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

Differential Evolution for Multiobjective Portfolio Optimization

Financial portfolio optimization is a challenging problem. First, the problem is multiobjective (i.e.: minimize risk and maximize profit) and the objective functions are often multimodal and non smooth (e.g.: value at risk). Second, managers have often to face real-world constraints, which are typically non-linear. Hence, conventional optimization techniques, such as quadratic programming, cannot be used. Stochastic search heuristic can be an attractive alternative. In this paper, we propose a new multiobjective algorithm for portfolio optimization: DEMPO - Differential Evolution for Multiobjective Portfolio Optimization. The main advantage of this new algorithm is its generality, i.e., the ability to tackle a portfolio optimization task as it is, without simplifications. Our empirical results show the capability of our approach of obtaining highly accurate results in very reasonable runtime, in comparison with quadratic programming and another state-of-art search heuristic, the so-called NSGA II.Portfolio Optimization, Multiobjective, Real-world Constraints, Value at Risk, Expected Shortfall, Differential Evolution

NSGA-II-trained neural network approach to the estimation of prediction intervals of scale deposition rate in oil & gas equipment

International audienceScale deposition can damage equipment in the oil & gas production industry. Hence, the reliable and accurate prediction of the scale deposition rate is critical for production availability. In this study, we consider the problem of predicting the scale deposition rate, providing an indication of the associated prediction uncertainty. We tackle the problem using an empirical modeling approach, based on experimental data. Specifically, we implement a multi-objective genetic algorithm (namely, non-dominated sorting genetic algorithm-II (NSGA-II)) to train a neural network (NN) (i.e. to find its parameters, that is its weights and biases) to provide the prediction intervals (PIs) of the scale deposition rate. The PIs are optimized both in terms of accuracy (coverage probability) and dimension (width). We perform k-fold cross-validation to guide the choice of the NN structure (i.e. the number of hidden neurons). We use hypervolume indicator metric to evaluate the Pareto fronts in the validation step. A case study is considered, with regards to a set of experimental observations: the NSGA-II-trained neural network is shown capable of providing PIs with both high coverage and small width