Search results for: numerical optimization

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

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Authors: Akbar Banitalebi, Mohd Ismail Abd Aziz, Rohanin Ahmad

Abstract:

A new stochastic algorithm called Probabilistic Global Search Johor (PGSJ) has recently been established for global optimization of nonconvex real valued problems on finite dimensional Euclidean space. In this paper we present convergence guarantee for this algorithm in probabilistic sense without imposing any more condition. Then, we jointly utilize this algorithm along with control parameterization technique for the solution of constrained optimal control problem. The numerical simulations are also included to illustrate the efficiency and effectiveness of the PGSJ algorithm in the solution of control problems.

Keywords: Optimal Control Problem, Constraints, Direct Methods, Stochastic Algorithm

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Authors: Somayeh Komeylian

Abstract:

The direction of arrival (DoA) estimation is the crucial aspect of the radar technologies for detecting and dividing several signal sources. In this scenario, the antenna array output modeling involves numerous parameters including noise samples, signal waveform, signal directions, signal number, and signal to noise ratio (SNR), and thereby the methods of the DoA estimation rely heavily on the generalization characteristic for establishing a large number of the training data sets. Hence, we have analogously represented the two different optimization models of the DoA estimation; (1) the implementation of the decision directed acyclic graph (DDAG) for the multiclass least-squares support vector machine (LS-SVM), and (2) the optimization method of the deep neural network (DNN) radial basis function (RBF). We have rigorously verified that the LS-SVM DDAG algorithm is capable of accurately classifying DoAs for the three classes. However, the accuracy and robustness of the DoA estimation are still highly sensitive to technological imperfections of the antenna arrays such as non-ideal array design and manufacture, array implementation, mutual coupling effect, and background radiation and thereby the method may fail in representing high precision for the DoA estimation. Therefore, this work has a further contribution on developing the DNN-RBF model for the DoA estimation for overcoming the limitations of the non-parametric and data-driven methods in terms of array imperfection and generalization. The numerical results of implementing the DNN-RBF model have confirmed the better performance of the DoA estimation compared with the LS-SVM algorithm. Consequently, we have analogously evaluated the performance of utilizing the two aforementioned optimization methods for the DoA estimation using the concept of the mean squared error (MSE).

Keywords: DoA estimation, adaptive antenna array, Deep Neural Network, LS-SVM optimization model, radial basis function, MSE.

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Authors: M. Cangi, T. Dolar, C. Ersoy, Y. E. Aydogdu, A. I. Aydeniz, A. Mugan

Abstract:

The drum is one of the critical parts in a washing machine in which the clothes are washed and spin by the rotational movement. It is activated by the drum shaft which is attached to an electric motor and subjected to dynamic loading. Being one of the critical components, failures of the drum require costly repairs of dynamic components. In this study, tolerance bands between the drum shaft and its two bearings were examined to develop a relationship between the fatigue life of the shaft and the interaction tolerances. Optimization of tolerance bands was completed in consideration of the fatigue life of the shaft as the cost function. The following methodology is followed: multibody dynamic model of a washing machine was constructed and used to calculate dynamic loading on the components. Then, these forces were used in finite element analyses to calculate the stress field in critical components which was used for fatigue life predictions. The factors affecting the fatigue life were examined to find optimum tolerance grade for a given test condition. Numerical results were verified by experimental observations.

Keywords: Fatigue life, finite element analysis, tolerance analysis, optimization.

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Authors: Alper Akın, İbrahim Aydoğdu

Abstract:

This study presents a hybrid metaheuristic algorithm to obtain optimum designs for steel space buildings. The optimum design problem of three-dimensional steel frames is mathematically formulated according to provisions of LRFD-AISC (Load and Resistance factor design of American Institute of Steel Construction). Design constraints such as the strength requirements of structural members, the displacement limitations, the inter-story drift and the other structural constraints are derived from LRFD-AISC specification. In this study, a hybrid algorithm by using teachinglearning based optimization (TLBO) and harmony search (HS) algorithms is employed to solve the stated optimum design problem. These algorithms are two of the recent additions to metaheuristic techniques of numerical optimization and have been an efficient tool for solving discrete programming problems. Using these two algorithms in collaboration creates a more powerful tool and mitigates each other’s weaknesses. To demonstrate the powerful performance of presented hybrid algorithm, the optimum design of a large scale steel building is presented and the results are compared to the previously obtained results available in the literature.

Keywords: Optimum structural design, hybrid techniques, teaching-learning based optimization, harmony search algorithm, minimum weight, steel space frame.

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Authors: Parviz Fattahi

Abstract:

Scheduling for the flexible job shop is very important in both fields of production management and combinatorial optimization. However, it quit difficult to achieve an optimal solution to this problem with traditional optimization approaches owing to the high computational complexity. The combining of several optimization criteria induces additional complexity and new problems. In this paper, a Pareto approach to solve the multi objective flexible job shop scheduling problems is proposed. The objectives considered are to minimize the overall completion time (makespan) and total weighted tardiness (TWT). An effective simulated annealing algorithm based on the proposed approach is presented to solve multi objective flexible job shop scheduling problem. An external memory of non-dominated solutions is considered to save and update the non-dominated solutions during the solution process. Numerical examples are used to evaluate and study the performance of the proposed algorithm. The proposed algorithm can be applied easily in real factory conditions and for large size problems. It should thus be useful to both practitioners and researchers.

Keywords: Flexible job shop, Scheduling, Hierarchical approach, simulated annealing, tabu search, multi objective.

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Authors: S. Saehana, F. Iskandar, M. Abdullah, Khairurrijal

Abstract:

A numerical simulation of optimization all of electrospinning processing parameters to obtain smallest nanofiber diameter have been performed by employing genetic algorithm (GA). Fitness function in genetic algorithm methods, which was different for each parameter, was determined by simulation approach based on the Reneker’s model. Moreover, others genetic algorithm parameter, namely length of population, crossover and mutation were applied to get the optimum electrospinning processing parameters. In addition, minimum fiber diameter, 32 nm, was achieved from a simulation by applied the optimum parameters of electrospinning. This finding may be useful for process control and prediction of electrospun fiber production. In this paper, it is also compared between predicted parameters with some experimental results.

Keywords: Diameter, Electrospinning, GA, Nanofiber.

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Authors: Fuziyah Ishak, Siti Norazura Ahmad

Abstract:

Volterra integro-differential equations appear in many models for real life phenomena. Since analytical solutions for this type of differential equations are hard and at times impossible to attain, engineers and scientists resort to numerical solutions that can be made as accurately as possible. Conventionally, numerical methods for ordinary differential equations are adapted to solve Volterra integro-differential equations. In this paper, numerical solution for solving Volterra integro-differential equation using extended trapezoidal method is described. Formulae for the integral and differential parts of the equation are presented. Numerical results show that the extended method is suitable for solving first order Volterra integro-differential equations.

Keywords: Accuracy, extended trapezoidal method, numerical solution, Volterra integro-differential equations.

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Authors: Ziya Uddin

Abstract:

This paper deals with the theoretical and numerical investigation of magneto hydrodynamic boundary layer flow of a nanofluid past a wedge shaped wick in heat pipe used for the cooling of electronic components and different type of machines. To incorporate the effect of nanoparticle diameter, concentration of nanoparticles in the pure fluid, nanothermal layer formed around the nanoparticle and Brownian motion of nanoparticles etc., appropriate models are used for the effective thermal and physical properties of nanofluids. To model the rotation of nanoparticles inside the base fluid, microfluidics theory is used. In this investigation ethylene glycol (EG) based nanofluids, are taken into account. The non-linear equations governing the flow and heat transfer are solved by using a very effective particle swarm optimization technique along with Runge-Kutta method. The values of heat transfer coefficient are found for different parameters involved in the formulation viz. nanoparticle concentration, nanoparticle size, magnetic field and wedge angle etc. It is found that, the wedge angle, presence of magnetic field, nanoparticle size and nanoparticle concentration etc. have prominent effects on fluid flow and heat transfer characteristics for the considered configuration.

Keywords: Heat transfer, Heat pipe, numerical modeling, nanofluid applications, particle swarm optimization, wedge shaped wick.

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Authors: Njiri J. G., Ikua B. W., Nyakoe G. N.

Abstract:

Optimization of cutting parameters important in precision machining in regards to efficiency and surface integrity of the machined part. Usually productivity and precision in machining is limited by the forces emanating from the cutting process. Due to the inherent varying nature of the workpiece in terms of geometry and material composition, the peak cutting forces vary from point to point during machining process. In order to increase productivity without compromising on machining accuracy, it is important to control these cutting forces. In this paper a fuzzy logic control algorithm is developed that can be applied in the control of peak cutting forces in milling of spherical surfaces using ball end mills. The controller can adaptively vary the feedrate to maintain allowable cutting force on the tool. This control algorithm is implemented in a computer numerical control (CNC) machine. It has been demonstrated that the controller can provide stable machining and improve the performance of the CNC milling process by varying feedrate.

Keywords: Ball-end mill, feedrate, fuzzy logic controller, machining optimization, spherical surface.

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Authors: Hidehiko Okada

Abstract:

The author proposes an extension of particle swarm optimization (PSO) for solving interval-valued optimization problems and applies the extended PSO to evolutionary training of neural networks (NNs) with interval weights. In the proposed PSO, values in the genotypes are not real numbers but intervals. Experimental results show that interval-valued NNs trained by the proposed method could well approximate hidden target functions despite the fact that no training data was explicitly provided.

Keywords: Evolutionary algorithms, swarm intelligence, particle swarm optimization, neural network, interval arithmetic.

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Authors: R. Simutis, V. Galvanauskas, D. Levisauskas, J. Repsyte

Abstract:

This paper proposes a bioprocess optimization procedure based on Relevance Vector Regression models and evolutionary programming technique. Relevance Vector Regression scheme allows developing a compact and stable data-based process model avoiding time-consuming modeling expenses. The model building and process optimization procedure could be done in a half-automated way and repeated after every new cultivation run. The proposed technique was tested in a simulated mammalian cell cultivation process. The obtained results are promising and could be attractive for optimization of industrial bioprocesses.

Keywords: Bioprocess optimization, Evolutionary programming, Relevance Vector Regression.

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Authors: Zuodong Liang, Dong-Sheng Jeng

Abstract:

Seabed instability around an offshore pipeline is one of key factors that need to be considered in the design of offshore infrastructures. Unlike previous investigations, a three-dimensional numerical model for the wave-induced soil response around an offshore pipeline is proposed in this paper. The numerical model was first validated with 2-D experimental data available in the literature. Then, a parametric study will be carried out to examine the effects of wave, seabed characteristics and confirmation of pipeline. Numerical examples demonstrate significant influence of wave obliquity on the wave-induced pore pressures and the resultant seabed liquefaction around the pipeline, which cannot be observed in 2-D numerical simulation.

Keywords: Pore pressure, 3D wave model, seabed liquefaction, pipeline.

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Authors: A. Zolfagharian, M.Z. Md. Zain, A. R. AbuBakar, M. Hussein

Abstract:

Application of flexible structures has been significantly, increased in industry and aerospace missions due to their contributions and unique advantages over the rigid counterparts. In this paper, vibration analysis of a flexible structure i.e., automobile wiper blade is investigated and controlled. The wiper generates unwanted noise and vibration during the wiping the rain and other particles on windshield which may cause annoying noise in different ranges of frequency. A two dimensional analytical modeled wiper blade whose model accuracy is verified by numerical studies in literature is considered in this study. Particle swarm optimization (PSO) is employed in alliance with input shaping (IS) technique in order to control or to attenuate the amplitude level of unwanted noise/vibration of the wiper blade.

Keywords: Input shaping, noise reduction, particle swarmoptimization, wiper blade

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Authors: Vinod Mishra, Dimple Rani

Abstract:

In this paper, numerical approximate Laplace transform inversion algorithm based on Chebyshev polynomial of second kind is developed using odd cosine series. The technique has been tested for three different functions to work efficiently. The illustrations show that the new developed numerical inverse Laplace transform is very much close to the classical analytic inverse Laplace transform.

Keywords: Chebyshev polynomial, Numerical inverse Laplace transform, Odd cosine series.

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Authors: C. Deepika, J. Nithya

Abstract:

Segmentation is one of the essential tasks in image processing. Thresholding is one of the simplest techniques for performing image segmentation. Multilevel thresholding is a simple and effective technique. The primary objective of bi-level or multilevel thresholding for image segmentation is to determine a best thresholding value. To achieve multilevel thresholding various techniques has been proposed. A study of some nature inspired metaheuristic algorithms for multilevel thresholding for image segmentation is conducted. Here, we study about Particle swarm optimization (PSO) algorithm, artificial bee colony optimization (ABC), Ant colony optimization (ACO) algorithm and Cuckoo search (CS) algorithm.

Keywords: Ant colony optimization, Artificial bee colony optimization, Cuckoo search algorithm, Image segmentation, Multilevel thresholding, Particle swarm optimization.

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Authors: Sandeep Singh Gill, Rajeevan Chandel, Ashwani Chandel

Abstract:

This paper presents a comparative study of Ant Colony and Genetic Algorithms for VLSI circuit bi-partitioning. Ant colony optimization is an optimization method based on behaviour of social insects [27] whereas Genetic algorithm is an evolutionary optimization technique based on Darwinian Theory of natural evolution and its concept of survival of the fittest [19]. Both the methods are stochastic in nature and have been successfully applied to solve many Non Polynomial hard problems. Results obtained show that Genetic algorithms out perform Ant Colony optimization technique when tested on the VLSI circuit bi-partitioning problem.

Keywords: Partitioning, genetic algorithm, ant colony optimization, non-polynomial hard, netlist, mutation.

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Authors: Chungkuk Jin, Moo-Hyun Kim, HeonYong Kang

Abstract:

A surface riding (SR) wave energy converter (WEC) is designed and its feasibility and performance are numerically simulated by the author-developed floater-mooring-magnet-electromagnetics fully-coupled dynamic analysis computer program. The biggest advantage of the SR-WEC is that the performance is equally effective even in low sea states and its structural robustness is greatly improved by simply riding along the wave surface compared to other existing WECs. By the numerical simulations and actuator testing, it is clearly demonstrated that the concept works and through the optimization process, its efficiency can be improved.

Keywords: Computer simulation, electromagnetics fully-coupled dynamics, floater-mooring-magnet, optimization, performance evaluation, surface riding, wave energy converter.

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Authors: N. Arulanand, P. M. Ananth

Abstract:

Quality of Service (QoS) attributes as part of the service description is an important factor for service attribute. It is not easy to exactly quantify the weight of each QoS conditions since human judgments based on their preference causes vagueness. As web services selection requires optimization, evolutionary computing based on heuristics to select an optimal solution is adopted. In this work, the evolutionary computing technique Particle Swarm Optimization (PSO) is used for selecting a suitable web services based on the user’s weightage of each QoS values by optimizing the QoS weight vector and thereby finding the best weight vectors for best services that is being selected. Finally the results are compared and analyzed using static inertia weight and deterministic inertia weight of PSO.

Keywords: QoS, Optimization, Particle Swarm Optimization (PSO), weight vector, web services, web service selection.

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Authors: Sangeeta Mondal, Vasundhara, Rajib Kar, Durbadal Mandal, S. P. Ghoshal

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This paper presents an optimal design of linear phase digital high pass finite impulse response (FIR) filter using Improved Particle Swarm Optimization (IPSO). 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. An iterative method is introduced to find the optimal solution of FIR filter design problem. Evolutionary algorithms like real code genetic algorithm (RGA), particle swarm optimization (PSO), improved particle swarm optimization (IPSO) have been used in this work for the design of linear phase high pass FIR filter. IPSO is an improved PSO that proposes a new definition for the velocity vector and swarm updating and hence the solution quality is improved. A comparison of simulation results reveals the optimization efficacy of the algorithm over the prevailing optimization techniques for the solution of the multimodal, nondifferentiable, highly non-linear, and constrained FIR filter design problems.

Keywords: FIR Filter, IPSO, GA, PSO, Parks and McClellan Algorithm, Evolutionary Optimization, High Pass Filter

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Authors: Willi Zschiebsch, Alrik Dargel, Sebastian Spitzer, Philipp Johst, Robert Böhm, Niels Modler

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In this article, we investigate an approach that digitally links individual development process steps by using the drive shaft of an aircraft engine as representative example of a fiber polymer composite. Such high-performance lightweight composite structures have many adjustable parameters that influence the mechanical properties. Only a combination of optimal parameter values can lead to energy efficient lightweight structures. The development tools required for the Engineering Design Process (EDP) are often isolated solutions and their compatibility with each other is limited. A digital framework is presented in this study, which allows individual specialised tools to be linked via the generated data in such a way that automated optimization across programs becomes possible. This is demonstrated using the example of linking geometry generation with numerical structural analysis. The proposed digital framework for automated design optimization demonstrates the feasibility of developing a complete digital approach to design optimization. The methodology shows promising potential for achieving optimal solutions in terms of mass, material utilization, eigenfrequency and deformation under lateral load with less development effort. The development of such a framework is an important step towards promoting a more efficient design approach that can lead to stable and balanced results.

Keywords: Digital Linked Process, composite, CFRP, multi-objective, EDP, NSGA-2, NSGA-3, TPE.

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Authors: William Anderson, Kyle Kobold, Oleg Yakimenko

Abstract:

Green microgrids using mostly renewable energy (RE) for generation, are complex systems with inherent nonlinear dynamics. Among a variety of different optimization tools there are only a few ones that adequately consider this complexity. This paper evaluates applicability of two somewhat similar optimization tools tailored for standalone RE microgrids and also assesses a machine learning tool for performance prediction that can enhance the reliability of any chosen optimization tool. It shows that one of these microgrid optimization tools has certain advantages over another and presents a detailed routine of preparing input data to simulate RE microgrid behavior. The paper also shows how neural-network-based predictive modeling can be used to validate and forecast solar power generation based on weather time series data, which improves the overall quality of standalone RE microgrid analysis.

Keywords: Microgrid, renewable energy, complex systems, optimization, predictive modeling, neural networks.

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Authors: Rajesh Bera, Durbadal Mandal, Rajib Kar, Sakti P. Ghoshal

Abstract:

This paper describes optimal thinning of an Elliptical  Cylindrical Array (ECA) of uniformly excited isotropic antennas  which can generate directive beam with minimum relative Side Lobe  Level (SLL). The Particle Swarm Optimization (PSO) method, which  represents a new approach for optimization problems in  electromagnetic, is used in the optimization process. The PSO is used  to determine the optimal set of ‘ON-OFF’ elements that provides a  radiation pattern with maximum SLL reduction. Optimization is done  without prefixing the value of First Null Beam Width (FNBW). The  variation of SLL with element spacing of thinned array is also  reported. Simulation results show that the number of array elements  can be reduced by more than 50% of the total number of elements in  the array with a simultaneous reduction in SLL to less than -27dB.

 

Keywords: Thinned array, Particle Swarm Optimization, Elliptical Cylindrical Array, Side Lobe Label.

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Authors: Said F. Urmancheev, Victor N. Kireev, Svetlana F. Khizbullina

Abstract:

This paper presents results of numerical simulation of filtration of abnormal thermoviscous fluid on an example of thermo reversible polymer gel.

Keywords: Abnormal thermoviscous fluid, filtration, numerical simulation.

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Authors: Leila Jafari, Viliam Makis

Abstract:

In this paper, the joint optimization of the economic manufacturing quantity (EMQ), safety stock level, and condition-based maintenance (CBM) is presented for a partially observable, deteriorating system subject to random failure. The demand is stochastic and it is described by a Poisson process. The stochastic model is developed and the optimization problem is formulated in the semi-Markov decision process framework. A modification of the policy iteration algorithm is developed to find the optimal policy. A numerical example is presented to compare the optimal policy with the policy considering zero safety stock.

Keywords: Condition-based maintenance, economic manufacturing quantity, safety stock, stochastic demand.

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Authors: Marin Mandić, Elis Sutlović, Tonći Modrić, Luka Stanić

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With the restructuring and deregulation of the power system, storage owners, generation companies or private producers can offer their multiple services on various power markets and earn income in different types of markets, such as the day-ahead, real-time, ancillary services market, etc. During the COVID-19 pandemic, electricity prices, as well as ancillary services prices, increased significantly. The optimization of the energy storage operation was performed using a suitable model for simulating the operation of a pumped storage hydropower plant under market conditions. The objective function maximizes the income earned through energy arbitration, regulation-up, regulation-down and spinning reserve services. The optimization technique used for solving the objective function is mixed integer linear programming (MILP). In numerical examples, the pumped storage hydropower plant operation has been optimized considering the already achieved hourly electricity market prices from Nord Pool for the pre-pandemic (2019) and the pandemic (2020 and 2021) years. The impact of the electricity market prices during the COVID-19 pandemic on energy storage operation is shown through the analysis of income, operating hours, reserved capacity and consumed energy for each service. The results indicate the role of energy storage during a significant fluctuation in electricity and services prices.

Keywords: Electrical market prices, electricity market, energy storage optimization, mixed integer linear programming, MILP, optimization.

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Authors: Camelia Petrescu, Lavinia Ferariu

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The paper presents an optimization study based on genetic algorithms (GA-s) for a radio-frequency applicator used in heating dielectric band products. The weakly coupled electro-thermal problem is analyzed using 2D-FEM. The design variables in the optimization process are: the voltage of a supplementary “guard" electrode and six geometric parameters of the applicator. Two objective functions are used: temperature uniformity and total active power absorbed by the dielectric. Both mono-objective and multiobjective formulations are implemented in GA optimization.

Keywords: Dielectric heating, genetic algorithms, optimization, RF applicators.

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Authors: Francisco Aparisi, Marco A. de Luna

Abstract:

In some real applications of Statistical Process Control it is necessary to design a control chart to not detect small process shifts, but keeping a good performance to detect moderate and large shifts in the quality. In this work we develop a new quality control chart, the synthetic T2 control chart, that can be designed to cope with this objective. A multi-objective optimization is carried out employing Genetic Algorithms, finding the Pareto-optimal front of non-dominated solutions for this optimization problem.

Keywords: Multi-objective optimization, Quality Control, SPC, Synthetic T2 control chart.

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Authors: Youcef Bekakra, Djilani Ben attous

Abstract:

In this paper, a field oriented control (FOC) induction motor drive is presented. In order to eliminate the speed sensor, an adaptation algorithm for tuning the rotor speed is proposed. Based on the Model Reference Adaptive System (MRAS) scheme, the rotor speed is tuned to obtain an exact FOC induction motor drive. The reference and adjustable models, developed in stationary stator reference frame, are used in the MRAS scheme to estimate induction rotor speed from measured terminal voltages and currents. The Integral Proportional (IP) gains speed controller are tuned by a modern approach that is the Particle Swarm Optimization (PSO) algorithm in order to optimize the parameters of the IP controller. The use of PSO as an optimization algorithm makes the drive robust, with faster dynamic response, higher accuracy and insensitive to load variation. The proposed algorithm has been tested by numerical simulation, showing the capability of driving load.

Keywords: Induction motor drive, field oriented control, model reference adaptive system (MRAS), particle swarm optimization (PSO).

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Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

Abstract:

Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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