10,855 research outputs found

    Uncertainty And Evolutionary Optimization: A Novel Approach

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    Evolutionary algorithms (EA) have been widely accepted as efficient solvers for complex real world optimization problems, including engineering optimization. However, real world optimization problems often involve uncertain environment including noisy and/or dynamic environments, which pose major challenges to EA-based optimization. The presence of noise interferes with the evaluation and the selection process of EA, and thus adversely affects its performance. In addition, as presence of noise poses challenges to the evaluation of the fitness function, it may need to be estimated instead of being evaluated. Several existing approaches attempt to address this problem, such as introduction of diversity (hyper mutation, random immigrants, special operators) or incorporation of memory of the past (diploidy, case based memory). However, these approaches fail to adequately address the problem. In this paper we propose a Distributed Population Switching Evolutionary Algorithm (DPSEA) method that addresses optimization of functions with noisy fitness using a distributed population switching architecture, to simulate a distributed self-adaptive memory of the solution space. Local regression is used in the pseudo-populations to estimate the fitness. Successful applications to benchmark test problems ascertain the proposed method's superior performance in terms of both robustness and accuracy.Comment: In Proceedings of the The 9th IEEE Conference on Industrial Electronics and Applications (ICIEA 2014), IEEE Press, pp. 988-983, 201

    Increasing the density of available pareto optimal solutions

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    The set of available multi-objective optimization algorithms continues to grow. This fact can be partially attributed to their widespread use and applicability. However this increase also suggests several issues remain to be addressed satisfactorily. One such issue is the diversity and the number of solutions available to the decision maker (DM). Even for algorithms very well suited for a particular problem, it is difficult - mainly due to the computational cost - to use a population large enough to ensure the likelihood of obtaining a solution close to the DMs preferences. In this paper we present a novel methodology that produces additional Pareto optimal solutions from a Pareto optimal set obtained at the end run of any multi-objective optimization algorithm. This method, which we refer to as Pareto estimation, is tested against a set of 2 and 3-objective test problems and a 3-objective portfolio optimization problem to illustrate itsā€™ utility for a real-world problem

    Scalarizing Functions in Bayesian Multiobjective Optimization

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    Scalarizing functions have been widely used to convert a multiobjective optimization problem into a single objective optimization problem. However, their use in solving (computationally) expensive multi- and many-objective optimization problems in Bayesian multiobjective optimization is scarce. Scalarizing functions can play a crucial role on the quality and number of evaluations required when doing the optimization. In this article, we study and review 15 different scalarizing functions in the framework of Bayesian multiobjective optimization and build Gaussian process models (as surrogates, metamodels or emulators) on them. We use expected improvement as infill criterion (or acquisition function) to update the models. In particular, we compare different scalarizing functions and analyze their performance on several benchmark problems with different number of objectives to be optimized. The review and experiments on different functions provide useful insights when using and selecting a scalarizing function when using a Bayesian multiobjective optimization method

    Multi-objective worst case optimization by means of evolutionary algorithms

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    Many real-world optimization problems are subject to uncertainty. A possible goal is then to find a solution which is robust in the sense that it has the best worst-case performance over all possible scenarios. However, if the problem also involves mul- tiple objectives, which scenario is ā€œbestā€ or ā€œworstā€ depends on the userā€™s weighting of the different criteria, which is generally difficult to specify before alternatives are known. Evolutionary multi-objective optimization avoids this problem by searching for the whole front of Pareto optimal solutions. This paper extends the concept of Pareto dominance to worst case optimization problems and demonstrates how evolu- tionary algorithms can be used for worst case optimization in a multi-objective setting
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