Search results for: capacity optimization
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2986

Search results for: capacity optimization

2596 Optimization of Petroleum Refinery Configuration Design with Logic Propositions

Authors: Cheng Seong Khor, Xiao Qi Yeoh

Abstract:

This work concerns the topological optimization problem for determining the optimal petroleum refinery configuration. We are interested in further investigating and hopefully advancing the existing optimization approaches and strategies employing logic propositions to conceptual process synthesis problems. In particular, we seek to contribute to this increasingly exciting area of chemical process modeling by addressing the following potentially important issues: (a) how the formulation of design specifications in a mixed-logical-and-integer optimization model can be employed in a synthesis problem to enrich the problem representation by incorporating past design experience, engineering knowledge, and heuristics; and (b) how structural specifications on the interconnectivity relationships by space (states) and by function (tasks) in a superstructure should be properly formulated within a mixed-integer linear programming (MILP) model. The proposed modeling technique is illustrated on a case study involving the alternative processing routes of naphtha, in which significant improvement in the solution quality is obtained.

Keywords: Mixed-integer linear programming (MILP), petroleum refinery, process synthesis, superstructure.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1686
2595 Capacity Building of Extension Agents for Sustainable Dissemination of Agricultural Information and Technologies in Developing Countries

Authors: Michael T. Ajayi, Oluwakemi E. Fapojuwo

Abstract:

Farmers are in need of regular and relevant information relating to new technologies. Production of extension materials has been found to be useful in facilitating the process. Extension materials help to provide information to reach large numbers of farmers quickly and economically. However, as good as extension materials are, previous materials produced are not used by farmers. The reasons for this include lack of involvement of farmers in the production of the extension materials, most of the extension materials are not relevant to the farmers’ environments, the agricultural extension agents lack capacity to prepare the materials, and many extension agents lack commitment. These problems led to this innovative capacity building of extension agents. This innovative approach involves five stages. The first stage is the diagnostic survey of farmers’ environment to collect useful information. The second stage is the development and production of draft extension materials. The third stage is the field testing and evaluation of draft materials by the same famers that were involved at the diagnostic stage. The fourth stage is the revision of the draft extension materials by incorporating suggestions from farmers. The fifth stage is the action plans. This process improves the capacity of agricultural extension agents in the preparation of extension materials and also promotes engagement of farmers and beneficiaries in the process. The process also makes farmers assume some level of ownership of the exercise and the extension materials.

Keywords: Capacity building, dissemination, extension agents, information/technologies.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2409
2594 3-D Visualization and Optimization for SISO Linear Systems Using Parametrization of Two-Stage Compensator Design

Authors: Kazuyoshi Mori, Keisuke Hashimoto

Abstract:

In this paper, we consider the two-stage compensator designs of SISO plants. As an investigation of the characteristics of the two-stage compensator designs, which is not well investigated yet, of SISO plants, we implement three dimensional visualization systems of output signals and optimization system for SISO plants by the parametrization of stabilizing controllers based on the two-stage compensator design. The system runs on Mathematica by using “Three Dimensional Surface Plots,” so that the visualization can be interactively manipulated by users. In this paper, we use the discrete-time LTI system model. Even so, our approach is the factorization approach, so that the result can be applied to many linear models.

Keywords: Linear systems, visualization, optimization, two-Stage compensator design, Mathematica.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1165
2593 Overhead Estimation over Capacity of Mobile WiMAX

Authors: Saeed AL-Rashdy, Qing Guo

Abstract:

The IEEE802.16 standard which has emerged as Broadband Wireless Access (BWA) technology, promises to deliver high data rate over large areas to a large number of subscribers in the near future. This paper analyze the effect of overheads over capacity of downlink (DL) of orthogonal frequency division multiple access (OFDMA)–based on the IEEE802.16e mobile WiMAX system with and without overheads. The analysis focuses in particular on the impact of Adaptive Modulation and Coding (AMC) as well as deriving an algorithm to determine the maximum numbers of subscribers that each specific WiMAX sector may support. An analytical study of the WiMAX propagation channel by using Cost- 231 Hata Model is presented. Numerical results and discussion estimated by using Matlab to simulate the algorithm for different multi-users parameters.

Keywords: BWA, mobile WiMAX, capacity, AMC , overheads.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2038
2592 Optimization by Ant Colony Hybryde for the Bin-Packing Problem

Authors: Ben Mohamed Ahemed Mohamed, Yassine Adnan

Abstract:

The problem of bin-packing in two dimensions (2BP) consists in placing a given set of rectangular items in a minimum number of rectangular and identical containers, called bins. This article treats the case of objects with a free orientation of 90Ôùª. We propose an approach of resolution combining optimization by colony of ants (ACO) and the heuristic method IMA to resolve this NP-Hard problem.

Keywords: Ant colony algorithm, bin-packing problem, heuristics methods.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1791
2591 Design of a Robust Controller for AGC with Combined Intelligence Techniques

Authors: R. N. Patel, S. K. Sinha, R. Prasad

Abstract:

In this work Artificial Intelligence (AI) techniques like Fuzzy logic, Genetic Algorithms and Particle Swarm Optimization have been used to improve the performance of the Automatic Generation Control (AGC) system. Instead of applying Genetic Algorithms and Particle swarm optimization independently for optimizing the parameters of the conventional AGC with PI controller, an intelligent tuned Fuzzy logic controller (acting as the secondary controller in the AGC system) has been designed. The controller gives an improved dynamic performance for both hydrothermal and thermal-thermal power systems under a variety of operating conditions.

Keywords: Artificial intelligence, Automatic generation control, Fuzzy control, Genetic Algorithm, Particle swarm optimization, Power systems.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1748
2590 Empirical Evaluation of Performance Optimization Techniques Used in Mobile Applications

Authors: Nathar Shah, Bu Kiat Seng

Abstract:

Mobile application development is different from regular application development due to the hardware resource limitations existed in the mobile platforms. In the mobile environment, the application needs to be optimized by the developer to produce optimal software with least overhead. This study discussed about performance optimization techniques that are employed in general application development, and how such techniques are performing on mobile platforms through some empirical evaluations on a mobile emulator, Nokia X3-02 and Nokia C5-03devices. The scope of the work is only confined to mobile platform based on Java Mobile edition architecture. The empirical results showed that techniques such as loop unrolling, dependency chain, and linearized getter and setter performed better by a factor of 3 to 7. Whereas declaration and initialization on the same line or separate line did not improve the performance.

Keywords: Optimization Techniques, Mobile Applications, Performance Evaluation, J2ME, Empirical Experiments

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1565
2589 A Biomimetic Approach for the Multi-Objective Optimization of Kinetic Façade Design

Authors: Do-Jin Jang, Sung-Ah Kim

Abstract:

A kinetic façade responds to user requirements and environmental conditions.  In designing a kinetic façade, kinetic patterns play a key role in determining its performance. This paper proposes a biomimetic method for the multi-objective optimization for kinetic façade design. The autonomous decentralized control system is combined with flocking algorithm. The flocking agents are autonomously reacting to sensor values and bring about kinetic patterns changing over time. A series of experiments were conducted to verify the potential and limitations of the flocking based decentralized control. As a result, it could show the highest performance balancing multiple objectives such as solar radiation and openness among the comparison group.

Keywords: Biomimicry, flocking algorithm, autonomous decentralized control, multi-objective optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1320
2588 Impregnation of Cupper into Kanuma Volcanic Ash Soil to Improve Mercury Sorption Capacity

Authors: Jatindra N. Bhakta, Yukihiro Munekage

Abstract:

The present study attempted to improve the Mercury (Hg) sorption capacity of kanuma volcanic ash soil (KVAS) by impregnating the cupper (Cu). Impregnation was executed by 1 and 5% Cu powder and sorption characterization of optimum Hg removing Cu impregnated KVAS was performed under different operational conditions, contact time, solution pH, sorbent dosage and Hg concentration using the batch operation studies. The 1% Cu impregnated KVAS pronounced optimum improvement (79%) in removing Hg from water compare to control. The present investigation determined the equilibrium state of maximum Hg adsorption at 6 h contact period. The adsorption revealed a pH dependent response and pH 3.5 showed maximum sorption capacity of Hg. Freundlich isotherm model is well fitted with the experimental data than that of Langmuir isotherm. It can be concluded that the Cu impregnation improves the Hg sorption capacity of KVAS and 1% Cu impregnated KVAS could be employed as cost-effective adsorbent media for treating Hg contaminated water.

Keywords: Cupper, impregnation, isotherm, kanuma volcanic ash soil, mercury, sorption

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1628
2587 A Method for Improving Dental Crown Fit-Increasing the Robustness

Authors: Kero T., Söderberg R., Andersson M., Lindkvist L.

Abstract:

The introduction of mass-customization has enabled new ways to treat patients within medicine. However, the introduction of industrialized treatments has also meant new obstacles. The purpose of this study was to introduce and theoretically test a method for improving dental crown fit. The optimization method allocates support points in order to check the final variation for dental crowns. Three different types of geometries were tested and compared. The three geometries were also divided into three sub-geometries: Current method, Optimized method and Feasible method. The Optimized method, using the whole surface for support points, provided the best results. The results support the objective of the study. It also seems that the support optimization method can dramatically improve the robustness of dental crown treatments.

Keywords: Bio-medicine, Dentistry, Mass-customization, Optimization and Robust design.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1577
2586 A Hybrid Nature Inspired Algorithm for Generating Optimal Query Plan

Authors: R. Gomathi, D. Sharmila

Abstract:

The emergence of the Semantic Web technology increases day by day due to the rapid growth of multiple web pages. Many standard formats are available to store the semantic web data. The most popular format is the Resource Description Framework (RDF). Querying large RDF graphs becomes a tedious procedure with a vast increase in the amount of data. The problem of query optimization becomes an issue in querying large RDF graphs. Choosing the best query plan reduces the amount of query execution time. To address this problem, nature inspired algorithms can be used as an alternative to the traditional query optimization techniques. In this research, the optimal query plan is generated by the proposed SAPSO algorithm which is a hybrid of Simulated Annealing (SA) and Particle Swarm Optimization (PSO) algorithms. The proposed SAPSO algorithm has the ability to find the local optimistic result and it avoids the problem of local minimum. Experiments were performed on different datasets by changing the number of predicates and the amount of data. The proposed algorithm gives improved results compared to existing algorithms in terms of query execution time.

Keywords: Semantic web, RDF, Query optimization, Nature inspired algorithms, PSO, SA.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2198
2585 Experimental Study of Geotextile Effect on Improving Soil Bearing Capacity in Aggregate Surfaced Roads

Authors: Mahdi Taghipour Masoumi, Ali Abdi Kordani, Mahmoud Nazirizad

Abstract:

Geosynthetics utilization plays an important role in the construction of highways with no additive layers, such as asphalt concrete or cement concrete, or in a subgrade layer which affects the bearing capacity of unbounded layers. This laboratory experimental study was carried out to evaluate changes in the load bearing capacity of reinforced soil with these materials in highway roadbed with regard to geotextile properties. California Bearing Ratio (CBR) test samples were prepared with two types of soil: Clayey and sandy containing non-reinforced and reinforced soil. The samples comprised three types of geotextiles with different characteristics (150, 200, 300 g/m2) and depths (H= 5, 10, 20, 30, 50, 100 mm), and were grouped into two forms, one-layered and two-layered, based on the sample materials in order to perform defined tests. The results showed that the soil bearing characteristics increased when one layer of geotextile was used in clayey and sandy samples reinforced by geotextile. However, the bearing capacity of the soil, in the presence of a geotextile layer material with depth of more than 30 mm, had no remarkable effect. Furthermore, when the two-layered geotextile was applied in material samples, although it increased the soil resistance, it also showed that through the addition of a number or weights of geotextile into samples, the natural composition of the soil changed and the results are unreliable.

Keywords: Reinforced soil, geosynthetics, geotextile, transportation capacity, CBR experiments.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2542
2584 Hybrid Artificial Bee Colony and Least Squares Method for Rule-Based Systems Learning

Authors: Ahcene Habbi, Yassine Boudouaoui

Abstract:

This paper deals with the problem of automatic rule generation for fuzzy systems design. The proposed approach is based on hybrid artificial bee colony (ABC) optimization and weighted least squares (LS) method and aims to find the structure and parameters of fuzzy systems simultaneously. More precisely, two ABC based fuzzy modeling strategies are presented and compared. The first strategy uses global optimization to learn fuzzy models, the second one hybridizes ABC and weighted least squares estimate method. The performances of the proposed ABC and ABC-LS fuzzy modeling strategies are evaluated on complex modeling problems and compared to other advanced modeling methods.

Keywords: Automatic design, learning, fuzzy rules, hybrid, swarm optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2119
2583 Generation Scheduling Optimization of Multi-Hydroplants: A Case Study

Authors: Shuangquan Liu, Jinwen Wang, Dada Wang

Abstract:

A case study of the generation scheduling optimization of the multi-hydroplants on the Yuan River Basin in China is reported in this paper. Concerning the uncertainty of the inflows, the long/mid-term generation scheduling (LMTGS) problem is solved by a stochastic model in which the inflows are considered as stochastic variables. For the short-term generation scheduling (STGS) problem, a constraint violation priority is defined in case not all constraints are satisfied. Provided the stage-wise separable condition and low dimensions, the hydroplant-based operational region schedules (HBORS) problem is solved by dynamic programming (DP). The coordination of LMTGS and STGS is presented as well. The feasibility and the effectiveness of the models and solution methods are verified by the numerical results.

Keywords: generation scheduling, multi-hydroplants, optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1513
2582 Comparative Study on Swarm Intelligence Techniques for Biclustering of Microarray Gene Expression Data

Authors: R. Balamurugan, A. M. Natarajan, K. Premalatha

Abstract:

Microarray gene expression data play a vital in biological processes, gene regulation and disease mechanism. Biclustering in gene expression data is a subset of the genes indicating consistent patterns under the subset of the conditions. Finding a biclustering is an optimization problem. In recent years, swarm intelligence techniques are popular due to the fact that many real-world problems are increasingly large, complex and dynamic. By reasons of the size and complexity of the problems, it is necessary to find an optimization technique whose efficiency is measured by finding the near optimal solution within a reasonable amount of time. In this paper, the algorithmic concepts of the Particle Swarm Optimization (PSO), Shuffled Frog Leaping (SFL) and Cuckoo Search (CS) algorithms have been analyzed for the four benchmark gene expression dataset. The experiment results show that CS outperforms PSO and SFL for 3 datasets and SFL give better performance in one dataset. Also this work determines the biological relevance of the biclusters with Gene Ontology in terms of function, process and component.

Keywords: Particle swarm optimization, Shuffled frog leaping, Cuckoo search, biclustering, gene expression data.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2629
2581 Analytical Mathematical Expression for the Channel Capacity of a Power and Rate Simultaneous Adaptive Cellular DS/FFH-CDMA Systemin a Rayleigh Fading Channel

Authors: P.Varzakas

Abstract:

In this paper, an accurate theoretical analysis for the achievable average channel capacity (in the Shannon sense) per user of a hybrid cellular direct-sequence/fast frequency hopping code-division multiple-access (DS/FFH-CDMA) system operating in a Rayleigh fading environment is presented. The analysis covers the downlink operation and leads to the derivation of an exact mathematical expression between the normalized average channel capacity available to each system-s user, under simultaneous optimal power and rate adaptation and the system-s parameters, as the number of hops per bit, the processing gain applied, the number of users per cell and the received signal-tonoise power ratio over the signal bandwidth. Finally, numerical results are presented to illustrate the proposed mathematical analysis.

Keywords: Shannon capacity, adaptive systems, code-division multiple access, fading channels.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1489
2580 Manipulation of Image Segmentation Using Cleverness Artificial Bee Colony Approach

Authors: Y. Harold Robinson, E. Golden Julie, P. Joyce Beryl Princess

Abstract:

Image segmentation is the concept of splitting the images into several images. Image Segmentation algorithm is used to manipulate the process of image segmentation. The advantage of ABC is that it conducts every worldwide exploration and inhabitant exploration for iteration. Particle Swarm Optimization (PSO) and Evolutionary Particle Swarm Optimization (EPSO) encompass a number of search problems. Cleverness Artificial Bee Colony algorithm has been imposed to increase the performance of a neighborhood search. The simulation results clearly show that the presented ABC methods outperform the existing methods. The result shows that the algorithms can be used to implement the manipulator for grasping of colored objects. The efficiency of the presented method is improved a lot by comparing to other methods.

Keywords: Color information, EPSO, ABC, image segmentation, particle swarm optimization, active contour, GMM.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1257
2579 Swarm Intelligence based Optimal Linear Phase FIR High Pass Filter Design using Particle Swarm Optimization with Constriction Factor and Inertia Weight Approach

Authors: Sangeeta Mandal, Rajib Kar, Durbadal Mandal, Sakti Prasad Ghoshal

Abstract:

In this paper, an optimal design of linear phase digital high pass finite impulse response (FIR) filter using Particle Swarm Optimization with Constriction Factor and Inertia Weight Approach (PSO-CFIWA) has been presented. In the design process, the filter length, pass band and stop band frequencies, feasible pass band and stop band ripple sizes are specified. FIR filter design is a multi-modal optimization problem. The conventional gradient based optimization techniques are not efficient for digital filter design. Given the filter specifications to be realized, the PSO-CFIWA algorithm generates a set of optimal filter coefficients and tries to meet the ideal frequency response characteristic. In this paper, for the given problem, the designs of the optimal FIR high pass filters of different orders have been performed. The simulation results have been compared to those obtained by the well accepted algorithms such as Parks and McClellan algorithm (PM), genetic algorithm (GA). The results justify that the proposed optimal filter design approach using PSOCFIWA outperforms PM and GA, not only in the accuracy of the designed filter but also in the convergence speed and solution quality.

Keywords: FIR Filter; PSO-CFIWA; PSO; Parks and McClellanAlgorithm, Evolutionary Optimization Technique; MagnitudeResponse; Convergence; High Pass Filter

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1512
2578 An Optimization of the New Die Design of Sheet Hydroforming by Taguchi Method

Authors: M. Hosseinzadeh, S. A. Zamani, A. Taheri

Abstract:

During the last few years, several sheet hydroforming processes have been introduced. Despite the advantages of these methods, they have some limitations. Of the processes, the two main ones are the standard hydroforming and hydromechanical deep drawing. A new sheet hydroforming die set was proposed that has the advantages of both processes and eliminates their limitations. In this method, a polyurethane plate was used as a part of the die-set to control the blank holder force. This paper outlines the Taguchi optimization methodology, which is applied to optimize the effective parameters in forming cylindrical cups by the new die set of sheet hydroforming process. The process parameters evaluated in this research are polyurethane hardness, polyurethane thickness, forming pressure path and polyurethane hole diameter. The design of experiments based upon L9 orthogonal arrays by Taguchi was used and analysis of variance (ANOVA) was employed to analyze the effect of these parameters on the forming pressure. The analysis of the results showed that the optimal combination for low forming pressure is harder polyurethane, bigger diameter of polyurethane hole and thinner polyurethane. Finally, the confirmation test was derived based on the optimal combination of parameters and it was shown that the Taguchi method is suitable to examine the optimization process.

Keywords: Sheet Hydroforming, Optimization, Taguchi Method

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2560
2577 Multi-Layer Perceptron Neural Network Classifier with Binary Particle Swarm Optimization Based Feature Selection for Brain-Computer Interfaces

Authors: K. Akilandeswari, G. M. Nasira

Abstract:

Brain-Computer Interfaces (BCIs) measure brain signals activity, intentionally and unintentionally induced by users, and provides a communication channel without depending on the brain’s normal peripheral nerves and muscles output pathway. Feature Selection (FS) is a global optimization machine learning problem that reduces features, removes irrelevant and noisy data resulting in acceptable recognition accuracy. It is a vital step affecting pattern recognition system performance. This study presents a new Binary Particle Swarm Optimization (BPSO) based feature selection algorithm. Multi-layer Perceptron Neural Network (MLPNN) classifier with backpropagation training algorithm and Levenberg-Marquardt training algorithm classify selected features.

Keywords: Brain-Computer Interfaces (BCI), Feature Selection (FS), Walsh–Hadamard Transform (WHT), Binary Particle Swarm Optimization (BPSO), Multi-Layer Perceptron (MLP), Levenberg–Marquardt algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2137
2576 Two-Phase Optimization for Selecting Materialized Views in a Data Warehouse

Authors: Jiratta Phuboon-ob, Raweewan Auepanwiriyakul

Abstract:

A data warehouse (DW) is a system which has value and role for decision-making by querying. Queries to DW are critical regarding to their complexity and length. They often access millions of tuples, and involve joins between relations and aggregations. Materialized views are able to provide the better performance for DW queries. However, these views have maintenance cost, so materialization of all views is not possible. An important challenge of DW environment is materialized view selection because we have to realize the trade-off between performance and view maintenance. Therefore, in this paper, we introduce a new approach aimed to solve this challenge based on Two-Phase Optimization (2PO), which is a combination of Simulated Annealing (SA) and Iterative Improvement (II), with the use of Multiple View Processing Plan (MVPP). Our experiments show that 2PO outperform the original algorithms in terms of query processing cost and view maintenance cost.

Keywords: Data warehouse, materialized views, view selectionproblem, two-phase optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1676
2575 Measuring Science and Technology Innovation Capacity in Developing Countries: From a National Innovation System

Authors: Haeng A. Seo, Changseok Oh, Seung Jun Yoo

Abstract:

This study attempts to examine the disparities in S&T innovation capacity from 14 developing countries to discuss how to support specific features in national innovation systems. It includes East-Asian, Middle-Asian, Central American and African countries. Here, we particularly focus on five dimensions- resources, activities, network, environment and performance- with 37 indicators. They were derived as structuring components of the relevant diagnostic model, which encompasses the whole process of S&T innovation from the input of resources to the output of economically valuable results. For many developing nations, economic industries remain weaker than actual S&T capabilities, and relevant regulatory authorities may not exist. This paper will be helpful to provide basic evidence and to set directions for better national S&T Innovation capacities and toward national competitiveness.

Keywords: Developing countries, measurement, NIS, S&T innovation capacity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1418
2574 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:

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 1533
2573 Multi-criteria Optimization of Square Beam using Linear Weighted Average Model

Authors: Ali Farhaninejad, Rizal Zahari, Ehsan Rasooliyazdi

Abstract:

Increasing energy absorption is a significant parameter in vehicle design. Absorbing more energy results in decreasing occupant damage. Limitation of the deflection in a side impact results in decreased energy absorption (SEA) and increased peak load (PL). Hence a high crash force jeopardizes passenger safety and vehicle integrity. The aims of this paper are to determine suitable dimensions and material of a square beam subjected to side impact, in order to maximize SEA and minimize PL. To achieve this novel goal, the geometric parameters of a square beam are optimized using the response surface method (RSM).multi-objective optimization is performed, and the optimum design for different response features is obtained.

Keywords: Crashworthiness, side impact, energy absorption, multi-objective optimization, Square beam, SEA

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1789
2572 Simultaneous Saccharification and Fermentation(SSF) of Sugarcane Bagasse - Kinetics and Modeling

Authors: E.Sasikumar, T.Viruthagiri

Abstract:

Simultaneous Saccharification and Fermentation (SSF) of sugarcane bagasse by cellulase and Pachysolen tannophilus MTCC *1077 were investigated in the present study. Important process variables for ethanol production form pretreated bagasse were optimized using Response Surface Methodology (RSM) based on central composite design (CCD) experiments. A 23 five level CCD experiments with central and axial points was used to develop a statistical model for the optimization of process variables such as incubation temperature (25–45°) X1, pH (5.0–7.0) X2 and fermentation time (24–120 h) X3. Data obtained from RSM on ethanol production were subjected to the analysis of variance (ANOVA) and analyzed using a second order polynomial equation and contour plots were used to study the interactions among three relevant variables of the fermentation process. The fermentation experiments were carried out using an online monitored modular fermenter 2L capacity. The processing parameters setup for reaching a maximum response for ethanol production was obtained when applying the optimum values for temperature (32°C), pH (5.6) and fermentation time (110 h). Maximum ethanol concentration (3.36 g/l) was obtained from 50 g/l pretreated sugarcane bagasse at the optimized process conditions in aerobic batch fermentation. Kinetic models such as Monod, Modified Logistic model, Modified Logistic incorporated Leudeking – Piret model and Modified Logistic incorporated Modified Leudeking – Piret model have been evaluated and the constants were predicted.

Keywords: Sugarcane bagasse, ethanol, optimization, Pachysolen tannophilus.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2266
2571 Progressive Collapse of Hyperbolic Cooling Tower Considering the Support Inclinations

Authors: Esmaeil Asadzadeh, Mehtab Alam

Abstract:

Progressive collapse of the layered hyperbolic tower shells are studied considering the influences of changes in the supporting columns’ types and angles. 3-D time history analyses employing the finite element method are performed for the towers supported with I-type and ᴧ-type column. It is found that the inclination angle of the supporting columns is a very important parameter in optimization and safe design of the cooling towers against the progressive collapse. It is also concluded that use of Demand Capacity Ratio (DCR) criteria of the linear elastic approach recommended by GSA is un-conservative for the hyperbolic tower shells.

Keywords: Progressive collapse, cooling towers, finite element analysis, crack generation, reinforced concrete.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1319
2570 Optimal Sizing of SSSC Controllers to Minimize Transmission Loss and a Novel Model of SSSC to Study Transient Response

Authors: A. M. El-Zonkoly

Abstract:

In this paper, based on steady-state models of Flexible AC Transmission System (FACTS) devices, the sizing of static synchronous series compensator (SSSC) controllers in transmission network is formed as an optimization problem. The objective of this problem is to reduce the transmission losses in the network. The optimization problem is solved using particle swarm optimization (PSO) technique. The Newton-Raphson load flow algorithm is modified to consider the insertion of the SSSC devices in the network. A numerical example, illustrating the effectiveness of the proposed algorithm, is introduced. In addition, a novel model of a 3- phase voltage source converter (VSC) that is suitable for series connected FACTS a controller is introduced. The model is verified by simulation using Power System Blockset (PSB) and Simulink software.

Keywords: FACTS, Modeling, PSO, SSSC, Transmission lossreduction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2238
2569 Performance Analysis of Self Excited Induction Generator Using Artificial Bee Colony Algorithm

Authors: A. K. Sharma, N. P. Patidar, G. Agnihotri, D. K. Palwalia

Abstract:

This paper presents the performance state analysis of Self-Excited Induction Generator (SEIG) using Artificial Bee Colony (ABC) optimization technique. The total admittance of the induction machine is minimized to calculate the frequency and magnetizing reactance corresponding to any rotor speed, load impedance and excitation capacitance. The performance of SEIG is calculated using the optimized parameter found. The results obtained by ABC algorithm are compared with results from numerical method. The results obtained coincide with the numerical method results. This technique proves to be efficient in solving nonlinear constrained optimization problems and analyzing the performance of SEIG.

Keywords: Artificial bee colony, Steady state analysis, Selfexcited induction generator, Nonlinear constrained optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2149
2568 A Robust STATCOM Controller for a Multi-Machine Power System Using Particle Swarm Optimization and Loop-Shaping

Authors: S.F. Faisal, A.H.M.A. Rahim, J.M. Bakhashwain

Abstract:

Design of a fixed parameter robust STATCOM controller for a multi-machine power system through an H-? based loop-shaping procedure is presented. The trial and error part of the graphical loop-shaping procedure has been eliminated by embedding a particle swarm optimization (PSO) technique in the design loop. Robust controllers were designed considering the detailed dynamics of the multi-machine system and results were compared with reduced order models. The robust strategy employing loop-shaping and PSO algorithms was observed to provide very good damping profile for a wide range of operation and for various disturbance conditions. 

Keywords: STATCOM, Robust control, Power system damping, Particle Swarm Optimization, Loop-shaping.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1838
2567 Strengthening of RC Beams Containing Large Opening at Flexure with CFRP laminates

Authors: S.C. Chin, N. Shafiq, M.F. Nuruddin

Abstract:

This paper presents the study of strengthening R/C beams with large circular and square opening located at flexure zone by Carbon Fiber Reinforced Polymer (CFRP) laminates. A total of five beams were tested to failure under four point loading to investigate the structural behavior including crack patterns, failure mode, ultimate load and load deflection behaviour. Test results show that large opening at flexure reduces the beam capacity and stiffness; and increases cracking and deflection. A strengthening configuration was designed for each un-strengthened beams based on their respective crack patterns. CFRP laminates remarkably restore the beam capacity of beam with large circular opening at flexure location while 10% re-gain of beam capacity with square opening. The use of CFRP laminates with the designed strengthening configuration could significantly reduce excessive cracking and deflection and increase the ultimate capacity and stiffness of beam.

Keywords: CFRP, large opening, R/C beam, strengthening

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3722