Abstract: This paper addresses the problem of forbidden states in
non safe Petri Nets. In the system, for preventing it from entering the
forbidden states, some linear constraints can be assigned to them.
Then these constraints can be enforced on the system using control
places. But when the number of constraints in the system is large, a
large number of control places must be added to the model of system.
This concept complicates the model of system. There are some
methods for reducing the number of constraints in safe Petri Nets.
But there is no a systematic method for non safe Petri Nets. In this
paper we propose a method for reducing the number of constraints in
non safe Petri Nets which is based on solving an integer linear
programming problem.
Abstract: Restructured electricity markets may provide
opportunities for producers to exercise market power maintaining
prices in excess of competitive levels. In this paper an oligopolistic
market is presented that all Generation Companies (GenCos) bid in a
Cournot model. Genetic algorithm (GA) is applied to obtain
generation scheduling of each GenCo as well as hourly market
clearing prices (MCP). In order to consider network constraints a
multiperiod framework is presented to simulate market clearing
mechanism in which the behaviors of market participants are
modelled through piecewise block curves. A mixed integer linear
programming (MILP) is employed to solve the problem. Impacts of
market clearing process on participants- characteristic and final
market prices are presented. Consequently, a novel multi-objective
model is addressed for security constrained optimal bidding strategy
of GenCos. The capability of price-maker GenCos to alter MCP is
evaluated through introducing an effective-supply curve. In addition,
the impact of exercising market power on the variation of market
characteristics as well as GenCos scheduling is studied.
Abstract: A highly optimized implementation of binary mixture
diffusion with no initial bulk velocity on graphics processors is
presented. The lattice Boltzmann model is employed for simulating
the binary diffusion of oxygen and nitrogen into each other with
different initial concentration distributions. Simulations have been
performed using the latest proposed lattice Boltzmann model that
satisfies both the indifferentiability principle and the H-theorem for
multi-component gas mixtures. Contemporary numerical
optimization techniques such as memory alignment and increasing
the multiprocessor occupancy are exploited along with some novel
optimization strategies to enhance the computational performance on
graphics processors using the C for CUDA programming language.
Speedup of more than two orders of magnitude over single-core
processors is achieved on a variety of Graphical Processing Unit
(GPU) devices ranging from conventional graphics cards to
advanced, high-end GPUs, while the numerical results are in
excellent agreement with the available analytical and numerical data
in the literature.
Abstract: The paper presents new results of a recent industry
supported research and development study in which an efficient
framework for evaluating practical and meaningful power system
reliability and quality indices was applied. The system-wide
integrated performance indices are capable of addressing and
revealing areas of deficiencies and bottlenecks as well as
redundancies in the composite generation-transmission-demand
structure of large-scale power grids. The technique utilizes a linear
programming formulation, which simulates practical operating
actions and offers a general and comprehensive framework to assess
the harmony and compatibility of generation, transmission and
demand in a power system. Practical applications to a reduced
system model as well as a portion of the Saudi power grid are also
presented in the paper for demonstration purposes.
Abstract: This research elaborates decision models for product
innovation in the early phases, focusing on one of the most widely
implemented method in marketing research: conjoint analysis and the
related conjoint-based models with special focus on heuristics
programming techniques for the development of optimal product
innovation. The concept, potential, requirements and limitations of
conjoint analysis and its conjoint-based heuristics successors are
analysed and the development of conceptual framework of Genetic
Algorithm (GA) as one of the most widely implemented heuristic
methods for developing product innovations are discussed.
Abstract: Stock portfolio selection is a classic problem in finance,
and it involves deciding how to allocate an institution-s or an individual-s
wealth to a number of stocks, with certain investment objectives
(return and risk). In this paper, we adopt the classical Markowitz
mean-variance model and consider an additional common realistic
constraint, namely, the cardinality constraint. Thus, stock portfolio
optimization becomes a mixed-integer quadratic programming problem
and it is difficult to be solved by exact optimization algorithms.
Chemical Reaction Optimization (CRO), which mimics the molecular
interactions in a chemical reaction process, is a population-based
metaheuristic method. Two different types of CRO, named canonical
CRO and Super Molecule-based CRO (S-CRO), are proposed to solve
the stock portfolio selection problem. We test both canonical CRO
and S-CRO on a benchmark and compare their performance under
two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe
ratio. Computational experiments suggest that S-CRO is promising
in handling the stock portfolio optimization problem.
Abstract: The development of Artificial Neural Networks
(ANNs) is usually a slow process in which the human expert has to
test several architectures until he finds the one that achieves best
results to solve a certain problem. This work presents a new
technique that uses Genetic Programming (GP) for automatically
generating ANNs. To do this, the GP algorithm had to be changed in
order to work with graph structures, so ANNs can be developed. This
technique also allows the obtaining of simplified networks that solve
the problem with a small group of neurons. In order to measure the
performance of the system and to compare the results with other
ANN development methods by means of Evolutionary Computation
(EC) techniques, several tests were performed with problems based
on some of the most used test databases. The results of those
comparisons show that the system achieves good results comparable
with the already existing techniques and, in most of the cases, they
worked better than those techniques.
Abstract: Availability of raw materials is important for
Indonesia as a furniture exporting country. Teak log as raw materials
is supplied to the furniture industry by Perum Perhutani (PP). PP
needs to involve carbon trading for nature conservation. PP also has
an obligation in the Corporate Social Responsibility program. PP and
furniture industry also must prosecute the regulations related to
ecological issues and labor rights. This study has the objective to
create the relationship model between supplier and manufacturer to
fulfill teak log demand that involving teak forest carbon
sequestration. A model is formulated as Goal Programming to get the
favorable solution for teak log procurement and support carbon
sequestration that considering economical, ecological, and social
aspects of both supplier and manufacturer. The results show that the
proposed model can be used to determine the teak log quantity
involving carbon trading to achieve the seven goals to be satisfied the
sustainability considerations.
Abstract: This paper addresses the controller synthesis problem of discrete-time switched positive systems with bounded time-varying delays. Based on the switched copositive Lyapunov function approach, some necessary and sufficient conditions for the existence of state-feedback controller are presented as a set of linear programming and linear matrix inequality problems, hence easy to be verified. Another advantage is that the state-feedback law is independent on time-varying delays and initial conditions. A numerical example is provided to illustrate the effectiveness and feasibility of the developed controller.
Abstract: The most influential programming paradigm today
is object oriented (OO) programming and it is widely used in
education and industry. Recognizing the importance of equipping
students with OO knowledge and skills, it is not surprising that most
Computer Science degree programs offer OO-related courses. How
do we assess whether the students have acquired the right objectoriented
skills after they have completed their OO courses? What are
object oriented skills? Currently none of the current assessment
techniques would be able to provide this answer. Traditional forms of
OO programming assessment provide a ways for assigning numerical
scores to determine letter grades. But this rarely reveals information
about how students actually understand OO concept. It appears
reasonable that a better understanding of how to define and assess
OO skills is needed by developing a criterion referenced model. It is
even critical in the context of Malaysia where there is currently a
growing concern over the level of competency of Malaysian IT
graduates in object oriented programming. This paper discussed the
approach used to develop the criterion-referenced assessment model.
The model can serve as a guideline when conducting OO
programming assessment as mentioned. The proposed model is
derived by using Goal Questions Metrics methodology, which helps
formulate the metrics of interest. It concluded with a few suggestions
for further study.
Abstract: This paper presents a hybrid algorithm for solving a timetabling problem, which is commonly encountered in many universities. The problem combines both teacher assignment and course scheduling problems simultaneously, and is presented as a mathematical programming model. However, this problem becomes intractable and it is unlikely that a proven optimal solution can be obtained by an integer programming approach, especially for large problem instances. A hybrid algorithm that combines an integer programming approach, a greedy heuristic and a modified simulated annealing algorithm collaboratively is proposed to solve the problem. Several randomly generated data sets of sizes comparable to that of an institution in Indonesia are solved using the proposed algorithm. Computational results indicate that the algorithm can overcome difficulties of large problem sizes encountered in previous related works.
Abstract: Automated discovery of Rule is, due to its applicability, one of the most fundamental and important method in KDD. It has been an active research area in the recent past. Hierarchical representation allows us to easily manage the complexity of knowledge, to view the knowledge at different levels of details, and to focus our attention on the interesting aspects only. One of such efficient and easy to understand systems is Hierarchical Production rule (HPRs) system. A HPR, a standard production rule augmented with generality and specificity information, is of the following form: Decision If < condition> Generality Specificity . HPRs systems are capable of handling taxonomical structures inherent in the knowledge about the real world. This paper focuses on the issue of mining Quantified rules with crisp hierarchical structure using Genetic Programming (GP) approach to knowledge discovery. The post-processing scheme presented in this work uses Quantified production rules as initial individuals of GP and discovers hierarchical structure. In proposed approach rules are quantified by using Dempster Shafer theory. Suitable genetic operators are proposed for the suggested encoding. Based on the Subsumption Matrix(SM), an appropriate fitness function is suggested. Finally, Quantified Hierarchical Production Rules (HPRs) are generated from the discovered hierarchy, using Dempster Shafer theory. Experimental results are presented to demonstrate the performance of the proposed algorithm.
Abstract: The optimization and control problem for 4D trajectories
is a subject rarely addressed in literature. In the 4D navigation
problem we define waypoints, for each mission, where the arrival
time is specified in each of them. One way to design trajectories for
achieving this kind of mission is to use the trajectory optimization
concepts. To solve a trajectory optimization problem we can use
the indirect or direct methods. The indirect methods are based on
maximum principle of Pontryagin, on the other hand, in the direct
methods it is necessary to transform into a nonlinear programming
problem. We propose an approach based on direct methods with a
pseudospectral integration scheme built on Chebyshev polynomials.
Abstract: Due to the excess of a vehicle operation through its life, some elements may face failure and deteriorate with time. This leads us to carry out maintenance, repair, tune up or full overhaul. After a certain period, the vehicle elements deteriorations increase with time which causes a very high increase of doing the maintenance operations and their costs. However, the logic decision at this point is to replace the current vehicle by a new one with minimum failure and maximum income. The importance of studying vehicle replacement problems come from the increase of stopping days due to many deteriorations in the vehicle parts. These deteriorations increase year after year causing an increase of operating costs and decrease the vehicle income. Vehicle replacement aims to determine the optimum time to keep, maintain, overhaul, renew and replace vehicles. This leads to an improvement in vehicle income, total operating costs, maintenance cost, fuel and oil costs, ton-kilometers, vehicle and engine performance, vehicle noise, vibration, and pollution. The aim of this paper is to find the optimum replacement policies of Kuwait Passenger Transport Company (KPTCP) fleet of busses. The objective of these policies is to maximize the busses pure profits. The dynamic programming (D.P.) technique is used to generate the busses optimal replacement policies
Abstract: Concurrency and synchronization are becoming big
issues as every new PC comes with multi-core processors. A major
reason for Object-Oriented Programming originally was to enable
easier reuse: encode your algorithm into a class and thoroughly
debug it, then you can reuse the class again and again. However,
when we get to concurrency and synchronization, this is often not
possible. Thread-safety issues means that synchronization constructs
need to be entangled into every class involved. We contributed a
detailed literature review of issues and challenges in concurrent
programming and present a methodology that uses the Aspect-
Oriented paradigm to address this problem. Aspects will allow us to
extract the synchronization concerns as schemes to be “weaved in"
later into the main code. This allows the aspects to be separately
tested and verified. Hence, the functional components can be weaved
with reusable synchronization schemes that are robust and scalable.
Abstract: Various security APIs (Application Programming
Interfaces) are being used in a variety of application areas requiring
the information security function. However, these standards are not
compatible, and the developer must use those APIs selectively
depending on the application environment or the programming
language. To resolve this problem, we propose the standard draft of
the information security component, while SSL (Secure Sockets
Layer) using the confidentiality and integrity component interface has
been implemented to verify validity of the standard proposal. The
implemented SSL uses the lower-level SSL component when
establishing the RMI (Remote Method Invocation) communication
between components, as if the security algorithm had been
implemented by adding one more layer on the TCP/IP.
Abstract: The advent of modern technology shadows its impetus repercussions on successful Legacy systems making them obsolete with time. These systems have evolved the large organizations in major problems in terms of new business requirements, response time, financial depreciation and maintenance. Major difficulty is due to constant system evolution and incomplete, inconsistent and obsolete documents which a legacy system tends to have. The myriad dimensions of these systems can only be explored by incorporating reverse engineering, in this context, is the best method to extract useful artifacts and by exploring these artifacts for reengineering existing legacy systems to meet new requirements of organizations. A case study is conducted on six different type of software systems having source code in different programming languages using the architectural recovery framework.
Abstract: In this paper, we propose a fuzzy aggregate
production planning (APP) model for blending problem in a brass
factory which is the problem of computing optimal amounts of raw
materials for the total production of several types of brass in a
period. The model has deterministic and imprecise parameters
which follows triangular possibility distributions. The brass casting
APP model can not always be solved by using common approaches
used in the literature. Therefore a mathematical model is presented
for solving this problem. In the proposed model, the Lai and
Hwang-s fuzzy ranking concept is relaxed by using one constraint
instead of three constraints. An application of the brass casting
APP model in a brass factory shows that the proposed model
successfully solves the multi-blend problem in casting process and
determines the optimal raw material purchasing policies.
Abstract: This research seeks to investigate the frequency and
profitability of index arbitrage opportunities involving the SET50
futures, SET50 component stocks, and the ThaiDEX SET50 ETF
(ticker symbol: TDEX). In particular, the frequency and profit of
arbitrage are measured in the following three arbitrage tests: (1)
SET50 futures vs. ThaiDEX SET50 ETF, (2) SET50 futures vs.
SET50 component stocks, and (3) ThaiDEX SET50 ETF vs. SET50
component stocks are investigated. For tests (2) and (3), the problems
involve conic optimization and quadratic programming as subproblems.
This research is first to apply conic optimization and
quadratic programming techniques in the context of index arbitrage
and is first to investigate such index arbitrage in the Thai equity and
derivatives markets. Thus, the contribution of this study is twofold.
First, its results would help understand the contribution of the
derivatives securities to the efficiency of the Thai markets. Second,
the methodology employed in this study can be applied to other
geographical markets, with minor adjustments.
Abstract: Coloured Petri net (CPN) has been widely adopted in various areas in Computer Science, including protocol specification, performance evaluation, distributed systems and coordination in multi-agent systems. It provides a graphical representation of a system and has a strong mathematical foundation for proving various properties. This paper proposes a novel representation of a coloured Petri net using an extension of logic programming called abductive logic programming (ALP), which is purely based on classical logic. Under such a representation, an implementation of a CPN could be directly obtained, in which every inference step could be treated as a kind of equivalence preserved transformation. We would describe how to implement a CPN under such a representation using common meta-programming techniques in Prolog. We call our framework CPN-LP and illustrate its applications in modeling an intelligent agent.