Exact And Representative Algorithms For Multi Objective Optimization

In most real-life problems, the decision alternatives are evaluated with multiple conflicting criteria. The entire set of non-dominated solutions for practical problems is impossible to obtain with reasonable computational effort. Decision maker generally needs only a representative set of solutions from the actual Pareto front. First algorithm we present is for efficiently generating a well dispersed non-dominated solution set representative of the Pareto front which can be used for general multi objective optimization problem. The algorithm first partitions the criteria space into grids to generate reference points and then searches for non-dominated solutions in each grid. This grid-based search utilizes achievement scalarization function and guarantees Pareto optimality. The results of our experimental results demonstrate that the proposed method is very competitive with other algorithms in literature when representativeness quality is considered; and advantageous from the computational efficiency point of view. Although generating the whole Pareto front does not seem very practical for many real life cases, sometimes it is required for verification purposes or where DM wants to run his decision making structures on the full set of Pareto solutions. For this purpose we present another novel algorithm. This algorithm attempts to adapt the standard branch and bound approach to the multi objective context by proposing to branch on solution points on objective space. This algorithm is proposed for multi objective integer optimization type of problems. Various properties of branch and bound concept has been investigated and explained within the multi objective optimization context such as fathoming, node selection, heuristics, as well as some multi objective optimization specific concepts like filtering, non-domination probability, running in parallel. Potential of this approach for being used both as a full Pareto generation or an approximation approach has been shown with experimental studies

Multiobjective optimization of natural gas transportation networks

L'optimisation de l'exploitation d'un réseau de transport de gaz naturel (RTGN) est typiquement un problème d'optimisation multiobjectif, faisant intervenir notamment la minimisation de la consommation énergétique dans les stations de compression, la maximisation du rendement, etc. Cependant, très peu de travaux concernant l'optimisation multiobjectif des réseaux de gazoducs sont présentés dans la littérature. Ainsi, ce travail vise à fournir un cadre général de formulation et de résolution de problèmes d'optimisation multiobjectif liés aux RTGN. Dans la première partie de l'étude, le modèle du RTGN est présenté. Ensuite, diverses techniques d'optimisation multiobjectif appartenant aux deux grandes classes de méthodes par scalarisation, d'une part, et de procédures évolutionnaires, d'autre part, communément utilisées dans de nombreux domaines de l'ingénierie, sont détaillées. Sur la base d'une étude comparative menée sur deux exemples mathématiques et cinq problèmes de génie des procédés (incluant en particulier un RTGN), un algorithme génétique basé sur une variante de NSGA-II, qui surpasse les méthodes de scalarisation, de somme pondérée et d'ε-Contrainte, a été retenu pour résoudre un problème d'optimisation tricritère d'un RTGN. Tout d'abord un problème monocritère relatif à la minimisation de la consommation de fuel dans les stations de compression est résolu. Ensuite un problème bicritère, où la consommation de fuel doit être minimisée et la livraison de gaz aux points terminaux du réseau maximisée, est présenté ; l'ensemble des solutions non dominées est répresenté sur un front de Pareto. Enfin l'impact d'injection d'hydrogène dans le RTGN est analysé en introduisant un troisième critère : le pourcentage d'hydrogène injecté dans le réseau que l'on doit maximiser. Dans les deux cas multiobjectifs, des méthodes génériques d'aide à la décision multicritère sont mises en oeuvre pour déterminer les meilleures solutions parmi toutes celles déployées sur les fronts de Pareto. ABSTRACT : The optimization of a natural gas transportation network (NGTN) is typically a multiobjective optimization problem, involving for instance energy consumption minimization at the compressor stations and gas delivery maximization. However, very few works concerning multiobjective optimization of gas pipelines networks are reported in the literature. Thereby, this work aims at providing a general framework of formulation and resolution of multiobjective optimization problems related to NGTN. In the first part of the study, the NGTN model is described. Then, various multiobjective optimization techniques belonging to two main classes, scalarization and evolutionary, commonly used for engineering purposes, are presented. From a comparative study performed on two mathematical examples and on five process engineering problems (including a NGTN), a variant of the multiobjective genetic algorithm NSGA-II outmatches the classical scalararization methods, Weighted-sum and ε-Constraint. So NSGA-II has been selected for performing the triobjective optimization of a NGTN. First, the monobjective problem related to the minimization of the fuel consumption in the compression stations is solved. Then a biojective problem, where the fuel consumption has to be minimized, and the gas mass flow delivery at end-points of the network maximized, is presented. The non dominated solutions are displayed in the form of a Pareto front. Finally, the study of the impact of hydrogen injection in the NGTN is carried out by introducing a third criterion, i.e., the percentage of injected hydrogen to be maximized. In the two multiobjective cases, generic Multiple Choice Decision Making tools are implemented to identify the best solution among the ones displayed of the Pareto fronts

A smart pool search matheuristic for solving a multi-objective microgrid storage planning problem.

In this paper, a multi-objective power dispatching problem that uses Plug-in Electric Vehicle (PEV) as storage units is considered. The problem involves several PEVs and a microgrid community, composed of small houses, residential areas, and different Renewable Energy Resources. Three different objectives are considered: microgrid total costs; usage of PEV batteries and maximum grid peak load. In order to find sets of non-dominated solutions, a matheuristic black box solves several Mixed Integer Linear Programming (MILP) subproblems. We improve a previously developed MILP model and design a new multi-objective matheuristic including new problem initialization mechanisms