نتایج جستجو برای: numerical algorithm
تعداد نتایج: 1029982 فیلتر نتایج به سال:
in this paper, the problem of layout optimization for x-bracing of steel frames is studied using the ant system (as). a new design method is employed to share the gravity and the lateral loads between the main frame and the bracings according to the requirements of the ibc2006 code. an algorithm is developed which is called optimum steel designer (osd). an optimization method based on an approx...
Integrated production-distribution planning (PDP) is one of the most important approaches in supply chain networks. We consider a supply chain network (SCN) to consist of multi suppliers, plants, distribution centers (DCs), and retailers. A bi-objective mixed integer linear programming model for integrating production-distribution designed here aim to simultaneously minimize total net costs in ...
In this study, we discuss the capacitated facility location-allocation problem with uncertain parameters in which the uncertainty is characterized by given finite numbers of scenarios. In this model, the objective function minimizes the total expected costs of transportation and opening facilities subject to the robustness constraint. To tackle the problem efficiently and effectively, an effici...
The wind turbine has grown out to be one of the most common Renewable Energy Sources (RES) around the world in recent years. This study was intended to position the Wind Turbine (WT) on a wind farm to achieve the highest performance possible in Electric Distribution Network (EDN). In this paper a new optimization algorithm namely Salp Swarm Algorithm (SSA) is applied to solve the problem of opt...
in the present work, a new stochastic algorithm is proposed to solve multiple dimensional fredholm integral equations of the second kind. the solution of the integral equation is described by the neumann series expansion. each term of this expansion can be considered as an expectation which is approximated by a continuous markov chain monte carlo method. an algorithm is proposed to sim...
this paper proposes an optimal power flow (opf) algorithm by direct load control (dlc) programs to optimize the operational cost of smart grids considering various scenarios based on different constraints. the cost function includes active power production cost of available power sources and a novel flexible load curtailment cost associated with dlc programs. the load curtailment cost is based ...
In this paper we use the eigenfunctions of the Laplacian to approximate the solution of some nonlinear equations which are used to model natural phenomena (as the Navier-Stokes flow equations, for instance). In this respect we propose a numerical algorithm, combining the Uzawa and Arrow-Hurwitz algorithms. The algorithm proposed here shares features from both algorithms, and it has the followin...
Swarm intelligence is a fascinating area for the researchers in the field of optimization. Researchers have developed many algorithms by simulating the swarming behavior of various creatures like ants, honey bees, fishes, birds and their findings are very motivating. In this paper, a new approach for optimization is proposed by modeling the social behavior of spider monkeys. Spider monkeys have...
We study the numerical solution of the Greeks of Asian options. In particular, we derive a close form solution of Δ of Asian geometric option and use this analytical form as a control to numerically calculate Δ of Asian arithmetic option, which is known to have no explicit close form solution. We implement our proposed numerical method and compare the standard error with other classical varianc...
In this paper, a normalized oating point representation has been used for making it be possible to design biotechnical genetic operators as well as to apply some genetic operators like inversion. To improve the adaptation of evolutionary algorithms and avoid the biases which may exist in some genetic operators, we have designed and applied several kinds of genetic operators with some probabilit...
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