Search results for "swa"
showing 10 items of 430 documents
Artificial Decision Maker Driven by PSO : An Approach for Testing Reference Point Based Interactive Methods
2018
Over the years, many interactive multiobjective optimization methods based on a reference point have been proposed. With a reference point, the decision maker indicates desirable objective function values to iteratively direct the solution process. However, when analyzing the performance of these methods, a critical issue is how to systematically involve decision makers. A recent approach to this problem is to replace a decision maker with an artificial one to be able to systematically evaluate and compare reference point based interactive methods in controlled experiments. In this study, a new artificial decision maker is proposed, which reuses the dynamics of particle swarm optimization f…
An efficient swap algorithm for the lattice Boltzmann method
2007
During the last decade, the lattice-Boltzmann method (LBM) as a valuable tool in computational fluid dynamics has been increasingly acknowledged. The widespread application of LBM is partly due to the simplicity of its coding. The most well-known algorithms for the implementation of the standard lattice-Boltzmann equation (LBE) are the two-lattice and two-step algorithms. However, implementations of the two-lattice or the two-step algorithm suffer from high memory consumption or poor computational performance, respectively. Ultimately, the computing resources available decide which of the two disadvantages is more critical. Here we introduce a new algorithm, called the swap algorithm, for t…
An Adaptive Metamodel-Based Optimization Approach for Vehicle Suspension System Design
2014
Published version of an article in the journal: Mathematical Problems in Engineering. Also available from the publisher at: http://dx.doi.org/10.1155/2014/965157 The performance index of a suspension system is a function of the maximum and minimum values over the parameter interval. Thus metamodel-based techniques can be used for designing suspension system hardpoints locations. In this study, an adaptive metamodel-based optimization approach is used to find the proper locations of the hardpoints, with the objectives considering the kinematic performance of the suspension. The adaptive optimization method helps to find the optimum locations of the hardpoints efficiently as it may be unachie…
An evolutionary method for complex-process optimization
2010
10 páginas, 7 figuras, 7 tablas
Memetic Algorithms in Continuous Optimization
2012
Intuitively, a set is considered to be discrete if it is composed of isolated elements, whereas it is considered to be continuous if it is composed of infinite and contiguous elements and does not contain “holes”.
Identification of Potential Locations for Run-of-River Hydropower Plants Using a GIS-Based Procedure
2019
The increasing demand for renewable and sustainable energy sources has encouraged the development of small run-of-river plants. Preliminary studies are required to assess the technical and economic feasibility of such plants. In this context, the identification of optimal potential run-of-river sites has become a key issue. In this paper, an approach that is based on GIS tools coupled with a hydrological model has been applied to detect potential locations for a run-of-river plant. A great number of locations has been analyzed to identify those that could assure the achievement of different thresholds of potential power. The environmental and economic feasibility for small hydropower projec…
Comparison of different cooperation strategies in the prey-predator problem
2006
The paper describes two cooperating strategies among several homogeneous agents to reach a given target. In our case we used the prey-predators paradigm in which a set of agents (predators) have the purpose to reach a target (prey). The problem is addressed as an optimization problem that has been faced with two different algorithms (a genetic algorithm and a particle swam optimization algorithm). The two approaches are evaluated by using a simulator for each strategy and the results show that the strategies are very different in terms of prey-predator successes. Genetic algorithm can be used by the prey to solve at the best the problem to reach the lair, otherwise the Particle Swarm Optimi…
Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis
2021
Abstract Motivated by the lack of research on price efficiency dynamics of green bonds and the impact of the COVID-19 on the pricing of fixed-income securities, this study investigates the comparative efficiency of green and conventional bond markets pre- and during the COVID-19 pandemic applying asymmetric multifractal analysis. Specifically, the multifractal scaling behaviour is examined separately during upward and downward trends in bond markets using the asymmetric multifractal detrended fluctuation analysis (A-MF-DFA) approach. The empirical findings confirm the presence of asymmetric multifractality in the green and traditional bond markets. Not surprisingly, inefficiency in both bon…
Discussion of “Optimal Debt Service: Straight vs. Convertible Debt”
2006
Corporate bond default plays a signifi cant role in today's business environment. According to Moody's, a leading provider of credit ratings, corporate bond issuers that it rated as of January 1, 2004, defaulted on a total of US $16 billion in 2004. Credit default not only affects the equity investors of a firm, but also the debt holders, who may loose part of their credit. Default can also have dramatic consequences for a firm's future operations. Therefore, the decision of if and when to default is important for both the firm and its stakeholders. There is a substantial body of literature on the determination of optimal default points as a strategic decision by the owners of a firm. Accor…
Evolution of Worldwide Stock Markets, Correlation Structure and Correlation Based Graphs
2011
We investigate the daily correlation present among market indices of stock exchanges located all over the world in the time period Jan 1996 - Jul 2009. We discover that the correlation among market indices presents both a fast and a slow dynamics. The slow dynamics reflects the development and consolidation of globalization. The fast dynamics is associated with critical events that originate in a specific country or region of the world and rapidly affect the global system. We provide evidence that the short term timescale of correlation among market indices is less than 3 trading months (about 60 trading days). The average values of the non diagonal elements of the correlation matrix, corre…