A simulation-based multi-objective genetic algorithm (SMOGA) procedure for BOT network design problem

Solving optimization problems with multiple objectives under uncertainty is generally a very difficult task. Evolutionary algorithms, particularly genetic algorithms, have shown to be effective in solving this type of complex problems. In this paper, we develop a simulation-based multi-objective genetic algorithm (SMOGA) procedure to solve the build-operate-transfer (BOT) network design problem with multiple objectives under demand uncertainty. The SMOGA procedure integrates stochastic simulation, a traffic assignment algorithm, a distance-based method, and a genetic algorithm (GA) to solve a multi-objective BOT network design problem formulated as a stochastic bi-level mathematical program. To demonstrate the feasibility of SMOGA procedure, we solve two mean-variance models for determining the optimal toll and capacity in a BOT roadway project subject to demand uncertainty. Using the inter-city expressway in the Pearl River Delta Region of South China as a case study, numerical results show that the SMOGA procedure is robust in generating ‘good’ non-dominated solutions with respect to a number of parameters used in the GA, and performs better than the weighted-sum method in terms of the quality of non-dominated solutions.     

IRKO: An Improved Runge-Kutta Optimization Algorithm for Global Optimization Problems

Optimization is a key technique for maximizing or minimizing functions and achieving optimal cost, gains, energy, mass, and so on. In order to solve optimization problems, metaheuristic algorithms are essential. Most of these techniques are influenced by collective knowledge and natural foraging. There is no such thing as the best or worst algorithm; instead, there are more effective algorithms for certain problems. Therefore, in this paper, a new improved variant of a recently proposed metaphorless Runge-Kutta Optimization (RKO) algorithm, called Improved Runge-Kutta Optimization (IRKO) algorithm, is suggested for solving optimization problems. The IRKO is formulated using the basic RKO and local escaping operator to enhance the diversification and intensification capability of the basic RKO version. The performance of the proposed IRKO algorithm is validated on 23 standard benchmark functions and three engineering constrained optimization problems. The outcomes of IRKO are compared with seven state-of-the-art algorithms, including the basic RKO algorithm. Compared to other algorithms, the recommended IRKO algorithm is superior in discovering the optimal results for all selected optimization problems. The runtime of IRKO is less than 0.5 s for most of the 23 benchmark problems and stands first for most of the selected problems, including real-world optimization problems.     

RDS-NSGA-II: a memetic algorithm for reference point based multi-objective optimization

Reference point based optimization offers tools for the effective treatment of preference based multi-objective optimization problems, e.g. when the decision-maker has a rough idea about the target objective values. For the numerical solution of such problems, specialized evolutionary strategies have become popular, despite their possible slow convergence rates. Hybridizing such evolutionary algorithms with local search techniques have been shown to produce faster and more reliable algorithms. In this article, the directed search (DS) method is adapted to the context of reference point optimization problems, making this variant, called RDS, a well-suited option for integration into evolutionary algorithms. Numerical results on academic test problems with up to five objectives demonstrate the benefit of the novel hybrid (i.e. the same approximation quality can be obtained more efficiently by the new algorithm), using the state-of-the-art algorithm R-NSGA-II for this coupling. This represents an advantage when treating costly-to-evaluate real-world engineering design problems.     

Metamodel Assisted Evolutionary Algorithm for Multi-objective Optimization of Non-steady Metal Forming Problems

Multiobjective optimization problems are considered in the field of nonsteady metal forming processes, such as forging or wire drawing. The Pareto optimal front of the problem solution set is calculated by a Genetic Algorithm. In order to reduce the inherent computational cost of such algorithms, a surrogate model is developed and replaces the exact the function simulations. It is based on the Meshless Finite Difference Method and is coupled to the NSGAII Evolutionary Multiobjective Optimization Algorithm, in a way that uses the merit function. This function offers the best way to select new evaluation points: it combines the exploitation of obtained results with the exploration of parameter space. The algorithm is evaluated on a wide range of analytical multiobjective optimization problems, showing the importance to update the metamodel along with the algorithm convergence. The application to metal forming multiobjective optimization problems show both the efficiency of the metamodel based algorithms and the type of practical information that can be derived from a multiobjective approach.     

MISO: mixed-integer surrogate optimization framework

We introduce MISO, the mixed-integer surrogate optimization framework. MISO aims at solving computationally expensive black-box optimization problems with mixed-integer variables. This type of optimization problem is encountered in many applications for which time consuming simulation codes must be run in order to obtain an objective function value. Examples include optimal reliability design and structural optimization. A single objective function evaluation may take from several minutes to hours or even days. Thus, only very few objective function evaluations are allowable during the optimization. The development of algorithms for this type of optimization problems has, however, rarely been addressed in the literature. Because the objective function is black-box, derivatives are not available and numerically approximating the derivatives requires a prohibitively large number of function evaluations. Therefore, we use computationally cheap surrogate models to approximate the expensive objective function and to decide at which points in the variable domain the expensive objective function should be evaluated. We develop a general surrogate model framework and show how sampling strategies of well-known surrogate model algorithms for continuous optimization can be modified for mixed-integer variables. We introduce two new algorithms that combine different sampling strategies and local search to obtain high-accuracy solutions. We compare MISO in numerical experiments to a genetic algorithm, NOMAD version 3.6.2, and SO-MI. The results show that MISO is in general more efficient than NOMAD and the genetic algorithm with respect to finding improved solutions within a limited budget of allowable evaluations. The performance of MISO depends on the chosen sampling strategy. The MISO algorithm that combines a coordinate perturbation search with a target value strategy and a local search performs best among all algorithms.     

An evolutionary algorithm for global optimization based on self-organizing maps

In this article, a new population-based algorithm for real-parameter global optimization is presented, which is denoted as self-organizing centroids optimization (SOC-opt). The proposed method uses a stochastic approach which is based on the sequential learning paradigm for self-organizing maps (SOMs). A modified version of the SOM is proposed where each cell contains an individual, which performs a search for a locally optimal solution and it is affected by the search for a global optimum. The movement of the individuals in the search space is based on a discrete-time dynamic filter, and various choices of this filter are possible to obtain different dynamics of the centroids. In this way, a general framework is defined where well-known algorithms represent a particular case. The proposed algorithm is validated through a set of problems, which include non-separable problems, and compared with state-of-the-art algorithms for global optimization.     

Optimal reservoir flood operation using a decomposition-based multi-objective evolutionary algorithm

Reservoir flood control operation (RFCO) is a challenging optimization problem with interdependent decision variables and multiple conflicting criteria. By considering safety both upstream and downstream of the dam, a multi-objective optimization model is built for RFCO. To solve this problem, a multi-objective optimizer, the multi-objective evolutionary algorithm based on decomposition–differential evolution (MOEA/D-DE), is developed by introducing a differential evolution-inspired recombination into the algorithmic framework of the decomposition-based multi-objective optimization algorithm, which has been proven to be effective for solving complex multi-objective optimization problems. Experimental results on four typical floods at the Ankang reservoir illustrated that the suggested algorithm outperforms or performs as well as the comparison algorithms. It can significantly reduce the flood peak and also guarantee the dam’s safety.     

Coupling ant colony optimization and the extended great deluge algorithm for the discrete facility layout problem

This article uses a hybrid optimization approach to solve the discrete facility layout problem (FLP), modelled as a quadratic assignment problem (QAP). The idea of this approach design is inspired by the ant colony meta-heuristic optimization method, combined with the extended great deluge (EGD) local search technique. Comparative computational experiments are carried out on benchmarks taken from the QAP-library and from real life problems. The performance of the proposed algorithm is compared to construction and improvement heuristics such as H63, HC63-66, CRAFT and Bubble Search, as well as other existing meta-heuristics developed in the literature based on simulated annealing (SA), tabu search and genetic algorithms (GAs). This algorithm is compared also to other ant colony implementations for QAP. The experimental results show that the proposed ant colony optimization/extended great deluge (ACO/EGD) performs significantly better than the existing construction and improvement algorithms. The experimental results indicate also that the ACO/EGD heuristic methodology offers advantages over other algorithms based on meta-heuristics in terms of solution quality.     

Penalty adapting ant algorithm: application to pipe network optimization

A penalty adapting ant algorithm is presented in an attempt to eliminate the dependency of ant algorithms on the penalty parameter used for the solution of constrained optimization problems. The method uses an adapting mechanism for determination of the penalty parameter leading to elimination of the costly process of penalty parameter tuning. The method is devised on the basis of observation that for large penalty parameters, infeasible solutions will have a higher total cost than feasible solutions and vice versa. The method therefore uses the best feasible and infeasible solution costs of the iteration to adaptively adjust the penalty parameter to be used in the next iteration. The pheromone updating procedure of the max–min ant system is also modified to keep ants on and around the boundary of the feasible search space where quality solutions can be found. The sensitivity of the proposed method to the initial value of the penalty parameter is investigated and indicates that the method converges to optimal or near-optimal solutions irrespective of the initial starting value of the penalty parameter. This is significant as it eliminates the need for sensitivity analysis of the method with respect to the penalty factor, thus adding to the computational efficiency of ant algorithms. Furthermore, it is shown that the success rate of the search algorithm in locating an optimal solution is increased when a self-adapting mechanism is used. The presented method is applied to a benchmark pipe network optimization problem in the literature and the results are presented and compared with those of existing algorithms.     

A filtered-beam-search-based heuristic algorithm for flexible job-shop scheduling problem

Scheduling for the flexible job-shop is a very important issue in both fields of combinatorial optimization and production operations. However, due to combination of the routing and sequencing problems, flexible job-shop scheduling problem (FJSP) presents additional difficulty than the classical job-shop scheduling problem and requires more effective algorithms. This paper developed a filtered-beam-search-based heuristic algorithm (named as HFBS) to find sub-optimal schedules within a reasonable computational time for the FJSP with multiple objectives of minimising makespan, the total workload of machines and the workload of the most loaded machine. The proposed algorithm incorporates dispatching rules based heuristics and explores intelligently the search space to avoid useless paths, which makes it possible to improve the search speed. Through computational experiments, the performance of the presented algorithm is evaluated and compared with those of existing literature and those of commonly used dispatching rules, and the results demonstrate that the proposed algorithm is an effective and practical approach for the FJSP.     

SSABA: Search Step Adjustment Based Algorithm

Finding the suitable solution to optimization problems is a fundamental challenge in various sciences. Optimization algorithms are one of the effective stochastic methods in solving optimization problems. In this paper, a new stochastic optimization algorithm called Search Step Adjustment Based Algorithm (SSABA) is presented to provide quasi-optimal solutions to various optimization problems. In the initial iterations of the algorithm, the step index is set to the highest value for a comprehensive search of the search space. Then, with increasing repetitions in order to focus the search of the algorithm in achieving the optimal solution closer to the global optimal, the step index is reduced to reach the minimum value at the end of the algorithm implementation. SSABA is mathematically modeled and its performance in optimization is evaluated on twenty-three different standard objective functions of unimodal and multimodal types. The results of optimization of unimodal functions show that the proposed algorithm SSABA has high exploitation power and the results of optimization of multimodal functions show the appropriate exploration power of the proposed algorithm. In addition, the performance of the proposed SSABA is compared with the performance of eight well-known algorithms, including Particle Swarm Optimization (PSO), Genetic Algorithm (GA), Teaching-Learning Based Optimization (TLBO), Gravitational Search Algorithm (GSA), Grey Wolf Optimization (GWO), Whale Optimization Algorithm (WOA), Marine Predators Algorithm (MPA), and Tunicate Swarm Algorithm (TSA). The simulation results show that the proposed SSABA is better and more competitive than the eight compared algorithms with better performance.     

A surrogate-assisted particle swarm optimization algorithm based on efficient global optimization for expensive black-box problems

Evolutionary algorithms cannot effectively handle computationally expensive problems because of the unaffordable computational cost brought by a large number of fitness evaluations. Therefore, surrogates are widely used to assist evolutionary algorithms in solving these problems. This article proposes an improved surrogate-assisted particle swarm optimization (ISAPSO) algorithm, in which a hybrid particle swarm optimization (PSO) is combined with global and local surrogates. The global surrogate is not only used to predict fitness values for reducing computational burden but also regarded as a global searcher to speed up the global search process of PSO by using an efficient global optimization algorithm, while the local one is constructed for a local search in the neighbourhood of the current optimal solution by finding the predicted optimal solution of the local surrogate. Empirical studies on 10 widely used benchmark problems and a real-world structural design optimization problem of a driving axle show that the ISAPSO algorithm is effective and highly competitive.     

Hybridizing the harmony search algorithm with a spreadsheet ‘Solver’ for solving continuous engineering optimization problems

In this article, a hybrid global–local optimization algorithm is proposed to solve continuous engineering optimization problems. In the proposed algorithm, the harmony search (HS) algorithm is used as a global-search method and hybridized with a spreadsheet ‘Solver’ to improve the results of the HS algorithm. With this purpose, the hybrid HS–Solver algorithm has been proposed. In order to test the performance of the proposed hybrid HS–Solver algorithm, several unconstrained, constrained, and structural-engineering optimization problems have been solved and their results are compared with other deterministic and stochastic solution methods. Also, an empirical study has been carried out to test the performance of the proposed hybrid HS–Solver algorithm for different sets of HS solution parameters. Identified results showed that the hybrid HS–Solver algorithm requires fewer iterations and gives more effective results than other deterministic and stochastic solution algorithms.     

A hybrid multi-objective particle swarm algorithm for a mixed-model assembly line sequencing problem

Mixed-model assembly line sequencing is one of the most important strategic problems in the field of production management where diversified customers' demands exist. In this article, three major goals are considered: (i) total utility work, (ii) total production rate variation and (iii) total setup cost. Due to the complexity of the problem, a hybrid multi-objective algorithm based on particle swarm optimization (PSO) and tabu search (TS) is devised to obtain the locally Pareto-optimal frontier where simultaneous minimization of the above-mentioned objectives is desired. In order to validate the performance of the proposed algorithm in terms of solution quality and diversity level, the algorithm is applied to various test problems and its reliability, based on different comparison metrics, is compared with three prominent multi-objective genetic algorithms, PS-NC GA, NSGA-II and SPEA-II. The computational results show that the proposed hybrid algorithm significantly outperforms existing genetic algorithms in large-sized problems.     

Two efficient algorithms for constructing almost even approximations of the Pareto front in multi-objective optimization problems

In this article, two algorithms are proposed for constructing almost even approximations of the Pareto front of multi-objective optimization problems. The first algorithm is a hybrid of the ε-constraint and Pascoletti–Serafini scalarization methods for solving bi-objective problems. The second is a modification of the successive Pareto optimization (SPO) algorithm for solving three-objective problems. In these algorithms, the MATLAB fmincon solver is used to solve single-objective optimization problems, which returns a local optimal solution. Some metrics are considered to evaluate the quality of approximations obtained by the suggested algorithms on six test problems, and their results are compared with other algorithms (normal constraint, weighted constraint, SPO, differential evolution, multi-objective evolutionary algorithm/decomposition–differential evolution, non-dominated sorting genetic algorithm-II and S-metric selection evolutionary multi-objective algorithm). Experimental results show that the proposed algorithms provide almost even approximations of the whole Pareto front, and better quality of approximation and CPU time compared with established algorithms.     

Applying multiple objective tabu search to continuous optimization problems with a simple neighbourhood strategy

One of the first multiple objective versions of the tabu search (TS) algorithm is proposed by the author. The idea of applying TS to multiple objective optimization is inspired from its solution structure. TS works with more than one solution (neighbourhood solutions) at a time and this situation gives the opportunity to evaluate multiple objectives simultaneously in one run. The selection and updating stages are modified to enable the original TS algorithm to work with more than one objective. In this paper, the multiple objective tabu search (MOTS) algorithm is applied to multiple objective non‐linear optimization problems with continuous variables using a simple neighbourhood strategy. The algorithm is applied to four mechanical components design problems. The results are compared with several other solution techniques including multiple objective genetic algorithms. It is observed that MOTS is able to find better and much wider spread of solutions than the reported ones. Copyright © 2005 John Wiley & Sons, Ltd.     

Elephant swarm water search algorithm for global optimization

The rising complexity of real-life optimization problems has constantly inspired computer researchers to develop new efficient optimization methods. Evolutionary computation and metaheuristics based on swarm intelligence are very popular nature-inspired optimization techniques. In this paper, the author has proposed a novel elephant swarm water search algorithm (ESWSA) inspired by the behaviour of social elephants, to solve different optimization problems. This algorithm is mainly based on the water search strategy of intelligent and social elephants during drought. Initially, we perform preliminary parametric sensitivity analysis for our proposed algorithm, developing guidelines for choosing the parameter values in real-life problems. In addition, the algorithm is evaluated against a number of widely used benchmark functions for global optimizations, and it is observed that the proposed algorithm has better performance for most of the cases compared with other state-of-the-art metaheuristics. Moreover, ESWSA performs better during fitness test, convergence test, computational complexity test, success rate test and scalability test for most of the benchmarks. Next, ESWSA is tested against two well-known constrained optimization problems, where ESWSA is found to be very efficient in term of execution speed and best fitness. As an application of ESWSA to real-life problem, it has been tested against a benchmark problem of computational biology, i.e., inference of Gene Regulatory Network based on Recurrent Neural Network. It has been observed that the proposed ESWSA is able to reach nearest to global minima and enabled inference of all true regulations of GRN correctly with less computational time compared with the other existing metaheuristics.     

Multi-objective optimization using genetic algorithms: A tutorial

Multi-objective formulations are realistic models for many complex engineering optimization problems. In many real-life problems, objectives under consideration conflict with each other, and optimizing a particular solution with respect to a single objective can result in unacceptable results with respect to the other objectives. A reasonable solution to a multi-objective problem is to investigate a set of solutions, each of which satisfies the objectives at an acceptable level without being dominated by any other solution. In this paper, an overview and tutorial is presented describing genetic algorithms (GA) developed specifically for problems with multiple objectives. They differ primarily from traditional GA by using specialized fitness functions and introducing methods to promote solution diversity.     

Evolutionary computation of unconstrained and constrained problems using a novel momentum-type particle swarm optimization

This study proposes a novel momentum-type particle swarm optimization (PSO) method, which will find good solutions of unconstrained and constrained problems using a delta momentum rule to update the particle velocity. The algorithm modifies Shi and Eberhart's PSO to enhance the computational efficiency and solution accuracy. This study also presents a continuous non-stationary penalty function, to force design variables to satisfy all constrained functions. Several well-known and widely used benchmark problems were employed to compare the performance of the proposed PSO with Kennedy and Eberhart's PSO and Shi and Eberhart's modified PSO. Additionally, an engineering optimization task for designing a pressure vessel was applied to test the three PSO algorithms. The optimal solutions are presented and compared with the data from other works using different evolutionary algorithms. To show that the proposed momentum-type PSO algorithm is robust, its convergence rate, solution accuracy, mean absolute error, standard deviation, and CPU time were compared with those of both the other PSO algorithms. The experimental results reveal that the proposed momentum-type PSO algorithm can efficiently solve unconstrained and constrained engineering optimization problems.