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: Nanomaterials have attracted considerable attention
during the last two decades, due to their unusual electrical, mechanical
and other physical properties as compared with their bulky
counterparts. The mechanical properties of nanostructured materials
show strong size dependency, which has been explained within the
framework of continuum mechanics by including the effects of surface
stress. The size-dependent deformations of two-dimensional
nanosized structures with surface effects are investigated in the paper
by the finite element method. Truss element is used to evaluate the
contribution of surface stress to the total potential energy and the
Gurtin and Murdoch surface stress model is implemented with
ANSYS through its user programmable features. The proposed
approach is used to investigate size-dependent stress concentration
around a nanosized circular hole and the size-dependent effective
moduli of nanoporous materials. Numerical results are compared with
available analytical results to validate the proposed modeling
approach.
Abstract: Several approaches such as linear programming, network
modeling, greedy heuristic and decision support system are well-known
approaches in solving irregular airline operation problem. This paper
presents an alternative approach based on Multi Objective Micro Genetic
Algorithm. The aim of this research is to introduce the concept of Multi
Objective Micro Genetic Algorithm as a tool to solve irregular airline
operation, combine and reroute problem. The experiment result indicated
that the model could obtain optimal solutions within a few second.
Abstract: This study discusses the effect of uncertainty on
production levels of a petrochemical complex. Uncertainly or
variations in some model parameters, such as prices, supply and
demand of materials, can affect the optimality or the efficiency of any
chemical process. For any petrochemical complex with many plants,
there are many sources of uncertainty and frequent variations which
require more attention. Many optimization approaches are proposed
in the literature to incorporate uncertainty within the model in order
to obtain a robust solution. In this work, a stability analysis approach
is applied to a deterministic LP model of a petrochemical complex
consists of ten plants to investigate the effect of such variations on
the obtained optimal production levels. The proposed approach can
determinate the allowable variation ranges of some parameters,
mainly objective or RHS coefficients, before the system lose its
optimality. Parameters with relatively narrow range of variations, i.e.
stability limits, are classified as sensitive parameters or constraints
that need accurate estimate or intensive monitoring. These stability
limits offer easy-to-use information to the decision maker and help in
understanding the interaction between some model parameters and
deciding when the system need to be re-optimize. The study shows
that maximum production of ethylene and the prices of intermediate
products are the most sensitive factors that affect the stability of the
optimum solution
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: Simulation and modeling computer programs are
concerned with construction of models for analyzing different
perspectives and possibilities in changing conditions environment.
The paper presents theoretical justification and evaluation of
qualitative e-learning development model in perspective of advancing
modern technologies. There have been analyzed principles of
qualitative e-learning in higher education, productivity of studying
process using modern technologies, different kind of methods and
future perspectives of e-learning in formal education. Theoretically
grounded and practically tested model of developing e-learning
methods using different technologies for different type of classroom,
which can be used in professor-s decision making process to choose
the most effective e-learning methods has been worked out.
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: Cognitive Science appeared about 40 years ago,
subsequent to the challenge of the Artificial Intelligence, as common
territory for several scientific disciplines such as: IT, mathematics,
psychology, neurology, philosophy, sociology, and linguistics. The
new born science was justified by the complexity of the problems
related to the human knowledge on one hand, and on the other by the
fact that none of the above mentioned sciences could explain alone
the mental phenomena. Based on the data supplied by the
experimental sciences such as psychology or neurology, models of
the human mind operation are built in the cognition science. These
models are implemented in computer programs and/or electronic
circuits (specific to the artificial intelligence) – cognitive systems –
whose competences and performances are compared to the human
ones, leading to the psychology and neurology data reinterpretation,
respectively to the construction of new models. During these
processes if psychology provides the experimental basis, philosophy
and mathematics provides the abstraction level utterly necessary for
the intermission of the mentioned sciences.
The ongoing general problematic of the cognitive approach
provides two important types of approach: the computational one,
starting from the idea that the mental phenomenon can be reduced to
1 and 0 type calculus operations, and the connection one that
considers the thinking products as being a result of the interaction
between all the composing (included) systems. In the field of
psychology measurements in the computational register use classical
inquiries and psychometrical tests, generally based on calculus
methods. Deeming things from both sides that are representing the
cognitive science, we can notice a gap in psychological product
measurement possibilities, regarded from the connectionist
perspective, that requires the unitary understanding of the quality –
quantity whole. In such approach measurement by calculus proves to
be inefficient. Our researches, deployed for longer than 20 years,
lead to the conclusion that measuring by forms properly fits to the
connectionism laws and principles.
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: This paper presents a heuristic to solve large size 0-1 Multi constrained Knapsack problem (01MKP) which is NP-hard. Many researchers are used heuristic operator to identify the redundant constraints of Linear Programming Problem before applying the regular procedure to solve it. We use the intercept matrix to identify the zero valued variables of 01MKP which is known as redundant variables. In this heuristic, first the dominance property of the intercept matrix of constraints is exploited to reduce the search space to find the optimal or near optimal solutions of 01MKP, second, we improve the solution by using the pseudo-utility ratio based on surrogate constraint of 01MKP. This heuristic is tested for benchmark problems of sizes upto 2500, taken from literature and the results are compared with optimum solutions. Space and computational complexity of solving 01MKP using this approach are also presented. The encouraging results especially for relatively large size test problems indicate that this heuristic can successfully be used for finding good solutions for highly constrained NP-hard problems.
Abstract: Concrete performance is strongly affected by the
particle packing degree since it determines the distribution of the
cementitious component and the interaction of mineral particles. By
using packing theory designers will be able to select optimal
aggregate materials for preparing concrete with low cement content,
which is beneficial from the point of cost. Optimum particle packing
implies minimizing porosity and thereby reducing the amount of
cement paste needed to fill the voids between the aggregate particles,
taking also the rheology of the concrete into consideration. For
reaching good fluidity superplasticizers are required. The results from
pilot tests at Luleå University of Technology (LTU) show various
forms of the proposed theoretical models, and the empirical approach
taken in the study seems to provide a safer basis for developing new,
improved packing models.
Abstract: Many difficulties are faced in the process of learning
computer programming. This paper will propose a system framework
intended to reduce cognitive load in learning programming. In first
section focus is given on the process of learning and the
shortcomings of the current approaches to learning programming.
Finally the proposed prototype is suggested along with the
justification of the prototype. In the proposed prototype the concept
map is used as visualization metaphor. Concept maps are similar to
the mental schema in long term memory and hence it can reduce
cognitive load well. In addition other method such as part code
method is also proposed in this framework to can reduce cognitive
load.
Abstract: In this paper, we employ the approach of linear
programming to propose a new interactive broadcast method. In our
method, a film S is divided into n equal parts and broadcast via k
channels. The user simultaneously downloads these segments from k
channels into the user-s set-top-box (STB) and plays them in order.
Our method assumes that the initial p segments will not have
fast-forwarding capabilities. Every time the user wants to initiate d
times fast-forwarding, according to our broadcasting strategy, the
necessary segments already saved in the user-s STB or are just
download on time for playing. The proposed broadcasting strategy not
only allows the user to pause and rewind, but also to fast-forward.
Abstract: Over 90% of the world trade is carried by the
international shipping industry. As most of the countries are
developing, seaborne trade continues to expand to bring benefits for
consumers across the world. Studies show that world trade will
increase 70-80% through shipping in the next 15-20 years. Present
global fleet of 70000 commercial ships consumes approximately 200
million tonnes of diesel fuel a year and it is expected that it will be
around 350 million tonnes a year by 2020. It will increase the
demand for fuel and also increase the concentration of CO2 in the
atmosphere. So, it-s essential to control this massive fuel
consumption and CO2 emission. The idea is to utilize a diesel-wind
hybrid system for ship propulsion. Use of wind energy by installing
modern wing-sails in ships can drastically reduce the consumption of
diesel fuel. A huge amount of wind energy is available in oceans.
Whenever wind is available the wing-sails would be deployed and
the diesel engine would be throttled down and still the same forward
speed would be maintained. Wind direction in a particular shipping
route is not same throughout; it changes depending upon the global
wind pattern which depends on the latitude. So, the wing-sail
orientation should be such that it optimizes the use of wind energy.
We have made a computer programme in which by feeding the data
regarding wind velocity, wind direction, ship-motion direction; we
can find out the best wing-sail position and fuel saving for
commercial ships. We have calculated net fuel saving in certain
international shipping routes, for instance, from Mumbai in India to
Durban in South Africa. Our estimates show that about 8.3% diesel
fuel can be saved by utilizing the wind. We are also developing an
experimental model of the ship employing airfoils (small scale wingsail)
and going to test it in National Wind Tunnel Facility in IIT
Kanpur in order to develop a control mechanism for a system of
airfoils.
Abstract: As business environments are rapidly changing,
the manufacturing system must be reconfigured to adapt to
various customer needs. In order to cope with this challenge, it
is quintessential to test industrial control logic rapidly and
easily in the design time, and monitor operational behavior in
the run time of automated manufacturing system. Proposed
integrated model for virtual prototyping and operational
monitoring of industrial control logic is to improve limitations
of current ladder programming practices and general discrete
event simulation method. Each plant layout model using HMI
package and object-oriented control logic model is designed
independently and is executed simultaneously in integrated
manner to reflect design practices of automation system in the
design time. Control logic is designed and executed using UML
activity diagram without considering complicated control
behavior to deal with current trend of reconfigurable
manufacturing. After the physical installation, layout model of
virtual prototype constructed in the design time is reused for
operational monitoring of system behavior during run time.
Abstract: In this paper, a nonlinear model predictive swing-up
and stabilizing sliding controller is proposed for an inverted
pendulum-cart system. In the swing up phase, the nonlinear model
predictive control is formulated as a nonlinear programming problem
with energy based objective function. By solving this problem at
each sampling instant, a sequence of control inputs that optimize the
nonlinear objective function subject to various constraints over a
finite horizon are obtained. Then, this control drives the pendulum to
a predefined neighborhood of the upper equilibrium point, at where
sliding mode based model predictive control is used to stabilize the
systems with the specified constraints. It is shown by the simulations
that, due to the way of formulating the problem, short horizon
lengths are sufficient for attaining the swing up goal.
Abstract: In today-s global and competitive market,
manufacturing companies are working hard towards improving their
production system performance. Most companies develop production
systems that can help in cost reduction. Manufacturing systems
consist of different elements including production methods,
machines, processes, control and information systems. Human issues
are an important part of manufacturing systems, yet most companies
do not pay sufficient attention to them. In this paper, a workforce
planning (WP) model is presented. A non-linear programming model
is developed in order to minimize the hiring, firing, training and
overtime costs. The purpose is to determine the number of workers
for each worker type, the number of workers trained, and the number
of overtime hours. Moreover, a decision support system (DSS) based
on the proposed model is introduced using the Excel-Lingo software
interfacing feature. This model will help to improve the interaction
between the workers, managers and the technical systems in
manufacturing.