Managing approximation models in collaborative optimization

Collaborative optimization (CO), one of the multidisciplinary design optimization techniques, has been credited with guaranteeing disciplinary autonomy while maintaining interdisciplinary compatibility due to its bi-level optimization structure. However, a few difficulties caused by certain features of its architecture have been also reported. The architecture, with discipline-level optimizations nested in a system-level optimization, leads to considerably increased computational time. In addition, numerical difficulties such as the problem of slow convergence or unexpected nonlinearity of the compatibility constraint in the system-level optimization are known weaknesses of CO.This paper proposes the use of an approximation model in place of the disciplinary optimization in the system-level optimization in order to relieve the aforementioned difficulties. The disciplinary optimization result, the optimal discrepancy function value, is modeled as a function of the interdisciplinary target variables, and design variables of the system level. However, since this approach is hindered by the peculiar form of the compatibility constraint, it is hard to exploit well-developed conventional approximation methods. In this paper, neural network classification is employed as a classifier to determine whether a design point is feasible or not. Kriging is also combined with the classification to make up for the weakness that the classification cannot estimate the degree of infeasibility.In addition, for the purpose of enhancing the accuracy of the predicted optimum, this paper also employs two approximation management frameworks for single-objective and multi-objective optimization problem in the system-level optimization. The approximation is continuously updated using the information obtained from the optimization process. This can cut down the required number of disciplinary optimizations considerably and lead to a design (or Pareto set) near to the true optimum (or true Pareto set) of the system-level optimization.     

Expert models of multiobjective optimization

An approach is proposed to solve a vector optimization problem for complex engineering and economic systems where the information about experimental and statistical data necessary to set up regression models is insufficient (or absent). To solve this problem, multiobjective optimization with nonlinear trade-off scheme is employed.     

ParEGO: a hybrid algorithm with on-line landscape approximation for expensive multiobjective optimization problems

This paper concerns multiobjective optimization in scenarios where each solution evaluation is financially and/or temporally expensive. We make use of nine relatively low-dimensional, nonpathological, real-valued functions, such as arise in many applications, and assess the performance of two algorithms after just 100 and 250 (or 260) function evaluations. The results show that NSGA-II, a popular multiobjective evolutionary algorithm, performs well compared with random search, even within the restricted number of evaluations used. A significantly better performance (particularly, in the worst case) is, however, achieved on our test set by an algorithm proposed herein-ParEGO-which is an extension of the single-objective efficient global optimization (EGO) algorithm of Jones et al. ParEGO uses a design-of-experiments inspired initialization procedure and learns a Gaussian processes model of the search landscape, which is updated after every function evaluation. Overall, ParEGO exhibits a promising performance for multiobjective optimization problems where evaluations are expensive or otherwise restricted in number.     

Closed-loop evolutionary multiobjective optimization

Artificial evolution has been used for more than 50 years as a method of optimization in engineering, operations research and computational intelligence. In closed-loop evolution (a term used by the statistician, George Box) or, equivalently, evolutionary experimentation (Ingo Rechenberg?s terminology), the ?phenotypes? are evaluated in the real world by conducting a physical experiment, whilst selection and breeding is simulated. Well-known early work on artificial evolution?design engineering problems in fluid dynamics, and chemical plant process optimization? was carried out in this experimental mode. More recently, the closed-loop approach has been successfully used in much evolvable hardware and evolutionary robotics research, and in some microbiology and biochemistry applications. In this article, several further new targets for closed-loop evolutionary and multiobjective optimization are considered. Four case studies from my own collaborative work are described: (i) instrument optimization in analytical biochemistry; (ii) finding effective drug combinations in vitro; (iii) onchip synthetic biomolecule design; and (iv) improving chocolate production processes. Accurate simulation in these applications is not possible due to complexity or a lack of adequate analytical models. In these and other applications discussed, optimizing experimentally brings with it several challenges: noise; nuisance factors; ephemeral resource constraints; expensive evaluations, and evaluations that must be done in (large) batches. Evolutionary algorithms (EAs) are largely equal to these vagaries, whilst modern multiobjective EAs also enable tradeoffs among conflicting optimization goals to be explored. Nevertheless, principles from other disciplines, such as statistics, Design of Experiments, machine learning and global optimization are also relevant to aspects of the closed-loop problem, and may inspire futher development of multiobjective EAs.     

On approximate starshapedness in multiobjective optimization

In this paper, we give the vector versions of the concepts of approximate starshapedness, equi-subdifferentiability and pseudo-equi-subdifferentiability and establish relationships among approximate vector starshapedness, vector-equi-subdifferentiability and vector-pseudo-equi-subdifferentiability. We extend the concept of ε-quasi-efficient solutions in the context of multiobjective optimization problems involving approximately starshaped functions and use approximate vector variational inequalities of Stampacchia and Minty type in terms of Fréchet subdifferentials to characterize approximate efficient solutions.     

Decomposing the user-preference in multiobjective optimization

Preference information (such as the reference point) of the decision maker (DM) is often used in multiobjective optimization; however, the location of the specified reference point has a detrimental effect on the performance of multiobjective evolutionary algorithms (MOEAs). Inspired by multiobjective evolutionary algorithm-based decomposition (MOEA/D), this paper proposes an MOEA to decompose the preference information of the reference point specified by the DM into a number of scalar optimization subproblems and deals with them simultaneously (called MOEA/D-PRE). This paper presents an approach of iterative weight to map the desired region of the DM, which makes the algorithm easily obtain the desired region. Experimental results have demonstrated that the proposed algorithm outperforms two popular preference-based approaches, g-dominance and r-dominance, on continuous multiobjective optimization problems (MOPs), especially on many-objective optimization problems. Moreover, this study develops distinct models to satisfy different needs of the DM, thus providing a new way to deal with preference-based multiobjective optimization. Additionally, in terms of the shortcoming of MOEA/D-PRE, an improved MOEA/D-PRE that dynamically adjusts the size of the preferred region is proposed and has better performance on some problems.     

A trust-region framework for managing the use of approximation models in optimization

This paper presents an analytically robust, globally convergent approach to managing the use of approximation models of varying fidelity in optimization. By robust global behaviour we mean the mathematical assurance that the iterates produced by the optimization algorithm, started at an arbitrary initial iterate, will converge to a stationary point or local optimizer for the original problem. The approach presented is based on the trust region idea from nonlinear programming and is shown to be provably convergent to a solution of the original high-fidelity problem. The proposed method for managing approximations in engineering optimization suggests ways to decide when the fidelity, and thus the cost, of the approximations might be fruitfully increased or decreased in the course of the optimization iterations. The approach is quite general. We make no assumptions on the structure of the original problem, in particular, no assumptions of convexity and separability, and place only mild requirements on the approximations. The approximations used in the framework can be of any nature appropriate to an application; for instance, they can be represented by analyses, simulations, or simple algebraic models. This paper introduces the approach and outlines the convergence analysis.This research was supported by the Dept. of Energy grant DEFG03-95ER25257 and Air Force Office of Scientific Research grant F49620-95-1-0210This research was supported by the National Aeronautics and Space Administration under NASA Contract No. NAS1-19480 while the author was in residence at the Institute for Computer Applications in Science and Engineering (ICASE), NASA Langley Research Center, Hampton, VA 23681, USAThis research was supported by the Air Force Office of Scientific Research grant F49620-95-1-0210 and by the National Aeronautics and Space Administration under NASA Contract No. NAS1-19480 while the author was in residence at the Institute for Computer Applications in Science and Engineering (ICASE), NASA Langley Research Center, Hampton, VA 23681, USA     

多模态多目标优化综述

随着工业生产和日常生活需求的多样化,单个解决方案己经无法满足生产生活的需求.多模态优化可以为决策者提供多个可行方案,但是早期对多模态优化的研究局限在单目标优化中.在多目标优化中也存在多模态优化问题,其存在多个全局或局部帕累托最优解集,找到这些最优解集具有重大的理论和实际意义.鉴于此,首先,介绍多模态多目标优化问题的特点...     

多目标混沌差分进化算法

将差分进化算法用于多目标优化问题,提出了多目标混沌差分进化算法(CDEMO).该算法利用混沌序列初始化种群,并用混沌备用种群进行替换操作.该操作不仅起到了维持非劣最优解集均匀性的作用,而且增强了算法的搜索功能.对CDEMO的性能进行研究,数值实验结果表明了CDEMO的有效性.     

Hyperspectral image classification using multiobjective optimization

Hyperspectral images constitute a substantial amount of data in the form of spectral bands. This information is used for land cover analysis, specifically in classifying a hyperspectral pixel, which is a popular domain in remote sensing. This paper proposed an efficient framework to classify spectral-spatial hyperspectral images by employing multiobjective optimization. Spectral-spatial features of hyperspectral images are passed for optimization. As hyperspectral images have a high dimensional feature set, many classifiers cannot perform well. Multiobjective optimization reduces the feature set without affecting the discrimination ability of the classifier. The proposed work is validated on a standard hyperspectral image set, Pavia University and Kennedy Space Centre.

     

Immune optimization algorithm for constrained nonlinear multiobjective optimization problems

A new dynamical immune optimization algorithm for constrained nonlinear multiobjective optimization problems over continuous domains is proposed based on both the concept of Pareto optimality and simple interactive metaphors between antibody population and multiple antigens as well as ideas of T cell regulation. The focus of design is concentrated on constructing one constraint-handling technique associated with uniform design reported and designing one antibody evolution mechanism through utilizing simplified metaphors of humoral immune response of the immune system. The former is to provide an alternative feasible solution set for dealing with constraints and infeasible solutions created during the execution of the algorithm, while helping for rapidly finding Pareto-optimal solutions; the latter generates multiple excellent feasible solutions so that the desired solutions will be gradually obtained. Theoretically, its weak convergence is proven by using Markov theory, while the experimental results demonstrate its strong convergence. Through application to difficult test problems, comparative results illustrate it is potential for the algorithm to cope with high dimensional complex optimization problems with multiple constraints.     

A problem space genetic algorithm in multiobjective optimization

In this study, a problem space genetic algorithm (PSGA) is used to solve bicriteria tool management and scheduling problems simultaneously in flexible manufacturing systems. The PSGA is used to generate approximately efficient solutions minimizing both the manufacturing cost and total weighted tardiness. This is the first implementation of PSGA to solve a multiobjective optimization problem (MOP). In multiobjective search, the key issues are guiding the search towards the global Pareto-optimal set and maintaining diversity. A new fitness assignment method, which is used in PSGA, is proposed to find a well-diversified, uniformly distributed set of solutions that are close to the global Pareto set. The proposed fitness assignment method is a combination of a nondominated sorting based method which is most commonly used in multiobjective optimization literature and aggregation of objectives method which is popular in the operations research literature. The quality of the Pareto-optimal set is evaluated by using the performance measures developed for multiobjective optimization problems.     

Combining convergence and diversity in evolutionary multiobjective optimization

Over the past few years, the research on evolutionary algorithms has demonstrated their niche in solving multiobjective optimization problems, where the goal is to find a number of Pareto-optimal solutions in a single simulation run. Many studies have depicted different ways evolutionary algorithms can progress towards the Pareto-optimal set with a widely spread distribution of solutions. However, none of the multiobjective evolutionary algorithms (MOEAs) has a proof of convergence to the true Pareto-optimal solutions with a wide diversity among the solutions. In this paper, we discuss why a number of earlier MOEAs do not have such properties. Based on the concept of epsilon-dominance, new archiving strategies are proposed that overcome this fundamental problem and provably lead to MOEAs that have both the desired convergence and distribution properties. A number of modifications to the baseline algorithm are also suggested. The concept of epsilon-dominance introduced in this paper is practical and should make the proposed algorithms useful to researchers and practitioners alike.     

On some multiobjective optimization problems arising in biology

In this paper, we discuss modelling and solving some multiobjective optimization problems arising in biology. A class of comparison problems for string selection in molecular biology and a relocation problem in conservation biology are modelled as multiobjective optimization programmes. Some discussions about applications, solvability and different variants of the obtained models are given, as well. A crucial part of the study is based upon the Pareto optimization which refers to the Pareto solutions of multiobjective optimization problems. For such solution, improvement of some objective function can only be obtained at the expense of the deterioration of at least one other objective function.     

Solving multiobjective problems using cat swarm optimization

This paper proposes a new multiobjective evolutionary algorithm (MOEA) by extending the existing cat swarm optimization (CSO). It finds the nondominated solutions along the search process using the concept of Pareto dominance and uses an external archive for storing them. The performance of our proposed approach is demonstrated using standard test functions. A quantitative assessment of the proposed approach and the sensitivity test of different parameters is carried out using several performance metrics. The simulation results reveal that the proposed approach can be a better candidate for solving multiobjective problems (MOPs).     

Image thresholding based on Pareto multiobjective optimization

A new image thresholding method based on multiobjective optimization following the Pareto approach is presented. This method allows to optimize several segmentation criteria simultaneously, in order to improve the quality of the segmentation. To obtain the Pareto front and then the optimal Pareto solution, we adapted the evolutionary algorithm NSGA-II (Deb et al., 2002). The final solution or Pareto solution corresponds to that allowing a compromise between the different segmentation criteria, without favouring any one. The proposed method was evaluated on various types of images. The obtained results show the robustness of the method, and its non dependence towards the kind of the image to be segmented.     

Bilevel multiobjective packaging optimization for automotive design

The successful application of multiobjective optimization to engineering problems has motivated studies of more complex systems involving multiple subsystems and design disciplines, each with multiple design criteria. Complex system design requires participation of different teams that are highly specialized within each discipline and subsystem. Such a high differentiation results in limited sharing of information among the design teams. The mathematical modeling and the solution algorithm proposed in this paper address the issue of coordinating multiple design problems that negotiate according to conflicting criteria. The design of the layout of hybrid vehicles is formulated as a bilevel decomposed problem including a vehicle level and a battery level in concert with the specialization of the respective design teams required at each level. An iterative algorithm, the Multiobjective Decomposition Algorithm (MODA) is proposed, whose generated sequences are shown to converge to efficient designs for the overall design problem under certain conditions examined in the context of the block coordinate descent method and the method of multipliers. MODA applied to the hybrid electric design problem captures the bilevel tradeoffs originating by the conflicting objectives at the vehicle and battery levels.     

Infine functions and nonsmooth multiobjective optimization problems

In this paper, we consider notion of infine functions and we establish necessary and sufficient optimality conditions for a feasible solution of a multiobjective optimization problem involving mixed constraints (equality and inequality) to be an efficient or properly efficient solution. We also obtain duality theorems for Wolf type and Mond-Weir type duals under the generalized invexity assumptions.