Hybrid-Game Strategies for multi-objective design optimization in engineering

A number of Game Strategies (GS) have been developed in past decades. They have been used in the fields of economics, engineering, computer science and biology due to their efficiency in solving design optimization problems. In addition, research in multi-objective (MO) and multidisciplinary design optimization (MDO) has focused on developing robust and efficient optimization methods to produce a set of high quality solutions with low computational cost. In this paper, two optimization techniques are considered; the first optimization method uses multi-fidelity hierarchical Pareto optimality. The second optimization method uses the combination of two Game Strategies; Nash-equilibrium and Pareto optimality. The paper shows how Game Strategies can be hybridised and coupled to Multi-Objective Evolutionary Algorithms (MOEA) to accelerate convergence speed and to produce a set of high quality solutions. Numerical results obtained from both optimization methods are compared in terms of computational expense and model quality. The benefits of using Hybrid-Game Strategies are clearly demonstrated

Active transonic aerofoil design optimization using robust multiobjective evolutionary algorithms

The use of adaptive wing/aerofoil designs is being considered, as they are promising techniques in aeronautic/ aerospace since they can reduce aircraft emissions and improve aerodynamic performance of manned or unmanned aircraft. This paper investigates the robust design and optimization for one type of adaptive techniques: active flow control bump at transonic flow conditions on a natural laminar flow aerofoil. The concept of using shock control bump is to control supersonic flow on the suction/pressure side of natural laminar flow aerofoil that leads to delaying shock occurrence (weakening its strength) or boundary layer separation. Such an active flow control technique reduces total drag at transonic speeds due to reduction of wave drag. The location of boundary-layer transition can influence the position and structure of the supersonic shock on the suction/pressure side of aerofoil. The boundarylayer transition position is considered as an uncertainty design parameter in aerodynamic design due to the many factors, such as surface contamination or surface erosion. This paper studies the shock-control-bump shape design optimization using robust evolutionary algorithms with uncertainty in boundary-layer transition locations. The optimization method is based on a canonical evolution strategy and incorporates the concepts of hierarchical topology, parallel computing, and asynchronous evaluation. The use of adaptive wing/aerofoil designs is being considered, as they are promising techniques in aeronautic/ aerospace since they can reduce aircraft emissions and improve aerodynamic performance of manned or unmanned aircraft. This paper investigates the robust design and optimization for one type of adaptive techniques: active flow control bump at transonic flow conditions on a natural laminar flow aerofoil. The concept of using shock control bump is to control supersonic flow on the suction/pressure side of natural laminar flow aerofoil that leads to delaying shock occurrence (weakening its strength) or boundary-layer separation. Such an active flow control technique reduces total drag at transonic speeds due to reduction of wave drag. The location of boundary-layer transition can influence the position and structure of the supersonic shock on the suction/pressure side of aerofoil. The boundarylayer transition position is considered as an uncertainty design parameter in aerodynamic design due to the many factors, such as surface contamination or surface erosion. This paper studies the shock-control-bump shape design optimization using robust evolutionary algorithms with uncertainty in boundary-layer transition locations. The optimization method is based on a canonical evolution strategy and incorporates the concepts of hierarchical topology, parallel computing, and asynchronous evaluation. Two test cases are conducted: the first test assumes the boundary-layer transition position is at 45% of chord from the leading edge, and the second test considers robust design optimization for the shock control bump at the variability of boundary-layer transition positions. The numerical result shows that the optimization method coupled to uncertainty design techniques produces Pareto optimal shock-control-bump shapes, which have low sensitivity and high aerodynamic performance while having significant total drag reduction.

Double-shock control bump design optimization using hybridized evolutionary algorithms

This study investigates the application of two advanced optimization methods for solving active flow control (AFC) device shape design problem and compares their optimization efficiency in terms of computational cost and design quality. The first optimization method uses hierarchical asynchronous parallel multi-objective evolutionary algorithm and the second uses hybridized evolutionary algorithm with Nash-Game strategies (Hybrid-Game). Both optimization methods are based on a canonical evolution strategy and incorporate the concepts of parallel computing and asynchronous evaluation. One type of AFC device named shock control bump (SCB) is considered and applied to a natural laminar flow (NLF) aerofoil. The concept of SCB is used to decelerate supersonic flow on suction/pressure side of transonic aerofoil that leads to a delay of shock occurrence. Such active flow technique reduces total drag at transonic speeds which is of special interest to commercial aircraft. Numerical results show that the Hybrid-Game helps an EA to accelerate optimization process. From the practical point of view, applying a SCB on the suction and pressure sides significantly reduces transonic total drag and improves lift-to-drag (L/D) value when compared to the baseline design.

Persistent ocean monitoring with underwater gliders : adapting sampling resolution

Ocean processes are dynamic, complex, and occur on multiple spatial and temporal scales. To obtain a synoptic view of such processes, ocean scientists collect data over long time periods. Historically, measurements were continually provided by fixed sensors, e.g., moorings, or gathered from ships. Recently, an increase in the utilization of autonomous underwater vehicles has enabled a more dynamic data acquisition approach. However, we still do not utilize the full capabilities of these vehicles. Here we present algorithms that produce persistent monitoring missions for underwater vehicles by balancing path following accuracy and sampling resolution for a given region of interest, which addresses a pressing need among ocean scientists to efficiently and effectively collect high-value data. More specifically, this paper proposes a path planning algorithm and a speed control algorithm for underwater gliders, which together give informative trajectories for the glider to persistently monitor a patch of ocean. We optimize a cost function that blends two competing factors: maximize the information value along the path, while minimizing deviation from the planned path due to ocean currents. Speed is controlled along the planned path by adjusting the pitch angle of the underwater glider, so that higher resolution samples are collected in areas of higher information value. The resulting paths are closed circuits that can be repeatedly traversed to collect long-term ocean data in dynamic environments. The algorithms were tested during sea trials on an underwater glider operating off the coast of southern California, as well as in Monterey Bay, California. The experimental results show significant improvements in data resolution and path reliability compared to previously executed sampling paths used in the respective regions.

Evaluating multivariate volatility forecasts : how effective are statistical and economic loss functions?

Multivariate volatility forecasts are an important input in many financial applications, in particular portfolio optimisation problems. Given the number of models available and the range of loss functions to discriminate between them, it is obvious that selecting the optimal forecasting model is challenging. The aim of this thesis is to thoroughly investigate how effective many commonly used statistical (MSE and QLIKE) and economic (portfolio variance and portfolio utility) loss functions are at discriminating between competing multivariate volatility forecasts. An analytical investigation of the loss functions is performed to determine whether they identify the correct forecast as the best forecast. This is followed by an extensive simulation study examines the ability of the loss functions to consistently rank forecasts, and their statistical power within tests of predictive ability. For the tests of predictive ability, the model confidence set (MCS) approach of Hansen, Lunde and Nason (2003, 2011) is employed. As well, an empirical study investigates whether simulation findings hold in a realistic setting. In light of these earlier studies, a major empirical study seeks to identify the set of superior multivariate volatility forecasting models from 43 models that use either daily squared returns or realised volatility to generate forecasts. This study also assesses how the choice of volatility proxy affects the ability of the statistical loss functions to discriminate between forecasts. Analysis of the loss functions shows that QLIKE, MSE and portfolio variance can discriminate between multivariate volatility forecasts, while portfolio utility cannot. An examination of the effective loss functions shows that they all can identify the correct forecast at a point in time, however, their ability to discriminate between competing forecasts does vary. That is, QLIKE is identified as the most effective loss function, followed by portfolio variance which is then followed by MSE. The major empirical analysis reports that the optimal set of multivariate volatility forecasting models includes forecasts generated from daily squared returns and realised volatility. Furthermore, it finds that the volatility proxy affects the statistical loss functions’ ability to discriminate between forecasts in tests of predictive ability. These findings deepen our understanding of how to choose between competing multivariate volatility forecasts.

Simulations of the effect of waveguide cross-section on quantum dot – plasmon coupling

Quantum dot - plasmon waveguide systems are of interest for the active control of plasmon propagation, and consequently, the development of active nanophotonic devices such as nano-sized optical transistors. This paper is concerned with how varying aspect ratio of the waveguide crosssection affects the quantum dot - plasmon coupling. We compare a stripe waveguide with an equivalent nanowire, illustrating that both waveguides have a similar coupling strength to a nearby quantum dot for small waveguide cross-section, thereby indicating that stripe lithographic waveguides have strong potential use in quantum dot –plasmon waveguide systems. We also demonstrate that changing the aspect ratio of both stripe and wire waveguides can increase the spontaneous emission rate of the quantum dot into the plasmon mode, by up to a factor of five. The results of this paper will contribute to the optimisation of quantum dot - plasmon waveguide systems and help pave the way for the development of active nanophotonics devices.

Investigation of methods for increasing the energy efficiency on unmanned aerial vehicles (UAVS)

In recent years, development of Unmanned Aerial Vehicles (UAV) has become a significant growing segment of the global aviation industry. These vehicles are developed with the intention of operating in regions where the presence of onboard human pilots is either too risky or unnecessary. Their popularity with both the military and civilian sectors have seen the use of UAVs in a diverse range of applications, from reconnaissance and surveillance tasks for the military, to civilian uses such as aid relief and monitoring tasks. Efficient energy utilisation on an UAV is essential to its functioning, often to achieve the operational goals of range, endurance and other specific mission requirements. Due to the limitations of the space available and the mass budget on the UAV, it is often a delicate balance between the onboard energy available (i.e. fuel) and achieving the operational goals. This thesis presents an investigation of methods for increasing the energy efficiency on UAVs. One method is via the development of a Mission Waypoint Optimisation (MWO) procedure for a small fixed-wing UAV, focusing on improving the onboard fuel economy. MWO deals with a pre-specified set of waypoints by modifying the given waypoints within certain limits to achieve its optimisation objectives of minimising/maximising specific parameters. A simulation model of a UAV was developed in the MATLAB Simulink environment, utilising the AeroSim Blockset and the in-built Aerosonde UAV block and its parameters. This simulation model was separately integrated with a multi-objective Evolutionary Algorithm (MOEA) optimiser and a Sequential Quadratic Programming (SQP) solver to perform single-objective and multi-objective optimisation procedures of a set of real-world waypoints in order to minimise the onboard fuel consumption. The results of both procedures show potential in reducing fuel consumption on a UAV in a ight mission. Additionally, a parallel Hybrid-Electric Propulsion System (HEPS) on a small fixedwing UAV incorporating an Ideal Operating Line (IOL) control strategy was developed. An IOL analysis of an Aerosonde engine was performed, and the most efficient (i.e. provides greatest torque output at the least fuel consumption) points of operation for this engine was determined. Simulation models of the components in a HEPS were designed and constructed in the MATLAB Simulink environment. It was demonstrated through simulation that an UAV with the current HEPS configuration was capable of achieving a fuel saving of 6.5%, compared to the ICE-only configuration. These components form the basis for the development of a complete simulation model of a Hybrid-Electric UAV (HEUAV).

Efficient hybrid-game strategies coupled to evolutionary algorithms for robust multidisciplinary design optimization in aerospace engineering

A number of game strategies have been developed in past decades and used in the fields of economics, engineering, computer science, and biology due to their efficiency in solving design optimization problems. In addition, research in multiobjective and multidisciplinary design optimization has focused on developing a robust and efficient optimization method so it can produce a set of high quality solutions with less computational time. In this paper, two optimization techniques are considered; the first optimization method uses multifidelity hierarchical Pareto-optimality. The second optimization method uses the combination of game strategies Nash-equilibrium and Pareto-optimality. This paper shows how game strategies can be coupled to multiobjective evolutionary algorithms and robust design techniques to produce a set of high quality solutions. Numerical results obtained from both optimization methods are compared in terms of computational expense and model quality. The benefits of using Hybrid and non-Hybrid-Game strategies are demonstrated.

QoS-aware web service composition using genetic algorithms

Web service technology is increasingly being used to build various e-Applications, in domains such as e-Business and e-Science. Characteristic benefits of web service technology are its inter-operability, decoupling and just-in-time integration. Using web service technology, an e-Application can be implemented by web service composition — by composing existing individual web services in accordance with the business process of the application. This means the application is provided to customers in the form of a value-added composite web service. An important and challenging issue of web service composition, is how to meet Quality-of-Service (QoS) requirements. This includes customer focused elements such as response time, price, throughput and reliability as well as how to best provide QoS results for the composites. This in turn best fulfils customers’ expectations and achieves their satisfaction. Fulfilling these QoS requirements or addressing the QoS-aware web service composition problem is the focus of this project. From a computational point of view, QoS-aware web service composition can be transformed into diverse optimisation problems. These problems are characterised as complex, large-scale, highly constrained and multi-objective problems. We therefore use genetic algorithms (GAs) to address QoS-based service composition problems. More precisely, this study addresses three important subproblems of QoS-aware web service composition; QoS-based web service selection for a composite web service accommodating constraints on inter-service dependence and conflict, QoS-based resource allocation and scheduling for multiple composite services on hybrid clouds, and performance-driven composite service partitioning for decentralised execution. Based on operations research theory, we model the three problems as a constrained optimisation problem, a resource allocation and scheduling problem, and a graph partitioning problem, respectively. Then, we present novel GAs to address these problems. We also conduct experiments to evaluate the performance of the new GAs. Finally, verification experiments are performed to show the correctness of the GAs. The major outcomes from the first problem are three novel GAs: a penaltybased GA, a min-conflict hill-climbing repairing GA, and a hybrid GA. These GAs adopt different constraint handling strategies to handle constraints on interservice dependence and conflict. This is an important factor that has been largely ignored by existing algorithms that might lead to the generation of infeasible composite services. Experimental results demonstrate the effectiveness of our GAs for handling the QoS-based web service selection problem with constraints on inter-service dependence and conflict, as well as their better scalability than the existing integer programming-based method for large scale web service selection problems. The major outcomes from the second problem has resulted in two GAs; a random-key GA and a cooperative coevolutionary GA (CCGA). Experiments demonstrate the good scalability of the two algorithms. In particular, the CCGA scales well as the number of composite services involved in a problem increases, while no other algorithms demonstrate this ability. The findings from the third problem result in a novel GA for composite service partitioning for decentralised execution. Compared with existing heuristic algorithms, the new GA is more suitable for a large-scale composite web service program partitioning problems. In addition, the GA outperforms existing heuristic algorithms, generating a better deployment topology for a composite web service for decentralised execution. These effective and scalable GAs can be integrated into QoS-based management tools to facilitate the delivery of feasible, reliable and high quality composite web services.

A review of optimization techniques used in the design of fibre composite structures for civil engineering applications

Fibre composite structures have become the most attractive candidate for civil engineering applications. Fibre reinforced plastic polymer (FRP) composite materials have been used in the rehabilitation and replacement of the old degrading traditional structures or build new structures. However, the lack of design standards for civil infrastructure limits their structural applications. The majority of the existing applications have been designed based on the research and guidelines provided by the fibre composite manufacturers or based on the designer’s experience. It has been a tendency that the final structure is generally over-designed. This paper provides a review on the available studies related to the design optimization of fibre composite structures used in civil engineering such as; plate, beam, box beam, sandwich panel, bridge girder, and bridge deck. Various optimization methods are presented and compared. In addition, the importance of using the appropriate optimization technique is discussed. An improved methodology, which considering experimental testing, numerical modelling, and design constrains, is proposed in the paper for design optimization of composite structures.

Adaptive and optimal under frequency load shedding

Power systems in many countries are stressed towards their stability limit. If these stable systems experience any unexpected serious contingencies, or disturbances, there is a significant risk of instability, which may lead to wide-spread blackout. Frequency is a reliable indicator for such instability condition exists on the power system; therefore under-frequency load shedding technique is used to stable the power system by curtail some load. In this paper, the SFR-UFLS model redeveloped to generate optimal load shedding method is that optimally shed load following one single particular contingency event. The proposed optimal load shedding scheme is then tested on the 39-bus New England test system to show the performance against random load shedding scheme.

Implementable efficient time and energy consumption trajectories design for an autonomous underwater vehicle

In this paper we consider the implementation of time and energy efficient trajectories onto a test-bed autonomous underwater vehicle. The trajectories are losely connected to the results of the application of the maximum principle to the controlled mechanical system. We use a numerical algorithm to compute efficient trajectories designed using geometric control theory to optimize a given cost function. Experimental results are shown for the time minimization problem.

Towards automatic object segmentation with sequential multiple views

Object segmentation is one of the fundamental steps for a number of robotic applications such as manipulation, object detection, and obstacle avoidance. This paper proposes a visual method for incorporating colour and depth information from sequential multiview stereo images to segment objects of interest from complex and cluttered environments. Rather than segmenting objects using information from a single frame in the sequence, we incorporate information from neighbouring views to increase the reliability of the information and improve the overall segmentation result. Specifically, dense depth information of a scene is computed using multiple view stereo. Depths from neighbouring views are reprojected into the reference frame to be segmented compensating for imperfect depth computations for individual frames. The multiple depth layers are then combined with color information from the reference frame to create a Markov random field to model the segmentation problem. Finally, graphcut optimisation is employed to infer pixels belonging to the object to be segmented. The segmentation accuracy is evaluated over images from an outdoor video sequence demonstrating the viability for automatic object segmentation for mobile robots using monocular cameras as a primary sensor.

Application of operations research techniques to improve efficiency in the emergency department

The main aim of this thesis is to analyse and optimise a public hospital Emergency Department. The Emergency Department (ED) is a complex system with limited resources and a high demand for these resources. Adding to the complexity is the stochastic nature of almost every element and characteristic in the ED. The interaction with other functional areas also complicates the system as these areas have a huge impact on the ED and the ED is powerless to change them. Therefore it is imperative that OR be applied to the ED to improve the performance within the constraints of the system. The main characteristics of the system to optimise included tardiness, adherence to waiting time targets, access block and length of stay. A validated and verified simulation model was built to model the real life system. This enabled detailed analysis of resources and flow without disruption to the actual ED. A wide range of different policies for the ED and a variety of resources were able to be investigated. Of particular interest was the number and type of beds in the ED and also the shift times of physicians. One point worth noting was that neither of these resources work in isolation and for optimisation of the system both resources need to be investigated in tandem. The ED was likened to a flow shop scheduling problem with the patients and beds being synonymous with the jobs and machines typically found in manufacturing problems. This enabled an analytic scheduling approach. Constructive heuristics were developed to reactively schedule the system in real time and these were able to improve the performance of the system. Metaheuristics that optimised the system were also developed and analysed. An innovative hybrid Simulated Annealing and Tabu Search algorithm was developed that out-performed both simulated annealing and tabu search algorithms by combining some of their features. The new algorithm achieves a more optimal solution and does so in a shorter time.

Strategic project evaluation for open pit mining ventures using real options and allied econometric techniques

Open pit mine operations are complex businesses that demand a constant assessment of risk. This is because the value of a mine project is typically influenced by many underlying economic and physical uncertainties, such as metal prices, metal grades, costs, schedules, quantities, and environmental issues, among others, which are not known with much certainty at the beginning of the project. Hence, mining projects present a considerable challenge to those involved in associated investment decisions, such as the owners of the mine and other stakeholders. In general terms, when an option exists to acquire a new or operating mining project, , the owners and stock holders of the mine project need to know the value of the mining project, which is the fundamental criterion for making final decisions about going ahead with the venture capital. However, obtaining the mine project’s value is not an easy task. The reason for this is that sophisticated valuation and mine optimisation techniques, which combine advanced theories in geostatistics, statistics, engineering, economics and finance, among others, need to be used by the mine analyst or mine planner in order to assess and quantify the existing uncertainty and, consequently, the risk involved in the project investment. Furthermore, current valuation and mine optimisation techniques do not complement each other. That is valuation techniques based on real options (RO) analysis assume an expected (constant) metal grade and ore tonnage during a specified period, while mine optimisation (MO) techniques assume expected (constant) metal prices and mining costs. These assumptions are not totally correct since both sources of uncertainty—that of the orebody (metal grade and reserves of mineral), and that about the future behaviour of metal prices and mining costs—are the ones that have great impact on the value of any mining project. Consequently, the key objective of this thesis is twofold. The first objective consists of analysing and understanding the main sources of uncertainty in an open pit mining project, such as the orebody (in situ metal grade), mining costs and metal price uncertainties, and their effect on the final project value. The second objective consists of breaking down the wall of isolation between economic valuation and mine optimisation techniques in order to generate a novel open pit mine evaluation framework called the ―Integrated Valuation / Optimisation Framework (IVOF)‖. One important characteristic of this new framework is that it incorporates the RO and MO valuation techniques into a single integrated process that quantifies and describes uncertainty and risk in a mine project evaluation process, giving a more realistic estimate of the project’s value. To achieve this, novel and advanced engineering and econometric methods are used to integrate financial and geological uncertainty into dynamic risk forecasting measures. The proposed mine valuation/optimisation technique is then applied to a real gold disseminated open pit mine deposit to estimate its value in the face of orebody, mining costs and metal price uncertainties.