Search results for: composite programming
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1287

Search results for: composite programming

1137 Investigation of Tribological Behavior of Electrodeposited Cr, Co-Cr and Co-Cr/TiO2 Nano-Composite Coatings

Authors: S. Mahdavi, S. R. Allahkaram

Abstract:

Electrodeposition is a simple and economic technique for precision coating of different shaped substrates with pure metal, alloy or composite films. Dc electrodeposition was used to produce Cr, Co-Cr and Co-Cr/TiO2 nano-composite coatings from Cr(III) based electrolytes onto 316L SS substrates. The effects of TiO2 nanoparticles concentration on co-deposition of these particles along with Cr content and microhardness of the coatings were investigated. Morphology of the Cr, Co-Cr and Co-Cr/TiO2 coatings besides their tribological behavior were studied. The results showed that increment of TiO2 nanoparticles concentration from 0 to 30 g L-1 in the bath increased their co-deposition and Cr content of the coatings from 0 to 3.5 wt.% and from 23.7 to 31.2 wt.%, respectively. Microhardness of Cr coating was about 920 Hv which was higher than Co-Cr and even Co-Cr/TiO2 films. Microhardness of Co-Cr and Co-Cr/TiO2 coatings were improved by increasing their Cr and TiO2 content. All the coatings had nodular morphology and contained microcracks. Nodules sizes and the number of microcracks in the alloy and composite coatings were lower than the Cr film. Wear results revealed that the Co-Cr/TiO2 coating had the lowest wear loss between all the samples, while the Cr film had the worst wear resistance.

Keywords: Co-Cr alloy, electrodeposition, nano-composite, tribological behavior, trivalent chromium.

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1136 A Dynamic Programming Model for Maintenance of Electric Distribution System

Authors: Juha Korpijärvi, Jari Kortelainen

Abstract:

The paper presents dynamic programming based model as a planning tool for the maintenance of electric power systems. Every distribution component has an exponential age depending reliability function to model the fault risk. In the moment of time when the fault costs exceed the investment costs of the new component the reinvestment of the component should be made. However, in some cases the overhauling of the old component may be more economical than the reinvestment. The comparison between overhauling and reinvestment is made by optimisation process. The goal of the optimisation process is to find the cost minimising maintenance program for electric power distribution system.

Keywords: Dynamic programming, Electric distribution system, Maintenance

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1135 Algorithmic Skills Transferred from Secondary CSI Studies into Tertiary Education

Authors: Piroska Biró, Mária Csernoch, János Máth, Kálmán Abari

Abstract:

Testing the first year students of Informatics at the University of Debrecen revealed that students start their tertiary studies in programming with a low level of programming knowledge and algorithmic skills. The possible reasons which lead the students to this very unfortunate result were examined. The results of the test were compared to the students’ results in the school leaving exams and to their self-assessment values. It was found that there is only a slight connection between the students’ results in the test and in the school leaving exams, especially at intermediate level. Beyond this, the school leaving exams do not seem to enable students to evaluate their own abilities.

Keywords: Deep and surface approaches, metacognitive abilities, programming and algorithmic skills, school leaving exams, tracking code.

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1134 Development and Characterization of a Polymer Composite Electrolyte to Be Used in Proton Exchange Membranes Fuel Cells

Authors: B. A. Berns, V. Romanovicz, M. M. de Camargo Forte, D. E. O. S. Carpenter

Abstract:

The Proton Exchange Membranes (PEM) are largely studied because they operate at low temperatures and they are suitable for mobile applications. However, there are some deficiencies in their operation, mainly those that use ethanol as a hydrogen source, that require a certain attention. Therefore, this research aimed to develop Nafion® composite membranes, mixing clay minerals, kaolin and halloysite to the polymer matrix in order to improve the ethanol molecule retentions and, at the same time, to keep the system’s protonic conductivity. The modified Nafion/Kaolin, Nafion/Halloysite composite membranes were prepared in weight proportion of 0.5, 1.0 and 1.5. The membranes obtained were characterized as to their ethanol permeability, protonic conductivity and water absorption. The composite morphology and structure are characterized by SEM and EDX and the thermal behavior is determined by TGA and DSC. The analysis of the results shows ethanol permeability reduction from 48% to 63%. However, the protonic conductivity results are lower in relation to pure Nafion®. As to the thermal behavior, the Nafion® composite membranes were stable up to a temperature of 325ºC.

Keywords: Polymer-matrix composites (PMCs), Thermal properties, Nanoclay, Differential scanning calorimetry.

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1133 A Novel Optimal Setting for Directional over Current Relay Coordination using Particle Swarm Optimization

Authors: D. Vijayakumar, R. K. Nema

Abstract:

Over Current Relays (OCRs) and Directional Over Current Relays (DOCRs) are widely used for the radial protection and ring sub transmission protection systems and for distribution systems. All previous work formulates the DOCR coordination problem either as a Non-Linear Programming (NLP) for TDS and Ip or as a Linear Programming (LP) for TDS using recently a social behavior (Particle Swarm Optimization techniques) introduced to the work. In this paper, a Modified Particle Swarm Optimization (MPSO) technique is discussed for the optimal settings of DOCRs in power systems as a Non-Linear Programming problem for finding Ip values of the relays and for finding the TDS setting as a linear programming problem. The calculation of the Time Dial Setting (TDS) and the pickup current (Ip) setting of the relays is the core of the coordination study. PSO technique is considered as realistic and powerful solution schemes to obtain the global or quasi global optimum in optimization problem.

Keywords: Directional over current relays, Optimization techniques, Particle swarm optimization, Power system protection.

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1132 Solution of Fuzzy Maximal Flow Problems Using Fuzzy Linear Programming

Authors: Amit Kumar, Manjot Kaur

Abstract:

In this paper, the fuzzy linear programming formulation of fuzzy maximal flow problems are proposed and on the basis of the proposed formulation a method is proposed to find the fuzzy optimal solution of fuzzy maximal flow problems. In the proposed method all the parameters are represented by triangular fuzzy numbers. By using the proposed method the fuzzy optimal solution of fuzzy maximal flow problems can be easily obtained. To illustrate the proposed method a numerical example is solved and the obtained results are discussed.

Keywords: Fuzzy linear programming, Fuzzy maximal flow problem, Ranking function, Triangular fuzzy number

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1131 Production and Characterization of Sol-Enhanced Zn- Ni-Al2O3 Nanocomposite Coating

Authors: Soroor Ghaziof, Wei Gao

Abstract:

Sol-enhanced Zn-Ni-Al2O3 nanocomposite coatings were electroplated on mild steel by our newly developed solenhanced electroplating method. In this method, transparent Al2O3 sol was added into the acidic Zn-Ni bath to produced Zn-Ni-Al2O3nanocomposite coatings. The chemical composition, microstructure and mechanical properties of the composite and alloy coatings deposited at two different agitation speed were investigated. The structure of all coatings was single γ-Ni5Zn21 phase. The composite coatings possess refined crystals with higher microhardness compared to Zn-Ni alloy coatings. The wear resistance of Zn-Ni coatings was improved significantly by incorporation of alumina nano particles into the coatings. Higher agitation speed provided more uniform coatings with smaller grain sized and slightly higher microhardness. Considering composite coatings, high agitation speeds may facilitate co-deposition of alumina in the coatings.

Keywords: Microhardness, Sol-enhanced electro plating, Wear resistance, Zn-Ni-Al2O3 composite coatings.

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1130 Linear Programming Application in Unit Commitment of Wind Farms with Considering Uncertainties

Authors: M. Esmaeeli Shahrakht, A. Kazemi

Abstract:

Due to uncertainty of wind velocity, wind power generators don’t have deterministic output power. Utilizing wind power generation and thermal power plants together create new concerns for operation engineers of power systems. In this paper, a model is presented to implement the uncertainty of load and generated wind power which can be utilized in power system operation planning. Stochastic behavior of parameters is simulated by generating scenarios that can be solved by deterministic method. A mixed-integer linear programming method is used for solving deterministic generation scheduling problem. The proposed approach is applied to a 12-unit test system including 10 thermal units and 2 wind farms. The results show affectivity of piecewise linear model in unit commitment problems. Also using linear programming causes a considerable reduction in calculation times and guarantees convergence to the global optimum. Neglecting the uncertainty of wind velocity causes higher cost assessment of generation scheduling.

Keywords: Load uncertainty, linear programming, scenario generation, unit commitment, wind farm.

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1129 Fabrication Characteristics and Mechanical Behavior of Fly Ash-Alumina Reinforced Zn-27Al Alloy Matrix Hybrid Composite Using Stir-Casting Technique

Authors: Oluwagbenga B. Fatile, Felix U. Idu, Olajide T. Sanya

Abstract:

This paper reports the viability of developing Zn-27Al alloy matrix hybrid composites reinforced with alumina, graphite and fly ash (solid waste bye product of coal in thermal power plants). This research work was aimed at developing low cost-high performance Zn-27Al matrix composite with low density. Alumina particulates (Al2O3), graphite added with 0, 2, 3, 4 and 5 wt% fly ash were utilized to prepare 10wt% reinforcing phase with Zn-27Al alloy as matrix using two-step stir casting method. Density measurement, estimated percentage porosity, tensile testing, micro hardness measurement and optical microscopy were used to assess the performance of the composites produced. The results show that the hardness, ultimate tensile strength, and percent elongation of the hybrid composites decrease with increase in fly ash content. The maximum decrease in hardness and ultimate tensile strength of 13.72% and 15.25% respectively were observed for composite grade containing 5wt% fly ash. The percentage elongation of composite sample without fly ash is 8.9% which is comparable with that of the sample containing 2wt% fly ash with percentage elongation of 8.8%. The fracture toughness of the fly ash containing composites was however superior to those of composites without fly ash with 5wt% fly ash containing composite exhibiting the highest fracture toughness. The results show that fly ash can be utilized as complementary reinforcement in ZA-27 alloy matrix composite to reduce cost.

Keywords: Fly ash, hybrid composite, mechanical behaviour, stir-cast.

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1128 Advantages of Composite Materials in Aircraft Structures

Authors: Muniyasamy Kalanchiam, Moorthy Chinnasamy

Abstract:

In the competitive environment of aircraft industries it becomes absolutely necessary to improve the efficiency, performance of the aircrafts to reduce the development and operating costs considerably, in order to capitalize the market. An important contribution to improve the efficiency and performance can be achieved by decreasing the aircraft weight through considerable usage of composite materials in primary aircraft structures. In this study, a type of composite material called Carbon Fiber Reinforced Plastic (CFRP) is explored for the usage is aircraft skin panels. Even though there were plenty of studies and research has been already carried out, here a practical example of an aircraft skin panel is taken and substantiated the benefits of composites material usage over the metallic skin panel. A crown skin panel of a commercial aircraft is designed using both metal and composite materials. Stress analysis has been carried out for both and margin of safety is estimated for the critical load cases. The skin panels are compared for manufacturing, tooling, assembly and cost parameters. Detail step by step comparison between metal and composite constructions are studied and results are tabulated for better understanding.

Keywords: Composites, CFRP, Aircraft Structure, Skin panel.

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1127 Surface Roughness Prediction Model for Grinding of Composite Laminate Using Factorial Design

Authors: P. Chockalingam, C. K. Kok, T. R. Vijayaram

Abstract:

Glass fiber reinforced polymer (GFRP) laminates have been widely used because of their unique mechanical and physical properties such as high specific strength, stiffness and corrosive resistance. Accordingly, the demand for precise grinding of composites has been increasing enormously. Grinding is the one of the obligatory methods for fabricating products with composite materials and it is usually the final operation in the assembly of structural laminates. In this experimental study, an attempt has been made to develop an empirical model to predict the surface roughness of ground GFRP composite laminate with respect to the influencing grinding parameters by factorial design approach of design of experiments (DOE). The significance of grinding parameters and their three factor interaction effects on grinding of GFRP composite have been analyzed in detail. An empirical equation has been developed to attain minimum surface roughness in GFRP laminate grinding.

Keywords: GFRP Laminates, Grinding, Surface Roughness, Factorial Design.

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1126 Interaction Effect of DGAT1 and Composite Genotype of Beta-Kappa Casein on Economic Milk Production Traits in Crossbred Holstein

Authors: A. Molee, N. Duanghaklang, P. Mernkrathoke

Abstract:

The objective was to determine the single gene and interaction effect of composite genotype of beta-kappa casein and DGAT1 gene on milk yield (MY) and milk composition, content of milk fat (%FAT), milk protein (%PRO), solid not fat (%SNF), and total solid (%TS) in crossbred Holstein cows. Two hundred and thirty- one cows were genotyped with PCR-RFLP for DGAT1 and composite genotype data of beta-kappa casein from previous work were used. Two model, (1), and (2), was used to estimate single gene effect, and interaction effect on the traits, respectively. The significance of interaction effects on all traits were detected. Most traits have consistent pattern of significant when model (1), and (2) were compared, except the effect of composite genotype of betakappa casein on %FAT, and the effect of DGAT1 on MY, which the significant difference was detected in only model (1).The results suggested that when the optimum of all traits was necessary, interaction effect should be concerned.

Keywords: composite genotype of beta-kappa casein, DGAT1gene, Milk composition, Milk yield

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1125 Effects of Coupling Agent on the Properties of Durian Skin Fibre Filled Polypropylene Composite

Authors: Hazleen Anuar, Nur Aimi Mohd Nasir, Yousuf El-Shekeil

Abstract:

Durian skin is a newly explores natural fibre potentially reinforced polyolefin for diverse applications. In this work, investigation on the effect of coupling agent, maleic anhydride polypropylene (MAPP) on the mechanical, morphological, and thermal properties of polypropylene (PP) reinforced with durian skin fibre (DSF) was conducted. The presence of 30 wt% DSF significantly reduced the tensile strength of PP-DSF composite. Interestingly, even though the same trend goes to PP-DSF with the presence of MAPP, the reduction is only about 4% relative to unreinforced PP and 18% higher than PP-DSF without MAPP (untreated composite or UTC). The used of MAPP in treated composite (TC) also increased the tensile modulus, flexural properties and degradation temperature. The enhanced mechanical properties are consistent with good interfacial interaction as evidenced under scanning electron microscopy.

Keywords: Durian skin fiber, coupling agent, mechanical properties, thermogravimetry analysis.

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1124 Genetic Programming Approach to Hierarchical Production Rule Discovery

Authors: Basheer M. Al-Maqaleh, Kamal K. Bharadwaj

Abstract:

Automated discovery of hierarchical structures in large data sets has been an active research area in the recent past. This paper focuses on the issue of mining generalized rules with crisp hierarchical structure using Genetic Programming (GP) approach to knowledge discovery. The post-processing scheme presented in this work uses flat rules as initial individuals of GP and discovers hierarchical structure. Suitable genetic operators are proposed for the suggested encoding. Based on the Subsumption Matrix(SM), an appropriate fitness function is suggested. Finally, Hierarchical Production Rules (HPRs) are generated from the discovered hierarchy. Experimental results are presented to demonstrate the performance of the proposed algorithm.

Keywords: Genetic Programming, Hierarchy, Knowledge Discovery in Database, Subsumption Matrix.

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1123 HaskellFL: A Tool for Detecting Logical Errors in Haskell

Authors: Vanessa Vasconcelos, Mariza A. S. Bigonha

Abstract:

Understanding and using the functional paradigm is a challenge for many programmers. Looking for logical errors in code may take a lot of a developer’s time when a program grows in size. In order to facilitate both processes, this paper presents HaskellFL, a tool that uses fault localization techniques to locate a logical error in Haskell code. The Haskell subset used in this work is sufficiently expressive for those studying Functional Programming to get immediate help debugging their code and to answer questions about key concepts associated with the functional paradigm. HaskellFL was tested against Functional Programming assignments submitted by students enrolled at the Functional Programming class at the Federal University of Minas Gerais and against exercises from the Exercism Haskell track that are publicly available in GitHub. This work also evaluated the effectiveness of two fault localization techniques, Tarantula and Ochiai, in the Haskell context. Furthermore, the EXAM score was chosen to evaluate the tool’s effectiveness, and results showed that HaskellFL reduced the effort needed to locate an error for all tested scenarios. The results also showed that the Ochiai method was more effective than Tarantula.

Keywords: Debug, fault localization, functional programming, Haskell.

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1122 Interactive Fuzzy Multi-objective Programming in Land Re-organisational Planning for Sustainable Rural Development

Authors: Bijaya Krushna Mangaraj, Deepak Kumar Das

Abstract:

Sustainability in rural production system can only be achieved if it can suitably satisfy the local requirement as well as the outside demand with the changing time. With the increased pressure from the food sector in a globalised world, the agrarian economy needs to re-organise its cultivable land system to be compatible with new management practices as well as the multiple needs of various stakeholders and the changing resource scenario. An attempt has been made to transform this problem into a multi-objective decisionmaking problem considering various objectives, resource constraints and conditional constraints. An interactive fuzzy multi-objective programming approach has been used for such a purpose taking a case study in Indian context to demonstrate the validity of the method.

Keywords: Land re-organisation, Crop planning, Multiobjective Decision-Making, Fuzzy Goal Programming.

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1121 Deflection Control in Composite Building by Using Belt Truss and Outriggers Systems

Authors: S. Fawzia, T. Fatima

Abstract:

The design of high-rise building is more often dictated by its serviceability rather than strength. Structural Engineers are always striving to overcome challenge of controlling lateral deflection and storey drifts as well as self weight of structure imposed on foundation. One of the most effective techniques is the use of outrigger and belt truss system in Composite structures that can astutely solve the above two issues in High-rise constructions. This paper investigates deflection control by effective utilisation of belt truss and outrigger system on a 60-storey composite building subjected to wind loads. A three dimensional Finite Element Analysis is performed with one, two and three outrigger levels. The reductions in lateral deflection are 34%, 42% and 51% respectively as compared to a model without any outrigger system. There is an appreciable decline in the storey drifts with the introduction of these stiffer arrangements.

Keywords: Composite building, belt truss, deflection, FE model, outrigger truss, 3D analysis.

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1120 On the Sphere Method of Linear Programming Using Multiple Interior Points Approach

Authors: Job H. Domingo, Carolina Bancayrin-Baguio

Abstract:

The Sphere Method is a flexible interior point algorithm for linear programming problems. This was developed mainly by Professor Katta G. Murty. It consists of two steps, the centering step and the descent step. The centering step is the most expensive part of the algorithm. In this centering step we proposed some improvements such as introducing two or more initial feasible solutions as we solve for the more favorable new solution by objective value while working with the rigorous updates of the feasible region along with some ideas integrated in the descent step. An illustration is given confirming the advantage of using the proposed procedure.

Keywords: Interior point, linear programming, sphere method, initial feasible solution, feasible region, centering and descent steps, optimal solution.

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1119 Evaluation of Ultrasonic C-Scan Images by Fractal Dimension

Authors: S. Samanta, D. Datta, S. S. Gautam

Abstract:

In this paper, quantitative evaluation of ultrasonic Cscan images through estimation of their Fractal Dimension (FD) is discussed. Necessary algorithm for evaluation of FD of any 2-D digitized image is implemented by developing a computer code. For the evaluation purpose several C-scan images of the Kevlar composite impacted by high speed bullet and glass fibre composite having flaw in the form of inclusion is used. This analysis automatically differentiates a C-scan image showing distinct damage zone, from an image that contains no such damage.

Keywords: C-scan, Impact, Fractal Dimension, Kevlar composite and Inclusion Flaw

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1118 Reaction to the Fire of a Composite Material the Base of Scrapes of Tires End Latex for Thermal Isolation

Authors: E. T. L. Cöuras Ford, V. A. C. Vale, J. U. L. Mendes, R. M. Nascimento

Abstract:

The great majority of the applications of thermal isolation in the strip of drops and averages temperatures (up to 200ºC), it is made of materials aggressive nature, such an as glass wool, rock wool, polystyrene, EPS among others. Such materials, in spite of the effectiveness in the retention of the flow of heat, possess considerable cost and when discarded they are long years to be to decompose. In that context, trying to adapt the world politics the about of the preservation of the environment, a study began with intention of developing a material composite, with properties of thermal, originating from insulating industrial residues. In this research, the behavior of the composite was analyzed, as submitted the fire. For this, the reaction rehearsals were accomplished to the fire for the composites 2:1; 1:1; 1:2 and for the Latex, based in the "con" experiment in agreement with the norm ASTM - E 1334 - 90. As consequence, in function of the answers of the system was possible to be observed to the acting of each mixture proportion.

Keywords: Composite, Latex, Reaction to the fire.

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1117 Experimental Analysis of Composite Timber-Concrete Beam with CFRP Reinforcement

Authors: O. Vlcek

Abstract:

The paper deals with current issues in research of advanced methods to increase reliability of traditional timber structural elements. It analyses the issue of strengthening of bent timber beams, such as ceiling beams in old (historical) buildings with additional concrete slab in combination with externally bonded fibre - reinforced polymer. The paper describes experimental testing of composite timber-concrete beam with FRP reinforcement and compares results with FEM analysis.

Keywords: Timber-concrete composite, strengthening, fibre-reinforced polymer, experimental analysis.

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1116 Stochastic Mixed 0-1 Integer Programming Applied to International Transportation Problems under Uncertainty

Authors: Y. Wu

Abstract:

Today-s business has inevitably been set in the global supply chain management environment. International transportation has never played such an important role in the global supply chain network, because movement of shipments from one country to another tends to be more frequent than ever before. This paper studies international transportation problems experienced by an international transportation company. Because of the limited fleet capacity, the transportation company has to hire additional trucks from two countries in advance. However, customer-s shipment information is uncertain, and decisions have to be made before accurate information can be obtained. This paper proposes a stochastic mixed 0-1 programming model to solve the international transportation problems under uncertain demand. A series of experiments demonstrate the effectiveness of the proposed stochastic model.

Keywords: Global supply chain management, international transportation, stochastic programming.

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1115 Facility Location Selection using Preference Programming

Authors: C. Ardil

Abstract:

This paper presents preference programming technique based multiple criteria decision making analysis for selecting a facility location for a new organization or expansion of an existing facility which is of vital importance for a decision support system and strategic planning process. The implementation of decision support systems is considered crucial to sustain competitive advantage and profitability persistence in turbulent environment. As an effective strategic management and decision making is necessary, multiple criteria decision making analysis supports the decision makers to formulate and implement the right strategy. The investment cost associated with acquiring the property and facility construction makes the facility location selection problem a long-term strategic investment decision, which rationalize the best location selection which results in higher economic benefits through increased productivity and optimal distribution network. Selecting the proper facility location from a given set of alternatives is a difficult task, as many potential qualitative and quantitative multiple conflicting criteria are to be considered. This paper solves a facility location selection problem using preference programming, which is an effective multiple criteria decision making analysis tool applied to deal with complex decision problems in the operational research environment. The ranking results of preference programming are compared with WSM, TOPSIS and VIKOR methods.

Keywords: Facility Location Selection, Multiple Criteria Decision Making, Multiple Criteria Decision Making Analysis, Preference Programming, Location Selection, WSM, TOPSIS, VIKOR

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1114 Formation and Evaluation of Lahar/HDPE Hybrid Composite as a Structural Material for Household Biogas Digester

Authors: Lady Marianne E. Polinga, Candy C. Mercado, Camilo A. Polinga

Abstract:

This study was an investigation on the suitability of Lahar/HDPE composite as a primary material for low-cost smallscale biogas digesters. While sources of raw materials for biogas are abundant in the Philippines, cost of the technology has made the widespread utilization of this resource an indefinite proposition. Aside from capital economics, another problem arises with space requirements of current digester designs. These problems may be simultaneously addressed by fabricating digesters on a smaller, household scale to reach a wider market, and to use materials that may accommodate optimization of overall design and fabrication cost without sacrificing operational efficiency. This study involved actual fabrication of the Lahar/HDPE composite at varying composition and geometry, subsequent mechanical and thermal characterization, and implementation of Statistical Analysis to find intrinsic relationships between variables. From the results, Lahar/HDPE composite was found to be feasible for use as digester material from both mechanical and economic standpoints. 

Keywords: Biogas digester, Composite, High density polyethylene, Lahar.

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1113 Airport Check-In Optimization by IP and Simulation in Combination

Authors: Ahmad Thanyan Al-Sultan

Abstract:

The check-in area of airport terminal is one of the busiest sections at airports at certain periods. The passengers are subjected to queues and delays during the check-in process. These delays and queues are due to constraints in the capacity of service facilities. In this project, the airport terminal is decomposed into several check-in areas. The airport check-in scheduling problem requires both a deterministic (integer programming) and stochastic (simulation) approach. Integer programming formulations are provided to minimize the total number of counters in each check-in area under the realistic constraint that counters for one and the same flight should be adjacent and the desired number of counters remaining in each area should be fixed during check-in operations. By using simulation, the airport system can be modeled to study the effects of various parameters such as number of passengers on a flight and check-in counter opening and closing time.

Keywords: Airport terminal, Integer programming, Scheduling, Simulation.

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1112 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

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1111 Vendor Selection and Supply Quotas Determination by using Revised Weighting Method and Multi-Objective Programming Methods

Authors: Tunjo Perić, Marin Fatović

Abstract:

In this paper a new methodology for vendor selection and supply quotas determination (VSSQD) is proposed. The problem of VSSQD is solved by the model that combines revised weighting method for determining the objective function coefficients, and a multiple objective linear programming (MOLP) method based on the cooperative game theory for VSSQD. The criteria used for VSSQD are: (1) purchase costs and (2) product quality supplied by individual vendors. The proposed methodology has been tested on the example of flour purchase for a bakery with two decision makers.

Keywords: Cooperative game theory, multiple objective linear programming, revised weighting method, vendor selection.

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1110 Fundamental Natural Frequency of Chromite Composite Floor System

Authors: Farhad Abbas Gandomkar, Mona Danesh

Abstract:

This paper aims to determine Fundamental Natural Frequency (FNF) of a structural composite floor system known as Chromite. To achieve this purpose, FNFs of studied panels are determined by development of Finite Element Models (FEMs) in ABAQUS program. American Institute of Steel Construction (AISC) code in Steel Design Guide Series 11 presents a fundamental formula to calculate FNF of a steel framed floor system. This formula has been used to verify results of the FEMs. The variability in the FNF of the studied system under various parameters such as dimensions of floor, boundary conditions, rigidity of main and secondary beams around the floor, thickness of concrete slab, height of composite joists, distance between composite joists, thickness of top and bottom flanges of the open web steel joists, and adding tie beam perpendicular on the composite joists, is determined. The results show that changing in dimensions of the system, its boundary conditions, rigidity of main beam, and also adding tie beam, significant changes the FNF of the system up to 452.9%, 50.8%, - 52.2%, %52.6%, respectively. In addition, increasing thickness of concrete slab increases the FNF of the system up to 10.8%. Furthermore, the results demonstrate that variation in rigidity of secondary beam, height of composite joist, and distance between composite joists, and thickness of top and bottom flanges of open web steel joists insignificant changes the FNF of the studied system up to -0.02%, -3%, -6.1%, and 0.96%, respectively. Finally, the results of this study help designer predict occurrence of resonance, comfortableness, and design criteria of the studied system.

Keywords: Fundamental natural frequency, chromite composite floor system, finite element method, low and high frequency floors, comfortableness, resonance.

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1109 Development of AA2024 Matrix Composites Reinforced with Micro Yttrium through Cold Compaction with Superior Mechanical Properties

Authors: C. H. S. Vidyasagar, D. B. Karunakar

Abstract:

In this present work, five different composite samples with AA2024 as matrix and varying amounts of yttrium (0.1-0.5 wt.%) as reinforcement are developed through cold compaction. The microstructures of the developed composite samples revealed that the yttrium reinforcement caused grain refinement up to 0.3 wt.% and beyond which the refinement is not effective. The microstructure revealed Al2Cu precipitation which strengthened the composite up to 0.3 wt.% yttrium reinforcement. Upon further increase in yttrium reinforcement, the intermetallics and the precipitation coarsen and their corresponding strengthening effect decreases. The mechanical characterization revealed that the composite sample reinforced with 0.3 wt.% yttrium showed highest mechanical properties like 82 HV of hardness, 276 MPa Ultimate Tensile Strength (UTS), 229 MPa Yield Strength (YS) and an elongation (EL) of 18.9% respectively. However, the relative density of the developed composites decreased with the increase in yttrium reinforcement.

Keywords: Mechanical properties, AA 2024 matrix, yttrium reinforcement, cold compaction, precipitation.

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1108 Perturbation Based Search Method for Solving Unconstrained Binary Quadratic Programming Problem

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

Abstract:

This paper presents a perturbation based search method to solve the unconstrained binary quadratic programming problem. The proposed algorithm was tested with some of the standard test problems and the results are reported for 10 instances of 50, 100, 250, & 500 variable problems. A comparison of the performance of the proposed algorithm with other heuristics and optimization software is made. Based on the results, it was found that the proposed algorithm is computationally inexpensive and the solutions obtained match the best known solutions for smaller sized problems. For larger instances, the algorithm is capable of finding a solution within 0.11% of the best known solution. Apart from being used as a stand-alone method, this algorithm could also be incorporated with other heuristics to find better solutions.

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

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