Interactive multiobjective fuzzy random programming through the level set-based probability model

This paper considers a multiobjective linear programming problem involving fuzzy random variable coefficients. A new fuzzy random programming model is proposed by extending the ideas of level set-based optimality and a stochastic programming model. The original problem involving fuzzy random variables is transformed into a deterministic equivalent problem through the proposed model. An interactive algorithm is provided to obtain a satisficing solution for a decision maker from among a set of newly defined Pareto optimal solutions. It is shown that an optimal solution of the problem to be solved iteratively in the interactive algorithm is analytically obtained by a combination of the bisection method and the simplex method.     

Stability analysis of efficient solutions in multiobjective integer programming: A case study in load management

This paper presents a multiobjective linear integer programming model for supporting the choice of remote load control strategies in electric distribution network management. The model takes into account the main concerns in load management, considering three objective functions: minimization of the peak demand as perceived by the distribution network dispatch center, maximization of the utility profit associated with the energy services delivered by the controlled loads and minimization of the discomfort caused to consumers. The problem was analyzed using an interactive reference point method for multiobjective integer (and mixed-integer) linear programming. This approach exploits the use of the branch-and-bound algorithm for solving the reference point scalarizing programs through which efficient solutions are computed. Post-optimality techniques enable a stability analysis of the efficient solutions by means of computing and displaying graphically sets of reference points that correspond to the same solution.     

多目标蚁群优化研究综述

多目标蚁群优化是一类重要的多目标进化算法,它在解决多目标优化问题,尤其是多目标组合优化方面,具有优异的性能。首先,通过总结多目标蚁群优化的研究成果,将多目标蚁群优化分为基于帕累托的方法、基于指标函数的方法和目标分解法3类,并阐述了每类方法的特点和代表性算法;然后,展现了多目标蚁群优化在实际问题中的广泛应用;最后,探讨了目前多目标蚁群优化存在的问题。     

Automated Discovery of Numerical Approximation Formulae via Genetic Programming

This paper describes the use of genetic programming to perform automated discovery of numerical approximation formulae. We present results involving rediscovery of known approximations for Harmonic numbers, discovery of rational polynomial approximations for functions of one or more variables, and refinement of existing approximations through both approximation of their error function and incorporation of the approximation as a program tree in the initial GP population. Evolved rational polynomial approximations are compared to Padé approximations obtained through the Maple symbolic mathematics package. We find that approximations evolved by GP can be superior to Padé approximations given certain tradeoffs between approximation cost and accuracy, and that GP is able to evolve approximations in circumstances where the Padé approximation technique cannot be applied. We conclude that genetic programming is a powerful and effective approach that complements but does not replace existing techniques from numerical analysis.     

Multiobjective memetic algorithm based on decomposition

In recent years, hybridization of multi-objective evolutionary algorithms (MOEAs) with traditional mathematical programming techniques have received significant attention in the field of evolutionary computing (EC). The use of multiple strategies with self-adaptation manners can further improve the algorithmic performances of decomposition-based evolutionary algorithms. In this paper, we propose a new multiobjective memetic algorithm based on the decomposition approach and the particle swarm optimization (PSO) algorithm. For brevity, we refer to our developed approach as MOEA/D-DE+PSO. In our proposed methodology, PSO acts as a local search engine and differential evolution works as the main search operator in the whole process of optimization. PSO updates the position of its solution with the help of the best information on itself and its neighboring solution. The experimental results produced by our developed memtic algorithm are more promising than those of the simple MOEA/D algorithm, on most test problems. Results on the sensitivity of the suggested algorithm to key parameters such as population size, neighborhood size and maximum number of solutions to be altered for a given subproblem in the decomposition process are also included.     

Multiobjective evolutionary algorithm based on multimethod with dynamic resources allocation

In the last two decades, multiobjective optimization has become main stream and various multiobjective evolutionary algorithms (MOEAs) have been suggested in the field of evolutionary computing (EC) for solving hard combinatorial and continuous multiobjective optimization problems. Most MOEAs employ single evolutionary operators such as crossover, mutation and selection for population evolution. In this paper, we suggest a multiobjective evolutionary algorithm based on multimethods (MMTD) with dynamic resource allocation for coping with continuous multi-objective optimization problems (MOPs). The suggested algorithm employs two well known population based stochastic algorithms namely MOEA/D and NSGA-II as constituent algorithms for population evolution with a dynamic resource allocation scheme. We have examined the performance of the proposed MMTD on two different MOPs test suites: the widely used ZDT problems and the recently formulated test instances for the special session on MOEAs competition of the 2009 IEEE congress on evolutionary computation (CEC’09). Experimental results obtained by the suggested MMTD are more promising than those of some state-of-the-art MOEAs in terms of the inverted generational distance (IGD)-metric on most test problems.     

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.     

A multiobjective-optimization approach for a piloted quality-management system: A comparison of two approaches for a case study

In recent years, steering a quality-management system (QMS) has become a key strategic consideration in businesses. Indeed, companies constantly need to optimize their industrial tools to increase their productivity and to permanently improve the effectiveness and efficiency of their systems. To solve such problems, two approaches were developed: the Pareto Analytical-Hierarchy Process (PAHP) and the Multichoice Goal Programming (MCGP) methods. The first integrates the Pareto concept and Analytical-Hierarchy Process (AHP) methods and the second combines the MCGP model with AHP methods. The goal was to determine the best solution while simultaneously verifying multiobjective-optimization functions and satisfying different constraints for a real-world case study. The latter was chosen because it presents a major problem for controlling the quality levels of production lines. A comparative study between the two approaches provides a path for designing a tool for decision support to ensure the effectiveness of a corporate QMS.     

PID control of MIMO process based on rank niching genetic algorithm

Non-linear multiple-input multiple-output (MIMO) processes which are common in industrial plants are characterized by significant interactions and non- linearities among their variables. Thus, tuning several controllers in complex industrial plants is a challenge for process engineers and operators. An approach for adjusting the parameters of n proportional–integral–derivative (PID) controllers based on multiobjective optimization and genetic algorithms (GA) is presented in this paper. A modified genetic algorithm with elitist model and niching method is developed to guarantee a set of solutions (set of PID parameters) with different tradeoffs regarding the multiple requirements of the control performance. Experiments considering a fluid catalytic cracking (FCC) unit, under PI and dynamic matrix control (DMC) are carried out in order to evaluate the proposed method. The results show that the proposed approach is an alternative to classical techniques as Ziegler–Nichols rules and others.     

A new approach for online multiobjective optimization of mechatronic systems

We present a new concept for online multiobjective optimization and its application to the optimization of the operating point assignment for a doubly-fed linear motor. This problem leads to a time-dependent multiobjective optimization problem. In contrast to classical optimization where the aim is to find the (global) minimum of a single function, we want to simultaneously minimize k objective functions. The solution to this problem is given by the set of optimal compromises, the so-called Pareto set. In the case of the linear motor, there are two conflicting aims which both have to be maximized: the degree of efficiency and the inverter utilization factor. The objective functions depend on velocity, force and power, which can be modeled as time-dependent parameters. For a fixed point of time, the entire corresponding Pareto set can be computed by means of a recently developed set-oriented numerical method. An online computation of the time-dependent Pareto sets is not possible, because the computation itself is too complex. Therefore, we combine the computation of the Pareto set with numerical path following techniques. Under certain smoothness assumptions the set of Pareto points can be characterized as the set of zeros of a certain function. Here, path following allows to track the evolution of a given solution point through time.     

Adaptive differential dynamic programming for multiobjective optimal control

An efficient numerical solution scheme entitled adaptive differential dynamic programming is developed in this paper for multiobjective optimal control problems with a general separable structure. For a multiobjective control problem with a general separable structure, the “optimal” weighting coefficients for various performance indices are time-varying as the system evolves along any noninferior trajectory. Recognizing this prominent feature in multiobjective control, the proposed adaptive differential dynamic programming methodology combines a search process to identify an optimal time-varying weighting sequence with the solution concept in the conventional differential dynamic programming. Convergence of the proposed adaptive differential dynamic programming methodology is addressed.     

基于进化算法的多目标优化方法

进化算法在解决多目标优化问题中有其特有的优势.首先对多目标优化问题进行了描述;然后结合研究现状讨论了目前几种主要的基于进化算法的多目标优化方法,以及它们的优缺点;最后给出了多目标进化优化算法的一些应用,以及进化多目标优化算法的未来发展方向.     

基于ParetoHeu和实例化失败统计的关联启发式方法

变量排序启发式是约束规划求解约束满足问题中的一项关键技术,对求解效率有着重要影响.为进一步提高基于关联的变量排序启发式方法CRBS对问题求解的效率和能力,提出了一种基于ParetoHeu和实例化失败统计的关联启发式PICRBS.PICRBS采用源于帕累托最优的启发式组合方式ParetoHeu,将CRBS与经典的通用启发...     

基于精英选择和个体迁移的多目标遗传算法

提出基于遗传算法求解多目标优化问题的方法,将多目标问题分解成多个单目标优化问题,用遗传算法分别在每个单目标种群中并行搜索.在进化过程中的每一代,采用精英选择和个体迁移策略加快多个目标的并行搜索,提出了控制Pareto最优解数量并保持个体多样性的有限精度法,同时还提出了多目标遗传算法的终止条件.数值实验说明所提出的算法能较快地找到一组分布广泛且均匀的Pareto最优解.     

混合分解和强度帕累托多目标进化算法

在多目标进化优化中,使用分解策略的基于分解的多目标进化算法(MOEA/D)时间复杂度低,使用〖BP(〗强度帕累托策略的〖BP)〗强度帕累托进化算法-2(SPEA2)能得到分布均匀的解集。结合这两种策略,提出一种新的多目标进化算法用于求解具有复杂、不连续的帕累托前沿的多目标优化问题(MOP)。首先,利用分解策略快速逼近帕累托前沿;然后,利用强度帕累托策略使解集均匀分布在帕累托前沿,利用解集重置分解策略中的权重向量集,使其适配于特定的帕累托前沿;最后,利用分解策略进一步逼近帕累托前沿。使用的反向世代距离(IGD)作为度量标准,将新算法与MOEA/D、SPEA2和paλ-MOEA/D在12个基准问题上进行性能对比。实验结果表明该算法性能在7个基准问题上最优,在5个基准问题上接近于最优,且无论MOP的帕累托前沿是简单或复杂、连续或不连续的,该算法均能生成分布均匀的解集。