This article proposes an efficient approach for solving portfolio type problems. It is highly suitable to help fund allocators and decision makers to set up appropriate portfolios for investors. Stock selection is based upon the risk benefits analysis using MADM approach in fuzzy environment. This sort of analysis allows decision makers to identify the list of acceptable portfolios where they can assign some portions of their asset to them. The purpose of this article is two folds; first, to introduce a methodology to select the list of stocks for investment purpose, and second, to employ a stochastic fractional programming model to assign money into selected stocks. This article proposes a hybrid methodology for finding an optimal or new optimal solution of the problem. This hybrid approach considers risks and benefits at the time of stocks prioritization. This is followed by solving a fractional programming to determine the percentages of the budget to be allocated to stocks while dealing with two sets of suitable and non-suitable stocks. For clarification purposes, a sample example problem is solved.
{"title":"A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic","authors":"Y. Z. Mehrjerdi","doi":"10.3934/NACO.2021019","DOIUrl":"https://doi.org/10.3934/NACO.2021019","url":null,"abstract":"This article proposes an efficient approach for solving portfolio type problems. It is highly suitable to help fund allocators and decision makers to set up appropriate portfolios for investors. Stock selection is based upon the risk benefits analysis using MADM approach in fuzzy environment. This sort of analysis allows decision makers to identify the list of acceptable portfolios where they can assign some portions of their asset to them. The purpose of this article is two folds; first, to introduce a methodology to select the list of stocks for investment purpose, and second, to employ a stochastic fractional programming model to assign money into selected stocks. This article proposes a hybrid methodology for finding an optimal or new optimal solution of the problem. This hybrid approach considers risks and benefits at the time of stocks prioritization. This is followed by solving a fractional programming to determine the percentages of the budget to be allocated to stocks while dealing with two sets of suitable and non-suitable stocks. For clarification purposes, a sample example problem is solved.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88226703","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This article focuses on the hidden insights about the Rayleigh-Taylor instability of two superimposed horizontal layers of nanofluids having different densities in the presence of rotation factor. Conservation equations are subjected to linear perturbations and further analyzed by using the Normal Mode technique. A dispersion relation incorporating the effects of surface tension, Atwood number, rotation factor and volume fraction of nanoparticles is obtained. Using Routh-Hurtwitz criterion the stable and unstable modes of Rayleigh-Taylor instability are discussed in the presence/absence of nanoparticles and presented through graphs. It is observed that in the absence/presence of nanoparticles, surface tension helps to stabilize the system and Atwood number has a destabilizing impact without the consideration of rotation factor. But if rotation parameter is considered (in the absence/presence of nanoparticles) then surface tension destabilizes the system while Atwood number has a stabilization effect (for a particular range of wave number). The volume fraction of nanoparticles destabilizes the system in the absence of rotation but in the presence of rotation the stability of the system is significantly stimulated by the nanoparticles.
{"title":"Analysis of Rayleigh Taylor instability in nanofluids with rotation","authors":"Pooja Girotra, J. Ahuja, D. Verma","doi":"10.3934/NACO.2021018","DOIUrl":"https://doi.org/10.3934/NACO.2021018","url":null,"abstract":"This article focuses on the hidden insights about the Rayleigh-Taylor instability of two superimposed horizontal layers of nanofluids having different densities in the presence of rotation factor. Conservation equations are subjected to linear perturbations and further analyzed by using the Normal Mode technique. A dispersion relation incorporating the effects of surface tension, Atwood number, rotation factor and volume fraction of nanoparticles is obtained. Using Routh-Hurtwitz criterion the stable and unstable modes of Rayleigh-Taylor instability are discussed in the presence/absence of nanoparticles and presented through graphs. It is observed that in the absence/presence of nanoparticles, surface tension helps to stabilize the system and Atwood number has a destabilizing impact without the consideration of rotation factor. But if rotation parameter is considered (in the absence/presence of nanoparticles) then surface tension destabilizes the system while Atwood number has a stabilization effect (for a particular range of wave number). The volume fraction of nanoparticles destabilizes the system in the absence of rotation but in the presence of rotation the stability of the system is significantly stimulated by the nanoparticles.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90650580","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We investigate the consensus stability for linear stochastic multi-agent systems with multiplicative noises and Markovian random graphs and investigate the asymptotic consensus in the mean square sense for the systems. To establish the consensus stability for the systems, we analysis the consensus error systems by developing general stochastic differential equation with jumps, matrix theory and algebraic graph theory, and then show that the error consensus in the mean square sense finally tending to zero as time goes on is determined by the strongly connected property of union of topologies. Finally, we provide an example to demonstrate the effectiveness of our theoretical results.
{"title":"Consensus stability analysis for stochastic multi-agent systems with multiplicative measurement noises and Markovian switching topologies","authors":"Xiaojin Huang, Hongfu Yang, Jianhua Huang","doi":"10.3934/naco.2021024","DOIUrl":"https://doi.org/10.3934/naco.2021024","url":null,"abstract":"We investigate the consensus stability for linear stochastic multi-agent systems with multiplicative noises and Markovian random graphs and investigate the asymptotic consensus in the mean square sense for the systems. To establish the consensus stability for the systems, we analysis the consensus error systems by developing general stochastic differential equation with jumps, matrix theory and algebraic graph theory, and then show that the error consensus in the mean square sense finally tending to zero as time goes on is determined by the strongly connected property of union of topologies. Finally, we provide an example to demonstrate the effectiveness of our theoretical results.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82842501","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, we present a new modified self-adaptive inertial subgradient extragradient algorithm in which the two projections are made onto some half spaces. Moreover, under mild conditions, we obtain a strong convergence of the sequence generated by our proposed algorithm for approximating a common solution of variational inequality problem and common fixed point of a finite family of demicontractive mappings in a real Hilbert space. The main advantages of our algorithm are: strong convergence result obtained without prior knowledge of the Lipschitz constant of the related monotone operator, the two projections made onto some half-spaces and the inertial technique which speeds up rate of convergence. Finally, we present an application and a numerical example to illustrate the usefulness and applicability of our algorithm.
{"title":"A new inertial-projection algorithm for approximating common solution of variational inequality and fixed point problems of multivalued mappings","authors":"A. O. Owolabi, T. O. Alakoya, A. Taiwo, O. Mewomo","doi":"10.3934/NACO.2021004","DOIUrl":"https://doi.org/10.3934/NACO.2021004","url":null,"abstract":"In this paper, we present a new modified self-adaptive inertial subgradient extragradient algorithm in which the two projections are made onto some half spaces. Moreover, under mild conditions, we obtain a strong convergence of the sequence generated by our proposed algorithm for approximating a common solution of variational inequality problem and common fixed point of a finite family of demicontractive mappings in a real Hilbert space. The main advantages of our algorithm are: strong convergence result obtained without prior knowledge of the Lipschitz constant of the related monotone operator, the two projections made onto some half-spaces and the inertial technique which speeds up rate of convergence. Finally, we present an application and a numerical example to illustrate the usefulness and applicability of our algorithm.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83551449","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
To achieve a conjugate gradient method which is strong in theory and efficient in practice for solving unconstrained optimization problem, we propose a hybridization of the Hager and Zhang (HZ) and Polak-Ribiere and Polyak (PRP) conjugate gradient methods which possesses an important property of the well known PRP method: the tendency to turn towards the steepest descent direction if a small step is generated away from the solution, averting a sequence of tiny steps from happening, the new scalar begin{document}$ beta_k $end{document} is obtained by convex combination of PRP and HZ under the wolfe line search we prove the sufficient descent and the global convergence. Numerical results are reported to show the effectiveness of our procedure.
To achieve a conjugate gradient method which is strong in theory and efficient in practice for solving unconstrained optimization problem, we propose a hybridization of the Hager and Zhang (HZ) and Polak-Ribiere and Polyak (PRP) conjugate gradient methods which possesses an important property of the well known PRP method: the tendency to turn towards the steepest descent direction if a small step is generated away from the solution, averting a sequence of tiny steps from happening, the new scalar begin{document}$ beta_k $end{document} is obtained by convex combination of PRP and HZ under the wolfe line search we prove the sufficient descent and the global convergence. Numerical results are reported to show the effectiveness of our procedure.
{"title":"Behavior of the combination of PRP and HZ methods for unconstrained optimization","authors":"Sarra Delladji, M. Belloufi, B. Sellami","doi":"10.3934/naco.2020032","DOIUrl":"https://doi.org/10.3934/naco.2020032","url":null,"abstract":"To achieve a conjugate gradient method which is strong in theory and efficient in practice for solving unconstrained optimization problem, we propose a hybridization of the Hager and Zhang (HZ) and Polak-Ribiere and Polyak (PRP) conjugate gradient methods which possesses an important property of the well known PRP method: the tendency to turn towards the steepest descent direction if a small step is generated away from the solution, averting a sequence of tiny steps from happening, the new scalar begin{document}$ beta_k $end{document} is obtained by convex combination of PRP and HZ under the wolfe line search we prove the sufficient descent and the global convergence. Numerical results are reported to show the effectiveness of our procedure.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88818619","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The assimilation of flexible AC transmission (FACTS) controllers to the existing power network outweigh the numerous alternatives in enhancing the damping behavior for the inter-area /intra-area system oscillations of a power network. This paper provides a rigorous analysis in damping of oscillations in a power network. It utilizes a shunt connected voltage source converter (VSC) based FACTS device to enhance the system operating characteristics. A comprehensive system mathematical modelling has been developed for demonstrating the system behavior under different loading conditions. A novel hybrid augmented grey wolf optimization-particle swarm optimization (AGWO-PSO) is proposed for the coordinated design of controllers static synchronous compensator (STATCOM) and power system stabilizers (PSSs). A multi-objective function, comprising damping ratio improvement and drifting the real part to the left-hand side of S-plane of the system poles, has been developed to achieve the objective and the effectiveness of the proposed algorithms have been analyzed by monitoring the system performance under different loading conditions. Eigenvalue analysis and damping nature of the system states under perturbation have been presented for the proposed algorithms under different loading conditions, and the performance evaluation of the proposed algorithms have been done by means of time of execution and the convergence characteristics.
{"title":"A novel hybrid AGWO-PSO algorithm in mitigation of power network oscillations with STATCOM","authors":"R. Devarapalli, B. Bhattacharyya","doi":"10.3934/NACO.2020057","DOIUrl":"https://doi.org/10.3934/NACO.2020057","url":null,"abstract":"The assimilation of flexible AC transmission (FACTS) controllers to the existing power network outweigh the numerous alternatives in enhancing the damping behavior for the inter-area /intra-area system oscillations of a power network. This paper provides a rigorous analysis in damping of oscillations in a power network. It utilizes a shunt connected voltage source converter (VSC) based FACTS device to enhance the system operating characteristics. A comprehensive system mathematical modelling has been developed for demonstrating the system behavior under different loading conditions. A novel hybrid augmented grey wolf optimization-particle swarm optimization (AGWO-PSO) is proposed for the coordinated design of controllers static synchronous compensator (STATCOM) and power system stabilizers (PSSs). A multi-objective function, comprising damping ratio improvement and drifting the real part to the left-hand side of S-plane of the system poles, has been developed to achieve the objective and the effectiveness of the proposed algorithms have been analyzed by monitoring the system performance under different loading conditions. Eigenvalue analysis and damping nature of the system states under perturbation have been presented for the proposed algorithms under different loading conditions, and the performance evaluation of the proposed algorithms have been done by means of time of execution and the convergence characteristics.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78366698","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, the modelling and analysis of prey-predator model involving predation of mature prey is done using DDE. Equilibrium points are calculated and stability analysis is performed about non-zero equilibrium point. Delay parameter destabilizes the system and triggers asymptotic stability when value of delay parameter is below the critical point. Hopf bifurcation is observed when the value of delay parameter crosses the critical point. Sensitivity analysis has also been performed to look into the effect of other parameters on the state variables. The numerical results are substantiated using MATLAB.
{"title":"Modelling and analysis of prey-predator model involving predation of mature prey using delay differential equations","authors":"Pankaj Kumar, Shiv Raj","doi":"10.3934/naco.2021035","DOIUrl":"https://doi.org/10.3934/naco.2021035","url":null,"abstract":"In this paper, the modelling and analysis of prey-predator model involving predation of mature prey is done using DDE. Equilibrium points are calculated and stability analysis is performed about non-zero equilibrium point. Delay parameter destabilizes the system and triggers asymptotic stability when value of delay parameter is below the critical point. Hopf bifurcation is observed when the value of delay parameter crosses the critical point. Sensitivity analysis has also been performed to look into the effect of other parameters on the state variables. The numerical results are substantiated using MATLAB.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82798711","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, a predator-prey interaction model among juvenile prey, adult prey and predator has been developed where stage structure is considered on prey species. The functional responses has been considered as ratio dependent. It is assumed that that the adult prey is strong enough such that it has an anti-predator characteristic. Global dynamics of the co-existing equilibrium point has been discussed with the help of the geometric approach. Furthermore, it is established that the proposed system undergoes through a Hopf bifurcation with respect to some important parameters. Finally, some numerical simulations have been done to test our theoretical results.
{"title":"Dynamics of a stage structure prey-predator model with ratio-dependent functional response and anti-predator behavior of adult prey","authors":"P. Panja, Soovoojeet Jana, S. Mondal","doi":"10.3934/naco.2020033","DOIUrl":"https://doi.org/10.3934/naco.2020033","url":null,"abstract":"In this paper, a predator-prey interaction model among juvenile prey, adult prey and predator has been developed where stage structure is considered on prey species. The functional responses has been considered as ratio dependent. It is assumed that that the adult prey is strong enough such that it has an anti-predator characteristic. Global dynamics of the co-existing equilibrium point has been discussed with the help of the geometric approach. Furthermore, it is established that the proposed system undergoes through a Hopf bifurcation with respect to some important parameters. Finally, some numerical simulations have been done to test our theoretical results.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84282543","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, Lyapunov's artificial small parameter method (LASPM) with continuous particle swarm optimization (CPSO) is presented and used for solving nonlinear differential equations. The proposed method, LASPM-CPSO, is based on estimating the begin{document}$ varepsilon $end{document} parameter in LASPM through a PSO algorithm and based on a proposed objective function. Three different examples are used to evaluate the proposed method LASPM-CPSO, and compare it with the classical method LASPM through different intervals of the domain. The results from the maximum absolute error (MAE) and mean squared error (MSE) obtained through the given examples show the reliability and efficiency of the proposed LASPM-CPSO method, compared to the classical method LASPM.
In this paper, Lyapunov's artificial small parameter method (LASPM) with continuous particle swarm optimization (CPSO) is presented and used for solving nonlinear differential equations. The proposed method, LASPM-CPSO, is based on estimating the begin{document}$ varepsilon $end{document} parameter in LASPM through a PSO algorithm and based on a proposed objective function. Three different examples are used to evaluate the proposed method LASPM-CPSO, and compare it with the classical method LASPM through different intervals of the domain. The results from the maximum absolute error (MAE) and mean squared error (MSE) obtained through the given examples show the reliability and efficiency of the proposed LASPM-CPSO method, compared to the classical method LASPM.
{"title":"Solving nonlinear differential equations using hybrid method between Lyapunov's artificial small parameter and continuous particle swarm optimization","authors":"O. Qasim, Ahmed Entesar, W. Al-Hayani","doi":"10.3934/NACO.2021001","DOIUrl":"https://doi.org/10.3934/NACO.2021001","url":null,"abstract":"In this paper, Lyapunov's artificial small parameter method (LASPM) with continuous particle swarm optimization (CPSO) is presented and used for solving nonlinear differential equations. The proposed method, LASPM-CPSO, is based on estimating the begin{document}$ varepsilon $end{document} parameter in LASPM through a PSO algorithm and based on a proposed objective function. Three different examples are used to evaluate the proposed method LASPM-CPSO, and compare it with the classical method LASPM through different intervals of the domain. The results from the maximum absolute error (MAE) and mean squared error (MSE) obtained through the given examples show the reliability and efficiency of the proposed LASPM-CPSO method, compared to the classical method LASPM.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80707230","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, by considering that the objective function of the least squares NP-hard absolute value equations (AVE) begin{document}$ Ax-vert xvert = b $end{document} , is non-convex and non-smooth, two types of proximal algorithms are proposed to solve it. One of them is the proximal difference-of-convex algorithm with extrapolation and another is the proximal subgradient method. The convergence results of the proposed methods are proved under certain assumptions. Moreover, a numerical comparison is presented to demonstrate the effectiveness of the suggested methods.
In this paper, by considering that the objective function of the least squares NP-hard absolute value equations (AVE) begin{document}$ Ax-vert xvert = b $end{document} , is non-convex and non-smooth, two types of proximal algorithms are proposed to solve it. One of them is the proximal difference-of-convex algorithm with extrapolation and another is the proximal subgradient method. The convergence results of the proposed methods are proved under certain assumptions. Moreover, a numerical comparison is presented to demonstrate the effectiveness of the suggested methods.
{"title":"The proximal methods for solving absolute value equation","authors":"Samira Shahsavari, S. Ketabchi","doi":"10.3934/naco.2020037","DOIUrl":"https://doi.org/10.3934/naco.2020037","url":null,"abstract":"In this paper, by considering that the objective function of the least squares NP-hard absolute value equations (AVE) begin{document}$ Ax-vert xvert = b $end{document} , is non-convex and non-smooth, two types of proximal algorithms are proposed to solve it. One of them is the proximal difference-of-convex algorithm with extrapolation and another is the proximal subgradient method. The convergence results of the proposed methods are proved under certain assumptions. Moreover, a numerical comparison is presented to demonstrate the effectiveness of the suggested methods.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75548907","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}