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Issue Info: 
  • Year: 

    2019
  • Volume: 

    5
  • Issue: 

    4
  • Pages: 

    31-52
Measures: 
  • Citations: 

    0
  • Views: 

    439
  • Downloads: 

    0
Abstract: 

In optimizing the portfolio, the main issue is the optimal selection of assets that can be bought with a certain amount of money. Although risk minimizing and revenue maximizing on investment seems simple, but in practice several approaches have been proposed for an optimal portfolio. In 1950, Harry Marquitz introduced his model in which proposed the Optimization of the asset basket as a quadratic programing model with the aim of minimizing the variance of the asset set, provided that the expected return equals a constant value. In this research, the problem of three-objective Optimization (i. e., maximizing stock returns, minimizing its risk and the third objective function, namely minimizing the number of assets) has been studied. Accordingly, investors, with admission a small amount of risk and a similar amount of return, will choose a basket of less assets. For this purpose, at first, genetic algorithms and multi-Particle Swarm Optimization algorithm were used to estimate the two-objective model of minimum variance and maximum return for better algorithm identification. Then, with regard to the better performance of the algorithm, this algorithm was used to estimate the three-objective model for maximizing stock returns, minimizing risk, and minimizing the number of assets.

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Author(s): 

Khoshahval Farrokh

Issue Info: 
  • Year: 

    2022
  • Volume: 

    3
  • Issue: 

    1
  • Pages: 

    13-19
Measures: 
  • Citations: 

    0
  • Views: 

    131
  • Downloads: 

    78
Abstract: 

Selecting a genuine objective function in the fuel management Optimization (FMO) of newly developed reactors is fundamentally important. The FMO problem becomes harder when a multi-objective fitness (cost) function (MOCF) is in use. Usually, when undertaking a MOCF fuel management Optimization problem, it is transformed into the summation of objective functions, which are related to weighting factors. Different parameters can be chosen as the main fitness function in an Optimization problem. In the case of a nuclear reactor, the cycle length, the multiplication factor and power peaking factor are the most significant. The value of the weighting factors and/or the method with which the cost function has been formulated may affect the final result of Optimization. In this paper, the effect of the selection of the cost function has been analyzed in order to reach an optimum in core fuel management of a typical pressurized water reactor, PWR. It is understood from the results that finding a loading pattern that results in a better power peaking factor (lower PPF) is stricter than that of a longer cycle length. Indeed, the obtained loading pattern strongly depends on the selected fitness function. Finally, the flattening function is proposed instead of minimizing the PPF to attain better loading patterns.

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Author(s): 

TalatAhari S.

Issue Info: 
  • Year: 

    2024
  • Volume: 

    14
  • Issue: 

    4
  • Pages: 

    539-551
Measures: 
  • Citations: 

    0
  • Views: 

    6
  • Downloads: 

    0
Abstract: 

Structural Optimization plays a critical role in improving the efficiency, cost-effectiveness, and sustainability of engineering designs. This paper presents a comparative study of single-objective and multi-objective Optimization in the structural design process. Single-objective problems focus on optimizing just one objective, such as minimizing weight or cost, while other important aspects are treated as constraints like deflections and strength requirements. Multi-objective Optimization addresses multiple conflicting objectives, such as balancing cost, with displacement treated as a secondary objective and strength requirements defined as constraints within the given limits. Both Optimization approaches are carried out using Chaos Game Optimization (CGO). While single-objective Optimization produces a definitive optimal solution that can be used directly in the final design, multi-objective Optimization results in a set of trade-off solutions (Pareto front), requiring a decision-making process based on design codes and practical criteria to select the most appropriate design. Through a real-world case study, this research will assess the performance of both Optimization strategies, providing insights into their suitability for modern structural engineering challenges.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    2012
  • Volume: 

    3
  • Issue: 

    3
  • Pages: 

    11-23
Measures: 
  • Citations: 

    2
  • Views: 

    3667
  • Downloads: 

    0
Abstract: 

Biogeography-Based Optimization (BBO) which is a new population based evolutionary Optimization method inspired by biogeography and Differential Evolution (DE) is a fast and robust evolutionary algorithm for Optimization problems. DE algorithm is good at the exploration of the search space and finds global minimum but is not good in exploitation of solutions. In this paper, we combine the exploration of DE with the exploitation of BBO to solve multi-objective problems by introducing a hybrid migration operator effectively.The proposed algorithm (MOBBO/DE) makes the use of nondominated sorting approach improve the convergence ability efficiently and hence it can generate the promising candidate solutions. It also combines crowding distance to guarantee the diversity of Pareto optimal solutions. The proposed approach is validated using several test functions and some metrics taken from the standard literature on evolutionary multi-objective Optimization. Results indicate that the approach is highly competitive and that can be considered a viable alternative to solve multi-objective Optimization problems.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    2017
  • Volume: 

    16
Measures: 
  • Views: 

    137
  • Downloads: 

    96
Abstract: 

UNCERTAINTY IN THE STRUCTURAL AND ENVIRONMENTAL PROPERTIES IS AN INEVITABLE ISSUE IN DESIGN OF THE STRUCTURES. PROBABILISTIC STRUCTURAL DESIGN Optimization HELPS TO TAKE THESE UNCERTAINTIES INTO ACCOUNT. IN THIS PAPER, MULTI-objective WEIGHT AND RELIABILITY Optimization OF LAMINATED COMPOSITE MATERIALS UNDER IN-PLANE LOADING IS ADDRESSED. SINCE DESIGN OF THE ANISOTROPIC LAMINATED COMPOSITE STRUCTURES IS VERY SENSITIVE TO CHANGES IN LOADING AND FIBER ORIENTATION, Optimization OF SUCH STRUCTURES CONSIDERING RELIABILITY INDEX AS AN objective IS AN IMPORTANT PROBLEM TO DEAL WITH. FURTHERMORE, IT HAS ALWAYS BEEN COSTLY AND TIME CONSUMING TO IMPLEMENT AN Optimization ALGORITHM INCLUDING EVALUATION OF PROBABILITY OF FAILURE. THEREFORE, IN THIS WORK A MULTI-objective Optimization ALGORITHM IS EMPLOYED TO MEET BOTH TARGETS WITH FEWER COMPUTATIONAL PROCEDURES. HERE PARTICLE SWARM Optimization (PSO) IS APPLIED FOR THE Optimization PROCESS AS THE FIRST objective. ALSO, AS THE SECOND objective RELIABILITY ANALYSIS IS PERFORMED USING MONTE CARLO SIMULATION (MCS) - EVALUATING AND REPORTING THE PROBABILITY OF FAILURE. THE ALGORITHM IS IMPLEMENTED FOR A GLASS-EPOXY COMPOSITE. THE RESULTS OF THIS ARTICLE ARE COMPARED WITH PRIOR STUDIES IN RELIABILITY BASED DESIGN Optimization OF LAMINATED COMPOSITES. IT IS SHOWN THAT THIS APPROACH IS MORE EFFICIENT IN COMPARISON WITH TRADITIONAL RELIABILITY BASED DESIGN Optimization METHODS.

Yearly Impact:   مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Author(s): 

Pourhaji S. | Pourmand A.

Issue Info: 
  • Year: 

    2024
  • Volume: 

    53
  • Issue: 

    4
  • Pages: 

    291-297
Measures: 
  • Citations: 

    0
  • Views: 

    44
  • Downloads: 

    5
Abstract: 

In this paper, recommended spiral passive micromixer was designed and simulated. spiral design has the potential to create and strengthen the centrifugal force and the secondary flow. A series of simulations were carried out to evaluate the effects of channel width, channel depth, the gap between loops, and flowrate on the micromixer performance. These features impact the contact area of the two fluids and ultimately lead to an increment in the quality of the mixture. In this study, for the flow rate of 25 μl/min and molecular diffusion coefficient of 1×10-10 m2/s, mixing efficiency of more than 90% is achieved after 30 (approximately one-third of the total channel length). Finally, the optimized design fabricated using proposed 3D printing method.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    2008
  • Volume: 

    32
  • Issue: 

    B3
  • Pages: 

    265-277
Measures: 
  • Citations: 

    0
  • Views: 

    841
  • Downloads: 

    161
Abstract: 

Application of the network equivalent concept for external system representation for power system transient analysis is well known. However, the challenge to utilize an equivalent network, approximated by a rational function, is to guarantee the passivity of the corresponding model. In this regard, special techniques are required to enforce the passivity of the equivalent model through a post processing approach that minimizes its impact on the original model characteristics. In this paper, the passivity is enforced by expressing the problem in terms of a convex Optimization problem that guarantees the global optimal solution. The convex Optimization problem is efficiently solved by recently developed numerical interior–point methods. This passivity enforcement is also global which indicates that the passivity enforcement in one region does not lead to passivity violation in other regions.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    2017
  • Volume: 

    8
  • Issue: 

    3 (29)
  • Pages: 

    69-77
Measures: 
  • Citations: 

    0
  • Views: 

    229
  • Downloads: 

    89
Abstract: 

Here we discuss the problem of distribution of Real time processes on multiprocessor with on-time maximum job accomplished. Scientists have been searching for producing optimized scheduling. This is an example of NP problems. This is not practical to approach this kind of problems with heuristic approach thus we must use meta-heuristic algorithms. These algorithms present many sets of answers in order to make options for scheduler, to choose the best process assignment to processor. Two examples are Branch and Bound, and Task Graph Algorithms. By studying the ant colony, Genetics and PSO Algorithms, we will design and consider several methods for our purpose and use them to produce Job assignment Scheduler, on processors. Each of these algorithms will provide us with a specific designing method and help us to make a scheduler engine of real time processes assignment on processors. We will compare each program to the first heuristic one, to assess the manufactured programs. In comparisons which are based on lost processes, Colony approach has 11.94 %, PSO approach 11.19 %, and Genetic approach has 7.52 % less process lost in compare to heuristic approach. It worth mention that 20 files each of which containing 50 Real time process have been used in these experiments.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    2018
  • Volume: 

    11
  • Issue: 

    2 (24)
  • Pages: 

    107-117
Measures: 
  • Citations: 

    0
  • Views: 

    299
  • Downloads: 

    136
Abstract: 

This paper introduces a novel multi-objective evolutionary algorithm based on cat swarm Optimization algorithm (EMCSO) and its application to solve a multi-objective knapsack problem. The multi-objective optimizers try to find the closest solutions to true Pareto front (POF) where it will be achieved by finding the less-crowded non-dominated solutions. The proposed method applies cat swarm Optimization (CSO), a swarm-based algorithm with ability of exploration and exploitation, to produce offspring solutions and uses the nondominated sorting method to find the solutions as close as to POF and crowding distance technique to obtain a uniform distribution among the non-dominated solutions. Also, the algorithm is allowed to keep the elites of population in reproduction process and use an opposition based learning method for population initialization to enhance the convergence speed. The proposed algorithm is tested on standard test functions (zitzler’ functions: ZDT) and its performance is compared with traditional algorithms and is analyzed based on performance measures of generational distance (GD), inverted GD, spread, and spacing. The simulation results indicate that the proposed method gets the quite satisfactory results in comparison with other Optimization algorithms for functions of ZDT1 and ZDT2. Moreover, the proposed algorithm is applied to solve multi-objective knapsack problem.

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Author(s): 

SINDHYA K. | MIETTINEN K. | DEB K.

Issue Info: 
  • Year: 

    2011
  • Volume: 

    -
  • Issue: 

    -
  • Pages: 

    0-0
Measures: 
  • Citations: 

    1
  • Views: 

    170
  • Downloads: 

    0
Keywords: 
Abstract: 

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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