Development of a hybrid algorithm for bi-level bi-objective optimization, and application to hydrogen supply chain deployment and design

The present master thesis is based on the recently presented doctoral thesis of Dr. Victor Hugo Cantu Medrano, addressing multiobjective optimization problems in Process Engineering with several alternative resolution methods using Evolutionary Computation. In his thesis, a new algorithm to find the optimal design of the Hydrogen Supply Chain while minimizing economic costs and environmental impact is presented. For its resolution, the algorithm divides the problem into two subproblems or levels. The first level deals with the design of the HSC structure (sizing and location of the facilities). A second level that solves the subproblem corresponding to the operation of the supply chain (production and transportation). The technique used for its resolution is a hybridization of the MOEA SMS-EMOA, for the first level, with a linear programming solver that uses a scalarization function to address the two objectives considered in the second level. In this line, this master thesis consists of developing an extension of this same algorithm with the objective of taking advantage of all the information generated in the second level to increase its efficiency. To achieve this, the second level is executed several times for each execution of the first level, using each time a different vector of weights in the scalarization function. But this new logic implies the readaptation of the whole algorithm. First, the Hydrogen Supply Chain problem is presented and the technique for solving the original algorithm is discussed. Subsequently, the necessary modifications to the MOEA are presented in order to be able to apply the new approach to the algorithm. With the new algorithm implemented, a study is carried out for the definition of the weight vectors and different scalarization functions are studied to try to increase its efficiency. Finally, the results obtained with the new algorithm and those of the original algorithm are compared to determine whether the new version is capable of solving the same problems using fewer computational resourcesCette thèse de master est basée sur la thèse de doctorat récemment soutenue par Dr Víctor Hugo Cantú Medrano, dans laquelle il expérimente plusieurs méthodes de résolution alternatives à l'aide méthodes évolutionnaires pour résoudre les problèmes d'optimisation multiobjectifs dans le domaine du génie des procédés. Dans sa thèse, le Dr Cantú présente un nouvel algorithme permettant de trouver la conception optimale de la chaîne d'approvisionnement en hydrogène tout en minimisant les coûts économiques et l'impact environnemental. Pour sa résolution, l'algorithme divise le problème en deux sous-problèmes ou niveaux. Le premier niveau traite de la conception de la structure de la chaîne logistique hydrogène (dimensionnement et emplacement des installations). Un second niveau résout le sous-problème correspondant à l'exploitation de la chaîne logistique (production et transport). La technique utilisée pour sa résolution est une hybridation du MOEA SMS-EMOA, pour le premier niveau, avec un solveur de programmation linéaire qui utilise une fonction de scalarisation pour traiter les deux objectifs considérés dans le second niveau. Dans cette lignée, ce mémoire de master consiste à développer une extension de ce même algorithme avec l'objectif de tirer profit de toute l'information générée dans le deuxième niveau pour augmenter son efficacité. Pour ce faire, le second niveau est exécuté plusieurs fois pour chaque exécution du premier niveau, en utilisant à chaque fois un vecteur de poids différent dans la fonction de scalarisation. Mais cette nouvelle logique implique la réadaptation de l'ensemble de l'algorithme. Tout d'abord, le problème de la chaîne logistique hydrogène est présenté et la technique de résolution de l'algorithme original est discutée. Ensuite, les modifications nécessaires au MEOA sont présentées afin de pouvoir appliquer la nouvelle approche à l'algorithme. Avec le nouvel algorithme implémenté, une étude est réalisée pour la définition des vecteurs de poids et différentes fonctions de scalarisation sont étudiées pour essayer d'augmenter son efficacité. Enfin, les résultats obtenus avec le nouvel algorithme et ceux de l'algorithme original sont comparés pour déterminer si la nouvelle version est capable de résoudre les mêmes problèmes en utilisant moins de ressources informatiquesEste Trabajo Final de Master parte de la tesis doctoral recientemente presentada del doctor Víctor Hugo Cantú Medrano, donde se abordan problemas de optimización multiobjetivo en Ingeniería de Procesos experimentando con varios métodos de resolución alternativos haciendo uso de la Computación Evolutiva. En su tesis, el doctor Cantú presenta un nuevo algoritmo para encontrar el diseño óptimo de la Hydrogen Supply Chain minimizando los costes económicos y el impacto ambiental. Para su resolución, el algoritmo divide el problema en dos subproblemas o niveles. Un primer nivel que aborda el diseño de la estructura de la HSC (dimensionamiento y ubicación de las instalaciones). Un segundo nivel que resuelve el subproblema correspondiente a la operación de la cadena de suministro (producción y transporte). La técnica empleada para su resolución es una hibridación del MOEA SMS-EMOA, para el primer nivel, con un solver de programación lineal que utiliza una función de escalarización para tratar los dos objetivos considerados en el segundo nivel. En esta línea, este trabajo consiste en desarrollar una extensión de este mismo algoritmo con el objetivo de aprovechar toda la información que se genera en el segundo nivel para aumentar su eficiencia. Para lograrlo se ejecuta varias veces el segundo nivel por cada ejecución del primer nivel, utilizando cada vez un vector de pesos diferente en la función de escalarización. Pero esta nueva lógica implica la readaptación de todo el algoritmo. En primer lugar, se presenta el problema de la Hydrogen Supply Chain y se discute la técnica de resolución del algoritmo original. Posteriormente se presentan las modificaciones necesarias en el MOEA para poder aplicar el nuevo enfoque al algoritmo. Ya con el nuevo algoritmo implementado se realiza un estudio para la definición de los vectores de peso y se estudian diferentes funciones de escalarización para tratar de aumentar su eficiencia. Por último, se comparan los resultados obtenidos con el nuevo algoritmo y los del original para determinar si la nueva versión es capaz de resolver los mismos problemas utilizando un menor número de recursos computacionalesAquest Treball Final de Màster té el seu origen en la tesis doctoral recentment presentada del doctor Víctor Hugo Cantú Medrano, en la qual s’aboren problemes d’optimització multiobjectiu en enginyeria de processos, experimentant amb diversos mètodes de resolució alternatius fent ús de la Computació Evolutiva. En la seva tesis, el doctor Cantú presenta un nou algorisme per a trobar el disseny òptim de la Hydrogen Supply Chain minimitzant els costos econòmics i l’impacte ambiental. Per a la seva resolució, l’algoritme divideix el problema en dos subproblemes o nivells. Un primer nivell aborda el disseny de l’estructura.de la HSC (dimensionament i ubicació de les instal·lacions). Un segon nivell resol el subproblema corresponent a l’operació de la cadena de subministrament (producció i transport). La tècnica empleada per a la seva resolució és una hibridació del MOEA SMS-EMOA, per al primer nivell amb un solver de programació lineal que utilitza una funció d’escalarització per a tractar els dos objectius considerats en el segon nivell. En aquesta línia, aquest treball consisteix a desenvolupar una extensió d’aquest mateix algorisme amb l’objectiu d’aprofitar tota la informació que es genera en el segon nivell per a augmentar la seva eficiència. Per a aconseguir-ho s’executa diverses vegades el segon nivell per cada execució del primer nivell, utilitzant cada vegada un vector de pesos diferent en la funció d’escalarització. Però aquesta nova lògica implica la readaptació de tot l’algorisme. En primer lloc, es presenta el problema de la Hydrogen Supply Chain i es discuteix la tècnica de resolució de l’algorisme original. Posteriorment es presenten les modificacions necessàries en el MOEA per a poder aplicar el nou enfocament a l’algorisme. Ja amb el nou algorisme implementat es realitza un estudi per a la definició dels vectors de pes i s’estudien diferents funcions d’escalarització per a tractar d’augmentar la seva eficiència. Ja amb el nou algorisme implementat es realitza un estudi per a la definició dels vectors de pes i s’estudien diferents funcions d’escalarització per a tractar d’augmentar la seva eficiència. Finalment, es comparen els resultats obtinguts amb el nou algorisme i els de l’original per tal de determinar si es possible obtenir els mateixos resultats fent us d’un menor número de recursos computacionalsObjectius de Desenvolupament Sostenible::7 - Energia Assequible i No Contaminant::7.3 - Per a 2030, duplicar la taxa mundial de millora de l’eficiència energètic

Multiobjective Simulation Optimization Using Enhanced Evolutionary Algorithm Approaches

In today\u27s competitive business environment, a firm\u27s ability to make the correct, critical decisions can be translated into a great competitive advantage. Most of these critical real-world decisions involve the optimization not only of multiple objectives simultaneously, but also conflicting objectives, where improving one objective may degrade the performance of one or more of the other objectives. Traditional approaches for solving multiobjective optimization problems typically try to scalarize the multiple objectives into a single objective. This transforms the original multiple optimization problem formulation into a single objective optimization problem with a single solution. However, the drawbacks to these traditional approaches have motivated researchers and practitioners to seek alternative techniques that yield a set of Pareto optimal solutions rather than only a single solution. The problem becomes much more complicated in stochastic environments when the objectives take on uncertain (or noisy ) values due to random influences within the system being optimized, which is the case in real-world environments. Moreover, in stochastic environments, a solution approach should be sufficiently robust and/or capable of handling the uncertainty of the objective values. This makes the development of effective solution techniques that generate Pareto optimal solutions within these problem environments even more challenging than in their deterministic counterparts. Furthermore, many real-world problems involve complicated, black-box objective functions making a large number of solution evaluations computationally- and/or financially-prohibitive. This is often the case when complex computer simulation models are used to repeatedly evaluate possible solutions in search of the best solution (or set of solutions). Therefore, multiobjective optimization approaches capable of rapidly finding a diverse set of Pareto optimal solutions would be greatly beneficial. This research proposes two new multiobjective evolutionary algorithms (MOEAs), called fast Pareto genetic algorithm (FPGA) and stochastic Pareto genetic algorithm (SPGA), for optimization problems with multiple deterministic objectives and stochastic objectives, respectively. New search operators are introduced and employed to enhance the algorithms\u27 performance in terms of converging fast to the true Pareto optimal frontier while maintaining a diverse set of nondominated solutions along the Pareto optimal front. New concepts of solution dominance are defined for better discrimination among competing solutions in stochastic environments. SPGA uses a solution ranking strategy based on these new concepts. Computational results for a suite of published test problems indicate that both FPGA and SPGA are promising approaches. The results show that both FPGA and SPGA outperform the improved nondominated sorting genetic algorithm (NSGA-II), widely-considered benchmark in the MOEA research community, in terms of fast convergence to the true Pareto optimal frontier and diversity among the solutions along the front. The results also show that FPGA and SPGA require far fewer solution evaluations than NSGA-II, which is crucial in computationally-expensive simulation modeling applications

Metaheuristic and matheuristic approaches for multi-objective optimization problems in process engineering : application to the hydrogen supply chain design

Complex optimization problems are ubiquitous in Process Systems Engineering (PSE) and are generally solved by deterministic approaches. The treatment of real case studies usually involves mixed-integer variables, nonlinear functions, a large number of constraints, and several conflicting criteria to be optimized simultaneously, thus challenging the classical methods. The main motivation of this research is therefore to explore alternative solution methods for addressing these complex multiobjective optimization problems related to the PSE area, focusing on the recent advances in Evolutionary Computation. If multiobjective evolutionary algorithms (MOEAs) have proven to be robust for the solution of multiobjective problems, their performance yet strongly depends on the constraint-handling techniques for the solution of highly constrained problems. The core of innovation of this research is the adaptation of metaheuristic-based tools to this class of PSE problems. For this purpose, a two-stage strategy was developed. First, an empirical study was performed in the perspective of comparing different algorithmic configurations and selecting the best to provide a high-quality approximation of the Pareto front. This study, comprising both academic test problems and several PSE applications, demonstrated that a method using the gradient-based mechanism to repair infeasible solutions consistently obtains the best results, in particular for handling equality constraints. Capitalizing on the experience from this preliminary numerical investigation, a novel matheuristic solution strategy was then developed and adapted to the problem of Hydrogen Supply Chain (HSC) design that encompasses the aforementioned numerical difficulties, considering both economic and environmental criteria. A MOEA based on decomposition combined with the gradient-based repair was first explored as a solution technique. However, due to the important number of mass balances (equality constraints), this approach showed a poor convergence to the optimal Pareto front. Therefore, a novel matheuristic was developed and adapted to this problem, following a bilevel decomposition: the upper level (discrete) addresses the HSC structure design problem (facility sizing and location), whereas the lower level (Linear Programming problem) solves the corresponding operation subproblem (production and transportation). This strategy allows the development of an ad-hoc matheuristic solution technique, through the hybridization of a MOEA (upper level) with a LP solver (lower level) using a scalarizing function to deal with the two objectives considered. The numerical results obtained for the Occitanie region case study highlight that the hybrid approach produces an accurate approximation of the optimal Pareto front, more efficiently than exact solution methods. Finally, the matheuristic allowed studying the HSC design problem with more realistic assumptions regarding the technologies used for hydrogen synthesis, the learning rates capturing the increasing maturity of these technologies over time and nonlinear relationships for the computation of Capital and Operational Expenditures (CAPEX and OPEX) for the hydrogen production facilities. The resulting novel model, with a non-convex, bi-objective mixed-integer nonlinear programming (MINLP) formulation, can be efficiently solved through minor modifications in the hybrid algorithm proposed earlier, which finds its mere justification in the determination of the timewise deployment of sustainable hydrogen supply chains

A hybrid multi-objective approach to capacitated facility location with flexible store allocation for green logistics modeling

We propose an efficient evolutionary multi-objective optimization approach to the capacitated facility location–allocation problem (CFLP) for solving large instances that considers flexibility at the allocation level, where financial costs and CO2 emissions are considered simultaneously. Our approach utilizes suitably adapted Lagrangian Relaxation models for dealing with costs and CO2 emissions at the allocation level, within a multi-objective evolutionary framework at the location level. Thus our method assesses the robustness of each location solution with respect to our two objectives for customer allocation. We extend our exploration of selected solutions by considering a range of trade-offs for customer allocation

Modelling and Optimizing Supply Chain Integrated Production Scheduling Problems

Globalization and advanced information technologies (e.g., Internet of Things) have considerably impacted supply chains (SCs) by persistently forcing original equipment manufacturers (OEMs) to switch production strategies from make-to-stock (MTS) to make-to-order (MTO) to survive in competition. Generally, an OEM follows the MTS strategy for products with steady demand. In contrast, the MTO strategy exists under a pull system with irregular demand in which the received customer orders are scheduled and launched into production. In comparison to MTS, MTO has the primary challenges of ensuring timely delivery at the lowest possible cost, satisfying the demands of high customization and guaranteeing the accessibility of raw materials throughout the production process. These challenges are increasing substantially since industrial productions are becoming more flexible, diversified, and customized. Besides, independently making the production scheduling decisions from other stages of these SCs often find sub-optimal results, creating substantial challenges to fulfilling demands timely and cost-effectively. Since adequately managing these challenges asynchronously are difficult, constructing optimization models by integrating SC decisions, such as customer requirements, supply portfolio (supplier selection and order allocation), delivery batching decisions, and inventory portfolio (inventory replenishment, consumption, and availability), with shop floor scheduling under a deterministic and dynamic environment is essential to fulfilling customer expectations at the least possible cost. These optimization models are computationally intractable. Consequently, designing algorithms to schedule or reschedule promptly is also highly challenging for these time-sensitive, operationally integrated optimization models. Thus, this thesis focuses on modelling and optimizing SC-integrated production scheduling problems, named SC scheduling problems (SCSPs). The objective of optimizing job shop scheduling problems (JSSPs) is to ensure that the requisite resources are accessible when required and that their utilization is maximally efficient. Although numerous algorithms have been devised, they can sometimes become computationally exorbitant and yield sub-optimal outcomes, rendering production systems inefficient. These could be due to a variety of causes, such as an imbalance in population quality over generations, recurrent generation and evaluation of identical schedules, and permitting an under-performing method to conduct the evolutionary process. Consequently, this study designs two methods, a sequential approach (Chapter 2) and a multi-method approach (Chapter 3), to address the aforementioned issues and to acquire competitive results in finding optimal or near-optimal solutions for JSSPs in a single objective setting. The devised algorithms for JSSPs optimize workflows for each job by accurate mapping between/among related resources, generating more optimal results than existing algorithms. Production scheduling can not be accomplished precisely without considering supply and delivery decisions and customer requirements simultaneously. Thus, a few recent studies have operationally integrated SCs to accurately predict process insights for executing, monitoring, and controlling the planned production. However, these studies are limited to simple shop-floor configurations and can provide the least flexibility to address the MTO-based SC challenges. Thus, this study formulates a bi-objective optimization model that integrates the supply portfolio into a flexible job shop scheduling environment with a customer-imposed delivery window to cost-effectively meet customized and on-time delivery requirements (Chapter 4). Compared to the job shop that is limited to sequence flexibility only, the flexible job shop has been deemed advantageous due to its capacity to provide increased scheduling flexibility (both process and sequence flexibility). To optimize the model, the performance of the multi-objective particle swarm optimization algorithm has been enhanced, with the results providing decision-makers with an increased degree of flexibility, offering a larger number of Pareto solutions, more varied and consistent frontiers, and a reasonable time for MTO-based SCs. Environmental sustainability is spotlighted for increasing environmental awareness and follow-up regulations. Consequently, the related factors strongly regulate the supply portfolio for sustainable development, which remained unexplored in the SCSP as those criteria are primarily qualitative (e.g., green production, green product design, corporate social responsibility, and waste disposal system). These absences may lead to an unacceptable supply portfolio. Thus, this study overcomes the problem by integrating VIKORSORT into the proposed solution methodology of the extended SCSP. In addition, forming delivery batches of heterogeneous customer orders is challenging, as one order can lead to another being delayed. Therefore, the previous optimization model is extended by integrating supply, manufacturing, and delivery batching decisions and concurrently optimizing them in response to heterogeneous customer requirements with time window constraints, considering both economic and environmental sustainability for the supply portfolio (Chapter 5). Since the proposed optimization model is an extension of the flexible job shop, it can be classified as a non-deterministic polynomial-time (NP)-hard problem, which cannot be solved by conventional optimization techniques, particularly in the case of larger instances. Therefore, a reinforcement learning-based hyper-heuristic (HH) has been designed, where four solution-updating heuristics are intelligently guided to deliver the best possible results compared to existing algorithms. The optimization model furnishes a set of comprehensive schedules that integrate the supply portfolio, production portfolio (work-center/machine assignment and customer orders sequencing), and batching decisions. This provides numerous meaningful managerial insights and operational flexibility prior to the execution phase. Recently, SCs have been experiencing unprecedented and massive disruptions caused by an abrupt outbreak, resulting in difficulties for OEMs to recover from disruptive demand-supply equilibrium. Hence, this study proposes a multi-portfolio (supply, production, and inventory portfolios) approach for a proactive-reactive scheme, which concerns the SCSP with complex multi-level products, simultaneously including unpredictably dynamic supply, demand, and shop floor disruptions (Chapter 6). This study considers fabrication and assembly in a multi-level product structure. To effectively address this time-sensitive model based on real-time data, a Q-learning-based multi-operator differential evolution algorithm in a HH has been designed to address disruptive events and generate a timely rescheduling plan. The numerical results and analyses demonstrate the proposed model's capability to effectively address single and multiple disruptions, thus providing significant managerial insights and ensuring SC resilience

Simultaneous Planning of Liner Ship Speed Optimization, Fleet Deployment, Scheduling and Cargo Allocation with Container Transshipment

Due to a substantial growth in the world waterborne trade volumes and drastic changes in the global climate accounted for CO2 emissions, the shipping companies need to escalate their operational and energy efficiency. Therefore, a multi-objective mixed-integer non-linear programming (MINLP) model is proposed in this study to simultaneously determine the optimal service schedule, number of vessels in a fleet serving each route, vessel speed between two ports of call, and flow of cargo considering transshipment operations for each pair of origin-destination. This MINLP model presents a trade-off between economic and environmental aspects considering total shipping time and overall shipping cost as the two conflicting objectives. The shipping cost comprises of CO2 emission, fuel consumption and several operational costs where fuel consumption is determined using speed and load. Two efficient evolutionary algorithms: Nondominated Sorting Genetic Algorithm II (NSGA-II) and Online Clustering-based Evolutionary Algorithm (OCEA) are applied to attain the near-optimal solution of the proposed problem. Furthermore, six problem instances of different sizes are solved using these algorithms to validate the proposed model.Comment: 28 pages, 10 figure

Explicit Building Block Multiobjective Evolutionary Computation: Methods and Applications

This dissertation presents principles, techniques, and performance of evolutionary computation optimization methods. Concentration is on concepts, design formulation, and prescription for multiobjective problem solving and explicit building block (BB) multiobjective evolutionary algorithms (MOEAs). Current state-of-the-art explicit BB MOEAs are addressed in the innovative design, execution, and testing of a new multiobjective explicit BB MOEA. Evolutionary computation concepts examined are algorithm convergence, population diversity and sizing, genotype and phenotype partitioning, archiving, BB concepts, parallel evolutionary algorithm (EA) models, robustness, visualization of evolutionary process, and performance in terms of effectiveness and efficiency. The main result of this research is the development of a more robust algorithm where MOEA concepts are implicitly employed. Testing shows that the new MOEA can be more effective and efficient than previous state-of-the-art explicit BB MOEAs for selected test suite multiobjective optimization problems (MOPs) and U.S. Air Force applications. Other contributions include the extension of explicit BB definitions to clarify the meanings for good single and multiobjective BBs. A new visualization technique is developed for viewing genotype, phenotype, and the evolutionary process in finding Pareto front vectors while tracking the size of the BBs. The visualization technique is the result of a BB tracing mechanism integrated into the new MOEA that enables one to determine the required BB sizes and assign an approximation epistasis level for solving a particular problem. The culmination of this research is explicit BB state-of-the-art MOEA technology based on the MOEA design, BB classifier type assessment, solution evolution visualization, and insight into MOEA test metric validation and usage as applied to test suite, deception, bioinformatics, unmanned vehicle flight pattern, and digital symbol set design MOPs

Multiobjective strategies for New Product Development in the pharmaceutical industry

New Product Development (NPD) constitutes a challenging problem in the pharmaceutical industry, due to the characteristics of the development pipeline. Formally, the NPD problem can be stated as follows: select a set of R&D projects from a pool of candidate projects in order to satisfy several criteria (economic profitability, time to market) while coping with the uncertain nature of the projects. More precisely, the recurrent key issues are to determine the projects to develop once target molecules have been identified, their order and the level of resources to assign. In this context, the proposed approach combines discrete event stochastic simulation (Monte Carlo approach) with multiobjective genetic algorithms (NSGAII type, Non-Sorted Genetic Algorithm II) to optimize the highly combinatorial portfolio management problem. In that context, Genetic Algorithms (GAs) are particularly attractive for treating this kind of problem, due to their ability to directly lead to the so-called Pareto front and to account for the combinatorial aspect. This work is illustrated with a study case involving nine interdependent new product candidates targeting three diseases. An analysis is performed for this test bench on the different pairs of criteria both for the bi- and tricriteria optimization: large portfolios cause resource queues and delays time to launch and are eliminated by the bi- and tricriteria optimization strategy. The optimization strategy is thus interesting to detect the sequence candidates. Time is an important criterion to consider simultaneously with NPV and risk criteria. The order in which drugs are released in the pipeline is of great importance as with scheduling problems

Grain silo location-allocation problem with dwell time for optimization of food grain supply chain network

In the last few decades, production and procurement of food grain in India have steadily increased, however, storage capacity has not increased proportionally. The government of India (GOI) is establishing the various capacitated silos across the country to bridge this storage capacity gap. This paper presents a novel integrated multi-objective, multi-modal and multiperiod mathematical model for grain silo location-allocation problem with Dwell time to support the decision-making process of GOI. Two conflicting objectives- minimization of total supply chain network cost and total lead time (transit and dwell time) are simultaneously optimized using two Pareto based multi-objective algorithms with calibrated parameters