Abstract: In this paper usefulness of quasi-Newton iteration
procedure in parameters estimation of the conditional variance
equation within BHHH algorithm is presented. Analytical solution of
maximization of the likelihood function using first and second
derivatives is too complex when the variance is time-varying. The
advantage of BHHH algorithm in comparison to the other
optimization algorithms is that requires no third derivatives with
assured convergence. To simplify optimization procedure BHHH
algorithm uses the approximation of the matrix of second derivatives
according to information identity. However, parameters estimation in
a/symmetric GARCH(1,1) model assuming normal distribution of
returns is not that simple, i.e. it is difficult to solve it analytically.
Maximum of the likelihood function can be founded by iteration
procedure until no further increase can be found. Because the
solutions of the numerical optimization are very sensitive to the
initial values, GARCH(1,1) model starting parameters are defined.
The number of iterations can be reduced using starting values close
to the global maximum. Optimization procedure will be illustrated in
framework of modeling volatility on daily basis of the most liquid
stocks on Croatian capital market: Podravka stocks (food industry),
Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla
stocks (information-s-communications industry).
Abstract: This paper proposes improved delay-dependent stability conditions of the linear time-delay systems of neutral type. The proposed methods employ a suitable Lyapunov-Krasovskii’s functional and a new form of the augmented system. New delay-dependent stability criteria for the systems are established in terms of Linear matrix inequalities (LMIs) which can be easily solved by various effective optimization algorithms. Numerical examples showed that the proposed method is effective and can provide less conservative results.
Abstract: This paper deals with the tuning of parameters for Automatic Generation Control (AGC). A two area interconnected hydrothermal system with PI controller is considered. Genetic Algorithm (GA) and Particle Swarm optimization (PSO) algorithms have been applied to optimize the controller parameters. Two objective functions namely Integral Square Error (ISE) and Integral of Time-multiplied Absolute value of the Error (ITAE) are considered for optimization. The effectiveness of an objective function is considered based on the variation in tie line power and change in frequency in both the areas. MATLAB/SIMULINK was used as a simulation tool. Simulation results reveal that ITAE is a better objective function than ISE. Performances of optimization algorithms are also compared and it was found that genetic algorithm gives better results than particle swarm optimization algorithm for the problems of AGC.
Abstract: The present work encounters the solution of the defect identification problem with the use of an evolutionary algorithm combined with a simplex method. In more details, a Matlab implementation of Genetic Algorithms is combined with a Simplex method in order to lead to the successful identification of the defect. The influence of the location and the orientation of the depressed ellipsoidal flaw was investigated as well as the use of different amount of static data in the cost function. The results were evaluated according to the ability of the simplex method to locate the global optimum in each test case. In this way, a clear impression regarding the performance of the novel combination of the optimization algorithms, and the influence of the geometrical parameters of the flaw in defect identification problems was obtained.
Abstract: In this paper, many techniques for blind identification of moving average (MA) process are presented. These methods utilize third- and fourth-order cumulants of the noisy observations of the system output. The system is driven by an independent and identically distributed (i.i.d) non-Gaussian sequence that is not observed. Two nonlinear optimization algorithms, namely the Gradient Descent and the Gauss-Newton algorithms are exposed. An algorithm based on the joint-diagonalization of the fourth-order cumulant matrices (FOSI) is also considered, as well as an improved version of the classical C(q, 0, k) algorithm based on the choice of the Best 1-D Slice of fourth-order cumulants. To illustrate the effectiveness of our methods, various simulation examples are presented.
Abstract: This paper deals with a portfolio selection problem
based on the possibility theory under the assumption that the returns
of assets are LR-type fuzzy numbers. A possibilistic portfolio model
with transaction costs is proposed, in which the possibilistic mean
value of the return is termed measure of investment return, and the
possibilistic variance of the return is termed measure of investment
risk. Due to considering transaction costs, the existing traditional
optimization algorithms usually fail to find the optimal solution
efficiently and heuristic algorithms can be the best method. Therefore,
a particle swarm optimization is designed to solve the corresponding
optimization problem. At last, a numerical example is given to
illustrate our proposed effective means and approaches.
Abstract: In this paper, a TSK-type Neuro-fuzzy Inference
System that combines the features of fuzzy sets and neural networks
has been applied for the identification of MIMO systems. The procedure of adapting parameters in TSK model employs a Shuffled
Frog Leaping Algorithm (SFLA) which is inspired from the memetic evolution of a group of frogs when seeking for food. To demonstrate
the accuracy and effectiveness of the proposed controller, two nonlinear systems have been considered as the MIMO plant, and results have been compared with other learning methods based on
Particle Swarm Optimization algorithm (PSO) and Genetic
Algorithm (GA).
Abstract: In this paper a data miner based on the learning
automata is proposed and is called LA-miner. The LA-miner extracts
classification rules from data sets automatically. The proposed
algorithm is established based on the function optimization using
learning automata. The experimental results on three benchmarks
indicate that the performance of the proposed LA-miner is
comparable with (sometimes better than) the Ant-miner (a data miner
algorithm based on the Ant Colony optimization algorithm) and CNZ
(a well-known data mining algorithm for classification).
Abstract: A semi-active control strategy for suspension
systems of passenger cars is presented employing
Magnetorheological (MR) dampers. The vehicle is modeled with
seven DOFs including the, roll pitch and bounce of car body, and
the vertical motion of the four tires. In order to design an optimal
controller based on the actuator constraints, a Linear-Quadratic
Regulator (LQR) is designed. The design procedure of the LQR
consists of selecting two weighting matrices to minimize the energy
of the control system. This paper presents a hybrid optimization
procedure which is a combination of gradient-based and
evolutionary algorithms to choose the weighting matrices with
regards to the actuator constraint. The optimization algorithm is
defined based on maximum comfort and actuator constraints. It is
noted that utilizing the present control algorithm may significantly
reduce the vibration response of the passenger car, thus, providing
a comfortable ride.
Abstract: Foundation of tower crane serves to ensure stability
against vertical and horizontal forces. If foundation stress is not
sufficient, tower crane may be subject to overturning, shearing or
foundation settlement. Therefore, engineering review of stable support
is a highly critical part of foundation design. However, there are not
many professionals who can conduct engineering review of tower
crane foundation and, if any, they have information only on a small
number of cranes in which they have hands-on experience. It is also
customary to rely on empirical knowledge and tower crane renter-s
recommendations rather than designing foundation on the basis of
engineering knowledge. Therefore, a foundation design automation
system considering not only lifting conditions but also overturning
risk, shearing and vertical force may facilitate production of foolproof
foundation design for experts and enable even non-experts to utilize
professional knowledge that only experts can access now. This study
proposes Automatic Design Algorithm for the Tower Crane
Foundations considering load and horizontal force.
Abstract: Transmission network expansion planning (TNEP) is
a basic part of power system planning that determines where, when
and how many new transmission lines should be added to the
network. Up till now, various methods have been presented to solve
the static transmission network expansion planning (STNEP)
problem. But in all of these methods, transmission expansion
planning considering network adequacy restriction has not been
investigated. Thus, in this paper, STNEP problem is being studied
considering network adequacy restriction using discrete particle
swarm optimization (DPSO) algorithm. The goal of this paper is
obtaining a configuration for network expansion with lowest
expansion cost and a specific adequacy. The proposed idea has been
tested on the Garvers network and compared with the decimal
codification genetic algorithm (DCGA). The results show that the
network will possess maximum efficiency economically. Also, it is
shown that precision and convergence speed of the proposed DPSO
based method for the solution of the STNEP problem is more than
DCGA approach.
Abstract: Purpose: Planning and dosimetry of different VMAT algorithms (SmartArc, Ergo++, Autobeam) is compared with IMRT for Head and Neck Cancer patients. Modelling was performed to rule out the causes of discrepancies between planned and delivered dose. Methods: Five HNC patients previously treated with IMRT were re-planned with SmartArc (SA), Ergo++ and Autobeam. Plans were compared with each other and against IMRT and evaluated using DVHs for PTVs and OARs, delivery time, monitor units (MU) and dosimetric accuracy. Modelling of control point (CP) spacing, Leaf-end Separation and MLC/Aperture shape was performed to rule out causes of discrepancies between planned and delivered doses. Additionally estimated arc delivery times, overall plan generation times and effect of CP spacing and number of arcs on plan generation times were recorded. Results: Single arc SmartArc plans (SA4d) were generally better than IMRT and double arc plans (SA2Arcs) in terms of homogeneity and target coverage. Double arc plans seemed to have a positive role in achieving improved Conformity Index (CI) and better sparing of some Organs at Risk (OARs) compared to Step and Shoot IMRT (ss-IMRT) and SA4d. Overall Ergo++ plans achieved best CI for both PTVs. Dosimetric validation of all VMAT plans without modelling was found to be lower than ss-IMRT. Total MUs required for delivery were on average 19%, 30%, 10.6% and 6.5% lower than ss-IMRT for SA4d, SA2d (Single arc with 20 Gantry Spacing), SA2Arcs and Autobeam plans respectively. Autobeam was most efficient in terms of actual treatment delivery times whereas Ergo++ plans took longest to deliver. Conclusion: Overall SA single arc plans on average achieved best target coverage and homogeneity for both PTVs. SA2Arc plans showed improved CI and some OARs sparing. Very good dosimetric results were achieved with modelling. Ergo++ plans achieved best CI. Autobeam resulted in fastest treatment delivery times.
Abstract: Nowadays, the challenge in hydraulic turbine design is
the multi-objective design of turbine runner to reach higher
efficiency. The hydraulic performance of a turbine is strictly depends
on runner blades shape. The present paper focuses on the application
of the multi-objective optimization algorithm to the design of a small
Francis turbine runner. The optimization exercise focuses on the
efficiency improvement at the best efficiency operating point (BEP)
of the GAMM Francis turbine. A global optimization method based
on artificial neural networks (ANN) and genetic algorithms (GA)
coupled by 3D Navier-Stokes flow solver has been used to improve
the performance of an initial geometry of a Francis runner. The
results show the good ability of optimization algorithm and the final
geometry has better efficiency with initial geometry. The goal was to
optimize the geometry of the blades of GAMM turbine runner which
leads to maximum total efficiency by changing the design parameters
of camber line in at least 5 sections of a blade. The efficiency of the
optimized geometry is improved from 90.7% to 92.5%. Finally,
design parameters and the way of selection have been considered and
discussed.
Abstract: Finite impulse response (FIR) filters have the advantage of linear phase, guaranteed stability, fewer finite precision errors, and efficient implementation. In contrast, they have a major disadvantage of high order need (more coefficients) than IIR counterpart with comparable performance. The high order demand imposes more hardware requirements, arithmetic operations, area usage, and power consumption when designing and fabricating the filter. Therefore, minimizing or reducing these parameters, is a major goal or target in digital filter design task. This paper presents an algorithm proposed for modifying values and the number of non-zero coefficients used to represent the FIR digital pulse shaping filter response. With this algorithm, the FIR filter frequency and phase response can be represented with a minimum number of non-zero coefficients. Therefore, reducing the arithmetic complexity needed to get the filter output. Consequently, the system characteristic i.e. power consumption, area usage, and processing time are also reduced. The proposed algorithm is more powerful when integrated with multiplierless algorithms such as distributed arithmetic (DA) in designing high order digital FIR filters. Here the DA usage eliminates the need for multipliers when implementing the multiply and accumulate unit (MAC) and the proposed algorithm will reduce the number of adders and addition operations needed through the minimization of the non-zero values coefficients to get the filter output.
Abstract: The main objective of this paper is applying a
comparison between the Wolf Pack Search (WPS) as a newly
introduced intelligent algorithm with several other known algorithms
including Particle Swarm Optimization (PSO), Shuffled Frog
Leaping (SFL), Binary and Continues Genetic algorithms. All
algorithms are applied on two benchmark cost functions. The aim is
to identify the best algorithm in terms of more speed and accuracy in
finding the solution, where speed is measured in terms of function
evaluations. The simulation results show that the SFL algorithm with
less function evaluations becomes first if the simulation time is
important, while if accuracy is the significant issue, WPS and PSO
would have a better performance.
Abstract: In this paper, a new efficient method for load balancing in low voltage distribution systems is presented. The proposed method introduces an improved Leap-frog method for optimization. The proposed objective function includes the difference between three phase currents, as well as two other terms to provide the integer property of the variables; where the latter are the status of the connection of loads to different phases. Afterwards, a new algorithm is supplemented to undertake the integer values for the load connection status. Finally, the method is applied to different parts of Tabriz low voltage network, where the results have shown the good performance of the proposed method.
Abstract: The design of a steam turbine is a very complex
engineering operation that can be simplified and improved thanks to
computer-aided multi-objective optimization. This process makes use
of existing optimization algorithms and losses correlations to identify
those geometries that deliver the best balance of performance (i.e.
Pareto-optimal points).
This paper deals with a one-dimensional multi-objective and
multi-point optimization of a single-stage steam turbine. Using a
genetic optimization algorithm and an algebraic one-dimensional
ideal gas-path model based on loss and deviation correlations, a code
capable of performing the optimization of a predefined steam turbine
stage was developed. More specifically, during this study the
parameters modified (i.e. decision variables) to identify the best
performing geometries were solidity and angles both for stator and
rotor cascades, while the objective functions to maximize were totalto-
static efficiency and specific work done.
Finally, an accurate analysis of the obtained results was carried
out.
Abstract: In this paper, various algorithms for designing quadrature mirror filter are reviewed and a new algorithm is presented for the design of near perfect reconstruction quadrature mirror filter bank. In the proposed algorithm, objective function is formulated using the perfect reconstruction condition or magnitude response condition of prototype filter at frequency (ω = 0.5π) in ideal condition. The cutoff frequency is iteratively changed to adjust the filters coefficients using optimization algorithm. The performances of the proposed algorithm are evaluated in term of computation time, reconstruction error and number of iterations. The design examples illustrate that the proposed algorithm is superior in term of peak reconstruction error, computation time, and number of iterations. The proposed algorithm is simple, easy to implement, and linear in nature.
Abstract: This paper proposes an efficient method for the design
of two channel quadrature mirror filter (QMF) bank. To achieve
minimum value of reconstruction error near to perfect reconstruction,
a linear optimization process has been proposed. Prototype low pass
filter has been designed using Kaiser window function. The modified
algorithm has been developed to optimize the reconstruction error
using linear objective function through iteration method. The result
obtained, show that the performance of the proposed algorithm is
better than that of the already exists methods.
Abstract: An enhanced particle swarm optimization algorithm
(PSO) is presented in this work to solve the non-convex OPF
problem that has both discrete and continuous optimization variables.
The objective functions considered are the conventional quadratic
function and the augmented quadratic function. The latter model
presents non-differentiable and non-convex regions that challenge
most gradient-based optimization algorithms. The optimization
variables to be optimized are the generator real power outputs and
voltage magnitudes, discrete transformer tap settings, and discrete
reactive power injections due to capacitor banks. The set of equality
constraints taken into account are the power flow equations while the
inequality ones are the limits of the real and reactive power of the
generators, voltage magnitude at each bus, transformer tap settings,
and capacitor banks reactive power injections. The proposed
algorithm combines PSO with Newton-Raphson algorithm to
minimize the fuel cost function. The IEEE 30-bus system with six
generating units is used to test the proposed algorithm. Several cases
were investigated to test and validate the consistency of detecting
optimal or near optimal solution for each objective. Results are
compared to solutions obtained using sequential quadratic
programming and Genetic Algorithms.