Abstract: In this paper, we propose a multiple objective optimization model with respect to portfolio selection problem for investors looking forward to diversify their equity investments in a number of equity markets. Based on Markowitz-s M-V model we developed a Fuzzy Mixed Integer Multi-Objective Nonlinear Programming Problem (FMIMONLP) to maximize the investors- future gains on equity markets, reach the optimal proportion of the budget to be invested in different equities. A numerical example with a comprehensive analysis on artificial data from several equity markets is presented in order to illustrate the proposed model and its solution method. The model performed well compared with the deterministic version of the model.
Abstract: Today-s business has inevitably been set in the global supply chain management environment. International transportation has never played such an important role in the global supply chain network, because movement of shipments from one country to another tends to be more frequent than ever before. This paper studies international transportation problems experienced by an international transportation company. Because of the limited fleet capacity, the transportation company has to hire additional trucks from two countries in advance. However, customer-s shipment information is uncertain, and decisions have to be made before accurate information can be obtained. This paper proposes a stochastic mixed 0-1 programming model to solve the international transportation problems under uncertain demand. A series of experiments demonstrate the effectiveness of the proposed stochastic model.
Abstract: The paper addresses a problem of optimal staffing in
open shop environment. The problem is to determine the optimal
number of operators serving a given number of machines to fulfill the
number of independent operations while minimizing staff idle. Using
a Gantt chart presentation of the problem it is modeled as twodimensional
cutting stock problem. A mixed-integer programming
model is used to get minimal job processing time (makespan) for
fixed number of machines' operators. An algorithm for optimal openshop
staffing is developed based on iterative solving of the
formulated optimization task. The execution of the developed
algorithm provides optimal number of machines' operators in the
sense of minimum staff idle and optimal makespan for that number of
operators. The proposed algorithm is tested numerically for a real life
staffing problem. The testing results show the practical applicability
for similar open shop staffing problems.
Abstract: The Resource-Constrained Project Scheduling
Problem (RCPSP) is concerned with single-item or small batch
production where limited resources have to be allocated to dependent
activities over time. Over the past few decades, a lot of work has
been made with the use of optimal solution procedures for this basic
problem type and its extensions. Brucker and Knust[1] discuss, how
timetabling problems can be modeled as a RCPSP. Authors discuss
high school timetabling and university course timetabling problem as
an example. We have formulated two mathematical formulations of
course timetabling problem in a new way which are the prototype of
single-mode RCPSP. Our focus is to show, how course timetabling
problem can be transformed into RCPSP. We solve this
transformation model with genetic algorithm.
Abstract: Space-time block codes (STBC) and spatial multiplexing
(SM) are promising techniques that effectively exploit multipleinput
multiple-output (MIMO) transmission to achieve more reliable
communication and a higher multiplexing rate, respectively. In this
paper, we study a practical design for hybrid scheme with multi-input
multi-output orthogonal frequency division multiplexing (MIMOOFDM)
systems to flexibly maximize the tradeoff between diversity
and multiplexing gains. Unlike the existing STBC and SM designs
which are suitable for the integer multiplexing rate, the proposed
design can achieve arbitrary number of multiplexing rate.
Abstract: This paper proposes a novel frequency offset (FO) estimator for orthogonal frequency division multiplexing. Simplicity is most significant feature of this algorithm and can be repeated to achieve acceptable accuracy. Also fractional and integer part of FO is estimated jointly with use of the same algorithm. To do so, instead of using conventional algorithms that usually use correlation function, we use DFT of received signal. Therefore, complexity will be reduced and we can do synchronization procedure by the same hardware that is used to demodulate OFDM symbol. Finally, computer simulation shows that the accuracy of this method is better than other conventional methods.
Abstract: This work concerns the topological optimization
problem for determining the optimal petroleum refinery
configuration. We are interested in further investigating and
hopefully advancing the existing optimization approaches and
strategies employing logic propositions to conceptual process
synthesis problems. In particular, we seek to contribute to this
increasingly exciting area of chemical process modeling by
addressing the following potentially important issues: (a) how the
formulation of design specifications in a mixed-logical-and-integer
optimization model can be employed in a synthesis problem to enrich
the problem representation by incorporating past design experience,
engineering knowledge, and heuristics; and (b) how structural
specifications on the interconnectivity relationships by space (states)
and by function (tasks) in a superstructure should be properly
formulated within a mixed-integer linear programming (MILP)
model. The proposed modeling technique is illustrated on a case
study involving the alternative processing routes of naphtha, in which
significant improvement in the solution quality is obtained.
Abstract: Recently, a great amount of interest has been shown
in the field of modeling and controlling hybrid systems. One of the
efficient and common methods in this area utilizes the mixed logicaldynamical
(MLD) systems in the modeling. In this method, the
system constraints are transformed into mixed-integer inequalities by
defining some logic statements. In this paper, a system containing
three tanks is modeled as a nonlinear switched system by using the
MLD framework. Comparing the model size of the three-tank system
with that of a two-tank system, it is deduced that the number of
binary variables, the size of the system and its complexity
tremendously increases with the number of tanks, which makes the
control of the system more difficult. Therefore, methods should be
found which result in fewer mixed-integer inequalities.
Abstract: This paper presents comparative study on recent
integer DCTs and a new method to construct a low sensitive structure
of integer DCT for colored input signals. The method refers to
sensitivity of multiplier coefficients to finite word length as an
indicator of how word length truncation effects on quality of output
signal. The sensitivity is also theoretically evaluated as a function of
auto-correlation and covariance matrix of input signal. The structure of
integer DCT algorithm is optimized by combination of lower sensitive
lifting structure types of IRT. It is evaluated by the sensitivity of
multiplier coefficients to finite word length expression in a function of
covariance matrix of input signal. Effectiveness of the optimum
combination of IRT in integer DCT algorithm is confirmed by quality
improvement comparing with existing case. As a result, the optimum
combination of IRT in each integer DCT algorithm evidently improves
output signal quality and it is still compatible with the existing one.
Abstract: The balanced Hamiltonian cycle problemis a quiet new topic of graph theorem. Given a graph G = (V, E), whose edge set can be partitioned into k dimensions, for positive integer k and a Hamiltonian cycle C on G. The set of all i-dimensional edge of C, which is a subset by E(C), is denoted as Ei(C).
Abstract: This paper suggests an improved integer frequency
offset (IFO) estimation scheme using P1 symbol for orthogonal
frequency division multiplexing (OFDM) based the second generation
terrestrial digital video broadcasting (DVB-T2) system. Proposed
IFO estimator is designed by a low-complexity blind IFO estimation
scheme, which is implemented with complex additions. Also, we
propose active carriers (ACs) selection scheme in order to prevent
performance degradation in blind IFO estimation. The simulation
results show that under the AWGN and TU6 channels, the proposed
method has low complexity than conventional method and almost
similar performance in comparison with the conventional method.
Abstract: Let k ≥ 1 and t ≥ 0 be two integers and let d = k2 + k be a positive non-square integer. In this paper, we consider the integer solutions of Pell equation x2 - dy2 = 2t. Further we derive a recurrence relation on the solutions of this equation.
Abstract: A novel path planning approach is presented to solve
optimal path in stochastic, time-varying networks under priori traffic
information. Most existing studies make use of dynamic programming
to find optimal path. However, those methods are proved to
be unable to obtain global optimal value, moreover, how to design
efficient algorithms is also another challenge.
This paper employs a decision theoretic framework for defining
optimal path: for a given source S and destination D in urban transit
network, we seek an S - D path of lowest expected travel time
where its link travel times are discrete random variables. To solve
deficiency caused by the methods of dynamic programming, such as
curse of dimensionality and violation of optimal principle, an integer
programming model is built to realize assignment of discrete travel
time variables to arcs. Simultaneously, pruning techniques are also
applied to reduce computation complexity in the algorithm. The final
experiments show the feasibility of the novel approach.