index tracking is the process of developing a portfolio that reproduces the performance of an index. the tracker portfolio has relatively good diversity and low turnover and low transaction costs. in this paper we applied a binary programming model for index tracking problem. in this model the number of assets for portfolio construction is defined by portfolio manager. the robust optimization f...

this paper presents a full duplex, real time implementation of itu-t g.723.1 [7,8] speech coder using the tms320c5402 dsp chip which is based on a 16 bit fixed-point architecture. an optimization method is proposed in order to reduce the total necessary cycle time consumed in real-time implementation. the multi-pulse maximum likelihood quantization (mp-mlq) excitation search block which is the ...

in the current work, different methods for optimization of turbine blade internal cooling are investigated, to achieve higher cyclic efficiency and output power for a typical gas turbine. a simple two-dimensional model of c3x blade is simulated and validated with available experimental data. the optimization process is performed on this model with two different methods. the first method is a po...

A new method of optimization on linear parabolic solar collectors using exergy analysis is presented. A comprehensive mathematical modeling of thermal and optical performance is simulated and geometrical and thermodynamic parameters were assumed as optimization variables. By applying a derived expression for exergy efficiency, exergy losses were generated and the optimum design and operating co...

This paper introduces an adaptive control method of strong mutation rate and probability for queen-bee genetic algorithms. Although the queen-bee genetic algorithms have shown good performances, it had a critical problem that the strong mutation rate and probability should be selected by a trial and error method empirically. In order to solve this problem, we employed the measure of convergence...

The landscape contest provides a new and configurable framework to evaluate the robustness of supervised classification techniques and detect their limitations. By means of an evolutionary multiobjective optimization approach, artificial data sets are generated to cover reachable regions in different dimensions of data complexity space. Systematic comparison of a diverse set of classifiers high...

nowadays, due to inherent complexity of real optimization problems, it has always been a challenging issue to develop a solution algorithm to these problems. single row facility layout problem (srflp) is a np-hard problem of arranging a number of rectangular facilities with varying length on one side of a straight line with aim of minimizing the weighted sum of the distance between all facility...

this study is focused on developing an integrated optimization-simulation based genetic algorithm model (iosga) to develop the operational policies for a multi-purpose reservoir system. the objective function of the optimization model is considered to be a linear function of reliability (rel), resiliency (res), and vulnerability (vul) of the river-reservoir system. genetic algorithm (ga) is emp...