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

A multi-objective evolutionary approach to simulation-based optimisation of real-world problems.

This thesis presents a novel evolutionary optimisation algorithm that can improve the quality of solutions in simulation-based optimisation. Simulation-based optimisation is the process of finding optimal parameter settings without explicitly examining each possible configuration of settings. An optimisation algorithm generates potential configurations and sends these to the simulation, which acts as an evaluation function. The evaluation results are used to refine the optimisation such that it eventually returns a high-quality solution. The algorithm described in this thesis integrates multi-objective optimisation, parallelism, surrogate usage, and noise handling in a unique way for dealing with simulation-based optimisation problems incurred by these characteristics. In order to handle multiple, conflicting optimisation objectives, the algorithm uses a Pareto approach in which the set of best trade-off solutions is searched for and presented to the user. The algorithm supports a high degree of parallelism by adopting an asynchronous master-slave parallelisation model in combination with an incremental population refinement strategy. A surrogate evaluation function is adopted in the algorithm to quickly identify promising candidate solutions and filter out poor ones. A novel technique based on inheritance is used to compensate for the uncertainties associated with the approximative surrogate evaluations. Furthermore, a novel technique for multi-objective problems that effectively reduces noise by adopting a dynamic procedure in resampling solutions is used to tackle the problem of real-world unpredictability (noise). The proposed algorithm is evaluated on benchmark problems and two complex real-world problems of manufacturing optimisation. The first real-world problem concerns the optimisation of a production cell at Volvo Aero, while the second one concerns the optimisation of a camshaft machining line at Volvo Cars Engine. The results from the optimisations show that the algorithm finds better solutions for all the problems considered than existing, similar algorithms. The new techniques for dealing with surrogate imprecision and noise used in the algorithm are identified as key reasons for the good performance.University of Skövde Knowledge Foundation Swede

Simultaneous Topology, Shape, and Sizing Optimisation of Plane Trusses with Adaptive Ground Finite Elements Using MOEAs

This paper proposes a novel integrated design strategy to accomplish simultaneous topology shape and sizing optimisation of a two-dimensional (2D) truss. An optimisation problem is posed to find a structural topology, shape, and element sizes of the truss such that two objective functions, mass and compliance, are minimised. Design constraints include stress, buckling, and compliance. The procedure for an adaptive ground elements approach is proposed and its encoding/decoding process is detailed. Two sets of design variables defining truss layout, shape, and element sizes at the same time are applied. A number of multiobjective evolutionary algorithms (MOEAs) are implemented to solve the design problem. Comparative performance based on a hypervolume indicator shows that multiobjective population-based incremental learning (PBIL) is the best performer. Optimising three design variable types simultaneously is more efficient and effective

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

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

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

Quantification d’incertitude sur fronts de Pareto et stratégies pour l’optimisation bayésienne en grande dimension, avec applications en conception automobile

This dissertation deals with optimizing expensive or time-consuming black-box functionsto obtain the set of all optimal compromise solutions, i.e. the Pareto front. In automotivedesign, the evaluation budget is severely limited by numerical simulation times of the considered physical phenomena. In this context, it is common to resort to “metamodels” (models of models) of the numerical simulators, especially using Gaussian processes. They enable adding sequentially new observations while balancing local search and exploration. Complementing existing multi-objective Expected Improvement criteria, we propose to estimate the position of the whole Pareto front along with a quantification of the associated uncertainty, from conditional simulations of Gaussian processes. A second contribution addresses this problem from a different angle, using copulas to model the multi-variate cumulative distribution function. To cope with a possibly high number of variables, we adopt the REMBO algorithm. From a randomly selected direction, defined by a matrix, it allows a fast optimization when only a few number of variables are actually influential, but unknown. Several improvements are proposed, such as a dedicated covariance kernel, a selection procedure for the low dimensional domain and of the random directions, as well as an extension to the multi-objective setup. Finally, an industrial application in car crash-worthiness demonstrates significant benefits in terms of performance and number of simulations required. It has also been used to test the R package GPareto developed during this thesis.Cette thèse traite de l’optimisation multiobjectif de fonctions coûteuses, aboutissant à laconstruction d’un front de Pareto représentant l’ensemble des compromis optimaux. En conception automobile, le budget d’évaluations est fortement limité par les temps de simulation numérique des phénomènes physiques considérés. Dans ce contexte, il est courant d’avoir recours à des « métamodèles » (ou modèles de modèles) des simulateurs numériques, en se basant notamment sur des processus gaussiens. Ils permettent d’ajouter séquentiellement des observations en conciliant recherche locale et exploration. En complément des critères d’optimisation existants tels que des versions multiobjectifs du critère d’amélioration espérée, nous proposons d’estimer la position de l’ensemble du front de Pareto avec une quantification de l’incertitude associée, à partir de simulations conditionnelles de processus gaussiens. Une deuxième contribution reprend ce problème à partir de copules. Pour pouvoir traiter le cas d’un grand nombre de variables d’entrées, nous nous basons sur l’algorithme REMBO. Par un tirage aléatoire directionnel, défini par une matrice, il permet de trouver un optimum rapidement lorsque seules quelques variables sont réellement influentes (mais inconnues). Plusieurs améliorations sont proposées, elles comprennent un noyau de covariance dédié, une sélection du domaine de petite dimension et des directions aléatoires mais aussi l’extension au casmultiobjectif. Enfin, un cas d’application industriel en crash a permis d’obtenir des gainssignificatifs en performance et en nombre de calculs requis, ainsi que de tester le package R GPareto développé dans le cadre de cette thèse

Design and analysis of diversity-based parent selection schemes for speeding up evolutionary multi-objective optimisation

Parent selection in evolutionary algorithms for multi-objective optimisation is usually performed by dominance mechanisms or indicator functions that prefer non-dominated points. We propose to refine the parent selection on evolutionary multi-objective optimisation with diversity-based metrics. The aim is to focus on individuals with a high diversity contribution located in poorly explored areas of the search space, so the chances of creating new non-dominated individuals are better than in highly populated areas. We show by means of rigorous runtime analysis that the use of diversity-based parent selection mechanisms in the Simple Evolutionary Multi-objective Optimiser (SEMO) and Global SEMO for the well known bi-objective functions OneMinMax and LOTZ can significantly improve their performance. Our theoretical results are accompanied by experimental studies that show a correspondence between theory and empirical results and motivate further theoretical investigations in terms of stagnation. We show that stagnation might occur when favouring individuals with a high diversity contribution in the parent selection step and provide a discussion on which scheme to use for more complex problems based on our theoretical and experimental results

Evolutionary Algorithms in Engineering Design Optimization

Evolutionary algorithms (EAs) are population-based global optimizers, which, due to their characteristics, have allowed us to solve, in a straightforward way, many real world optimization problems in the last three decades, particularly in engineering fields. Their main advantages are the following: they do not require any requisite to the objective/fitness evaluation function (continuity, derivability, convexity, etc.); they are not limited by the appearance of discrete and/or mixed variables or by the requirement of uncertainty quantification in the search. Moreover, they can deal with more than one objective function simultaneously through the use of evolutionary multi-objective optimization algorithms. This set of advantages, and the continuously increased computing capability of modern computers, has enhanced their application in research and industry. From the application point of view, in this Special Issue, all engineering fields are welcomed, such as aerospace and aeronautical, biomedical, civil, chemical and materials science, electronic and telecommunications, energy and electrical, manufacturing, logistics and transportation, mechanical, naval architecture, reliability, robotics, structural, etc. Within the EA field, the integration of innovative and improvement aspects in the algorithms for solving real world engineering design problems, in the abovementioned application fields, are welcomed and encouraged, such as the following: parallel EAs, surrogate modelling, hybridization with other optimization techniques, multi-objective and many-objective optimization, etc