一类带约束动态多目标优化问题的进化算法

动态多目标约束优化问题是一类NP-Hard问题,定义了动态环境下进化种群中个体的序值和个体的约束度,结合这两个定义给出了一种选择算子.在一种环境变化判断算子下给出了求解环境变量取值于正整数集Z+的一类带约束动态多目标优化问题的进化算法.通过几个典型的Benchmark函数对算法的性能进行了测试,其结果表明新算法能够较好地求出带约束动态多目标优化问题在不同环境下质量较好、分布较均匀的Pareto最优解集.     

Introducing robustness in multi-objective optimization

In optimization studies including multi-objective optimization, the main focus is placed on finding the global optimum or global Pareto-optimal solutions, representing the best possible objective values. However, in practice, users may not always be interested in finding the so-called global best solutions, particularly when these solutions are quite sensitive to the variable perturbations which cannot be avoided in practice. In such cases, practitioners are interested in finding the robust solutions which are less sensitive to small perturbations in variables. Although robust optimization is dealt with in detail in single-objective evolutionary optimization studies, in this paper, we present two different robust multi-objective optimization procedures, where the emphasis is to find a robust frontier, instead of the global Pareto-optimal frontier in a problem. The first procedure is a straightforward extension of a technique used for single-objective optimization and the second procedure is a more practical approach enabling a user to set the extent of robustness desired in a problem. To demonstrate the differences between global and robust multi-objective optimization principles and the differences between the two robust optimization procedures suggested here, we develop a number of constrained and unconstrained test problems having two and three objectives and show simulation results using an evolutionary multi-objective optimization (EMO) algorithm. Finally, we also apply both robust optimization methodologies to an engineering design problem.     

Evolutionary multi-objective optimization algorithms for fuzzy portfolio selection

In this paper, we consider a recently proposed model for portfolio selection, called Mean-Downside Risk-Skewness (MDRS) model. This modelling approach takes into account both the multidimensional nature of the portfolio selection problem and the requirements imposed by the investor. Concretely, it optimizes the expected return, the downside-risk and the skewness of a given portfolio, taking into account budget, bound and cardinality constraints. The quantification of the uncertain future return on a given portfolio is approximated by means of LR-fuzzy numbers, while the moments of its return are evaluated using possibility theory. The main purpose of this paper is to solve the MDRS portfolio selection model as a whole constrained three-objective optimization problem, what has not been done before, in order to analyse the efficient portfolios which optimize the three criteria simultaneously. For this aim, we propose new mutation, crossover and reparation operators for evolutionary multi-objective optimization, which have been specially designed for generating feasible solutions of the cardinality constrained MDRS problem. We incorporate the operators suggested into the evolutionary algorithms NSGAII, MOEA/D and GWASF-GA and we analyse their performances for a data set from the Spanish stock market. The potential of our operators is shown in comparison to other commonly used genetic operators and some conclusions are highlighted from the analysis of the trade-offs among the three criteria.     

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。     

Evolutionary multi-objective optimization in robot soccer system for education

As the robot soccer system becomes stabilized, it has been used as an educational platform with which various topics on mobile robotics can be taught. As one of key topics in the education of mobile robotics is computational intelligence-based navigation, this paper proposes a multiobjective population-based incremental learning (MOPBIL) algorithm to obtain the fuzzy path planner for optimal path to the ball, minimizing three objectives such as elapsed time, heading direction and posture angle errors in a robot soccer system. MOPBIL employs the probabilistic mechanism, which generates new population using probability vectors. As the probability vectors are updated by referring to nondominated solutions, population converges to Paretooptimal solution set. Simulation and experiment results show the effectiveness of the proposed MOPBIL from the viewpoint of the proximity to the Pareto-optimal set, size of the dominated space, coverage of two sets and diversity metric. By implementing each of the solutions into the educational platform, it can be educated how multi-objective optimization is realized in the real-world problem.     

基于自变量简约的大规模稀疏多目标优化

现有的大多数进化算法在求解大规模优化问题时性能会随决策变量维数的增长而下降。通常,多目标优化的Pareto有效解集是自变量空间的一个低维流形,该流形的维度远小于自变量空间的维度。鉴于此,提出一种基于自变量简约的多目标进化算法求解大规模稀疏多目标优化问题。该算法通过引入局部保持投影降维,保留原始自变量空间中的局部近邻关系,并设计一个归档集,将寻找到的非劣解存入其中进行训练,以提高投影的准确性。将该算法与四种流行的多目标进化算法在一系列测试问题和实际应用问题上进行了比较。实验结果表明,所提算法在解决稀疏多目标问题上具有较好的效果。因此,通过自变量简约能降低问题的求解难度,提高算法的搜索效率,在解决大规模稀疏多目标问题方面具有显著的优势。     

求多目标优化问题的粒子群优化算法

将粒子群优化算法应用于求解多目标优化问题,提出一种双向搜索机制,指导粒子向着搜索空间中非劣目标区域以及粒子分布最为稀疏的区域这两个方向进行寻优,进而提出了求解多目标优化问题的基于粒子群优化算法的双向搜索法,该算法对粒子全局最优经验的选择策略以及粒子群的状态更新机制进行了改进。实验研究表明,该算法不仅能快速有效地获得多目标优化问题的非劣最优解集,而且求出的解集具有良好的分布性。     

一类区间多目标粒子群优化算法

针对区间参数多目标优化问题,提出一种基于模糊支配的多目标粒子群优化算法。首先,定义基于决策者悲观程度的模糊支配关系,用于比较解的优劣;然后,定义一种适于区间目标值的拥挤距离,以更新外部存储器并从中选择领导粒子;最后,对多个区间多目标测试函数进行仿真实验,实验结果验证了所提出算法的有效性。     

Evolutionary multi-objective portfolio optimization in practical context

This paper addresses evolutionary multi-objective portfolio optimization in the practical context by incorporating realistic constraints into the problem model and preference criterion into the optimization search process. The former is essential to enhance the realism of the classical mean-variance model proposed by Harry Markowitz, since portfolio managers often face a number of realistic constraints arising from business and industry regulations, while the latter reflects the fact that portfolio managers are ultimately interested in specific regions or points along the efficient frontier during the actual execution of their investment orders. For the former, this paper proposes an order-based representation that can be easily extended to handle various realistic constraints like floor and ceiling constraints and cardinality constraint. An experimental study, based on benchmark problems obtained from the OR-library, demonstrates its capability to attain a better approximation of the efficient frontier in terms of proximity and diversity with respect to other conventional representations. The experimental results also illustrated its viability and practicality in handling the various realistic constraints. A simple strategy to incorporate preferences into the multi-objective optimization process is highlighted and the experimental study demonstrates its capability in driving the evolutionary search towards specific regions of the efficient frontier.     

Evolutionary structural optimization for dynamic problems

This paper presents a simple method for structural optimization with frequency constraints. The structure is modelled by a fine mesh of finite elements. At the end of each eigenvalue analysis, part of the material is removed from the structure so that the frequencies of the resulting structure will be shifted towards a desired direction. A sensitivity number indicating the optimum locations for such material elimination is derived. This sensitivity number can be easily calculated for each element using the information of the eigenvalue solution. The significance of such an evolutionary structural optimization (ESO) method lies in its simplicity in achieving shape and topology optimization for both static and dynamic problems. In this paper, the ESO method is applied to a wide range of frequency optimization problems, which include maximizing or minimizing a chosen frequency of a structure, keeping a chosen frequency constant, maximizing the gap of arbitrarily given two frequencies, as well as considerations of multiple frequency constraints. The proposed ESO method is verified through several examples whose solutions may be obtained by other methods.     

An orthogonal multi-objective evolutionary algorithm for multi-objective optimization problems with constraints

In this paper, an orthogonal multi-objective evolutionary algorithm (OMOEA) is proposed for multi-objective optimization problems (MOPs) with constraints. Firstly, these constraints are taken into account when determining Pareto dominance. As a result, a strict partial-ordered relation is obtained, and feasibility is not considered later in the selection process. Then, the orthogonal design and the statistical optimal method are generalized to MOPs, and a new type of multi-objective evolutionary algorithm (MOEA) is constructed. In this framework, an original niche evolves first, and splits into a group of sub-niches. Then every sub-niche repeats the above process. Due to the uniformity of the search, the optimality of the statistics, and the exponential increase of the splitting frequency of the niches, OMOEA uses a deterministic search without blindness or stochasticity. It can soon yield a large set of solutions which converges to the Pareto-optimal set with high precision and uniform distribution. We take six test problems designed by Deb, Zitzler et al., and an engineering problem (W) with constraints provided by Ray et al. to test the new technique. The numerical experiments show that our algorithm is superior to other MOGAS and MOEAs, such as FFGA, NSGAII, SPEA2, and so on, in terms of the precision, quantity and distribution of solutions. Notably, for the engineering problem W, it finds the Pareto-optimal set, which was previously unknown.     

Evolutionary multi-objective optimization: a historical view of the field

This article provides a general overview of the field now known as "evolutionary multi-objective optimization," which refers to the use of evolutionary algorithms to solve problems with two or more (often conflicting) objective functions. Using as a framework the history of this discipline, we discuss some of the most representative algorithms that have been developed so far, as well as some of their applications. Also, we discuss some of the methodological issues related to the use of multi-objective evolutionary algorithms, as well as some of the current and future research trends in the area.     

A multi-objective optimization algorithm for feature selection problems

Feature selection (FS) is a critical step in data mining, and machine learning algorithms play a crucial role in algorithms performance. It reduces the processing time and accuracy of the categories. In this paper, three different solutions are proposed to FS. In the first solution, the Harris Hawks Optimization (HHO) algorithm has been multiplied, and in the second solution, the Fruitfly Optimization Algorithm (FOA) has been multiplied, and in the third solution, these two solutions are hydride and are named MOHHOFOA. The results were tested with MOPSO, NSGA-II, BGWOPSOFS and B-MOABC algorithms for FS on 15 standard data sets with mean, best, worst, standard deviation (STD) criteria. The Wilcoxon statistical test was also used with a significance level of 5% and the Bonferroni–Holm method to control the family-wise error rate. The results are shown in the Pareto front charts, indicating that the proposed solutions' performance on the data set is promising.

     

A new VPS-based algorithm for multi-objective optimization problems

In this paper, a multi-objective variant of the vibrating particles system (MOVPS) is introduced. The new algorithm uses an external archive to keep the non-dominated solutions. Besides, the...     

Simulated annealing-based immunodominance algorithm for multi-objective optimization problems

Based on the simulated annealing strategy and immunodominance in the artificial immune system, a simulated annealing-based immunodominance algorithm (SAIA) for multi-objective optimization (MOO) is proposed in this paper. In SAIA, all immunodominant antibodies are divided into two classes: the active antibodies and the hibernate antibodies at each temperature. Clonal proliferation and recombination are employed to enhance local search on those active antibodies while the hibernate antibodies have no function, but they could become active during the following temperature. Thus, all antibodies in the search space can be exploited effectively and sufficiently. Simulated annealing-based adaptive hypermutation, population pruning, and simulated annealing selection are proposed in SAIA to evolve and obtain a set of antibodies as the trade-off solutions. Complexity analysis of SAIA is also provided. The performance comparison of SAIA with some state-of-the-art MOO algorithms in solving 14 well-known multi-objective optimization problems (MOPs) including four many objectives test problems and twelve multi-objective 0/1 knapsack problems shows that SAIA is superior in converging to approximate Pareto front with a standout distribution.     

A double-module immune algorithm for multi-objective optimization problems

Multi-objective optimization problems (MOPs) have become a research hotspot, as they are commonly encountered in scientific and engineering applications. When solving some complex MOPs, it is quite difficult to locate the entire Pareto-optimal front. To better settle this problem, a novel double-module immune algorithm named DMMO is presented, where two evolutionary modules are embedded to simultaneously improve the convergence speed and population diversity. The first module is designed to optimize each objective independently by using a sub-population composed with the competitive individuals in this objective. Differential evolution crossover is performed here to enhance the corresponding objective. The second one follows the traditional procedures of immune algorithm, where proportional cloning, recombination and hyper-mutation operators are operated to concurrently strengthen the multiple objectives. The performance of DMMO is validated by 16 benchmark problems, and further compared with several multi-objective algorithms, such as NSGA-II, SPEA2, SMSEMOA, MOEA/D, SMPSO, NNIA and MIMO. Experimental studies indicate that DMMO performs better than the compared targets on most of test problems and the advantages of double modules in DMMO are also analyzed.     

求解多目标优化问题的自适应粒子群算法

提出了一种基于自适应惯性权重的多目标粒子群优化算法AWMOPSO,采用新的适应值分配机制,在搜索过程中根据粒子的适应值对粒子进行分类,动态调整粒子的惯性权重以控制粒子的开发和探索能力。用外部精英集保存非支配解,并通过拥挤距离维持解的多样性。引入精英迁移和局部扰动策略,提高收敛的速度和精度。典型的测试函数的计算结果表明了算法能够快速逼近Pareto最优前沿,是求解多目标优化问题的有效方法。     

混合分散搜索的进化多目标优化算法

在进化多目标优化算法中,种群的多样性、对目标空间的搜索能力及算法的鲁棒性直接影响算法的收敛能力和解集的分散性。针对这些问题,提出了一种混合分散搜索的进化多目标优化算法(SSMOEA)。SSMOEA在混合分散搜索算法架构的同时,重新设计其多样性的选取策略,并引入协同进化机制。此外,为了提高算法的自适应性和鲁棒性,采用了一种新颖的自适应多交叉算子选择方法。SSMOEA与经典的多目标进化算法SPEA2、NSGA-Ⅱ和MOEA/D在12个基准测试函数上的对比结果表明,SSMOEA不仅在求得的Pareto最优解集的宽广性、均匀性和逼近性上有明显优势,而且算法的鲁棒性也有明显的提高。     

求解多目标优化问题的灰色粒子群算法

鉴于基本粒子群算法无法解决高维多目标优化问题,提出了一种适合求解高维多目标优化问题的灰色粒子群算法(GPSO),该算法根据灰色关联能够很好地分析目标矢量之间的接近程度,并能掌握解空间全貌的特点,利用灰色关联度的大小来选取粒子群算法中的全局极值和个体极值。实验结果证明,该算法可行而有效,同时也拓展了粒子群算法的应用领域。