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

Parallel Multi-Objective Evolutionary Algorithms: A Comprehensive Survey

Multi-Objective Evolutionary Algorithms (MOEAs) are powerful search techniques that have been extensively used to solve difficult problems in a wide variety of disciplines. However, they can be very demanding in terms of computational resources. Parallel implementations of MOEAs (pMOEAs) provide considerable gains regarding performance and scalability and, therefore, their relevance in tackling computationally expensive applications. This paper presents a survey of pMOEAs, describing a refined taxonomy, an up-to-date review of methods and the key contributions to the field. Furthermore, some of the open questions that require further research are also briefly discussed

Multi-objective mixed-integer evolutionary algorithms for building spatial design

Multi-objective evolutionary computation aims to find high quality (Pareto optimal) solutions that represent the trade-off between multiple objectives. Within this field there are a number of key challenges. Among others, this includes constraint handling and the exploration of mixed-integer search spaces. This thesis investigates how these challenges can be handled at the same time, and in particular how they can be applied in the multi-objective optimisation algorithms. These algorithms are developed in the context of the optimisation of building spatial designs, which describe the exterior shape of a building, and the internal division into different spaces. Spatial designs are developed early in the design process, and thus have a large impact on the final building design, and in turn also on the quality of the building. Here the structural and thermal performance of a building are optimised to reduce resource consumption. The main contributions of this thesis are as follows. Firstly, a representation for building spatial designs in is introduced. Secondly, specialised search operators are designed to ensure only feasible solutions will be explored. Thirdly, data about the discovered solutions is analysed to explain the results to domain experts. Finally, a general purpose multi-objective mixed-integer evolutionary algorithm is developed. This work is part of the TTW-Open Technology Programme with project number 13596, which is (partly) financed by the Netherlands Organisation for Scientific Research (NWO).Computer Science

Antecipação na tomada de decisão com múltiplos critérios sob incerteza

Orientador: Fernando José Von ZubenTese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Elétrica e de ComputaçãoResumo: A presença de incerteza em resultados futuros pode levar a indecisões em processos de escolha, especialmente ao elicitar as importâncias relativas de múltiplos critérios de decisão e de desempenhos de curto vs. longo prazo. Algumas decisões, no entanto, devem ser tomadas sob informação incompleta, o que pode resultar em ações precipitadas com consequências imprevisíveis. Quando uma solução deve ser selecionada sob vários pontos de vista conflitantes para operar em ambientes ruidosos e variantes no tempo, implementar alternativas provisórias flexíveis pode ser fundamental para contornar a falta de informação completa, mantendo opções futuras em aberto. A engenharia antecipatória pode então ser considerada como a estratégia de conceber soluções flexíveis as quais permitem aos tomadores de decisão responder de forma robusta a cenários imprevisíveis. Essa estratégia pode, assim, mitigar os riscos de, sem intenção, se comprometer fortemente a alternativas incertas, ao mesmo tempo em que aumenta a adaptabilidade às mudanças futuras. Nesta tese, os papéis da antecipação e da flexibilidade na automação de processos de tomada de decisão sequencial com múltiplos critérios sob incerteza é investigado. O dilema de atribuir importâncias relativas aos critérios de decisão e a recompensas imediatas sob informação incompleta é então tratado pela antecipação autônoma de decisões flexíveis capazes de preservar ao máximo a diversidade de escolhas futuras. Uma metodologia de aprendizagem antecipatória on-line é então proposta para melhorar a variedade e qualidade dos conjuntos futuros de soluções de trade-off. Esse objetivo é alcançado por meio da previsão de conjuntos de máximo hipervolume esperado, para a qual as capacidades de antecipação de metaheurísticas multi-objetivo são incrementadas com rastreamento bayesiano em ambos os espaços de busca e dos objetivos. A metodologia foi aplicada para a obtenção de decisões de investimento, as quais levaram a melhoras significativas do hipervolume futuro de conjuntos de carteiras financeiras de trade-off avaliadas com dados de ações fora da amostra de treino, quando comparada a uma estratégia míope. Além disso, a tomada de decisões flexíveis para o rebalanceamento de carteiras foi confirmada como uma estratégia significativamente melhor do que a de escolher aleatoriamente uma decisão de investimento a partir da fronteira estocástica eficiente evoluída, em todos os mercados artificiais e reais testados. Finalmente, os resultados sugerem que a antecipação de opções flexíveis levou a composições de carteiras que se mostraram significativamente correlacionadas com as melhorias observadas no hipervolume futuro esperado, avaliado com dados fora das amostras de treinoAbstract: The presence of uncertainty in future outcomes can lead to indecision in choice processes, especially when eliciting the relative importances of multiple decision criteria and of long-term vs. near-term performance. Some decisions, however, must be taken under incomplete information, what may result in precipitated actions with unforeseen consequences. When a solution must be selected under multiple conflicting views for operating in time-varying and noisy environments, implementing flexible provisional alternatives can be critical to circumvent the lack of complete information by keeping future options open. Anticipatory engineering can be then regarded as the strategy of designing flexible solutions that enable decision makers to respond robustly to unpredictable scenarios. This strategy can thus mitigate the risks of strong unintended commitments to uncertain alternatives, while increasing adaptability to future changes. In this thesis, the roles of anticipation and of flexibility on automating sequential multiple criteria decision-making processes under uncertainty are investigated. The dilemma of assigning relative importances to decision criteria and to immediate rewards under incomplete information is then handled by autonomously anticipating flexible decisions predicted to maximally preserve diversity of future choices. An online anticipatory learning methodology is then proposed for improving the range and quality of future trade-off solution sets. This goal is achieved by predicting maximal expected hypervolume sets, for which the anticipation capabilities of multi-objective metaheuristics are augmented with Bayesian tracking in both the objective and search spaces. The methodology has been applied for obtaining investment decisions that are shown to significantly improve the future hypervolume of trade-off financial portfolios for out-of-sample stock data, when compared to a myopic strategy. Moreover, implementing flexible portfolio rebalancing decisions was confirmed as a significantly better strategy than to randomly choosing an investment decision from the evolved stochastic efficient frontier in all tested artificial and real-world markets. Finally, the results suggest that anticipating flexible choices has lead to portfolio compositions that are significantly correlated with the observed improvements in out-of-sample future expected hypervolumeDoutoradoEngenharia de ComputaçãoDoutor em Engenharia Elétric

Evolutionary Multiobjective Optimization Driven by Generative Adversarial Networks (GANs)

Recently, increasing works have proposed to drive evolutionary algorithms using machine learning models. Usually, the performance of such model based evolutionary algorithms is highly dependent on the training qualities of the adopted models. Since it usually requires a certain amount of data (i.e. the candidate solutions generated by the algorithms) for model training, the performance deteriorates rapidly with the increase of the problem scales, due to the curse of dimensionality. To address this issue, we propose a multi-objective evolutionary algorithm driven by the generative adversarial networks (GANs). At each generation of the proposed algorithm, the parent solutions are first classified into real and fake samples to train the GANs; then the offspring solutions are sampled by the trained GANs. Thanks to the powerful generative ability of the GANs, our proposed algorithm is capable of generating promising offspring solutions in high-dimensional decision space with limited training data. The proposed algorithm is tested on 10 benchmark problems with up to 200 decision variables. Experimental results on these test problems demonstrate the effectiveness of the proposed algorithm

10361 Abstracts Collection and Executive Summary -- Theory of Evolutionary Algorithms

From September 5 to 10, the Dagstuhl Seminar 10361 ``Theory of Evolutionary Algorithms \u27\u27 was held in Schloss Dagstuhl~--~Leibniz Center for Informatics. During the seminar, several participants presented their current research, and ongoing work and open problems were discussed. Abstracts of the presentations given during the seminar as well as abstracts of seminar results and ideas are put together in this paper. The first section describes the seminar topics and goals in general

Scalarized Preferences in Multi-objective Optimization

Multikriterielle Optimierungsprobleme verfügen über keine Lösung, die optimal in jeder Zielfunktion ist. Die Schwierigkeit solcher Probleme liegt darin eine Kompromisslösung zu finden, die den Präferenzen des Entscheiders genügen, der den Kompromiss implementiert. Skalarisierung – die Abbildung des Vektors der Zielfunktionswerte auf eine reelle Zahl – identifiziert eine einzige Lösung als globales Präferenzenoptimum um diese Probleme zu lösen. Allerdings generieren Skalarisierungsmethoden keine zusätzlichen Informationen über andere Kompromisslösungen, die die Präferenzen des Entscheiders bezüglich des globalen Optimums verändern könnten. Um dieses Problem anzugehen stellt diese Dissertation eine theoretische und algorithmische Analyse skalarisierter Präferenzen bereit. Die theoretische Analyse besteht aus der Entwicklung eines Ordnungsrahmens, der Präferenzen als Problemtransformationen charakterisiert, die präferierte Untermengen der Paretofront definieren. Skalarisierung wird als Transformation der Zielmenge in diesem Ordnungsrahmen dargestellt. Des Weiteren werden Axiome vorgeschlagen, die wünschenswerte Eigenschaften von Skalarisierungsfunktionen darstellen. Es wird gezeigt unter welchen Bedingungen existierende Skalarisierungsfunktionen diese Axiome erfüllen. Die algorithmische Analyse kennzeichnet Präferenzen anhand des Resultats, das ein Optimierungsalgorithmus generiert. Zwei neue Paradigmen werden innerhalb dieser Analyse identifiziert. Für beide Paradigmen werden Algorithmen entworfen, die skalarisierte Präferenzeninformationen verwenden: Präferenzen-verzerrte Paretofrontapproximationen verteilen Punkte über die gesamte Paretofront, fokussieren aber mehr Punkte in Regionen mit besseren Skalarisierungswerten; multimodale Präferenzenoptima sind Punkte, die lokale Skalarisierungsoptima im Zielraum darstellen. Ein Drei-Stufen-Algorith\-mus wird entwickelt, der lokale Skalarisierungsoptima approximiert und verschiedene Methoden werden für die unterschiedlichen Stufen evaluiert. Zwei Realweltprobleme werden vorgestellt, die die Nützlichkeit der beiden Algorithmen illustrieren. Das erste Problem besteht darin Fahrpläne für ein Blockheizkraftwerk zu finden, die die erzeugte Elektrizität und Wärme maximieren und den Kraftstoffverbrauch minimiert. Präferenzen-verzerrte Approximationen generieren mehr Energie-effiziente Lösungen, unter denen der Entscheider seine favorisierte Lösung auswählen kann, indem er die Konflikte zwischen den drei Zielen abwägt. Das zweite Problem beschäftigt sich mit der Erstellung von Fahrplänen für Geräte in einem Wohngebäude, so dass Energiekosten, Kohlenstoffdioxidemissionen und thermisches Unbehagen minimiert werden. Es wird gezeigt, dass lokale Skalarisierungsoptima Fahrpläne darstellen, die eine gute Balance zwischen den drei Zielen bieten. Die Analyse und die Experimente, die in dieser Arbeit vorgestellt werden, ermöglichen es Entscheidern bessere Entscheidungen zu treffen indem Methoden angewendet werden, die mehr Optionen generieren, die mit den Präferenzen der Entscheider übereinstimmen

Single- and multi-objective evolutionary design optimization assisted by gaussian random field metamodels

In this thesis numerical optimization methods for single- and multi-objective design optimization with time-consuming computer experiments are studied in theory and practise. We show that the assistance by metamodeling techniques (or: surrogates) can significantly accelerate evolutionary (multi-objective) optimization algorithms (E(M)OA) in the presence of time consuming evaluations. A further increase of robustness can be achieved by taking confidence information for the imprecise evaluations into account. Gaussian random field metamodels, also referred to as Kriging techniques, can provide such confidence information. The confidence information is used to figure out ‘white spots’ in the functional landscape to be explored. The thesis starts with a detailed discussion of computational aspects related to the Kriging algorithm. Then, algorithms for optimization with single objectives, constraints and multiple objectives are introduced. For the latter, with the S-metric selection EMOA (SMS-EMOA) a new powerful algorithm for Pareto optimization is introduced, which outperforms established techniques on standard benchmarks. The concept of a filter is introduced to couple E(M)OA with metamodeling techniques. Various filter concepts are compared, both by means of deducing their properties theoretically and by experiments on artificial landscapes. For the latter studies we propose new analytical indicators, like the inversion metric and the recall/precision measure. Moreover, sufficient conditions for global convergence in probability are established. Finally the practical benefit of the new techniques is demonstrated by solving several industrial optimization problems, including airfoil optimization, solidification process design, metal forming, and electromagnetic compatibility design and comparing the results to those obtained by standard algorithms

Energy-Aware Multi-Objective Job Shop Scheduling Optimization with Metaheuristics in Manufacturing Industries: A Critical Survey, Results, and Perspectives

In recent years, the application of artificial intelligence has been revolutionizing the manufacturing industry, becoming one of the key pillars of what has been called Industry 4.0. In this context, we focus on the job shop scheduling problem (JSP), which aims at productions orders to be carried out, but considering the reduction of energy consumption as a key objective to fulfill. Finding the best combination of machines and jobs to be performed is not a trivial problem and becomes even more involved when several objectives are taken into account. Among them, the improvement of energy savings may conflict with other objectives, such as the minimization of the makespan. In this paper, we provide an in-depth review of the existing literature on multi-objective job shop scheduling optimization with metaheuristics, in which one of the objectives is the minimization of energy consumption. We systematically reviewed and critically analyzed the most relevant features of both problem formulations and algorithms to solve them effectively. The manuscript also informs with empirical results the main findings of our bibliographic critique with a performance comparison among representative multi-objective evolutionary solvers applied to a diversity of synthetic test instances. The ultimate goal of this article is to carry out a critical analysis, finding good practices and opportunities for further improvement that stem from current knowledge in this vibrant research area.Javier Del Ser acknowledges funding support from the Basque Government (consolidated research group MATHMODE, Ref. IT1294-19). Antonio J. Nebro is supported by the Spanish Ministry of Science and Innovation via Grant PID2020-112540RB-C41 (AEI/FEDER, UE) and the Andalusian PAIDI program with Grant P18-RT-2799