigenpairs of largescale quadratic eigenvalue problems. Some theoretical results are also presented. Some numerical examples are presented to illustrate the effectiveness of the proposed methods.

Keywords: Quadratic eigenvalue problem, Generalized secondorder Krylov subspace, Generalized second-order Arnoldi process, Projection technique, Refined technique, Restarting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1865

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

Abstract:

A semi-active control strategy for suspension systems of passenger cars is presented employing Magnetorheological (MR) dampers. The vehicle is modeled with seven DOFs including the, roll pitch and bounce of car body, and the vertical motion of the four tires. In order to design an optimal controller based on the actuator constraints, a Linear-Quadratic Regulator (LQR) is designed. The design procedure of the LQR consists of selecting two weighting matrices to minimize the energy of the control system. This paper presents a hybrid optimization procedure which is a combination of gradient-based and evolutionary algorithms to choose the weighting matrices with regards to the actuator constraint. The optimization algorithm is defined based on maximum comfort and actuator constraints. It is noted that utilizing the present control algorithm may significantly reduce the vibration response of the passenger car, thus, providing a comfortable ride.

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2940

Authors: Satjaporn Tungsong, Gun Srijuntongsiri

Abstract:

This research seeks to investigate the frequency and profitability of index arbitrage opportunities involving the SET50 futures, SET50 component stocks, and the ThaiDEX SET50 ETF (ticker symbol: TDEX). In particular, the frequency and profit of arbitrage are measured in the following three arbitrage tests: (1) SET50 futures vs. ThaiDEX SET50 ETF, (2) SET50 futures vs. SET50 component stocks, and (3) ThaiDEX SET50 ETF vs. SET50 component stocks are investigated. For tests (2) and (3), the problems involve conic optimization and quadratic programming as subproblems. This research is first to apply conic optimization and quadratic programming techniques in the context of index arbitrage and is first to investigate such index arbitrage in the Thai equity and derivatives markets. Thus, the contribution of this study is twofold. First, its results would help understand the contribution of the derivatives securities to the efficiency of the Thai markets. Second, the methodology employed in this study can be applied to other geographical markets, with minor adjustments.

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1573

Authors: J.Dinesh Peter

Abstract:

This paper describes a new method for affine parameter estimation between image sequences. Usually, the parameter estimation techniques can be done by least squares in a quadratic way. However, this technique can be sensitive to the presence of outliers. Therefore, parameter estimation techniques for various image processing applications are robust enough to withstand the influence of outliers. Progressively, some robust estimation functions demanding non-quadratic and perhaps non-convex potentials adopted from statistics literature have been used for solving these. Addressing the optimization of the error function in a factual framework for finding a global optimal solution, the minimization can begin with the convex estimator at the coarser level and gradually introduce nonconvexity i.e., from soft to hard redescending non-convex estimators when the iteration reaches finer level of multiresolution pyramid. Comparison has been made to find the performance of the results of proposed method with the results found individually using two different estimators.

Keywords: Image Processing, Affine parameter estimation, Outliers, Robust Statistics, Robust M-estimators

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1453