Nadir compromise programming: A model for optimization of multi-objective portfolio problem

In problem of portfolio selection, financial Decision Makers (DMs) explain objectives and investment purposes in the frame of multi-objective mathematic problems which are more consistent with decision making realities. At present, various methods have introduced to optimize such problems. One of the optimization methods is the Compromise Programming (CP) method. Considering increasing importance of investment in financial portfolios, we propose a new method, called Nadir Compromising Programming (NCP) by expanding a CP-based method for optimization of multi-objective problems. In order to illustrate NCP performance and operational capability, we implement a case study by selecting a portfolio with 35 stock indices of Iran stock market. Results of comparing the CP method and proposed method under the same conditions indicate that NCP method results are more consistent with DM purposes.     

The voting analytic hierarchy process method for discriminating among efficient decision making units in data envelopment analysis

Making optimal use of available resources has always been of interest to humankind, and different approaches have been used in an attempt to make maximum use of existing resources. Limitations of capital, manpower, energy, etc., have led managers to seek ways for optimally using such resources. In fact, being informed of the performance of the units under the supervision of a manager is the most important task with regard to making sensible decisions for managing them. Data envelopment analysis (DEA) suggests an appropriate method for evaluating the efficiency of homogeneous units with multiple inputs and multiple outputs. DEA models classify decision making units (DMUs) into efficient and inefficient ones. However, in most cases, managers and researchers are interested in ranking the units and selecting the best DMU. Various scientific models have been proposed by researchers for ranking DMUs. Each of these models has some weakness(es), which makes it difficult to select the appropriate ranking model. This paper presents a method for ranking efficient DMUs by the voting analytic hierarchy process (VAHP). The paper reviews some ranking models in DEA and discusses their strengths and weaknesses. Then, we provide the method for ranking efficient DMUs by VAHP. Finally we give an example to illustrate our approach and then the new method is employed to rank efficient units in a real world problem.     

Stochastic chaos synchronization using Unscented Kalman-Bucy Filter and sliding mode control

This paper presents an algorithm for synchronizing two different chaotic systems by using a combination of Unscented Kalman-Bucy Filter (UKBF) and sliding mode controller. It is assumed that the drive chaotic system is perturbed by white noise and shows stochastic chaotic behavior. In addition the output of the system does not contain the whole state variables of the system, and it is also affected by some independent white noise. By combining the UKBF and the sliding mode control, a synchronizing control law is proposed. Simulation results show the ability of the proposed method in synchronizing chaotic systems in presence of noise.     

He’s homotopy perturbation method: A strongly promising method for solving non-linear systems of the mixed Volterra–Fredholm integral equations

In this paper, He’s homotopy perturbation method is applied to solve non-linear systems of mixed Volterra–Fredholm integral equations. Two examples are presented to illustrate the ability of the method. Also comparisons are made between the Adomian decomposition method and the homotopy perturbation method. The results reveal that He’s homotopy perturbation method is very effective and simple and in these examples leads to the exact solutions.     

Genetic-based minimum classification error mapping for accurate identifying Peer-to-Peer applications in the internet traffic

In this paper, we propose a hybrid approach using genetic algorithm and neural networks to classify Peer-to-Peer (P2P) traffic in IP networks. We first compute the minimum classification error (MCE) matrix using genetic algorithm. The MCE matrix is then used during the pre-processing step to map the original dataset into a new space. The mapped data set is then fed to three different classifiers: distance-based, K-Nearest Neighbors, and neural networks classifiers. We measure three different indexes, namely mutual information, Dunn, and SD to evaluate the extent of separation of the data points before and after mapping is performed. The experimental results demonstrate that with the proposed mapping scheme we achieve, on average, 8% higher accuracy in classification of the P2P traffic compare to the previous solutions. Moreover, the genetic-based MCE matrix increases the classification accuracy more than what the basic MCE does.     

Heuristics for the variable sized bin-packing problem

We investigate the one-dimensional variable-sized bin-packing problem. This problem requires packing a set of items into a minimum-cost set of bins of unequal sizes and costs. Six optimization-based heuristics for this problem are presented and compared. We analyze their empirical performance on a large set of randomly generated test instances with up to 2000 items and seven bin types. The first contribution of this paper is to provide evidence that a set covering heuristic proves to be highly effective and capable of delivering very-high quality solutions within short CPU times. In addition, we found that a simple subset-sum problem-based heuristic consistently outperforms heuristics from the literature while requiring extremely short CPU times.     

Distributed topology control algorithm based on one- and two-hop neighbors’ information for ad hoc networks

In this paper, we present a topology control algorithm for ad hoc networks. By considering the weight of the links, each node orders its one-hop neighbors in an ordered list and then the ordered lists are exchanged between the neighbors. This information enables the nodes to compute their transmission radius on the basis of its one- and two-hop neighbors’ information. We demonstrate that compared to the best known algorithms, the degree and transmission radius of the nodes in the topology produced by the proposed algorithm are smaller. In addition to Euclidean graphs, the algorithm works correctly on general weighted graphs. Also an extension of our algorithm is proposed which adapts its topology to network changes. Finally, we use the four metrics, node degree, transmission radius, the power stretch factor and, packet loss ratio to measure the performance improvements of the presented algorithms through simulations.     

A novel ACO–GA hybrid algorithm for feature selection in protein function prediction

Protein function prediction is an important problem in functional genomics. Typically, protein sequences are represented by feature vectors. A major problem of protein datasets that increase the complexity of classification models is their large number of features. Feature selection (FS) techniques are used to deal with this high dimensional space of features. In this paper, we propose a novel feature selection algorithm that combines genetic algorithms (GA) and ant colony optimization (ACO) for faster and better search capability. The hybrid algorithm makes use of advantages of both ACO and GA methods. Proposed algorithm is easily implemented and because of use of a simple classifier in that, its computational complexity is very low. The performance of proposed algorithm is compared to the performance of two prominent population-based algorithms, ACO and genetic algorithms. Experimentation is carried out using two challenging biological datasets, involving the hierarchical functional classification of GPCRs and enzymes. The criteria used for comparison are maximizing predictive accuracy, and finding the smallest subset of features. The results of experiments indicate the superiority of proposed algorithm.     

Building extraction from high-resolution satellite images in urban areas: recent methods and strategies against significant challenges

Building extraction from high-resolution satellite images (HRSI) in urban areas is an intricate problem. Recent studies proposed different methods during 2005–2015. However, in HRSI, they have not investigated the effects of challenges altogether. This paper studies the effects of non-building features which are the main drawbacks in building extraction. To overcome each challenge, it reviews recent strategies between 2005 and 2015. The pros and cons of each strategy are discussed, and proper strategies are combined to generate hybrid methods. Lower cost and fewer strategies are efficient attributes to recognize the best hybrid methods. Hybrid methods can be useful for different case studies in the future.     

Slippage control in soft finger grasping and manipulation

Handling objects with robotic soft fingers without considering the odds of slippage are not realistic. Grasping and manipulation algorithms have to be tested under such conditions for evaluating their robustness. In this paper, a dynamic analysis of rigid object manipulation with slippage control is studied using a two-link finger with soft hemispherical tip. Dependency on contact forces applied by a soft finger while grasping a rigid object is examined experimentally. A power-law model combined with a linear viscous damper is used to model the elastic behavior and damping effect of the soft tip, respectively. In order to obtain precise dynamic equations governing the system, two second-order differential equations with variable coefficients have been designed to describe the different possible states of the contact forces accordingly. A controller is designed based on the rigid fingertip model using the concept of feedback linearization for each phase of the system dynamics. Numerical simulations are used to evaluate the performance of the controller. The results reveal that the designed controller shows acceptable performance for both soft and rigid finger manipulation in reducing and canceling slippage. Furthermore, simulations indicate that the applied force in the soft finger manipulation is considerably less than the rigid “one.”.