On improving multiobjective genetic algorithms for design optimization

This paper presents some improvements to Multi-Objective Genetic Algorithms (MOGAs). MOGA modifies certain operators within the GA itself to produce a multiobjective optimization technique. The improvements are made to overcome some of the shortcomings in niche formation, stopping criteria and interaction with a design decision-maker. The technique involves filtering, mating restrictions, the idea of objective constraints, and detecting Pareto solutions in the non-convex region of the Pareto set. A step-by-step procedure for an improved MOGA has been developed and demonstrated via two multiobjective engineering design examples: (i) two-bar truss design, and (ii) vibrating platform design. The two-bar truss example has continuous variables while the vibrating platform example has mixed-discrete (combinatorial) variables. Both examples are solved by MOGA with and without the improvements. It is shown that MOGA with the improvements performs better for both examples in terms of the number of function evaluations.     

Evolutionary multiobjective optimization for base station transmitter placement with frequency assignment

We propose a new solution to the problem of positioning base station transmitters of a mobile phone network and assigning frequencies to the transmitters, both in an optimal way. Since an exact solution cannot be expected to run in polynomial time for all interesting versions of this problem (they are all NP-hard), our algorithm follows a heuristic approach based on the evolutionary paradigm. For this evolution to be efficient, i.e., goal-oriented and sufficiently random at the same time, problem-specific knowledge is embedded in the operators. The problem requires both the minimization of the cost and of the channel interference. We examine and compare two standard multiobjective techniques and a new algorithm - the steady-state evolutionary algorithm with Pareto tournaments. One major finding of the empirical investigation is a strong influence of the choice of the multiobjective selection method on the utility of the problem-specific recombination leading to a significant difference in the solution quality.     

混沌动态种群数粒子群优化算法

针对粒子群优化算法在整个迭代过程中粒子极易陷于局部极值区域,提出一种混沌动态粒子数的粒子群优化算法,也即在判定全局最优值处于停滞时,以混沌策略对粒子进行位置初始化后加入种群,从而有效地保证了粒子群的多样性。用4个测试函数验证了该算法具有很好的寻优能力和较高的搜索精度。     

Evolutionary algorithms and dynamic programming

Recently, it has been proven that evolutionary algorithms produce good results for a wide range of combinatorial optimization problems. Some of the considered problems are tackled by evolutionary algorithms that use a representation which enables them to construct solutions in a dynamic programming fashion. We take a general approach and relate the construction of such algorithms to the development of algorithms using dynamic programming techniques. Thereby, we give general guidelines on how to develop evolutionary algorithms that have the additional ability of carrying out dynamic programming steps. Finally, we show that for a wide class of the so-called DP-benevolent problems (which are known to admit FPTAS) there exists a fully polynomial-time randomized approximation scheme based on an evolutionary algorithm.     

Performance evaluation of evolutionary multiobjective optimization algorithms for multiobjective fuzzy genetics-based machine learning

Recently, evolutionary multiobjective optimization (EMO) algorithms have been utilized for the design of accurate and interpretable fuzzy rule-based systems. This research area is often referred to as multiobjective genetic fuzzy systems (MoGFS), where EMO algorithms are used to search for non-dominated fuzzy rule-based systems with respect to their accuracy and interpretability. In this paper, we examine the ability of EMO algorithms to efficiently search for Pareto optimal or near Pareto optimal fuzzy rule-based systems for classification problems. We use NSGA-II (elitist non-dominated sorting genetic algorithm), its variants, and MOEA/D (multiobjective evolutionary algorithm based on decomposition) in our multiobjective fuzzy genetics-based machine learning (MoFGBML) algorithm. Classification performance of obtained fuzzy rule-based systems by each EMO algorithm is evaluated for training data and test data under various settings of the available computation load and the granularity of fuzzy partitions. Experimental results in this paper suggest that reported classification performance of MoGFS in the literature can be further improved using more computation load, more efficient EMO algorithms, and/or more antecedent fuzzy sets from finer fuzzy partitions.     

Evolutionary algorithms for optimization problems with uncertainties and hybrid indices

Many optimization problems in real-world applications contain both explicit (quantitative) and implicit (qualitative) indices that usually contain uncertain information. How to effectively incorporate uncertain information in evolutionary algorithms is one of the most important topics in information science. In this paper, we study optimization problems with both interval parameters in explicit indices and interval uncertainties in implicit indices. To incorporate uncertainty in evolutionary algorithms, we construct a mathematical uncertain model of the optimization problem considering the uncertainties of interval objectives; and then we transform the model into a precise one by employing the method of interval analysis; finally, we develop an effective and novel evolutionary optimization algorithm to solve the converted problem by combining traditional genetic algorithms and interactive genetic algorithms. The proposed algorithm consists of clustering of a large population according to the distribution of the individuals and estimation of the implicit indices of an individual based on the similarity among individuals. In our experiments, we apply the proposed algorithm to an interior layout problem, a typical optimization problem with both interval parameters in the explicit index and interval uncertainty in the implicit index. Our experimental results confirm the feasibility and efficiency of the proposed algorithm.     

Immune-based algorithms for dynamic optimization

The main problem with biologically inspired algorithms (like evolutionary algorithms or particle swarm optimization) when applied to dynamic optimization is to force their readiness for continuous search for new optima occurring in changing locations. Immune-based algorithm, being an instance of an algorithm that adapt by innovation seem to be a perfect candidate for continuous exploration of a search space. In this paper we describe various implementations of the immune principles and we compare these instantiations on complex environments.     

Immune clonal coevolutionary algorithm for dynamic multiobjective optimization

In this paper, a new evolutionary algorithm, called immune clonal coevolutionary algorithm (ICCoA) for dynamic multiobjective optimization (DMO) is proposed. On the basis of the basic principles of artificial immune system, the proposed algorithm adopts the immune clonal selection to solve DMO problems. In addition, the theory of coevolution is incorporated in ICCoA in global operation to preserve the diversity of Pareto-fronts. Moreover, coevolutionary competitive and cooperative operation is designed to enhance the uniformity and the diversity of the solutions. In comparison with NSGA-II, immune clonal algorithm for DMO and direction-based method, the simulation results obtained on 5 difficult test problems and on related performance metrics suggest that ICCoA can achieve better distributed solutions and be very effective in maintaining the uniformity of Pareto-fronts.     

Mean-semivariance portfolio optimization with multiobjective evolutionary algorithms and technical analysis rules

Recent work has been devoted to study the use of multiobjective evolutionary algorithms (MOEAs) in stock portfolio optimization, within a common mean-variance framework. This article proposes the use of a more appropriate framework, mean-semivariance framework, which takes into account only adverse return variations instead of overall variations. It also proposes the use and comparison of established technical analysis (TA) indicators in pursuing better outcomes within the risk-return relation. Results show there is some difference in the performance of the two selected MOEAs – non-dominated sorting genetic algorithm II (NSGA II) and strength pareto evolutionary algorithm 2 (SPEA 2) – within portfolio optimization. In addition, when used with four TA based strategies – relative strength index (RSI), moving average convergence/divergence (MACD), contrarian bollinger bands (CBB) and bollinger bands (BB), the two selected MOEAs achieve solutions with interesting in-sample and out-of-sample outcomes for the BB strategy.     

动态环境中的进化算法

目前关于进化算法（EA）的研究主要局限于静态优化问题,然而很多现实世界中的问题是动态的,对于这类时变的优化问题通常并不是要求EA发现极值点,而是需要EA能够尽可能紧密地跟踪极值点在搜索空间内的运行轨迹.为此,综述了使EA适用于动态优化问题的各种方法,如增加种群多样性、保持种群多样性、引入某种记忆策略和采用多种群策略等.     

Evolutionary multiobjective optimization using an outranking-based dominance generalization

One aspect that is often disregarded in the current research on evolutionary multiobjective optimization is the fact that the solution of a multiobjective optimization problem involves not only the search itself, but also a decision making process. Most current approaches concentrate on adapting an evolutionary algorithm to generate the Pareto frontier. In this work, we present a new idea to incorporate preferences into a multi-objective evolutionary algorithm (MOEA). We introduce a binary fuzzy preference relation that expresses the degree of truth of the predicate “x is at least as good as y”. On this basis, a strict preference relation with a reasonably high degree of credibility can be established on any population. An alternative x is not strictly outranked if and only if there does not exist an alternative y which is strictly preferred to x. It is easy to prove that the best solution is not strictly outranked. For validating our proposed approach, we used the non-dominated sorting genetic algorithm II (NSGA-II), but replacing Pareto dominance by the above non-outranked concept. So, we search for the non-strictly outranked frontier that is a subset of the Pareto frontier. In several instances of a nine-objective knapsack problem our proposal clearly outperforms the standard NSGA-II, achieving non-outranked solutions which are in an obviously privileged zone of the Pareto frontier.     

Evolutionary structural optimization for dynamic problems

This paper presents a simple method for structural optimization with frequency constraints. The structure is modelled by a fine mesh of finite elements. At the end of each eigenvalue analysis, part of the material is removed from the structure so that the frequencies of the resulting structure will be shifted towards a desired direction. A sensitivity number indicating the optimum locations for such material elimination is derived. This sensitivity number can be easily calculated for each element using the information of the eigenvalue solution. The significance of such an evolutionary structural optimization (ESO) method lies in its simplicity in achieving shape and topology optimization for both static and dynamic problems. In this paper, the ESO method is applied to a wide range of frequency optimization problems, which include maximizing or minimizing a chosen frequency of a structure, keeping a chosen frequency constant, maximizing the gap of arbitrarily given two frequencies, as well as considerations of multiple frequency constraints. The proposed ESO method is verified through several examples whose solutions may be obtained by other methods.     

Target-matching test problem for multiobjective topology optimization using genetic algorithms

This paper describes the multiobjective topology optimization of continuum structures solved as a discrete optimization problem using a multiobjective genetic algorithm (GA) with proficient constraint handling. Crucial to the effectiveness of the methodology is the use of a morphological geometry representation that defines valid structural geometries that are inherently free from checkerboard patterns, disconnected segments, or poor connectivity. A graph- theoretic chromosome encoding, together with compatible reproduction operators, helps facilitate the transmission of topological/shape characteristics across generations in the evolutionary process. A multicriterion target-matching problem developed here is a novel test problem, where a predefined target geometry is the known optimum solution, and the good results obtained in solving this problem provide a convincing demonstration and a quantitative measure of how close to the true optimum the solutions achieved by GA methods can be. The methodology is then used to successfully design a path-generating compliant mechanism by solving a multicriterion structural topology optimization problem.     

Evolutionary algorithm with a directional local search for multiobjective optimization in combinatorial problems

Evolutionary algorithms (EAs) are often employed to multiobjective optimization, because they process an entire population of solutions which can be used as an approximation of the Pareto front of the tackled problem. It is a common practice to couple local search with evolutionary algorithms, especially in the context of combinatorial optimization. In this paper a new local search method is proposed that utilizes the knowledge concerning promising search directions. The proposed method can be used as a general framework and combined with many methods of iterating over a neighbourhood of an initial solution as well as various decomposition approaches. In the experiments the proposed local search method was used with an EA and tested on 2-, 3- and 4-objective versions of two well-known combinatorial optimization problems: the travelling salesman problem (TSP) and the quadratic assignment problem (QAP). For comparison two well-known local search methods, one based on Pareto dominance and the other based on decomposition, were used with the same EA. The results show that the EA coupled with the directional local search yields better results than the same EA coupled with any of the two reference methods on both the TSP and QAP problems.     

Adaptive genetic algorithms applied to dynamic multiobjective problems

This paper describes an adaptive genetic algorithm (AGA) with dynamic fitness function for multiobjective problems (MOPs) in a dynamic environment. In order to see performance of the algorithm, AGA was applied to two kinds of MOPs. Firstly, the algorithm was used to find an optimal force allocation for a combat simulation. The paper discusses four objectives that need to be optimized and presents a fuzzy inference system that forms an aggregation of the four objectives. A second fuzzy inference system is used to control the crossover and mutation rates based on statistics of the aggregate fitness. In addition to dynamic force allocation optimization problem, a simple example of a dynamic multiobjective optimization problem taken from Farina et al. [M. Farina, K. Deb, P. Amato, Dynamic multiobjective optimization problems: test cases, approximations, and applications, IEEE Trans. Evol. Comput. 8 (5) (2004) 425–442] is presented and solved with the proposed algorithm. The results obtained here indicate that performance of the fuzzy-augmented GA is better than a standard GA method in terms of improvement of convergence to solutions of dynamic MOPs.     

Evolutionary multi-objective optimization algorithms for fuzzy portfolio selection

In this paper, we consider a recently proposed model for portfolio selection, called Mean-Downside Risk-Skewness (MDRS) model. This modelling approach takes into account both the multidimensional nature of the portfolio selection problem and the requirements imposed by the investor. Concretely, it optimizes the expected return, the downside-risk and the skewness of a given portfolio, taking into account budget, bound and cardinality constraints. The quantification of the uncertain future return on a given portfolio is approximated by means of LR-fuzzy numbers, while the moments of its return are evaluated using possibility theory. The main purpose of this paper is to solve the MDRS portfolio selection model as a whole constrained three-objective optimization problem, what has not been done before, in order to analyse the efficient portfolios which optimize the three criteria simultaneously. For this aim, we propose new mutation, crossover and reparation operators for evolutionary multi-objective optimization, which have been specially designed for generating feasible solutions of the cardinality constrained MDRS problem. We incorporate the operators suggested into the evolutionary algorithms NSGAII, MOEA/D and GWASF-GA and we analyse their performances for a data set from the Spanish stock market. The potential of our operators is shown in comparison to other commonly used genetic operators and some conclusions are highlighted from the analysis of the trade-offs among the three criteria.     

Quantum immune clonal coevolutionary algorithm for dynamic multiobjective optimization

The existing algorithms to solve dynamic multiobjective optimization (DMO) problems generally have difficulties in non-uniformity, local optimality and non-convergence. Based on artificial immune system, quantum evolutionary computing and the strategy of co-evolution, a quantum immune clonal coevolutionary algorithm (QICCA) is proposed to solve DMO problems. The algorithm adopts entire cloning and evolves the theory of quantum to design a quantum updating operation, which improves the searching ability of the algorithm. Moreover, coevolutionary strategy is incorporated in global operation and coevolutionary competitive operation and coevolutionary cooperative operation are designed to improve the uniformity, the diversity and the convergence performance of the solutions. The results on test problems and performance metrics compared with ICADMO and DBM suggest that QICCA has obvious effectiveness and advantages which shows great capability of evolving convergent, diverse and uniformly distributed Pareto fronts.