A benchmark generator for dynamic multi-objective optimization problems

The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.Many real-world optimization problems appear to not only have multiple objectives that conflict each other but also change over time. They are dynamic multi-objective optimization problems (DMOPs) and the corresponding field is called dynamic multi-objective optimization (DMO), which has gained growing attention in recent years. However, one main issue in the field of DMO is that there is no standard test suite to determine whether an algorithm is capable of solving them. This paper presents a new benchmark generator for DMOPs that can generate several complicated characteristics, including mixed Pareto-optimal front (convexity-concavity), strong dependencies between variables, and a mixed type of change, which are rarely tested in the literature. Experiments are conducted to compare the performance of five state-of-the-art DMO algorithms on several typical test functions derived from the proposed generator, which gives a better understanding of the strengths and weaknesses of these tested algorithms for DMOPs

Benchmark generator for CEC 2009 competition on dynamic optimization

Evolutionary algorithms(EAs) have been widely applied to solve stationary optimization problems. However, many real-world applications are actually dynamic. In order to study the performance of EAs in dynamic environments, one important task is to develop proper dynamic benchmark problems. Over the years, researchers have applied a number of dynamic test problems to compare the performance of EAs in dynamic environments, e.g., the “moving peaks ” benchmark (MPB) proposed by Branke [1], the DF1 generator introduced by Morrison and De Jong [6], the singleand multi-objective dynamic test problem generator by dynamically combining different objective functions of exiting stationary multi-objective benchmark problems suggested by Jin and Sendhoff [2], Yang and Yao’s exclusive-or (XOR) operator [10, 11, 12], Kang’s dynamic traveling salesman problem (DTSP) [3] and dynamic multi knapsack problem (DKP), etc. Though a number of DOP generators exist in the literature, there is no unified approach of constructing dynamic problems across the binary space, real space and combinatorial space so far. This report uses the generalized dynamic benchmark generator (GDBG) proposed in [4], which construct dynamic environments for all the three solution spaces. Especially, in the rea

Multi-criteria Evolution of Neural Network Topologies: Balancing Experience and Performance in Autonomous Systems

Majority of Artificial Neural Network (ANN) implementations in autonomous systems use a fixed/user-prescribed network topology, leading to sub-optimal performance and low portability. The existing neuro-evolution of augmenting topology or NEAT paradigm offers a powerful alternative by allowing the network topology and the connection weights to be simultaneously optimized through an evolutionary process. However, most NEAT implementations allow the consideration of only a single objective. There also persists the question of how to tractably introduce topological diversification that mitigates overfitting to training scenarios. To address these gaps, this paper develops a multi-objective neuro-evolution algorithm. While adopting the basic elements of NEAT, important modifications are made to the selection, speciation, and mutation processes. With the backdrop of small-robot path-planning applications, an experience-gain criterion is derived to encapsulate the amount of diverse local environment encountered by the system. This criterion facilitates the evolution of genes that support exploration, thereby seeking to generalize from a smaller set of mission scenarios than possible with performance maximization alone. The effectiveness of the single-objective (optimizing performance) and the multi-objective (optimizing performance and experience-gain) neuro-evolution approaches are evaluated on two different small-robot cases, with ANNs obtained by the multi-objective optimization observed to provide superior performance in unseen scenarios

Metaheuristic design of feedforward neural networks: a review of two decades of research

Over the past two decades, the feedforward neural network (FNN) optimization has been a key interest among the researchers and practitioners of multiple disciplines. The FNN optimization is often viewed from the various perspectives: the optimization of weights, network architecture, activation nodes, learning parameters, learning environment, etc. Researchers adopted such different viewpoints mainly to improve the FNN's generalization ability. The gradient-descent algorithm such as backpropagation has been widely applied to optimize the FNNs. Its success is evident from the FNN's application to numerous real-world problems. However, due to the limitations of the gradient-based optimization methods, the metaheuristic algorithms including the evolutionary algorithms, swarm intelligence, etc., are still being widely explored by the researchers aiming to obtain generalized FNN for a given problem. This article attempts to summarize a broad spectrum of FNN optimization methodologies including conventional and metaheuristic approaches. This article also tries to connect various research directions emerged out of the FNN optimization practices, such as evolving neural network (NN), cooperative coevolution NN, complex-valued NN, deep learning, extreme learning machine, quantum NN, etc. Additionally, it provides interesting research challenges for future research to cope-up with the present information processing era

Constructing dynamic test environments for genetic algorithms based on problem difficulty

This article is posted here with permission from IEEE - Copyright @ 2004 IEEEIn recent years the study of dynamic optimization problems has attracted an increasing interest from the community of genetic algorithms and researchers have developed a variety of approaches into genetic algorithms to solve these problems. In order to compare their performance, an important issue is the construction of standardized dynamic test environments. Based on the concept of problem difficulty, This work proposes a new dynamic environment generator using a decomposable trap function. With this generator, it is possible to systematically construct dynamic environments with changing and bounding difficulty and hence, we can test different genetic algorithms under dynamic environments with changing but controllable difficulty levels.This research was supported by UK EPSRC under Grant GR/S79718/01

Adaptive Robust Optimization with Dynamic Uncertainty Sets for Multi-Period Economic Dispatch under Significant Wind

The exceptional benefits of wind power as an environmentally responsible renewable energy resource have led to an increasing penetration of wind energy in today's power systems. This trend has started to reshape the paradigms of power system operations, as dealing with uncertainty caused by the highly intermittent and uncertain wind power becomes a significant issue. Motivated by this, we present a new framework using adaptive robust optimization for the economic dispatch of power systems with high level of wind penetration. In particular, we propose an adaptive robust optimization model for multi-period economic dispatch, and introduce the concept of dynamic uncertainty sets and methods to construct such sets to model temporal and spatial correlations of uncertainty. We also develop a simulation platform which combines the proposed robust economic dispatch model with statistical prediction tools in a rolling horizon framework. We have conducted extensive computational experiments on this platform using real wind data. The results are promising and demonstrate the benefits of our approach in terms of cost and reliability over existing robust optimization models as well as recent look-ahead dispatch models.Comment: Accepted for publication at IEEE Transactions on Power System

Improved dynamical particle swarm optimization method for structural dynamics

A methodology to the multiobjective structural design of buildings based on an improved particle swarm optimization algorithm is presented, which has proved to be very efficient and robust in nonlinear problems and when the optimization objectives are in conflict. In particular, the behaviour of the particle swarm optimization (PSO) classical algorithm is improved by dynamically adding autoadaptive mechanisms that enhance the exploration/exploitation trade-off and diversity of the proposed algorithm, avoiding getting trapped in local minima. A novel integrated optimization system was developed, called DI-PSO, to solve this problem which is able to control and even improve the structural behaviour under seismic excitations. In order to demonstrate the effectiveness of the proposed approach, the methodology is tested against some benchmark problems. Then a 3-story-building model is optimized under different objective cases, concluding that the improved multiobjective optimization methodology using DI-PSO is more efficient as compared with those designs obtained using single optimization.Peer ReviewedPostprint (published version

Processing second-order stochastic dominance models using cutting-plane representations

This is the post-print version of the Article. The official published version can be accessed from the links below. Copyright @ 2011 Springer-VerlagSecond-order stochastic dominance (SSD) is widely recognised as an important decision criterion in portfolio selection. Unfortunately, stochastic dominance models are known to be very demanding from a computational point of view. In this paper we consider two classes of models which use SSD as a choice criterion. The first, proposed by Dentcheva and Ruszczyński (J Bank Finance 30:433–451, 2006), uses a SSD constraint, which can be expressed as integrated chance constraints (ICCs). The second, proposed by Roman et al. (Math Program, Ser B 108:541–569, 2006) uses SSD through a multi-objective formulation with CVaR objectives. Cutting plane representations and algorithms were proposed by Klein Haneveld and Van der Vlerk (Comput Manage Sci 3:245–269, 2006) for ICCs, and by Künzi-Bay and Mayer (Comput Manage Sci 3:3–27, 2006) for CVaR minimization. These concepts are taken into consideration to propose representations and solution methods for the above class of SSD based models. We describe a cutting plane based solution algorithm and outline implementation details. A computational study is presented, which demonstrates the effectiveness and the scale-up properties of the solution algorithm, as applied to the SSD model of Roman et al. (Math Program, Ser B 108:541–569, 2006).This study was funded by OTKA, Hungarian National Fund for Scientific Research, project 47340; by Mobile Innovation Centre, Budapest University of Technology, project 2.2; Optirisk Systems, Uxbridge, UK and by BRIEF (Brunel University Research Innovation and Enterprise Fund)