多目标协调进化算法研究

进化算法适合解决多目标优化问题,但难以产生高维优化问题的最优解,文中针对此问题提出了一种求解高维目标优化问题的新进化方法,即多目标协调进化算法,主要特点是进化群体按协调模型使用偏好信息进行偏好排序,而不是基于Pareto优于关系进行了个体排序,实验结果表明,所提出的算法是可行而有效的,且能在有限进化代数内收敛。     

Multiobjective Evolutionary Algorithm With Controllable Focus on the Knees of the Pareto Front

The optimal solutions of a multiobjective optimization problem correspond to a nondominated front that is characterized by a tradeoff between objectives. A knee region in this Pareto-optimal front, which is visually a convex bulge in the front, is important to decision makers in practical contexts, as it often constitutes the optimum in tradeoff, i.e., substitution of a given Pareto-optimal solution with another solution on the knee region yields the largest improvement per unit degradation. This paper presents a selection scheme that enables a multiobjective evolutionary algorithm (MOEA) to obtain a nondominated set with controllable concentration around existing knee regions of the Pareto front. The preference-based focus is achieved by optimizing a set of linear weighted sums of the original objectives, and control of the extent of the focus is attained by careful selection of the weight set based on a user-specified parameter. The fitness scheme could be easily adopted in any Pareto-based MOEA with little additional computational cost. Simulations on various two- and three-objective test problems demonstrate the ability of the proposed method to guide the population toward existing knee regions on the Pareto front. Comparison with general-purpose Pareto based MOEA demonstrates that convergence on the Pareto front is not compromised by imposing the preference-based bias. The performance of the method in terms of an additional performance metric introduced to measure the accuracy of resulting convergence on the desired regions validates the efficacy of the method.      

A portfolio optimization model with three objectives and discrete variables

We formulate the portfolio selection as a tri-objective optimization problem so as to find tradeoffs between risk, return and the number of securities in the portfolio. Furthermore, quantity and class constraints are introduced into the model in order to limit the proportion of the portfolio invested in assets with common characteristics and to avoid very small holdings. Since the proposed portfolio selection model involves mixed integer decision variables and multiple objectives finding the exact efficient frontier may be very hard. Nevertheless, finding a good approximation of the efficient surface which provides the investor with a diverse set of portfolios capturing all possible tradeoffs between the objectives within limited computational time is usually acceptable. We experiment with the current state of the art evolutionary multiobjective optimization techniques, namely the Non-dominated Sorting Genetic Algorithm II (NSGA-II), Pareto Envelope-based Selection Algorithm (PESA) and Strength Pareto Evolutionary Algorithm 2 (SPEA2), for solving the mixed-integer multiobjective optimization problem and provide a performance comparison among them using metrics proposed by the community.     

基于alpha支配的高维目标进化算法研究

基于Pareto支配的多目标进化算法能够很好地处理2～3维的多目标优化问题。但在处理高维多目标问题时,随着目标维数的增大,支配受阻解的数量急剧增加,导致现有的多目标算法存在选择压力不够、优化效果较差的问题。通过引入α支配提供严格的Pareto分层,在同层中挑选相对稀疏的解作为候选解,同时详细分析不同α对算法性能的影响,提出一种新的基于α偏序和拥塞距离抽样的高维目标进化算法。将该算法在DTLZ上进行性能测试,并采用世代距离(GD)、空间评价(SP)、超体积(HV)等多个指标评估算法的性能。实验结果表明,引入α支配能去除绝大部分支配受阻解(DRSs),提高算法的收敛性。与快速非支配排序算法(NSGA-II)、基于分解的多目标进化算法(MOEA/D)、基于距离更新的分解多目标进化算法(MOEA/D-DU)相比,该算法的整体解集的质量 有明显提高。     

一种解决多目标优化问题改进的进化规划算法

目前,大多数多目标进化算法采用非优超排序的方法逼近Pareto前沿,此方法存在的一个致命弱点是需要花费大量的时间检验非劣解,效率很低。论文提出了一种新的多目标进化规划算法,将初始群体划分为可替换部分与不可替换部分,并用外部文件存储进化过程中得到的非劣解,大大减少了检验非劣解所需的工作,加快了算法的收敛速度。仿真试验表明,与传统的基于非优超排序的多目标进化规划算法相比,该算法在效率上有很大的改善,并能更好地逼近Pareto前沿。     

Multiobjective evolutionary algorithms for electric power dispatch problem

The potential and effectiveness of the newly developed Pareto-based multiobjective evolutionary algorithms (MOEA) for solving a real-world power system multiobjective nonlinear optimization problem are comprehensively discussed and evaluated in this paper. Specifically, nondominated sorting genetic algorithm, niched Pareto genetic algorithm, and strength Pareto evolutionary algorithm (SPEA) have been developed and successfully applied to an environmental/economic electric power dispatch problem. A new procedure for quality measure is proposed in this paper in order to evaluate different techniques. A feasibility check procedure has been developed and superimposed on MOEA to restrict the search to the feasible region of the problem space. A hierarchical clustering algorithm is also imposed to provide the power system operator with a representative and manageable Pareto-optimal set. Moreover, an approach based on fuzzy set theory is developed to extract one of the Pareto-optimal solutions as the best compromise one. These multiobjective evolutionary algorithms have been individually examined and applied to the standard IEEE 30-bus six-generator test system. Several optimization runs have been carried out on different cases of problem complexity. The results of MOEA have been compared to those reported in the literature. The results confirm the potential and effectiveness of MOEA compared to the traditional multiobjective optimization techniques. In addition, the results demonstrate the superiority of the SPEA as a promising multiobjective evolutionary algorithm to solve different power system multiobjective optimization problems.     

Multiobjective evolutionary algorithms: a comparative case studyand the strength Pareto approach

Evolutionary algorithms (EAs) are often well-suited for optimization problems involving several, often conflicting objectives. Since 1985, various evolutionary approaches to multiobjective optimization have been developed that are capable of searching for multiple solutions concurrently in a single run. However, the few comparative studies of different methods presented up to now remain mostly qualitative and are often restricted to a few approaches. In this paper, four multiobjective EAs are compared quantitatively where an extended 0/1 knapsack problem is taken as a basis. Furthermore, we introduce a new evolutionary approach to multicriteria optimization, the strength Pareto EA (SPEA), that combines several features of previous multiobjective EAs in a unique manner. It is characterized by (a) storing nondominated solutions externally in a second, continuously updated population, (b) evaluating an individual's fitness dependent on the number of external nondominated points that dominate it, (c) preserving population diversity using the Pareto dominance relationship, and (d) incorporating a clustering procedure in order to reduce the nondominated set without destroying its characteristics. The proof-of-principle results obtained on two artificial problems as well as a larger problem, the synthesis of a digital hardware-software multiprocessor system, suggest that SPEA can be very effective in sampling from along the entire Pareto-optimal front and distributing the generated solutions over the tradeoff surface. Moreover, SPEA clearly outperforms the other four multiobjective EAs on the 0/1 knapsack problem     

A Competitive-Cooperative Coevolutionary Paradigm for Dynamic Multiobjective Optimization

In addition to the need for satisfying several competing objectives, many real-world applications are also dynamic and require the optimization algorithm to track the changing optimum over time. This paper proposes a new coevolutionary paradigm that hybridizes competitive and cooperative mechanisms observed in nature to solve multiobjective optimization problems and to track the Pareto front in a dynamic environment. The main idea of competitive-cooperative coevolution is to allow the decomposition process of the optimization problem to adapt and emerge rather than being hand designed and fixed at the start of the evolutionary optimization process. In particular, each species subpopulation will compete to represent a particular subcomponent of the multiobjective problem, while the eventual winners will cooperate to evolve for better solutions. Through such an iterative process of competition and cooperation, the various subcomponents are optimized by different species subpopulations based on the optimization requirements of that particular time instant, enabling the coevolutionary algorithm to handle both the static and dynamic multiobjective problems. The effectiveness of the competitive-cooperation coevolutionary algorithm (COEA) in static environments is validated against various multiobjective evolutionary algorithms upon different benchmark problems characterized by various difficulties in local optimality, discontinuity, nonconvexity, and high-dimensionality. In addition, extensive studies are also conducted to examine the capability of dynamic COEA (dCOEA) in tracking the Pareto front as it changes with time in dynamic environments.      

AbYSS: Adapting Scatter Search to Multiobjective Optimization

We propose the use of a new algorithm to solve multiobjective optimization problems. Our proposal adapts the well-known scatter search template for single-objective optimization to the multiobjective domain. The result is a hybrid metaheuristic algorithm called Archive-Based hYbrid Scatter Search (AbYSS), which follows the scatter search structure but uses mutation and crossover operators from evolutionary algorithms. AbYSS incorporates typical concepts from the multiobjective field, such as Pareto dominance, density estimation, and an external archive to store the nondominated solutions. We evaluate AbYSS with a standard benchmark including both unconstrained and constrained problems, and it is compared with two state-of-the-art multiobjective optimizers, NSGA-II and SPEA2. The results obtained indicate that, according to the benchmark and parameter settings used, AbYSS outperforms the other two algorithms as regards the diversity of the solutions, and it obtains very competitive results according to the convergence to the true Pareto fronts and the hypervolume metric.      

An Investigation on Preference Order Ranking Scheme for Multiobjective Evolutionary Optimization

It may be generalized that all Evolutionary Algorithms (EA) draw their strength from two sources: exploration and exploitation. Surprisingly, within the context of multiobjective (MO) optimization, the impact of fitness assignment on the exploration-exploitation balance has drawn little attention. The vast majority of multiobjective evolutionary algorithms (MOEAs) presented to date resort to Pareto dominance classification as a fitness assignment methodology. However, the proportion of Pareto optimal elements in a set P grows with the dimensionality of P. Therefore, when the number of objectives of a multiobjective problem (MOP) is large, Pareto dominance-based ranking procedures become ineffective in sorting out the quality of solutions. This paper investigates the potential of using preference order-based approach as an optimality criterion in the ranking stage of MOEAs. A ranking procedure that exploits the definition of preference ordering (PO) is proposed, along with two strategies that make different use of the conditions of efficiency provided, and it is compared with a more traditional Pareto dominance-based ranking scheme within the framework of NSGA-II. A series of extensive experiments is performed on seven widely applied test functions, namely, DTLZ1, DTLZ2, DTLZ3, DTLZ4, DTLZ5, DTLZ6, and DTLZ7, for up to eight objectives. The results are analyzed through a suite of five performance metrics and indicate that the ranking procedure based on PO enables NSGA-II to achieve better scalability properties compared with the standard ranking scheme and suggest that the proposed methodology could be successfully extended to other MOEAs     

Evolutionary Multiobjective Design in Automotive Development

This paper describes the use of evolutionary algorithms to solve multiobjective optimization problems arising at different stages in the automotive design process. The problems considered are black box optimization scenarios: definitions of the decision space and the design objectives are given, together with a procedure to evaluate any decision alternative with regard to the design objectives, e.g., a simulation model. However, no further information about the objective function is available. In order to provide a practical introduction to the use of multiobjective evolutionary algorithms, this article explores the three following case studies: design space exploration of road trains, parameter optimization of adaptive cruise controllers, and multiobjective system identification. In addition, selected research topics in evolutionary multiobjective optimization will be illustrated along with each case study, highlighting the practical relevance of the theoretical results through real-world application examples. The algorithms used in these studies were implemented based on the PISA (Platform and Programming Language Independent Interface for Search Algorithm) framework. Besides helping to structure the presentation of different algorithms in a coherent way, PISA also reduces the implementation effort considerably.     

Multiobjective optimization using an adaptive weighting scheme

A new Pareto front approximation method is proposed for multiobjective optimization problems (MOPs) with bound constraints. The method employs a hybrid optimization approach using two derivative-free direct search techniques, and intends to solve black box simulation-based MOPs where the analytical form of the objectives is not known and/or the evaluation of the objective function(s) is very expensive. A new adaptive weighting scheme is proposed to convert a multiobjective optimization problem to a single objective optimization problem. Another contribution of this paper is the generalization of the star discrepancy-based performance measure for problems with more than two objectives. The method is evaluated using five test problems from the literature, and a realistic engineering problem. Results show that the method achieves an arbitrarily close approximation to the Pareto front with a good collection of well-distributed nondominated points for all six test problems.     

Convergence Acceleration Operator for Multiobjective Optimization

A convergence acceleration operator (CAO) is described which enhances the search capability and the speed of convergence of the host multiobjective optimization algorithm. The operator acts directly in the objective space to suggest improvements to solutions obtained by a multiobjective evolutionary algorithm (MOEA). The suggested improved objective vectors are then mapped into the decision variable space and tested. This method improves upon prior work in a number of important respects, such as mapping technique and solution improvement. Further, the paper discusses implications for many-objective problems and studies the impact of the use of the CAO as the number of objectives increases. The CAO is incorporated with two leading MOEAs, the non-dominated sorting genetic algorithm and the strength Pareto evolutionary algorithm and tested. Results show that the hybridized algorithms consistently improve the speed of convergence of the original algorithm while maintaining the desired distribution of solutions. It is shown that the operator is a transferable component that can be hybridized with any MOEA.      

A Novel Intelligent Multiobjective Simulated Annealing Algorithm for Designing Robust PID Controllers

This paper proposes an intelligent multiobjective simulated annealing algorithm (IMOSA) and its application to an optimal proportional integral derivative (PID) controller design problem. A well-designed PID-type controller should satisfy the following objectives: 1) disturbance attenuation; 2) robust stability; and 3) accurate setpoint tracking. The optimal PID controller design problem is a large-scale multiobjective optimization problem characterized by the following: 1) nonlinear multimodal search space; 2) large-scale search space; 3) three tight constraints; 4) multiple objectives; and 5) expensive objective function evaluations. In contrast to existing multiobjective algorithms of simulated annealing, the high performance in IMOSA arises mainly from a novel multiobjective generation mechanism using a Pareto-based scoring function without using heuristics. The multiobjective generation mechanism operates on a high-score nondominated solution using a systematic reasoning method based on an orthogonal experimental design, which exploits its neighborhood to economically generate a set of well-distributed nondominated solutions by considering individual and overall objectives. IMOSA is evaluated by using a practical design example of a super-maneuverable fighter aircraft system. An efficient existing multiobjective algorithm, the improved strength Pareto evolutionary algorithm, is also applied to the same example for comparison. Simulation results demonstrate high performance of the IMOSA-based method in designing robust PID controllers.     

基于分解和多策略变异的多目标差分进化算法*

差分进化是一种有效的优化技术,已成功用于多目标优化问题。但也存在Pareto最优集合的收敛慢和多样性差等问题。针对上述不足,本文提出了一种基于分解和多策略变异的多目标差分进化算法(MODE/DMSM)。该算法利用基于分解的方法将多目标优化问题分解为多个单目标优化问题;通过高效的非支配排序方法选择具有良好收敛性和多样性的解来指导差分进化过程;采用了多策略变异方法来平衡进化过程中收敛性和多样性。在ZDT和DTLZ的10个测试函数上的仿真结果表明,本文算法在Parato最优集合的收敛性和多样性优于其他六种代表性多目标优化算法。     

Multi-objective reliability-based optimization with stochastic metamodels

This paper addresses continuous optimization problems with multiple objectives and parameter uncertainty defined by probability distributions. First, a reliability-based formulation is proposed, defining the nondeterministic Pareto set as the minimal solutions such that user-defined probabilities of nondominance and constraint satisfaction are guaranteed. The formulation can be incorporated with minor modifications in a multiobjective evolutionary algorithm (here: the nondominated sorting genetic algorithm-II). Then, in the perspective of applying the method to large-scale structural engineering problems--for which the computational effort devoted to the optimization algorithm itself is negligible in comparison with the simulation--the second part of the study is concerned with the need to reduce the number of function evaluations while avoiding modification of the simulation code. Therefore, nonintrusive stochastic metamodels are developed in two steps. First, for a given sampling of the deterministic variables, a preliminary decomposition of the random responses (objectives and constraints) is performed through polynomial chaos expansion (PCE), allowing a representation of the responses by a limited set of coefficients. Then, a metamodel is carried out by kriging interpolation of the PCE coefficients with respect to the deterministic variables. The method has been tested successfully on seven analytical test cases and on the 10-bar truss benchmark, demonstrating the potential of the proposed approach to provide reliability-based Pareto solutions at a reasonable computational cost.     

The mean–variance cardinality constrained portfolio optimization problem: An experimental evaluation of five multiobjective evolutionary algorithms

This paper compares the effectiveness of five state-of-the-art multiobjective evolutionary algorithms (MOEAs) together with a steady state evolutionary algorithm on the mean–variance cardinality constrained portfolio optimization problem (MVCCPO). The main computational challenges of the model are due to the presence of a nonlinear objective function and the discrete constraints. The MOEAs considered are the Niched Pareto genetic algorithm 2 (NPGA2), non-dominated sorting genetic algorithm II (NSGA-II), Pareto envelope-based selection algorithm (PESA), strength Pareto evolutionary algorithm 2 (SPEA2), and e-multiobjective evolutionary algorithm (e-MOEA). The computational comparison was performed using formal metrics proposed by the evolutionary multiobjective optimization community on publicly available data sets which contain up to 2196 assets.     

Incremental user-interface development for interactive multiobjective optimization

Interactive multiobjective optimization (IMO) is a subfield of multiple criteria decision making. In multiobjective optimization, the optimization problem is formulated with a mathematical model containing several conflicting objectives and constraints depending on decision variables. By using IMO methods, a decision maker progressively provides preference information in order to find the most satisfactory compromise between the conflicting objectives. In this paper, we consider implementation challenges of IMO methods. In particular, we consider what kind of interaction techniques can support the decision making process and information exchange between IMO methods and the decision maker. The implementation of an IMO method called Pareto Navigator is used as an example to demonstrate concrete challenges of interaction design. This paper focuses on describing the incremental development of the user interface for Pareto Navigator including empirical validation by user testing evaluation.     

Multiobjective model predictive control

This paper proposes a novel model predictive control (MPC) scheme based on multiobjective optimization. At each sampling time, the MPC control action is chosen among the set of Pareto optimal solutions based on a time-varying, state-dependent decision criterion. Compared to standard single-objective MPC formulations, such a criterion allows one to take into account several, often irreconcilable, control specifications, such as high bandwidth (closed-loop promptness) when the state vector is far away from the equilibrium and low bandwidth (good noise rejection properties) near the equilibrium. After recasting the optimization problem associated with the multiobjective MPC controller as a multiparametric multiobjective linear or quadratic program, we show that it is possible to compute each Pareto optimal solution as an explicit piecewise affine function of the state vector and of the vector of weights to be assigned to the different objectives in order to get that particular Pareto optimal solution. Furthermore, we provide conditions for selecting Pareto optimal solutions so that the MPC control loop is asymptotically stable, and show the effectiveness of the approach in simulation examples.