A constrained portfolio selection model at considering risk-adjusted measure by using hybrid meta-heuristic algorithms

Portfolio selection is a key issue in the business world and financial fields. This article presents a new decision making method of portfolio optimization (PO) issues in different risk measures by using new evolutionary computing method and cardinality constrains which is mentioned as hybrid meta-heuristic algorithms. Based on mean–variance (MV) Method by Markowitz we collected three risk levels; mean absolute deviation (MAD), semi variance (SV) and variance with skewness (VWS). The developed algorithms are Electromagnetism-like algorithm (EM), particle swarm optimization (PSO), genetic algorithm (GA), genetic network programming (GNP) and simulated annealing (SA). Also a diversification mechanism strategy is implemented and hybridized with the developed algorithms to increase the diversity and overcome local optimality. The sustainability of this proposed model is verified by 50 factories on the Iranian stock exchange. Finally, experimental results of proposed algorithms with cardinality constraint are compared with each other by four effective metrics in which the algorithms performance for achieving the optimal solution discussed. In addition, we have done the analysis of variance technique to confirm the validity and accurately analyze of the results which the success of this method was proved.     

Maximization of quadruple phase boundary for alkaline membrane fuel cell using non-stoichiometric α-MnO2 as cathode catalyst

Oxygen can only be reduced at the quadruple phase boundary (catalyst, carbon support, ionomer and oxygen) of the cathode catalyst layer with non-conducting electrocatalyst. To maximize the quadruple phase boundary sites is crucial to increase the peak power density of each membrane electrode assembly. The quadruple phase boundary is depending on the ratio of catalyst, carbon support and ionomer. The loading of catalyst layer is also crucial to the fuel cell performance. In this study, non-stoichiometric α-MnO₂ manganese dioxide nanorod material has been synthesized and the ratios of carbon, ionomer and catalyst loadings were optimized in alkaline membrane fuel cell. In total, ten membrane electrode assemblies have been manufactured and tested. Taguchi design method has been applied in order to understand the effect of each parameter. The conclusion finds out the ionomer has more influence on the alkaline membrane fuel cell peak power performance than carbon and loading.     

基于时间延迟的多类型维修与经济生产批量联合优化研究

针对目前未能较好的综合考虑多维修类型与经济生产批量联合优化的问题，首先考虑多类型维修关系，基于时间延迟理论求出故障和缺陷次数的表达式；其次，在此基础上，综合考虑生产费用和维修费用的基础上，构建了多类型维修和经济生产批量联合优化模型，以单位时间内总费用最小为优化目标，获得最优检查间隔期和经济生产批量；最后，通过算例分析验证了模型的有效性，说明了第一类缺陷检查次数的多少对费用和经济生产批量影响不大。     

Topology optimization for crashworthiness of thin-walled structures under axial crash considering nonlinear plastic buckling and locations of plastic hinges

Although topology optimization is established for linear static problems, more effort is required for solving nonlinear plastic problems. A new topology optimization approach with equivalent static loads (ESLs) is suggested to find the optimum topologies and locations of plastic hinges of thin-walled crash boxes by considering crash-induced deformation, the main crash energy-absorbing mechanism. Together with finite element method crashworthiness analyses, considering all nonlinearities with rate-dependent plasticity, the method was developed using an appropriate time-incremental scheme of ESLs without removing any high values of loads. Analyses show that the crash boxes with optimum topologies have energy-absorbing capabilities equivalent to the original structure. The proposed method is evaluated for two crashes: a crash box at low speed and a double cell subjected to high-speed collision. The results indicate that this method captures nonlinear crushing behaviours and accurate locations of plastic hinges where, if proper reinforcements are made, energy absorption can be enhanced.     

Hierarchical sampling optimization of particle filter for global robot localization in pervasive network environment

This paper presents a hierarchical framework for managing the sampling distribution of a particle filter (PF) that estimates the global positions of mobile robots in a large‐scale area. The key concept is to gradually improve the accuracy of the global localization by fusing sensor information with different characteristics. The sensor observations are the received signal strength indications (RSSIs) of Wi‐Fi devices as network facilities and the range of a laser scanner. First, the RSSI data used for determining certain global areas within which the robot is located are represented as RSSI bins. In addition, the results of the RSSI bins contain the uncertainty of localization, which is utilized for calculating the optimal sampling size of the PF to cover the regions of the RSSI bins. The range data are then used to estimate the precise position of the robot in the regions of the RSSI bins using the core process of the PF. The experimental results demonstrate superior performance compared with other approaches in terms of the success rate of the global localization and the amount of computation for managing the optimal sampling size.     

POD-assisted strategies for structural topology optimization

We propose a new numerical tool for structural optimization design. To cut down the computational burden typical of the Solid Isotropic Material with Penalization (SIMP) method, we apply Proper Orthogonal Decomposition on SIMP snapshots computed on a fixed grid to construct a rough structure (predictor) which becomes the input of a SIMP procedure performed on an anisotropic adapted mesh (corrector). The benefit of the proposed design tool is to deliver smooth and sharp layouts which require a contained computational effort before moving to the 3D printing production phase.     

Multiphase topology optimization with a single variable using the phase-field design method

In this study, a multimaterial topology optimization method using a single variable is proposed by combining the solid isotropic material with penalization method and the reaction-diffusion equation. Unlike ordinary multimaterial optimization, which requires several variables depending on the number of material types, this method intends to represent various materials as one variable. The proposed method combines two special functions in the sensitivity analysis of the objective function to converge the design variable into prespecified density values defined for each of the multimaterials. The composition constraint based on a normal distribution function is also introduced to estimate the distribution of each target density value in a single variable. It enables density exchange between multiple materials by increasing or decreasing the amount of a specific material. The proposed method is applied to structural and electromagnetic problems to verify its effectiveness, and its usefulness is also confirmed from the viewpoint of cost and computation time.     

基于(火用)效率目标的环冷机余热回收系统操作参数优化

摘要：针对烧结环冷机余热回收利用率不高的难题，采用分析法建立了评价某钢铁厂烧结环冷机余热回收系统运行效率的效率模型。基于多孔介质模型、局部非热平衡方程、真实气体SRK方程建立环冷机内气固两相换热模型。通过CFD仿真模拟，探究料层高度、循环风机输入烟气温度、烧结矿底部入口风速三项可控环冷机运行工艺参数对系统效率的影响规律。结果表明，料层厚度在1～1.5 m区间每增加0.1 m，效率增加0.8%～1.1%；循环风温在100～140℃之间每增加10℃，效率增加1.4%～1.5%；烧结矿底部入口风速在0.9～1.9 m/s之间每增加0.1 m/s，效率降低0.18%～0.24%。在此基础上，基于工业运行数据建立效率正交试验优化模型，提高了该余热回收系统3.42%的效率。     

基于平面不封闭图形切割的路径规划

在平面切割环节中，如何确定更短切割路径以减少加工成本、降低设备损耗和提升切割质量是工业应用和学术研究的重点。目前国内外对平面切割路径的研究主要集中于封闭图形，为此，针对在激光刀模行业中不封闭图形的问题，提出一种基于禁忌搜索的贪婪算法和贪婪准则的局部优化。首先使用构建型的贪婪算法和改进型的禁忌搜索算法相结合的方式对加工过程中的图元路径进行优化排序，随后提出贪婪准则的局部优化系数，削弱贪婪算法的“贪心”思想，解决加工路径的规划和优化问题。实验数据表明，禁忌搜索的贪婪算法和局部优化在对切割路径的规划和空行程优化上有显著效果，空行程减少50%以上，并且其优化性能和图元数量成正比，能有效地解决刀模行业以及其他激光雕刻行业中图形不封闭的切割难题。     

基于PSO-ELM模型的潜油柱塞泵冲次优化方法

为改进油井后期泵效低下、能耗高等缺陷，提出了一种基于PSO-ELM模型的潜油柱塞泵冲次优化方法.采用粒子群（PSO）算法与极限学习机（ELM）相结合的方式来实现动液面软测量建模；根据动液面及潜油柱塞泵工作电流变化，以油井运行经济性最优为目的建立目标函数得到潜油柱塞泵冲次，解决了在油井生产时不能准确调节抽油机冲次问题；最后以目标函数关系建立模糊控制器模型，根据输入参数调整潜油柱塞泵冲次.实验结果表明，建立的软测量模型预测动液面精度高，模糊控制器能够更加合理地调整抽油机冲次，最终达到智能调整冲次大小、提高油井采油率及节能的目的.