I develop a multi-account alpha-tracking error framework that simultaneously optimizes across an investor’s multiple accounts with different tax treatments, existing holdings, lots, and opportunity sets while considering taxes trade costs in single optimization. The objective function includes optional term for nonpecuniary preferences, such as various environmental, social, governance (ESG) ch...

This study concerns the scope to improve water flooding in heterogeneous reservoirs. We used an existing, in-house developed, optimization program consisting of a reservoir simulator in combination with an adjoint-based optimal control algorithm. In particular we aimed to examine the scope for optimization in a two-dimensional horizontal reservoir containing a single high permeable streak, ...

Response surface methodology is a common tool in optimizing processes. It mainly concerns situations when there is only one response of interest. However, many designed experiments often involve simultaneous optimization of several quality characteristics. This is called a Multiresponse Surface Optimization problem. A common approach in dealing with these problems is to apply desirability funct...

Dampers can reduce structural response under dynamic loads. Since dampers are costly, the design of structures equipped with dampers should make their application economically justifiable. Among the effective cost reduction factors is optimal damper placement. Hence, this study intended to find the optimal viscous damper placement using efficient optimization methods. Taking into account the no...

in this paper, experimentally derived correlations of heat transfer and pressure drop are used in a pareto based multi-objective optimization (moo) approach to find the best possible combinations of heat transfer and pressure drop of tio2-water nanofluid flow in tubes fitted with multiple twisted tape inserts in different arrangement. in this study there are four independent design variables: t...

Evaluation of a product or process involves simultaneous study of several product quality characteristics or responses. The ultimate goal of manufacturing process optimization is to determine the settings of the process variables such that the best combination of the responses is obtained. In case of multiple processing stages, determining optimal process condition is a critical and difficult t...

Three phases are considered for multiple response optimization (MRO) problems. They are design of experiments, modeling and optimization. Committee machines (CM) as a set of some experts such as some artificial neural networks (ANNs) can be applied for modeling phase. Then, genetic algorithm (GA) determines the final solution with object maximizing the global desirability as optimization phase....

Desirability functions (DF)s play an increasing role for solving the optimization of process or product quality problems having various quality characteristics to obtain a good compromise between these characteristics. There are many alternative formulations to these functions and solution strategies suggested for handling their weaknesses and improving their strength. Although the DFs of Derri...

Researchers add serum to a classical medium at concentrations of 5 to 10% (v/v) to grow cellsin-vitro culture media. Unfortunately, serum is a poorly defined culture medium componentas its composition can vary considerably while serum-free cell culture media are an excellentalternative to standard serum-containing media and offer several major advantages. Advantagesof us...