Hybridation of Bayesian networks and evolutionary algorithms for multi-objective optimization in an integrated product design and project management context

A better integration of preliminary product design and project management processes at early steps of system design is nowadays a key industrial issue. Therefore, the aim is to make firms evolve from classical sequential approach (first product design the project design and management) to new integrated approaches. In this paper, a model for integrated product/project optimization is first proposed which allows taking into account simultaneously decisions coming from the product and project managers. However, the resulting model has an important underlying complexity, and a multi-objective optimization technique is required to provide managers with appropriate scenarios in a reasonable amount of time. The proposed approach is based on an original evolutionary algorithm called evolutionary algorithm oriented by knowledge (EAOK). This algorithm is based on the interaction between an adapted evolutionary algorithm and a model of knowledge (MoK) used for giving relevant orientations during the search process. The evolutionary operators of the EA are modified in order to take into account these orientations. The MoK is based on the Bayesian Network formalism and is built both from expert knowledge and from individuals generated by the EA. A learning process permits to update probabilities of the BN from a set of selected individuals. At each cycle of the EA, probabilities contained into the MoK are used to give some bias to the new evolutionary operators. This method ensures both a faster and effective optimization, but it also provides the decision maker with a graphic and interactive model of knowledge linked to the studied project. An experimental platform has been developed to experiment the algorithm and a large campaign of tests permits to compare different strategies as well as the benefits of this novel approach in comparison with a classical EA

A Bayesian approach to constrained single- and multi-objective optimization

This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to evaluate. As a consequence, the number of evaluations that can be used to carry out the optimization is very limited, as in complex industrial design optimization problems. The method we propose to overcome this difficulty has its roots in both the Bayesian and the multi-objective optimization literatures. More specifically, an extended domination rule is used to handle objectives and constraints in a unified way, and a corresponding expected hyper-volume improvement sampling criterion is proposed. This new criterion is naturally adapted to the search of a feasible point when none is available, and reduces to existing Bayesian sampling criteria---the classical Expected Improvement (EI) criterion and some of its constrained/multi-objective extensions---as soon as at least one feasible point is available. The calculation and optimization of the criterion are performed using Sequential Monte Carlo techniques. In particular, an algorithm similar to the subset simulation method, which is well known in the field of structural reliability, is used to estimate the criterion. The method, which we call BMOO (for Bayesian Multi-Objective Optimization), is compared to state-of-the-art algorithms for single- and multi-objective constrained optimization

Multi agent collaborative search based on Tchebycheff decomposition

This paper presents a novel formulation of Multi Agent Collaborative Search, for multi-objective optimization, based on Tchebycheff decomposition. A population of agents combines heuristics that aim at exploring the search space both globally (social moves) and in a neighborhood of each agent (individualistic moves). In this novel formulation the selection process is based on a combination of Tchebycheff scalarization and Pareto dominance. Furthermore, while in the previous implementation, social actions were applied to the whole population of agents and individualistic actions only to an elite sub-population, in this novel formulation this mechanism is inverted. The novel agent-based algorithm is tested at first on a standard benchmark of difficult problems and then on two specific problems in space trajectory design. Its performance is compared against a number of state-of-the-art multi objective optimization algorithms. The results demonstrate that this novel agent-based search has better performance with respect to its predecessor in a number of cases and converges better than the other state-of-the-art algorithms with a better spreading of the solutions

Hybrid behavioural-based multi-objective space trajectory optimization

In this chapter we present a hybridization of a stochastic based search approach for multi-objective optimization with a deterministic domain decomposition of the solution space. Prior to the presentation of the algorithm we introduce a general formulation of the optimization problem that is suitable to describe both single and multi-objective problems. The stochastic approach, based on behaviorism, combinedwith the decomposition of the solutions pace was tested on a set of standard multi-objective optimization problems and on a simple but representative case of space trajectory design

Optimization as a design strategy. Considerations based on building simulation-assisted experiments about problem decomposition

In this article the most fundamental decomposition-based optimization method - block coordinate search, based on the sequential decomposition of problems in subproblems - and building performance simulation programs are used to reason about a building design process at micro-urban scale and strategies are defined to make the search more efficient. Cyclic overlapping block coordinate search is here considered in its double nature of optimization method and surrogate model (and metaphore) of a sequential design process. Heuristic indicators apt to support the design of search structures suited to that method are developed from building-simulation-assisted computational experiments, aimed to choose the form and position of a small building in a plot. Those indicators link the sharing of structure between subspaces ("commonality") to recursive recombination, measured as freshness of the search wake and novelty of the search moves. The aim of these indicators is to measure the relative effectiveness of decomposition-based design moves and create efficient block searches. Implications of a possible use of these indicators in genetic algorithms are also highlighted.Comment: 48 pages. 12 figures, 3 table

Efficient Computation of Expected Hypervolume Improvement Using Box Decomposition Algorithms

In the field of multi-objective optimization algorithms, multi-objective Bayesian Global Optimization (MOBGO) is an important branch, in addition to evolutionary multi-objective optimization algorithms (EMOAs). MOBGO utilizes Gaussian Process models learned from previous objective function evaluations to decide the next evaluation site by maximizing or minimizing an infill criterion. A common criterion in MOBGO is the Expected Hypervolume Improvement (EHVI), which shows a good performance on a wide range of problems, with respect to exploration and exploitation. However, so far it has been a challenge to calculate exact EHVI values efficiently. In this paper, an efficient algorithm for the computation of the exact EHVI for a generic case is proposed. This efficient algorithm is based on partitioning the integration volume into a set of axis-parallel slices. Theoretically, the upper bound time complexities are improved from previously $O (n^2)$ and $O(n^3)$, for two- and three-objective problems respectively, to $\Theta(n\log n)$, which is asymptotically optimal. This article generalizes the scheme in higher dimensional case by utilizing a new hyperbox decomposition technique, which was proposed by D{\"a}chert et al, EJOR, 2017. It also utilizes a generalization of the multilayered integration scheme that scales linearly in the number of hyperboxes of the decomposition. The speed comparison shows that the proposed algorithm in this paper significantly reduces computation time. Finally, this decomposition technique is applied in the calculation of the Probability of Improvement (PoI)

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