MONSS: A multi-objective nonlinear simplex search approach

This article presents a novel methodology for dealing with continuous box-constrained multi-objective optimization problems (MOPs). The proposed algorithm adopts a nonlinear simplex search scheme in order to obtain multiple elements of the Pareto optimal set. The search is directed by a well-distributed set of weight vectors, each of which defines a scalarization problem that is solved by deforming a simplex according to the movements described by Nelder and Mead's method. Considering an MOP with n decision variables, the simplex is constructed using n+1 solutions which minimize different scalarization problems defined by n+1 neighbor weight vectors. All solutions found in the search are used to update a set of solutions considered to be the minima for each separate problem. In this way, the proposed algorithm collectively obtains multiple trade-offs among the different conflicting objectives, while maintaining a proper representation of the Pareto optimal front. In this article, it is shown that a well-designed strategy using just mathematical programming techniques can be competitive with respect to the state-of-the-art multi-objective evolutionary algorithms against which it was compared.     

Preference-based Pareto optimization in certain and noisy environments

In this article a method for including a priori preferences of decision makers into multicriteria optimization problems is presented. A set of Pareto-optimal solutions is determined via desirability functions of the objectives which reveal experts’ preferences regarding different objective regions. An application to noisy objective functions is not straightforward but very relevant for practical applications. Two approaches are introduced in order to handle the respective uncertainties by means of the proposed preference-based Pareto optimization. By applying the methods to the original and uncertain Binh problem and a noisy single cut turning cost optimization problem, these approaches prove to be very effective in focusing on different parts of the Pareto front of the ori-ginal problem in both certain and noisy environments.     

基于粒子群与聚类的多目标优化算法

针对粒子群优化算法容易陷入局部最优的问题,提出了一种基于粒子群优化与分解聚类方法相结合的多目标优化算法。算法基于参考向量分解的方法,通过聚类优选粒子策略来更新全局最优解。首先,通过每条均匀分布的参考向量对粒子进行聚类操作,来促进粒子的多样性。从每个聚类中选择一个具有最小聚合函数适应度值的粒子,以平衡收敛性和多样性。动态更新全局最优解和个体最优解,引导种群均匀分布在帕累托前沿附近。通过仿真实验,与4种粒子群多目标优化算法进行对比。实验结果表明,提出的算法在27个选定的基准测试问题中获得了20个反世代距离(IGD)最优值。     

Multi-objective genetic algorithm for solving N-version program design problem

N-version programming (NVP) is a programming approach for constructing fault tolerant software systems. Generally, an optimization model utilized in NVP selects the optimal set of versions for each module to maximize the system reliability and to constrain the total cost to remain within a given budget. In such a model, while the number of versions included in the obtained solution is generally reduced, the budget restriction may be so rigid that it may fail to find the optimal solution. In order to ameliorate this problem, this paper proposes a novel bi-objective optimization model that maximizes the system reliability and minimizes the system total cost for designing N-version software systems. When solving multi-objective optimization problem, it is crucial to find Pareto solutions. It is, however, not easy to obtain them. In this paper, we propose a novel bi-objective optimization model that obtains many Pareto solutions efficiently.We formulate the optimal design problem of NVP as a bi-objective 0–1 nonlinear integer programming problem. In order to overcome this problem, we propose a Multi-objective genetic algorithm (MOGA), which is a powerful, though time-consuming, method to solve multi-objective optimization problems. When implementing genetic algorithm (GA), the use of an appropriate genetic representation scheme is one of the most important issues to obtain good performance. We employ random-key representation in our MOGA to find many Pareto solutions spaced as evenly as possible along the Pareto frontier. To pursue improve further performance, we introduce elitism, the Pareto-insertion and the Pareto-deletion operations based on distance between Pareto solutions in the selection process.The proposed MOGA obtains many Pareto solutions along the Pareto frontier evenly. The user of the MOGA can select the best compromise solution among the candidates by controlling the balance between the system reliability and the total cost.     

Computational fluid dynamics and interactive multiobjective optimization in the development of low-emission industrial boilers

A CFD-based model is applied to study emission formation in a bubbling fluidized bed boiler burning biomass. After the model is validated to a certain extent, it is used for optimization. There are nine design variables (nine distinct NH₃ injections in the selective non-catalytic reduction process) and two objective functions (which minimize NO and NH₃ emissions in flue gas). The multiobjective optimization problem is solved using the reference-point method involving an achievement scalarizing function. The interactive reference-point method is applied to generate Pareto optimal solutions. Two inherently different optimization algorithms, viz. a genetic algorithm and Powell's conjugate-direction method, are applied in the solution of the resulting optimization problem. It is shown that optimization connected with CFD is a promising design tool for combustion optimization. The strengths and weaknesses of the proposed approach and of the methods applied are discussed from the point of view of a complex real-world optimization problem.     

Practical solutions for multi-objective optimization: An application to system reliability design problems

For multiple-objective optimization problems, a common solution methodology is to determine a Pareto optimal set. Unfortunately, these sets are often large and can become difficult to comprehend and consider. Two methods are presented as practical approaches to reduce the size of the Pareto optimal set for multiple-objective system reliability design problems. The first method is a pseudo-ranking scheme that helps the decision maker select solutions that reflect his/her objective function priorities. In the second approach, we used data mining clustering techniques to group the data by using the k-means algorithm to find clusters of similar solutions. This provides the decision maker with just k general solutions to choose from. With this second method, from the clustered Pareto optimal set, we attempted to find solutions which are likely to be more relevant to the decision maker. These are solutions where a small improvement in one objective would lead to a large deterioration in at least one other objective. To demonstrate how these methods work, the well-known redundancy allocation problem was solved as a multiple objective problem by using the NSGA genetic algorithm to initially find the Pareto optimal solutions, and then, the two proposed methods are applied to prune the Pareto set.     

Norm methods and partial weighting in multicriterion optimization of structures

Methods for generating Pareto optimal solutions to a multicriterion optimization problem are considered. The norm methods based on the scalarization of the original multicriterion problem by using the l-norm are discussed in a unified form and a parametrization suitable for different interactive design systems is suggested. In addition, an alternative approach which, instead of scalarization, reduces the dimension of the multicriterion problem is proposed. This is called the partial weighting method and it can beinterpreted as a generalization of the traditional scalarization technique where the weighted sum of the criteria is used as the objective function. The first of these two approaches (norm method) is very flexible from a designer's point of view and it can be applied also in non-convex cases to the determination of the Pareto optimal set whereas the latter (partial weighting method) is especially suitable for problems where the number of criteria is large. Throughout the article several illustrative truss examples are presented to augment the scanty collection of multicriterion problems treated in the literature of optimum structural design.     

Adapting the Hypervolume Quality Indicator to Quantify Trade‐offs and Search Efficiency for Multiple Criteria Decision Making Using Pareto Fronts

When choosing a best solution based on simultaneously balancing multiple objectives, the Pareto front approach allows promising solutions across the spectrum of user preferences for the weightings of the objectives to be identified and compared quantitatively. The shape of the complete Pareto front provides useful information about the amount of trade‐off between the different criteria and how much compromise is needed from some criterion to improve the others. Visualizing the Pareto front in higher (3 or more) dimensions becomes difficult, so a numerical measure of this relationship helps capture the degree of trade‐off. The traditional hypervolume quality indicator based on subjective scaling for multiple criteria optimization method comparison provides an arbitrary value that lacks direct interpretability. This paper proposes an interpretable summary for quantifying the nature of the relationship between criteria with a standardized hypervolume under the Pareto front (HVUPF) for a flexible number of optimization criteria, and demonstrates how this single number summary can be used to evaluate and compare the efficiency of different search methods as well as tracking the search progress in populating the complete Pareto front. A new HVUPF growth plot is developed for quantifying the performance of a search method on completeness, efficiency, as well as variability associated with the use of random starts, and offers an effective approach for method assessment and comparison. Two new enhancements for the algorithm to populate the Pareto front are described and compared with the HVUPF growth plot. The methodology is illustrated with an optimal screening design example, where new Pareto search methods are proposed to improve computational efficiency, but is broadly applicable to other multiple criteria optimization problems. Copyright © 2012 John Wiley & Sons, Ltd.     

Formulation and application of weight-function-based physical programming

Physical programming is effective in multi-objective optimization since it assists the designer to find the most preferred solution. Preference-function-based physical programming (PFPP) abandons the weighted-sum approach and its performance in generating Pareto solutions is susceptible to the transformation of pseudo-preferences. With the aim of integrating a weighted-sum approach into physical programming and generating well-distributed Pareto solutions, a weight-function-based physical programming (WFPP) method has been proposed. The approach forms a weight function for each normalized criterion and uses the variable weighted sum of all criteria as the aggregate objective function. Implementation for numerical and engineering design problems indicates that WFPP works as well as PFPP. The design process of generating Pareto solutions by WFPP is further presented, where the pseudo-preferences are allowed to transform in different ranges. Examples and results demonstrate that solutions generated by WFPP have better diversity performance than those of PFPP, especially when the pseudo-preferences are far from the true Pareto front.     

Design optimization using multiple dominance relations

A challenge in engineering design is to choose suitable objectives and constraints from many quantities of interest, while ensuring an optimization is both meaningful and computationally tractable. We propose an optimization formulation that can take account of more quantities of interest than existing formulations, without reducing the tractability of the problem. This formulation searches for designs that are optimal with respect to a binary relation within the set of designs that are optimal with respect to another binary relation. We then propose a method of finding such designs in a single optimization by defining an overall ranking function to use in optimizers, reducing the cost required to solve this formulation. In a design under uncertainty problem, our method obtains the most robust design that is not stochastically dominated faster than a multiobjective optimization. In a car suspension design problem, our method obtains superior designs according to a k-optimality condition than previously suggested multiobjective approaches to this problem. In an airfoil design problem, our method obtains designs closer to the true lift/drag Pareto front using the same computational budget as a multiobjective optimization.     

Multiresponse Optimization and Pareto Frontiers

Methods that can capture evenly distributed solutions along the Pareto frontier are useful for multiresponse optimization problems because they provide a large variety of alternative solutions to the decision maker from among a set of nondominated solutions. However, methods often used for optimizing dual and multiple dual response problems have been rarely evaluated in terms of their ability to capture those solutions. This article provides this information by evaluating a global criterion–based method and the popular weighted mean square error method. Convex and nonconvex response surfaces were considered, and results of the methods were compared with those of a lexicographic approach on the basis of two examples from the literature. Regarding the results, it is shown that the user can be successful in capturing Pareto solutions in convex and nonconvex regions using the global criterion–based method. Moreover, it is shown that the starting point affects the distribution of solutions along the Pareto frontier but is not pivotal to obtain a complete representation of the Pareto frontier. For this purpose, it is necessary to decrease the weight increment and to compute for more solutions. Copyright © 2011 John Wiley & Sons, Ltd.     

考虑双目标的JIT生产系统看板数量设定

针对现有JIT系统看板数量决策问题研究多以单目标为主的不足,提出了一种基于实验设计的双目标JIT生产系统看板数量设定方法。该方法同时考虑了高订单满足率和低系统平均在制品水平的双目标优化,以B公司CR油嘴JIT生产系统为例,建立了该JIT生产线的Witness仿真模型以实现数据的收集,以各看板循环回路的看板数量和看板容量进行水平设定,并进行正交实验设计及数据的直观分析处理,然后采用全因子实验的方法,基于帕累托最优的思想获得生产系统看板数量帕累托最优解,形成近似最优看板数量组合的帕累托最优前沿。生产管理人员可根据不同的生产计划和绩效目标从组合中选择合适的看板数量。最后的研究结果验证了该方法的可行性和有效性。     

基于统计提升准则的注塑工艺参数优化

为了同时改善生产平板型注塑制品时的总体收缩度和收缩均匀度,提出基于统计提升准则的注塑成型工艺参数的多目标优化方法,寻找平衡两个质量指标的优化设计.首先利用小规模的实验设计方法获得建模数据集,针对应用中存在的建模数据奇异点问题提出一种数据预处理方法,并依此分别建立两个指标的初始替代模型,用于代替优化过程中代价高昂的计算分析;随后依据Pareto统计提升准则寻找新的采样点加入建模数据集来重新建模,使寻优结果不断趋近真实的Pareto前沿.仿真结果表明,较常规的建模优化方法,本文提出的方法能使用较少的采样数据,显著地改善平板制品的收缩质量.对于HDPE材质的矩形制品,保压曲线先恒定后线性递减可以获得好的收缩均匀度,使用压力上限值恒定保压可以获得好的平均收缩度.     

A hybrid evolutionary graph-based multi-objective algorithm for layout optimization of truss structures

In this paper a new graph-based evolutionary algorithm, gM-PAES, is proposed in order to solve the complex problem of truss layout multi-objective optimization. In this algorithm a graph-based genotype is employed as a modified version of Memetic Pareto Archive Evolution Strategy (M-PAES), a well-known hybrid multi-objective optimization algorithm, and consequently, new graph-based crossover and mutation operators perform as the solution generation tools in this algorithm. The genetic operators are designed in a way that helps the multi-objective optimizer to cover all parts of the true Pareto front in this specific problem. In the optimization process of the proposed algorithm, the local search part of gM-PAES is controlled adaptively in order to reduce the required computational effort and enhance its performance. In the last part of the paper, four numeric examples are presented to demonstrate the performance of the proposed algorithm. Results show that the proposed algorithm has great ability in producing a set of solutions which cover all parts of the true Pareto front.     

Experimental study of warpage and shrinkage in injection molding of HDPE/rPET/wood composites with multiobjective optimization

In this paper, injection molding of squared parts with 1.25 mm in thickness, composed of wood plastic composites (high-density polyethylene, recycled polyethylene terephthalate, and wood flour), was done. The warpage and volumetric shrinkage in the parts was determined experimentally with various process conditions (packing time, melt temperature, wood content, and packing pressure). The experiments were done based on Box–Behnken design of experiments. The significance of each parameter and model was evaluated by analysis of variance (ANOVA). ANOVA showed that packing time and melt temperature are the most significant parameters on warpage and wood content is the most significant on volumetric shrinkage. Packing pressure and wood content had no considerable effect on warpage and packing time on shrinkage too. To obtain optimal process conditions for minimum warpage and shrinkage, a multiobjective optimization based on Pareto front was developed. Response surface method was used to find the relationships between input parameters and objective functions, and genetic algorithm presented the Pareto front solutions to determine the optimum solution. It was observed that there was a good agreement between the predicted optimum values and the experiments.     

Efficient Pareto Frontier Exploration using Surrogate Approximations

In this paper we present an efficient and effective method of using surrogate approximations to explore the design space and capture the Pareto frontier during multiobjective optimization. The method employs design of experiments and metamodeling techniques (e.g., response surfaces and kriging models) to sample the design space, construct global approximations from the sample data, and quickly explore the design space to obtain the Pareto frontier without specifying weights for the objectives or using any optimization. To demonstrate the method, two mathematical example problems are presented. The results indicate that the proposed method is effective at capturing convex and concave Pareto frontiers even when discontinuities are present. After validating the method on the two mathematical examples, a design application involving the multiobjective optimization of a piezoelectric bimorph grasper is presented. The method facilitates multiobjective optimization by enabling us to efficiently and effectively obtain the Pareto frontier and identify candidate designs for the given design requirements.     

On the Pareto optimum sensitivity analysis in multicriteria optimization

To analyse the trade‐off relations among the set of criteria in multicriteria optimization, Pareto optimum sensitivity analysis is systematically studied in this paper. Original contributions cover two parts: theoretical demonstrations are firstly made to validate the gradient projection method in Pareto optimum sensitivity analysis. It is shown that the projected gradient direction evaluated at a given Pareto optimum in the design variable space rigorously corresponds to the tangent direction of the Pareto curve/surface at that point in the objective space. This statement holds even for the change of the set of active constraints in the perturbed problem. Secondly, a new active constraint updating strategy is proposed, which permits the identification of the active constraint set change, to determine the influence of this change upon the differentiability of the Pareto curve and finally to compute directional derivatives in non‐differentiable cases. This work will highlight some basic issues in multicriteria optimization. Some numerical problems are solved to illustrate these novelties. Copyright © 2003 John Wiley & Sons, Ltd.     

Local Pareto approximation for multi-objective optimization

The design process of complex systems often resorts to solving an optimization problem, which involves different disciplines and where all design criteria have to be optimized simultaneously. Mathematically, this problem can be reduced to a vector optimization problem. The solution of this problem is not unique and is represented by a Pareto surface in the objective function space. Once a Pareto solution is obtained, it may be very useful for the decision-maker to be able to perform a quick local approximation in the vicinity of this Pareto solution for sensitivity analysis. In this article, new linear and quadratic local approximations of the Pareto surface are derived and compared to existing formulas. The case of non-differentiable Pareto points (solutions) in the objective space is also analysed. The concept of a local quick Pareto analyser based on local sensitivity analysis is proposed. This Pareto analysis provides a quantitative insight into the relation between variations of the different objective functions under constraints. A few examples are considered to illustrate the concept and its advantages.