Reducing the Number of Constraints in Non Safe Petri Net

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.

GenCos- Optimal Bidding Strategy Considering Market Power and Transmission Constraints: A Cournot-based Model

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.

Lattice Boltzmann Simulation of Binary Mixture Diffusion Using Modern Graphics Processors

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.

Assessment of Reliability and Quality Measures in Power Systems

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.

A Heuristic Based Conceptual Framework for Product Innovation

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.

Stock Portfolio Selection Using Chemical Reaction Optimization

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.

Artificial Neural Network Development by means of Genetic Programming with Graph Codification

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.

A Supplier-Manufacturer Relationship Model for Teak Forest Carbon Sequestration and Teak Log Demand Fulfillment with Sustainability Consideration

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.

Controller Synthesis of Switched Positive Systems with Bounded Time-Varying Delays

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.

Applying GQM Approach towards Development of Criterion-Referenced Assessment Model for OO Programming Courses

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.

Solving the Teacher Assignment-Course Scheduling Problem by a Hybrid Algorithm

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.

Discovery of Quantified Hierarchical Production Rules from Large Set of Discovered Rules

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.

4D Flight Trajectory Optimization Based on Pseudospectral Methods

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.

Optimum Replacement Policies for Kuwait Passenger Transport Company Busses: Case Study

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

Aspect based Reusable Synchronization Schemes

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.

Implementation of SSL Using Information Security Component Interface

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.

Software Architecture Recovery

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.

An Aggregate Production Planning Model for Brass Casting Industry in Fuzzy Environment

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.

Applications of Conic Optimization and Quadratic Programming in the Investigation of Index Arbitrage in the Thai Derivatives and Equity Markets

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.

Representation of Coloured Petri Net in Abductive Logic Programming (CPN-LP) and Its Application in Modeling an Intelligent Agent

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.