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.     

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.     

Multi-objective optimization of a triple layer piezoelectric bender with a flexible extension using genetic algorithm

This article presents an electromechanical analysis for a piezoelectric bimorph actuator with a flexible extension, which is used to increase the tip deflection. The performance measuring attributes of such an actuator are derived, and a genetic algorithm is used for multi-objective optimization. The analysis reveals that for a thick flexible extension, the length of the extension provides Pareto optimal solutions for multi-objective optimization. The analysis also shows that as the thickness of the flexible extension decreases, the Pareto optimal solutions converge to a single solution for multi-objective optimization. We have considered nonlinear deflection behavior of piezoelectric materials at high electric fields, and series and parallel electrical connections in the analysis.     

Multi-objective scheduling problems: Determination of pruned Pareto sets

There are often multiple competing objectives for industrial scheduling and production planning problems. Two practical methods are presented to efficiently identify promising solutions from among a Pareto optimal set for multi-objective scheduling problems. Generally, multi-objective optimization problems can be solved by combining the objectives into a single objective using equivalent cost conversions, utility theory, etc., or by determination of a Pareto optimal set. Pareto optimal sets or representative subsets can be found by using a multi-objective genetic algorithm or by other means. Then, in practice, the decision maker ultimately has to select one solution from this set for system implementation. However, the Pareto optimal set is often large and cumbersome, making the post-Pareto analysis phase potentially difficult, especially as the number of objectives increase. Our research involves the post Pareto analysis phase, and two methods are presented to filter the Pareto optimal set to determine a subset of promising or desirable solutions. The first method is pruning using non-numerical objective function ranking preferences. The second approach involves pruning by using data clustering. The k-means algorithm is used to find clusters of similar solutions in the Pareto optimal set. The clustered data allows the decision maker to have just k general solutions from which to choose. These methods are general, and they are demonstrated using two multi-objective problems involving the scheduling of the bottleneck operation of a printed wiring board manufacturing line and a more general scheduling problem.     

A two-stage approach for multi-objective decision making with applications to system reliability optimization

This paper proposes a two-stage approach for solving multi-objective system reliability optimization problems. In this approach, a Pareto optimal solution set is initially identified at the first stage by applying a multiple objective evolutionary algorithm (MOEA). Quite often there are a large number of Pareto optimal solutions, and it is difficult, if not impossible, to effectively choose the representative solutions for the overall problem. To overcome this challenge, an integrated multiple objective selection optimization (MOSO) method is utilized at the second stage. Specifically, a self-organizing map (SOM), with the capability of preserving the topology of the data, is applied first to classify those Pareto optimal solutions into several clusters with similar properties. Then, within each cluster, the data envelopment analysis (DEA) is performed, by comparing the relative efficiency of those solutions, to determine the final representative solutions for the overall problem. Through this sequential solution identification and pruning process, the final recommended solutions to the multi-objective system reliability optimization problem can be easily determined in a more systematic and meaningful way.     

Function-transformation methods for multi-objective optimization

It is useful with multi-objective optimization (MOO) to transform the objective functions such that they all have similar units and orders of magnitude. This article evaluates various transformation methods using simple example problems. Viewing these methods as different means to restrict function values sheds light on how the methods perform. The weighted sum approach for MOO is used to study how well different methods aid in depicting the Pareto optimal set. Whereas using unrestricted weights is well suited for providing a single solution that reflects preferences, it is found that using a convex combination of functions is desirable when generating the Pareto set. In addition, it is shown that some transformation methods are detrimental to the process of generating a diverse spread of points, and criteria are proposed for determining when the methods fail to generate an accurate representation of the Pareto set. Advantages of using a simple normalization–modification are demonstrated.     

平流层飞艇的多目标优化与决策

该文建立了以平流层飞艇阻力最小、自重最轻、极限承载力最大及刚度最大为优化目标的多目标优化模型;采用强度Pareto进化算法(SPEA)进行了多目标优化设计;基于优化所得的Pareto解集,采用基于信噪比的决策方法选择满足实际需要的最终方案。结果表明:采用的SPEA算法是合理有效的,可以得到非劣解分布较均匀的Pareto曲面;通过基于信噪比的决策方法,可从非劣解集中获得满足实际要求的最稳健设计方案。     

Migration NSGA: method to improve a non-elitist searching of Pareto front,with application in magnetics

The paper describes a migration strategy to improve classical non-dominated sorting genetic algorithm (NSGA) to find optimal solution of a multi-objective problem. Migration NSGA has been tested to assess its performance using analytical functions for which the Pareto front is known in analytical form, as well as two case studies in electromagnetics, for which the Pareto front is not known a priori. This strategy improves the approximation of the Pareto-optimal solutions of a multi-objective problem by introducing new individuals in the population miming the effect of migrations.     

A new optimization algorithm based on a combination of particle swarm optimization,convergence and divergence operators for single-objective and multi-objective problems

Particle swarm optimization (PSO) is a randomized and population-based optimization method that was inspired by the flocking behaviour of birds and human social interactions. In this work, multi-objective PSO is modified in two stages. In the first stage, PSO is combined with convergence and divergence operators. Here, this method is named CDPSO. In the second stage, to produce a set of Pareto optimal solutions which has good convergence, diversity and distribution, two mechanisms are used. In the first mechanism, a new leader selection method is defined, which uses the periodic iteration and the concept of the particle's neighbour number. This method is named periodic multi-objective algorithm. In the second mechanism, an adaptive elimination method is employed to limit the number of non-dominated solutions in the archive, which has influences on computational time, convergence and diversity of solution. Single-objective results show that CDPSO performs very well on the complex test functions in terms of solution accuracy and convergence speed. Furthermore, some benchmark functions are used to evaluate the performance of periodic multi-objective CDPSO. This analysis demonstrates that the proposed algorithm operates better in three metrics through comparison with three well-known elitist multi-objective evolutionary algorithms. Finally, the algorithm is used for Pareto optimal design of a two-degree of freedom vehicle vibration model. The conflicting objective functions are sprung mass acceleration and relative displacement between sprung mass and tyre. The feasibility and efficiency of periodic multi-objective CDPSO are assessed in comparison with multi-objective modified NSGAII.     

Bi-objective partial flexible job shop scheduling problem: NSGA-II,NRGA, MOGA and PAES approaches

This paper deals with a problem of partial flexible job shop with the objective of minimising makespan and minimising total operation costs. This problem is a kind of flexible job shop problem that is known to be NP-hard. Hence four multi-objective, Pareto-based, meta-heuristic optimisation methods, namely non-dominated sorting genetic algorithm (NSGA-II), non-dominated ranked genetic algorithm (NRGA), multi-objective genetic algorithm (MOGA) and Pareto archive evolutionary strategy (PAES) are proposed to solve the problem with the aim of finding approximations of optimal Pareto front. A new solution representation is introduced with the aim of solving the addressed problem. For the purpose of performance evaluation of our proposed algorithms, we generate some instances and use some benchmarks which have been applied in the literature. Also a comprehensive computational and statistical analysis is conducted in order to analyse the performance of the applied algorithms in five metrics including non-dominated solution, diversification, mean ideal distance, quality metric and data envelopment analysis are presented. Data envelopment analysis is a well-known method for efficiently evaluating the effectiveness of multi-criteria decision making. In this study we proposed this method of assessment of the non-dominated solutions. The results indicate that in general NRGA and PAES have had a better performance in comparison with the other two algorithms.     

An improved imperialist competitive algorithm for multi-objective optimization

This article proposes an improved imperialistic competitive algorithm to solve multi-objective optimization problems. The proposed multi-objective imperialistic competitive algorithm (MOICA) uses the elitist strategy, based on the mutation and crossover as in genetic algorithms, and the Pareto concept to store simultaneously optimal solutions of multiple conflicting functions. Three performance metrics are used to evaluate the performance of the new algorithm: convergence to the true Pareto-optimal set, solution diversity and robustness, characterized by the variance over 10 runs. To validate the efficiency of the proposed algorithm, several multi-objective standard test functions with true solutions are used. The obtained results show that the MOICA outperforms most of the methods available in the literature. The proposed algorithm can also handle multi-objective engineering design problems with high dimensions.     

Shape design of internal cooling passages within a turbine blade

The article concerns the optimization of the shape and location of non-circular passages cooling the blade of a gas turbine. To model the shape, four Bezier curves which form a closed profile of the passage were used. In order to match the shape of the passage to the blade profile, a technique was put forward to copy and scale the profile fragments into the component, and build the outline of the passage on the basis of them. For so-defined cooling passages, optimization calculations were carried out with a view to finding their optimal shape and location in terms of the assumed objectives. The task was solved as a multi-objective problem with the use of the Pareto method, for a cooling system composed of four and five passages. The tool employed for the optimization was the evolutionary algorithm. The article presents the impact of the population on the task convergence, and discusses the impact of different optimization objectives on the Pareto optimal solutions obtained. Due to the problem of different impacts of individual objectives on the position of the solution front which was noticed during the calculations, a two-step optimization procedure was introduced. Also, comparative optimization calculations for the scalar objective function were carried out and set up against the non-dominated solutions obtained in the Pareto approach. The optimization process resulted in a configuration of the cooling system that allows a significant reduction in the temperature of the blade and its thermal stress.     

Highly reliable optimal solutions to multi-objective problems and their evolution by means of worst-case analysis

In the current article, high reliability in the presence of uncertainty is of interest. Therefore, no violation of constraints by any solution, although uncertainty exists, is mandatory. The article studies uncertainties in which the boundaries of uncertainty are known. To allow a high reliability, the notion of worst-violation set is introduced. Moreover, two possible measures to assess the extent of the violation of the constraints by a solution, which is subjected to uncertainty, are suggested. One of these measures is then introduced into a multi-objective evolutionary algorithm (MOEA) in order to search for optimal reliable solutions. It is shown that the approach applies a search towards solutions with optimal performances while taking into account high reliability. The suggested approach is the only one available so far (to the authors’ best knowledge), which treats reliability through evolutionary multi-objective search, while not assuming any probability distribution of the uncertainty.     

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.     

A hybrid water flow algorithm for multi-objective flexible flow shop scheduling problems

In this article, the multi-objective flexible flow shop scheduling problem with limited intermediate buffers is addressed. The objectives considered in this problem consist of minimizing the completion time of jobs and minimizing the total tardiness time of jobs. A hybrid water flow algorithm for solving this problem is proposed. Landscape analysis is performed to determine the weights of objective functions, which guide the exploration of feasible regions and movement towards the optimal Pareto solution set. Local and global neighbourhood structures are integrated in the erosion process of the algorithm, while evaporation and precipitation processes are included to enhance the solution exploitation capability of the algorithm in unexplored neighbouring regions. An improvement process is used to reinforce the final Pareto solution set obtained. The performance of the proposed algorithm is tested with benchmark and randomly generated instances. The computational results and comparisons demonstrate the effectiveness and efficiency of the proposed algorithm.     

Decomposition-based multi-objective differential evolution particle swarm optimization for the design of a tubular permanent magnet linear synchronous motor

This article proposes a decomposition-based multi-objective differential evolution particle swarm optimization (DMDEPSO) algorithm for the design of a tubular permanent magnet linear synchronous motor (TPMLSM) which takes into account multiple conflicting objectives. In the optimization process, the objectives are evaluated by an artificial neural network response surface (ANNRS), which is trained by the samples of the TPMSLM whose performances are calculated by finite element analysis (FEA). DMDEPSO which hybridizes differential evolution (DE) and particle swarm optimization (PSO) together, first decomposes the multi-objective optimization problem into a number of single-objective optimization subproblems, each of which is associated with a Pareto optimal solution, and then optimizes these subproblems simultaneously. PSO updates the position of each particle (solution) according to the best information about itself and its neighbourhood. If any particle stagnates continuously, DE relocates its position by using two different particles randomly selected from the whole swarm. Finally, based on the DMDEPSO, optimization is gradually carried out to maximize the thrust of TPMLSM and minimize the ripple, permanent magnet volume, and winding volume simultaneously. The result shows that the optimized TPMLSM meets or exceeds the performance requirements. In addition, comparisons with chosen algorithms illustrate the effectiveness of DMDEPSO to find the Pareto optimal solutions for the TPMLSM optimization problem.     

Optimal feeding profile in fed-batch bioreactors using a genetic algorithm

An optimal feeding profile for a fed-batch process was designed based on an evolutionary algorithm. Usually the presence of multiple objectives in a problem leads to a set of optimal solutions, commonly known as Pareto-optimal solutions. Evolutionary algorithms are well suited for deriving multi-objective optimisation since they evolve a set of non-dominated solutions distributed along the Pareto front. Several evolutionary multi-objective optimisation algorithms have been developed, among which the Non-dominated Sorting Genetic Algorithm NSGA-II is recognised to be very effective in overcoming a variety of problems. To demonstrate the applicability of this technique, an optimal control problem from the literature was solved using several methods considering the single-objective dynamic optimisation problem.     

Pareto navigator for interactive nonlinear multiobjective optimization

We describe a new interactive learning-oriented method called Pareto navigator for nonlinear multiobjective optimization. In the method, first a polyhedral approximation of the Pareto optimal set is formed in the objective function space using a relatively small set of Pareto optimal solutions representing the Pareto optimal set. Then the decision maker can navigate around the polyhedral approximation and direct the search for promising regions where the most preferred solution could be located. In this way, the decision maker can learn about the interdependencies between the conflicting objectives and possibly adjust one’s preferences. Once an interesting region has been identified, the polyhedral approximation can be made more accurate in that region or the decision maker can ask for the closest counterpart in the actual Pareto optimal set. If desired, (s)he can continue with another interactive method from the solution obtained. Pareto navigator can be seen as a nonlinear extension of the linear Pareto race method. After the representative set of Pareto optimal solutions has been generated, Pareto navigator is computationally efficient because the computations are performed in the polyhedral approximation and for that reason function evaluations of the actual objective functions are not needed. Thus, the method is well suited especially for problems with computationally costly functions. Furthermore, thanks to the visualization technique used, the method is applicable also for problems with three or more objective functions, and in fact it is best suited for such problems. After introducing the method in more detail, we illustrate it and the underlying ideas with an example.