Search results for: mixed integer linear programming.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2865

Search results for: mixed integer linear programming.

2685 CScheme in Traditional Concurrency Problems

Authors: Nathar Shah, Visham Cheerkoot

Abstract:

CScheme, a concurrent programming paradigm based on scheme concept enables concurrency schemes to be constructed from smaller synchronization units through a GUI based composer and latter be reused on other concurrency problems of a similar nature. This paradigm is particularly important in the multi-core environment prevalent nowadays. In this paper, we demonstrate techniques to separate concurrency from functional code using the CScheme paradigm. Then we illustrate how the CScheme methodology can be used to solve some of the traditional concurrency problems – critical section problem, and readers-writers problem - using synchronization schemes such as Single Threaded Execution Scheme, and Readers Writers Scheme.

Keywords: Concurrent Programming, Object Oriented Programming, Environments for multiple-processor systems, Programming paradigms.

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2684 An Algorithm of Finite Capacity Material Requirement Planning System for Multi-stage Assembly Flow Shop

Authors: T. Wuttipornpun, U. Wangrakdiskul, W. Songserm

Abstract:

This paper aims to develop an algorithm of finite capacity material requirement planning (FCMRP) system for a multistage assembly flow shop. The developed FCMRP system has two main stages. The first stage is to allocate operations to the first and second priority work centers and also determine the sequence of the operations on each work center. The second stage is to determine the optimal start time of each operation by using a linear programming model. Real data from a factory is used to analyze and evaluate the effectiveness of the proposed FCMRP system and also to guarantee a practical solution to the user. There are five performance measures, namely, the total tardiness, the number of tardy orders, the total earliness, the number of early orders, and the average flow-time. The proposed FCMRP system offers an adjustable solution which is a compromised solution among the conflicting performance measures. The user can adjust the weight of each performance measure to obtain the desired performance. The result shows that the combination of FCMRP NP3 and EDD outperforms other combinations in term of overall performance index. The calculation time for the proposed FCMRP system is about 10 minutes which is practical for the planners of the factory.

Keywords: Material requirement planning, Finite capacity, Linear programming, Permutation, Application in industry.

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2683 On Pattern-Based Programming towards the Discovery of Frequent Patterns

Authors: Kittisak Kerdprasop, Nittaya Kerdprasop

Abstract:

The problem of frequent pattern discovery is defined as the process of searching for patterns such as sets of features or items that appear in data frequently. Finding such frequent patterns has become an important data mining task because it reveals associations, correlations, and many other interesting relationships hidden in a database. Most of the proposed frequent pattern mining algorithms have been implemented with imperative programming languages. Such paradigm is inefficient when set of patterns is large and the frequent pattern is long. We suggest a high-level declarative style of programming apply to the problem of frequent pattern discovery. We consider two languages: Haskell and Prolog. Our intuitive idea is that the problem of finding frequent patterns should be efficiently and concisely implemented via a declarative paradigm since pattern matching is a fundamental feature supported by most functional languages and Prolog. Our frequent pattern mining implementation using the Haskell and Prolog languages confirms our hypothesis about conciseness of the program. The comparative performance studies on line-of-code, speed and memory usage of declarative versus imperative programming have been reported in the paper.

Keywords: Frequent pattern mining, functional programming, pattern matching, logic programming.

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2682 A Fuzzy Mathematical Model for Order Acceptance and Scheduling Problem

Authors: E. Koyuncu

Abstract:

The problem of Order Acceptance and Scheduling (OAS) is defined as a joint decision of which orders to accept for processing and how to schedule them. Any linear programming model representing real-world situation involves the parameters defined by the decision maker in an uncertain way or by means of language statement. Fuzzy data can be used to incorporate vagueness in the real-life situation. In this study, a fuzzy mathematical model is proposed for a single machine OAS problem, where the orders are defined by their fuzzy due dates, fuzzy processing times, and fuzzy sequence dependent setup times. The signed distance method, one of the fuzzy ranking methods, is used to handle the fuzzy constraints in the model.

Keywords: Fuzzy mathematical programming, fuzzy ranking, order acceptance, single machine scheduling.

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2681 Optimum Stratification of a Skewed Population

Authors: D.K. Rao, M.G.M. Khan, K.G. Reddy

Abstract:

The focus of this paper is to develop a technique of solving a combined problem of determining Optimum Strata Boundaries(OSB) and Optimum Sample Size (OSS) of each stratum, when the population understudy isskewed and the study variable has a Pareto frequency distribution. The problem of determining the OSB isformulated as a Mathematical Programming Problem (MPP) which is then solved by dynamic programming technique. A numerical example is presented to illustrate the computational details of the proposed method. The proposed technique is useful to obtain OSB and OSS for a Pareto type skewed population, which minimizes the variance of the estimate of population mean.

Keywords: Stratified sampling, Optimum strata boundaries, Optimum sample size, Pareto distribution, Mathematical programming problem, Dynamic programming technique.

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2680 Composite Programming for Electric Passenger Car Selection in Multiple Criteria Decision Making

Authors: C. Ardil

Abstract:

This paper discusses the use of the composite programming method to identify the optimum electric passenger automobile in multiple criteria decision making. With the composite programming approach, a set of alternatives are compared using an optimality measure that gauges how far apart they are from the optimum solution. In this paper, some key factors (range, battery, engine, maximum speed, acceleration) that customers should consider while purchasing an electric passenger car for daily use are discussed. A numerical illustration is provided to demonstrate the validity and applicability of the proximity measure approach

Keywords: electric passenger car selection, multiple criteria decision making, proximity measure method, composite programming, entropic weight method

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2679 Comparative Survey of Object Serialization Techniques and the Programming Supports

Authors: Kazuaki Maeda

Abstract:

This paper compares six approaches of object serialization from qualitative and quantitative aspects. Those are object serialization in Java, IDL, XStream, Protocol Buffers, Apache Avro, and MessagePack. Using each approach, a common example is serialized to a file and the size of the file is measured. The qualitative comparison works are investigated in the way of checking whether schema definition is required or not, whether schema compiler is required or not, whether serialization is based on ascii or binary, and which programming languages are supported. It is clear that there is no best solution. Each solution makes good in the context it was developed.

Keywords: structured data, serialization, programming

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2678 Geometrically Non-Linear Free Vibration Analysis of Functionally Graded Rectangular Plates

Authors: Boukhzer Abdenbi, El Bikri Khalid, Benamar Rhali

Abstract:

In the present study, the problem of geometrically non-linear free vibrations of functionally graded rectangular plates (FGRP) is studied. The theoretical model, previously developed and based on Hamilton’s principle, is adapted here to determine the fundamental non-linear mode shape of these plates. Frequency parameters, displacements and stress are given for various power-law distributions of the volume fractions of the constituents and various aspect ratios. Good agreement with previous published results is obtained in the case of linear and non-linear analyses.

Keywords: Non-linear vibration, functionally graded materials, rectangular plates.

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2677 Design A Situated Learning Environment Using Mixed Reality Technology - A Case Study

Authors: Rasimah Che Mohd Yusoff, Halimah Badioze Zaman, Azlina Ahmad

Abstract:

Mixed Reality (MR) is one of the newest technologies explored in education. It promises the potential to promote teaching and learning and making learners- experience more “engaging". However, there still lack of research on designing a virtual learning environment using MR technology. In this paper, we describe the Mixed Reality technology, the characteristics of situated learning as instructional design for virtual environment using mixed reality technology. We also explain a case study that implemented those design and also the system overview.

Keywords: authentic activity. authentic context, mixed reality, situated learning

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2676 A Secure Semi-Fragile Watermarking Scheme for Authentication and Recovery of Images Based On Wavelet Transform

Authors: Rafiullah Chamlawi, Asifullah Khan, Adnan Idris, Zahid Munir

Abstract:

Authentication of multimedia contents has gained much attention in recent times. In this paper, we propose a secure semi-fragile watermarking, with a choice of two watermarks to be embedded. This technique operates in integer wavelet domain and makes use of semi fragile watermarks for achieving better robustness. A self-recovering algorithm is employed, that hides the image digest into some Wavelet subbands to detect possible malevolent object manipulation undergone by the image (object replacing and/or deletion). The Semi-fragility makes the scheme tolerant for JPEG lossy compression as low as quality of 70%, and locate the tempered area accurately. In addition, the system ensures more security because the embedded watermarks are protected with private keys. The computational complexity is reduced using parameterized integer wavelet transform. Experimental results show that the proposed scheme guarantees the safety of watermark, image recovery and location of the tempered area accurately.

Keywords: Integer Wavelet Transform (IWT), Discrete Cosine Transform (DCT), JPEG Compression, Authentication and Self- Recovery.

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2675 Optimization of Air Pollution Control Model for Mining

Authors: Zunaira Asif, Zhi Chen

Abstract:

The sustainable measures on air quality management are recognized as one of the most serious environmental concerns in the mining region. The mining operations emit various types of pollutants which have significant impacts on the environment. This study presents a stochastic control strategy by developing the air pollution control model to achieve a cost-effective solution. The optimization method is formulated to predict the cost of treatment using linear programming with an objective function and multi-constraints. The constraints mainly focus on two factors which are: production of metal should not exceed the available resources, and air quality should meet the standard criteria of the pollutant. The applicability of this model is explored through a case study of an open pit metal mine, Utah, USA. This method simultaneously uses meteorological data as a dispersion transfer function to support the practical local conditions. The probabilistic analysis and the uncertainties in the meteorological conditions are accomplished by Monte Carlo simulation. Reasonable results have been obtained to select the optimized treatment technology for PM2.5, PM10, NOx, and SO2. Additional comparison analysis shows that baghouse is the least cost option as compared to electrostatic precipitator and wet scrubbers for particulate matter, whereas non-selective catalytical reduction and dry-flue gas desulfurization are suitable for NOx and SO2 reduction respectively. Thus, this model can aid planners to reduce these pollutants at a marginal cost by suggesting control pollution devices, while accounting for dynamic meteorological conditions and mining activities.

Keywords: Air pollution, linear programming, mining, optimization, treatment technologies.

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2674 Low-complexity Integer Frequency Offset Synchronization for OFDMA System

Authors: Young-Jae Kim, Young-Hwan You

Abstract:

This paper presents a integer frequency offset (IFO) estimation scheme for the 3GPP long term evolution (LTE) downlink system. Firstly, the conventional joint detection method for IFO and sector cell index (CID) information is introduced. Secondly, an IFO estimation without explicit sector CID information is proposed, which can operate jointly with the proposed IFO estimation and reduce the time delay in comparison with the conventional joint method. Also, the proposed method is computationally efficient and has almost similar performance in comparison with the conventional method over the Pedestrian and Vehicular channel models.

Keywords: LTE, OFDMA, primary synchronization signal (PSS), IFO, CID

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2673 Reducing Cognitive Load in Learning Computer Programming

Authors: Muhammed Yousoof, Mohd Sapiyan, Khaja Kamaluddin

Abstract:

Many difficulties are faced in the process of learning computer programming. This paper will propose a system framework intended to reduce cognitive load in learning programming. In first section focus is given on the process of learning and the shortcomings of the current approaches to learning programming. Finally the proposed prototype is suggested along with the justification of the prototype. In the proposed prototype the concept map is used as visualization metaphor. Concept maps are similar to the mental schema in long term memory and hence it can reduce cognitive load well. In addition other method such as part code method is also proposed in this framework to can reduce cognitive load.

Keywords: Cognitive load, concept maps, working memory, split attention effect, partial code programs.

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2672 Feature-Based Machining using Macro

Authors: M. Razak, A. Jusoh, A. Zakaria

Abstract:

This paper presents an on-going research work on the implementation of feature-based machining via macro programming. Repetitive machining features such as holes, slots, pockets etc can readily be encapsulated in macros. Each macro consists of methods on how to machine the shape as defined by the feature. The macro programming technique comprises of a main program and subprograms. The main program allows user to select several subprograms that contain features and define their important parameters. With macros, complex machining routines can be implemented easily and no post processor is required. A case study on machining of a part that comprised of planar face, hole and pocket features using the macro programming technique was carried out. It is envisaged that the macro programming technique can be extended to other feature-based machining fields such as the newly developed STEP-NC domain.

Keywords: Feature-based machining, CNC, Macro, STEP-NC.

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2671 Solution of Fuzzy Differential Equation under Generalized Differentiability by Genetic Programming

Authors: N. Kumaresan, J. Kavikumar, M. Kumudthaa, Kuru Ratnavelu

Abstract:

In this paper, solution of fuzzy differential equation under general differentiability is obtained by genetic programming (GP). The obtained solution in this method is equivalent or very close to the exact solution of the problem. Accuracy of the solution to this problem is qualitatively better. An illustrative numerical example is presented for the proposed method.

Keywords: Fuzzy differential equation, Generalized differentiability, Genetic programming and H-difference.

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2670 Rule-Based Message Passing for Collaborative Application in Distributed Environments

Authors: Wataru Yamazaki, Hironori Hiraishi, Fumio Mizoguchi

Abstract:

In this paper, we describe a rule-based message passing method to support developing collaborative applications, in which multiple users share resources in distributed environments. Message communications of applications in collaborative environments tend to be very complex because of the necessity to manage context situations such as sharing events, access controlling of users, and network places. In this paper, we propose a message communications method based on unification of artificial intelligence and logic programming for defining rules of such context information in a procedural object-oriented programming language. We also present an implementation of the method as java classes.

Keywords: agent programming, logic programming, multi-media application, collaborative application.

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2669 Smart Power Scheduling to Reduce Peak Demand and Cost of Energy in Smart Grid

Authors: Hemant I. Joshi, Vivek J. Pandya

Abstract:

This paper discusses the simulation and experimental work of small Smart Grid containing ten consumers. Smart Grid is characterized by a two-way flow of real-time information and energy. RTP (Real Time Pricing) based tariff is implemented in this work to reduce peak demand, PAR (peak to average ratio) and cost of energy consumed. In the experimental work described here, working of Smart Plug, HEC (Home Energy Controller), HAN (Home Area Network) and communication link between consumers and utility server are explained. Algorithms for Smart Plug, HEC, and utility server are presented and explained in this work. After receiving the Real Time Price for different time slots of the day, HEC interacts automatically by running an algorithm which is based on Linear Programming Problem (LPP) method to find the optimal energy consumption schedule. Algorithm made for utility server can handle more than one off-peak time period during the day. Simulation and experimental work are carried out for different cases. At the end of this work, comparison between simulation results and experimental results are presented to show the effectiveness of the minimization method adopted.

Keywords: Smart Grid, Real Time Pricing, Peak to Average Ratio, Home Area Network, Home Energy Controller, Smart Plug, Utility Server, Linear Programming Problem.

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2668 Supplementary JAVA Programming Course for e-Learning with Small-Group Instruction

Authors: Eiko Takaoka, Yuji Osawa

Abstract:

We have designed and implemented e-Learning materials for a JAVA programming course since 2004 and have found that “normal” students, meaning motivated and capable students, can successfully learn the course material taught in a fully online manner. However, for “weaker” students, meaning those lacking motivation, experience, and/or aptitude, the results have been unsatisfactory, and such students thus fall into the supplementary category. From 2007 to 2008, we offered a face-to-face class with small-group instruction for the weaker students, while we provided the fully online course for the normal students. Consequently, we succeeded in helping the weaker students to overcome their programming phobia and develop the ability to create basic programs.

Keywords: e-learning, JAVA Programming Course, Small-Group Instruction, Supplementary.

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2667 Adomian Decomposition Method Associated with Boole-s Integration Rule for Goursat Problem

Authors: Mohd Agos Salim Nasir, Ros Fadilah Deraman, Siti Salmah Yasiran

Abstract:

The Goursat partial differential equation arises in linear and non linear partial differential equations with mixed derivatives. This equation is a second order hyperbolic partial differential equation which occurs in various fields of study such as in engineering, physics, and applied mathematics. There are many approaches that have been suggested to approximate the solution of the Goursat partial differential equation. However, all of the suggested methods traditionally focused on numerical differentiation approaches including forward and central differences in deriving the scheme. An innovation has been done in deriving the Goursat partial differential equation scheme which involves numerical integration techniques. In this paper we have developed a new scheme to solve the Goursat partial differential equation based on the Adomian decomposition (ADM) and associated with Boole-s integration rule to approximate the integration terms. The new scheme can easily be applied to many linear and non linear Goursat partial differential equations and is capable to reduce the size of computational work. The accuracy of the results reveals the advantage of this new scheme over existing numerical method.

Keywords: Goursat problem, partial differential equation, Adomian decomposition method, Boole's integration rule.

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2666 Ride Control of Passenger Cars with Semi-active Suspension System Using a Linear Quadratic Regulator and Hybrid Optimization Algorithm

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

Abstract:

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

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

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2665 Magnetohydrodynamic Maxwell Nanofluids Flow over a Stretching Surface through a Porous Medium: Effects of Non-Linear Thermal Radiation, Convective Boundary Conditions and Heat Generation/Absorption

Authors: Sameh E. Ahmed, Ramadan A. Mohamed, Abd Elraheem M. Aly, Mahmoud S. Soliman

Abstract:

In this paper, an enhancement of the heat transfer using non-Newtonian nanofluids by magnetohydrodynamic (MHD) mixed convection along stretching sheets embedded in an isotropic porous medium is investigated. Case of the Maxwell nanofluids is studied using the two phase mathematical model of nanofluids and the Darcy model is applied for the porous medium. Important effects are taken into account, namely, non-linear thermal radiation, convective boundary conditions, electromagnetic force and presence of the heat source/sink. Suitable similarity transformations are used to convert the governing equations to a system of ordinary differential equations then it is solved numerically using a fourth order Runge-Kutta method with shooting technique. The main results of the study revealed that the velocity profiles are decreasing functions of the Darcy number, the Deborah number and the magnetic field parameter. Also, the increase in the non-linear radiation parameters causes an enhancement in the local Nusselt number.

Keywords: MHD, nanofluids, stretching surface, non-linear thermal radiation, convective condition.

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2664 The Elliptic Curves y2 = x3 - t2x over Fp

Authors: Ahmet Tekcan

Abstract:

Let p be a prime number, Fp be a finite field and t ∈ F*p= Fp- {0}. In this paper we obtain some properties of ellipticcurves Ep,t: y2= y2= x3- t2x over Fp. In the first sectionwe give some notations and preliminaries from elliptic curves. In the second section we consider the rational points (x, y) on Ep,t. Wegive a formula for the number of rational points on Ep,t over Fnp for an integer n ≥ 1. We also give some formulas for the sum of x?andy?coordinates of the points (x, y) on Ep,t. In the third section weconsider the rank of Et: y2= x3- t2x and its 2-isogenous curve Et over Q. We proved that the rank of Etand Etis 2 over Q. In the last section we obtain some formulas for the sums Σt∈F?panp,t for an integer n ≥ 1, where ap,t denote the trace of Frobenius.

Keywords: Elliptic curves over finite fields, rational points onelliptic curves, rank, trace of Frobenius.

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2663 A Design of Fractional-Order PI Controller with Error Compensation

Authors: Mazidah Tajjudin, Norhashim Mohd Arshad, Ramli Adnan

Abstract:

Fractional-order controller was proven to perform better than the integer-order controller. However, the absence of a pole at origin produced marginal error in fractional-order control system. This study demonstrated the enhancement of the fractionalorder PI over the integer-order PI in a steam temperature control. The fractional-order controller was cascaded with an error compensator comprised of a very small zero and a pole at origin to produce a zero steady-state error for the closed-loop system. Some modification on the error compensator was suggested for different order fractional integrator that can improve the overall phase margin.

Keywords: Fractional-order PI, Ziegler-Nichols tuning, Oustaloup's Recursive Approximation, steam temperature control.

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2662 Graphical Programming of Programmable Logic Controllers -Case Study for a Punching Machine-

Authors: Vasile Marinescu, Ionut Clementin Constantin, Alexandru Epureanu, Virgil Teodor

Abstract:

The Programmable Logic Controller (PLC) plays a vital role in automation and process control. Grafcet is used for representing the control logic, and traditional programming languages are used for describing the pure algorithms. Grafcet is used for dividing the process to be automated in elementary sequences that can be easily implemented. Each sequence represent a step that has associated actions programmed using textual or graphical languages after case. The programming task is simplified by using a set of subroutines that are used in several steps. The paper presents an example of implementation for a punching machine for sheets and plates. The use the graphical languages the programming of a complex sequential process is a necessary solution. The state of Grafcet can be used for debugging and malfunction determination. The use of the method combined with a set of knowledge acquisition for process application reduces the downtime of the machine and improve the productivity.

Keywords: Grafcet, Petrinet, PLC, punching.

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2661 Loading and Unloading Scheduling Problem in a Multiple-Multiple Logistics Network: Modeling and Solving

Authors: Yasin Tadayonrad, Alassane Ballé Ndiaye

Abstract:

Most of the supply chain networks have many nodes starting from the suppliers’ side up to the customers’ side that each node sends/receives the raw materials/products from/to the other nodes. One of the major concerns in this kind of supply chain network is finding the best schedule for loading/unloading the shipments through the whole network by which all the constraints in the source and destination nodes are met and all the shipments are delivered on time. One of the main constraints in this problem is the loading/unloading capacity in each source/destination node at each time slot (e.g., per week/day/hour). Because of the different characteristics of different products/groups of products, the capacity of each node might differ based on each group of products. In most supply chain networks (especially in the Fast-moving consumer goods (FMCG) industry), there are different planners/planning teams working separately in different nodes to determine the loading/unloading timeslots in source/destination nodes to send/receive the shipments. In this paper, a mathematical problem has been proposed to find the best timeslots for loading/unloading the shipments minimizing the overall delays subject to respecting the capacity of loading/unloading of each node, the required delivery date of each shipment (considering the lead-times), and working-days of each node. This model was implemented on Python and solved using Python-MIP on a sample data set. Finally, the idea of a heuristic algorithm has been proposed as a way of improving the solution method that helps to implement the model on larger data sets in real business cases, including more nodes and shipments.

Keywords: Supply chain management, transportation, multiple-multiple network, timeslots management, mathematical modeling, mixed integer programming.

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2660 A Spectral Decomposition Method for Ordinary Differential Equation Systems with Constant or Linear Right Hand Sides

Authors: R. B. Ogunrinde, C. C. Jibunoh

Abstract:

In this paper, a spectral decomposition method is developed for the direct integration of stiff and nonstiff homogeneous linear (ODE) systems with linear, constant, or zero right hand sides (RHSs). The method does not require iteration but obtains solutions at any random points of t, by direct evaluation, in the interval of integration. All the numerical solutions obtained for the class of systems coincide with the exact theoretical solutions. In particular, solutions of homogeneous linear systems, i.e. with zero RHS, conform to the exact analytical solutions of the systems in terms of t.

Keywords: Spectral decomposition, eigenvalues of the Jacobian, linear RHS, homogeneous linear systems.

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2659 A High Quality Speech Coder at 600 bps

Authors: Yong Zhang, Ruimin Hu

Abstract:

This paper presents a vocoder to obtain high quality synthetic speech at 600 bps. To reduce the bit rate, the algorithm is based on a sinusoidally excited linear prediction model which extracts few coding parameters, and three consecutive frames are grouped into a superframe and jointly vector quantization is used to obtain high coding efficiency. The inter-frame redundancy is exploited with distinct quantization schemes for different unvoiced/voiced frame combinations in the superframe. Experimental results show that the quality of the proposed coder is better than that of 2.4kbps LPC10e and achieves approximately the same as that of 2.4kbps MELP and with high robustness.

Keywords: Speech coding, Vector quantization, linear predicition, Mixed sinusoidal excitation

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2658 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization

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

Abstract:

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

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

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2657 A Fast, Portable Computational Framework for Aerodynamic Simulations

Authors: Mehdi Ghommem, Daniel Garcia, Nathan Collier, Victor Calo

Abstract:

We develop a fast, user-friendly implementation of a potential flow solver based on the unsteady vortex lattice method (UVLM). The computational framework uses the Python programming language which has easy integration with the scripts requiring computationally-expensive operations written in Fortran. The mixed-language approach enables high performance in terms of solution time and high flexibility in terms of easiness of code adaptation to different system configurations and applications. This computational tool is intended to predict the unsteady aerodynamic behavior of multiple moving bodies (e.g., flapping wings, rotating blades, suspension bridges...) subject to an incoming air. We simulate different aerodynamic problems to validate and illustrate the usefulness and effectiveness of the developed computational tool.

Keywords: Unsteady aerodynamics, numerical simulations, mixed-language approach, potential flow.

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2656 An Improved Integer Frequency Offset Estimator using the P1 Symbol for OFDM System

Authors: Yong-An Jung, Young-Hwan You

Abstract:

This paper suggests an improved integer frequency offset (IFO) estimation scheme using P1 symbol for orthogonal frequency division multiplexing (OFDM) based the second generation terrestrial digital video broadcasting (DVB-T2) system. Proposed IFO estimator is designed by a low-complexity blind IFO estimation scheme, which is implemented with complex additions. Also, we propose active carriers (ACs) selection scheme in order to prevent performance degradation in blind IFO estimation. The simulation results show that under the AWGN and TU6 channels, the proposed method has low complexity than conventional method and almost similar performance in comparison with the conventional method.

Keywords: OFDM, DVB-T2, P1 symbol, ACs, IFO.

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