Search results for: optimal design.

Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

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Authors: Vitoldas Vaitkevičius, Evaldas Šerelis

Abstract:

Silica fume, also known as microsilica (MS) or  condensed silica fume is a by-product of the production of silicon  metal or ferrosilicon alloys. Silica fume is one of the most effective  pozzolanic additives which could be used for ultrahigh performance  and other types of concrete. Despite the fact, however is not entirely  clear, which amount of silica fume is most optimal for UHPC. Main  objective of this experiment was to find optimal amount of silica  fume for UHPC with and without thermal treatment, when different  amount of quartz powder is substituted by silica fume. In this work  were investigated four different composition of UHPC with different  amount of silica fume. Silica fume were added 0, 10, 15 and 20% of  cement (by weight) to UHPC mixture. Optimal amount of silica fume  was determined by slump, viscosity, qualitative and quantitative  XRD analysis and compression strength tests methods.

Keywords: Compressive strength, silica fume, ultrahigh performance concrete, XRD.

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Authors: Byoung-Uk Nam, Hag-Seong Kim, Ho-Jung Lee, Dong-Hyun Kim

Abstract:

This paper focuses on systematic analysis and controller design of the two-inertia STABILIZATION system, considering the angular motion on a base body. This approach is essential to the stabilization system to aim at a target under three or six degrees of freedom base motion. Four controllers, such as conventional PDF(Pseudo-Derivative Feedback) controller with motor speed feedback, PDF controller with load speed feedback, modified PDF controller with motor-load speed feedback and feedforward controller added to modified PDF controller, are suggested to improve reference tracking and disturbance rejection performance. Characteristics and performance of each controller are analyzed and validated by simulation in the case of the modified PDF controller with and without a feedforward controller.

Keywords: Two-Inertia stabilization System, ITAE criterion, Speed Control.

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Authors: R. Uporn, P. Luangpaiboon

Abstract:

This paper presents a comparative study of statistical methods for the multi-response surface optimization of a cryogenic freezing process. Taguchi design and analysis and steepest ascent methods based on the desirability function were conducted to ascertain the influential factors of a cryogenic freezing process and their optimal levels. The more preferable levels of the set point, exhaust fan speed, retention time and flow direction are set at -90oC, 20 Hz, 18 minutes and Counter Current, respectively. The overall desirability level is 0.7044.

Keywords: Cryogenic Freezing Process, Taguchi Design and Analysis, Response Surface Method, Steepest Ascent Method and Desirability Function Approach.

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Authors: Maria Kalinina, Aron Larsson, Leif Olsson

Abstract:

In the multi objective optimization, in the case when generated set of Pareto optimal solutions is large, occurs the problem to select of the best solution from this set. In this paper, is suggested a method to order of Pareto set. Ordering the Pareto optimal set carried out in conformity with the introduced distance function between each solution and selected reference point, where the reference point may be adjusted to represent the preferences of a decision making agent. Preference information about objective weights from a decision maker may be expressed imprecisely. The developed elicitation procedure provides an opportunity to obtain surrogate numerical weights for the objectives, and thus, to manage impreciseness of preference. The proposed method is a scalable to many objectives and can be used independently or as complementary to the various visualization techniques in the multidimensional case.

Keywords: Imprecise weights, Multiple objectives, Pareto optimality, Visualization.

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Authors: R. Srinivasa Rao

Abstract:

This paper presents a new and efficient approach for capacitor placement in radial distribution systems that determine the optimal locations and size of capacitor with an objective of improving the voltage profile and reduction of power loss. The solution methodology has two parts: in part one the loss sensitivity factors are used to select the candidate locations for the capacitor placement and in part two a new algorithm that employs Plant growth Simulation Algorithm (PGSA) is used to estimate the optimal size of capacitors at the optimal buses determined in part one. The main advantage of the proposed method is that it does not require any external control parameters. The other advantage is that it handles the objective function and the constraints separately, avoiding the trouble to determine the barrier factors. The proposed method is applied to 9 and 34 bus radial distribution systems. The solutions obtained by the proposed method are compared with other methods. The proposed method has outperformed the other methods in terms of the quality of solution.

Keywords: Distribution systems, Capacitor allocation, Loss reduction, Fuzzy, PGSA.

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Authors: Jong Woo Kim, Go Bong Choi, Sang Hwan Son, Dae Shik Kim, Jung Chul Suh, Jong Min Lee

Abstract:

The Markov decision process (MDP) based methodology is implemented in order to establish the optimal schedule which minimizes the cost. Formulation of MDP problem is presented using the information about the current state of pipe, improvement cost, failure cost and pipe deterioration model. The objective function and detailed algorithm of dynamic programming (DP) are modified due to the difficulty of implementing the conventional DP approaches. The optimal schedule derived from suggested model is compared to several policies via Monte Carlo simulation. Validity of the solution and improvement in computational time are proved.

Keywords: Markov decision processes, Dynamic Programming, Monte Carlo simulation, Periodic replacement, Weibull distribution.

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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: R. Srinivasa Rao, S. V. L. Narasimham

Abstract:

This paper presents a new and efficient approach for capacitor placement in radial distribution systems that determine the optimal locations and size of capacitor with an objective of improving the voltage profile and reduction of power loss. The solution methodology has two parts: in part one the loss sensitivity factors are used to select the candidate locations for the capacitor placement and in part two a new algorithm that employs Plant growth Simulation Algorithm (PGSA) is used to estimate the optimal size of capacitors at the optimal buses determined in part one. The main advantage of the proposed method is that it does not require any external control parameters. The other advantage is that it handles the objective function and the constraints separately, avoiding the trouble to determine the barrier factors. The proposed method is applied to 9, 34, and 85-bus radial distribution systems. The solutions obtained by the proposed method are compared with other methods. The proposed method has outperformed the other methods in terms of the quality of solution.

Keywords: Distribution systems, Capacitor placement, loss reduction, Loss sensitivity factors, PGSA.

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Authors: Nouf Saad Alnassar, Susan Grant, Ray Holland

Abstract:

This research study examines cases of Saudi Arabian universities and female academics for work environment issues within the context of design management applications. The study proposes use of design research, ergonomics and systems design thinking to develop the university design which facilitates removal of physical and cognitive barriers for female academics. Review of literature demonstrates that macro and micro ergonomic combined with design management and system design strategies can significantly improve the workplace design for female academics. The university design model would be prepared based on the analyses of primary data obtained from archived documents, participants' observation logs, photo audits, focus groups and semi-structured interviews of currently employed female academics in the selected case universities.

Keywords: Design management, workplace design, university design, ergonomics.

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Authors: A. Vasan

Abstract:

Particle swarm optimization (PSO) technique is applied to design the water distribution pipeline network. A simulation-optimization model is formulated with the objective of minimizing cost and is applied to a benchmark water distribution system optimization problem. The benchmark problem taken for the application of PSO technique to optimize the pipe size of the water distribution network is New York City water supply system problem. The results from the analysis infer that PSO is a potential alternative optimization technique when compared to other heuristic techniques for optimal sizing of water distribution systems.

Keywords: Water distribution systems, Optimization, Particle swarm optimization, Swarm intelligence, New York water supply system.

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Authors: Anatoli Torokhti, Phil Howlett

Abstract:

We present a theory for optimal filtering of infinite sets of random signals. There are several new distinctive features of the proposed approach. First, we provide a single optimal filter for processing any signal from a given infinite signal set. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: stochastic signals, optimization problems in signal processing.

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Authors: Anatoli Torokhti, Phil Howlett

Abstract:

A theory for optimal filtering of infinite sets of random signals is presented. There are several new distinctive features of the proposed approach. First, a single optimal filter for processing any signal from a given infinite signal set is provided. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the scheme concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: Optimal filtering, data compression, stochastic signals.

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Authors: P. Suryakumari, P. Kantarao

Abstract:

Optimal Power Flow (OPF) problem in electrical power system is considered as a static, non-linear, multi-objective or a single objective optimization problem. This paper presents an algorithm for solving the voltage stability objective reactive power dispatch problem in a power system .The proposed approach employs cat swarm optimization algorithm for optimal settings of RPD control variables. Generator terminal voltages, reactive power generation of the capacitor banks and tap changing transformer setting are taken as the optimization variables. CSO algorithm is tested on standard IEEE 30 bus system and the results are compared with other methods to prove the effectiveness of the new algorithm. As a result, the proposed method is the best for solving optimal reactive power dispatch problem.

Keywords: RPD problem, voltage stability enhancement, CSO algorithm.

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Authors: Mat Syai'in, Adi Soeprijanto, Takashi Hiyama

Abstract:

An optimal power flow (OPF) based on particle swarm optimization (PSO) was developed with more realistic generator security constraint using the capability curve instead of only Pmin/Pmax and Qmin/Qmax. Neural network (NN) was used in designing digital capability curve and the security check algorithm. The algorithm is very simple and flexible especially for representing non linear generation operation limit near steady state stability limit and under excitation operation area. In effort to avoid local optimal power flow solution, the particle swarm optimization was implemented with enough widespread initial population. The objective function used in the optimization process is electric production cost which is dominated by fuel cost. The proposed method was implemented at Java Bali 500 kV power systems contain of 7 generators and 20 buses. The simulation result shows that the combination of generator power output resulted from the proposed method was more economic compared with the result using conventional constraint but operated at more marginal operating point.

Keywords: Optimal Power Flow, Generator Capability Curve, Particle Swarm Optimization, Neural Network

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Authors: Christian Rathgeber, Franz Winkler, Xiaoyu Kang, Steffen Müller

Abstract:

In this contribution two approaches for calculating optimal trajectories for highly automated vehicles are presented and compared. The first one is based on a non-linear vehicle model, used for evaluation. The second one is based on a simplified model and can be implemented on a current ECU. In usual driving situations both approaches show very similar results.

Keywords: Trajectory planning, direct method, indirect method, highly automated driving.

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Authors: B. Baigzadeh, V.Nazarzehi, H.Khaloozadeh

Abstract:

The two cart inverted pendulum system is a good bench mark for testing the performance of system dynamics and control engineering principles. Devasia introduced this system to study the asymptotic tracking problem for nonlinear systems. In this paper the problem of asymptotic tracking of the two-cart with an inverted-pendulum system to a sinusoidal reference inputs via introducing a novel method for solving finite-horizon nonlinear optimal control problems is presented. In this method, an iterative method applied to state dependent Riccati equation (SDRE) to obtain a reliable algorithm. The superiority of this technique has been shown by simulation and comparison with the nonlinear approach.

Keywords: Nonlinear optimal control, State dependent Riccatiequation, Asymptotic tracking, inverted pendulum

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Authors: N. Rugthaicharoencheep, A. Charlangsut, B. Ainsuk, A. Phayomhom

Abstract:

This paper presents the significant factor and give some suggestion that should know before design. The main objective of this paper is guide the first step for someone who attends to design of grounding system before study in details later. The overview of grounding system can protect damage from fault such as can save a human life and power system equipment. The unsafe conditions have three cases. Case 1) maximum touch voltage exceeds the safety criteria. In this case, the conductor compression ratio of the ground gird should be first adjusted to have optimal spacing of ground grid conductors. If it still over limit, earth resistivity should be consider afterward. Case 2) maximum step voltage exceeds the safety criteria. In this case, increasing the number of ground grid conductors around the boundary can solve this problem. Case 3) both of maximum touch and step voltage exceed the safety criteria. In this case, follow the solutions explained in case 1 and case 2. Another suggestion, vary depth of ground grid until maximum step and touch voltage do not exceed the safety criteria.

Keywords: Grounding System, Touch Voltage, Step Voltage, Safety Criteria.

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Authors: N. Valliammal, S.N. Geethalakshmi

Abstract:

This paper describes an optimal approach for feature subset selection to classify the leaves based on Genetic Algorithm (GA) and Kernel Based Principle Component Analysis (KPCA). Due to high complexity in the selection of the optimal features, the classification has become a critical task to analyse the leaf image data. Initially the shape, texture and colour features are extracted from the leaf images. These extracted features are optimized through the separate functioning of GA and KPCA. This approach performs an intersection operation over the subsets obtained from the optimization process. Finally, the most common matching subset is forwarded to train the Support Vector Machine (SVM). Our experimental results successfully prove that the application of GA and KPCA for feature subset selection using SVM as a classifier is computationally effective and improves the accuracy of the classifier.

Keywords: Optimization, Feature extraction, Feature subset, Classification, GA, KPCA, SVM and Computation

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Authors: Sidhartha Panda, N. P. Padhy

Abstract:

Recently, genetic algorithms (GA) and particle swarm optimization (PSO) technique have attracted considerable attention among various modern heuristic optimization techniques. Since the two approaches are supposed to find a solution to a given objective function but employ different strategies and computational effort, it is appropriate to compare their performance. This paper presents the application and performance comparison of PSO and GA optimization techniques, for Thyristor Controlled Series Compensator (TCSC)-based controller design. The design objective is to enhance the power system stability. The design problem of the FACTS-based controller is formulated as an optimization problem and both the PSO and GA optimization techniques are employed to search for optimal controller parameters. The performance of both optimization techniques in terms of computational time and convergence rate is compared. Further, the optimized controllers are tested on a weakly connected power system subjected to different disturbances, and their performance is compared with the conventional power system stabilizer (CPSS). The eigenvalue analysis and non-linear simulation results are presented and compared to show the effectiveness of both the techniques in designing a TCSC-based controller, to enhance power system stability.

Keywords: Thyristor Controlled Series Compensator, geneticalgorithm; particle swarm optimization; Phillips-Heffron model;power system stability.

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Authors: Shan-Jen Cheng, Jr-Ming Miao, Sheng-Ju Wu

Abstract:

The purpose of this paper is applied Taguchi method on the optimization for PEMFC performance, and a representative Computational Fluid Dynamics (CFD) model is selectively performed for statistical analysis. The studied factors in this paper are pressure of fuel cell, operating temperature, the relative humidity of anode and cathode, porosity of gas diffusion electrode (GDE) and conductivity of GDE. The optimal combination for maximum power density is gained by using a three-level statistical method. The results confirmed that the robustness of the optimum design parameters influencing the performance of fuel cell are founded by pressure of fuel cell, 3atm; operating temperature, 353K; the relative humidity of anode, 50%; conductivity of GDE, 1000 S/m, but the relative humidity of cathode and porosity of GDE are pooled as error due to a small sum of squares. The present simulation results give designers the ideas ratify the effectiveness of the proposed robust design methodology for the performance of fuel cell.

Keywords: PEMFC, numerical simulation, optimization, Taguchi method.

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Authors: Pratap Sriram Sundar, Chandan Chowdhury, Sagar Kamarthi

Abstract:

Nature has perfected her designs over 3.5 billion years of evolution. Research fields such as biomimicry, biomimetics, bionics, bio-inspired computing, and nature-inspired designs have explored nature-made artifacts and systems to understand nature’s mechanisms and intelligence. Learning from nature, the researchers have generated sustainable designs and innovation in a variety of fields such as energy, architecture, agriculture, transportation, communication, and medicine. Axiomatic design offers a method to judge if a design is good. This paper analyzes design aspects of one of the nature’s amazing object: chicken egg. The functional requirements (FRs) of components of the object are tabulated and mapped on to nature-chosen design parameters (DPs). The ‘independence axiom’ of the axiomatic design methodology is applied to analyze couplings and to evaluate if eggs’ design is good (i.e., uncoupled design) or bad (i.e., coupled design). The analysis revealed that eggs design is a good design, i.e., uncoupled design. This approach can be applied to any nature’s artifacts to judge whether their design is a good or a bad. This methodology is valuable for biomimicry studies. This approach can also be a very useful teaching design consideration of biology and bio-inspired innovation.

Keywords: Uncoupled design, axiomatic design, nature design, design evaluation.

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Authors: Mohammad Rajabalinejad

Abstract:

Safety is often seen as a requirement or a performance indicator through the design process, and this does not always result in optimally safe products or systems. This paper suggests integrating the best safety practices with the design process to enrich the exploration experience for designers and add extra values for customers. For this purpose, the commonly practiced safety standards and design methods have been reviewed and their common blocks have been merged forming Safety Cube. Safety Cube combines common blocks for design, hazard identification, risk assessment and risk reduction through an integral approach. An example application presents the use of Safety Cube for design of machinery.

Keywords: Safety, safety cube, design, product, system, machinery.

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Authors: D. Barron, M. Zeegers

Abstract:

In this paper, we argue that Design research is basic to countries- national productivity and competition agendas at the same time that vagaries of research training presents as one of the barriers faced by Design Higher Degree by Research students in engaging those agendas. We argue that, given industry requirements for research-trained recruits, students have the right to expect that research training will provide the foundations of a successful career on an academic or research pathway or a professional pathway, but that universities have yet to address problems in their provision of research training for Design doctoral students. We suggest that to facilitate this, rigorous research conducted on the provision of Doctoral programs in Design would serve to inform future activities in Design research in productive ways.

Keywords: Design, Doctoral Design Education, Research Training

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Authors: Y. Areepong

Abstract:

The objective of this paper is to present explicit analytical formulas for evaluating important characteristics of Double Moving Average control chart (DMA) for Poisson distribution. The most popular characteristics of a control chart are Average Run Length ( 0 ARL ) - the mean of observations that are taken before a system is signaled to be out-of control when it is actually still incontrol, and Average Delay time ( 1 ARL ) - mean delay of true alarm times. An important property required of 0 ARL is that it should be sufficiently large when the process is in-control to reduce a number of false alarms. On the other side, if the process is actually out-ofcontrol then 1 ARL should be as small as possible. In particular, the explicit analytical formulas for evaluating 0 ARL and 1 ARL be able to get a set of optimal parameters which depend on a width of the moving average ( w ) and width of control limit ( H ) for designing DMA chart with minimum of 1 ARL

Keywords: Optimal parameters, Average Run Length, Average Delay time, Double Moving Average chart.

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Authors: Lokendra Singh Umrao, Ravi Shankar Singh

Abstract:

This paper presents an optimal broadcast algorithm for the hypercube networks. The main focus of the paper is the effectiveness of the algorithm in the presence of many node faults. For the optimal solution, our algorithm builds with spanning tree connecting the all nodes of the networks, through which messages are propagated from source node to remaining nodes. At any given time, maximum n − 1 nodes may fail due to crashing. We show that the hypercube networks are strongly fault-tolerant. Simulation results analyze to accomplish algorithm characteristics under many node faults. We have compared our simulation results between our proposed method and the Fu’s method. Fu’s approach cannot tolerate n − 1 faulty nodes in the worst case, but our approach can tolerate n − 1 faulty nodes.

Keywords: Fault tolerance, hypercube, broadcasting, link/node faults, routing.

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Authors: D. De-León-Escobedo, D. J. Delgado-Hernández, S. Pérez

Abstract:

A probabilistic formulation to assess the slopes safety under the hazard of strong storms is presented and illustrated through a slope in Mexico. The formulation is based on the classical safety factor (SF) used in practice to appraise the slope stability, but it is introduced the treatment of uncertainties, and the slope failure probability is calculated as the probability that SF<1. As the main hazard is the rainfall on the area, statistics of rainfall intensity and duration are considered and modeled with an exponential distribution. The expected life-cycle cost is assessed by considering a monetary value on the slope failure consequences. Alternative mitigation measures are simulated, and the formulation is used to get the measures driving to the optimal one (minimum life-cycle costs). For the example, the optimal mitigation measure is the reduction on the slope inclination angle.

Keywords: Expected life-cycle cost, failure probability, slopes failure, storms.

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Authors: Kevin Spencer G. Anglim, Zhenyu Zhang, Qingbin Gao

Abstract:

Reusable launch vehicles (RLVs) present a more environmentally-friendly approach to accessing space when compared to traditional launch vehicles that are discarded after each flight. This paper studies the recyclable nature of RLVs by presenting a solution method for determining minimum-fuel optimal trajectories using principles from optimal control theory and particle swarm optimization (PSO). This problem is formulated as a minimum-landing error powered descent problem where it is desired to move the RLV from a fixed set of initial conditions to three different sets of terminal conditions. However, unlike other powered descent studies, this paper considers the highly nonlinear effects caused by atmospheric drag, which are often ignored for studies on the Moon or on Mars. Rather than optimizing the controls directly, the throttle control is assumed to be bang-off-bang with a predetermined thrust direction for each phase of flight. The PSO method is verified in a one-dimensional comparison study, and it is then applied to the two-dimensional cases, the results of which are illustrated.

Keywords: Minimum-fuel optimal trajectory, particle swarm optimization, reusable rocket, SpaceX.

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Authors: Yue Hu, Xilu Zhao, Takao Yamaguchi, Manabu Sasajima, Yoshio Koike, Akira Hara

Abstract:

This study optimized the design parameters of a cone loudspeaker as an example of high flexibility of the product design. We developed an acoustic analysis software program that considers the impact of damping caused by air viscosity. In sound reproduction, it is difficult to optimize each parameter of the loudspeaker design. To overcome the limitation of the design problem in practice, this study presents an acoustic analysis algorithm to optimize the design parameters of the loudspeaker. The material character of cone paper and the loudspeaker edge were the design parameters, and the vibration displacement of the cone paper was the objective function. The results of the analysis showed that the design had high accuracy as compared to the predicted value. These results suggested that although the parameter design is difficult, with experience and intuition, the design can be performed easily using the optimized design found with the acoustic analysis software.

Keywords: Air viscosity, design parameters, loudspeaker, optimization.

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Authors: Samrand Rashahmadi, Morteza Abbaszadeh, Sana Hoseyni, Raziyeh Alizadeh

Abstract:

Design of a constant chord propeller is presented in this paper in order to reduce propeller-s design procedure-s costs. The design process was based on Lock and Goldstein-s techniques of propeller design and analysis. In order to calculate optimum chord of propeller, chord of a referential element is generalized as whole blades chord. The design outcome which named CS-X-1 is modeled & analyzed by CFD methods using K-ε: R.N.G turbulence model. Convergence of results of two codes proved that outcome results of design process are reliable. Design result is a two-blade propeller with a total diameter of 1.1 meter, radial velocity of 3000 R.P.M, efficiency above .75 and power coefficient near 1.05.

Keywords: Single rotating propeller, Design, C.F.D. test, constant chord

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