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Open Access Article
1 - An Imperialist Competitive Algorithm and a Mixed Integer Programming Formulation for the Capacitated Vehicle Routing Problem
M. YousefikhoshbakhtThe Vehicle Routing Problem (VRP), a famous problem of operation research, holds a central place in combinatorial optimization problems. In this problem, a fleet vehicles with Q capacity start to move from depot and return after servicing to customers in which visit onl MoreThe Vehicle Routing Problem (VRP), a famous problem of operation research, holds a central place in combinatorial optimization problems. In this problem, a fleet vehicles with Q capacity start to move from depot and return after servicing to customers in which visit only ones each customer and load more than its capacity not at all. The objective is to minimize the number of used vehicles and total distance traversed. This paper presents an application of Imperialist Competitive Algorithm (ICA)) in VRP. Unlike other evolutionary optimization algorithms, ICA is inspired from a socio political process, the competition among imperialists and colonies. Comparison between this method and famous meta-heuristic algorithms shows the effectiveness of the proposed approach. Computational experience with two groups of instances involving from 50 to 200 confirms that proposed algorithm is competitive in compared to the famous meta-heuristic algorithms in terms of the quality of generated solutions. In addition, this algorithm finds closely the best known solutions (BKS) for most of the instances. Manuscript profile -
Open Access Article
2 - Using intelligent methods in Solving Constrained Portfolio in Tehran Stock Exchange
Esmat Jamshidi Eyni Hamid KhaloozadehThe optimal portfolio selection problem to find an optimal way to allocate a fixed amount of capital to a set of available asset swhich aims to maximize expected returns and minimize risk at the same time, to take place. In this Study is shown that an investor with n ri MoreThe optimal portfolio selection problem to find an optimal way to allocate a fixed amount of capital to a set of available asset swhich aims to maximize expected returns and minimize risk at the same time, to take place. In this Study is shown that an investor with n risky share, how to reach certain profits with minimal risk. Such a portfolio, efficient portfolio is called. For this purpose, the study of evolutionary algorithms, Genetic Algorithm, Imperialist Competitive Algorithm and Particle Swarm Optimization algorithm, also with regard to the basic constraints on the investment, we use these practical methods to solve the portfolio optimization problem. Practical results for the portfolio optimization problem in the Tehran Stock Exchange, of the30 company' sactivein the industry with the selection of20companies along with their validation, is obtained. Aims to help investors better and more practical to select different stocks and thus is an effective investment. Manuscript profile -
Open Access Article
3 - Using intelligent methods in Solving Constrained Portfolio in Tehran Stock Exchange
Esmat Jamshdi Eyni Hamid KhaloozadehThe optimal portfolio selection problem to find an optimal way to allocate a fixed amount of capital to a set of available assets which aims to maximize expected returns and minimize risk at the same time, to take place. In this Study is shown that an investor with n ri MoreThe optimal portfolio selection problem to find an optimal way to allocate a fixed amount of capital to a set of available assets which aims to maximize expected returns and minimize risk at the same time, to take place. In this Study is shown that an investor with n risky share, how to reach certain profits with minimal risk. Such a portfolio, efficient portfolio is called. For this purpose, the study of evolutionary algorithms, Genetic Algorithm, Imperialist Competitive Algorithm and Particle Swarm Optimization algorithm, also with regard to the basic constraints on the investment, we use these practical methods to solve the portfolio optimization problem. Practical results for the portfolio optimization problem in the Tehran Stock Exchange, of the30 company's active in the industry with the selection of20companies along with their validation, is obtained. Aims to help investors better and more practical to select different stocks and thus is an effective investment. Manuscript profile -
Open Access Article
4 - بررسی و پیش بینی اثرات نرخ بهره واقعی و نرخ ذخیره قانونی بر تورم، بیکاری و تولید حقیقی در ایران
سعید ایرانمنش -
Open Access Article
5 - Analysis of the Physical-Spatial Resilience Pattern Affected by Environmental Hazards in Tehran Metropolis (Case study: Comparative Analysis between of Regions 2 and 12)
Karim Hosainzadeh dalir elahe bigdeli Bakhtyar EzatpanahBackground and Objective: In Academic literature has recently emphasized that why urban resilience is different from urban sustainability. Urban policymakers, on the other hand, use the terms almost interchangeably. In this study by analyzing the pattern of physical-spa MoreBackground and Objective: In Academic literature has recently emphasized that why urban resilience is different from urban sustainability. Urban policymakers, on the other hand, use the terms almost interchangeably. In this study by analyzing the pattern of physical-spatial resilience; Factors affecting environmental hazards such as earthquakes, subsidence, etc. are studied in areas 2 and 12 of Tehran. Material and Methodology: This study is an applied research that has been done with case-analysis method and quantitative approach. Due to the nature of the data is descriptive. To achieve the objectives of research and analysis of physical-spatial resilience pattern affected by environmental hazards in Tehran metropolis including subsidence and earthquake, the dimensions studied in 13 indicators including base price (square meters), material, construction year, building age, building skeleton, number of floors , Degree of concentration or dispersion of residential land use, grain size, permeability, total area of uses (green and open space) and area of residential land use in spatial and physical part) and (degree of concentration or dispersion of population, residential clusters and open and green spaces for population based The majority of residents in the neighborhoods were extracted for the geographical direction of population distribution in the social sector (based on land use studies of the current situation). To evaluate and analyze spatial and social patterns, the colonial competition algorithm in Matlab a2019 software environment and to spatialize the studied indicators, the method (Tracking Analyst Tools) in the network analysis process (Network Analyst Tools) in ArcGIS software environment has been used. Findings: Due to the location of District 12 in the historical context and the concentration and density of the population in the focal axes with regional performance, it shows more vulnerability. In relation to the criteria of population density, granulation as well as the skeletal condition of buildings; Overall, Zone 2 shows a better situation. Although the population density in both zones is the same despite the larger population and size of Zone 2, it shows lower resilience due to the flood of floating population visiting and living in Zone 12. Discussion and Conclusion: Due to the erosion of buildings and low space permeability, the pattern of spatial distribution of the population and the factors affecting the physical-spatial ruptures in Zones 2 and 12, the results show that the pattern of distribution and fracture rupture in neighborhoods are different in Zone 12. Indicates a more unstable situation. Manuscript profile -
Open Access Article
6 - applying Imperialist competitive algorithm (ICA) for construction and optimization Portfolio
Ali Morovati Sharifabadi Shirin Azizi Nastaran AhmadiMarkowitz optimization problem and determining Efficient frontier of investment when the number of asset invested and restrictions on the market is low, is solvable with mathematical models. But when the real world restrictions is considered , the portfolio proble MoreMarkowitz optimization problem and determining Efficient frontier of investment when the number of asset invested and restrictions on the market is low, is solvable with mathematical models. But when the real world restrictions is considered , the portfolio problems cannot be easily solved with mathematical methods. For this reason, the use of innovative techniques such as neural networks, genetic and evolutionary algorithms in optimizing Algorithm portfolio is one of the main topics of discussion in recent times. The main goal of this research is to solve the portfolio optimization problem using optimization Imperialist competitive algorithm. Therefore, using price data of 30 stocks in all listed Automotive parts in the Tehran Stock Exchange from farvardin 1388 to shahrivar 1390, the graphs are plotted. Results of this study show that the optimization Imperialist competitive algorithm in the formed of a portfolio will be successful. Manuscript profile -
Open Access Article
7 - انتخاب سهام با روش ترکیبی تحلیل پوششی داده ها و الگوریتم رقابت استعماری
F. Faezy Raziمقاله حاضرچهارچوب جدیدی برای ایجاد یک پرتفوی جدید از سهام ارایه می دهد . در این مقاله بحث می شود که چگونه یک پرتفوی بهینه ی سهام از طریق رویکرد حاضر در مقایسه با روش های قبلی طراحی می شود.در این مقاله ، پرتفوی سرمایه گذاری بر اساس الگوریتم داده کاوی چید بر مبنای معیار ر Moreمقاله حاضرچهارچوب جدیدی برای ایجاد یک پرتفوی جدید از سهام ارایه می دهد . در این مقاله بحث می شود که چگونه یک پرتفوی بهینه ی سهام از طریق رویکرد حاضر در مقایسه با روش های قبلی طراحی می شود.در این مقاله ، پرتفوی سرمایه گذاری بر اساس الگوریتم داده کاوی چید بر مبنای معیار ریسک تشکیل می شود.در مرحله ی بعد ، دومین پرتفوی سرمایه گذاری بر مبنای قواعد تصمیم استخراج شده بر مبنای مدل DEA-BCC ایجاد می شود.پرتفوی نهایی از طریق یک مدل برنامه ریزی دو هدفه مبتنی بر الگوریتم رقابت استعماری ایجاد می شود.متدولوژی ارایه شده از طریق یک مطالعه موردی در بورس اوراق بهادار تهران بکار گرفته شده است.نتایج الگوریتم چید بر مبنای فیلد خروجی ریسک نشان می دهد که تمام سهام های کاندیدا در یک کلاس قرار نمی گیرد و ضروری است که هر کلاس از سهام های کاندیدا در مقایسه با سایر کلاس های سهام به صورت مستقل مورد ارزیابی قرار بگیرد.نتایج بکارگیری الگوریتم رقابت استعماری در مقیاس های کوچک و متوسط بر مبنای روش تاگوچی نشان می دهد که سهام های مورد مطالعه در روش بکار گرفته شده کالیبره می باشد.بر خلاف سایر روش های انتخاب پرتفوی سهام ،این مقاله ابتدا سهام ها را از طریق الگوریتم چید طبقه بندی می کند . سهام های طبقه بندی شده در هر کلاس به طور مستقل از طریق مدل DEA-BCC موردارزیابی قرار می گیرد.در نهایت پرتفوی بهینه از طریق الگوریتم رقابت استعماری انتخاب می شود. Manuscript profile -
Open Access Article
8 - Designing Optimal Neural Networks Controller to Regulate and Control the Output Voltage of DC-DC Boost Converters
Mohammad Zaraei Majid Moradi Zirkohi Najmeh Cheraghi ShiraziDue to the many applications of DC to DC converters in electronics, regulating their output voltage is very important. In many applications it is necessary to change the DC voltage from one level to another. DC -DC converters are used for this purpose. The conversion of MoreDue to the many applications of DC to DC converters in electronics, regulating their output voltage is very important. In many applications it is necessary to change the DC voltage from one level to another. DC -DC converters are used for this purpose. The conversion of DC voltage from one level to another is done by switching elements such as transistors and diodes. Recently, the control of these converters has found a special place in scientific texts. Therefore, one of the objectives of this paper is to control and regulate the output voltage of the converter. The controller proposed in this paper to control the DC voltage level of the converter output is an optimized neural network controller with an algorithm based on colonial competition. The proposed controller function is that first the neural network is designed according to the expected goals of the system and then it is optimized by determining a suitable multi-objective benchmark function using the network structure optimization algorithm. This improves the performance of the control system. Because the proper selection of design parameters has a great role in the performance of the neural network that plays the role of controller. The proposed neural network function is to apply the appropriate signal transducer (PWM signal) to the switching elements in order to increase the performance. The results compared to the PID controller indicate the superiority of the proposed method. Manuscript profile -
Open Access Article
9 - مدیریت بهینه فشار در جهت حداقل سازی نشت در سیستمهای توزیع آب با استفاده از الگوریتم بهینهسازی رقابت استعماری
جعفر جعفری اصل بهرام سامی کشکولی مهدی بهرامییکی از روشهای کاهش نشت در سیستم های توزیع آب، مدیریت فشار شبکه با قرار دادن شیرهای کنترل فشار در مسیر جریان و تنظیم بهینه این شیرها در شبکه آب میباشد. در این پژوهش مسئله مدیریت بهینه فشار در شبکه های توزیع آب در جهت حداقل سازی نشت مورد توجه قرار گرفته است. بدین منظو Moreیکی از روشهای کاهش نشت در سیستم های توزیع آب، مدیریت فشار شبکه با قرار دادن شیرهای کنترل فشار در مسیر جریان و تنظیم بهینه این شیرها در شبکه آب میباشد. در این پژوهش مسئله مدیریت بهینه فشار در شبکه های توزیع آب در جهت حداقل سازی نشت مورد توجه قرار گرفته است. بدین منظور برای در نظر گرفتن مسائل جانمایی و تنظیمات بهینه شیرهای فشارشکن رویکردی ارائه شده است که در آن بهینه سازی هم زمان جانمایی شیرها و بهینه سازی تنظیمات شیرها مورد توجه قرارگرفته است. در این پژوهش برای حل این مسئله از مدل بهینه سازی- شبیه سازی مبتنی بر یکی از الگوریتم های بهینه سازی فراکاوشی تحت عنوان الگوریتم رقابت استعماری (ICA) استفاده شد. در این مدل الگوریتم بهینه سازی ICA در محیط MATLAB با شبیه ساز هیدرولیکی مدل EPANET تلفیق شد. نتایج نشان داد که ضمن رعایت کلیه قیود مسئله با به کاربردن روش ارائه شده برای جانمایی و تنظیم بهینه شیرهای فشارشکن میزان نشت متوسط شبکه در سه دوره شرایط نیاز آبی ماکزیمم، متوسط و مینیمم ضمن تأمین قید فشار حداقلی در شبکه، 12 درصد کاهش یافت. که نشان می دهد، روش ارائه شده در تنظیم سطح فشار برای حداقل کردن نشت در شبکه موفق بوده است. Manuscript profile -
Open Access Article
10 - Developing Dynamic Facility Layout Problem with Single-Solution and Population-Based Metaheuristics Methods
Mohammad Mahdi Karampour Mostafa Hajiaghaei-KeshteliIn modern societies, production centers should be able to supply the variety of demand and type of productions correctly, exactly, clearly and straightly. So, this study aims to present the dynamic facility layout problem (DFLP) in order to minimize the total cost of th MoreIn modern societies, production centers should be able to supply the variety of demand and type of productions correctly, exactly, clearly and straightly. So, this study aims to present the dynamic facility layout problem (DFLP) in order to minimize the total cost of the facilities and costumes. Design an optimal plan leads to reduce the production process and cost of inventory. Transportation cost plays a key-role to specify the performance designing of part systems. This content displays the Dynamic Facility Location Problem (DFLP) in this paper. In order to handle the proposed problem, five metaheuristic methods are introduced: Genetic Algorithm (GA), Simulated Annealing (SA), Tabu Search (TS), Particle Swarm Optimization (PSO) and Imperialist Competitive Algorithm (ICA) are tackled to solve the problem. Taguchi approach is considered to select the proper values for presented algorithms. The results explain that proposed methods are provided the optimal design for the dynamic facility location problem. As a result, ICA and PSO reach the most performance output in the comparison of other algorithms with assumed conditions in the problem. Manuscript profile -
Open Access Article
11 - Optimization of geometric parameters of brushless electric motor
Naser Nemati Abdollah Khalesi Doost Mohammad T.AskariIn this research, a new method is proposed to reduce the coincidence of the volume, losses and cost of making a DC motor without brushes using colonial competition optimization algorithms. In the first step, all electric motor relations are extracted and expressed based MoreIn this research, a new method is proposed to reduce the coincidence of the volume, losses and cost of making a DC motor without brushes using colonial competition optimization algorithms. In the first step, all electric motor relations are extracted and expressed based on its geometric parameters. In the second step, the function of competence, which is the same reduction in the volume, losses and cost of construction of a DC motor without brush, is defined on the basis of the relationships obtained in the previous stage. In the third step, the colonial competition algorithm is used to select the best values of the geometric parameters of the engine so that the objective function is minimized. The results of simulations show that the colonial competition algorithm has a good performance and can dramatically reduce the size, loss, and cost by appropriate selection of geometric parameters. Manuscript profile -
Open Access Article
12 - QSAR, Molecular docking and Molecular dynamics studies simulation of Epigenetic inhibitors
ghasem ghasemi babak motahary Robabe SayadikordAbadi omid alizadehDevelopment of QSAR and molecular docking is a key to the elucidation of pathomechanisms of epigenetic diseases. Quantitative structure- activity relationship (QSAR), Molecular docking and molecular dynamics simulation were carried out for some modulators of modified ch MoreDevelopment of QSAR and molecular docking is a key to the elucidation of pathomechanisms of epigenetic diseases. Quantitative structure- activity relationship (QSAR), Molecular docking and molecular dynamics simulation were carried out for some modulators of modified chromatin proteins as anticancer agents. The Imperialist Competitive Algorithm (ICA), partial least squares (PLS), Principle component regression(PCR), Coralsea,and Multiple Linear Regression (MLR) were used to achieve the QSAR models. Suitable descriptors were selected which includes features such as atomic mass, Van der waals volume, shape and geometrical structure of compounds. Then, molecular docking studies were performed using Autodock Vina software which had a high throughput accuracy. Based on features such as number of hydrogen bonds, bonding length, binding affinity, and also root-mean-square deviation (RMSD), the best complex were selected. In general, QSAR, molecular docking and molecular dynamics simulation illustrated that compounds 9 and 14 were selected as suitable agents for the design of anticancer drugs. Drug-likeness descriptors of compounds calculated by DruLiTo. In the molecular docking study, the maximum binding affinity of -9 kcal/mol was obtained between each of enzyme systems (PDB: 3MXF) and the geometric-optimized molecules, representing a strong interaction. Manuscript profile -
Open Access Article
13 - Compensation of Actuator’s Saturation by Using Fuzzy Logic and Imperialist Competitive Algorithm in a System with PID Controller
Abbas Ali Zamani Seyed Mohammad Kargar DehnaviPhysical systems always include constraints and limits. Usually, the limits and constraints, in the control systems, are appeared as temperature and pressure limits or pumps capacity. One of the existing limits in the systems with PID controller is associated with the a MorePhysical systems always include constraints and limits. Usually, the limits and constraints, in the control systems, are appeared as temperature and pressure limits or pumps capacity. One of the existing limits in the systems with PID controller is associated with the actuator’s saturation limits. With the saturating of the actuator, the controller’s output and plant’s input will be different and the output signal of controller do not lead the system and their states could not update correctly where this issue makes the system response undesirable. In this paper, by adding a fuzzy compensator that it’s parameters are tuned using imperialist competitive algorithm, the actuator saturation is prevented and the important parameters of the system response, such as setting time and overshoot, are improved. Manuscript profile -
Open Access Article
14 - الگوریتم رقابت استعماری (ICA) مبتنی بر روش بهینهسازی مخزن در سد کهیر
علی سردار شهرکی سمیه امایکمبود آب، به ویژه در ایران و در دوره خشکسالی­های اخیر، بر اهمیت دستیابی به یک سیاست عملیاتی بهینه برای مخازن بزرگ اهمیت پیدا کرده است. در دو دهه گذشته، بهینه­سازی سالانه مخازن در شرایط کنترل شده و همچنین شرایط آب و هوایی توجه بسیاری از محققان و کارشناسان را به خ Moreکمبود آب، به ویژه در ایران و در دوره خشکسالی­های اخیر، بر اهمیت دستیابی به یک سیاست عملیاتی بهینه برای مخازن بزرگ اهمیت پیدا کرده است. در دو دهه گذشته، بهینه­سازی سالانه مخازن در شرایط کنترل شده و همچنین شرایط آب و هوایی توجه بسیاری از محققان و کارشناسان را به خود جلب کرده است. در این مطالعه، رویکرد جدیدی برای پیش­بینی ذخیره مخزن ارائه شده است. الگوریتم رقابت استعماری (ICA) یک رویکرد جدید در زمینه محاسبات تکاملی است که راه حل بهینه را در مشکلات مختلف بهینه­سازی محاسبه می­کند. این الگوریتم با مدل­سازی ریاضی فرآیند تکامل اجتماعی روانشناختی، رویکرد جدیدی را برای حل مشکلات بهینه­سازی ریاضی ارائه می­دهد و در مقایسه با سایر الگوریتم­ها، سرعت مناسب و سرعت همگرایی بالایی را در یافتن پاسخ بهینه دارد. در این تحقیق از الگوریتم رقابتی امپریالیست برای بهینه­سازی سالانه مخزن کهیر برای به دست آوردن سیاست­های بهینه استفاده شده است. عملکرد هدف از جهت دستیابی به آب در پایین دست نیاز به ایجاد روابط براساس استمرار وجود دارد. عملکرد هدف از جهت دستیابی به آب در پایین دست نیاز به ایجاد روابط براساس استمرار دارد. مقایسه مدل ICA در جمع 100 نشان داد که الگوریتم ICA با میانگین بهترین ارزش تابع هدف 125، 6/114 و 60/85 با تعدادی از ارزیابی­های بیشتر تابع هدف برای دستیابی به ظرفیت بالاتر، پاسخ بهینه است. نتایج حاکی از خطای 1/6 درصدی در اجرای الگوریتم ICA بین انبارهای مشاهده شده و پیش بینی شده است. نتایج استفاده از الگوریتم رقابتی امپریالیست برای مسئله بهینه­سازی سالانه بیانگر توانایی روش پیشنهادی است. Manuscript profile -
Open Access Article
15 - Stock portfolio optimization using Imperialist Competitive Algorithm (ICA) and Particle Swarm Optimization (PSO) under Conditional Value at Risk (CVaR)
Arezou Karimi sara goodarzi dahriziThe choice of stock portfolio is a special issue in the field of investment. Given the wide range of options in the stock market, one of the major concerns of investment groups is the optimal allocation of assets. Therefore, most of these collections use portfolio selec MoreThe choice of stock portfolio is a special issue in the field of investment. Given the wide range of options in the stock market, one of the major concerns of investment groups is the optimal allocation of assets. Therefore, most of these collections use portfolio selection models. The conditional value at Risk, which is one of the models of portfolio selection, follows the Quadratic Programming. Given that Quadratic Programming requires extensive computations, the use of metaheuristic algorithms in solving these problems increases the speed and accuracy of computations. The aim of this study is to minimize the Conditional Value at Risk by using two algorithms of Imperialist Competitive Algorithm and Particle Swarm Optimization. Therefore, using 800 days of data from 12 companies listed on the Tehran Stock Exchange in the period of 2/5/92 to 1/28/98, portfolio has been formed, and the weight of each stock in the optimal portfolio and the risk and return of the portfolio has been calculated using MATLAB2018 software. Then, using SPSS software, the average difference between risk and return of the two algorithms was tested.The results showed that the risk and return of the two algorithms were not statistically significant,. Manuscript profile -
Open Access Article
16 - Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm
Somayeh Mousavi Abbasali Jafari-Nodoushan Marzieh Kazemi-Rashnani Mahsa MohammadtaheriMulti-asset portfolio management and optimization have always been of interest to investors. Due to the inflation in Iran market, different performance of the asset classes in different market conditions and the ability to earn more profit along with less risk by divers MoreMulti-asset portfolio management and optimization have always been of interest to investors. Due to the inflation in Iran market, different performance of the asset classes in different market conditions and the ability to earn more profit along with less risk by diversifying the types of assets, it seems necessary to select a portfolio consisting of stocks, foreign currency and commodities. In this paper, assets of the above categories, including Emami coins, American dollar, and 11 sector indices, are considered in the portfolio composition. Due to the importance of the risk measure in multi-asset portfolio optimization, a model with conditional value at risk, the historical simulation approach has been extended and its efficiency has been compared with the mean-variance model. The models have been solved using the artificial bee colony and imperialist competitive algorithms. The daily asset prices in the period 2013 to 2020 have been used to evaluate the models in Iran market. Results show that the mean-conditional value at risk model performs better than the mean-variance in the training and testing periods. Furthermore, optimized portfolios with the artificial bee colony algorithm could outperform the imperialist competitive algorithm based on the Sharpe ratio, conditional Sharpe ratio, and return on risk. Manuscript profile
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