Abstract: Every commercial bank optimises its asset portfolio
depending on the profitability of assets and chosen or imposed
constraints. This paper proposes and applies a stylized model for
optimising banks' asset and liability structure, reflecting profitability
of different asset categories and their risks as well as costs associated
with different liability categories and reserve requirements. The level
of detail for asset and liability categories is chosen to create a
suitably parsimonious model and to include the most important
categories in the model. It is shown that the most appropriate
optimisation criterion for the model is the maximisation of the ratio
of net interest income to assets. The maximisation of this ratio is
subject to several constraints. Some are accounting identities or
dictated by legislative requirements; others vary depending on the
market objectives for a particular bank. The model predicts variable
amount of assets allocated to loan provision.
Abstract: The Aggregate Production Plan (APP) is a schedule of
the organization-s overall operations over a planning horizon to
satisfy demand while minimizing costs. It is the baseline for any
further planning and formulating the master production scheduling,
resources, capacity and raw material planning. This paper presents a
methodology to model the Aggregate Production Planning problem,
which is combinatorial in nature, when optimized with Genetic
Algorithms. This is done considering a multitude of constraints of
contradictory nature and the optimization criterion – overall cost,
made up of costs with production, work force, inventory, and
subcontracting. A case study of substantial size, used to develop the
model, is presented, along with the genetic operators.
Abstract: This paper considers the problem of finding low cost
chip set for a minimum cost partitioning of a large logic circuits. Chip
sets are selected from a given library. Each chip in the library has a
different price, area, and I/O pin. We propose a low cost chip set
selection algorithm. Inputs to the algorithm are a netlist and a chip
information in the library. Output is a list of chip sets satisfied with
area and maximum partitioning number and it is sorted by cost. The
algorithm finds the sorted list of chip sets from minimum cost to
maximum cost. We used MCNC benchmark circuits for experiments.
The experimental results show that all of chip sets found satisfy the
multiple partitioning constraints.
Abstract: PARADIGMA (PARticipative Approach to DIsease
Global Management) is a pilot project which aims to develop and
demonstrate an Internet based reference framework to share scientific
resources and findings in the treatment of major diseases.
PARADIGMA defines and disseminates a common methodology and
optimised protocols (Clinical Pathways) to support service functions
directed to patients and individuals on matters like prevention, posthospitalisation
support and awareness. PARADIGMA will provide a
platform of information services - user oriented and optimised
against social, cultural and technological constraints - supporting the
Health Care Global System of the Euro-Mediterranean Community
in a continuous improvement process.
Abstract: In Algeria, liberalization reforms undertaken since the 1990s have resulted in negative effects on the development and management of irrigation schemes, as well as on the conditions of farmers. Reforms have been undertaken to improve the performance of irrigation schemes, such as the national plan of agricultural development (PNDA) in 2000 and the water pricing policy of 2005. However, after implementation of these policies, questions have arisen with regard to irrigation performance and its suitability for agricultural development. Hence, the aim of this paper is to provide insight into the profitability of irrigation during the transition period under current irrigation agricultural policies in Algeria. By using the method of farm crop budget analysis in the East Mitidja irrigation scheme, the returns from using surface water resources based on farm typology were found to vary among crops and farmers- groups within the scheme. Irrigation under the current situation is profitable for all farmers, including both those who benefit from subsidies and those who do not. However, the returns to water were found to be very sensitive to crop price fluctuations, particularly for non-subsidized groups and less so for those whose farming is based on orchards. Moreover, the socio-economic environment of the farmers contributed to less significant impacts of the PNDA policy. In fact, the limiting factor is not only the water, but also the lack of land ownership title. Market access constraints led to less agricultural investment and therefore to low intensification and low water productivity. It is financially feasible to recover the annual O&M costs in the irrigation scheme. By comparing the irrigation water price, returns to water, and O&M costs of water delivery, it is clear that irrigation can be profitable in the future. However, water productivity must be improved by enhancing farmers- income through farming investment, improving assets access, and the allocation of activities and crops which bring high returns to water; this could allow the farmers to pay more for water and allow cost recovery for water systems.
Abstract: The design of Automatic Generation Control (AGC) system plays a vital role in automation of power system. This paper proposes Hybrid Neuro Fuzzy (HNF) approach for AGC of two-area interconnected reheat thermal power system with the consideration of Generation Rate Constraint (GRC). The advantage of proposed controller is that it can handle the system non-linearities and at the same time the proposed approach is faster than conventional controllers. The performance of HNF controller has been compared with that of both conventional Proportional Integral (PI) controller as well as Fuzzy Logic Controller (FLC) both in the absence and presence of Generation Rate Constraint (GRC). System performance is examined considering disturbance in each area of interconnected power system.
Abstract: Direct search methods are evolutionary algorithms used to solve optimization problems. (DS) methods do not require any information about the gradient of the objective function at hand while searching for an optimum solution. One of such methods is Pattern Search (PS) algorithm. This paper presents a new approach based on a constrained pattern search algorithm to solve a security constrained power system economic dispatch problem (SCED). Operation of power systems demands a high degree of security to keep the system satisfactorily operating when subjected to disturbances, while and at the same time it is required to pay attention to the economic aspects. Pattern recognition technique is used first to assess dynamic security. Linear classifiers that determine the stability of electric power system are presented and added to other system stability and operational constraints. The problem is formulated as a constrained optimization problem in a way that insures a secure-economic system operation. Pattern search method is then applied to solve the constrained optimization formulation. In particular, the method is tested using one system. Simulation results of the proposed approach are compared with those reported in literature. The outcome is very encouraging and proves that pattern search (PS) is very applicable for solving security constrained power system economic dispatch problem (SCED).
Abstract: This paper presents the development of an electricity simulation model taking into account electrical network constraints, applied on the Belgian power system. The base of the model is optimizing an extensive Unit Commitment (UC) problem through the use of Mixed Integer Linear Programming (MILP). Electrical constraints are incorporated through the implementation of a DC load flow. The model encloses the Belgian power system in a 220 – 380 kV high voltage network (i.e., 93 power plants and 106 nodes). The model features the use of pumping storage facilities as well as the inclusion of spinning reserves in a single optimization process. Solution times of the model stay below reasonable values.
Abstract: The pedagogy project has been proven as an active
learning method, which is used to develop learner-s skills and
knowledge.The use of technology in the learning world, has filed
several gaps in the implementation of teaching methods, and online
evaluation of learners. However, the project methodology presents
challenges in the assessment of learners online.
Indeed, interoperability between E-learning platforms (LMS) is
one of the major challenges of project-based learning assessment.
Firstly, we have reviewed the characteristics of online assessment
in the context of project-based teaching. We addressed the
constraints encountered during the peer evaluation process.
Our approach is to propose a meta-model, which will describe a
language dedicated to the conception of peer assessment scenario in
project-based learning. Then we illustrate our proposal by an
instantiation of the meta-model through a business process in a
scenario of collaborative assessment on line.
Abstract: Most Decision Support Systems (DSS) for waste
management (WM) constructed are not widely marketed and lack
practical applications. This is due to the number of variables and
complexity of the mathematical models which include the
assumptions and constraints required in decision making. The
approach made by many researchers in DSS modelling is to isolate a
few key factors that have a significant influence to the DSS. This
segmented approach does not provide a thorough understanding of
the complex relationships of the many elements involved. The
various elements in constructing the DSS must be integrated and
optimized in order to produce a viable model that is marketable and
has practical application. The DSS model used in assisting decision
makers should be integrated with GIS, able to give robust prediction
despite the inherent uncertainties of waste generation and the plethora
of waste characteristics, and gives optimal allocation of waste stream
for recycling, incineration, landfill and composting.
Abstract: In ad hoc networks, the main issue about designing of protocols is quality of service, so that in wireless sensor networks the main constraint in designing protocols is limited energy of sensors. In fact, protocols which minimize the power consumption in sensors are more considered in wireless sensor networks. One approach of reducing energy consumption in wireless sensor networks is to reduce the number of packages that are transmitted in network. The technique of collecting data that combines related data and prevent transmission of additional packages in network can be effective in the reducing of transmitted packages- number. According to this fact that information processing consumes less power than information transmitting, Data Aggregation has great importance and because of this fact this technique is used in many protocols [5]. One of the Data Aggregation techniques is to use Data Aggregation tree. But finding one optimum Data Aggregation tree to collect data in networks with one sink is a NP-hard problem. In the Data Aggregation technique, related information packages are combined in intermediate nodes and form one package. So the number of packages which are transmitted in network reduces and therefore, less energy will be consumed that at last results in improvement of longevity of network. Heuristic methods are used in order to solve the NP-hard problem that one of these optimization methods is to solve Simulated Annealing problems. In this article, we will propose new method in order to build data collection tree in wireless sensor networks by using Simulated Annealing algorithm and we will evaluate its efficiency whit Genetic Algorithm.
Abstract: Vehicle suspension design must fulfill
some conflicting criteria. Among those is ride comfort
which is attained by minimizing the acceleration
transmitted to the sprung mass, via suspension spring
and damper. Also good handling of a vehicle is a
desirable property which requires stiff suspension and
therefore is in contrast with a vehicle with good ride.
Among the other desirable features of a suspension is
the minimization of the maximum travel of suspension.
This travel which is called suspension working space in
vehicle dynamics literature is also a design constraint
and it favors good ride. In this research a full car 8
degrees of freedom model has been developed and the
three above mentioned criteria, namely: ride, handling
and working space has been adopted as objective
functions. The Multi Objective Programming (MOP)
discipline has been used to find the Pareto Front and
some reasoning used to chose a design point between
these non dominated points of Pareto Front.
Abstract: The world economic crises and budget constraints
have caused authorities, especially those in developing countries, to
rationalize water quality monitoring activities. Rationalization
consists of reducing the number of monitoring sites, the number of
samples, and/or the number of water quality variables measured. The
reduction in water quality variables is usually based on correlation. If
two variables exhibit high correlation, it is an indication that some of
the information produced may be redundant. Consequently, one
variable can be discontinued, and the other continues to be measured.
Later, the ordinary least squares (OLS) regression technique is
employed to reconstitute information about discontinued variable by
using the continuously measured one as an explanatory variable. In
this paper, two record extension techniques are employed to
reconstitute information about discontinued water quality variables,
the OLS and the Line of Organic Correlation (LOC). An empirical
experiment is conducted using water quality records from the Nile
Delta water quality monitoring network in Egypt. The record
extension techniques are compared for their ability to predict
different statistical parameters of the discontinued variables. Results
show that the OLS is better at estimating individual water quality
records. However, results indicate an underestimation of the variance
in the extended records. The LOC technique is superior in preserving
characteristics of the entire distribution and avoids underestimation
of the variance. It is concluded from this study that the OLS can be
used for the substitution of missing values, while LOC is preferable
for inferring statements about the probability distribution.
Abstract: This paper presents a new feature based dense stereo
matching algorithm to obtain the dense disparity map via dynamic
programming. After extraction of some proper features, we use some
matching constraints such as epipolar line, disparity limit, ordering
and limit of directional derivative of disparity as well. Also, a coarseto-
fine multiresolution strategy is used to decrease the search space
and therefore increase the accuracy and processing speed. The
proposed method links the detected feature points into the chains and
compares some of the feature points from different chains, to
increase the matching speed. We also employ color stereo matching
to increase the accuracy of the algorithm. Then after feature
matching, we use the dynamic programming to obtain the dense
disparity map. It differs from the classical DP methods in the stereo
vision, since it employs sparse disparity map obtained from the
feature based matching stage. The DP is also performed further on a
scan line, between any matched two feature points on that scan line.
Thus our algorithm is truly an optimization method. Our algorithm
offers a good trade off in terms of accuracy and computational
efficiency. Regarding the results of our experiments, the proposed
algorithm increases the accuracy from 20 to 70%, and reduces the
running time of the algorithm almost 70%.
Abstract: Human ability is a major source of constraint to manufacturing industries in Nigeria. This paper therefore, discusses the importance of human influences on manufacturing and consequently to industrialization and National development. In this paper, the development of manufacturing was anchored on two main factors; Infrastructural Capacity Development (ICD) and Human Capacity Development (HCD). However, a wider view was given to the HCD and the various contemporary human capacity issues militating against manufacturing in Nigeria. It went further to discuss various ways of acquiring and upgrading workers’ skills and finally, suggestions were made on how to tackle the onerous human capacity issues in manufacturing.
Abstract: This paper reviews the optimization available
transmission capability (ATC) of power systems using a device of
FACTS named SSSC equipped with energy storage devices. So that,
emplacement and improvement of parameters of SSSC will be
illustrated. Thus, voltage magnitude constraints of network buses,
line transient stability constraints and voltage breakdown constraints
are considered. To help the calculations, a comprehensive program in
DELPHI is provided, which is able to simulate and trace the
parameters of SSSC has been installed on a specific line.
Furthermore, the provided program is able to compute ATC, TTC
and maximum value of their enhancement after using SSSC.
Abstract: This paper proposes a modeling method of the laws controlling manufacturing systems with temporal and non temporal constraints. A methodology of robust control construction generating the margins of passive and active robustness is being elaborated. Indeed, two paramount models are presented in this paper. The first utilizes the P-time Petri Nets which is used to manage the flow type disturbances. The second, the quality model, exploits the Intervals Constrained Petri Nets (ICPN) tool which allows the system to preserve its quality specificities. The redundancy of the robustness of the elementary parameters between passive and active is also used. The final model built allows the correlation of temporal and non temporal criteria by putting two paramount models in interaction. To do so, a set of definitions and theorems are employed and affirmed by applicator examples.
Abstract: In the traditional concept of product life cycle management, the activities of design, manufacturing, and assembly are performed in a sequential way. The drawback is that the considerations in design may contradict the considerations in manufacturing and assembly. The different designs of components can lead to different assembly sequences. Therefore, in some cases, a good design may result in a high cost in the downstream assembly activities. In this research, an integrated design evaluation and assembly sequence planning model is presented. Given a product requirement, there may be several design alternative cases to design the components for the same product. If a different design case is selected, the assembly sequence for constructing the product can be different. In this paper, first, the designed components are represented by using graph based models. The graph based models are transformed to assembly precedence constraints and assembly costs. A particle swarm optimization (PSO) approach is presented by encoding a particle using a position matrix defined by the design cases and the assembly sequences. The PSO algorithm simultaneously performs design evaluation and assembly sequence planning with an objective of minimizing the total assembly costs. As a result, the design cases and the assembly sequences can both be optimized. The main contribution lies in the new concept of integrated design evaluation and assembly sequence planning model and the new PSO solution method. The test results show that the presented method is feasible and efficient for solving the integrated design evaluation and assembly planning problem. In this paper, an example product is tested and illustrated.
Abstract: The parametrical study of Shrouded Contra-rotating
Rotor was done in this paper based on 2D axisymmetric simulations.
The calculations were made with an actuator disk as double rotor
model. It objects to explore and quantify the effects of different shroud
geometry parameters mainly using the performance of power loading
(PL), which could evaluate the whole propulsion system capability as
5 Newtontotal thrust generationfor hover demand. The numerical
results show that:The increase of nozzle radius is desired but limited
by the flow separation, its optimal design is around 1.15 times rotor
radius, the viscosity effects greatly constraint the influence of nozzle
shape, the divergent angle around 10.5° performs best for chosen
nozzle length;The parameters of inlet such as leading edge curvature,
radius and internal shape do not affect thrust great but play an
important role in pressure distribution which could produce most part
of shroud thrust, they should be chosen according to the reduction of
adverse pressure gradients to reduce the risk of boundary separation.
Abstract: Optimal capacitor allocation in distribution systems
has been studied for a long times. It is an optimization problem
which has an objective to define the optimal sizes and locations of
capacitors to be installed. In this works, an overview of capacitor
placement problem in distribution systems is briefly introduced. The
objective functions and constraints of the problem are listed and the
methodologies for solving the problem are summarized.