Diversifying Multi-Objective Gradient Techniques and their Role in Hybrid Multi-Objective Evolutionary Algorithms for Deformable Medical Image Registration

Gradient methods and their value in single-objective, real-valued optimization are well-established. As such, they play a key role in tackling real-world, hard optimization problems such as deformable image registration (DIR). A key question is to which extent gradient techniques can also play a role in a multi-objective approach to DIR. We therefore aim to exploit gradient information within an evolutionary-algorithm-based multi-objective optimization framework for DIR. Although an analytical description of the multi-objective gradient (the set of all Pareto-optimal improving directions) is available, it is nontrivial how to best choose the most appropriate direction per solution because these directions are not necessarily uniformly distributed in objective space. To address this, we employ a Monte-Carlo method to obtain a discrete, spatially-uniformly distributed approximation of the set of Pareto-optimal improving directions. We then apply a diversification technique in which each solution is associated with a unique direction from this set based on its multi- as well as single-objective rank. To assess its utility, we compare a state-of-the-art multi-objective evolutionary algorithm with three different hybrid versions thereof on several benchmark problems and two medical DIR problems. Results show that the diversification strategy successfully leads to unbiased improvement, helping an adaptive hybrid scheme solve all problems, but the evolutionary algorithm remains the most powerful optimization method, providing the best balance between proximity and diversity

On the usefulness of gradient information in multi-objective deformable image registration using a B-spline-based dual-dynamic transformation model: comparison of three optimization algorithms

The use of gradient information is well-known to be highly useful in single-objective optimization-based image registration methods. However, its usefulness has not yet been investigated for deformable image registration from a multi-objective optimization perspective. To this end, within a previously introduced multi-objective optimization framework, we use a smooth B-spline-based dual-dynamic transformation model that allows us to derive gradient information analytically, while still being able to account for large deformations. Within the multi-objective framework, we previously employed a powerful evolutionary algorithm (EA) that computes and advances multiple outcomes at once, resulting in a set of solutions (a so-called Pareto front) that represents efficient trade-offs between the objectives. With the addition of the B-spline-based transformation model, we studied the usefulness of gradient information in multiobjective deformable image registration using three different optimization algorithms: the (gradient-less) EA, a gradientonly algorithm, and a hybridization of these two. We evaluated the algorithms to register highly deformed images: 2D MRI slices of the breast in prone and supine positions. Results demonstrate that gradient-based multi-objective optimization significantly speeds up optimization in the initial stages of optimization. However, allowing sufficient computational resources, better results could still be obtained with the EA. Ultimately, the hybrid EA found the best overall approximation of the optimal Pareto front, further indicating that adding gradient-based optimization for multiobjective optimization-based deformable image registration can indeed be beneficial

TOWARDS A UNIFIED VIEW OF METAHEURISTICS

This talk provides a complete background on metaheuristics and presents in a unified view the main design questions for all families of metaheuristics and clearly illustrates how to implement the algorithms under a software framework to reuse both the design and code. The key search components of metaheuristics are considered as a toolbox for: - Designing efficient metaheuristics (e.g. local search, tabu search, simulated annealing, evolutionary algorithms, particle swarm optimization, scatter search, ant colonies, bee colonies, artificial immune systems) for optimization problems. - Designing efficient metaheuristics for multi-objective optimization problems. - Designing hybrid, parallel and distributed metaheuristics. - Implementing metaheuristics on sequential and parallel machines

TOWARDS A UNIFIED VIEW OF METAHEURISTICS

This talk provides a complete background on metaheuristics and presents in a unified view the main design questions for all families of metaheuristics and clearly illustrates how to implement the algorithms under a software framework to reuse both the design and code. The key search components of metaheuristics are considered as a toolbox for: - Designing efficient metaheuristics (e.g. local search, tabu search, simulated annealing, evolutionary algorithms, particle swarm optimization, scatter search, ant colonies, bee colonies, artificial immune systems) for optimization problems. - Designing efficient metaheuristics for multi-objective optimization problems. - Designing hybrid, parallel and distributed metaheuristics. - Implementing metaheuristics on sequential and parallel machines

Single- and Multiple-Objective Optimization with Differential Evolution and Neural Networks

Genetic and evolutionary algorithms have been applied to solve numerous problems in engineering design where they have been used primarily as optimization procedures. These methods have an advantage over conventional gradient-based search procedures became they are capable of finding global optima of multi-modal functions and searching design spaces with disjoint feasible regions. They are also robust in the presence of noisy data. Another desirable feature of these methods is that they can efficiently use distributed and parallel computing resources since multiple function evaluations (flow simulations in aerodynamics design) can be performed simultaneously and independently on ultiple processors. For these reasons genetic and evolutionary algorithms are being used more frequently in design optimization. Examples include airfoil and wing design and compressor and turbine airfoil design. They are also finding increasing use in multiple-objective and multidisciplinary optimization. This lecture will focus on an evolutionary method that is a relatively new member to the general class of evolutionary methods called differential evolution (DE). This method is easy to use and program and it requires relatively few user-specified constants. These constants are easily determined for a wide class of problems. Fine-tuning the constants will off course yield the solution to the optimization problem at hand more rapidly. DE can be efficiently implemented on parallel computers and can be used for continuous, discrete and mixed discrete/continuous optimization problems. It does not require the objective function to be continuous and is noise tolerant. DE and applications to single and multiple-objective optimization will be included in the presentation and lecture notes. A method for aerodynamic design optimization that is based on neural networks will also be included as a part of this lecture. The method offers advantages over traditional optimization methods. It is more flexible than other methods in dealing with design in the context of both steady and unsteady flows, partial and complete data sets, combined experimental and numerical data, inclusion of various constraints and rules of thumb, and other issues that characterize the aerodynamic design process. Neural networks provide a natural framework within which a succession of numerical solutions of increasing fidelity, incorporating more realistic flow physics, can be represented and utilized for optimization. Neural networks also offer an excellent framework for multiple-objective and multi-disciplinary design optimization. Simulation tools from various disciplines can be integrated within this framework and rapid trade-off studies involving one or many disciplines can be performed. The prospect of combining neural network based optimization methods and evolutionary algorithms to obtain a hybrid method with the best properties of both methods will be included in this presentation. Achieving solution diversity and accurate convergence to the exact Pareto front in multiple objective optimization usually requires a significant computational effort with evolutionary algorithms. In this lecture we will also explore the possibility of using neural networks to obtain estimates of the Pareto optimal front using non-dominated solutions generated by DE as training data. Neural network estimators have the potential advantage of reducing the number of function evaluations required to obtain solution accuracy and diversity, thus reducing cost to design

Shuffled Complex-Self Adaptive Hybrid EvoLution (SC-SAHEL) optimization framework

Simplicity and flexibility of meta-heuristic optimization algorithms have attracted lots of attention in the field of optimization. Different optimization methods, however, hold algorithm-specific strengths and limitations, and selecting the best-performing algorithm for a specific problem is a tedious task. We introduce a new hybrid optimization framework, entitled Shuffled Complex-Self Adaptive Hybrid EvoLution (SC-SAHEL), which combines the strengths of different evolutionary algorithms (EAs) in a parallel computing scheme. SC-SAHEL explores performance of different EAs, such as the capability to escape local attractions, speed, convergence, etc., during population evolution as each individual EA suits differently to various response surfaces. The SC-SAHEL algorithm is benchmarked over 29 conceptual test functions, and a real-world hydropower reservoir model case study. Results show that the hybrid SC-SAHEL algorithm is rigorous and effective in finding global optimum for a majority of test cases, and that it is computationally efficient in comparison to algorithms with individual EA

A learning-guided multi-objective evolutionary algorithm for constrained portfolio optimization

Portfolio optimization involves the optimal assignment of limited capital to different available financial assets to achieve a reasonable trade-off between profit and risk objectives. In this paper, we studied the extended Markowitz's mean-variance portfolio optimization model. We considered the cardinality, quantity, pre-assignment and round lot constraints in the extended model. These four real-world constraints limit the number of assets in a portfolio, restrict the minimum and maximum proportions of assets held in the portfolio, require some specific assets to be included in the portfolio and require to invest the assets in units of a certain size respectively. An efficient learning-guided hybrid multi-objective evolutionary algorithm is proposed to solve the constrained portfolio optimization problem in the extended mean-variance framework. A learning-guided solution generation strategy is incorporated into the multi-objective optimization process to promote the efficient convergence by guiding the evolutionary search towards the promising regions of the search space. The proposed algorithm is compared against four existing state-of-the-art multi-objective evolutionary algorithms, namely Non-dominated Sorting Genetic Algorithm (NSGA-II), Strength Pareto Evolutionary Algorithm (SPEA-2), Pareto Envelope-based Selection Algorithm (PESA-II) and Pareto Archived Evolution Strategy (PAES). Computational results are reported for publicly available OR-library datasets from seven market indices involving up to 1318 assets. Experimental results on the constrained portfolio optimization problem demonstrate that the proposed algorithm significantly outperforms the four well-known multi-objective evolutionary algorithms with respect to the quality of obtained efficient frontier in the conducted experiments

Proposal and Comparative Study of Evolutionary Algorithms for Optimum Design of a Gear System

This paper proposes a novel metaheuristic framework using a Differential Evolution (DE) algorithm with the Non-dominated Sorting Genetic Algorithm-II (NSGA-II). Both algorithms are combined employing a collaborative strategy with sequential execution, which is called DE-NSGA-II. The DE-NSGA-II takes advantage of the exploration abilities of the multi-objective evolutionary algorithms strengthened with the ability to search global mono-objective optimum of DE, that enhances the capability of finding those extreme solutions of Pareto Optimal Front (POF) difficult to achieve. Numerous experiments and performance comparisons between different evolutionary algorithms were performed on a referent problem for the mono-objective and multi-objective literature, which consists of the design of a double reduction gear train. A preliminary study of the problem, solved in an exhaustive way, discovers the low density of solutions in the vicinity of the optimal solution (mono-objective case) as well as in some areas of the POF of potential interest to a decision maker (multi-objective case). This characteristic of the problem would explain the considerable difficulties for its resolution when exact methods and/or metaheuristics are used, especially in the multi-objective case. However, the DE-NSGA-II framework exceeds these difficulties and obtains the whole POF which significantly improves the few previous multi-objective studies.Fil: Méndez Babey, Máximo. Universidad de Las Palmas de Gran Canaria; EspañaFil: Rossit, Daniel Alejandro. Universidad Nacional del Sur. Departamento de Ingeniería; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Instituto de Matemática Bahía Blanca. Universidad Nacional del Sur. Departamento de Matemática. Instituto de Matemática Bahía Blanca; ArgentinaFil: González, Begoña. Universidad de Las Palmas de Gran Canaria; EspañaFil: Frutos, Mariano. Universidad Nacional del Sur. Departamento de Ingeniería; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Instituto de Investigaciones Económicas y Sociales del Sur. Universidad Nacional del Sur. Departamento de Economía. Instituto de Investigaciones Económicas y Sociales del Sur; Argentin