基于一种新模型的多目标遗传算法及性能分析

在多目标优化中,各目标通常相互冲突,其最优解往往有无穷多个,如何在最优解集中求出一组分布均匀且数量多的Pareto最优解供决策者选择十分重要.本文给出了多目标优化的一种新解法.首先定义了种群序值的理想方差和种群密度的方差,然后把目标个数任意的多目标函数优化问题Ⅰ转化成了用种群序值的理想方差和种群密度的方差构成的两个目标函数的优化问题Ⅱ,并对转化后的优化问题Ⅱ提出了一种新的多目标遗传算法(RDMOEA).计算机仿真表明RDMOEA算法对不同的实验函数均可求出在最优解集合中分布均匀且数量充足的Pareto最优解.     

解多目标优化问题的新粒子群优化算法

通过定义的粒子序值方差和U-度量方差,把对任意多个目标函数的优化问题转化成为两个目标函数的优化问题。继而把Pareto最优与粒子群优化(PSO)算法相结合,对转化后的优化问题提出了一种新的多目标粒子群优化算法,并证明了其收敛性。新方法用较少计算量便可以求出一组在最优解集合中分布均匀且数量充足的最优解。计算机仿真表明该算法对不同的试验函数均可用较少计算量求出在最优解集合中分布均匀且数量充足的最优解。     

基于新模型的动态多目标优化进化算法

在动态多目标优化中,各目标通常相互冲突,其最优解往往有无穷多个,如何在时间连续发生变化的情况下依然能求出分布均匀且数量多的Pareto最优解供决策者选择十分重要.对动态多目标优化问题连续变化的时间变量区间进行了任意划分,在得到的每个时间子区间上把动态多目标优化问题近似为静态多目标优化问题,进而在每个子区间上定义了种群的静态序值方差和静态密度方差,然后把目标个数任意的动态多目标优化问题转化成一个双目标静态优化问题.在给出的一种能自动检测时间变化的自检算子下,提出一种新的动态多目标优化进化算法,并且证明了算法的收敛性.计算机仿真表明新算法对动态多目标优化问题求解十分有效.     

一类带约束动态多目标优化问题的进化算法

动态多目标约束优化问题是一类NP-Hard问题,定义了动态环境下进化种群中个体的序值和个体的约束度,结合这两个定义给出了一种选择算子.在一种环境变化判断算子下给出了求解环境变量取值于正整数集Z+的一类带约束动态多目标优化问题的进化算法.通过几个典型的Benchmark函数对算法的性能进行了测试,其结果表明新算法能够较好地求出带约束动态多目标优化问题在不同环境下质量较好、分布较均匀的Pareto最优解集.     

解多目标约束问题的改进MaxMin-PSO算法

将最大最小化适应度函数与罚函数相结合,提出了一种实用有效求解多目标约束优化问题的粒子群算法。采用归类和比较的思想进行替换非劣解;改变以往全局最优值的选取方法,而采用轮序方式从非劣解中获取。实验证明改进的MaxMin-PSO算法能更加有效的逼近Pareto解,收敛速度更快,分布更均匀,且能很好的抑制低维多目标约束问题的发散现象。     

一种改进的鲁棒多目标优化方法

针对在解决某些复杂多目标优化问题过程中,所得到的Pareto最优解易受设计参数或环境参数扰动的影响,引入了鲁棒的概念并提出一种改进的鲁棒多目标优化方法,它利用了经典的基于适应度函数期望和方差方法各自的优势,有效地将两种方法结合在一起。为了实现该方法,给出一种基于粒子群优化算法的多目标优化算法。仿真实例结果表明,所给出的方法能够得到更为鲁棒的Pareto最优解。     

基于均匀设计的聚类多目标粒子群优化算法

为更有效地求解多目标优化问题,提出一种基于均匀设计的聚类多目标粒子群算法UCMOPSO。采用基于均匀设计的交叉操作尽可能地获得目标空间中均匀分布的非劣解,帮助种群跳出局部最优解,并通过一种新的聚类操作选择外部存档中有代表性的非劣解,从而控制外部存档规模,降低计算复杂度。对基准函数的测试结果表明,UCMOPSO算法相比同类算法在收敛性和分布性方面具有优势。     

一种分阶段的改进多目标粒子群优化算法

在多目标优化问题求解上,粒子群优化算法存在所得最优解集精度不足、分布不够均匀的缺点,针对上述问题,提出了一种多种群分阶段的多目标粒子群优化算法.算法对外部档案个体采取多种算子进行处理以提高解集的收敛精度,引入简化粒子群优化模型使算法更适应多目标优化问题的求解,通过分阶段选取领导个体以及分阶段采取不同策略对非支配解集进行维护以维持解分布均匀性的同时提高收敛速度,重点改善高维多目标优化问题的解集分布均匀性.实验结果表明,改进算法所得的非支配解集具有更好的分布均匀性和收敛精度.     

基于Pareto的多目标优化免疫算法

免疫算法具有搜索效率高、避免过早收敛、群体优化、保持个体多样性等优点。将其应用于多目标优化问题,建立了一种新型的基于Pareto的多目标优化免疫算法(MOIA)。算法中,将优化问题的可行解对应抗体,优化问题的目标函数对应抗原,Pareto最优解被保存在记忆细胞集中,并利用有别于聚类的邻近排挤算法对其进行不断更新,进而获得分布均匀的Pareto最优解。文章最后,对MOIA算法与文献[3]中SPEA算法进行仿真,通过比较两者的收敛性和分布性,得到了MOIA优于SPEA的结论。     

优先级多目标稳定化约束模型预测控制

针对目标函数的不同优先级问题, 提出一种约束多变量线性定常系统的稳定化多目标模型预测控制策略. 首先, 基于多目标优化理论给出多目标预测控制问题的字典序最优解结果, 并在此基础上考虑目标函数的优先级, 重 新将多目标预测控制问题定义为字典序多目标预测控制问题; 然后, 采用终端约束、终端罚函数和局部状态反馈律 等三要素, 证明多目标预测控制闭环系统是渐近稳定的; 最后, 通过一个仿真实例验证了所提出方法的有效性.

     

结合Kriging和物理规划的多目标代理优化算法

遗传算法处理高耗时且具有黑箱性的工程优化问题效率不足。为了提高工程优化效率，结合Kriging代理优化和物理规划，提出了基于Kriging和物理规划的多目标代理优化算法。在处理多目标问题时，使用物理规划将多目标问题转换成单目标问题，再使用Kriging代理优化对单目标问题进行求解。通过两个多目标数值算例和一个工程实例对提出的算法进行验证。结果表明，提出的算法能够求出符合偏好设置的Pareto最优解，且算法的效率更高。     

一种用于求解多目标组合优化的混合遗传算法 *

为高效求解多目标组合优化问题 ,提出一种进化计算与局部搜索结合的多目标算法。此算法基于个体排序数和密度值进行适应度赋值 ,采用非劣解并行局部搜索策略 ,在解的适应度赋值和局部搜索过程中使用 Pa-reto支配的概念。实验结果表明 ,新算法不仅提高了优化搜索的效率 ,且能够找到更多的近似 Pareto最优解。     

Introducing robustness in multi-objective optimization

In optimization studies including multi-objective optimization, the main focus is placed on finding the global optimum or global Pareto-optimal solutions, representing the best possible objective values. However, in practice, users may not always be interested in finding the so-called global best solutions, particularly when these solutions are quite sensitive to the variable perturbations which cannot be avoided in practice. In such cases, practitioners are interested in finding the robust solutions which are less sensitive to small perturbations in variables. Although robust optimization is dealt with in detail in single-objective evolutionary optimization studies, in this paper, we present two different robust multi-objective optimization procedures, where the emphasis is to find a robust frontier, instead of the global Pareto-optimal frontier in a problem. The first procedure is a straightforward extension of a technique used for single-objective optimization and the second procedure is a more practical approach enabling a user to set the extent of robustness desired in a problem. To demonstrate the differences between global and robust multi-objective optimization principles and the differences between the two robust optimization procedures suggested here, we develop a number of constrained and unconstrained test problems having two and three objectives and show simulation results using an evolutionary multi-objective optimization (EMO) algorithm. Finally, we also apply both robust optimization methodologies to an engineering design problem.     

Elite-guided multi-objective artificial bee colony algorithm

Multi-objective optimization has been a difficult problem and a research focus in the field of science and engineering. This paper presents a novel multi-objective optimization algorithm called elite-guided multi-objective artificial bee colony (EMOABC) algorithm. In our proposal, the fast non-dominated sorting and population selection strategy are applied to measure the quality of the solution and select the better ones. The elite-guided solution generation strategy is designed to exploit the neighborhood of the existing solutions based on the guidance of the elite. Furthermore, a novel fitness calculation method is presented to calculate the selecting probability for onlookers. The proposed algorithm is validated on benchmark functions in terms of four indicators: GD, ER, SPR, and TI. The experimental results show that the proposed approach can find solutions with competitive convergence and diversity within a shorter period of time, compared with the traditional multi-objective algorithms. Consequently, it can be considered as a viable alternative to solve the multi-objective optimization problems.     

An improved multi-objective evolutionary algorithm for the vehicle routing problem with time windows

The vehicle routing problem with time windows is a complex combinatorial problem with many real-world applications in transportation and distribution logistics. Its main objective is to find the lowest distance set of routes to deliver goods, using a fleet of identical vehicles with restricted capacity, to customers with service time windows. However, there are other objectives, and having a range of solutions representing the trade-offs between objectives is crucial for many applications. Although previous research has used evolutionary methods for solving this problem, it has rarely concentrated on the optimization of more than one objective, and hardly ever explicitly considered the diversity of solutions. This paper proposes and analyzes a novel multi-objective evolutionary algorithm, which incorporates methods for measuring the similarity of solutions, to solve the multi-objective problem. The algorithm is applied to a standard benchmark problem set, showing that when the similarity measure is used appropriately, the diversity and quality of solutions is higher than when it is not used, and the algorithm achieves highly competitive results compared with previously published studies and those from a popular evolutionary multi-objective optimizer.     

Handling multiple objectives with biogeography-based optimization

Biogeography-based optimization (BBO) is a new evolutionary optimization method inspired by biogeography. In this paper, BBO is extended to a multi-objective optimization, and a biogeography-based multi-objective optimization (BBMO) is introduced, which uses the cluster attribute of islands to naturally decompose the problem. The proposed algorithm makes use of nondominated sorting approach to improve the convergence ability effciently. It also combines the crowding distance to guarantee the diversity of Pareto optimal solutions. We compare the BBMO with two representative state-of-the-art evolutionary multi-objective optimization methods, non-dominated sorting genetic algorithm-II (NSGA-II) and archive-based micro genetic algorithm (AMGA) in terms of three metrics. Simulation results indicate that in most cases, the proposed BBMO is able to find much better spread of solutions and converge faster to true Pareto optimal fronts than NSGA-II and AMGA do.     

记忆增强的动态多目标分解进化算法

现实世界中的一些多目标优化问题经常受动态环境影响而不断发生变化,要求优化算法不断地及时跟踪时变的Pareto 最优解集.提出了一种记忆增强的动态多目标分解进化算法.将动态多目标优化问题分解为若干个动态单目标优化子问题并同时优化这些子问题,以便快速逼近Pareto 最优解集.给出了一个改进的环境变化检测算子,以便更好地检测环境变化.设计了一种基于子问题的串式记忆方法,利用过去类似环境下搜索到的最优解来有效地响应新的环境变化.在8 个标准的测试问题上,将新算法与其他3 种记忆增强的动态进化多目标优化算法进行了实验比较.结果表明,新算法比其他3 种算法具有更快的运行速度、更强的记忆能力与鲁棒性能,并且新算法所获得的解集还具有更好的收敛性与分布性.     

A particle swarm optimization for a fuzzy multi-objective unrelated parallel machines scheduling problem

This paper proposes a novel multi-objective model for an unrelated parallel machine scheduling problem considering inherent uncertainty in processing times and due dates. The problem is characterized by non-zero ready times, sequence and machine-dependent setup times, and secondary resource constraints for jobs. Each job can be processed only if its required machine and secondary resource (if any) are available at the same time. Finding optimal solution for this complex problem in a reasonable time using exact optimization tools is prohibitive. This paper presents an effective multi-objective particle swarm optimization (MOPSO) algorithm to find a good approximation of Pareto frontier where total weighted flow time, total weighted tardiness, and total machine load variation are to be minimized simultaneously. The proposed MOPSO exploits new selection regimes for preserving global as well as personal best solutions. Moreover, a generalized dominance concept in a fuzzy environment is employed to find locally Pareto-optimal frontier. Performance of the proposed MOPSO is compared against a conventional multi-objective particle swarm optimization (CMOPSO) algorithm over a number of randomly generated test problems. Statistical analyses based on the effect of each algorithm on each objective space show that the proposed MOPSO outperforms the CMOPSO in terms of quality, diversity and spacing metrics.