Hybrid Optimisation Algorithms for Two-Objective Design of Water Distribution Systems

Multi-objective design or extended design of Water Distribution Systems (WDSs) has received more attention in recent years. It is of particular interest for obtaining the trade-offs between cost and hydraulic benefit to support the decision-making process. The design problem is usually formulated as a multi-objective optimisation problem, featuring a huge search space associated with a great number of constraints. Multi-objective evolutionary algorithms (MOEAs) are popular tools for addressing this kind of problem because they are capable of approximating the Pareto-optimal front effectively in a single run. However, these methods are often held by the “No Free Lunch” theorem (Wolpert and Macready 1997) that there is no guarantee that they can perform well on a wide range of cases. To overcome this drawback, many hybrid optimisation methods have been proposed to take advantage of multiple search mechanisms which can synergistically facilitate optimisation. In this thesis, a novel hybrid algorithm, called Genetically Adaptive Leaping Algorithm for approXimation and diversitY (GALAXY), is proposed. It is a dedicated optimiser for solving the discrete two-objective design or extended design of WDSs, minimising the total cost and maximising the network resilience, which is a surrogate indicator of hydraulic benefit. GALAXY is developed using the general framework of MOEAs with substantial improvements and modifications tailored for WDS design. It features a generational framework, a hybrid use of the traditional Pareto-dominance and the epsilon-dominance concepts, an integer coding scheme, and six search operators organised in a high-level teamwork hybrid paradigm. In addition, several important strategies are implemented within GALAXY, including the genetically adaptive strategy, the global information sharing strategy, the duplicates handling strategy and the hybrid replacement strategy. One great advantage of GALAXY over other state-of-the-art MOEAs lies in the fact that it eliminates all the individual parameters of search operators, thus providing an effective and efficient tool to researchers and practitioners alike for dealing with real-world cases. To verify the capability of GALAXY, an archive of benchmark problems of WDS design collected from the literature is first established, ranging from small to large cases. GALAXY has been applied to solve these benchmark design problems and its achievements in terms of both ultimate and dynamic performances are compared with those obtained by two state-of-the-art hybrid algorithms and two baseline MOEAs. GALAXY generally outperforms these MOEAs according to various numerical indicators and a graphical comparison tool. For the largest problem considered in this thesis, GALAXY does not perform as well as its competitors due to the limited computational budget in terms of number of function evaluations. All the algorithms have also been applied to solve the challenging Anytown rehabilitation problem, which considers both the design and operation of a system from the extended period simulation perspective. The performance of each algorithm is sensitive to the quality of the initial population and the random seed used. GALAXY and the Pareto-dominance based MOEAs are superior to the epsilon-dominance based methods; however, there is a tie between GALAXY and the Pareto-dominance based approaches. At the end, a summary of this thesis is provided and relevant conclusions are drawn. Recommendations for future research work are also made

Evolutionary many-objective optimization：A survey

Many-objective optimization problems (MaOPs) widely exist in industrial and scientific fields, where there are more than 3 objectives that are conflicting with each other (i.e., the improvement of the performance in one objective may lead to the deterioration of the performance of some other objectives). Because of the conflict between objectives, there is no unique optimal solution for MaOPs, but a group of compromise solutions need to be obtained to balance between objectives. As a class of population-based optimization algorithms inspired by biological evolution principles evolutionary algorithms have been proved to be effective in solving MaOPs, and have become one of the research hot spots in the field of multi-objective optimization. In the past 20 years, the research on many-objective evolutionary algorithms (MaOEAs) has made great progress, and a large number of advanced evolutionary methods and evaluation systems have been proposed and improved. In this paper, the research progress of evolutionary many-objective optimization (EMaO) is comprehensively reviewed. Specifically, it includes: (1) Describing the relevant theoretical background of EMaO; (2) Analyzing the problems and challenges faced by evolutionary algorithms in solving MaOPs; (3) Discussing the development of MaOEAs in detail; (4) Summarizing MaOPs and performance indicators in detail; (5) Introducing the visualization tools for high-dimensional objective space; (6) Summarizing the application of MaOEAs in some fields, and (7) Providing suggestions for future research in the domain

Three-dimensional anisotropic full-waveform inversion

Full-waveform inversion (FWI) is a powerful nonlinear tool for quantitative estimation of high-resolution high-fidelity models of subsurface seismic parameters, typically P-wave velocity. A solution is obtained via a series of iterative local linearised updates to a start model, requiring this model to lie within the basin of attraction of the solution space’s global minimum. The consideration of seismic anisotropy during FWI is vital, as it holds influence over both the kinematics and dynamics of seismic waveforms. If not appropriately taken into account, then inadequacies in the anisotropy model are likely to manifest as significant error in the recovered velocity model. Conventionally, anisotropic FWI either employs an a priori anisotropy model, held fixed during FWI, or uses a local inversion scheme to recover anisotropy as part of FWI; both of these methods can be problematic. Constructing an anisotropy model prior to FWI often involves intensive (and hence expensive) iterative procedures. On the other hand, introducing multiple parameters to FWI itself increases the complexity of what is already an underdetermined problem. As an alternative I propose here a novel approach referred to as combined FWI. This uses a global inversion for long-wavelength acoustic anisotropy, involving no start model, while simultaneously updating P-wave velocity using mono-parameter local FWI. Combined FWI is then followed by multi-parameter local FWI to recover the detailed final model. To validate the combined FWI scheme, I evaluate its performance with several 2D synthetic datasets, and apply it to a full 3D field dataset. The synthetic results establish the combined FWI, as part of a two-stage workflow, as more accurate than an equivalent conventional workflow. The solution obtained from the field data reconciles well with in situ borehole measurements. Although combined FWI includes a global inversion, I demonstrate that it is nonetheless affordable and commercially practical for 3D field data.Open Acces

Planning water resource systems under uncertainty

Stationarity assumptions of linked human-water systems are frequently invalid given the difficult-to-predict changes affecting such systems. Population growth and development is fuelling rising water demand whilst in some parts of the world water supply is likely to decrease as a result of a changing climate. A combination of infrastructure expansion and demand management will be necessary to maintain the water supply/demand balance. The inherent uncertainty of future conditions is problematic when choosing a strategy to upgrade system capacity. Additionally, changing stakeholder priorities mean multi-criteria planning methods are increasingly relevant. Various modelling-assisted approaches are available to help the water supply planning process. This thesis investigates three state-of-the-art multi-criteria water source systems planning approaches. The first two approaches seek robust rather than optimal solutions; they both use scenario simulation to test the system plans under different plausible versions of the future. Under Robust Decision Making (RDM) alternative strategies are simulated under a wide range of plausible future scenarios and regret analysis is used to select an initial preferred strategy. Statistical cluster analysis identifies causes of system failure enabling further plan improvement. Info-Gap Decision Theory tests the proposed strategies under plausible conditions that progressively deviate from the expected future scenario. Decision makers then use robustness plots to determine how much uncertain parameters can deviate from their expected value before the strategies fail. The third approach links a water resource management simulator and a many-objective evolutionary search algorithm to reveal key trade-offs between performance objectives. The analysis shows that many-objective evolutionary optimisation coupled with state-of-the art visual analytics helps planners assess the best (approximately Pareto-optimal) plans and their inherent trade-offs. The alternative plans are evaluated using performance measures that minimise costs and energy use whilst maximising engineering and environmental performance criteria subject to basic supply reliability constraints set by regulators. The analyses show that RDM and Info-Gap are computationally burdensome but are able to consider a small number of candidate solutions in detail uncovering the solutions’ vulnerabilities in the face of uncertainty in future conditions while the multi-objective optimisation approach is able to consider many more possible portfolios and allow decision makers to visualize the trade-offs between performance metrics

Planning for robust water supply system investments under global change

Climate change, population growth, institutional changes and the uncertainties inherent in these pose a major challenge to planning and management of water supply systems. Using historical river flow records to predict the behaviour of water resource systems into the future is no longer sufficient since the hydrologic record can no longer be assumed to represent future conditions. Planning under uncertainty approaches must allow considering future uncertainties in the water supply as well as demand and the institutions that manage water and its uses. Furthermore, water systems are complex and must meet multiple demands of a range of stakeholders whose objectives often conflict. Understanding these conflicts requires exploring many alternative plans to identify balanced solutions in light of important system trade-offs. The thesis focuses on improving the water resource planning process in the UK and to reflect trends in current water planning policy developments in the UK and worldwide. The challenge of longterm human-natural resource system planning is to identify high value portfolios of human interventions whilst considering the two main challenges: future deep uncertainty and multiple concurrent societal goals. This identification process is severely complicated by the exponentially large number of alternative combinations of schemes available to manage future resources. This research project demonstrates how simulating systems under multiple plausible realizations of the future coupled with ‘many-objective’ optimization can provide decision makers with robust solutions. Visual analytics is used to interact with results and demonstrate the benefits of this approach compared to traditional planning practices. Results presented here aim to aid water resources planners to orient investment strategies to meet key requirements and aspirations. These include but are not limited to maintaining the supply-demand balance and customer satisfaction in future, promoting sustainable use of resources, protecting the natural environmental, etc. The thesis aims to communicate to planners the increase in understanding of how such aspirations can be balanced taking into account uncertainties of future conditions using the proposed approaches

International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more

Spatially optimised sustainable urban development

PhD ThesisTackling urbanisation and climate change requires more sustainable and resilient cities, which in turn will require planners to develop a portfolio of measures to manage climate risks such as flooding, meet energy and greenhouse gas reduction targets, and prioritise development on brownfield sites to preserve greenspace. However, the policies, strategies and measures put in place to meet such objectives can frequently conflict with each other or deliver unintended consequences, hampering long-term sustainability. For example, the densification of cities in order to reduce transport energy use can increase urban heat island effects and surface water flooding from extreme rainfall events. In order to make coherent decisions in the presence of such complex multi-dimensional spatial conflicts, urban planners require sophisticated planning tools to identify and manage potential trade-offs between the spatial strategies necessary to deliver sustainability. To achieve this aim, this research has developed a multi-objective spatial optimisation framework for the spatial planning of new residential development within cities. The implemented framework develops spatial strategies of required new residential development that minimize conflicts between multiple sustainability objectives as a result of planning policy and climate change related hazards. Five key sustainability objectives have been investigated, namely; (i) minimizing risk from heat waves, (ii) minimizing the risk from flood events, (iii) minimizing travel costs in order to reduce transport emissions, (iv) minimizing urban sprawl and (v) preventing development on existing greenspace. A review identified two optimisation algorithms as suitable for this task. Simulated Annealing (SA) is a traditional optimisation algorithm that uses a probabilistic approach to seek out a global optima by iteratively assessing a wide range of spatial configurations against the objectives under consideration. Gradual ‘cooling’, or reducing the probability of jumping to a different region of the objective space, helps the SA to converge on globally optimal spatial patterns. Genetic Algorithms (GA) evolve successive generations of solutions, by both recombining attributes and randomly mutating previous generations of solutions, to search for and converge towards superior spatial strategies. The framework works towards, and outputs, a series of Pareto-optimal spatial plans that outperform all other plans in at least one objective. This approach allows for a range of best trade-off plans for planners to choose from. ii Both SA and GA were evaluated for an initial case study in Middlesbrough, in the North East of England, and were able to identify strategies which significantly improve upon the local authority’s development plan. For example, the GA approach is able to identify a spatial strategy that reduces the travel to work distance between new development and the central business district by 77.5% whilst nullifying the flood risk to the new development. A comparison of the two optimisation approaches for the Middlesbrough case study revealed that the GA is the more effective approach. The GA is more able to escape local optima and on average outperforms the SA by 56% in in the Pareto fronts discovered whilst discovering double the number of multi-objective Pareto-optimal spatial plans. On the basis of the initial Middlesbrough case study the GA approach was applied to the significantly larger, and more computationally complex, problem of optimising spatial development plans for London in the UK – a total area of 1,572km2. The framework identified optimal strategies in less than 400 generations. The analysis showed, for example, strategies that provide the lowest heat risk (compared to the feasible spatial plans found) can be achieved whilst also using 85% brownfield land to locate new development. The framework was further extended to investigate the impact of different development and density regulations. This enabled the identification of optimised strategies, albeit at lower building density, that completely prevent any increase in urban sprawl whilst also improving the heat risk objective by 60% against a business as usual development strategy. Conversely by restricting development to brownfield the ability of the spatial plan to optimise future heat risk is reduced by 55.6% against the business as usual development strategy. The results of both case studies demonstrate the potential of spatial optimisation to provide planners with optimal spatial plans in the presence of conflicting sustainability objectives. The resulting diagnostic information provides an analytical appreciation of the sensitivity between conflicts and therefore the overall robustness of a plan to uncertainty. With the inclusion of further objectives, and qualitative information unsuitable for this type of analysis, spatial optimization can constitute a powerful decision support tool to help planners to identify spatial development strategies that satisfy multiple sustainability objectives and provide an evidence base for better decision making

A comparative analysis of algorithms for satellite operations scheduling

Scheduling is employed in everyday life, ranging from meetings to manufacturing and operations among other activities. One instance of scheduling in a complex real-life setting is space mission operations scheduling, i.e. instructing a satellite to perform fitting tasks during predefined time periods with a varied frequency to achieve its mission goals. Mission operations scheduling is pivotal to the success of any space mission, choreographing every task carefully, accounting for technological and environmental limitations and constraints along with mission goals.;It remains standard practice to this day, to generate operations schedules manually ,i.e. to collect requirements from individual stakeholders, collate them into a timeline, compare against feasibility and available satellite resources, and find potential conflicts. Conflict resolution is done by hand, checked by a simulator and uplinked to the satellite weekly. This process is time consuming, bears risks and can be considered sub-optimal.;A pertinent question arises: can we automate the process of satellite mission operations scheduling? And if we can, what method should be used to generate the schedules? In an attempt to address this question, a comparison of algorithms was deemed suitable in order to explore their suitability for this particular application.;The problem of mission operations scheduling was initially studied through literature and numerous interviews with experts. A framework was developed to approximate a generic Low Earth Orbit satellite, its environment and its mission requirements. Optimisation algorithms were chosen from different categories such as single-point stochastic without memory (Simulated Annealing, Random Search), multi-point stochastic with memory (Genetic Algorithm, Ant Colony System, Differential Evolution) and were run both with and without Local Search.;The aforementioned algorithmic set was initially tuned using a single 89-minute Low Earth Orbit of a scientific mission to Mars. It was then applied to scheduling operations during one high altitude Low Earth Orbit (2.4hrs) of an experimental mission.;It was then applied to a realistic test-case inspired by the European Space Agency PROBA-2 mission, comprising a 1 day schedule and subsequently a 7 day schedule - equal to a Short Term Plan as defined by the European Space Agency.;The schedule fitness - corresponding to the Hamming distance between mission requirements and generated schedule - are presented along with the execution time of each run. Algorithmic performance is discussed and put at the disposal of mission operations experts for consideration.Scheduling is employed in everyday life, ranging from meetings to manufacturing and operations among other activities. One instance of scheduling in a complex real-life setting is space mission operations scheduling, i.e. instructing a satellite to perform fitting tasks during predefined time periods with a varied frequency to achieve its mission goals. Mission operations scheduling is pivotal to the success of any space mission, choreographing every task carefully, accounting for technological and environmental limitations and constraints along with mission goals.;It remains standard practice to this day, to generate operations schedules manually ,i.e. to collect requirements from individual stakeholders, collate them into a timeline, compare against feasibility and available satellite resources, and find potential conflicts. Conflict resolution is done by hand, checked by a simulator and uplinked to the satellite weekly. This process is time consuming, bears risks and can be considered sub-optimal.;A pertinent question arises: can we automate the process of satellite mission operations scheduling? And if we can, what method should be used to generate the schedules? In an attempt to address this question, a comparison of algorithms was deemed suitable in order to explore their suitability for this particular application.;The problem of mission operations scheduling was initially studied through literature and numerous interviews with experts. A framework was developed to approximate a generic Low Earth Orbit satellite, its environment and its mission requirements. Optimisation algorithms were chosen from different categories such as single-point stochastic without memory (Simulated Annealing, Random Search), multi-point stochastic with memory (Genetic Algorithm, Ant Colony System, Differential Evolution) and were run both with and without Local Search.;The aforementioned algorithmic set was initially tuned using a single 89-minute Low Earth Orbit of a scientific mission to Mars. It was then applied to scheduling operations during one high altitude Low Earth Orbit (2.4hrs) of an experimental mission.;It was then applied to a realistic test-case inspired by the European Space Agency PROBA-2 mission, comprising a 1 day schedule and subsequently a 7 day schedule - equal to a Short Term Plan as defined by the European Space Agency.;The schedule fitness - corresponding to the Hamming distance between mission requirements and generated schedule - are presented along with the execution time of each run. Algorithmic performance is discussed and put at the disposal of mission operations experts for consideration

Reserve services provision by demand side resources in systems with high renewables penetration using stochastic optimization

It is widely recognized that renewable energy sources are likely to represent a significant portion of the production mix in many power systems around the world, a trend expected to be increasingly followed in the coming years due to environmental and economic reasons. Among the different endogenous renewable sources that may be used in order to achieve reductions in the carbon footprint related to the electricity sector and increase the economic efficiency of the generation mix, wind power generation has been one of the most popular options. However, despite the potential benefits that arise from the integration of these resources in the power system, their large-scale integration leads to additional problems due to the fact that their production is highly volatile. As a result, apart from the typical sources of uncertainty that the System Operators have to face, such as system contingencies and intra-hour load deviations, through the deployment of sufficient levels of reserve generation, additional reserves must be kept in order to maintain the balance between the generation and the consumption. Furthermore, a series of other problems arise, such as efficiency loss because of ramping of conventional units, environmental costs because of increased emissions due to suboptimal unit commitment and dispatch and more costly system operation and maintenance. Recently, it has been recognized that apart from the generation side, several types of loads may be deployed in order to provide system services and especially, different types of reserves, through demand response. The contribution of demand side reserves to accommodate higher levels of wind power generation penetration is likely to be of substantial importance in the future and therefore, the integration of these resources in the system operations needs to be thoroughly studied. This thesis deals with the aspects of demand response as regards the integration of wind power generation in the power system. First, a mapping of the current status of demand response internationally is attempted, followed also by a discussion concerning the opportunities, the benefits and the barriers to the widespread adoption of demand side resources. Then, several joint energy and reserve market structures are developed which explicitly incorporate demand side resources that may contribute to energy and reserve services. Two-stage stochastic programming is employed in order to capture the uncertainty of wind power generation. Moreover, several aspects of demand response are considered such as the capability of providing contingency and load following reserves, the appropriate modeling of industrial consumer processes load and the load recovery effect. Finally, this thesis investigates the effect of demand side resources on the risk that is associated with the decisions of the System Operator through appropriate risk management techniques, proposing also a novel methodology of handling risk as an alternative to the commonly used technique.It is widely recognized that renewable energy sources are likely to represent a significant portion of the production mix in many power systems around the world, a trend expected to be increasingly followed in the coming years due to environmental and economic reasons. Among the different endogenous renewable sources that may be used in order to achieve reductions in the carbon footprint related to the electricity sector and increase the economic efficiency of the generation mix, wind power generation has been one of the most popular options. However, despite the potential benefits that arise from the integration of these resources in the power system, their large-scale integration leads to additional problems due to the fact that their production is highly volatile. As a result, apart from the typical sources of uncertainty that the System Operators have to face, such as system contingencies and intra-hour load deviations, through the deployment of sufficient levels of reserve generation, additional reserves must be kept in order to maintain the balance between the generation and the consumption. Furthermore, a series of other problems arise, such as efficiency loss because of ramping of conventional units, environmental costs because of increased emissions due to suboptimal unit commitment and dispatch and more costly system operation and maintenance. Recently, it has been recognized that apart from the generation side, several types of loads may be deployed in order to provide system services and especially, different types of reserves, through demand response. The contribution of demand side reserves to accommodate higher levels of wind power generation penetration is likely to be of substantial importance in the future and therefore, the integration of these resources in the system operations needs to be thoroughly studied. This thesis deals with the aspects of demand response as regards the integration of wind power generation in the power system. First, a mapping of the current status of demand response internationally is attempted, followed also by a discussion concerning the opportunities, the benefits and the barriers to the widespread adoption of demand side resources. Then, several joint energy and reserve market structures are developed which explicitly incorporate demand side resources that may contribute to energy and reserve services. Two-stage stochastic programming is employed in order to capture the uncertainty of wind power generation. Moreover, several aspects of demand response are considered such as the capability of providing contingency and load following reserves, the appropriate modeling of industrial consumer processes load and the load recovery effect. Finally, this thesis investigates the effect of demand side resources on the risk that is associated with the decisions of the System Operator through appropriate risk management techniques, proposing also a novel methodology of handling risk as an alternative to the commonly used technique