基于遗传算法求解多目标优化问题Pareto前沿

该文给出了传统的求解多目标优化方法存在的问题,引入了当前研究多目标优化的新方法———基于遗传算法求解问题的pareto解,讨论了该方法要解决的关键问题———多样性保持及解决策略,并给出了一个求解pareto解集的新算法,算法简单、高效、鲁棒性强。最后给出了实验结果。     

基于模糊决策与进化算法的生产设备布局优化

为解决复杂情况下制造系统的生产设备布局优化问题,提出了一种将模糊决策与进化算法相结合的设备布局优化方法。进一步完善了优化模型,优化目标包括总成本最小、设备相邻要求最大化和面积利用率最大化等优化目标;其中总成本最小目标考虑了物料搬运成本,设备重置导致的设备拆装、移动成本,生产停工造成的产能损失成本。该方法考虑了用户对于成本、利用率及相邻性要求等存在的满意度、优先度等模糊情况,基于模糊决策理论,对多目标优化模型进行了模糊化处理,设计了模糊适应度函数,用以根据用户的优先关系评价pareto解集。基于求解模型的特点,对多目标进化算法的染色体编码方式与交叉、变异等遗传操作方式进行改进,以提高求解该模型的实用性与效率。最后以实际案例的优化结果证明了该方法的有效性。     

基于自适应免疫遗传算法的智能组卷

对多目标组合优化的组卷问题,借鉴生物免疫系统原理中抗体多样性产生及保持机理,定义多目标选择熵和浓度调节选择概率概念,利用自适应免疫遗传算法,运用抗体克隆、高变异策略,实现组卷问题的多目标优化。该算法充分体现了pareto最优解的概念,具有并行搜索及个体编码长度动态调整、pareto最优个体保存于群体外(免疫记忆)并不断更新等特点。     

基于改进多目标萤火虫算法的模糊聚类

针对传统的模糊聚类算法大都针对单一目标函数的优化,而无法获得更全面、更准确的聚类结果的问题,提出一种基于改进多目标萤火虫优化算法的模糊聚类方法。首先在多目标萤火虫算法中引入一种动态调整的变异机制以获得更加均匀分布的非劣解,其中以动态减小的概率选择个体并采用类似于差分进化算法中变异算子的策略对其进行变异,通过自适应调整收缩因子以提高变异效率。然后当归档集中的最优解集充满时,从中选取一定量的解与当前种群组合进行下一次进化,使得算法具有更高的效率。最后将其运用到模糊聚类问题中,通过同时优化两个模糊聚类指标的目标函数并从最终的归档集中选取一个解确定聚类结果。采用5组数据进行实验的结果表明,相对于单目标聚类方法,所提方法对各种数据集的聚类有效性指标提高了2到8个百分点,具有更高的聚类准确性和更好的综合性能。     

基于模拟退火的空域扇区优化方法研究

为了搜索空域扇区优化中的满意解,结合计算几何和模拟退火算法对空域扇区优化问题进行了研究。根据管制空域结构和交通流量空间分布,建立空域扇区分割的模糊多目标函数和约束条件函数,提出划设空域的二分策略,并结合模拟退火算法对扇区优化划设问题进行求解。实例分析表明,结合二分策略的模拟退火方法可获得满意解,扇区划设多目标优化的总体满意度比仅考虑均衡扇区平均流量时提高了2.1%。     

基于Pareto最优的PID多目标优化设计

现有的PID优化方法往往难以同时兼顾系统对时域和频域性能的要求,针对这一缺陷,提出了一种PID多目标优化方法：将动态性能指标作为优化目标,频域性能指标作为约束条件,采用基于Pareto最优的多目标优化算法对其求解。该算法采用新的拥挤距离计算方法,引入双重精英机制,进化效率高,得到的Pareto最优解集多样性好,决策者可根据当前工作需求从中选择最终的满意解。仿真结果证明了本文方法的有效性。     

基于DC规划的鲁棒模糊核聚类算法

对以径向基核函数和欧拉核函数为代表的鲁棒模糊核聚类算法进行非凸优化,以改善聚类算法目标函数非凸导致的局部解问题.采用凸差规划(DCP)将目标函数转化为2个凸函数之差的形式,减缓局部解的不良性,提高聚类性能.采用凸差算法(DCA)优化求解DCP问题,能快速搜索到相对更优的解,并保持聚类的鲁棒性.在UCI数据集上的实验验证基于DCP的鲁棒模糊核聚类算法对大规模数据集表现出相对更优的聚类性能.     

逆向物流供应链最佳供应商选择及订单量分配*

为解决逆向物流供应链中,供应商选择、订单量分配和提货点位置等不确定问题,建立了一个新的模糊多目标数学模型来确定最佳供应商选择、供应量及提货点位置,为避免在解决多目标模型时人为主观赋权,运用基于模糊目标规划的蒙特卡罗仿真模型来求解帕累托(pareto)理想解,采用遗传算法进行求解,并给出了相应优化方案,在此基础上研究讨论了不同权重分配下结果的优劣性及供应商选择风险,最后,针对不同权重分配,比较了遗传算法和Gurobi求解,实验表明,对于该问题模型遗传算法在解的优劣性上优于Gurobi。     

多目标遗传算法求解认知无线电性能优化问题

认知无线电的性能优化是一个动态多目标优化问题。现有的Bio-CR模型基于遗传算法优化认知无线电的性能,它使用线性加权方法将此多目标优化问题简化为了一个单目标优化问题。针对Bio-CR很难确定每个适应度函数的权值和容易漏掉一些最优解的问题,提出了基于多目标遗传算法的认知无线电性能优化算法CREA。CREA能够根据信道条件和用户服务需求的变化动态地调整传输参数以优化性能,不仅克服了Bio-CR的两个缺点,而且通过保存计算结果进一步减少了遗传算法的运行次数。CREA首先根据信道条件的变化动态确定一组适应度函数,然后运行多目标遗传算法获得一个Pareto-optimal set,最后根据用户服务需求从中选出一个最满意解,并通知认知无线电更新自己的传输参数。Matlab仿真实验证明了CREA的正确性和有效性。     

混合多目标粒子群优化算法在热精轧负荷分配优化中的应用

通过对热精轧负荷分配过程的分析,选取负荷均衡、板形良好和轧制功率最低为目标,建立了热精轧负荷分配多目标优化模型.为了提高多目标优化算法解集的分布性和收敛性,提出了一种混合多目标粒子群优化算法(HMOPSO),该算法根据Pareto支配关系得到Pareto前沿进而保证种群收敛;采用分解策略维护外部存档,该策略首先根据Pareto前沿求出上界点对目标空间进行归一化处理,然后对种群进行分区处理进而保证种群的分布性能.仿真结果表明,HMOPSO的收敛性和分布性都好于MOPSO和d MOPSO;采用模糊多属性决策的方法从Pareto最优解集中选择一个Pareto最优解,通过与经验负荷分配方法相比,表明该Pareto最优解可以使轧制方案更加合理.     

基于Pareto解集分段预测策略的动态多目标进化算法

针对现有的动态多目标优化算法种群收敛速度慢、多样性难以保持等问题,提出了一种基于Pareto解集分段预测策略的动态多目标进化算法BPDMOP。当检测到环境变化时,对前一时刻进化得到的Pareto最优解根据任一子目标函数进行排序,并按照该子目标的大小均分为3段,分别计算出每一段Pareto解集中心点的移动方向;对每一段Pareto子集进行系统抽样得到Pareto前沿面的特征点,利用线性模型分段预测下一代种群;根据优化问题的难易程度,自适应地在预测的种群周围产生随机个体来增加种群的多样性。通过对3类标准测试函数的实验表明了该算法能够有效求解动态多目标优化问题。     

An interactive algorithm for multicriteria decision making: theattainable reference point method

An interactive algorithm, the attainable reference point method, is proposed for finding a satisfactory solution to a general multicriteria decision making problem. The decision-maker is only required to modify the reference value of the satisfactory objectives to generate a new attainable reference point in each iteration step. The lexicographic weighted Tchebycheff program associated with the attainable reference point is constructed to guarantee the efficiency of all the discussed points. The value of the unsatisfactory objective chosen by the decision-maker is improved to be satisfactory. Thus its reference value does not need to be modified again in later iterations, and a satisfactory solution can be derived in finite steps. A numerical example is presented to demonstrate the feasibility and efficiency of the proposed method     

Interactive intuitionistic fuzzy methods for multilevel programming problems

Multilevel programming problems model a decision-making process with a hierarchy structure. Traditional solution methods including vertex enumeration algorithms and penalty function methods are not only inefficient to obtain the solution of the multilevel programming problems, but also lead to a paradox that the follower’s decision power dominates the leader’s. In this paper, both multilevel programming and intuitionistic fuzzy set are used to model problems in hierarchy expert and intelligent systems. We first present a score function to objectively depict the satisfactory degrees of decision makers by virtue of the intuitionistic fuzzy set for solving multilevel programming problems. Then we develop three optimization models and three interactive intuitionistic fuzzy methods to consider different satisfactory solutions for the requirements of expert decision makers. Furthermore, a new distance function is proposed to measure the merits of a satisfactory solution. Finally, a case study for cloud computing pricing problems and several numerical examples are given to verify the applicability and the effectiveness of the proposed models and methods.     

一种特征选择的动态规划方法

通过分析特征选择的机理,提出了一种特征选择性能指标和基于此指标的动态规 划特征选择方法.使复杂的多类特征信息选择的全局满意解寻求过程,转变成一个简单的阶 段性最优化问题.在一定条件下,由各阶段最优决策构成的整体策略等价于原问题的全局满 意解.本文法较好地应用于水声信号特征分析.     

An α-Fuzzy Goal Approximate Algorithm for Solving Fuzzy Multiple Objective Linear Programming Problems

Multiple conflicting objectives in many decision making problems can be well described by multiple objective linear programming (MOLP) models. This paper deals with the vague and imprecise information in a multiple objective problem by fuzzy numbers to represent parameters of an MOLP model. This so-called fuzzy MOLP (or FMOLP) model will reflect some uncertainty in the problem solution process since most decision makers often have imprecise goals for their decision objectives. This study proposes an approximate algorithm based on a fuzzy goal optimization under the satisfactory degree α to handle both fuzzy and imprecise issues. The concept of a general fuzzy number is used in the proposed algorithm for an FMOLP problem with fuzzy parameters. As a result, this algorithm will allow decision makers to provide fuzzy goals in any form of membership functions.     

Interactive fuzzy programming for fuzzy random two-level linear programming problems through probability maximization with possibility

This paper considers two-level linear programming problems involving fuzzy random variables under cooperative behavior of the decision makers. Through the introduction of fuzzy goals together with possibility measures, the formulated fuzzy random two-level linear programming problem is transformed into the problem to maximize the satisfaction degree for each fuzzy goal. By adopting probability maximization, the transformed stochastic two-level programming problem can be reduced to a deterministic one. Interactive fuzzy programming to derive a satisfactory solution for the decision maker at the upper level in consideration of the cooperative relation between decision makers is presented. An illustrative numerical example demonstrates the feasibility and efficiency of the proposed method.     

Multi-period portfolio optimization with linear control policies

This paper is concerned with multi-period sequential decision problems for financial asset allocation. A model is proposed in which periodic optimal portfolio adjustments are determined with the objective of minimizing a cumulative risk measure over the investment horizon, while satisfying portfolio diversity constraints at each period and achieving or exceeding a desired terminal expected wealth target. The proposed solution approach is based on a specific affine parameterization of the recourse policy, which allows us to obtain a sub-optimal but exact and explicit problem formulation in terms of a convex quadratic program.In contrast to the mainstream stochastic programming approach to multi-period optimization, which has the drawback of being computationally intractable, the proposed setup leads to optimization problems that can be solved efficiently with currently available convex quadratic programming solvers, enabling the user to effectively attack multi-stage decision problems with many securities and periods.     

A dual optimization procedure for linear quadratic robust control problems

This paper considers the problem of choosing a single constant linear state feedback control law which produces satisfactory performance for each of several operating points of a system. The model for each operating point is assumed to be linear and the criterion for satisfactory performance is taken to be an infinite horizon quadratic cost functional. This problem is reformulated as a finite dimensional optimization over the linear feedback gains which can be readily solved using standard nonlinear optimization techniques provided a stabilizing initial value of the gains can be found. Although the direct solution of this problem will be discussed briefly, the major portion of the paper will be devoted to solution techniques when an initial stabilizing guess is not available.     

基于AMFOA考虑主客观因素的配电网多目标规划

针对配电网重构的多目标优化及方案决策问题,提出一种基于自适应多种群果蝇算法(AMFOA)并考虑主客观因素的多目标两级优化方法.第一级优化采用自适应多种群果蝇算法对网络结构进行迭代优化,通过协调不同指标得到一组帕累托非支配解.第二级优化引入AHP-CRITIC算法完成每个非支配解的主客观综合评价,结合TOPSIS法确定最...     

Limited multi-stage stochastic programming for managing water supply systems

Decision-making processes often involve uncertainty. A common approach for modeling uncertain scenario-based decision-making progressions is through multi-stage stochastic programming. The size of optimization problems derived from multi-stage stochastic programs is frequently too large to be addressed by a direct solution technique. This is due to the size of the optimization problems, which grows exponentially as the number of scenarios and stages increases. To cope up with this computational difficulty, solution schemes turn to decomposition methods for defining smaller and easier to solve equivalent sub-problems, or through using scenario-reduction techniques. In our study a new methodology is proposed, titled Limited Multi-stage Stochastic Programming (LMSP), in which the number of decision variables at each stage remains constant and thus the total number of decision variables increases only linearly as the number of scenarios and stages grows. The LMSP employs a decision-clustering framework, which utilizes the optimal decisions obtained by solving a set of deterministic optimization problems to identify decision nodes, which have similar decisions. These nodes are clustered into a preselected number of clusters, where decisions are made for each cluster instead of for each individual decision node. The methodology is demonstrated on a multi-stage water supply system operation problem, which is optimized for flow and salinity decisions. LMSP performance is compared to that of classical multi-stage stochastic programming (MSP) method.