Many-Objective Hybrid Optimization Under Uncertainty With Applications

A novel method for solving many-objective optimization problems under uncertainty was developed. It is well known that no single optimization algorithm performs best for all problems. Therefore, the developed method, a many-objective hybrid optimizer (MOHO), uses five constitutive algorithms and actively switches between them throughout the optimization process allowing for robust optimization. MOHO monitors the progress made by each of the five algorithms and allows the best performing algorithm more attempts at finding the optimum. This removes the need for user input for selecting algorithm as the best performing algorithm is automatically selected thereby increasing the probability of converging to the optimum. An uncertainty quantification framework, based on sparse polynomial chaos expansion, to propagate the uncertainties in the input parameter to the objective functions was also developed and validated. Where the samples and analysis runs needed for standard polynomial chaos expansion increases exponentially with the dimensionality, the presented sparse polynomial chaos approach efficiently propagates the uncertainty with only a few samples, thereby greatly reducing the computational cost. The performance of MOHO was investigated on a total of 65 analytical test problems from the DTLZ and WFG test suite, for which the analytical solution is known. MOHO is also applied to two additional real-life cases of aerodynamic shape design of subsonic and hypersonic bodies. Aerodynamic shape optimization is often computationally expensive and is, therefore, a good test case to investigate MOHO`s ability to reduce the computational time through robust optimization and accelerated convergence. The subsonic design optimization had three objectives: maximize lift and minimize drag and moment. The hypersonic design optimization had two objectives: maximize volume and minimize drag. Two accelerated solvers based on fast multipole method and Newton impact theory are developed for simulating subsonic and hypersonic flows. The results show that MOHO performed, on average, better than all five remaining algorithms in 52% of the DTLZ+WFG problems. The results of robust optimization of a subsonic body and hypersonic bodies were in good agreement with theory. The MOHO developed is capable of solving many-objective, multi-objective and single objective, constrained and unconstrained optimization problems with and without uncertainty with little user input

The segmentation issue: general stopping criteria and specific design considerations for practical application of evolutionary algorithms

Segmentation is a tool presented for representation and approximation of data, according to a set of appropriate models. These procedures have applications to many different domains, such as time series analysis, polygonal approximation, Air Traffic Control,... Different heuristic and metaheuristic proposals have been introduced to deal with this issue. This thesis provides a novel multiobjective evolutionary method, analyzing the required general tools for the application evolutionary algorithms to real problems and the specific modifications required over the different steps of general proposals to adapt them to the segmentation domain. An introduction to the domain is presented by means of the design of a specific heuristic for segmentation of Air Traffic Control (ATC) data. This domain has a series of characteristics which make it difficult to be faced with traditional techniques: noisy data and a large number of measurements. The proposal works on two phases, using a pre-segmentation which introduces available domain information and applying a standard technique over this initial technique's results. Its results according to the presented domain, tested with a set of eight different representative trajectories, show competitive advantages compared to general approaches, which oversegmentate noisy data and, in some cases, exhibit poor scalability. This heuristic proposal shows the costly process of adapting available approaches and designing specific ones, along with the multi-objective nature of the problem, which requires the use of quality indicators for a proper comparison process. Applying evolutionary algorithms to segmentation provides several advantages, highlighting the fact that the problem dependance of heuristics make it costly to adapt these heuristics to new domains, as introduced by the designed heuristic to ATC. However, the practical application of these algorithms requires the study of a topic which has received little research effort from the community: stopping criteria. An evolutionary approach should contain a dynamic procedure which can determine when stagnation has taken place and stop the algorithm accordingly (as opposed to a-priori cost budgets, either in function evaluations or generations, which are usually applied for test datasets). Stopping criteria have been faced for single and multi-objective cases in this thesis. Single-objective stopping criteria have been approached proposing an active role of the stopping criteria, actively increasing the diversity in the variable space while tracking the updates in the fitness function. Thus, the algorithm reuses the information obtained for the stopping decision and feeds it to a stopping prevention mechanism in order to prevent problematic situations such as early convergence. The presented algorithm has been tested according to a set of 27 different functions, with different characteristics regarding their dimensionality, search space, local minima... The results show that the introduced mechanisms enhance the robustness of the results, due to the improved exploration and the early convergence prevention. Multi-objective stopping criteria are faced with the use of progress indicators (comparison measures of the quality of the evolution results at different generations) and an associated data gathering tool. The final proposal uses three different progress indicators, (hypervolume, epsilon and Mutual Dominance Rate) and considers them jointly according to a decision fusion architecture. The stagnation analysis is based on the least squares regression parameters of the indicators values, including a normality analysis as well. The online nature of these algorithms is highlighted, preventing the recomputation of the indicators values which were present in other available alternatives, and also focusing on the simplicity of the final proposal, in order to reduce the cost of introducing it into available algorithms. The proposal has been tested with instances of the DTLZ algorithm family, obtaining satisfactory stops with a standard set of configuration values for the technique. However, there is a lack of quantitative measures to determine the objective quality of a stop and to properly compare its value to other alternatives. The multi-objective nature of the segmentation problem is analyzed to propose a multiobjective evolutionary algorithm (MOEA) to deal with it. This nature is analyzed according to a selection of available approaches, highlighting the difficulties which had to be faced in the parameter configuration in order to guide the processes to the desired solution values. A multi-objective a-posteriori approach such as the one presented allows the decision maker to choose from the front of possible final solutions the one which suits him best, simplifying this process. The presented approach chooses SPEA2 as its underlying MOEA, analyzing different representation and initialization proposals. The results have been validated against a representative set of heuristic and metaheuristic techniques, using three widely extended curves from the polygonal approximation domain (chromosome, leaf and semicircle), obtaining statistically better results for almost all the different test cases. This initial MOEA approach had unresolved issues, such as the archiving technique complexity order, and also lacked the proper specific design considerations to adapt it to the application domain. These issues have been faced according to different improvements. First of all, an alternative representation is proposed, including partial fitness information and associated fitness-aware transformation operators (transformation operators which compute children fitness values according to their changes and the parents partial values). A novel archiving procedure is introduced according to the bi-objective nature of the domain, being one of them discrete. This leads to a relaxed Pareto dominance check, named epsilon glitches. Multi-objective local search versions of the traditional algorithms are proposed and tested for the initialization of the algorithm, along with the stopping criterion proposal which has also been adapted to the problem characteristics. The archive size in this case is big enough to contain all the different individuals in the optimal front, such that quality assessment is simplified and a simpler mechanism can be introduced to detect stagnation, according to the improvements in each of the possible individuals. The final evolutionary proposal is scalable, requires few configuration parameters and introduces an efficient dynamic stopping criterion. Its results have been tested against the original technique and the set of heuristic and metaheuristic techniques previously used, including the three original curves and also more complex versions of them (obtained with an introduced generation mechanism according to these original shapes). Even though the stopping results are very satisfactory, the obtained results are slightly worse than the original MOEA for the three simpler problem instances with the established configuration parameters (as was expected, due to the computational effort of the a-priori established number of generations and population size, based on the analysis of the algorithm's results). However, the comparison versus the alternative techniques stills shows the same statistically better results, and its reduced computational cost allows its application to a wider set of problems.La segmentación es una técnica creada para la representación y la aproximación de conjuntos de datos a través de un conjunto de modelos apropiados. Estos procedimientos tienen aplicaciones para múltiples dominios distintos, como el análisis de series temporales, la aproximación poligonal o el Control de Tráfico Aéreo. Se han hecho múltiples propuestas tanto de carácter heurístico como metaheurístico para lidiar con este problema. Esta tesis proporciona un nuevo método evolutivo multiobjetivo, analizando las herramientas generales necesarias para la aplicación de algoritmos evolutivos a problemas reales y las modificaciones específicas necesarias sobre los distintos pasos de las propuestas genéricas para adaptarlos al dominio de la segmentación. Se presenta una introducción al dominio mediante el diseño de una heurística específica para la segmentación de datos procedentes del Control de Tráfico Aéreo (CTA). Este dominio tiene una serie de características que dificultan la aplicación de técnicas tradicionales: datos con ruido y un gran número de muestras. La propuesta realizada funciona de acuerdo a dos fases, utilizando una presegmentación que introduce información del dominio disponible para posteriormente aplicar una técnica estándar sobre los resultados de esta técnica inicial. Sus resultados para el dominio presentado, probado con un conjunto de ocho trayectorias representativas distintas, presentan ventajas competitivas frente a los enfoques generales, que sobresegmentan los datos con ruido y, en algunos casos, presentan una mala escalabilidad. Esta propuesta heurística muestra el costoso proceso que implica adaptar los enfoques existentes o el diseño de otros nuevos, junto a la naturaleza multiobjectivo del problema, que precisa del uso de indicadores de calidad para realizar un proceso de comparación apropiado. La aplicación de algoritmos evolutivos a la segmentación tiene múltiples ventajas, destacando el hecho de la dependencia existente entre las heurísticas y el problema específico para el que han sido diseñadas, lo que hace que su adaptación a nuevos dominios sea costosa, como se ha introducido a través de la propuesta heurística para CTA. A pesar de ello, la aplicación práctica de estos algoritmos requiere el estudio de una faceta que ha recibido poca atención por parte de la comunidad desde el punto de vista de la investigación: los criterios de parada. Un enfoque evolutivo debería tener una técnica dinámica que pueda detectar cuando se ha producido el estancamiento del proceso, y parar el algoritmo de acuerdo a ello (de manera opuesta a los criterios a-priori que establecen un coste predeterminado, expresado como número de evaluaciones o de generaciones, y que son habitualmente aplicados para los conjuntos de datos de prueba). Los criterios de parada se han afrontado tanto desde el caso de un único objetivo como desde el caso multiobjectivo en esta tesis. Los criterios de parada para un único objetivo se han abordado proponiendo un rol activo para el criterio, aumentando la diversidad en el espacio de variables de una manera activa, mientras se monitorizan los cambios en la función objetivo. De esta manera, el algoritmo reutiliza la información obtenida para la decisión de parada y la inserta en un mecanismo de prevención de la parada con la finalidad de prevenir situaciones problemáticas como la convergencia temprana. El algoritmo presentado se ha probado sobre un conjunto de 27 funciones distintas, con diferentes características respecto a su dimensionalidad, espacio de búsqueda, mínimos locales... Los resultados muestran que los mecanismos introducidos mejoran la robustez de los resultados, haciendo uso de la exploración mejorada y la prevención de la convergencia temprana. Los criterios de parada multiobjetivo se han planteado con el uso de indicadores de avance (medidas comparativas de la calidad de los resultados de la evolución en diferentes generaciones) y una herramienta de recolección de datos asociada. La propuesta final utiliza tres indicadores de avance distintos (hypervolumen, epsilon y ratio de dominancia mutua) y los considera de una manera conjunta de acuerdo a una arquitectura de fusión de decisiones. El análisis del estancamiento se basa en los parámetros de una regresión de mínimos cuadrados sobre los valores de los indicadores, incluyendo asimismo un análisis de normalidad. Se recalca la naturaleza online de estos algoritmos, evitando el recálculo de los valores de los indicadores que estaba presente en otras alternativas disponibles, y también focalizándose en la simplicidad de la propuesta final, de manera que se facilite el proceso de introducir el criterio en los algoritmos existentes. La propuesta ha sido probada con instancias de la familia de algoritmos DTLZ, obteniendo resultados de parada satisfactorios con un conjunto de valores de configuración estándar para la técnica. Sin embargo, existe una falta de medidas cuantitativas para determinar la calidad objetiva de una parada, así como para comparar de manera apropiada su valor frente al de otras alternativas. La naturaleza multiobjetivo del problema de segmentación se ha analizado para proponer un algoritmo evolutivo multiobjetivo (AEMO) para resolverlo. Esta naturaleza ha sido analizada de acuerdo a una selección de los enfoques disponibles, destacando las dificultades que se tienen que afrontar en la configuración de los parámetros de cara a guiar el proceso hacia los valores de solución deseados. Un enfoque multiobjetivo a-posteriori como el que se ha presentado permite al responsable elegir del frente de posibles soluciones finales aquella que encaja mejor, simplificando este proceso. El enfoque presentado ha elegido SPEA2 como algoritmo de base, analizando diferentes propuestas de inicialización y representación. Los resultados se han validado frente a un conjunto significativo de técnicas heurísticas y metaheurísticas, utilizando tres curvas ampliamente extendidas en el dominio de la segmentación poligonal (cromosoma, hoja y semicírculo), obteniendo resultados estadísticamente mejores para la casi totatilidad de los casos de prueba. Esta propuesta inicial de AEMO presentaba una serie de problemas sin resolver, como el orden de complejidad de la técnica de almacenaje, y además carecía de las consideraciones específicas de diseño para su adaptación al dominio de aplicación. Estos problemas se han afrontado de acuerdo a diferentes mejoras. Por un lado, se ha propuesto una representación alternativa, incluyendo información parcial de la función objetivo y operadores de transformación informados (operadores de transformación que calculan los valores de la función objetivo de los hijos de acuerdo a los cambios realizados y los valores parciales de los padres). Una nueva técnica de almacenaje se ha introducido de acuerdo a la naturaleza biobjetivo del dominio, siendo uno de ellos además discreto. Esta naturaleza ha llevado a la aplicación de una forma relajada de dominancia de Pareto, que hemos denominado pulsos épsilon. Versiones multiobjetivo de los algoritmos tradicionales de búsqueda local han sido propuestas y probadas para la inicialización del algoritmo, junto con la propuesta de criterio de parada, que también ha sido adaptada a las características del problema. En este caso, el tamaño del almacén es suficientemente grande como para almacenar todos los individuos del frente óptimo, de manera que las técnicas de análisis de calidad de los frentes se simplifican, y un mecanismo más sencillo puede ser introducido para detectar el estancamiento, de acuerdo a las mejoras en cada uno de los individuos posibles. La propuesta evolutiva final es escalable, requiere pocos parámetros de configuración e introduce un criterio de parada dinámico y eficiente. Sus resultados se han probado frente a la técnica original y el conjunto de técnicas heurísticas y metaheurísticas previamente utilizadas, incluyendo las tres curvas originales y versiones más complejas de las mismas (obtenidas con un mecanismo de generación incluido de acuerdo a estas tres formas originales). A pesar de que los resultados de parada son muy satisfactorios, los resultados obtenidos son ligeramente peores que el AEMO original para las tres instancias del problema más simples, utilizando el conjunto de parámetros de configuración establecidos (como cabía esperar, dado el coste computacional del número de generaciones y tamaño de la población establecidos a priori, basados en el análisis de los resultados del algoritmo). En cualquier caso, la comparación frente a las técnicas alternativas todavía presenta los mismos resultados estadísticamente mejores, y las mejoras en el coste computacional permiten su aplicación a un mayor conjunto de problemas.Programa Oficial de Doctorado en Ciencia y Tecnología InformáticaPresidente: Pedro Isasi Viñuela.- Secretario: Rafael Martínez Tomás.- Vocal: Javier Segovia Pére

Composite Differential Evolution for Constrained Evolutionary Optimization

When solving constrained optimization problems (COPs) by evolutionary algorithms, the search algorithm plays a crucial role. In general, we expect that the search algorithm has the capability to balance not only diversity and convergence but also constraints and objective function during the evolution. For this purpose, this paper proposes a composite differential evolution (DE) for constrained optimization, which includes three different trial vector generation strategies with distinct advantages. In order to strike a balance between diversity and convergence, one of these three trial vector generation strategies is able to increase diversity, and the other two exhibit the property of convergence. In addition, to accomplish the tradeoff between constraints and objective function, one of the two trial vector generation strategies for convergence is guided by the individual with the least degree of constraint violation in the population, and the other is guided by the individual with the best objective function value in the population. After producing offspring by the proposed composite DE, the feasibility rule and the ϵ constrained method are combined elaborately for selection in this paper. Moreover, a restart scheme is proposed to help the population jump out of a local optimum in the infeasible region for some extremely complicated COPs. By assembling the above techniques together, a constrained composite DE is proposed. The experiments on two sets of benchmark test functions with various features, i.e., 24 test functions from IEEE CEC2006 and 18 test functions with 10 dimensions and 30 dimensions from IEEE CEC2010, have demonstrated that the proposed method shows better or at least competitive performance against other state-of-the-art methods

The Application of Nature-inspired Metaheuristic Methods for Optimising Renewable Energy Problems and the Design of Water Distribution Networks

This work explores the technical challenges that emerge when applying bio-inspired optimisation methods to real-world engineering problems. A number of new heuristic algorithms were proposed and tested to deal with these challenges. The work is divided into three main dimensions: i) One of the most significant industrial optimisation problems is optimising renewable energy systems. Ocean wave energy is a promising technology for helping to meet future growth in global energy demand. However, the current technologies of wave energy converters (WECs) are not fully developed because of technical engineering and design challenges. This work proposes new hybrid heuristics consisting of cooperative coevolutionary frameworks and neuro-surrogate optimisation methods for optimising WECs problem in three domains, including position, control parameters, and geometric parameters. Our problem-specific algorithms perform better than existing approaches in terms of higher quality results and the speed of convergence. ii) The second part applies search methods to the optimization of energy output in wind farms. Wind energy has key advantages in terms of technological maturity, cost, and life-cycle greenhouse gas emissions. However, designing an accurate local wind speed and power prediction is challenging. We propose two models for wind speed and power forecasting for two wind farms located in Sweden and the Baltic Sea by a combination of recurrent neural networks and evolutionary search algorithms. The proposed models are superior to other applied machine learning methods. iii) Finally, we investigate the design of water distribution systems (WDS) as another challenging real-world optimisation problem. WDS optimisation is demanding because it has a high-dimensional discrete search space and complex constraints. A hybrid evolutionary algorithm is suggested for minimising the cost of various water distribution networks and for speeding up the convergence rate of search.Thesis (Ph.D.) -- University of Adelaide, School of Computer Science, 202

Digital Filter Design Using Improved Artificial Bee Colony Algorithms

Digital filters are often used in digital signal processing applications. The design objective of a digital filter is to find the optimal set of filter coefficients, which satisfies the desired specifications of magnitude and group delay responses. Evolutionary algorithms are population-based meta-heuristic algorithms inspired by the biological behaviors of species. Compared to gradient-based optimization algorithms such as steepest descent and Newton’s like methods, these bio-inspired algorithms have the advantages of not getting stuck at local optima and being independent of the starting point in the solution space. The limitations of evolutionary algorithms include the presence of control parameters, problem specific tuning procedure, premature convergence and slower convergence rate. The artificial bee colony (ABC) algorithm is a swarm-based search meta-heuristic algorithm inspired by the foraging behaviors of honey bee colonies, with the benefit of a relatively fewer control parameters. In its original form, the ABC algorithm has certain limitations such as low convergence rate, and insufficient balance between exploration and exploitation in the search equations. In this dissertation, an ABC-AMR algorithm is proposed by incorporating an adaptive modification rate (AMR) into the original ABC algorithm to increase convergence rate by adjusting the balance between exploration and exploitation in the search equations through an adaptive determination of the number of parameters to be updated in every iteration. A constrained ABC-AMR algorithm is also developed for solving constrained optimization problems.There are many real-world problems requiring simultaneous optimizations of more than one conflicting objectives. Multiobjective (MO) optimization produces a set of feasible solutions called the Pareto front instead of a single optimum solution. For multiobjective optimization, if a decision maker’s preferences can be incorporated during the optimization process, the search process can be confined to the region of interest instead of searching the entire region. In this dissertation, two algorithms are developed for such incorporation. The first one is a reference-point-based MOABC algorithm in which a decision maker’s preferences are included in the optimization process as the reference point. The second one is a physical-programming-based MOABC algorithm in which physical programming is used for setting the region of interest of a decision maker. In this dissertation, the four developed algorithms are applied to solve digital filter design problems. The ABC-AMR algorithm is used to design Types 3 and 4 linear phase FIR differentiators, and the results are compared to those obtained by the original ABC algorithm, three improved ABC algorithms, and the Parks-McClellan algorithm. The constrained ABC-AMR algorithm is applied to the design of sparse Type 1 linear phase FIR filters of filter orders 60, 70 and 80, and the results are compared to three state-of-the-art design methods. The reference-point-based multiobjective ABC algorithm is used to design of asymmetric lowpass, highpass, bandpass and bandstop FIR filters, and the results are compared to those obtained by the preference-based multiobjective differential evolution algorithm. The physical-programming-based multiobjective ABC algorithm is used to design IIR lowpass, highpass and bandpass filters, and the results are compared to three state-of-the-art design methods. Based on the obtained design results, the four design algorithms are shown to be competitive as compared to the state-of-the-art design methods

Open Data and Models for Energy and Environment

This Special Issue aims at providing recent advancements on open data and models. Energy and environment are the fields of application.For all the aforementioned reasons, we encourage researchers and professionals to share their original works. Topics of primary interest include, but are not limited to:Open data and models for energy sustainability;Open data science and environment applications;Open science and open governance for Sustainable Development Goals;Key performance indicators of data-aware energy modelling, planning and policy;Energy, water and sustainability database for building, district and regional systems; andBest practices and case studies

Decision-Making for Well Placement Optimization in Oil Field Development

Well placement is a method to improve oil recovery by drilling new infill wells in a reservoir. Drilling new wells is a critical yet very challenging task in field development, because the optimal well locations are rarely known and difficult to decide in practice due to complex reservoir and depletion situations. This dissertation focuses on the development of mathematical optimization techniques to assist decision-making for well planning and placement. The following topics are included in this dissertation. 1. To study and develop two stochastic approximated gradient-based approaches: the ensemble based optimization method (EnOpt) and the fixed-gain simultaneous perturbation stochastic approximation (FSP) for well placement; Evaluate the performance and effectiveness of these two methods on case studies. 2. To develop an efficient method to decide optimal number of wells and the corresponding locations, evaluate the performance on study cases. 3. To handle geological uncertainty and decision-making risk, propose a new workflow for multi-objective well placement optimization. 4. To ensure an efficient decision-making and a fast turnaround time, the use of engineering prior knowledge and a few acceleration routines are discussed in the context of optimization. All approaches are evaluated on synthetic reservoir models, some are performed on real field-like cases. This dissertation provides various optimization methods with an enhanced capability of addressing geological uncertainty for well placement in oilfield development. However, it should also be noted that while the techniques proposed in this dissertation are applicable to a diverse set of reservoirs with no known limitations, the additional value of this dissertation lies in its ability to address well placement needs for highly complex reservoirs. For reservoirs that lack the complexity seen, for example, in deepwater basins, conventional well placement methods may be sufficient

Shadow Price Guided Genetic Algorithms

The Genetic Algorithm (GA) is a popular global search algorithm. Although it has been used successfully in many fields, there are still performance challenges that prevent GA’s further success. The performance challenges include: difficult to reach optimal solutions for complex problems and take a very long time to solve difficult problems. This dissertation is to research new ways to improve GA’s performance on solution quality and convergence speed. The main focus is to present the concept of shadow price and propose a two-measurement GA. The new algorithm uses the fitness value to measure solutions and shadow price to evaluate components. New shadow price Guided operators are used to achieve good measurable evolutions. Simulation results have shown that the new shadow price Guided genetic algorithm (SGA) is effective in terms of performance and efficient in terms of speed