A parallel particle swarm optimization algorithm for multi-objective optimization problems

In this article, a new proposal of using particle swarm optimization algorithms to solve multi-objective optimization problems is presented. The algorithm is constructed based on the concept of Pareto dominance, as well as a state-of-the-art ‘parallel’ computing technique that intends to improve algorithmic effectiveness and efficiency simultaneously. The proposed parallel particle swarm multi-objective evolutionary algorithm (PPS-MOEA) is tested through a variety of standard test functions taken from the literature; its performance is compared with six noted multi-objective algorithms. The computational experience gained from the first two experiments indicates that the algorithm proposed in this article is extremely competitive when compared with other MOEAs, being able to accurately, reliably and robustly approximate the true Pareto front in almost every tested case. To justify the motivation behind the research of the parallel swarm structure, the computational results of the third experiment confirm the PPS-MOEA's merit in solving really high-dimensional multi-objective optimization problems.     

An improved imperialist competitive algorithm for multi-objective optimization

This article proposes an improved imperialistic competitive algorithm to solve multi-objective optimization problems. The proposed multi-objective imperialistic competitive algorithm (MOICA) uses the elitist strategy, based on the mutation and crossover as in genetic algorithms, and the Pareto concept to store simultaneously optimal solutions of multiple conflicting functions. Three performance metrics are used to evaluate the performance of the new algorithm: convergence to the true Pareto-optimal set, solution diversity and robustness, characterized by the variance over 10 runs. To validate the efficiency of the proposed algorithm, several multi-objective standard test functions with true solutions are used. The obtained results show that the MOICA outperforms most of the methods available in the literature. The proposed algorithm can also handle multi-objective engineering design problems with high dimensions.     

Bi-objective partial flexible job shop scheduling problem: NSGA-II,NRGA, MOGA and PAES approaches

This paper deals with a problem of partial flexible job shop with the objective of minimising makespan and minimising total operation costs. This problem is a kind of flexible job shop problem that is known to be NP-hard. Hence four multi-objective, Pareto-based, meta-heuristic optimisation methods, namely non-dominated sorting genetic algorithm (NSGA-II), non-dominated ranked genetic algorithm (NRGA), multi-objective genetic algorithm (MOGA) and Pareto archive evolutionary strategy (PAES) are proposed to solve the problem with the aim of finding approximations of optimal Pareto front. A new solution representation is introduced with the aim of solving the addressed problem. For the purpose of performance evaluation of our proposed algorithms, we generate some instances and use some benchmarks which have been applied in the literature. Also a comprehensive computational and statistical analysis is conducted in order to analyse the performance of the applied algorithms in five metrics including non-dominated solution, diversification, mean ideal distance, quality metric and data envelopment analysis are presented. Data envelopment analysis is a well-known method for efficiently evaluating the effectiveness of multi-criteria decision making. In this study we proposed this method of assessment of the non-dominated solutions. The results indicate that in general NRGA and PAES have had a better performance in comparison with the other two algorithms.     

Two efficient algorithms for constructing almost even approximations of the Pareto front in multi-objective optimization problems

In this article, two algorithms are proposed for constructing almost even approximations of the Pareto front of multi-objective optimization problems. The first algorithm is a hybrid of the ε-constraint and Pascoletti–Serafini scalarization methods for solving bi-objective problems. The second is a modification of the successive Pareto optimization (SPO) algorithm for solving three-objective problems. In these algorithms, the MATLAB fmincon solver is used to solve single-objective optimization problems, which returns a local optimal solution. Some metrics are considered to evaluate the quality of approximations obtained by the suggested algorithms on six test problems, and their results are compared with other algorithms (normal constraint, weighted constraint, SPO, differential evolution, multi-objective evolutionary algorithm/decomposition–differential evolution, non-dominated sorting genetic algorithm-II and S-metric selection evolutionary multi-objective algorithm). Experimental results show that the proposed algorithms provide almost even approximations of the whole Pareto front, and better quality of approximation and CPU time compared with established algorithms.     

Migration NSGA: method to improve a non-elitist searching of Pareto front,with application in magnetics

The paper describes a migration strategy to improve classical non-dominated sorting genetic algorithm (NSGA) to find optimal solution of a multi-objective problem. Migration NSGA has been tested to assess its performance using analytical functions for which the Pareto front is known in analytical form, as well as two case studies in electromagnetics, for which the Pareto front is not known a priori. This strategy improves the approximation of the Pareto-optimal solutions of a multi-objective problem by introducing new individuals in the population miming the effect of migrations.     

基于粒子群与聚类的多目标优化算法

针对粒子群优化算法容易陷入局部最优的问题,提出了一种基于粒子群优化与分解聚类方法相结合的多目标优化算法。算法基于参考向量分解的方法,通过聚类优选粒子策略来更新全局最优解。首先,通过每条均匀分布的参考向量对粒子进行聚类操作,来促进粒子的多样性。从每个聚类中选择一个具有最小聚合函数适应度值的粒子,以平衡收敛性和多样性。动态更新全局最优解和个体最优解,引导种群均匀分布在帕累托前沿附近。通过仿真实验,与4种粒子群多目标优化算法进行对比。实验结果表明,提出的算法在27个选定的基准测试问题中获得了20个反世代距离(IGD)最优值。     

Multi-objective genetic algorithm for solving N-version program design problem

N-version programming (NVP) is a programming approach for constructing fault tolerant software systems. Generally, an optimization model utilized in NVP selects the optimal set of versions for each module to maximize the system reliability and to constrain the total cost to remain within a given budget. In such a model, while the number of versions included in the obtained solution is generally reduced, the budget restriction may be so rigid that it may fail to find the optimal solution. In order to ameliorate this problem, this paper proposes a novel bi-objective optimization model that maximizes the system reliability and minimizes the system total cost for designing N-version software systems. When solving multi-objective optimization problem, it is crucial to find Pareto solutions. It is, however, not easy to obtain them. In this paper, we propose a novel bi-objective optimization model that obtains many Pareto solutions efficiently.We formulate the optimal design problem of NVP as a bi-objective 0–1 nonlinear integer programming problem. In order to overcome this problem, we propose a Multi-objective genetic algorithm (MOGA), which is a powerful, though time-consuming, method to solve multi-objective optimization problems. When implementing genetic algorithm (GA), the use of an appropriate genetic representation scheme is one of the most important issues to obtain good performance. We employ random-key representation in our MOGA to find many Pareto solutions spaced as evenly as possible along the Pareto frontier. To pursue improve further performance, we introduce elitism, the Pareto-insertion and the Pareto-deletion operations based on distance between Pareto solutions in the selection process.The proposed MOGA obtains many Pareto solutions along the Pareto frontier evenly. The user of the MOGA can select the best compromise solution among the candidates by controlling the balance between the system reliability and the total cost.     

A new optimization algorithm based on a combination of particle swarm optimization,convergence and divergence operators for single-objective and multi-objective problems

Particle swarm optimization (PSO) is a randomized and population-based optimization method that was inspired by the flocking behaviour of birds and human social interactions. In this work, multi-objective PSO is modified in two stages. In the first stage, PSO is combined with convergence and divergence operators. Here, this method is named CDPSO. In the second stage, to produce a set of Pareto optimal solutions which has good convergence, diversity and distribution, two mechanisms are used. In the first mechanism, a new leader selection method is defined, which uses the periodic iteration and the concept of the particle's neighbour number. This method is named periodic multi-objective algorithm. In the second mechanism, an adaptive elimination method is employed to limit the number of non-dominated solutions in the archive, which has influences on computational time, convergence and diversity of solution. Single-objective results show that CDPSO performs very well on the complex test functions in terms of solution accuracy and convergence speed. Furthermore, some benchmark functions are used to evaluate the performance of periodic multi-objective CDPSO. This analysis demonstrates that the proposed algorithm operates better in three metrics through comparison with three well-known elitist multi-objective evolutionary algorithms. Finally, the algorithm is used for Pareto optimal design of a two-degree of freedom vehicle vibration model. The conflicting objective functions are sprung mass acceleration and relative displacement between sprung mass and tyre. The feasibility and efficiency of periodic multi-objective CDPSO are assessed in comparison with multi-objective modified NSGAII.     

A new algorithm for the robust optimization of rotor-bearing systems

This article presents a new algorithm for the robust optimization of rotor-bearing systems. The goal of the optimization problem is to find the values of a set of parameters for which the natural frequencies of the system are as far away as possible from the rotational speeds of the machine. To accomplish this, the penalization proposed by Ritto, Lopez, Sampaio, and Souza de Cursi in 2011 is employed. Since the rotor-bearing system is subject to uncertainties, such a penalization is modelled as a random variable. The robust optimization is performed by minimizing the expected value and variance of the penalization, resulting in a multi-objective optimization problem (MOP). The objective function of this MOP is known to be non-convex and it is shown that its resulting Pareto front (PF) is also non-convex. Thus, a new algorithm is proposed for solving the MOP: the normal boundary intersection (NBI) is employed to discretize the PF handling its non-convexity, and a global optimization algorithm based on a restart procedure and local searches are employed to minimize the NBI subproblems tackling the non-convexity of the objective function. A numerical analysis section shows the advantage of using the proposed algorithm over the weighted-sum (WS) and NSGA-II approaches. In comparison with the WS, the proposed approach obtains a much more even and useful set of Pareto points. Compared with the NSGA-II approach, the proposed algorithm provides a better approximation of the PF requiring much lower computational cost.     

Pareto optimization using the struggle genetic crowding algorithm

Many real-world engineering design problems involve the simultaneous optimization of several conflicting objectives. In this paper, a method combining the struggle genetic crowding algorithm with Pareto-based population ranking is proposed to elicit trade-off frontiers. The new method has been tested on a variety of published problems, reliably locating both discontinuous Pareto frontiers as well as multiple Pareto frontiers in multi-modal search spaces. Other published multi-objective genetic algorithms are less robust in locating both global and local Pareto frontiers in a single optimization. For example, in a multi-modal test problem a previously published non-dominated sorting GA (NSGA) located the global Pareto frontier in 41% of the optimizations, while the proposed method located both global and local frontiers in all test runs. Additionally, the algorithm requires little problem specific tuning of parameters.     

Performance-based multi-objective optimization of large steel structures

In recent years, the importance of economical considerations in the field of structures has motivated many researchers to propose new methods for minimizing the initial and life cycle cost of the structures subjected to seismic loading. In this paper, a new framework is presented to solve the performance-based multi-objective optimization problem considering the initial and life cycle cost of large structures. In order to solve this problem, a non-dominated sorting genetic algorithm (NSGA-II) using differential evolution operators is employed to solve the optimization problem, while a specific meta-model is utilized for reducing the number of fitness function evaluations. The required computational time for pushover analysis is decreased by a simple numerical method. The constraints of the optimization problem are based on the FEMA codes. The presented results for application of the proposed framework demonstrate its capability in solving the present complex multi-objective optimization problem.     

A multi-phase covering Pareto-optimal front method to multi-objective parallel machine scheduling

This paper considers the problem of parallel machine scheduling with sequence-dependent setup times to minimise both makespan and total earliness/tardiness in the due window. To tackle the problem considered, a multi-phase algorithm is proposed. The goal of the initial phase is to obtain a good approximation of the Pareto-front. In the second phase, to improve the Pareto-front, non-dominated solutions are unified to constitute a big population. In this phase, based on the local search in the Pareto space concept, three multi-objective hybrid metaheuristics are proposed. Covering the whole set of Pareto-optimal solutions is a desired task of multi-objective optimisation methods. So in the third phase, a new method using an e-constraint hybrid metaheuristic is proposed to cover the gaps between the non-dominated solutions and improve the Pareto-front. Appropriate combinations of multi-objective methods in various phases are considered to improve the total performance. The multi-phase algorithm iterates over a genetic algorithm in the first phase and three hybrid metaheuristics in the second and third phases. Experiments on the test problems with different structures show that the multi-phase method is a better tool to approximate the efficient set than the global archive sub-population genetic algorithm presented previously.     

基于速度交流的多种群多目标粒子群算法研究

为提高多目标优化算法的收敛精度和搜索性能,提出一种基于速度交流的多种群多目标粒子群算法。算法引入速度交流机制,将种群划分为多个子种群以实现速度信息共享,改善粒子单一搜索模式,提高算法的全局搜索能力。采用混沌映射优化惯性权重,提高粒子搜索遍历性和全局性,为降低算法在运行后期陷入局部最优Pareto前沿的可能性,对各个子种群执行不同的变异操作。将算法与NSGA-Ⅱ、SPEA2、AbYSS、MOPSO、SMPSO和GWASF-GA先进多目标优化算法进行对比,实验结果表明:该算法得到的解集具有更好的收敛性和分布性。     

Integrated optimization of machine product design and process design

In order to attain the true integration of computer-aided design and computer-aided manufacturing not only is a smooth flow of information required, but also decision making for both product design and process design must be synthesized. In this paper an integrated design process is proposed in which decisions concerning both product design and process design are simultaneously made. According to the proposed design procedures, an integrated optimization problem is formulated. This optimization is expressed as a multiobjective optimization problem which produces many Pareto optimum solution sets corresponding to combinations of materials used for parts. The algorithm for solving the problem is also presented. The proposed method is applied to designing a cylindrical co-ordinate robot, thereby demonstrating the effectiveness of conducting a simultaneous process through product design and process design.     

用于多目标优化的蚁群算法的构建及其应用

从蚁群的生物学行为出发,将成群募集和海量募集两种机制融入蚁群算法,并针对多目标优化的特性,综合考虑解的被支配度和分散度,抽提出一种启发式规则,用以评价食物源的优劣,进而构建多目标连续蚁群优化算法(MO-CACO).通过两个多目标典型函数的优化测试,验证了MO-CACO具有较强的多目标全局寻优能力,且稳健性良好,所求得的最优解集的多目标值能均匀地逼近Pareto最优前沿的各部分.将MO-CACO用于二甲苯异构化装置的操作优化,取得了满意的结果,MO-CACO可为化工过程多目标决策提供支持.     

An efficient dynamic load balancing algorithm

In engineering problems, randomness and uncertainties are inherent. Robust design procedures, formulated in the framework of multi-objective optimization, have been proposed in order to take into account sources of randomness and uncertainty. These design procedures require orders of magnitude more computational effort than conventional analysis or optimum design processes since a very large number of finite element analyses is required to be dealt. It is therefore an imperative need to exploit the capabilities of computing resources in order to deal with this kind of problems. In particular, parallel computing can be implemented at the level of metaheuristic optimization, by exploiting the physical parallelization feature of the nondominated sorting evolution strategies method, as well as at the level of repeated structural analyses required for assessing the behavioural constraints and for calculating the objective functions. In this study an efficient dynamic load balancing algorithm for optimum exploitation of available computing resources is proposed and, without loss of generality, is applied for computing the desired Pareto front. In such problems the computation of the complete Pareto front with feasible designs only, constitutes a very challenging task. The proposed algorithm achieves linear speedup factors and almost 100% speedup factor values with reference to the sequential procedure.     

MONSS: A multi-objective nonlinear simplex search approach

This article presents a novel methodology for dealing with continuous box-constrained multi-objective optimization problems (MOPs). The proposed algorithm adopts a nonlinear simplex search scheme in order to obtain multiple elements of the Pareto optimal set. The search is directed by a well-distributed set of weight vectors, each of which defines a scalarization problem that is solved by deforming a simplex according to the movements described by Nelder and Mead's method. Considering an MOP with n decision variables, the simplex is constructed using n+1 solutions which minimize different scalarization problems defined by n+1 neighbor weight vectors. All solutions found in the search are used to update a set of solutions considered to be the minima for each separate problem. In this way, the proposed algorithm collectively obtains multiple trade-offs among the different conflicting objectives, while maintaining a proper representation of the Pareto optimal front. In this article, it is shown that a well-designed strategy using just mathematical programming techniques can be competitive with respect to the state-of-the-art multi-objective evolutionary algorithms against which it was compared.     

Multi-objective unrelated parallel machine scheduling: a Tabu-enhanced iterated Pareto greedy algorithm

This work proposes a high-performance algorithm for solving the multi-objective unrelated parallel machine scheduling problem. The proposed approach is based on the iterated Pareto greedy (IPG) algorithm but exploits the accessible Tabu list (TL) to enhance its performance. To demonstrate the superior performance of the proposed Tabu-enhanced iterated Pareto greedy (TIPG) algorithm, its computational results are compared with IPG and existing algorithms on the same benchmark problem set. Experimental results reveal that incorporating the accessible TL can eliminate ineffective job moves, causing the TIPG algorithm to outperform state-of-the-art approaches in the light of five multi-objective performance metrics. This work contributes a useful theoretical and practical optimisation method for solving this problem.     

Preference-based Pareto optimization in certain and noisy environments

In this article a method for including a priori preferences of decision makers into multicriteria optimization problems is presented. A set of Pareto-optimal solutions is determined via desirability functions of the objectives which reveal experts’ preferences regarding different objective regions. An application to noisy objective functions is not straightforward but very relevant for practical applications. Two approaches are introduced in order to handle the respective uncertainties by means of the proposed preference-based Pareto optimization. By applying the methods to the original and uncertain Binh problem and a noisy single cut turning cost optimization problem, these approaches prove to be very effective in focusing on different parts of the Pareto front of the ori-ginal problem in both certain and noisy environments.