Orientador: Rubén Augusto Romero Lázaro / Banca: Marina Lavorato de Oliveira / Banca: Marcelo Escobar de Oliveira / Resumo: Neste trabalho é proposta a resolução de problemas multimodais usando duas diferentes meta-heurísticas: Algoritmo Genético de Chu-Beasley modificado e o Algoritmo Genético de Chaves Aleatórias Viciadas (BRKGA), com foco principal nos resultados obtidos por esta última. É feita especificamente a implementação das meta-heurísticas e comparação dos resultados obtidos por estas diferentes técnicas. Uma característica muito importante do BRKGA é a estruturação que permite separar o algoritmo em duas parcelas claramente diferenciadas, uma parcela que depende exclusivamente das características do BRKGA e, portanto, independente do problema que se pretende resolver e outra parcela que depende exclusivamente das características especificas do problema que pretendemos resolver. Essa característica geral do BRKGA permite que ele seja facilmente aplicado a uma grande variedade de problemas, já que a primeira parcela pode ser integralmente aproveitada na resolução de um novo problema. Por outro lado, o Algoritmo Genético de Chu-Beasley (AGCB) é caracterizado pela substituição de um único indivíduo no ciclo geracional e pelo controle máximo de diversidade, mas isto não é suficiente para resolução de problemas complexos e multimodais, sendo assim, é apresentado o AGCB modificado, onde o critério de diversidade é estendido, a população inicial e o descendente gerado no ciclo geracional passa por uma melhoria local. Essas características tornam-o competitivo justificando a comparação com o BRKGA / Abstract: In this work it is proposed the resolution of multimodal problems using two different meta- heuristics: Chu-Beasley's Genetic Algorithm and Biased Random Key Genetic Algorithm (BRKGA), focusing mainly on the results obtained by the latter. Specifically the imple- mentation and comparison of results obtained by these different techniques is made. There are several metaheuristics, each with its own specific characteristics which have advan- tages and disadvantages for the resolution of certain problems and in several ways in the implementation and results. A very important feature of the BRKGA is the structure that allows to separate the algorithm into two clearly different parts, one part that depends exclusively on the characteristics of BRKGA and therefore independent of the problem to be solved and another part that depends exclusively on the specific characteristics of the problem we intend to solve. This general feature of the BRKGA allows it to be readily applied to a variety of problems, because the first component part can be fully utilized to solve a new problem. On the other hand, Chu-Beasley's Genetic Algorithm (AGCB) is characterized by the replacement of a single individual in the generation cycle and by maximum control of diversity, but this is not enough to solve complex and multimodal problems, therefore it is presented the modified AGCB, where the diversity criterion is extended, the initial population and the descendant generated in the generational cycle passes through a local improvement. These features make it competitive, justifying the comparison with BRKGA / Mestre

This thesis presents research into the possibility of developing a computerised system that can evaluate the aesthetics and engineering aspects of solid shapes. One of the research areas is also to include such an evaluation system into an existing evolutionary CAD system which utilizes the Genetic Algorithms (GAs) technology. An extensive literature survey has been carried out to better understand and clarify the vagueness and subjectivity of the concept of aesthetics, which leads to the work of defining and quantifying a set of aesthetic parameters. This research achieves its novelty in aiming to assist designers in evaluating the aesthetics and functional aspects of designs early in the conceptual design stage, and its inclusion into an evolutionary CAD system. The field of Computer Aided Design (CAD) lacks the aesthetics aspect of the design, which is very crucial in evaluating designs especially considering the trend towards virtual prototypes replacing physical prototypes. This research has managed to suggest, define and quantify a set of aesthetic and functional elements or parameters, which will be the basis of solid shape evaluation. This achievement will help designers in determining the fulfilment of design targets, where the designers will have a full control to determine the priority of each evaluation element in the developed system. In achieving this, computer software including a programming language package and CAD software are involved, which eventually led to the development of a prototype system called Computer Aided Aesthetics and Functions Evaluation (CAAFE). An evolutionary CAD system called Evolutionary Form Design (EFD), which utilizes GAs, has been available for few years now. It evolves shapes for quick and creative suggestions, however it lacks the automated evaluation and aesthetics aspects of the design. This research has worked into the integrating of CAAFE into EFD, which led to a system that could evolve objects based on a selected and weighed aesthetic and functional elements. Finally, surveys from users have also been presented in this thesis to offer improvement to the scoring system within the CAAFE system.

Kyoto University (京都大学) / 0048 / 新制・課程博士 / 博士(工学) / 甲第14577号 / 工博第3045号 / 新制||工||1453(附属図書館) / 26929 / UT51-2009-D289 / 京都大学大学院工学研究科航空宇宙工学専攻 / (主査)教授 吉村 允孝, 教授 椹木 哲夫, 教授 松原 厚 / 学位規則第4条第1項該当

D.Phil. (Electrical & Electronic Engineering Science) / Recent advancement in optical fibre communications technology is partly due to the advancement of optical thin-film technology. The advancement of optical thin-film technology includes the development of new and existing deposition and optical filter design methods. Genetic algorithm is one of the new design methods that show promising results in designing a number of complicated design specifications. The research is entirely devoted to the investigation of the genetic algorithm design method in the design of producible polarised and non-polarised edge filters for optical fibre communication applications. In this study, a number of optical filter design methods such as Fourier Transform and refining are investigated for their potential in designing those kinds of structures. Owing to the serious limitations to which they are subject, they could not yield the kind of results anticipated. It is the finding of this study that the genetic algorithm design method, through its optimisation capability, can give reliable and producible designs. This design method, in this study, optimises the thickness of each layer to get to the best possible solution. Its capability and unavoidable limitations in designing polarised and non-polarised beam splitters, edge filters and reflectors from absorptive and dispersive materials are well demonstrated. It is observed that the optical behaviour of the non-polarised filters designed by this method show a similar trend: as the angle of incidence increases the inevitable increase in the percentage of polarisation, stop bandwidth and ripple intensity is well controlled to an acceptable level. In the case of polarised designs the S-polarised designs show a better response to the optimisation process than the P-polarised designs, but all of them are kept well within an acceptable level. It is also demonstrated that polarised and non-polarised designs from the genetic algorithm are producible with great success. This research has accomplished the task of formulating a computer program using genetic algorithm in a Mathlab® environment for the design of producible polarised and non-polarised filters from materials of absorptive and dispersive nature.

The profitability of momentum portfolios in the equity markets is derived from the continuation of stock returns over medium time horizons. The empirical evidence of momentum, however, is significantly different across markets around the world. The purpose of this dissertation is to: 1) help global investors determine the optimal selection and holding periods for momentum portfolios, 2) evaluate the profitability of the optimized momentum portfolios in different time periods and market states, 3) assess the investment strategy profits after considering transaction costs, and 4) interpret momentum returns within the framework of prior studies on investors’ behavior. Improving on the traditional practice of selecting arbitrary selection and holding periods, a genetic algorithm (GA) is employed. The GA performs a thorough and structured search to capture the return continuations and reversals patterns of momentum portfolios. Three portfolio formation methods are used: price momentum, earnings momentum, and earnings and price momentum and a non-linear optimization procedure (GA). The focus is on common equity of the U.S. and a select number of countries, including Australia, France, Germany, Japan, the Netherlands, Sweden, Switzerland and the United Kingdom. The findings suggest that the evolutionary algorithm increases the annualized profits of the U.S. momentum portfolios. However, the difference in mean returns is statistically significant only in certain cases. In addition, after considering transaction costs, both price and earnings and price momentum portfolios do not appear to generate abnormal returns. Positive risk-adjusted returns net of trading costs are documented solely during “up” markets for a portfolio long in prior winners only. The results on the international momentum effects indicate that the GA improves the momentum returns by 2 to 5% on an annual basis. In addition, the relation between momentum returns and exchange rate appreciation/depreciation is examined. The currency appreciation does not appear to influence significantly momentum profits. Further, the influence of the market state on momentum returns is not uniform across the countries considered. The implications of the above findings are discussed with a focus on the practical aspects of momentum investing, both in the U.S. and globally.

M.Ing. / This thesis investigates how genetic algorithms may be applied to solving for flyback converter design optimization. The genetic algorithm finds the combinations of components and switching frequency required for a capable, efficient and small fly-back solution. Ways of effectively evaluating the proposed solutions are discussed in light of the circuit theories of power electronics, and specifically, fly-back converters. Applying component data effectively to the evaluation process is addressed, especially in the light of the optimization goals. A solution evolved by a genetic algorithm is tested and compared against a prototype designed through conventional methods.

The Brandeis dice problem, originally introduced in 1962 by Jaynes as an illustration of the principle of maximum entropy, was solved using the genetic algorithm, and the resulting solution was compared with that obtained analytically. The effect of varying the genetic algorithm parameters was observed, and the optimum values for population size, mutation rate, and mutation interval were determined for this problem. The optimum genetic algorithm program was then compared to a completely random method of search and optimization. Finally, the genetic algorithm approach was extended to several variations of the original problem for which an analytical approach would be impractical.

As the requirements to operate the electric power system become more stringent and operating costs must be kept to a minimum, operators and planners must ensure that power system models are accurate and capable of replicating system disturbances. Traditionally, load models were represented as static ZIP models; however, NERC has recently required that planners model the transient dynamics of motor loads to study their effect on the postdisturbance behavior of the power system. Primarily, these studies are to analyze the effects of fault-induced, delayed voltage recovery, which could lead to cascading voltage stability issues. Genetic algorithms and constrained multivariable function minimization are global and local optimization tools used to extract static and dynamic load model parameters from postdisturbance data. The genetic algorithm's fitness function minimizes the difference between measured and calculated real and reactive power by varying the model parameters. The fitness function of the genetic algorithm, a function of voltage and frequency, evaluates an individual\'s difference between measured and simulated real and reactive power. While real measured data was unavailable, simulations in PSS/E were used to create data, and then compared against estimated data to examine the algorithms' ability to estimate parameters. / Master of Science

No description available.

Optimization is considered an essential step in reinforcing the efficiency of performance and economic feasibility of construction projects. In the past few decades, evolutionary algorithms (EAs) have been widely utilized to solve various types of construction-related optimization problems due to their efficiency in finding good solutions in relatively short time periods. However, in many cases, these existing evolutionary algorithms failed to identify the optimal solution to several optimization problems. As such, it is deemed necessary to develop new approaches in order to help identify better-quality solutions. This doctoral research presents the development of a new evolutionary algorithm, named “Electimize,” that is based on the simulation of the flow of electric current in the branches of an electric circuit. The main motive in this research is to provide the construction industry with a robust optimization tool that overcomes some of the shortcomings of existing EAs. In solving optimization problems using Electimize, a number of wires (solution strings) composed of a number of segments are fabricated randomly. Each segment corresponds to a decision variable in the objective function. The wires are virtually connected in parallel to a source of an electricity to represent an electric circuit. The electric current passing through each wire is calculated by substituting the values of the segments in the objective function. The quality of the wire is based on its global resistance, which is calculated using Ohm’s law. iv he main objectives of this research are to 1) develop an optimization methodology that is capable of evaluating the quality of decision variable values in the solution string independently; 2) devise internal optimization mechanisms that would enable the algorithm to extensively search the solution space and avoid its convergence toward local optima; and 3) provide the construction industry with a reliable optimization tool that is capable of solving different classes of NP-hard optimization problems. First, internal processes are designed, modeled, and tested to enable the individual assessment of the quality of each decision variable value available in the solution space. The main principle in assessing the quality of each decision variable value individually is to use the segment resistance (local resistance) as an indicator of the quality. This is accomplished by conducting a sensitivity analysis to record the change in the resistance of a control wire, when a certain decision variable value is substituted into the corresponding segment of the control wire. The calculated local resistances of all segments of a wire are then normalized to ensure that their summation is equal to the global wire resistance and no violation is made of Kirchhoff’s rule. A benchmark NP-hard cash flow management problem from the literature is attempted to test and validate the performance of the developed approach. Not only was Electimize able to identify the optimal solution for the problem, but also it identified ten alternative optimal solutions, outperforming the existing algorithms. Second, the internal processes for the sensitivity analysis are designed to allow for extensive search of the solution space through the generation of new v wires. Every time a decision variable value is substituted in the control wire to assess its quality, a new wire that might have a better quality is generated. To further test the capabilities of Electimize in searching the solution space, Electimize was applied to a multimodal 9-city travelling salesman problem (TSP) that had been previously designed and solved mathematically. The problem has 27 alternative optimal solutions. Electimize succeeded to identify 21 of the 27 alternative optimal solutions in a limited time period. Moreover, Electimize was applied to a 16-city benchmark TSP (Ulysses16) and was able to identify the optimal tour and its alternative. Further, additional parameters are incorporated to 1) allow for the extensive search of the solution space, 2) prevent the convergence towards local optima, and 3) increase the rate of convergence towards the global optima. These parameters are classified into two categories: 1) resistance related parameters, and 2) solution exploration parameters. The resistance related parameters are: a) the conductor resistivity, b) its cross-sectional area, and c) the length of each segment. The main role of this set of parameters is to provide the algorithm with additional gauging parameters to help guide it towards the global optima. The solution exploration parameters included a) the heat factor, and b) the criterion of selecting the control wire. The main role of this set of parameters is to allow for an extensive search of the solution space in order to facilitate the identification all the available alternative optimal solutions; prevent the premature convergence towards local optima; and increase the rate of convergence towards the global optima. Two TSP instances (Bayg29 and ATT48) are attempted and vi the results obtained illustrate that Electimize outperforms other EAs with respect to the quality of solutions obtained. Third, to test the capabilities of Electimize as a reliable optimization tool in construction optimization problems, three benchmark NP-hard construction optimization problems are attempted. The first problem is the cash flow management problem, as mentioned earlier. The second problem is the time cost tradeoff problem (TCTP) and is used as an example of static optimization. The third problem is a site layout planning problem (SLPP), and represents dynamic optimization. When Electimize was applied to the TCTP, it succeeded to identify the optimal solution of the problem in a single iteration using thirty solution strings, compared to hundreds of iterations and solution strings that were used by EAs to solve the same problem. Electimize was also successful in solving the SLPP and outperformed the existing algorithm used to solve the problem by identifying a better optimal solution. The main contributions of this research are 1) developing a new approach and algorithm for optimization based on the simulation of the phenomenon of electrical conduction, 2) devising processes that enable assessing the quality of decision variable values independently, 3) formulating methodologies that allow for the extensive search of the solution space and identification of alternative optimal solutions, and 4) providing a robust optimization tool for decision makers and construction planners.