6,929 research outputs found

    Stochastic Optimization in Econometric Models – A Comparison of GA, SA and RSG

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    This paper shows that, in case of an econometric model with a high sensitivity to data, using stochastic optimization algorithms is better than using classical gradient techniques. In addition, we showed that the Repetitive Stochastic Guesstimation (RSG) algorithm –invented by Charemza-is closer to Simulated Annealing (SA) than to Genetic Algorithms (GAs), so we produced hybrids between RSG and SA to study their joint behavior. The evaluation of all algorithms involved was performed on a short form of the Romanian macro model, derived from Dobrescu (1996). The subject of optimization was the model’s solution, as function of the initial values (in the first stage) and of the objective functions (in the second stage). We proved that a priori information help “elitist “ algorithms (like RSG and SA) to obtain best results; on the other hand, when one has equal believe concerning the choice among different objective functions, GA gives a straight answer. Analyzing the average related bias of the model’s solution proved the efficiency of the stochastic optimization methods presented.underground economy, Laffer curve, informal activity, fiscal policy, transitionmacroeconomic model, stochastic optimization, evolutionary algorithms, Repetitive Stochastic Guesstimation

    Performance optimization of a leagility inspired supply chain model: a CFGTSA algorithm based approach

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    Lean and agile principles have attracted considerable interest in the past few decades. Industrial sectors throughout the world are upgrading to these principles to enhance their performance, since they have been proven to be efficient in handling supply chains. However, the present market trend demands a more robust strategy incorporating the salient features of both lean and agile principles. Inspired by these, the leagility principle has emerged, encapsulating both lean and agile features. The present work proposes a leagile supply chain based model for manufacturing industries. The paper emphasizes the various aspects of leagile supply chain modeling and implementation and proposes a new Hybrid Chaos-based Fast Genetic Tabu Simulated Annealing (CFGTSA) algorithm to solve the complex scheduling problem prevailing in the leagile environment. The proposed CFGTSA algorithm is compared with the GA, SA, TS and Hybrid Tabu SA algorithms to demonstrate its efficacy in handling complex scheduling problems

    An enhanced artificial neural network with a shuffled complex evolutionary global optimization with principal component analysis

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    The classical Back-Propagation (BP) scheme with gradient-based optimization in training Artificial Neural Networks (ANNs) suffers from many drawbacks, such as the premature convergence, and the tendency of being trapped in local optimums. Therefore, as an alternative for the BP and gradient-based optimization schemes, various Evolutionary Algorithms (EAs), i.e., Particle Swarm Optimization (PSO), Genetic Algorithm (GA), Simulated Annealing (SA), and Differential Evolution (DE), have gained popularity in the field of ANN weight training. This study applied a new efficient and effective Shuffled Complex Evolutionary Global Optimization Algorithm with Principal Component Analysis – University of California Irvine (SP-UCI) to the weight training process of a three-layer feed-forward ANN. A large-scale numerical comparison is conducted among the SP-UCI-, PSO-, GA-, SA-, and DE-based ANNs on 17 benchmark, complex, and real-world datasets. Results show that SP-UCI-based ANN outperforms other EA-based ANNs in the context of convergence and generalization. Results suggest that the SP-UCI algorithm possesses good potential in support of the weight training of ANN in real-word problems. In addition, the suitability of different kinds of EAs on training ANN is discussed. The large-scale comparison experiments conducted in this paper are fundamental references for selecting proper ANN weight training algorithms in practice

    The Olympic medals ranks, lexicographic ordering and numerical infinities

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    Several ways used to rank countries with respect to medals won during Olympic Games are discussed. In particular, it is shown that the unofficial rank used by the Olympic Committee is the only rank that does not allow one to use a numerical counter for ranking – this rank uses the lexicographic ordering to rank countries: one gold medal is more precious than any number of silver medals and one silver medal is more precious than any number of bronze medals. How can we quantify what do these words, more precious, mean? Can we introduce a counter that for any possible number of medals would allow us to compute a numerical rank of a country using the number of gold, silver, and bronze medals in such a way that the higher resulting number would put the country in the higher position in the rank? Here we show that it is impossible to solve this problem using the positional numeral system with any finite base. Then we demonstrate that this problem can be easily solved by applying numerical computations with recently developed actual infinite numbers. These computations can be done on a new kind of a computer – the recently patented Infinity Computer. Its working software prototype is described briefly and examples of computations are given. It is shown that the new way of counting can be used in all situations where the lexicographic ordering is required

    Carbon clusters: From ring structures to nanographene

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    The lowest energy configurations of Cn(n =< 55) clusters are obtained using the energy mini- mization technique with the conjugate gradient (CG) method where a modified Brenner potential is invoked to describe the carbon and hydrocarbon interaction. We found that the ground state configuration consists of a single ring for small number of C atoms and multi-ring structures are found with increasing n, which can be in planar, bowl-like or cap-like form. Contrary to previous predictions, the binding energy Eb does not show even-odd oscillations and only small jumps are found in the Eb(n) curve as a consequence of specific types of edges or equivalently the number of secondary atoms. We found that hydrogenation of the edge atoms may change the ground state configuration of the nanocluster. In both cases we determined the magic clusters. Special attention is paid to trigonal and hexagonal shaped carbon clusters and to clusters having a graphene-like configuration. Trigonal clusters are never the ground state, while hexagonal shaped clusters are only the ground state when they have zigzag edges.Comment: Accepted for publication in Phys. Rev.

    Hybridisation of genetic algorithm with simulated annealing for vertical-handover in heterogeneous wireless networks

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    To provide the seamless mobility in heterogeneous wireless networks two significant methods, simulated annealing (SA) and genetic algorithms (GAs) are hybrid. In this paradigm, vertical handovers (VHs) are necessary for seamless mobility. In this paper, the hybrid algorithm has the ability to find the optimal network to connect with a good quality of service (QoS) in accordance with the user's preferences. The intelligent algorithm was developed to provide solutions near to real time and to avoid slow and considerable computations according to the features of the mobile devices. Moreover, a cost function is used to sustain the chosen QoS during transition between networks, which is measured in terms of the bandwidth, BER, ABR, SNR and monetary cost. Simulation results presented that choosing the SA rules would minimise the cost function and the GA-SA algorithm could reduce the number of unnecessary handovers, and thereby avoid the 'Ping-Pong' effect
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