Fast computation of equispaced Pareto manifolds and Pareto fronts for multiobjective optimization problems

In this paper, we consider the problem of generating a well sampled discrete representation of the Pareto manifold or the Pareto front corresponding to the equilibrium points of a multi-objective optimization problem. We show how the introduction of simple additional constraints into a continuation procedure produces equispaced points in either of those two sets. Moreover, we describe in detail a novel algorithm for global continuation that requires two orders of magnitude less function evaluations than evolutionary algorithms commonly used to solve this problem. The performance of the methods is demonstrated on problems from the current literature.     

Pareto optima of isostatic trusses

Multicriterion optimization of elastic stress limited isostatic trusses is considered and a numerical method for determining the Pareto optimal set of the problem is developed. The weight of the structure and some chosen nodal displacements are taken as design criteria, and member areas are used as design variables. The corresponding bicriterion problem with weight and one displacement in the objective function is solved exactly, and this result is used as a basis of the proposed method. By introducing certain parameters, each joined with one displacement criterion, the Pareto optimal solutions of the general problem may be obtained with any accuracy. Two examples are given to illustrate the method.     

多目标动态优化中Pareto随机合作博弈研究综述

随着经济全球化的不断深入,“合作共赢”的发展战略越来越被人们接受,进而合作博弈也被合理地应用到多个领域.与静态合作博弈相比,动态博弈的约束条件为动态方程,其具有优化行为、多个玩家共同存在、决策结果的持久性以及对环境变化的鲁棒性等特点.由于动态系统总是受到某些随机波动的干扰,将这些内部随机波动和外部随机扰动考虑到系统模型中更为实际.随机动态合作博弈同时考虑策略行为、动态演化与随机因素之间的相互作用,其可能是最复杂的决策形式之一.鉴于此,对多目标动态优化中随机合作博弈的进展进行综述:首先,回顾多目标合作博弈的研究背景,给出Pareto最优性的定义和基本性质;其次,综述确定性的合作博弈;再次,分别论述随机合作博弈和平均场随机合作博弈;最后,提出随机合作博弈几个未来研究方向.     

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.     

基于Pareto最优概念的多目标进化算法研究

基于Pareto最优概念的多目标进化算法已成为多目标优化问题研究的主流方向。详细介绍了该领域的经典算法,重点阐述了各种算法在种群快速收敛并均匀分布于问题的非劣最优域上所采取的策略,并归纳了算法性能评估中需要进一步研究的几个问题。     

Scalable Pareto set generation for multiobjective co-design problems in water distribution networks: a continuous relaxation approach

In this paper, we study the multiobjective co-design problem of optimal valve placement and operation in water distribution networks, addressing the minimization of average pressure and pressure variability indices. The presented formulation considers nodal pressures, pipe flows and valve locations as decision variables, where binary variables are used to model the placement of control valves. The resulting optimization problem is a multiobjective mixed integer nonlinear optimization problem. As conflicting objectives, average zone pressure and pressure variability can not be simultaneously optimized. Therefore, we present the concept of Pareto optima sets to investigate the trade-offs between the two conflicting objectives and evaluate the best compromise. We focus on the approximation of the Pareto front, the image of the Pareto optima set through the objective functions, using the weighted sum, normal boundary intersection and normalized normal constraint scalarization techniques. Each of the three methods relies on the solution of a series of single-objective optimization problems, which are mixed integer nonlinear programs (MINLPs) in our case. For the solution of each single-objective optimization problem, we implement a relaxation method that solves a sequence of nonlinear programs (NLPs) whose stationary points converge to a stationary point of the original MINLP. The relaxed NLPs have a sparse structure that come from the sparse water network graph constraints. In solving the large number of relaxed NLPs, sparsity is exploited by tailored techniques to improve the performance of the algorithms further and render the approaches scalable for large scale networks. The features of the proposed scalarization approaches are evaluated using a published benchmarking network model.     

Hierarchical generation of Pareto optimal solutions in large-scale multiobjective systems

In this paper, the problem of the determination of Pareto optimal solutions for certain large-scale systems with multiple conflicting objectives is considered. As a consequence, a two-level hierarchical method is proposed, where the global problem is decomposed into smaller multiobjective problems (lower level) which are coordinated by an upper level that has to take into account the relative importance assigned to each subsystem. The scheme that has been developed is an iterative one, so that a continuous information exchange is carried out between both levels in order to obtain efficient solutions for the initial global problem. The practical implementation of the developed scheme allows us to prove its efficiency in terms of processing time.Scope and PurposeMany are the problems that can arise when attempting to modelize and solve real problems using mathematical techniques. Among them, two questions must be pointed out. First, decisions are usually taken according to several criteria which are in conflict among them, rather than as the result of the optimization of a single objective. This fact has been faced by the Multiple Criteria Decision Analysis in its many aspects (see, for example, Ignizio, Goal Programming and Extensions, Lexington Books, Massachusets, 1976 or Steuer, Multiple Criteria Optimization: Theory, Computation and Application, Wiley, New York, 1986 for an overview of the problems and techniques). Second, real problems are usually very large and complex, in the sense that many variables and constraints are involved, and complex relations hold among them. In particular, many companies have a hierarchical structure with different decision levels. Such models have been studied in the literature (see Singh, Titli, Systems: Decomposition, Optimization and Control, Pergamon Press, New York, 1978). This paper follows the line of others like Haimes et al. (Hierarchical-Multiobjective Analysis of Large-Scale Systems, Hemisphere, New York, 1990), where both aspects are combined. Namely, an algorithm is designed to generate non-dominated solutions for a hierarchical multiple objective model.     

Note on singular optima in laminate design problems

This paper studies the design of laminates subject to restrictions on the ply strength. The minimum weight design is considered. It is shown that this formulation includes singular optima, which are similar to the ones observed in topology optimization including local stress constraints. In laminate design, these singular optima are linked to the removal of ‘zero thickness’ plies from the stacking sequence. It is shown how the fiber orientation variables can circumvent the singularity by relaxing the strength constraints related to such vanishing plies. This demonstrates the key role of fiber orientations in the optimization of laminates and the need for their efficient treatment as design variables.     

Generalized Pareto ranking bisection for computationally feasible multiobjective antenna optimization

Multiobjective optimization (MO) allows for obtaining comprehensive information about possible design trade‐offs of a given antenna structure. Yet, executing MO using the most popular class of techniques, population‐based metaheuristics, may be computationally prohibitive when full‐wave EM analysis is utilized for antenna evaluation. In this work, a low‐cost and fully deterministic MO methodology is introduced. The proposed generalized Pareto ranking bisection algorithm permits identifying a set of Pareto optimal sets of parameters representing the best trade‐offs between considered objectives. The subsequent designs are found by iterative partitioning of the intervals connecting previously obtained designs and executing Pareto‐ranking‐based poll search. The initial approximation of the Pareto front found using the bisection procedure is subsequently refined to the level of the high‐fidelity EM model of the antenna at hand using local optimization. The proposed framework overcomes a serious limitation of the original, recently reported, bisection algorithm, which was only capable of considering two objectives. The generalized version proposed here allows for handling any number of design goals. An improved poll search procedure has also been developed and incorporated. Our algorithm has been demonstrated using two examples of UWB monopole antennas with four figures of interest taken into account: structure size, reflection response, total efficiency, and gain variability.     

Pareto set analysis: local measures of objective coupling in multiobjective design optimization

Multiobjective optimization focuses on the explicit trade-offs between competing criteria. A particular case is the study of combined optimal design and optimal control, or co-design, of smart artifacts where the artifact design and controller design objectives compete. In the system-level co-design problem, the objective is often the weighted sum of these two objectives. A frequently referenced practice is to solve co-design problems in a sequential manner: design first, control next. The success of this approach depends on the form of coupling between the two subproblems. In this paper, the coupling vector derived for a system problem with unidirectional coupling is shown to be related to the alignment of competing objectives, as measured by the polar cone of objective gradients, in the bi-objective programming formulation. Further, it is shown that a measure describing the case where a range of objective weighting values for the system objective result in identical design solutions can be normalized when the system problem is considered as a bi-objective one. Changes to the mathematical structure and input parameter values of a bi-objective programming problem can lead to changes in the shape of the attainable set and its Pareto boundary. We illustrate the link between the coupling and alignment measures and the outcomes of the Pareto set. Systematically studying changes to coupling and alignment measures due to changes to the multiobjective formulation can yield deeper insights into the system-level design problem. Two examples illustrate these results.     

Uncertainty management in multiobjective hydro-thermal self-scheduling under emission considerations

In this paper, a stochastic multiobjective framework is proposed for a day-ahead short-term Hydro Thermal Self-Scheduling (HTSS) problem for joint energy and reserve markets. An efficient linear formulations are introduced in this paper to deal with the nonlinearity of original problem due to the dynamic ramp rate limits, prohibited operating zones, operating services of thermal plants, multi-head power discharge characteristics of hydro generating units and spillage of reservoirs. Besides, system uncertainties including the generating units’ contingencies and price uncertainty are explicitly considered in the stochastic market clearing scheme. For the stochastic modeling of probable multiobjective optimization scenarios, a lattice Monte Carlo simulation has been adopted to have a better coverage of the system uncertainty spectrum. Consequently, the resulting multiobjective optimization scenarios should concurrently optimize competing objective functions including GENeration COmpany's (GENCO's) profit maximization and thermal units’ emission minimization. Accordingly, the ɛ-constraint method is used to solve the multiobjective optimization problem and generate the Pareto set. Then, a fuzzy satisfying method is employed to choose the most preferred solution among all Pareto optimal solutions. The performance of the presented method is verified in different case studies. The results obtained from ɛ-constraint method is compared with those reported by weighted sum method, evolutionary programming-based interactive Fuzzy satisfying method, differential evolution, quantum-behaved particle swarm optimization and hybrid multi-objective cultural algorithm, verifying the superiority of the proposed approach.     

Decomposition methods in multiobjective discrete-time dynamic problems

Decomposition methods for multicriteria dynamic (discrete-time) problems are derived. In these methods, the original problem is reduced to a series of multicriteria subproblems related to individual stages. Hence, the dimensionality of decision variables in each subproblem is smaller than in the original problem. The following decomposition procedures for such problems are developed: (1) a dynamic programming method, (2) a two-point boundary value problem method, (3) multilevel methods, and (4) the formulation of a temporal hierarchy. For completeness, methods for multicriteria dynamic problems are reviewed that, at the outset, transform a problem into a series of single-objective problems. Formulation of the multiobjective problem in the context of a multilayer temporal hierarchy is also presented. The temporal structure motivates problem simplification by decomposing the overall decision-making problem according to relative time scales.     

MOSubdue: a Pareto dominance-based multiobjective Subdue algorithm for frequent subgraph mining

Graph-based data mining approaches have been mainly proposed to the task popularly known as frequent subgraph mining subject to a single user preference, like frequency, size, etc. In this work, we propose to deal with the frequent subgraph mining problem from multiobjective optimization viewpoint, where a subgraph (or solution) is defined by several user-defined preferences (or objectives), which are conflicting in nature. For example, mined subgraphs with high frequency are often of small size, and vice-versa. Use of such objectives in the multiobjective subgraph mining process generates Pareto-optimal subgraphs, where no subgraph is better than another subgraph in all objectives. We have applied a Pareto dominance approach for the evaluation and search subgraphs regarding to both proximity and diversity in multiobjective sense, which has incorporated in the framework of Subdue algorithm for subgraph mining. The method is called multiobjective subgraph mining by Subdue (MOSubdue) and has several advantages: (i) generation of Pareto-optimal subgraphs in a single run (ii) selection of subgraph-seeds from the candidate subgraphs based on all objectives (iii) search in the multiobjective subgraphs lattice space, and (iv) capability to deal with different multiobjective frequent subgraph mining tasks by customizing the tackled objectives. The good performance of MOSubdue is shown by performing multiobjective subgraph mining defined by two and three objectives on two real-life datasets.     

Diversity of Pareto front: A multiobjective genetic algorithm based on dominating information

In this paper, the diversity information included by dominating number is analyzed, and the probabilistic relationship between dominating number and diversity in the space of objective function is proved. A ranking method based on dominating number is proposed to build the Pareto front. Without increasing basic Pareto method’s computation complexity and introducing new parameters, a new multiobjective genetic algorithm based on proposed ranking method (MOGA-DN) is presented. Simulation results on function optimization and parameters optimization of control system verify the efficiency of MOGA-DN.     

Numerical treatment of multiobjective optimal control problems

We present a numerical procedure for solving optimal control problems with both linear terminal constraints and multiple criteria. Using a Chebyshev spectral procedure, the problem reduces to a constrained optimization problem which can be solved using hybrid penalty partial quadratic interpolation (HPPQI) technique. The proposed procedure compares quite favorably with other methods on a sample of well-known examples.     

Pareto frontier exploration in multiobjective topology optimization using adaptive weighting and point selection schemes

Topology optimization has been used in many industries and applied to a variety of design problems. In real-world engineering design problems, topology optimization problems often include a number of conflicting objective functions, such to achieve maximum stiffness and minimum mass of a design target. The existence of conflicting objective functions causes the results of the topology optimization problem to appear as a set of non-dominated solutions, called a Pareto-optimal solution set. Within such a solution set, a design engineer can easily choose the particular solution that best meets the needs of the design problem at hand. Pareto-optimal solution sets can provide useful insights that enable the structural features corresponding to a certain objective function to be isolated and explored. This paper proposes a new Pareto frontier exploration methodology for multiobjective topology optimization problems. In our methodology, a level set-based topology optimization method for a single-objective function is extended for use in multiobjective problems, using a population-based approach in which multiple points in the objective space are updated and moved to the Pareto frontier. The following two schemes are introduced so that Pareto-optimal solution sets can be efficiently obtained. First, weighting coefficients are adaptively determined considering the relative position of each point. Second, points in sparsely populated areas are selected and their neighborhoods are explored. Several numerical examples are provided to illustrate the effectiveness of the proposed method.     

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.     

A new graphical visualization of n-dimensional Pareto front for decision-making in multiobjective optimization

New challenges in engineering design lead to multiobjective (multicriteria) problems. In this context, the Pareto front supplies a set of solutions where the designer (decision-maker) has to look for the best choice according to his preferences. Visualization techniques often play a key role in helping decision-makers, but they have important restrictions for more than two-dimensional Pareto fronts. In this work, a new graphical representation, called Level Diagrams, for n-dimensional Pareto front analysis is proposed. Level Diagrams consists of representing each objective and design parameter on separate diagrams. This new technique is based on two key points: classification of Pareto front points according to their proximity to ideal points measured with a specific norm of normalized objectives (several norms can be used); and synchronization of objective and parameter diagrams. Some of the new possibilities for analyzing Pareto fronts are shown. Additionally, in order to introduce designer preferences, Level Diagrams can be coloured, so establishing a visual representation of preferences that can help the decision-maker. Finally, an example of a robust control design is presented - a benchmark proposed at the American Control Conference. This design is set as a six-dimensional multiobjective problem.     

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.