• Title/Summary/Keyword: Non Linear Programming

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Islamic Bank Efficiency in Indonesia: Stochastic Frontier Analysis

  • OCTRINA, Fajra;MARIAM, Alia Gantina Siti
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.1
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    • pp.751-758
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    • 2021
  • This research is conducted to measure the efficiency level of Islamic banking in Indonesia and also to analyze the factors that can affect its efficiency level. This research used a purposive sampling technique to determine the sample size that will be used, with criteria that the bank has been operating since 2010 and consistently published its financial reports during the research period from 2011 until 2019; therefore, the total sample obtained was 11 samples. Analysis for efficiency level is done by using linear programming Stochastic Frontier Analysis (SFA), with test tool in the form of Frontier 4.1 and Eviews9 to find out what factors that affect efficiency. Efficiency test is done by involving input and output, while influence test used bank-specific variables comprising bank size, bank financial ratio, and macro-economy variable. Research result shows that there are only two banks that are almost close to being fully efficient firms, but the result still does not indicate that Islamic bank works efficiently. Results of the influence test show that factors affecting Islamic banking efficiency in Indonesia are bank size, Capital Adequacy Ratio (CAR), Non-Performing Finance (NPF), and Financing to Deposit Ratio (FDR), while other factors are not influential over the study period.

A novel multi-feature model predictive control framework for seismically excited high-rise buildings

  • Katebi, Javad;Rad, Afshin Bahrami;Zand, Javad Palizvan
    • Structural Engineering and Mechanics
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    • v.83 no.4
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    • pp.537-549
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    • 2022
  • In this paper, a novel multi-feature model predictive control (MPC) framework with real-time and adaptive performances is proposed for intelligent structural control in which some drawbacks of the algorithm including, complex control rule and non-optimality, are alleviated. Hence, Linear Programming (LP) is utilized to simplify the resulted control rule. Afterward, the Whale Optimization Algorithm (WOA) is applied to the optimal and adaptive tuning of the LP weights independently at each time step. The stochastic control rule is also achieved using Kalman Filter (KF) to handle noisy measurements. The Extreme Learning Machine (ELM) is then adopted to develop a data-driven and real-time control algorithm. The efficiency of the developed algorithm is then demonstrated by numerical simulation of a twenty-story high-rise benchmark building subjected to earthquake excitations. The competency of the proposed method is proven from the aspects of optimality, stochasticity, and adaptivity compared to the KF-based MPC (KMPC) and constrained MPC (CMPC) algorithms in vibration suppression of building structures. The average value for performance indices in the near-field and far-field (El earthquakes demonstrates a reduction up to 38.3% and 32.5% compared with KMPC and CMPC, respectively.

A Study on the Development of Optimal Renewal Planning Model in Water Supply Facilities Connected to Future Financial Plan of Water Providers (수도사업자의 장래 재정계획과 연계한 상수도시설의 최적 개량계획 수립 모델 개발 연구)

  • Lim, Sanghyun;Shin, Hwisu;Seo, Jeewon;Kim, Kibum;Koo, Jayong
    • Journal of Korean Society of Water and Wastewater
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    • v.31 no.2
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    • pp.149-159
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    • 2017
  • It is considered necessary to renewal a considerable number of water supply facilities in Korea because they began to be intensively buried in the period of rapid economic growth. Accordingly, local water providers are required to take measures against this situation, but they have currently been caught in a vicious circle of the lack of budget spent in renewing water supply facilities because county-based small-scale local water supply cannot afford to cover annual expenditures with their revenues from water rates. Therefore, this study developed an optimal renewal planning model capable of achieving a balance of financial revenue and expenditure in local water supply using nonlinear programming and furthermore of minimizing the total cost incurred during the analysis. To this end, this study selected the water supply area located in County Y as a research area to build the financial revenue and expenditure and used Solver function provided by Microsoft Excel to use nonlinear programming. As a result, this study developed an optimal renewal planning model minimizing incurred costs in consideration of 6 items in the financial revenue and expenditure. The optimal renewal plan was modeled according to the available annual budget. As a result, this study proposed SICD, a scenario to minimize total costs from the perspective of water suppliers, and SITS, a scenario to minimize the increase in water rates from the perspective of consumers. It can be said that the method proposed in this study is the core of the optimal financial and renewal plans as a final stage of asset management for water supply facilities. Therefore, it is considered possible for local water providers to use the method proposed in this study according to circumstances for the asset management of water supply facilities.

Optimum design of lead-rubber bearing system with uncertainty parameters

  • Fan, Jian;Long, Xiaohong;Zhang, Yanping
    • Structural Engineering and Mechanics
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    • v.56 no.6
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    • pp.959-982
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    • 2015
  • In this study, a non-stationary random earthquake Clough-Penzien model is used to describe earthquake ground motion. Using stochastic direct integration in combination with an equivalent linear method, a solution is established to describe the non-stationary response of lead-rubber bearing (LRB) system to a stochastic earthquake. Two parameters are used to develop an optimization method for bearing design: the post-yielding stiffness and the normalized yield strength of the isolation bearing. Using the minimization of the maximum energy response level of the upper structure subjected to an earthquake as an objective function, and with the constraints that the bearing failure probability is no more than 5% and the second shape factor of the bearing is less than 5, a calculation method for the two optimal design parameters is presented. In this optimization process, the radial basis function (RBF) response surface was applied, instead of the implicit objective function and constraints, and a sequential quadratic programming (SQP) algorithm was used to solve the optimization problems. By considering the uncertainties of the structural parameters and seismic ground motion input parameters for the optimization of the bearing design, convex set models (such as the interval model and ellipsoidal model) are used to describe the uncertainty parameters. Subsequently, the optimal bearing design parameters were expanded at their median values into first-order Taylor series expansions, and then, the Lagrange multipliers method was used to determine the upper and lower boundaries of the parameters. Moreover, using a calculation example, the impacts of site soil parameters, such as input peak ground acceleration, bearing diameter and rubber shore hardness on the optimization parameters, are investigated.

Fracture Simulation of UHPFRC Girder with the Interface Type Model (경계형 모델을 사용한 초고강도 섬유보강 콘크리트거더의 파괴역학적 해석)

  • Guo, Yi-Hong;Han, Sang-Mook
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.23 no.1
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    • pp.81-94
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    • 2010
  • This paper deals with the fracture simulation of UHPFRC girder with the interface type model. Based on the existing numerical simulation of quasi-brittle fracture in normal strength concrete, constitutive modeling for UHPFRC I-girder has been improved by including a tensile hardening at the failure surface. The finite element formulation is based on a triangular unit, constructed from constant strain triangles, with nodes along its sides and neither at the vertex nor the center of the unit. Fracture is simulated through a hardening/softening fracture constitutive law in tension, a softening fracture constitutive law in shear as well as in compression at the boundary nodes, with the material within the triangular unit remaining linear elastic. LCP is used to formulate the path-dependent hardening-softening behavior in non-holonomic rate form and a mathematical programming algorithm is employed to solve the LCP. The piece-wise linear inelastic yielding-failure/failure surface is modeled with two compressive caps, two Mohr-Coulomb failure surfaces, a tensile yielding surface and a tensile failure surface. The comparison between test results and numerical results indicates this method effectively simulates the deformation and failure of specimen.

OPTIMAL DEELECTION OF EARTH-CROSSING OBJECT USING A THREE-DIMENSIONAL SINGLE IMPULSE (3차원에서의 순간적인 속도변화에 의한 ECO의 최적궤도변경)

  • Mihn, Byeong-Hee;Park, Sang-Young;Roh, Kyoung-Min;Choi, Kyu-Hong;Moon, Hong-Kyu
    • Journal of Astronomy and Space Sciences
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    • v.22 no.3
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    • pp.249-262
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    • 2005
  • Optimization problems are formulated to calculate optimal impulses for deflecting Earth-Crossing Objects using a Nonlinear Programming. This formulation allows us to analyze the velocity changes in normal direction to the celestial body's orbital plane, which is neglected in many previous studies. The constrained optimization in the three-dimensional space is based on a patched conic method including the Earth's gravitational effects, and yields impulsive ${\Delta}V$ to deflect the target's orbit. The optimal solution is dependent on relative positions and velocities between the Earth and the Earth-crossing objects, and can be represented by optimal magnitude and angle of ${\Delta}V $ as a functions of a impulse time. The perpendicular component of ${\Delta}V $ to the orbit plane can sometimes play un-negligible role as the impulse time approaches the impact time. The optimal ${\Delta}V $ is increased when the original orbit of Earth-crossing object is more similar to the Earth's orbit, and is also exponentially increased as the impulse time reaches to the impact time. The analyses performed in present paper can be used to the deflection missions in the future.

A Study on a Working Pattern Analysis Prototype using Correlation Analysis and Linear Regression Analysis in Welding BigData Environment (용접 빅데이터 환경에서 상관분석 및 회귀분석을 이용한 작업 패턴 분석 모형에 관한 연구)

  • Jung, Se-Hoon;Sim, Chun-Bo
    • The Journal of the Korea institute of electronic communication sciences
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    • v.9 no.10
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    • pp.1071-1078
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    • 2014
  • Recently, information providing service using Big Data is being expanded. Big Data processing technology is actively being academic research to an important issue in the IT industry. In this paper, we analyze a skilled pattern of welder through Big Data analysis or extraction of welding based on R programming. We are going to reduce cost on welding work including weld quality, weld operation time by providing analyzed results non-skilled welder. Welding has a problem that should be invested long time to be a skilled welder. For solving these issues, we apply connection rules algorithms and regression method to much pattern variable for welding pattern analysis of skilled welder. We analyze a pattern of skilled welder according to variable of analyzed rules by analyzing top N rules. In this paper, we confirmed the pattern structure of power consumption rate and wire consumption length through experimental results of analyzed welding pattern analysis.

Theoretical solutions for displacement and stress of a circular opening reinforced by grouted rock bolt

  • Zou, Jin-Feng;Xia, Zhang-Qi;Dan, Han-Cheng
    • Geomechanics and Engineering
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    • v.11 no.3
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    • pp.439-455
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    • 2016
  • This paper presented solutions of displacement and stress for a circular opening which is reinforced with grouted rock bolt. It satisfies the Mohr-Coulomb (M-C) or generalized Hoek-Brown (H-B) failure criterion, and exhibits elastic-brittle-plastic or strain-softening behavior. The numerical stepwise produce for strain-softening rock mass reinforced with grouted rock bolt was developed with non-associative flow rules and two segments piecewise linear functions related to a principle strain-dependent plastic parameter, to model the transition from peak to residual strength. Three models of the interaction mechanism between grouted rock bolt and surrounding rock proposed by Fahimifar and Soroush (2005) were adopted. Based on the axial symmetrical plane strain assumption, the theoretical solution of the displacement and stress were proposed for a circular tunnel excavated in elastic-brittle-plastic and strain-softening rock mass compatible with M-C or generalized H-B failure criterion, which is reinforced with grouted rock bolt. It showed that Fahimifar and Soroush's (2005) solution is a special case of the proposed solution for n = 0.5. Further, the proposed method is validated through example comparison calculated by MATLAB programming. Meanwhile, some particular examples for M-C or generalized H-B failure criterion have been conducted, and parametric studies were carried out to highlight the influence of different parameters (e.g., the very good, average and very poor rock mass). The results showed that, stress field in plastic region of surrounding rock with considering the supporting effectiveness of the grouted rock bolt is more than that without considering the effectiveness of the grouted rock bolt, and the convergence and plastic radius are reduced.

Obtaining 3-D Depth from a Monochrome Shaded Image (단시안 명암강도를 이용한 물체의 3차원 거리측정)

  • Byung Il Kim
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.29B no.7
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    • pp.52-61
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    • 1992
  • An iterative scheme for computing the three-dimensional position and the surface orientation of an opaque object from a singel shaded image is proposed. This method demonstrates that calculating the depth(distance) between the camera and the object from one shaded video image is possible. Most previous research works on $'Shape from Shading$' problem, even in the $'Photometric Stereo Method$', invoved the determination of surface orientation only. To measure the depth of an object, depth of the object, and the reflectance properties of the surface. Assuming that the object surface is uniform Lambertian the measured intensity level at a given image pixel*x,y0becomes a function of surface orientation and depth component of the object. Derived Image Irradiance Equation can`t be solved without further informations since three unknown variables(p,q and D) are in one nonlinear equation. As an additional constraints we assume that surface satisfy smoothness conditions. Then equation can be solved relaxatively using standard methods of TEX>$'Calculus of VariationTEX>$'. After checking the sensitivity of the algorithm to the errors ininput parameters, the theoretical results is tested by experiments. Three objects (plane, cylinder, and sphere)are used. Thees initial results are very encouraging since they match the theoretical calculations within 20$\%$ error in simple experiments.> error in simple experiments.

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A Real-time System of Crowd Animation with Motion Pre-processing Method (동작 전처리 기법을 활용한 실시간 군중 애니메이션 시스템)

  • Ahn, Jung-Hyun;Wohn, Kwang-Yun
    • Journal of KIISE:Computer Systems and Theory
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    • v.34 no.3
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    • pp.124-131
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    • 2007
  • Research field on crowd animation can be classified into two major categories. One is to offer realism of the crowd motion and the other is to improve speed of the animation. For the last decade, a lot of research on realism and behavior of crowd have been presented. But lately, research on improving speed seems like more interesting. Therefore, in this paper, we conducted an experiment to analyze what is the main bottleneck of crowd animation. As the result, we find out one of the most important bottleneck is the number of joints transformed in each animation frame. In order to resolve this problem we propose a novel level-of-detail technique 'motion level-of-detail', which is a joint-reduction technique operated in the pre-processing time. We used a non-linear optimization, SQP (sequential quadric programming), to generate the low detailed motions.