Search results for: optimization procedure

Authors: P. Vazan, P. Tanuska

Abstract:

The paper provides the basic overview of simulation optimization. The procedure of its practical using is demonstrated on the real example in simulator Witness. The simulation optimization is presented as a good tool for solving many problems in real praxis especially in production systems. The authors also characterize their own experiences and they mention the strengths and weakness of simulation optimization.

Keywords: discrete event simulation, simulation optimization, Witness

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Authors: Mohammad H. Almomani, Rosmanjawati Abdul Rahman

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Statistical selection procedures are used to select the best simulated system from a finite set of alternatives. In this paper, we present a procedure that can be used to select the best system when the number of alternatives is large. The proposed procedure consists a combination between Ranking and Selection, and Ordinal Optimization procedures. In order to improve the performance of Ordinal Optimization, Optimal Computing Budget Allocation technique is used to determine the best simulation lengths for all simulation systems and to reduce the total computation time. We also argue the effect of increment in simulation samples for the combined procedure. The results of numerical illustration show clearly the effect of increment in simulation samples on the proposed combination of selection procedure.

Keywords: Indifference-Zone, Optimal Computing Budget Allocation, Ordinal Optimization, Ranking and Selection, Subset Selection.

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

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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: J. Arneric, A. Rozga

Abstract:

In this paper usefulness of quasi-Newton iteration procedure in parameters estimation of the conditional variance equation within BHHH algorithm is presented. Analytical solution of maximization of the likelihood function using first and second derivatives is too complex when the variance is time-varying. The advantage of BHHH algorithm in comparison to the other optimization algorithms is that requires no third derivatives with assured convergence. To simplify optimization procedure BHHH algorithm uses the approximation of the matrix of second derivatives according to information identity. However, parameters estimation in a/symmetric GARCH(1,1) model assuming normal distribution of returns is not that simple, i.e. it is difficult to solve it analytically. Maximum of the likelihood function can be founded by iteration procedure until no further increase can be found. Because the solutions of the numerical optimization are very sensitive to the initial values, GARCH(1,1) model starting parameters are defined. The number of iterations can be reduced using starting values close to the global maximum. Optimization procedure will be illustrated in framework of modeling volatility on daily basis of the most liquid stocks on Croatian capital market: Podravka stocks (food industry), Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla stocks (information-s-communications industry).

Keywords: Heteroscedasticity, Log-likelihood Maximization, Quasi-Newton iteration procedure, Volatility.

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Authors: Ahmed Al-Ani

Abstract:

The Ant Colony Optimization (ACO) is a metaheuristic inspired by the behavior of real ants in their search for the shortest paths to food sources. It has recently attracted a lot of attention and has been successfully applied to a number of different optimization problems. Due to the importance of the feature selection problem and the potential of ACO, this paper presents a novel method that utilizes the ACO algorithm to implement a feature subset search procedure. Initial results obtained using the classification of speech segments are very promising.

Keywords: Ant Colony Optimization, ant systems, feature selection, pattern recognition.

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

Abstract:

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

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

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Authors: Javad Marzbanrad, Mostafa Pahlavani

Abstract:

This study has investigated a vehicle Lumped Parameter Model (LPM) in frontal crash. There are several ways for determining spring and damper characteristics and type of problem shall be considered as system identification. This study use Genetic Algorithm (GA) procedure, being an effective procedure in case of optimization issues, for optimizing errors, between target data (experimental data) and calculated results (being obtained by analytical solving). In this study analyzed model in 5-DOF then compared our results with 5-DOF serial model. Finally, the response of model due to external excitement is investigated.

Keywords: Vehicle, Lumped-Parameter Model, GeneticAlgorithm, Optimization

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Authors: Mhand Hifi, Hedi Mhalla, Mustapha Michaphy

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In this paper, we study the multi-scenario knapsack problem, a variant of the well-known NP-Hard single knapsack problem. We investigate the use of an adaptive algorithm for solving heuristically the problem. The used method combines two complementary phases: a size reduction phase and a dynamic 2- opt procedure one. First, the reduction phase applies a polynomial reduction strategy; that is used for reducing the size problem. Second, the adaptive search procedure is applied in order to attain a feasible solution Finally, the performances of two versions of the proposed algorithm are evaluated on a set of randomly generated instances.

Keywords: combinatorial optimization, max-min optimization, knapsack, heuristics, problem reduction

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Authors: Vijaya K. Srivastava, Davide Spinello

Abstract:

This paper presents performance of two robust gradient-based heuristic optimization procedures based on 3ⁿ enumeration and tunneling approach to seek global optimum of constrained integer problems. Both these procedures consist of two distinct phases for locating the global optimum of integer problems with a linear or non-linear objective function subject to linear or non-linear constraints. In both procedures, in the first phase, a local minimum of the function is found using the gradient approach coupled with hemstitching moves when a constraint is violated in order to return the search to the feasible region. In the second phase, in one optimization procedure, the second sub-procedure examines 3ⁿ integer combinations on the boundary and within hypercube volume encompassing the result neighboring the result from the first phase and in the second optimization procedure a tunneling function is constructed at the local minimum of the first phase so as to find another point on the other side of the barrier where the function value is approximately the same. In the next cycle, the search for the global optimum commences in both optimization procedures again using this new-found point as the starting vector. The search continues and repeated for various step sizes along the function gradient as well as that along the vector normal to the violated constraints until no improvement in optimum value is found. The results from both these proposed optimization methods are presented and compared with one provided by popular MS Excel solver that is provided within MS Office suite and other published results.

Keywords: Constrained integer problems, enumerative search algorithm, Heuristic algorithm, tunneling algorithm.

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Authors: H. Nikzad, S. Yoshitomi

Abstract:

In this paper, an optimization procedure is applied for 3D Reinforced concrete building structure with shear wall.  In the optimization problem, cross sections of beams, columns and shear wall dimensions are considered as design variables and the optimal cross sections can be derived to minimize the total cost of the structure. As for final design application, the most suitable sections are selected to satisfy ACI 318-14 code provision based on static linear analysis. The validity of the method is examined through numerical example of 15 storied 3D RC building with shear wall.  This optimization method is expected to assist in providing a useful reference in design early stage, and to be an effective and powerful tool for structural design of RC shear wall structures.

Keywords: Structural optimization, linear static analysis, ETABS, MATLAB, RC moment frame, RC shear wall structures.

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Authors: Johannes Partzsch, Christian Mayr, Rene Schuffny

Abstract:

Starting from a biologically inspired framework, Gabor filters were built up from retinal filters via LMSE algorithms. Asubset of retinal filter kernels was chosen to form a particular Gabor filter by using a weighted sum. One-dimensional optimization approaches were shown to be inappropriate for the problem. All model parameters were fixed with biological or image processing constraints. Detailed analysis of the optimization procedure led to the introduction of a minimization constraint. Finally, quantization of weighting factors was investigated. This resulted in an optimized cascaded structure of a Gabor filter bank implementation with lower computational cost.

Keywords: Gabor filter, image processing, optimization

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

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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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Authors: M. Graus, K. Westhoff, X. Xu

Abstract:

The climate change causes a change in all aspects of society. While the expansion of renewable energies proceeds, industry could not be convinced based on general studies about the potential of demand side management to reinforce smart grid considerations in their operational business. In this article, a procedure model for a case-specific data-driven decision support for industrial energy management based on a holistic data analytics approach is presented. The model is executed on the example of the strategic decision problem, to integrate the aspect of renewable energies into industrial energy management. This question is induced due to considerations of changing the electricity contract model from a standard rate to volatile energy prices corresponding to the energy spot market which is increasingly more affected by renewable energies. The procedure model corresponds to a data analytics process consisting on a data model, analysis, simulation and optimization step. This procedure will help to quantify the potentials of sustainable production concepts based on the data from a factory. The model is validated with data from a printer in analogy to a simple production machine. The overall goal is to establish smart grid principles for industry via the transformation from knowledge-driven to data-driven decisions within manufacturing companies.

Keywords: Data analytics, green production, industrial energy management, optimization, renewable energies, simulation.

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Authors: J. Tospornsampan, I. Kita, M. Ishii, Y. Kitamura

Abstract:

In this paper a procedure for the split-pipe design of looped water distribution network based on the use of simulated annealing is proposed. Simulated annealing is a heuristic-based search algorithm, motivated by an analogy of physical annealing in solids. It is capable for solving the combinatorial optimization problem. In contrast to the split-pipe design that is derived from a continuous diameter design that has been implemented in conventional optimization techniques, the split-pipe design proposed in this paper is derived from a discrete diameter design where a set of pipe diameters is chosen directly from a specified set of commercial pipes. The optimality and feasibility of the solutions are found to be guaranteed by using the proposed method. The performance of the proposed procedure is demonstrated through solving the three well-known problems of water distribution network taken from the literature. Simulated annealing provides very promising solutions and the lowest-cost solutions are found for all of these test problems. The results obtained from these applications show that simulated annealing is able to handle a combinatorial optimization problem of the least cost design of water distribution network. The technique can be considered as an alternative tool for similar areas of research. Further applications and improvements of the technique are expected as well.

Keywords: Combinatorial problem, Heuristics, Least-cost design, Looped network, Pipe network, Optimization

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Authors: Vijaya K. Srivastava, Davide Spinello

Abstract:

This paper presents established 3ⁿ enumeration procedure for mixed integer optimization problems for solving multi-objective reliability and redundancy allocation problem subject to design constraints. The formulated problem is to find the optimum level of unit reliability and the number of units for each subsystem. A number of illustrative examples are provided and compared to indicate the application of the superiority of the proposed method.

Keywords: Integer programming, mixed integer programming, multi-objective optimization, reliability redundancy allocation.

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Authors: Ahmed Al-Ani

Abstract:

Feature selection is an important step in many pattern classification problems. It is applied to select a subset of features, from a much larger set, such that the selected subset is sufficient to perform the classification task. Due to its importance, the problem of feature selection has been investigated by many researchers. In this paper, a novel feature subset search procedure that utilizes the Ant Colony Optimization (ACO) is presented. The ACO is a metaheuristic inspired by the behavior of real ants in their search for the shortest paths to food sources. It looks for optimal solutions by considering both local heuristics and previous knowledge. When applied to two different classification problems, the proposed algorithm achieved very promising results.

Keywords: Ant Colony Optimization, ant systems, feature selection, pattern recognition.

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Authors: Hossein Nourkhiz Mahjoub, Mohsen Shiva

Abstract:

Wireless Mesh Networking is a promising proposal for broadband data transmission in a large area with low cost and acceptable QoS. These features- trade offs in WMNs is a hot research field nowadays. In this paper a mathematical optimization framework has been developed to maximize throughput according to upper bound delay constraints. IEEE 802.11 based infrastructure backhauling mode of WMNs has been considered to formulate the MINLP optimization problem. Proposed method gives the full routing and scheduling procedure in WMN in order to obtain mentioned goals.

Keywords: Mixed-Integer Non Linear Programming (MINLP), routing and scheduling, throughput, wireless mesh networks (WMNs)

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Authors: H. Zare Aliabadi

Abstract:

The equilibrium chemical reactions taken place in a converter reactor of the Khorasan Petrochemical Ammonia plant was studied using the minimization of Gibbs free energy method. In the minimization of the Gibbs free energy function the Davidon– Fletcher–Powell (DFP) optimization procedure using the penalty terms in the well-defined objective function was used. It should be noted that in the DFP procedure along with the corresponding penalty terms the Hessian matrices for the composition of constituents in the Converter reactor can be excluded. This, in fact, can be considered as the main advantage of the DFP optimization procedure. Also the effect of temperature and pressure on the equilibrium composition of the constituents was investigated. The results obtained in this work were compared with the data collected from the converter reactor of the Khorasan Petrochemical Ammonia plant. It was concluded that the results obtained from the method used in this work are in good agreement with the industrial data. Notably, the algorithm developed in this work, in spite of its simplicity, takes the advantage of short computation and convergence time.

Keywords: Gibbs free energy, converter reactors, Chemical equilibrium

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Authors: S. Raissi, R- Eslami Farsani

Abstract:

In recent years, response surface methodology (RSM) has brought many attentions of many quality engineers in different industries. Most of the published literature on robust design methodology is basically concerned with optimization of a single response or quality characteristic which is often most critical to consumers. For most products, however, quality is multidimensional, so it is common to observe multiple responses in an experimental situation. Through this paper interested person will be familiarize with this methodology via surveying of the most cited technical papers. It is believed that the proposed procedure in this study can resolve a complex parameter design problem with more than two responses. It can be applied to those areas where there are large data sets and a number of responses are to be optimized simultaneously. In addition, the proposed procedure is relatively simple and can be implemented easily by using ready-made standard statistical packages.

Keywords: Multi-Response Surface Methodology (MRSM), Design of Experiments (DOE), Process modeling, Quality improvement; Robust Design.

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Authors: A. B. Dariane, A. M. Moradi

Abstract:

A direct search approach to determine optimal reservoir operating is proposed with ant colony optimization for continuous domains (ACOR). The model is applied to a system of single reservoir to determine the optimum releases during 42 years of monthly steps. A disadvantage of ant colony based methods and the ACOR in particular, refers to great amount of computer run time consumption. In this study a highly effective procedure for decreasing run time has been developed. The results are compared to those of a GA based model.

Keywords: Ant colony optimization, continuous, metaheuristics, reservoir, decreasing run time, genetic algorithm.

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Authors: Giovanni Incerti

Abstract:

The motion planning procedure described in this paper has been developed in order to eliminate or reduce the residual vibrations of electromechanical positioning systems, without augmenting the motion time (usually imposed by production requirements), nor introducing overtime for vibration damping. The proposed technique is based on a suitable choice of the motion law assigned to the servomotor that drives the mechanism. The reference profile is defined by a Bezier curve, whose shape can be easily changed by modifying some numerical parameters. By means of an optimization technique these parameters can be modified without altering the continuity conditions imposed on the displacement and on its time derivatives at the initial and final time instants.

Keywords: Servomechanism, residual vibrations, motion optimization.

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Authors: A. Udomsakdigool, S. Bangsaranthip

Abstract:

This paper presents an algorithm which combining ant colony optimization in the dynamic programming for solving a dynamic facility layout problem. The problem is separated into 2 phases, static and dynamic phase. In static phase, ant colony optimization is used to find the best ranked of layouts for each period. Then the dynamic programming (DP) procedure is performed in the dynamic phase to evaluate the layout set during multi-period planning horizon. The proposed algorithm is tested over many problems with size ranging from 9 to 49 departments, 2 and 4 periods. The experimental results show that the proposed method is an alternative way for the plant layout designer to determine the layouts during multi-period planning horizon.

Keywords: Ant colony optimization, Dynamicprogramming, Dynamic facility layout planning, Metaheuristic

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Authors: Florin Leon, Silvia Curteanu

Abstract:

The Bacterial Foraging Optimization (BFO) algorithm is inspired by the behavior of bacteria such as Escherichia coli or Myxococcus xanthus when searching for food, more precisely the chemotaxis behavior. Bacteria perceive chemical gradients in the environment, such as nutrients, and also other individual bacteria, and move toward or in the opposite direction to those signals. The application example considered as a case study consists in establishing the dependency between the reaction yield of hydrogels based on polyacrylamide and the working conditions such as time, temperature, monomer, initiator, crosslinking agent and inclusion polymer concentrations, as well as type of the polymer added. This process is modeled with a neural network which is included in an optimization procedure based on BFO. An experimental study of BFO parameters is performed. The results show that the algorithm is quite robust and can obtain good results for diverse combinations of parameter values.

Keywords: Bacterial foraging optimization, hydrogels, neural networks, modeling.

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Authors: Michiharu Maeda, Shinya Tsuda

Abstract:

This paper presents an algorithm of particle swarm optimization with reduction for global optimization problems. Particle swarm optimization is an algorithm which refers to the collective motion such as birds or fishes, and a multi-point search algorithm which finds a best solution using multiple particles. Particle swarm optimization is so flexible that it can adapt to a number of optimization problems. When an objective function has a lot of local minimums complicatedly, the particle may fall into a local minimum. For avoiding the local minimum, a number of particles are initially prepared and their positions are updated by particle swarm optimization. Particles sequentially reduce to reach a predetermined number of them grounded in evaluation value and particle swarm optimization continues until the termination condition is met. In order to show the effectiveness of the proposed algorithm, we examine the minimum by using test functions compared to existing algorithms. Furthermore the influence of best value on the initial number of particles for our algorithm is discussed.

Keywords: Particle swarm optimization, Global optimization, Metaheuristics, Reduction.

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Authors: Farhad Kolahan, M. Hossein Abolbashari, Samaeddin Mohitzadeh

Abstract:

Several methods are available for weight and shape optimization of structures, among which Evolutionary Structural Optimization (ESO) is one of the most widely used methods. In ESO, however, the optimization criterion is completely case-dependent. Moreover, only the improving solutions are accepted during the search. In this paper a Simulated Annealing (SA) algorithm is used for structural optimization problem. This algorithm differs from other random search methods by accepting non-improving solutions. The implementation of SA algorithm is done through reducing the number of finite element analyses (function evaluations). Computational results show that SA can efficiently and effectively solve such optimization problems within short search time.

Keywords: Simulated annealing, Structural optimization, Compliance, C.V. product.

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Authors: Sang-Rak Kim, Jea-Yong Park, Won-Goo Lee, Jin-Shik Yu, Seog-Young Han

Abstract:

This paper presents a Reliability-Based Topology Optimization (RBTO) based on Evolutionary Structural Optimization (ESO). An actual design involves uncertain conditions such as material property, operational load and dimensional variation. Deterministic Topology Optimization (DTO) is obtained without considering of the uncertainties related to the uncertainty parameters. However, RBTO involves evaluation of probabilistic constraints, which can be done in two different ways, the reliability index approach (RIA) and the performance measure approach (PMA). Limit state function is approximated using Monte Carlo Simulation and Central Composite Design for reliability analysis. ESO, one of the topology optimization techniques, is adopted for topology optimization. Numerical examples are presented to compare the DTO with RBTO.

Keywords: Evolutionary Structural Optimization, PerformanceMeasure Approach, Reliability-Based Topology Optimization, Reliability Index Approach.

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Authors: Kostas Metaxiotis

Abstract:

Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: Evolutionary algorithms, portfolio optimization, skewness, stock selection.

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Authors: C. Ardil

Abstract:

In this research, a multidimensional  compromise optimization method is proposed for multidimensional decision making analysis in the development ranking of the Gulf Cooperation Council Countries and Turkey. The proposed approach presents ranking solutions resulting from different multicriteria decision analyses, which yield different ranking orders for the same ranking problem, consisting of a set of alternatives in terms of numerous competing criteria when they are applied with the same numerical data. The multiobjective optimization decision making problem is considered in three sequential steps. In the first step, five different criteria related to the development ranking are gathered from the research field. In the second step, identified evaluation criteria are, objectively, weighted using standard deviation procedure. In the third step, a country selection problem is illustrated with a numerical example as an application of the proposed multidimensional  compromise optimization model. Finally, multidimensional  compromise optimization approach is applied to rank the Gulf Cooperation Council Countries and Turkey. 

Keywords: Standard deviation, performance evaluation, multicriteria decision making, multidimensional compromise optimization, vector normalization, multicriteria decision making, multicriteria analysis, multidimensional decision analysis.

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Authors: Amin Hajizadeh, Ehsan Hajizadeh

Abstract:

This paper presents a multi-objective formulation for optimal siting and sizing of distributed generation (DG) resources in distribution systems in order to minimize the cost of power losses and energy not supplied. The implemented technique is based on particle swarm optimization (PSO) and weight method that employed to obtain the best compromise between these costs. Simulation results on 33-bus distribution test system are presented to demonstrate the effectiveness of the proposed procedure.

Keywords: Distributed generation, distribution networks, particle swarm optimization, reliability, weight method

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Authors: María L. Jalón, Feargal Brennan

Abstract:

A non-stationary stochastic optimization methodology is applied to an OWC (oscillating water column) to find the design that maximizes the wave energy extraction. Different temporal cycles are considered to represent the long-term variability of the wave climate at the site in the optimization problem. The results of the non-stationary stochastic optimization problem are compared against those obtained by a stationary stochastic optimization problem. The comparative analysis reveals that the proposed non-stationary optimization provides designs with a better fit to reality. However, the stationarity assumption can be adequate when looking at averaged system response.

Keywords: Non-stationary stochastic optimization, oscillating water column, temporal variability, wave energy.

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