Abstract: The purpose of this paper is to develop a multi-product economic production quantity model under vendor management inventory policy and restrictions including limited warehouse space, budget, and number of orders, average shortage time and maximum permissible shortage. Since the “costs” cannot be predicted with certainty, it is assumed that data behave under uncertain environment. The problem is first formulated into the framework of a bi-objective of multi-product economic production quantity model. Then, the problem is solved with three multi-objective decision-making (MODM) methods. Then following this, three methods had been compared on information on the optimal value of the two objective functions and the central processing unit (CPU) time with the statistical analysis method and the multi-attribute decision-making (MADM). The results are compared with statistical analysis method and the MADM. The results of the study demonstrate that augmented-constraint in terms of optimal value of the two objective functions and the CPU time perform better than global criteria, and goal programming. Sensitivity analysis is done to illustrate the effect of parameter variations on the optimal solution. The contribution of this research is the use of random costs data in developing a multi-product economic production quantity model under vendor management inventory policy with several constraints.
Abstract: Nowadays, in advanced countries, agriculture as one of the most significant sectors of the economy, plays an important role in its political and economic independence. Due to farmers' lack of information about products' demand and lack of proper planning for harvest time, annually the considerable amount of products is corrupted. Besides, in this paper, we attempt to improve these unfavorable conditions via designing an effective supply chain network that tries to minimize total costs of agricultural products along with minimizing shortage in demand points. To validate the proposed model, a stochastic optimization approach by using a branch and bound solver of the LINGO software is utilized. Furthermore, to accumulate the data of parameters, a case study in Mazandaran province placed in the north of Iran has been applied. Finally, using ɛ-constraint approach, a Pareto front is obtained and one of its Pareto solutions as best solution is selected. Then, related results of this solution are explained. Finally, conclusions and suggestions for the future research are presented.
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.
Abstract: In this paper, autonomous performance of a small
manufactured unmanned helicopter is tried to be increased. For this
purpose, a small unmanned helicopter is manufactured in Erciyes
University, Faculty of Aeronautics and Astronautics. It is called as
ZANKA-Heli-I. For performance maximization, autopilot parameters
are determined via minimizing a cost function consisting of flight
performance parameters such as settling time, rise time, overshoot
during trajectory tracking. For this purpose, a stochastic optimization
method named as simultaneous perturbation stochastic approximation
is benefited. Using this approach, considerable autonomous
performance increase (around %23) is obtained.
Abstract: In this paper, it is aimed to improve autonomous flight
performance of a load-carrying (payload: 3 kg and total: 6kg)
unmanned aerial vehicle (UAV) through active wing and horizontal
tail active morphing and also integrated autopilot system parameters
(i.e. P, I, D gains) and UAV parameters (i.e. extension ratios of wing
and horizontal tail during flight) design. For this purpose, a loadcarrying
UAV (i.e. ZANKA-II) is manufactured in Erciyes
University, College of Aviation, Model Aircraft Laboratory is
benefited. Optimum values of UAV parameters and autopilot
parameters are obtained using a stochastic optimization method.
Using this approach autonomous flight performance of UAV is
substantially improved and also in some adverse weather conditions
an opportunity for safe flight is satisfied. Active morphing and
integrated design approach gives confidence, high performance and
easy-utility request of UAV users.
Abstract: By systematically applying different engineering
methods, difficult financial problems become approachable. Using a
combination of theory and techniques such as wavelet transform,
time series data mining, Markov chain based discrete stochastic
optimization, and evolutionary algorithms, this work formulated a
strategy to characterize and forecast non-linear time series. It
attempted to extract typical features from the volatility data sets of
S&P100 and S&P500 indices that include abrupt drops, jumps and
other non-linearity. As a result, accuracy of forecasting has reached
an average of over 75% surpassing any other publicly available
results on the forecast of any financial index.
Abstract: Proteins or genes that have similar sequences are likely to perform the same function. One of the most widely used techniques for sequence comparison is sequence alignment. Sequence alignment allows mismatches and insertion/deletion, which represents biological mutations. Sequence alignment is usually performed only on two sequences. Multiple sequence alignment, is a natural extension of two-sequence alignment. In multiple sequence alignment, the emphasis is to find optimal alignment for a group of sequences. Several applicable techniques were observed in this research, from traditional method such as dynamic programming to the extend of widely used stochastic optimization method such as Genetic Algorithms (GAs) and Simulated Annealing. A framework with combination of Genetic Algorithm and Simulated Annealing is presented to solve Multiple Sequence Alignment problem. The Genetic Algorithm phase will try to find new region of solution while Simulated Annealing can be considered as an alignment improver for any near optimal solution produced by GAs.
Abstract: In this paper a combination approach of two heuristic-based algorithms: genetic algorithm and tabu search is proposed. It has been developed to obtain the least cost based on the split-pipe design of looped water distribution network. The proposed combination algorithm has been applied to solve the three well-known water distribution networks taken from the literature. The development of the combination of these two heuristic-based algorithms for optimization is aimed at enhancing their strengths and compensating their weaknesses. Tabu search is rather systematic and deterministic that uses adaptive memory in search process, while genetic algorithm is probabilistic and stochastic optimization technique in which the solution space is explored by generating candidate solutions. Split-pipe design may not be realistic in practice but in optimization purpose, optimal solutions are always achieved with split-pipe design. The solutions obtained in this study have proved that the least cost solutions obtained from the split-pipe design are always better than those obtained from the single pipe design. The results obtained from the combination approach show its ability and effectiveness to solve combinatorial optimization problems. The solutions obtained are very satisfactory and high quality in which the solutions of two networks are found to be the lowest-cost solutions yet presented in the literature. The concept of combination approach proposed in this study is expected to contribute some useful benefits in diverse problems.
Abstract: In this paper, we propose a novel algorithm for
delineating the endocardial wall from a human heart ultrasound scan.
We assume that the gray levels in the ultrasound images are
independent and identically distributed random variables with
different Rician Inverse Gaussian (RiIG) distributions. Both synthetic
and real clinical data will be used for testing the algorithm. Algorithm
performance will be evaluated using the expert radiologist evaluation
of a soft copy of an ultrasound scan during the scanning process and
secondly, doctor’s conclusion after going through a printed copy of
the same scan. Successful implementation of this algorithm should
make it possible to differentiate normal from abnormal soft tissue and
help disease identification, what stage the disease is in and how best
to treat the patient. We hope that an automated system that uses this
algorithm will be useful in public hospitals especially in Third World
countries where problems such as shortage of skilled radiologists and
shortage of ultrasound machines are common. These public hospitals
are usually the first and last stop for most patients in these countries.
Abstract: The incorporation of computational fluid dynamics in the design of modern hydraulic turbines appears to be necessary in order to improve their efficiency and cost-effectiveness beyond the traditional design practices. A numerical optimization methodology is developed and applied in the present work to a Turgo water turbine. The fluid is simulated by a Lagrangian mesh-free approach that can provide detailed information on the energy transfer and enhance the understanding of the complex, unsteady flow field, at very small computing cost. The runner blades are initially shaped according to hydrodynamics theory, and parameterized using Bezier polynomials and interpolation techniques. The use of a limited number of free design variables allows for various modifications of the standard blade shape, while stochastic optimization using evolutionary algorithms is implemented to find the best blade that maximizes the attainable hydraulic efficiency of the runner. The obtained optimal runner design achieves considerably higher efficiency than the standard one, and its numerically predicted performance is comparable to a real Turgo turbine, verifying the reliability and the prospects of the new methodology.
Abstract: Most neural network (NN) models of human category learning use a gradient-based learning method, which assumes that locally-optimal changes are made to model parameters on each learning trial. This method tends to under predict variability in individual-level cognitive processes. In addition many recent models of human category learning have been criticized for not being able to replicate rapid changes in categorization accuracy and attention processes observed in empirical studies. In this paper we introduce stochastic learning algorithms for NN models of human category learning and show that use of the algorithms can result in (a) rapid changes in accuracy and attention allocation, and (b) different learning trajectories and more realistic variability at the individual-level.