This paper extends the traditional Markowitz’s mean-variance optimization to a two-stage dynamic multi-period portfolio optimization. The underlying assets time series data are supposed to follow a discrete time triangular cointegrated vector model, and in addition random quadratic transaction costs are taken into consideration. A twostage dynamic multi-period approach is proposed, and the opti...

The optimization based automated analog design approach requires a global optimization technique that should satisfy both high success rate and high convergence rate for minimizing multiple design iterations. The traditional population-based optimization algorithms meet both the requirements. However, their performance depends on the values of the control parameters. Tuning the control paramete...

In thermoelectric coolers (TECs) applied external voltage potential is generated to a temperature difference based on the Peltier effect. Main and basic structure of TECs is in the form of single stage device. Due to the low efficiency, especially low coefficient of performance (COP) of thermoelectric coolers, optimal design of geometrical parameters of such devices is vital. For this purpose, ...

This paper introduces an effective production optimization and a water injection allocation method for oil reservoirs with water injection. In this method, a two-stage adaptive simulated annealing (ASA) is used. A coarse-grid model is made based on average horizon permeability at the beginning iterations of the optimization to search quickly. In the second stage, the fine-grid model is used to ...

Two-stage chemical deposition (TSCD) technique is used to produce ZnO, Mn2O3 and NiO films on soda-lime glass (SL-G) from an aqueous solution of zinc, manganese and nickel complex, respectively. The TSCD method enables the deposition of metal oxide thin films with a thickness which can be controlled during the preparation procedure. The ZnO, Mn2O3 and NiO thin films were polycrystalline films w...

In this paper, a two-stage method for damage detection and estimation in tall shear frames is presented. This method is based on the first mode shape of a shear frame. We demonstrate that the first mode shape slope is very sensitive to the story stiffness. Thus, at the first stage, by using the grey system theory on the first mode shape slope, damage locations are identified in shear frames. Da...

Over the last two decades, robust optimization has emerged as a computationally attractive approach to formulate and solve single-stage decision problems affected by uncertainty. More recently, robust optimization has been successfully applied to multi-stage problems with continuous recourse. This paper takes a step towards extending the robust optimization methodology to problems with integer ...