Multi-objective differential evolution with performance-metric-based self-adaptive mutation operator for chemical and biochemical dynamic optimization problems

Each mutation operator of differential evolution (DE) algorithm is generally suitable for certain specific types of multi-objective optimization problems (MOPs) or particular stages of the evolution. To automatically select an appropriate mutation operator for solving MOPs in different phases of the evolution, a multi-objective differential evolution with performance-metric-based self-adaptive mutation operator (MODE-PMSMO) is proposed in this study. In MODE-PMSMO, a modified inverted generational distance (IGD) is utilized to evaluate the performance of each mutation operator and guide the evolution of mutation operators. The proposed MODE-PMSMO is then compared with seven multi-objective evolutionary algorithms (MOEAs) on five bi-objective and five tri-objective optimization problems. Generally, MODE-PMSMO exhibits the best average performance among all compared algorithms on ten MOPs. Additionally, MODE-PMSMO is employed to solve four typical multi-objective dynamic optimization problems in chemical and biochemical processes. Experimental results indicate that MODE-PMSMO is suitable for solving these actual problems and can provide a set of nondominated solutions for references of decision makers.     

改进的r支配高维多目标粒子群优化算法

高维多目标优化问题是广泛存在于实际应用中的复杂优化问题,目前的研究方法大都限于进化算法.本文利用粒子群优化算法求解高维多目标优化问题,提出了一种基于r支配的多目标粒子群优化算法.采用r支配关系进行粒子的比较与选择,并结合粒子群优化算法收敛速度快的优势,使得算法在目标个数增加时仍保持较强的搜索能力;为了弥补由此造成的群体多样性的丢失,优化非r支配阈值的取值策略;此外,引入决策空间的拥挤距离测度,并给出新的外部存储器更新方法,从而进一步防止算法陷入局部最优.对多个基准测试函数的仿真结果表明所得解集在收敛性、多样性以及围绕参考点的分布性上均优于其他两种算法.     

A new multi-objective particle swarm optimisation algorithm based on R2 indicator selection mechanism

In recent years, Pareto-based selection mechanism has been successfully applied in dealing with complex multi-objective optimisation problems (MOPs), while indicators-based have been explored to apply in solving this problems. Therefore, a new multi-objective particle swarm optimisation algorithm based on R2 indicator selection mechanism (R2SMMOPSO) is presented in this paper. In the proposed algorithm, R2 indicator is designed as a selection mechanism for ensuring convergence and distribution of the algorithm simultaneously. In addition, an improved cosine-adjusted inertia weight balances the ability of algorithm exploitation and exploration effectively. Besides, Gaussian mutation strategy is designed to prevent particles from falling into the local optimum when the particle does not satisfy the condition of the position update formula, polynomial mutation is applied in the external archive to increase the diversity of elite solutions. The performance of the proposed algorithm is validated and compared with some state-of-the-art algorithms on a number of test problems. Experimental studies demonstrate that the proposed algorithm shows very competitive performance when dealing with complex MOPs.     

Multi-objective modified differential evolution algorithm with archive-base mutation for solving multi-objective $$$$-xylene oxidation rocess

Maximizing the diversity of the obtained objective vectors and increasing the convergence speed to the true Pareto front are two important issues in the design of multi-objective evolutionary algorithms (MOEAs). To solve complex multi-objective optimization problems (MOPs), a multi-objective modified differential evolution algorithm with archive-base mutation (MOMDE-AM) is proposed. In MOMDE-AM, with the purpose of reducing the loss of population evolution information, a modified mutation strategy with archive is introduced, which could utilize several useful inferior solutions and provide promising direction information toward the true Pareto front. The performance of MOMDE-AM is compared with five other MOEAs on five bi-objective and five tri-objective optimization problems. The simulation and statistical analysis results indicate that the overall performance of MOMDE-AM is better than those of the compared algorithms on these test functions. Finally, MOMDE-AM is used to optimize ten operation conditions of the \(p\)-xylene oxidation reaction process; the results show that MOMDE-AM is an effective and efficient optimization tool for solving actual MOPs.     

基于ε占优的正交多目标差分演化算法研究

演化多目标优化是目前演化计算中热门研究方向之一.但是,要设计一种高效、鲁棒的演化多目标优化算法,使其找到接近最优和完整的非劣解集是一项很困难的任务.为了能有效求解多目标优化问题,提出了一种新的多目标差分演化算法.新算法具有如下特征:1)利用正交实验设计和连续空间量化的方法产生初始群体,使得初始群体中的个体可以均匀分布于搜索空间,并且可以使好的个体在演化过程中得到利用;2)采用Archive群体保存非劣解,并利用ε占优方法更新Archive群体,从而可以使算法较快获得分布很好的Pareto解集;3)为了加快算法收敛,提出一种基于随机选择和精英选择的混合选择机制.通过8个标准测试函数对新算法进行测试,并与其他一些多目标演化算法进行比较,其结果表明新算法可以有效逼近真实Pareto前沿且分布均匀,并且在收敛性和多样性的求解精度和稳     

Multi-objective optimization using teaching-learning-based optimization algorithm

Two major goals in multi-objective optimization are to obtain a set of nondominated solutions as closely as possible to the true Pareto front (PF) and maintain a well-distributed solution set along the Pareto front. In this paper, we propose a teaching-learning-based optimization (TLBO) algorithm for multi-objective optimization problems (MOPs). In our algorithm, we adopt the nondominated sorting concept and the mechanism of crowding distance computation. The teacher of the learners is selected from among current nondominated solutions with the highest crowding distance values and the centroid of the nondominated solutions from current archive is selected as the Mean of the learners. The performance of proposed algorithm is investigated on a set of some benchmark problems and real life application problems and the results show that the proposed algorithm is a challenging method for multi-objective algorithms.     

Multi-objective immune algorithm with Baldwinian learning

By replacing the selection component, a well researched evolutionary algorithm for scalar optimization problems (SOPs) can be directly used to solve multi-objective optimization problems (MOPs). Therefore, in most of existing multi-objective evolutionary algorithms (MOEAs), selection and diversity maintenance have attracted a lot of research effort. However, conventional reproduction operators designed for SOPs might not be suitable for MOPs due to the different optima structures between them. At present, few works have been done to improve the searching efficiency of MOEAs according to the characteristic of MOPs. Based on the regularity of continues MOPs, a Baldwinian learning strategy is designed for improving the nondominated neighbor immune algorithm and a multi-objective immune algorithm with Baldwinian learning (MIAB) is proposed in this study. The Baldwinian learning strategy extracts the evolving environment of current population by building a probability distribution model and generates a predictive improving direction by combining the environment information and the evolving history of the parent individual. Experimental results based on ten representative benchmark problems indicate that, MIAB outperforms the original immune algorithm, it performs better or similarly the other two outstanding approached NSGAII and MOEA/D in solution quality on most of the eight testing MOPs. The efficiency of the proposed Baldwinian learning strategy has also been experimentally investigated in this work.     

An efficient metamodel-based multi-objective multidisciplinary design optimization framework

This paper presents an efficient metamodel-based multi-objective multidisciplinary design optimization (MDO) architecture for solving multi-objective high fidelity MDO problems. One of the important features of the proposed method is the development of an efficient surrogate model-based multi-objective particle swarm optimization (EMOPSO) algorithm, which is integrated with a computationally efficient metamodel-based MDO architecture. The proposed EMOPSO algorithm is based on sorted Pareto front crowding distance, utilizing star topology. In addition, a constraint-handling mechanism in non-domination appointment and fuzzy logic is also introduced to overcome feasibility complexity and rapid identification of optimum design point on the Pareto front. The proposed algorithm is implemented on a metamodel-based collaborative optimization architecture. The proposed method is evaluated and compared with existing multi-objective optimization algorithms such as multi-objective particle swarm optimization (MOPSO) and non-dominated sorting genetic algorithm II (NSGA-II), using a number of well-known benchmark problems. One of the important results observed is that the proposed EMOPSO algorithm provides high diversity with fast convergence speed as compared to other algorithms. The proposed method is also applied to a multi-objective collaborative optimization of unmanned aerial vehicle wing based on high fidelity models involving structures and aerodynamics disciplines. The results obtained show that the proposed method provides an effective way of solving multi-objective multidisciplinary design optimization problem using high fidelity models.     

A self-adaptive multi-objective harmony search algorithm based on harmony memory variance

Although harmony search (HS) algorithm has shown many advantages in solving global optimization problems, its parameters need to be set by users according to experience and problem characteristics. This causes great difficulties for novice users. In order to overcome this difficulty, a self-adaptive multi-objective harmony search (SAMOHS) algorithm based on harmony memory variance is proposed in this paper. In the SAMOHS algorithm, a modified self-adaptive bandwidth is employed, moreover, the self-adaptive parameter setting based on variation of harmony memory variance is proposed for harmony memory considering rate (HMCR) and pitch adjusting rate (PAR). To solve multi-objective optimization problems (MOPs), the proposed SAMOHS uses non-dominated sorting and truncating procedure to update harmony memory (HM). To demonstrate the effectiveness of the SAMOHS, it is tested with many benchmark problems and applied to solve a practical engineering optimization problem. The experimental results show that the SAMOHS is competitive in convergence performance and diversity performance, compared with other multi-objective evolutionary algorithms (MOEAs). In the experiment, the impact of harmony memory size (HMS) on the performance of SAMOHS is also analyzed.     

A Multi-Objective Integer Melody Search Algorithm

There are a number of algorithms for the solution of continuous optimization problems. However, many practical design optimization problems use integer design variables instead of continuous. These types of problems cannot be handled by using continuous design variables-based algorithms. In this paper, we present a multi-objective integer melody search optimization algorithm (MO-IMS) for solving multi-objective integer optimization problems, which take design variables as integers. The proposed algorithm is a modified version of single-objective melody search (MS) algorithm, which is an innovative optimization algorithm, inspired by basic concepts applied in harmony search (HS) algorithm. Results show that MO-IMS has better performance in solving multi-objective integer problems than the existing multi-objective integer harmony search algorithm (MO-IHS). Performance of proposed algorithm is evaluated by using various performance metrics on test functions. The simulation results show that the proposed MO-IMS can be a better technique for solving multi-objective problems having integer decision variables.     

基于改进K 支配排序的高维多目标进化算法

为提高4目标以上高维多目标优化问题的求解性能,提出一种基于改进K支配排序的高维多目标进化算法(KS-MODE).该算法针对K支配的支配关系和排序方法进行改进,避免循环支配并增强选择压力;设计新的全局密度估计方法提高局部密度估计精确性;设计新的精英选择策略和适应度值评价函数;采用CAO局部搜索算子加速收敛.在4～30个目标标准测试函数上的实验结果表明,KS-MODE能够在保证解集分布性的同时大幅提升收敛性和稳定性,能够有效求解高维多目标优化问题.     

DEMORS: A hybrid multi-objective optimization algorithm using differential evolution and rough set theory for constrained problems

The aim of this paper is to show how the hybridization of a multi-objective evolutionary algorithm (MOEA) and a local search method based on the use of rough set theory is a viable alternative to obtain a robust algorithm able to solve difficult constrained multi-objective optimization problems at a moderate computational cost. This paper extends a previously published MOEA [Hernández-Díaz AG, Santana-Quintero LV, Coello Coello C, Caballero R, Molina J. A new proposal for multi-objective optimization using differential evolution and rough set theory. In: 2006 genetic and evolutionary computation conference (GECCO’2006). Seattle, Washington, USA: ACM Press; July 2006], which was limited to unconstrained multi-objective optimization problems. Here, the main idea is to use this sort of hybrid approach to approximate the Pareto front of a constrained multi-objective optimization problem while performing a relatively low number of fitness function evaluations. Since in real-world problems the cost of evaluating the objective functions is the most significant, our underlying assumption is that, by aiming to minimize the number of such evaluations, our MOEA can be considered efficient. As in its previous version, our hybrid approach operates in two stages: in the first one, a multi-objective version of differential evolution is used to generate an initial approximation of the Pareto front. Then, in the second stage, rough set theory is used to improve the spread and quality of this initial approximation. To assess the performance of our proposed approach, we adopt, on the one hand, a set of standard bi-objective constrained test problems and, on the other hand, a large real-world problem with eight objective functions and 160 decision variables. The first set of problems are solved performing 10,000 fitness function evaluations, which is a competitive value compared to the number of evaluations previously reported in the specialized literature for such problems. The real-world problem is solved performing 250,000 fitness function evaluations, mainly because of its high dimensionality. Our results are compared with respect to those generated by NSGA-II, which is a MOEA representative of the state-of-the-art in the area.     

融合分区和局部搜索的多模态多目标优化

为解决多模态多目标优化中种群多样性维持难和所得等价解数量不足问题,基于分区搜索和局部搜索,本研究提出一种融合分区和局部搜索的多模态多目标粒子群算法(multimodal multi-objective particle swarm optimization combing zoning search and local search,ZLS-SMPSO-MM)。在所提算法中,整个搜索空间被分割成多个子空间以维持种群多样性和降低搜索难度;然后,使用已有的自组织多模态多目标粒子群算法在每个子空间搜索等价解和挖掘邻域信息,并利用局部搜索能力较强的协方差矩阵自适应算法对有潜力的区域进行精细搜索。通过14个多模态多目标优化问题测试,并与其他5种知名算法进行比较;实验结果表明ZLS-SMPSO-MM在决策空间能够找到更多的等价解,且整体性能要好于所比较算法。     

基于免疫算法和EDA 的混合多目标优化算法

在免疫多目标优化算法的基础上,引入了分布估计算法(EDA)对进化种群进行建模采样的思想,提出了一种求解复杂多目标优化问题的混合优化算法HIAEDA(hybrid immune algorithm with EDA for multi-objectiveoptimization).HIAEDA 的进化过程混合了两种后代产生策略:一种是基于交叉变异的克隆选择算子,用于在父代种群周围进行局部搜索的同时开辟新的搜索区域;另一种是基于EDA 的模型采样算子,用于学习多目标优化问题决策变量之间的相关性,提高算法求解复杂多目标优化问题的能力.在分析两种算子搜索行为的基础上,讨论了两者在功能上的互补性,并利用有限马尔可夫链的性质证明了HIAEDA 算法的收敛性.对测试函数和实际工程问题的仿真实验结果表明,HIAEDA 与NSGAII 算法和基于EDA 的进化多目标优化算法RM-MEDA 相比,在收敛性和多样性方面均表现出明显优势,尤其是对于决策变量之间存在非线性关联的复杂多目标优化问题,优势更为突出.     

Constrained particle swarm optimization using a bi-objective formulation

This paper introduces an approach for dealing with constraints when using particle swarm optimization. The constrained, single objective optimization problem is converted into an unconstrained, bi-objective optimization problem that is solved using a multi-objective implementation of the particle swarm optimization algorithm. A specialized bi-objective particle swarm optimization algorithm is presented and an engineering example problem is used to illustrate the performance of the algorithm. An additional set of 13 test problems from the literature is used to further validate the performance of the newly proposed algorithm. For the example problems considered here, the proposed algorithm produced promising results, indicating that it is an approach that deserves further consideration. The newly proposed algorithm provides performance similar to that of a tuned penalty function approach, without having to tune any penalty parameters.     

解决多目标优化问题的差分进化算法研究进展

差分进化(differential evolution,DE)是一种简单但功能强大的进化优化算法.由于其优秀的性能,其诞生之日起就吸引了各国研究人员的关注.作为一种基于群体的全局性启发式搜索算法,差分进化算法在科学和工程中有许多成功的应用.本文对解决多目标优化问题的差分进化算法研究进行了综述,对差分进化的基本概念进行了详细的描述,给出了几种解决多目标优化问题的差分进化算法变体,并且给出了差分进化算法解决多目标优化问题的理论分析,最后,给出了差分进化算法解决多目标优化问题的工程应用,并指出了未来具有挑战性的研究领域.     

Pareto frontier for simultaneous structural and manufacturing optimization of a composite part

Optimized design of composite structures requires simultaneous optimization of structural performance and manufacturing process. Such a challenge calls for a multi-objective optimization. Here, a generating multi-objective optimization method called normalized normal constraint method, which attains a set of optimal solutions and allows the designer to explore design alternatives before making the final decision, is coupled with a local-global search called constrained globalized bounded Nelder–Mead method. The proposed approach is applied to the design of a Z-shaped composite bracket for optimization of structural and manufacturing objectives. Comparison of the results with non-dominated sorting genetic algorithm (NSGA-II) shows that when only a small number of function evaluations are possible and a few Pareto optima are desired, the proposed method outperforms NSGA-II in terms of convergence to the true Pareto frontier. The results are validated by an enumeration search and by exploring the neighbourhood of the final solutions.     

Handling expensive multi-objective optimization problems with a cluster-based neighborhood regression model

This paper gives attention to multi-objective optimization in scenarios where objective function evaluation is expensive, that is, expensive multi-objective optimization. We firstly propose a cluster-based neighborhood regression model, which incorporates the linear regression technique to predict the descent direction and generate new potential offspring. Combining this model with the classical decomposition-based multi-objective optimization framework, we propose an efficient and effective algorithm for tackling computationally expensive multi-objective optimization problems. As opposed to the conventional approach of replacing the original time-consuming objective functions with the approximated ones obtained by surrogate model, the proposed algorithm incorporates the proposed regression model to serve as an operator producing higher-quality offspring so that the algorithm requires fewer iterations to reach a given solution quality. The proposed algorithm is compared with several state-of-the-art surrogate-assisted algorithms on a variety of well-known benchmark problems. Empirical results demonstrate that the proposed algorithm outperforms or is competitive with other peer algorithms, and has the ability to keep a good trade-off between solution quality and running time within a fairly small number of function evaluations. In particular, our proposed algorithm shows obvious superiority in terms of the computational time used for the algorithm components, and can obtain acceptable solutions for expensive problems with high efficiency.     

星型结构的多目标粒子群算法求解多模态多目标问题

首先,根据多目标粒子群算法中的粒子结构信息,利用非支配解集构造粒子个体邻域之间的拓扑结构,提出星型结构的多目标粒子群算法用于求解多模态多目标问题。其次,针对多目标粒子群中全局最优个体选择困难,提出一种非支配解集分布均匀程度的评价方法,评价结果用于确定当前粒子对应的全局最优个体。最后,结合2种方法提出带均匀计算方法的星型拓扑结构多目标粒子群优化算法STMOPSONCMIU。通过测试函数分析算法的收敛性,表明改进的算法比原来的算法收敛速度快。实验结果表明,该算法可以较好地兼顾问题的目标空间和决策空间的分布,有效解决多模态多目标问题。     

基于ε占优的自适应多目标粒子群算法

针对粒了群算法求解多目标问题极易收敛到伪Pareto前沿(等价于单目标优化问题中的局部最优解),并且收敛速度较慢的问题,提出一种ε占优的自适应多目标粒子群算法(εDMOPSO)..在εDMOPSO算法中,每个粒子的邻居根据粒了的运行动态地组建,且粒了的速度小由其邻居中运行最好的粒予来调整,而是由其所有邻居共同调整.同时...