International Science Index
Optimization of Agricultural Water Demand Using a Hybrid Model of Dynamic Programming and Neural Networks: A Case Study of Algeria
In Algeria agricultural irrigation is the primary water consuming sector followed by the domestic and industrial sectors. Economic development in the last decade has weighed heavily on water resources which are relatively limited and gradually decreasing to the detriment of agriculture. The research presented in this paper focuses on the optimization of irrigation water demand. Dynamic Programming-Neural Network (DPNN) method is applied to investigate reservoir optimization. The optimal operation rule is formulated to minimize the gap between water release and water irrigation demand. As a case study, Foum El-Gherza dam’s reservoir system in south of Algeria has been selected to examine our proposed optimization model. The application of DPNN method allowed increasing the satisfaction rate (SR) from 12.32% to 55%. In addition, the operation rule generated showed more reliable and resilience operation for the examined case study.
Optimization of Technical and Technological Solutions for the Development of Offshore Hydrocarbon Fields in the Kaliningrad Region
Currently, LLC «Lukoil-Kaliningradmorneft» is implementing a comprehensive program for the development of offshore fields of the Kaliningrad region. This is largely associated with the depletion of the resource base of land in the region, as well as the positive results of geological investigation surrounding the Baltic Sea area and the data on the volume of hydrocarbon recovery from a single offshore field are working on the Kaliningrad region – D-6 «Kravtsovskoye».The article analyzes the main stages of the LLC «Lukoil-Kaliningradmorneft»’s development program for the development of the hydrocarbon resources of the region's shelf and suggests an optimization algorithm that allows managing a multi-criteria process of development of shelf deposits. The algorithm is formed on the basis of the problem of sequential decision making, which is a section of dynamic programming. Application of the algorithm during the consolidation of the initial data, the elaboration of project documentation, the further exploration and development of offshore fields will allow to optimize the complex of technical and technological solutions and increase the economic efficiency of the field development project implemented by LLC «Lukoil-Kaliningradmorneft».
Adaption Model for Building Agile Pronunciation Dictionaries Using Phonemic Distance Measurements
Where human beings can easily learn and adopt pronunciation variations, machines need training before put into use. Also humans keep minimum vocabulary and their pronunciation variations are stored in front-end of their memory for ready reference, while machines keep the entire pronunciation dictionary for ready reference. Supervised methods are used for preparation of pronunciation dictionaries which take large amounts of manual effort, cost, time and are not suitable for real time use. This paper presents an unsupervised adaptation model for building agile and dynamic pronunciation dictionaries online. These methods mimic human approach in learning the new pronunciations in real time. A new algorithm for measuring sound distances called Dynamic Phone Warping is presented and tested. Performance of the system is measured using an adaptation model and the precision metrics is found to be better than 86 percent.
Optimal Management of Internal Capital of Company
In this paper, dynamic programming is used to determine the optimal management of financial resources in company. Solution of the problem by consider into simpler substructures is constructed. The optimal management of internal capital of company are simulated. The tools applied in this development are based on graph theory. The software of given problems is built by using greedy algorithm. The obtained model and program maintenance enable us to define the optimal version of management of proper financial flows by using visual diagram on each level of investment.
Dynamic Programming Based Algorithm for the Unit Commitment of the Transmission-Constrained Multi-Site Combined Heat and Power System
High penetration of intermittent renewable energy sources (RES) such as solar power and wind power into the energy system has caused temporal and spatial imbalance between electric power supply and demand for some countries and regions. This brings about the critical need for coordinating power production and power exchange for different regions. As compared with the power-only systems, the combined heat and power (CHP) systems can provide additional flexibility of utilizing RES by exploiting the interdependence of power and heat production in the CHP plant. In the CHP system, power production can be influenced by adjusting heat production level and electric power can be used to satisfy heat demand by electric boiler or heat pump in conjunction with heat storage, which is much cheaper than electric storage. This paper addresses multi-site CHP systems without considering RES, which lay foundation for handling penetration of RES. The problem under study is the unit commitment (UC) of the transmission-constrained multi-site CHP systems. We solve the problem by combining linear relaxation of ON/OFF states and sequential dynamic programming (DP) techniques, where relaxed states are used to reduce the dimension of the UC problem and DP for improving the solution quality. Numerical results for daily scheduling with realistic models and data show that DP-based algorithm is from a few to a few hundred times faster than CPLEX (standard commercial optimization software) with good solution accuracy (less than 1% relative gap from the optimal solution on the average).
Network-Constrained AC Unit Commitment under Uncertainty Using a Bender’s Decomposition Approach
In this work, the system evaluates the impact of considering a stochastic approach on the day ahead basis Unit Commitment. Comparisons between stochastic and deterministic Unit Commitment solutions are provided. The Unit Commitment model consists in the minimization of the total operation costs considering unit’s technical constraints like ramping rates, minimum up and down time. Load shedding and wind power spilling is acceptable, but at inflated operational costs. The evaluation process consists in the calculation of the optimal unit commitment and in verifying the fulfillment of the considered constraints. For the calculation of the optimal unit commitment, an algorithm based on the Benders Decomposition, namely on the Dual Dynamic Programming, was developed. Two approaches were considered on the construction of stochastic solutions. Data related to wind power outputs from two different operational days are considered on the analysis. Stochastic and deterministic solutions are compared based on the actual measured wind power output at the operational day. Through a technique capability of finding representative wind power scenarios and its probabilities, the system can analyze a more detailed process about the expected final operational cost.
A Simulation-Optimization Approach to Control Production, Subcontracting and Maintenance Decisions for a Deteriorating Production System
This research studies the joint production,
maintenance and subcontracting control policy for an unreliable
deteriorating manufacturing system. Production activities are
controlled by a derivation of the Hedging Point Policy, and given that
the system is subject to deterioration, it reduces progressively its
capacity to satisfy product demand. Multiple deterioration effects are
considered, reflected mainly in the quality of the parts produced and
the reliability of the machine. Subcontracting is available as support
to satisfy product demand; also, overhaul maintenance can be
conducted to reduce the effects of deterioration. The main objective
of the research is to determine simultaneously the production,
maintenance and subcontracting rate, which minimize the total,
incurred cost. A stochastic dynamic programming model is
developed and solved through a simulation-based approach
composed of statistical analysis and optimization with the response
surface methodology. The obtained results highlight the strong
interactions between production, deterioration and quality, which
justify the development of an integrated model. A numerical example
and a sensitivity analysis are presented to validate our results.
Optimal Maintenance and Improvement Policies in Water Distribution System: Markov Decision Process Approach
The Markov decision process (MDP) based
methodology is implemented in order to establish the optimal
schedule which minimizes the cost. Formulation of MDP problem
is presented using the information about the current state of pipe,
improvement cost, failure cost and pipe deterioration model. The
objective function and detailed algorithm of dynamic programming
(DP) are modified due to the difficulty of implementing the
conventional DP approaches. The optimal schedule derived from
suggested model is compared to several policies via Monte
Carlo simulation. Validity of the solution and improvement in
computational time are proved.
Application of Finite Dynamic Programming to Decision Making in the Use of Industrial Residual Water Treatment Plants
This paper presents the application of finite dynamic
programming, specifically the "Markov Chain" model, as part of the
decision making process of a company in the cosmetics sector located
in the vicinity of Bogota DC. The objective of this process was to
decide whether the company should completely reconstruct its
wastewater treatment plant or instead optimize the plant through the
addition of equipment. The goal of both of these options was to make
the required improvements in order to comply with parameters
established by national legislation regarding the treatment of waste
before it is released into the environment. This technique will allow
the company to select the best option and implement a solution for
the processing of waste to minimize environmental damage and the
acquisition and implementation costs.
Airport Investment Risk Assessment under Uncertainty
The construction of a new airport or the extension of
an existing one requires massive investments and many times public
private partnerships were considered in order to make feasible such
projects. One characteristic of these projects is uncertainty with
respect to financial and environmental impacts on the medium to long
term. Another one is the multistage nature of these types of projects.
While many airport development projects have been a success, some
others have turned into a nightmare for their promoters.
This communication puts forward a new approach for airport
investment risk assessment. The approach takes explicitly into
account the degree of uncertainty in activity levels prediction and
proposes milestones for the different stages of the project for
minimizing risk. Uncertainty is represented through fuzzy dual theory
and risk management is performed using dynamic programming. An
illustration of the proposed approach is provided.
Optimum Stratiﬁcation of a Skewed Population
The focus of this paper is to develop a technique
of solving a combined problem of determining Optimum Strata
Boundaries(OSB) and Optimum Sample Size (OSS) of each stratum,
when the population understudy isskewed and the study variable has
a Pareto frequency distribution. The problem of determining the OSB
isformulated as a Mathematical Programming Problem (MPP) which
is then solved by dynamic programming technique. A numerical
example is presented to illustrate the computational details of the
proposed method. The proposed technique is useful to obtain OSB
and OSS for a Pareto type skewed population, which minimizes the
variance of the estimate of population mean.
On Optimum Stratification
In this manuscript, we discuss the problem of determining the optimum stratification of a study (or main) variable based on the auxiliary variable that follows a uniform distribution. If the stratification of survey variable is made using the auxiliary variable it may lead to substantial gains in precision of the estimates. This problem is formulated as a Nonlinear Programming Problem (NLPP), which turn out to multistage decision problem and is solved using dynamic programming technique.
Adaptive Dynamic Time Warping for Variable Structure Pattern Recognition
Pattern discovery from time series is of fundamental importance. Particularly, when information about the structure of a pattern is not complete, an algorithm to discover specific patterns or shapes automatically from the time series data is necessary. The dynamic time warping is a technique that allows local flexibility in aligning time series. Because of this, it is widely used in many fields such as science, medicine, industry, finance and others. However, a major problem of the dynamic time warping is that it is not able to work with structural changes of a pattern. This problem arises when the structure is influenced by noise, which is a common thing in practice for almost every application. This paper addresses this problem by means of developing a novel technique called adaptive dynamic time warping.
Optimal Risk Reduction in the Railway Industry by Using Dynamic Programming
The paper suggests for the first time the use of dynamic programming techniques for optimal risk reduction in the railway industry. It is shown that by using the concept ‘amount of removed risk by a risk reduction option’, the problem related to optimal allocation of a fixed budget to achieve a maximum risk reduction in the railway industry can be reduced to an optimisation problem from dynamic programming. For n risk reduction options and size of the available risk reduction budget B (expressed as integer number), the worst-case running time of the proposed algorithm is O (n x (B+1)), which makes the proposed method a very efficient tool
for solving the optimal risk reduction problem in the railway industry.
A Deterministic Dynamic Programming Approach for Optimization Problem with Quadratic Objective Function and Linear Constraints
This paper presents the novel deterministic dynamic programming approach for solving optimization problem with quadratic objective function with linear equality and inequality constraints. The proposed method employs backward recursion in which computations proceeds from last stage to first stage in a multi-stage decision problem. A generalized recursive equation which gives the exact solution of an optimization problem is derived in this paper. The method is purely analytical and avoids the usage of initial solution. The feasibility of the proposed method is demonstrated with a practical example. The numerical results show that the proposed method provides global optimum solution with negligible computation time.
Dynamic Features Selection for Heart Disease Classification
The healthcare environment is generally perceived as
being information rich yet knowledge poor. However, there is a lack
of effective analysis tools to discover hidden relationships and trends
in data. In fact, valuable knowledge can be discovered from
application of data mining techniques in healthcare system. In this
study, a proficient methodology for the extraction of significant
patterns from the Coronary Heart Disease warehouses for heart
attack prediction, which unfortunately continues to be a leading cause
of mortality in the whole world, has been presented. For this purpose,
we propose to enumerate dynamically the optimal subsets of the
reduced features of high interest by using rough sets technique
associated to dynamic programming. Therefore, we propose to
validate the classification using Random Forest (RF) decision tree to
identify the risky heart disease cases. This work is based on a large
amount of data collected from several clinical institutions based on
the medical profile of patient. Moreover, the experts- knowledge in
this field has been taken into consideration in order to define the
disease, its risk factors, and to establish significant knowledge
relationships among the medical factors. A computer-aided system is
developed for this purpose based on a population of 525 adults. The
performance of the proposed model is analyzed and evaluated based
on set of benchmark techniques applied in this classification problem.
A New Edit Distance Method for Finding Similarity in Dna Sequence
The P-Bigram method is a string comparison methods
base on an internal two characters-based similarity measure. The edit
distance between two strings is the minimal number of elementary
editing operations required to transform one string into the other. The
elementary editing operations include deletion, insertion, substitution
two characters. In this paper, we address the P-Bigram method to
sole the similarity problem in DNA sequence. This method provided
an efficient algorithm that locates all minimum operation in a string.
We have been implemented algorithm and found that our program
calculated that smaller distance than one string. We develop PBigram
edit distance and show that edit distance or the similarity and
implementation using dynamic programming. The performance of
the proposed approach is evaluated using number edit and percentage
Generation Scheduling Optimization of Multi-Hydroplants: A Case Study
A case study of the generation scheduling optimization
of the multi-hydroplants on the Yuan River Basin in China is reported
in this paper. Concerning the uncertainty of the inflows, the
long/mid-term generation scheduling (LMTGS) problem is solved by
a stochastic model in which the inflows are considered as stochastic
variables. For the short-term generation scheduling (STGS) problem, a
constraint violation priority is defined in case not all constraints are
satisfied. Provided the stage-wise separable condition and low
dimensions, the hydroplant-based operational region schedules
(HBORS) problem is solved by dynamic programming (DP). The
coordination of LMTGS and STGS is presented as well. The
feasibility and the effectiveness of the models and solution methods
are verified by the numerical results.
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
Joint Optimization of Pricing and Advertisement for Seasonal Branded Products
The goal of this paper is to develop a model to
integrate “pricing" and “advertisement" for short life cycle products,
such as branded fashion clothing products. To achieve this goal, we
apply the concept of “Dynamic Pricing". There are two classes of
advertisements, for the brand (regardless of product) and for a
particular product. Advertising the brand affects the demand and
price of all the products. Thus, the model considers all these products
in relation with each other. We develop two different methods to
integrate both types of advertisement and pricing. The first model is
developed within the framework of dynamic programming. However,
due to the complexity of the model, this method cannot be applicable
for large size problems. Therefore, we develop another method,
called hieratical approach, which is capable of handling the real
world problems. Finally, we show the accuracy of this method, both
theoretically and also by simulation.
An Unified Approach to Thermodynamics of Power Yield in Thermal, Chemical and Electrochemical Systems
This paper unifies power optimization approaches in
various energy converters, such as: thermal, solar, chemical, and
electrochemical engines, in particular fuel cells. Thermodynamics
leads to converter-s efficiency and limiting power. Efficiency
equations serve to solve problems of upgrading and downgrading of
resources. While optimization of steady systems applies the
differential calculus and Lagrange multipliers, dynamic optimization
involves variational calculus and dynamic programming. In reacting
systems chemical affinity constitutes a prevailing component of an
overall efficiency, thus the power is analyzed in terms of an active
part of chemical affinity. The main novelty of the present paper in the
energy yield context consists in showing that the generalized heat
flux Q (involving the traditional heat flux q plus the product of
temperature and the sum products of partial entropies and fluxes of
species) plays in complex cases (solar, chemical and electrochemical)
the same role as the traditional heat q in pure heat engines.
The presented methodology is also applied to power limits in fuel
cells as to systems which are electrochemical flow engines propelled
by chemical reactions. The performance of fuel cells is determined by
magnitudes and directions of participating streams and mechanism of
electric current generation. Voltage lowering below the reversible
voltage is a proper measure of cells imperfection. The voltage losses,
called polarization, include the contributions of three main sources:
activation, ohmic and concentration. Examples show power maxima
in fuel cells and prove the relevance of the extension of the thermal
machine theory to chemical and electrochemical systems. The main
novelty of the present paper in the FC context consists in introducing
an effective or reduced Gibbs free energy change between products p
and reactants s which take into account the decrease of voltage and
power caused by the incomplete conversion of the overall reaction.
Combining Ant Colony Optimization and Dynamic Programming for Solving a Dynamic Facility Layout Problem
This paper presents an algorithm which
combining ant colony optimization in the dynamic
programming for solving a dynamic facility layout problem.
The problem is separated into 2 phases, static and dynamic
phase. In static phase, ant colony optimization is used to find
the best ranked of layouts for each period. Then the dynamic
programming (DP) procedure is performed in the dynamic
phase to evaluate the layout set during multi-period planning
horizon. The proposed algorithm is tested over many
problems with size ranging from 9 to 49 departments, 2 and 4
periods. The experimental results show that the proposed
method is an alternative way for the plant layout designer to
determine the layouts during multi-period planning horizon.
Optimal Path Planning under Priori Information in Stochastic, Time-varying Networks
A novel path planning approach is presented to solve
optimal path in stochastic, time-varying networks under priori traffic
information. Most existing studies make use of dynamic programming
to find optimal path. However, those methods are proved to
be unable to obtain global optimal value, moreover, how to design
efficient algorithms is also another challenge.
This paper employs a decision theoretic framework for defining
optimal path: for a given source S and destination D in urban transit
network, we seek an S - D path of lowest expected travel time
where its link travel times are discrete random variables. To solve
deficiency caused by the methods of dynamic programming, such as
curse of dimensionality and violation of optimal principle, an integer
programming model is built to realize assignment of discrete travel
time variables to arcs. Simultaneously, pruning techniques are also
applied to reduce computation complexity in the algorithm. The final
experiments show the feasibility of the novel approach.
Role of GIS in Distribution Power Systems
With the prevalence of computer and development of information technology, Geographic Information Systems (GIS) have long used for a variety of applications in electrical engineering. GIS are designed to support the analysis, management, manipulation and mapping of spatial data. This paper presents several usages of GIS in power utilities such as automated route selection for the construction of new power lines which uses a dynamic programming model for route optimization, load forecasting and optimizing planning of substation-s location and capacity with comprehensive algorithm which involves an accurate small-area electric load forecasting procedure and simulates the different cost functions of substations.
Predicting the Minimum Free Energy RNA Secondary Structures using Harmony Search Algorithm
The physical methods for RNA secondary structure prediction are time consuming and expensive, thus methods for computational prediction will be a proper alternative. Various algorithms have been used for RNA structure prediction including dynamic programming and metaheuristic algorithms. Musician's behaviorinspired harmony search is a recently developed metaheuristic algorithm which has been successful in a wide variety of complex optimization problems. This paper proposes a harmony search algorithm (HSRNAFold) to find RNA secondary structure with minimum free energy and similar to the native structure. HSRNAFold is compared with dynamic programming benchmark mfold and metaheuristic algorithms (RnaPredict, SetPSO and HelixPSO). The results showed that HSRNAFold is comparable to mfold and better than metaheuristics in finding the minimum free energies and the number of correct base pairs.
A Dynamic Programming Model for Maintenance of Electric Distribution System
The paper presents dynamic programming based model as a planning tool for the maintenance of electric power systems. Every distribution component has an exponential age depending reliability function to model the fault risk. In the moment of time when the fault costs exceed the investment costs of the new component the reinvestment of the component should be made. However, in some cases the overhauling of the old component may be more economical than the reinvestment. The comparison between overhauling and reinvestment is made by optimisation process. The goal of the optimisation process is to find the cost minimising maintenance program for electric power distribution system.
All-Pairs Shortest-Paths Problem for Unweighted Graphs in O(n2 log n) Time
Given a simple connected unweighted undirected graph G = (V (G), E(G)) with |V (G)| = n and |E(G)| = m, we present a new algorithm for the all-pairs shortest-path (APSP) problem. The running time of our algorithm is in O(n2 log n). This bound is an improvement over previous best known O(n2.376) time bound of Raimund Seidel (1995) for general graphs. The algorithm presented does not rely on fast matrix multiplication. Our algorithm with slight modifications, enables us to compute the APSP problem for unweighted directed graph in time O(n2 log n), improving a previous best known O(n2.575) time bound of Uri Zwick (2002).
Optimal DG Placement in Distribution systems Using Cost/Worth Analysis
DG application has received increasing attention during
recent years. The impact of DG on various aspects of distribution system
operation, such as reliability and energy loss, depend highly on DG
location in distribution feeder. Optimal DG placement is an important
subject which has not been fully discussed yet.
This paper presents an optimization method to determine optimal DG
placement, based on a cost/worth analysis approach. This method
considers technical and economical factors such as energy loss, load point
reliability indices and DG costs, and particularly, portability of DG. The
proposed method is applied to a test system and the impacts of different
parameters such as load growth rate and load forecast uncertainty (LFU)
on optimum DG location are studied.
A New Hybrid Optimization Method for Optimum Distribution Capacitor Planning
This work presents a new algorithm based on a combination of fuzzy (FUZ), Dynamic Programming (DP), and Genetic Algorithm (GA) approach for capacitor allocation in distribution feeders. The problem formulation considers two distinct objectives related to total cost of power loss and total cost of capacitors including the purchase and installation costs. The novel formulation is a multi-objective and non-differentiable optimization problem. The proposed method of this article uses fuzzy reasoning for sitting of capacitors in radial distribution feeders, DP for sizing and finally GA for finding the optimum shape of membership functions which are used in fuzzy reasoning stage. The proposed method has been implemented in a software package and its effectiveness has been verified through a 9-bus radial distribution feeder for the sake of conclusions supports. A comparison has been done among the proposed method of this paper and similar methods in other research works that shows the effectiveness of the proposed method of this paper for solving optimum capacitor planning problem.
Optimal Policy for a Deteriorating Inventory Model with Finite Replenishment Rate and with Price Dependant Demand Rate and Cycle Length Dependant Price
In this paper, an inventory model with finite and
constant replenishment rate, price dependant demand rate, time
value of money and inflation, finite time horizon, lead time and
exponential deterioration rate and with the objective of maximizing
the present worth of the total system profit is developed. Using a
dynamic programming based solution algorithm, the optimal
sequence of the cycles can be found and also different optimal
selling prices, optimal order quantities and optimal maximum
inventories can be obtained for the cycles with unequal lengths,
which have never been done before for this model. Also, a
numerical example is used to show accuracy of the solution