The proximal point method for locally lipschitz functions in multiobjective optimization with application to the compromise problem

This paper studies the constrained multiobjective optimization problem of finding Pareto critical points of vector-valued functions. The proximal point method considered by Bonnel, Iusem, and Svaiter [SIAM J. Optim., 15 (2005), pp. 953–970] is extended to locally Lipschitz functions in the finite dimensional multiobjective setting. To this end, a new (scalarization-free) approach for convergence analysis of the method is proposed where the first-order optimality condition of the scalarized problem is replaced by a necessary condition for weak Pareto points of a multiobjective problem. As a consequence, this has allowed us to consider the method without any assumption of convexity over the constraint sets that determine the vectorial improvement steps. This is very important for applications; for example, to extend to a dynamic setting the famous compromise problem in management sciences and game theory.Fundação de Amparo à Pesquisa do Estado de GoiásConselho Nacional de Desenvolvimento Científico e TecnológicoCoordenação de Aperfeiçoamento de Pessoal de Nivel SuperiorMinisterio de Economía y CompetitividadAgence nationale de la recherch

On multiobjective optimization from the nonsmooth perspective

Practical applications usually have multiobjective nature rather than having only one objective to optimize. A multiobjective problem cannot be solved with a single-objective solver as such. On the other hand, optimization of only one objective may lead to an arbitrary bad solutions with respect to other objectives. Therefore, special techniques for multiobjective optimization are vital. In addition to multiobjective nature, many real-life problems have nonsmooth (i.e. not continuously differentiable) structure. Unfortunately, many smooth (i.e. continuously differentiable) methods adopt gradient-based information which cannot be used for nonsmooth problems. Since both of these characteristics are relevant for applications, we focus here on nonsmooth multiobjective optimization. As a research topic, nonsmooth multiobjective optimization has gained only limited attraction while the fields of nonsmooth single-objective and smooth multiobjective optimization distinctively have attained greater interest. This dissertation covers parts of nonsmooth multiobjective optimization in terms of theory, methodology and application. Bundle methods are widely considered as effective and reliable solvers for single-objective nonsmooth optimization. Therefore, we investigate the use of the bundle idea in the multiobjective framework with three different methods. The first one generalizes the single-objective proximal bundle method for the nonconvex multiobjective constrained problem. The second method adopts the ideas from the classical steepest descent method into the convex unconstrained multiobjective case. The third method is designed for multiobjective problems with constraints where both the objectives and constraints can be represented as a difference of convex (DC) functions. Beside the bundle idea, all three methods are descent, meaning that they produce better values for each objective at each iteration. Furthermore, all of them utilize the improvement function either directly or indirectly. A notable fact is that none of these methods use scalarization in the traditional sense. With the scalarization we refer to the techniques transforming a multiobjective problem into the single-objective one. As the scalarization plays an important role in multiobjective optimization, we present one special family of achievement scalarizing functions as a representative of this category. In general, the achievement scalarizing functions suit well in the interactive framework. Thus, we propose the interactive method using our special family of achievement scalarizing functions. In addition, this method utilizes the above mentioned descent methods as tools to illustrate the range of optimal solutions. Finally, this interactive method is used to solve the practical case studies of the scheduling the final disposal of the spent nuclear fuel in Finland.Käytännön optimointisovellukset ovat usein luonteeltaan ennemmin moni- kuin yksitavoitteisia. Erityisesti monitavoitteisille tehtäville suunnitellut menetelmät ovat tarpeen, sillä monitavoitteista optimointitehtävää ei sellaisenaan pysty ratkaisemaan yksitavoitteisilla menetelmillä eikä vain yhden tavoitteen optimointi välttämättä tuota mielekästä ratkaisua muiden tavoitteiden suhteen. Monitavoitteisuuden lisäksi useat käytännön tehtävät ovat myös epäsileitä siten, etteivät niissä esiintyvät kohde- ja rajoitefunktiot välttämättä ole kaikkialla jatkuvasti differentioituvia. Kuitenkin monet optimointimenetelmät hyödyntävät gradienttiin pohjautuvaa tietoa, jota ei epäsileille funktioille ole saatavissa. Näiden molempien ominaisuuksien ollessa keskeisiä sovelluksia ajatellen, keskitytään tässä työssä epäsileään monitavoiteoptimointiin. Tutkimusalana epäsileä monitavoiteoptimointi on saanut vain vähän huomiota osakseen, vaikka sekä sileä monitavoiteoptimointi että yksitavoitteinen epäsileä optimointi erikseen ovat aktiivisia tutkimusaloja. Tässä työssä epäsileää monitavoiteoptimointia on käsitelty niin teorian, menetelmien kuin käytännön sovelluksien kannalta. Kimppumenetelmiä pidetään yleisesti tehokkaina ja luotettavina menetelminä epäsileän optimointitehtävän ratkaisemiseen ja siksi tätä ajatusta hyödynnetään myös tässä väitöskirjassa kolmessa eri menetelmässä. Ensimmäinen näistä yleistää yksitavoitteisen proksimaalisen kimppumenetelmän epäkonveksille monitavoitteiselle rajoitteiselle tehtävälle sopivaksi. Toinen menetelmä hyödyntää klassisen nopeimman laskeutumisen menetelmän ideaa konveksille rajoitteettomalle tehtävälle. Kolmas menetelmä on suunniteltu erityisesti monitavoitteisille rajoitteisille tehtäville, joiden kohde- ja rajoitefunktiot voidaan ilmaista kahden konveksin funktion erotuksena. Kimppuajatuksen lisäksi kaikki kolme menetelmää ovat laskevia eli ne tuottavat joka kierroksella paremman arvon jokaiselle tavoitteelle. Yhteistä on myös se, että nämä kaikki hyödyntävät parannusfunktiota joko suoraan sellaisenaan tai epäsuorasti. Huomattavaa on, ettei yksikään näistä menetelmistä hyödynnä skalarisointia perinteisessä merkityksessään. Skalarisoinnilla viitataan menetelmiin, joissa usean tavoitteen tehtävä on muutettu sopivaksi yksitavoitteiseksi tehtäväksi. Monitavoiteoptimointimenetelmien joukossa skalarisoinnilla on vankka jalansija. Esimerkkinä skalarisoinnista tässä työssä esitellään yksi saavuttavien skalarisointifunktioiden perhe. Yleisesti saavuttavat skalarisointifunktiot soveltuvat hyvin interaktiivisten menetelmien rakennuspalikoiksi. Täten kuvaillaan myös esiteltyä skalarisointifunktioiden perhettä hyödyntävä interaktiivinen menetelmä, joka lisäksi hyödyntää laskevia menetelmiä optimaalisten ratkaisujen havainnollistamisen apuna. Lopuksi tätä interaktiivista menetelmää käytetään aikatauluttamaan käytetyn ydinpolttoaineen loppusijoitusta Suomessa

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

Esnek atölye tipi hücre çizelgeleme problemleri için çok amaçlı matematiksel model ve genetik algoritma ile çözüm önerisi

06.03.2018 tarihli ve 30352 sayılı Resmi Gazetede yayımlanan “Yükseköğretim Kanunu İle Bazı Kanun Ve Kanun Hükmünde Kararnamelerde Değişiklik Yapılması Hakkında Kanun” ile 18.06.2018 tarihli “Lisansüstü Tezlerin Elektronik Ortamda Toplanması, Düzenlenmesi ve Erişime Açılmasına İlişkin Yönerge” gereğince tam metin erişime açılmıştır.Günümüz rekabetçi iş ortamında, müşteriler daha düşük maliyetle daha yüksek kalitede çeşitli ürünleri satın almak istemektedir. İmalat firmaları, talep çeşitliliğini karşılamak için yüksek derecede ürün çeşitliliğine ve küçük imalat parti büyüklüğüne ihtiyaç duymaktadır. Üretimdeki ürün çeşitlilikleri uzun hazırlık ve taşıma süreleri, karmaşık çizelgeleme problemleri gibi birçok probleme neden olmaktadır. Geleneksel imalat sistemleri, bu tip değişikliklere cevap vermede yeterince esnek değilken Hücresel Üretim Sistemleri üreticilerin bu ihtiyaçlarına cevap verebilecek özelliklere sahiptir. Ayrıca gerçek hayat problemlerinin çoğunda, bir parçanın bazı ya da bütün operasyonları birden fazla makinede işlem görebilmekte ve bazen de bu operasyonlar bir makineyi ya da iş merkezini birden fazla kez ziyaret etmektedir. Bu seçenek sisteme esneklik kazandırırken bu kadar karmaşık bir üretim sisteminin başarılı ve doğru bir şekilde işletilebilmesi kaynakların etkin kullanılmasını da gerektirmektedir. Bu çalışma, istisnai parçaları, hücrelerarası hareketleri, hücrelerarası taşıma sürelerini, sıra bağımlı parça ailesi hazırlık sürelerini ve yeniden işlem gören parçaları dikkate alarak hücresel imalat ortamında esnek atölye tipi çizelgeleme probleminin çözümüne dair bir matematiksel model ve çözüm yöntemi sunmaktadır. Mevcut bilgilerimiz ışığında yapılan bu çalışma Esnek Atölye Tipi Hücre Çizelgeleme Probleminde (EATHÇP) çok amaçlı matematiksel model ve meta-sezgiselinin kullanımı için ilk girişimdir. Bununla birlikte gerçek hayat uygulamaları için EATHÇP süreci, birçok çelişen amacı dikkate almayı gerektirdiği için ele alınan skalerleştirme metodu pratik uygulama ve teorik araştırma açısından oldukça önemlidir. Önerilen karma tamsayılı doğrusal olmayan matematiksel modelle küçük ve orta boyutlu problemler çözülebilmektedir. Büyük boyutlu problemlerin çözümü, doğrusal olmayan modellerle makul zamanlarda olamayacağı ya da çok uzun süreceği için konik skalerleştirmeli çok amaçlı matematiksel modeli kullanan bir Genetik Algoritma (GA) meta-sezgisel çözüm yöntemi önerilmiştir. GA yaklaşımının en iyi veya en iyiye yakın çözüme ulaşmasına etki eden parametrelerin en iyi kombinasyonu belirlemek amacı ile bir deney tasarımı gerçekleştirilmiştir. Bu tez çalışması için Eskişehir Tülomsaş Motor Fabrikası'nda bir uygulama çalışması yürütülmüştür. Yürütülen bu çalışma, altı farklı amaç ağırlık değerleri kullanılarak hem konik skalerleştirmeli GA yaklaşımı ile hem de ağırlıklı toplam skalerleştirmeli GA yaklaşımı ile çözülmüştür. Amaç ağırlıklarının beşinde çok amaçlı konik skalerleştirme GA yaklaşımının daha baskın sonuçlara ulaşabildiği vurgulanmıştır. Ayrıca, önerilen çok amaçlı modelin gerçek hayat problemleri için de makul zamanda uygun çözümler üretebildiği gösterilmiştir.In today's highly competitive business environment, customers desire to buy various products with higher quality at lower costs. Manufacturing firms require a high degree of product variety and small manufacturing lot sizes to meet the demand variability. The product variations in manufacturing cause many problems such as lengthy setup and transportation times, complex scheduling. Cellular Manufacturing Systems contain the characteristics, which will respond to the needs of manufacturers, even though Conventional Manufacturing Systems are not flexible enough to respond to changes. In addition, in most real life manufacturing problems, some or all operations of a part can be processed on more than one machine, and sometimes operations may visit a machine or work center more than once. It is necessary to use resources effectively in order to run such a complex production system successfully. In this study, a mathematical model and a solution approach that deals with a flexible job shop scheduling problem in cellular manufacturing environment is proposed by taking into consideration exceptional parts, intercellular moves, intercellular transportation times, sequence-dependent family setup times, and recirculation. To the best of our knowledge, this is the first attempt to use multi-objective mathematical model and meta-heuristic approach for a Flexible Job Shop Cell Scheduling Problem (FJCSP). However, in the real-life applications, the scalarization method considered is highly important in terms of theoretical research and practical application because the FJCSP process is not easy because of many conflicting objectives. The proposed mixed integer non-linear model can be used for solving small and middle scaled problems. Solution of large scaled problems is not possible in reasonable time or takes too long time, so a Genetic Algorithm (GA) meta-heuristic approach that uses a multi-objective mathematical model with conic scalarization has been presented. An experimental design was used to determine the best combination of parameters which are affected performance of genetic algorithm to achieve optimum or sub-optimum solution. In this thesis study, a case study was conducted in Tülomsaş Locomotive and Engine Factory in Eskişehir. This study was solved by using both conic scalarization GA approach and weighted sum scalarization GA approach with six different weights of objective. It is emphasized that the multi-objective conic scalarization GA approach has better quality than other approach for five different weights of objective. In addition, it has been shown that the multi-objective model could also obtain optimum results in reasonable time for the real-world problems