Search results for: Super graph.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 443

Search results for: Super graph.

143 Improved Algorithms for Construction of Interface Agent Interaction Model

Authors: Huynh Quyet Thang, Le Hai Quan

Abstract:

Interaction Model plays an important role in Modelbased Intelligent Interface Agent Architecture for developing Intelligent User Interface. In this paper we are presenting some improvements in the algorithms for development interaction model of interface agent including: the action segmentation algorithm, the action pair selection algorithm, the final action pair selection algorithm, the interaction graph construction algorithm and the probability calculation algorithm. The analysis of the algorithms also presented. At the end of this paper, we introduce an experimental program called “Personal Transfer System".

Keywords: interface agent, interaction model, user model.

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142 Tailoring the Sharpness of Tungsten Nanotips via Laser Irradiation Enhanced Etching in KOH

Authors: D. D. Wang, J.C. Lam, Z. H. Mai

Abstract:

Controlled modification of appropriate sharpness for nanotips is of paramount importance to develop novel materials and functional devices at a nanometer resolution. Herein, we present a reliable and unique strategy of laser irradiation enhanced physicochemical etching to manufacture super sharp tungsten tips with reproducible shape and dimension as well as high yields (~80%). The corresponding morphology structure evolution of tungsten tips and laser-tip interaction mechanisms were systematically investigated and discussed using field emission scanning electron microscope (SEM) and physical optics statistics method with different fluences under 532 nm laser irradiation. This work paves the way for exploring more accessible metallic tips applications with tunable apex diameter and aspect ratio, and, furthermore, facilitates the potential sharpening enhancement technique for other materials used in a variety of nanoscale devices.

Keywords: Tungsten tip sharpening, Laser irradiation, Physicochemical etching, Light-matter interaction.

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141 Sampling Effects on Secondary Voltage Control of Microgrids Based on Network of Multiagent

Authors: M. J. Park, S. H. Lee, C. H. Lee, O. M. Kwon

Abstract:

This paper studies a secondary voltage control framework of the microgrids based on the consensus for a communication network of multiagent. The proposed control is designed by the communication network with one-way links. The communication network is modeled by a directed graph. At this time, the concept of sampling is considered as the communication constraint among each distributed generator in the microgrids. To analyze the sampling effects on the secondary voltage control of the microgrids, by using Lyapunov theory and some mathematical techniques, the sufficient condition for such problem will be established regarding linear matrix inequality (LMI). Finally, some simulation results are given to illustrate the necessity of the consideration of the sampling effects on the secondary voltage control of the microgrids.

Keywords: Microgrids, secondary control, multiagent, sampling, LMI.

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140 Combined Hydrothermal Synthesis of Zinc and Magnesium Borates at 100oC Using ZnO, MgO and H3BO3

Authors: N. Tugrul, A. S. Kipcak, N. Baran Acarali, E. Moroydor Derun, S. Piskin

Abstract:

Magnesium borate(MB) istechnical ceramic for high heat-resisting, corrosion-resisting, super mechanical strength, superinsulation, light weight, high strength, and high coefficient of elasticity. Zinc borate (ZB) can be used as multi-functional synergistic additives with flame retardant additives in polymers. The most important properties are low solubility in water and high dehydration temperature. ZB dehydrates above 290°C and anhydrous ZB has thermal resistance about 400°C. In this study, the raw materials of ZnO, MgO and H3BO3 were used with mole ratio of 1:1:9. With the starting materials hydrothermal method was applied at a temperature of 100oC. The reaction time was determined as 30, 60, 90 and 120 minutes after some preliminary experiments. After the synthesis, the crystal structure and the morphology of the products were examined by X-Ray Diffraction (XRD) and Fourier Transform Infrared Spectroscopy (FT-IR). As a result, the forms of Zinc Oxide Borate Hydrate [Zn3B6O12.3.5H2O], Admontite [MgO(B2O3)3.7(H2O)] and Mcallisterite [Mg2(B6O7(OH)6)2.9(H2O)] were synthesized.

Keywords: Magnesium borate, zinc borate, XRD, FT-IR.

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139 An Edit-Distance Algorithm to Detect Correlated Attacks in Distributed Systems

Authors: Sule Simsek

Abstract:

Intrusion detection systems (IDS)are crucial components of the security mechanisms of today-s computer systems. Existing research on intrusion detection has focused on sequential intrusions. However, intrusions can also be formed by concurrent interactions of multiple processes. Some of the intrusions caused by these interactions cannot be detected using sequential intrusion detection methods. Therefore, there is a need for a mechanism that views the distributed system as a whole. L-BIDS (Lattice-Based Intrusion Detection System) is proposed to address this problem. In the L-BIDS framework, a library of intrusions and distributed traces are represented as lattices. Then these lattices are compared in order to detect intrusions in the distributed traces.

Keywords: Attack graph, distributed, edit-distance, misuse detection.

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138 Object Recognition in Color Images by the Self Configuring System MEMORI

Authors: Michela Lecca

Abstract:

System MEMORI automatically detects and recognizes rotated and/or rescaled versions of the objects of a database within digital color images with cluttered background. This task is accomplished by means of a region grouping algorithm guided by heuristic rules, whose parameters concern some geometrical properties and the recognition score of the database objects. This paper focuses on the strategies implemented in MEMORI for the estimation of the heuristic rule parameters. This estimation, being automatic, makes the system a self configuring and highly user-friendly tool.

Keywords: Automatic Object Recognition, Clustering, Contentbased Image Retrieval System, Image Segmentation, Region Adjacency Graph, Region Grouping.

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137 Optimal Classifying and Extracting Fuzzy Relationship from Query Using Text Mining Techniques

Authors: Faisal Alshuwaier, Ali Areshey

Abstract:

Text mining techniques are generally applied for classifying the text, finding fuzzy relations and structures in data sets. This research provides plenty text mining capabilities. One common application is text classification and event extraction, which encompass deducing specific knowledge concerning incidents referred to in texts. The main contribution of this paper is the clarification of a concept graph generation mechanism, which is based on a text classification and optimal fuzzy relationship extraction. Furthermore, the work presented in this paper explains the application of fuzzy relationship extraction and branch and bound (BB) method to simplify the texts.

Keywords: Extraction, Max-Prod, Fuzzy Relations, Text Mining, Memberships, Classification.

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136 Phytotoxicity of Lead on the Physiological Parameters of Two Varieties of Broad Bean (Vicia faba)

Authors: El H. Bouziani, H. A. Reguieg Yssaad

Abstract:

The phytotoxicity of heavy metals can be expressed on roots and visible part of plants and is characterized by molecular and metabolic answers at various levels of organization of the whole plant. The present study was undertaken on two varieties of broad bean Vicia faba (Sidi Aïch and Super Aguadulce). The device was mounted on a substrate prepared by mixing sand, soil and compost, the substrate was artificially contaminated with three doses of lead nitrate [Pb(NO3)2] 0, 500 and 1000 ppm. Our objective is to follow the behavior of plant opposite the stress by evaluating the physiological parameters. The results reveal a reduction in the parameters of the productivity (chlorophyll and proteins production) with an increase in the osmoregulators (soluble sugars and proline).These results show that the production of broad bean is strongly modified by the disturbance of its internal physiology under lead exposure.

Keywords: Broad bean, lead, stress, physiological parameters, phytotoxicity.

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135 Dual Band Microstrip Patch Antenna for IEEE802.11b Application

Authors: Biplab Bag

Abstract:

In this paper, the design of a coaxial feed single layer rectangular microstrip patch antenna for IEEE802.11b application is presented. The proposed antenna is designed by using substrate FR4_epoxy having permittivity of about 4.4 and tangent loss of 0.013. The characteristics of the substrate are designed and to evaluate the performance of modeled antenna using HFSS v.11 EM simulator, from Ansoft. The proposed antenna dual resonant frequency has been achieved in the band of 1.57GHz-1.68GHz (with BW 30 MHz) and 2.25 GHz -2.55GHz (with BW 40MHz). The simulation results with frequency response, radiation pattern and return loss, VSWR, Input Impedance are presented with appropriate table and graph.

Keywords: Microstrip, Radiation Pattern, Return Loss, Tangent Loss, VSWR.

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134 Applying Branch-and-Bound and Petri Net Methods in Solving the Two-Sided Assembly Line Balancing Problem

Authors: Nai-Chieh Wei, I-Ming Chao, Chin-Jung Liuand, Hong Long Chen

Abstract:

This paper combines the branch-and-bound method and the petri net to solve the two-sided assembly line balancing problem, thus facilitating effective branching and pruning of tasks. By integrating features of the petri net, such as reachability graph and incidence matrix, the propose method can support the branch-and-bound to effectively reduce poor branches with systematic graphs. Test results suggest that using petri net in the branching process can effectively guide the system trigger process, and thus, lead to consistent results.

 

Keywords: Branch-and-Bound Method, Petri Net, Two-Sided Assembly Line Balancing Problem.

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133 An Efficient Algorithm for Reliability Lower Bound of Distributed Systems

Authors: Mohamed H. S. Mohamed, Yang Xiao-zong, Liu Hong-wei, Wu Zhi-bo

Abstract:

The reliability of distributed systems and computer networks have been modeled by a probabilistic network or a graph G. Computing the residual connectedness reliability (RCR), denoted by R(G), under the node fault model is very useful, but is an NP-hard problem. Since it may need exponential time of the network size to compute the exact value of R(G), it is important to calculate its tight approximate value, especially its lower bound, at a moderate calculation time. In this paper, we propose an efficient algorithm for reliability lower bound of distributed systems with unreliable nodes. We also applied our algorithm to several typical classes of networks to evaluate the lower bounds and show the effectiveness of our algorithm.

Keywords: Distributed systems, probabilistic network, residual connectedness reliability, lower bound.

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132 Data and Control Flow Analysis of VDMµ Specifications

Authors: Mubina Nazmeen, Iram Rubab

Abstract:

Formal Specification languages are being widely used for system specification and testing. Highly critical systems such as real time systems, avionics, and medical systems are represented using Formal specification languages. Formal specifications based testing is mostly performed using black box testing approaches thus testing only the set of inputs and outputs of the system. The formal specification language such as VDMµ can be used for white box testing as they provide enough constructs as any other high level programming language. In this work, we perform data and control flow analysis of VDMµ class specifications. The proposed work is discussed with an example of SavingAccount.

Keywords: VDM-SL, VDMµ, data flow graph, control flowgraph, testing, formal specification.

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131 An HCI Template for Distributed Applications

Authors: Xizhi Li

Abstract:

Both software applications and their development environment are becoming more and more distributed. This trend impacts not only the way software computes, but also how it looks. This article proposes a Human Computer Interface (HCI) template from three representative applications we have developed. These applications include a Multi-Agent System based software, a 3D Internet computer game with distributed game world logic, and a programming language environment used in constructing distributed neural network and its visualizations. HCI concepts that are common to these applications are described in abstract terms in the template. These include off-line presentation of global entities, entities inside a hierarchical namespace, communication and languages, reconfiguration of entity references in a graph, impersonation and access right, etc. We believe the metaphor that underlies an HCI concept as well as the relationships between a bunch of HCI concepts are crucial to the design of software systems and vice versa.

Keywords: HCI, MAS, computer game, programming language

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130 Instance-Based Ontology Matching Using Different Kinds of Formalism

Authors: Katrin Zaiß, Tim Schlüter, Stefan Conrad

Abstract:

Ontology Matching is a task needed in various applica-tions, for example for comparison or merging purposes. In literature,many algorithms solving the matching problem can be found, butmost of them do not consider instances at all. Mappings are deter-mined by calculating the string-similarity of labels, by recognizinglinguistic word relations (synonyms, subsumptions etc.) or by ana-lyzing the (graph) structure. Due to the facts that instances are oftenmodeled within the ontology and that the set of instances describesthe meaning of the concepts better than their meta information,instances should definitely be incorporated into the matching process.In this paper several novel instance-based matching algorithms arepresented which enhance the quality of matching results obtainedwith common concept-based methods. Different kinds of formalismsare use to classify concepts on account of their instances and finallyto compare the concepts directly.KeywordsInstances, Ontology Matching, Semantic Web

Keywords: Instances, Ontology Matching, Semantic Web

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129 Examining of Tool Wear in Cryogenic Machining of Cobalt-Based Haynes 25 Superalloy

Authors: Murat Sarıkaya, Abdulkadir Güllü

Abstract:

Haynes 25 alloy (also known as L-605 alloy) is cobalt based super alloy which has widely applications such as aerospace industry, turbine and furnace parts, power generators and heat exchangers and petroleum refining components due to its excellent characteristics. However, the workability of this alloy is more difficult compared to normal steels or even stainless. In present work, an experimental investigation was performed under cryogenic cooling to determine cutting tool wear patterns and obtain optimal cutting parameters in turning of cobalt based superalloy Haynes 25. In experiments, uncoated carbide tool was used and cutting speed (V) and feed rate (f) were considered as test parameters. Tool wear (VBmax) were measured for process performance indicators. Analysis of variance (ANOVA) was performed to determine the importance of machining parameters.

Keywords: Cryogenic machining, difficult-to-cut alloy, tool wear, turning.

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128 Surface Flattening based on Linear-Elastic Finite Element Method

Authors: Wen-liang Chen, Peng Wei, Yidong Bao

Abstract:

This paper presents a linear-elastic finite element method based flattening algorithm for three dimensional triangular surfaces. First, an intrinsic characteristic preserving method is used to obtain the initial developing graph, which preserves the angles and length ratios between two adjacent edges. Then, an iterative equation is established based on linear-elastic finite element method and the flattening result with an equilibrium state of internal force is obtained by solving this iterative equation. The results show that complex surfaces can be dealt with this proposed method, which is an efficient tool for the applications in computer aided design, such as mould design.

Keywords: Triangular mesh, surface flattening, finite elementmethod, linear-elastic deformation.

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127 Medical Advances in Diagnosing Neurological and Genetic Disorders

Authors: Simon B. N. Thompson

Abstract:

Retinoblastoma is a rare type of childhood genetic cancer that affects children worldwide. The diagnosis is often missed due to lack of education and difficulty in presentation of the tumor. Frequently, the tumor on the retina is noticed by photography when the red-eye flash, commonly seen in normal eyes, is not produced. Instead, a yellow or white colored patch is seen or the child has a noticeable strabismus. Early detection can be life-saving though often results in removal of the affected eye. Remaining functioning in the healthy eye when the child is young has resulted in super-vision and high or above-average intelligence. Technological advancement of cameras has helped in early detection. Brain imaging has also made possible early detection of neurological diseases and, together with the monitoring of cortisol levels and yawning frequency, promises to be the next new early diagnostic tool for the detection of neurological diseases where cortisol insufficiency is particularly salient, such as multiple sclerosis and Cushing’s disease.

Keywords: Cortisol, Neurological Disease, Retinoblastoma, Thompson Cortisol Hypothesis, Yawning.

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126 Analysis of Data Gathering Schemes for Layered Sensor Networks with Multihop Polling

Authors: Bhed Bahadur Bista, Danda B. Rawat

Abstract:

In this paper, we investigate multihop polling and data gathering schemes in layered sensor networks in order to extend the life time of the networks. A network consists of three layers. The lowest layer contains sensors. The middle layer contains so called super nodes with higher computational power, energy supply and longer transmission range than sensor nodes. The top layer contains a sink node. A node in each layer controls a number of nodes in lower layer by polling mechanism to gather data. We will present four types of data gathering schemes: intermediate nodes do not queue data packet, queue single packet, queue multiple packets and aggregate data, to see which data gathering scheme is more energy efficient for multihop polling in layered sensor networks.

Keywords: layered sensor network, polling, data gatheringschemes.

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125 Modification of the Conventional Power Flow Analysis for the Deployment of an HVDC Grid System in the Indian Subcontinent

Authors: Farhan Beg

Abstract:

The Indian subcontinent is facing a massive challenge with regards to the energy security in member countries, i.e. providing a reliable source of electricity to facilitate development across various sectors of the economy and thereby achieve the developmental targets it has set for itself. A highly precarious situation exists in the subcontinent which is observed in the series of system failures which most of the times leads to system collapses-blackouts. To mitigate the issues related with energy security as well as keep in check the increasing supply demand gap, a possible solution that stands in front of the subcontinent is the deployment of an interconnected electricity ‘Supergrid’ designed to carry huge quanta of power across the sub continent as well as provide the infra structure for RES integration. This paper assesses the need and conditions for a Supergrid deployment and consequently proposes a meshed topology based on VSC HVDC converters for the Supergrid modeling.

Keywords: Super grid, Wind and Solar Energy, HVDC, Electricity management, Load Flow Analysis.

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124 Conduction Model Compatible for Multi-Physical Domain Dynamic Investigations: Bond Graph Approach

Authors: A. Zanj, F. He

Abstract:

In the current paper, a domain independent conduction model compatible for multi-physical system dynamic investigations is suggested. By means of a port-based approach, a classical nonlinear conduction model containing physical states is first represented. A compatible discrete configuration of the thermal domain in line with the elastic domain is then generated through the enhancement of the configuration of the conventional thermal element. The presented simulation results of a sample structure indicate that the suggested conductive model can cover a wide range of dynamic behavior of the thermal domain.

Keywords: Multi-physical domain, conduction model, port-based modeling, dynamic interaction, physical modeling.

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123 Unsteady Transient Free Convective Flow of an Incompressible Viscous Fluid under Influence of Uniform Transverse Magnetic Field

Authors: Praveen Saraswat, Vipin Kumar Verma, Rudraman Singh

Abstract:

The unsteady transient free convection flow of an incompressible dissipative viscous fluid between parallel plates at different distances have been investigated under porous medium. Due to presence of heat flux under the influence of uniform transverse magnetic field the velocity distribution and the temperature distribution, is shown graphically. Since exact solution is not possible so we find parametrical solution by perturbation technique. The result is shown in graph for different parameters. We notice that heat generation effects fluid velocity keeping in which of free convection which cools.

Keywords: Transient, Convection, MHD, Viscous, Porous.

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122 Symbolic Analysis of Power Spectrum of CMOS Cross Couple Oscillator

Authors: Kittipong Tripetch

Abstract:

This paper proposes for the first time symbolic formula of the power spectrum of CMOS Cross Couple Oscillator and its modified circuit. Many principles existed to derived power spectrum in microwave textbook such as impedance, admittance parameters, ABCD, H parameters, etc. It can be compared by graph of power spectrum which methodology is the best from the point of view of practical measurement setup such as condition of impedance parameter which used superposition of current to derived (its current injection at the other port of the circuit is zero, which is impossible in reality). Four graphs of impedance parameters of cross couple oscillator are proposed. After that four graphs of scattering parameters of CMOS cross coupled oscillator will be shown.

Keywords: Optimization, power spectrum, impedance parameter, scattering parameter.

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121 Elastic Strain-Concentration Factor of Notched Bars under Combined Loading of Static Tension and Pure Bending

Authors: Hitham M. Tlilan

Abstract:

The effect of notch depth on the elastic new strainconcentration factor (SNCF) of rectangular bars with single edge Unotch under combined loading is studied here. The finite element method (FEM) and super position technique are used in the current study. This new SNCF under combined loading of static tension and pure bending has been defined under triaxial stress state. The employed specimens have constant gross thickness of 16.7 mm and net section thickness varied to give net-to-gross thickness ratio ho/Ho from 0.2 to 0.95. The results indicated that the elastic SNCF for combined loading increases with increasing notch depth up to ho/Ho = 0.7 and sharply decreases with increasing notch depth. It is also indicated that the elastic SNCF of combined loading is greater than that of pure bending and less than that of the static tension for 0.2 ≤ ho/Ho ≤ 0.7. However, the elastic SNCF of combined loading is the elastic SNCF for static tension and less than that of pure bending for shallow notches (i.e. 0.8 ≤ ho/Ho ≤ 0.95).

Keywords: Bar, notch, strain, tension, bending

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120 Self-Assembling Hypernetworks for Cognitive Learning of Linguistic Memory

Authors: Byoung-Tak Zhang, Chan-Hoon Park

Abstract:

Hypernetworks are a generalized graph structure representing higher-order interactions between variables. We present a method for self-organizing hypernetworks to learn an associative memory of sentences and to recall the sentences from this memory. This learning method is inspired by the “mental chemistry" model of cognition and the “molecular self-assembly" technology in biochemistry. Simulation experiments are performed on a corpus of natural-language dialogues of approximately 300K sentences collected from TV drama captions. We report on the sentence completion performance as a function of the order of word-interaction and the size of the learning corpus, and discuss the plausibility of this architecture as a cognitive model of language learning and memory.

Keywords: Linguistic recall memory, sentence completion task, self-organizing hypernetworks, cognitive learning and memory.

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119 Finding Viable Pollution Routes in an Urban Network under a Predefined Cost

Authors: Dimitra Alexiou, Stefanos Katsavounis, Ria Kalfakakou

Abstract:

In an urban area the determination of transportation routes should be planned so as to minimize the provoked pollution taking into account the cost of such routes. In the sequel these routes are cited as pollution routes.

The transportation network is expressed by a weighted graph G=(V,E,D,P) where every vertex represents a location to be served and contains unordered pairs (edges) of elements in V that indicate a simple road. The distances / cost and a weight that depict the provoked air pollution by a vehicle transition at every road are assigned to each road as well. These are the items of set D andrespectively.

Furthermore the investigated pollution routes must not exceed predefined corresponding values concerning the route cost and the route pollution level during the vehicle transition.

In this paper we present an algorithm that generates such routes in order that the decision maker selects the most appropriate one. 

Keywords: bi-criteria, pollution, shortest paths.

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118 Hybrid Antenna Array with the Bowtie Elements for Super-Resolution and 3D Scanning Radars

Authors: Somayeh Komeylian

Abstract:

The antenna arrays for the entire 3D spherical coverage have been developed for their potential use in variety of applications such as radars and body-worn devices of the body area networks. In this study, we have rigorously revamped the hybrid antenna array using the optimum geometry of bowtie elements for achieving a significant improvement in the angular discrimination capability as well as in separating two adjacent targets. In this scenario, we have analogously investigated the effectiveness of increasing the virtual array length in fostering and enhancing the directivity and angular resolution in the 10 GHz frequency. The simulation results have extensively verified that the proposed antenna array represents a drastic enhancement in terms of size, directivity, side lobe level (SLL) and, especially resolution compared with the other available geometries. We have also verified that the maximum directivities of the proposed hybrid antenna array represent the robustness to the all  variations, which is accompanied by the uniform 3D scanning characteristic.

Keywords: Bowtie antenna, hybrid antenna array, array signal processing, body area networks.

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117 Theoretical Considerations for Software Component Metrics

Authors: V. Lakshmi Narasimhan, Bayu Hendradjaya

Abstract:

We have defined two suites of metrics, which cover static and dynamic aspects of component assembly. The static metrics measure complexity and criticality of component assembly, wherein complexity is measured using Component Packing Density and Component Interaction Density metrics. Further, four criticality conditions namely, Link, Bridge, Inheritance and Size criticalities have been identified and quantified. The complexity and criticality metrics are combined to form a Triangular Metric, which can be used to classify the type and nature of applications. Dynamic metrics are collected during the runtime of a complete application. Dynamic metrics are useful to identify super-component and to evaluate the degree of utilisation of various components. In this paper both static and dynamic metrics are evaluated using Weyuker-s set of properties. The result shows that the metrics provide a valid means to measure issues in component assembly. We relate our metrics suite with McCall-s Quality Model and illustrate their impact on product quality and to the management of component-based product development.

Keywords: Component Assembly, Component Based SoftwareEngineering, CORBA Component Model, Software ComponentMetrics.

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116 Validation of Automation Systems using Temporal Logic Model Checking and Groebner Bases

Authors: Quoc-Nam Tran, Anjib Mulepati

Abstract:

Validation of an automation system is an important issue. The goal is to check if the system under investigation, modeled by a Petri net, never enters the undesired states. Usually, tools dedicated to Petri nets such as DESIGN/CPN are used to make reachability analysis. The biggest problem with this approach is that it is impossible to generate the full occurence graph of the system because it is too large. In this paper, we show how computational methods such as temporal logic model checking and Groebner bases can be used to verify the correctness of the design of an automation system. We report our experimental results with two automation systems: the Automated Guided Vehicle (AGV) system and the traffic light system. Validation of these two systems ranged from 10 to 30 seconds on a PC depending on the optimizing parameters.

Keywords: Computational Intelligence, Temporal Logic Reasoning, Model Checking, Groebner Bases.

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115 Stock Portfolio Selection Using Chemical Reaction Optimization

Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

Abstract:

Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.

Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio

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114 The First Integral Approach in Stability Problem of Large Scale Nonlinear Dynamical Systems

Authors: M. Kidouche, H. Habbi, M. Zelmat, S. Grouni

Abstract:

In analyzing large scale nonlinear dynamical systems, it is often desirable to treat the overall system as a collection of interconnected subsystems. Solutions properties of the large scale system are then deduced from the solution properties of the individual subsystems and the nature of the interconnections. In this paper a new approach is proposed for the stability analysis of large scale systems, which is based upon the concept of vector Lyapunov functions and the decomposition methods. The present results make use of graph theoretic decomposition techniques in which the overall system is partitioned into a hierarchy of strongly connected components. We show then, that under very reasonable assumptions, the overall system is stable once the strongly connected subsystems are stables. Finally an example is given to illustrate the constructive methodology proposed.

Keywords: Comparison principle, First integral, Large scale system, Lyapunov stability.

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