分散搜索算法求解多目标优化问题

最近涌现了各种进化方法来解决多目标优化问题,分散搜索也是一种可以解决多目标问题的算法。该算法的结构引用进化算法的杂交和变异算子来增强它的性能,但该算法与其他进化算法的不同在于一系列操作策略不再基于随机性原理,而是运用“分散-收敛集聚”的迭代机制。论文在多目标优化问题区域讨论分散搜索算法,寻找多目标的非支配集或Pareto最优解。实验表明,分散搜索算法具有很好的收敛性和分布性。     

A multi-objective particle swarm optimization for project selection problem

Selecting the most appropriate projects out of a given set of investment proposals is recognized as a critical issue for which the decision maker takes several aspects into consideration. Since many of these aspects may be conflicting, the problem is rendered as a multi-objective one. Consequently, we consider a multi-objective project selection problem in this study where total benefits are to be maximized while total risk and total coat must be minimized, simultaneously. Since solving an NP-hard problem becomes demanding as the number of projects grows, a multi-objective particle swarm with new selection regimes for global best and personal best for swarm members is designed to find the locally Pareto-optimal frontier and is compared with a salient multi-objective genetic algorithm, i.e. SPEAII, based on some comparison metrics with random instances.     

QPSO算法求解无约束多目标优化问题

在分析了用基于目标加权的PSO算法(WAPSO)的基础上,研究了利用基于量子行为的微粒群优化算法(QPSO)来解决多目标优化问题.提出了基于目标加权的QPSO算法(WAQPSO),利用WAQPSO算法解决无约束的多目标优化问题,通过典型的多目标测试函数实验,验证了该算法解决无约束多目标问题的有效性.     

演化算法求解约束多目标优化问题

求解多目标优化问题的演化算法主要考虑如何处理相互冲突的多个目标间的优化,很少考虑对约束条件的处理.通过引入约束主导原理,提出一种无需采用罚函数,完全是基于个体排序的求解约束多目标优化问题的演化算法.对测试函数进行了实验,实验结果表明了该算法的可行性和有效性.     

求解多目标投资组合优化模型的遗传算法

针对考虑最小交易量、交易费用,以及单项目最大投资上限约束的多目标投资组合模型,对目标函数添加惩罚函数项来处理约束条件的方法.本文通过对交叉算子、变异算子的改进,设计了一种遗传算法进行求解.实验算例表明,该算法是有效的.     

Double-diffusive and Soret-induced convection of a micropolar fluid in a vertical channel

This paper reports an investigation of the fully developed natural convection heat and mass transfer of a micropolar fluid in a vertical channel. Asymmetric temperature and concentration boundary conditions are applied to the walls of the channel. The cases of double diffusion and Soret-induced convection are both considered. The governing parameters for the problem are the buoyancy ratio and the various material parameters of the micropolar fluid. The resulting non-dimensional boundary value problem is solved analytically in closed form using MAPLE software. A numerical solution of the time dependent governing equations is demonstrated to be in good agreement with the analytical model. The influence of the governing parameters on the fluid flow as well as heat and solute transfers is demonstrated to be significant.     

A particle swarm optimization for a fuzzy multi-objective unrelated parallel machines scheduling problem

This paper proposes a novel multi-objective model for an unrelated parallel machine scheduling problem considering inherent uncertainty in processing times and due dates. The problem is characterized by non-zero ready times, sequence and machine-dependent setup times, and secondary resource constraints for jobs. Each job can be processed only if its required machine and secondary resource (if any) are available at the same time. Finding optimal solution for this complex problem in a reasonable time using exact optimization tools is prohibitive. This paper presents an effective multi-objective particle swarm optimization (MOPSO) algorithm to find a good approximation of Pareto frontier where total weighted flow time, total weighted tardiness, and total machine load variation are to be minimized simultaneously. The proposed MOPSO exploits new selection regimes for preserving global as well as personal best solutions. Moreover, a generalized dominance concept in a fuzzy environment is employed to find locally Pareto-optimal frontier. Performance of the proposed MOPSO is compared against a conventional multi-objective particle swarm optimization (CMOPSO) algorithm over a number of randomly generated test problems. Statistical analyses based on the effect of each algorithm on each objective space show that the proposed MOPSO outperforms the CMOPSO in terms of quality, diversity and spacing metrics.     

一种求解鲁棒优化问题的多目标进化方法

鲁棒优化问题（Robust Optimization Problem,ROP）是进化算法（Evolutionary Algorithms,EAs）研究的重要方面之一,对于许多实际工程优化问题,通常需要得到鲁棒最优解。利用多目标优化中的Pareto思想优化ROP的鲁棒性和最优性,将ROP转化为一个两目标的优化问题,一个目标为解的鲁棒性,一个目标为解的最优性。针对ROP与多目标优化的特点,利用动态加权思想,设计一种求解ROP的多目标进化算法。通过测试函数的实验仿真,验证了该方法的有效性。     

一种多目标资源受限项目调度问题的教学算法

针对多目标资源受限项目调度的特性, 基于结合活动列表和资源列表的编码设计了合理的交叉操作, 提出一种多目标教学算法. 为了在个体间有效交互信息, 在教师阶段非支配个体作为教师与学生执行交叉, 而在学生阶段学生间执行交叉, 同时在每个阶段通过前向-反向改进增强局部搜索能力, 并用Pareto 档案集存储和更新非支配个体.基于标准测试集的数值仿真及与现有最好算法的比较, 验证了所提出算法的有效性.

     

A direct numerical simulation of transition phenomena in a mixed convection channel flow

This study intends to provide an increased understanding of the laminar-turbulent transition phenomena for the buoyancy-assisted heated vertical channel flow during the early transient stage. The spectral method with weak formulation is applied in the direct numerical simulation. Initial disturbances consist of the finite-amplitude two-dimensional TS wave and a pair of three-dimensional oblique waves for the K-type disturbances. The results from the harmonic energy competitions of different wave modes show that for the buoyancy-assisted heated flow, the (k_x=1, k_z=1) or (1,1) and (1,0) modes would gain energy immediately and start to rise at almost the same rate. This phenomenon is different from that of the buoyancy-opposed flow, where the (1,1) mode decays slowly in the beginning until other modes gain enough energy and then it begins to grow quickly and overtakes the (1,0) mode after a short time period. These different transition patterns match with the experimental results that the flow transition is supercritical and subcritical for the buoyancy-assisted and -opposed flows, respectively. Buoyancy-assisted heated flow transition follows the general trend of an isothermal flow in the beginning, but the thermal-buoyant force is crucial in accelerating the instability and also causing notable differences during the subsequent transition process. All of the results for the vortex structures development, kinetic energy budget of the disturbances, flow visualization by tagged fluid particles, and the local temperature fluctuations are consistent in pointing to a clear pattern for the buoyancy-assisted heated flow transition.     

求解异构并行机调度问题的混合多目标教-学优化算法

以异构并行机调度问题为研究对象,考虑了一类以优化总加权完工时间和加权延误总和的调度问题。首先,基于问题描述构建了该问题的混合整数规划模型。其次,提出了混合多目标教-学优化算法。在算法设计中,结合问题的特点设计序列编码方法,并采用分解技术来实现多目标调度问题的求解。此外,该算法通过融合多种交叉算子来定义个体进化过程,并通过与变邻域搜索算法的混合来提升其优化效果。最后,给出了仿真实验与分析,测试结果验证了多目标教-学优化算法求解该调度问题的优越性。     

混合粒子群算法求解多目标柔性作业车间调度问题

柔性作业车间调度问题是生产管理领域和组合优化领域的重要分支.本文提出一种基于Pareto支配的混合粒子群优化算法求解多目标柔性作业车间调度问题.首先采用基于工序排序和机器分配的粒子表达方式,并直接在离散域进行位置更新.其次,提出基于BaldWinian学习策略和模拟退火技术相结合的多目标局部搜索策略,以平衡算法的全局探索能力和局部开发能力.然后引入Pareto支配的概念来比较粒子的优劣性,并采用外部档案保存进化过程中的非支配解.最后用于求解该类问题的经典算例,并与已有算法进行比较,所提算法在收敛性和分布均匀性方面均具有明显优势.     

Ant colony optimization for multi-objective flow shop scheduling problem

Flow shop scheduling problem consists of scheduling given jobs with same order at all machines. The job can be processed on at most one machine; meanwhile one machine can process at most one job. The most common objective for this problem is makespan. However, multi-objective approach for scheduling to reduce the total scheduling cost is important. Hence, in this study, we consider the flow shop scheduling problem with multi-objectives of makespan, total flow time and total machine idle time. Ant colony optimization (ACO) algorithm is proposed to solve this problem which is known as NP-hard type. The proposed algorithm is compared with solution performance obtained by the existing multi-objective heuristics. As a result, computational results show that proposed algorithm is more effective and better than other methods compared.     

A multi-objective optimization based solution for the combined economic-environmental power dispatch problem

The combined economic-environmental dispatch issue is multidimensional, non-linear, non-convex and highly constrained problem. It involves multiple and often conflicting optimization criteria for which no unique optimal solution can be determined with respect to all criteria. In this paper a multi-objective optimization based solution to the combined economic-environmental power dispatch is proposed. The derivation of the optimal solution is based on the weighted sum method for which improvements are made in direction of penalty function integration. For that purpose a modified dynamic normalization is suggested. A penalization method based on membership functions is introduced in order to calculate the constraint violations. The objective of the proposed method is gaining an optimal solution for the dynamic combined economic-environmental dispatch problem associated to real power systems. Therefore, the algorithm is applied on different test power systems. The obtained results are analyzed and compared with various optimization techniques presented in the literature. The results demonstrate the efficiency of the proposed method in finding solutions toward global optimum.     

Nadir compromise programming: A model for optimization of multi-objective portfolio problem

In problem of portfolio selection, financial Decision Makers (DMs) explain objectives and investment purposes in the frame of multi-objective mathematic problems which are more consistent with decision making realities. At present, various methods have introduced to optimize such problems. One of the optimization methods is the Compromise Programming (CP) method. Considering increasing importance of investment in financial portfolios, we propose a new method, called Nadir Compromising Programming (NCP) by expanding a CP-based method for optimization of multi-objective problems. In order to illustrate NCP performance and operational capability, we implement a case study by selecting a portfolio with 35 stock indices of Iran stock market. Results of comparing the CP method and proposed method under the same conditions indicate that NCP method results are more consistent with DM purposes.     

求解昂贵区间多目标优化问题的高斯代理模型

本文将数据挖掘(高斯过程回归建模)和智能进化算法(GA,NSGA-Ⅱ)进行结合,用于解决优化函数未知的昂贵区间多目标优化问题.首先利用高斯过程对采用中点和不确定度表示的未知目标函数和约束函数进行建模,由于相关性和准确性是区间函数模型的两个必备条件,故提出一种融合多属性决策的双层种群筛选策略,并将其嵌入到遗传算法求解高斯模型参数的过程中,第1层根据相关性属性排除候选解集中部分劣解,第2层根据准确性属性排除候选解集中其余超出种群规模的劣解,两属性的权重系数决定两层排除劣解的比例.然后将所建模型作为优化对象的代理模型引导区间NSGA-II算法优化求解,从而获得所需的Pareto前沿.     

An archive-based artificial bee colony optimization algorithm for multi-objective continuous optimization problem

Neural Computing and Applications - Research on multi-objective optimization (MO) has become one of the hot points of intelligent computation. In this paper, an archive-based multi-objective...     

星型结构的多目标粒子群算法求解多模态多目标问题

首先,根据多目标粒子群算法中的粒子结构信息,利用非支配解集构造粒子个体邻域之间的拓扑结构,提出星型结构的多目标粒子群算法用于求解多模态多目标问题。其次,针对多目标粒子群中全局最优个体选择困难,提出一种非支配解集分布均匀程度的评价方法,评价结果用于确定当前粒子对应的全局最优个体。最后,结合2种方法提出带均匀计算方法的星型拓扑结构多目标粒子群优化算法STMOPSONCMIU。通过测试函数分析算法的收敛性,表明改进的算法比原来的算法收敛速度快。实验结果表明,该算法可以较好地兼顾问题的目标空间和决策空间的分布,有效解决多模态多目标问题。     

Solving a new multi-objective multi-route flexible flow line problem by multi-objective particle swarm optimization and NSGA-II

Mass production, meeting the increasing demands of the customers is a necessity. Such a production is mainly dependent on a factory manufacturing called flow line production. This paper deals with special type of production by the name of flexible manufacturing system, assuming the presence of multi processors in each station of a multi-station arrangement. The model debated in the paper possesses three objective functions, the first of which attempts to minimize the weighted delays. The second objective function tries to minimize the capital for the purchase of the processors at stations and the third objective function minimizes the capital dedicated to select the optimum processing route of parts. For the validation of the mathematical model, use has been made of NSAGAII and MOPSO approaches.