Update strategies for kriging models used in variable fidelity optimization

Many optimization methods for simulation-based design rely on the sequential use of metamodels to reduce the associated computational burden. In particular, kriging models are frequently used in variable fidelity optimization. Nevertheless, such methods may become computationally inefficient when solving problems with large numbers of design variables and/or sampled data points due to the expensive process of optimizing the kriging model parameters in each iteration. One solution to this problem would be to replace the kriging models with traditional Taylor series response surface models. Kriging models, however, were shown to provide good approximations of computer simulations that incorporate larger amounts of data, resulting in better global accuracy. In this paper, a metamodel update management scheme (MUMS) is proposed to reduce the cost of using kriging models sequentially by updating the kriging model parameters only when they produce a poor approximation. The scheme uses the trust region ratio (TR-MUMS), which is a ratio that compares the approximation to the true model. Two demonstration problems are used to evaluate the proposed method: an internal combustion engine sizing problem and a control-augmented structural design problem. The results indicate that the TR-MUMS approach is very effective; on the demonstration problems, it reduced the number of likelihood evaluations by three orders of magnitude compared to using a global optimizer to find the kriging parameters in every iteration. It was also found that in trust region-based method, the kriging model parameters need not be updated using a global optimizer—local methods perform just as well in terms of providing a good approximation without affecting the overall convergence rate, which, in turn, results in a faster execution time.     

进化多目标优化设计满意解的模糊决策

文章提出了一种进化多目标优化满意解的模糊决策方法。首先,根据各个子目标满意度对所有pareto最优解的性能做出模糊评价,并在此基础上将整个pareto解集划分为若干个具有不同性能特征的类;然后根据决策者对目标的模糊偏好,从相应的类中选择最有代表性的个体作为最终的满意解。最后以两杆桁架多目标优化问题为例,说明了该方法的应用。     

A parallel double-level multiobjective evolutionary algorithm for robust optimization

Robust optimization is a popular method to tackle uncertain optimization problems. However, traditional robust optimization can only find a single solution in one run which is not flexible enough for decision-makers to select a satisfying solution according to their preferences. Besides, traditional robust optimization often takes a large number of Monte Carlo simulations to get a numeric solution, which is quite time-consuming. To address these problems, this paper proposes a parallel double-level multiobjective evolutionary algorithm (PDL-MOEA). In PDL-MOEA, a single-objective uncertain optimization problem is translated into a bi-objective one by conserving the expectation and the variance as two objectives, so that the algorithm can provide decision-makers with a group of solutions with different stabilities. Further, a parallel evolutionary mechanism based on message passing interface (MPI) is proposed to parallel the algorithm. The parallel mechanism adopts a double-level design, i.e., global level and sub-problem level. The global level acts as a master, which maintains the global population information. At the sub-problem level, the optimization problem is decomposed into a set of sub-problems which can be solved in parallel, thus reducing the computation time. Experimental results show that PDL-MOEA generally outperforms several state-of-the-art serial/parallel MOEAs in terms of accuracy, efficiency, and scalability.     

基于进化算法的多目标优化方法

进化算法在解决多目标优化问题中有其特有的优势.首先对多目标优化问题进行了描述;然后结合研究现状讨论了目前几种主要的基于进化算法的多目标优化方法,以及它们的优缺点;最后给出了多目标进化优化算法的一些应用,以及进化多目标优化算法的未来发展方向.     

Human-competitive lens system design with evolution strategies

Lens system design provides ideal problems for evolutionary algorithms: a complex non-linear optimization task, often with intricate physical constraints, for which there is no analytical solutions. This paper demonstrates, through the use of two evolution strategies, namely non-isotropic Self-Adaptive evolution strategy (SA-ES) and Covariance Matrix Adaptation evolution strategy (CMA-ES), as well as multiobjective Non-Dominated Sort Genetic Algorithm 2 (NSGA-II) optimization, the human competitiveness of an approach where an evolutionary algorithm is hybridized with a local search algorithm to solve both a classic benchmark problem, and a real-world problem.     

Multiobjective structural optimization using a microgenetic algorithm

In this paper, we present a genetic algorithm with a very small population and a reinitialization process (a microgenetic algorithm) for solving multiobjective optimization problems. Our approach uses three forms of elitism, including an external memory (or secondary population) to keep the nondominated solutions found along the evolutionary process. We validate our proposal using several engineering optimization problems taken from the specialized literature and compare our results with respect to two other algorithms (NSGA-II and PAES) using three different metrics. Our results indicate that our approach is very efficient (computationally speaking) and performs very well in problems with different degrees of complexity.     

An evolutionary approach to generalized biobjective traveling salesperson problem

We consider the generalized biobjective traveling salesperson problem, where there are a number of nodes to be visited and each node pair is connected by a set of edges. The final route requires finding the order in which the nodes are visited (tours) and finding edges to follow between the consecutive nodes of the tour. We exploit the characteristics of the problem to develop an evolutionary algorithm for generating an approximation of nondominated points. For this, we approximate the efficient tours using approximate representations of the efficient edges between node pairs in the objective function space. We test the algorithm on several randomly-generated problem instances and our experiments show that the evolutionary algorithm approximates the nondominated set well.     

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).     

多目标优化与自适应惩罚的混合约束优化进化算法

提出一种多目标优化与自适应惩罚函数相结合的方法来处理约束优化问题.首先利用多目标优化方法提取当前群体中的主要信息;然后进一步用自适应惩罚函数选出最有价值的信息.将这种约束处理技术与一种基于群的算法生成器模型相结合,即可得到一种新的约束优化进化算法.选取10个标准测试函数对新算法的性能进行数值实验,结果表明了所提出方法的有效性和较强的稳健性,与其他尖端算法相比得到了相似或更优的结果.     

A new Probe Guided Mutation operator and its application for solving the cardinality constrained portfolio optimization problem

This paper revisits the classical Polynomial Mutation (PLM) operator and proposes a new probe guided version of the PLM operator designed to be used in conjunction with Multiobjective Evolutionary Algorithms (MOEAs). The proposed Probe Guided Mutation (PGM) operator is validated by using data sets from six different stock markets. The performance of the proposed PGM operator is assessed in comparison with the one of the classical PLM with the assistance of the Non-dominated Sorting Genetic Algorithm II (NSGAII) and the Strength Pareto Evolutionary Algorithm 2 (SPEA2). The evaluation of the performance is based on three performance metrics, namely Hypervolume, Spread and Epsilon indicator. The experimental results reveal that the proposed PGM operator outperforms with confidence the performance of the classical PLM operator for all performance metrics when applied to the solution of the cardinality constrained portfolio optimization problem (CCPOP). We also calculate the True Efficient Frontier (TEF) of the CCPOP by formulating the CCPOP as a Mixed Integer Quadratic Program (MIQP) and we compare the relevant results with the approximate efficient frontiers that are generated by the proposed PGM operator. The results confirm that the PGM operator generates near optimal solutions that lie very close or in certain cases overlap with the TEF.     

Increasing selective pressure towards the best compromise in evolutionary multiobjective optimization: The extended NOSGA method

Most current approaches in the evolutionary multiobjective optimization literature concentrate on adapting an evolutionary algorithm to generate an approximation of the Pareto frontier. However, finding this set does not solve the problem. The decision-maker still has to choose the best compromise solution out of that set. Here, we introduce a new characterization of the best compromise solution of a multiobjective optimization problem. By using a relational system of preferences based on a multicriteria decision aid way of thinking, and an outranked-based dominance generalization, we derive some necessary and sufficient conditions which describe satisfactory approximations to the best compromise. Such conditions define a lexicographic minimum of a bi-objective optimization problem, which is a map of the original one. The NOSGA-II method is a NSGA-II inspired efficient way of solving the resulting mapped problem.     

带组织的粒子群优化同步并行算法

提出带组织的粒子群优化同步并行算法.粒子群优化算法是一种基于群体智能的演化算法,具有良好的优化性能.但由于群体的迅速收敛和多样性低,导致算法早熟收敛.带组织的粒子群优化同步并行算法虽然克服了早熟收敛问题,但无形中却增加了计算时间.结合已有的并行计算技术,构造出了该方法的同步并行计算算法,仿真试验证明并行算法具有更快的收敛速度.