Shift-based density estimation for pareto-based algorithms in many-objective optimization

It is commonly accepted that Pareto-based evolutionary multiobjective optimization (EMO) algorithms encounter difficulties in dealing with many-objective problems. In these algorithms, the ineffectiveness of the Pareto dominance relation for a high-dimensional space leads diversity maintenance mechanisms to play the leading role during the evolutionary process, while the preference of diversity maintenance mechanisms for individuals in sparse regions results in the final solutions distributed widely over the objective space but distant from the desired Pareto front. Intuitively, there are two ways to address this problem: 1) modifying the Pareto dominance relation and 2) modifying the diversity maintenance mechanism in the algorithm. In this paper, we focus on the latter and propose a shift-based density estimation (SDE) strategy. The aim of our study is to develop a general modification of density estimation in order to make Pareto-based algorithms suitable for many-objective optimization. In contrast to traditional density estimation that only involves the distribution of individuals in the population, SDE covers both the distribution and convergence information of individuals. The application of SDE in three popular Pareto-based algorithms demonstrates its usefulness in handling many-objective problems. Moreover, an extensive comparison with five state-of-the-art EMO algorithms reveals its competitiveness in balancing convergence and diversity of solutions. These findings not only show that SDE is a good alternative to tackle many-objective problems, but also present a general extension of Pareto-based algorithms in many-objective optimization. © 2013 IEEE

Numerical and Evolutionary Optimization 2020

This book was established after the 8th International Workshop on Numerical and Evolutionary Optimization (NEO), representing a collection of papers on the intersection of the two research areas covered at this workshop: numerical optimization and evolutionary search techniques. While focusing on the design of fast and reliable methods lying across these two paradigms, the resulting techniques are strongly applicable to a broad class of real-world problems, such as pattern recognition, routing, energy, lines of production, prediction, and modeling, among others. This volume is intended to serve as a useful reference for mathematicians, engineers, and computer scientists to explore current issues and solutions emerging from these mathematical and computational methods and their applications

Evolutionary Algorithms for Static and Dynamic Multiobjective Optimization

Many real-world optimization problems consist of a number of conflicting objectives that have to be optimized simultaneously. Due to the presence of multiple conflicting ob- jectives, there is no single solution that can optimize all the objectives. Therefore, the resulting multiobjective optimization problems (MOPs) resort to a set of trade-off op- timal solutions, called the Pareto set in the decision space and the Pareto front in the objective space. Traditional optimization methods can at best find one solution in a sin- gle run, thereby making them inefficient to solve MOPs. In contrast, evolutionary algo- rithms (EAs) are able to approximate multiple optimal solutions in a single run. This strength makes EAs good candidates for solving MOPs. Over the past several decades, there have been increasing research interests in developing EAs or improving their perfor- mance, resulting in a large number of contributions towards the applicability of EAs for MOPs. However, the performance of EAs depends largely on the properties of the MOPs in question, e.g., static/dynamic optimization environments, simple/complex Pareto front characteristics, and low/high dimensionality. Different problem properties may pose dis- tinct optimization difficulties to EAs. For example, dynamic (time-varying) MOPs are generally more challenging than static ones to EAs. Therefore, it is not trivial to further study EAs in order to make them widely applicable to MOPs with various optimization scenarios or problem properties. This thesis is devoted to exploring EAs’ ability to solve a variety of MOPs with dif- ferent problem characteristics, attempting to widen EAs’ applicability and enhance their general performance. To start with, decomposition-based EAs are enhanced by incorpo- rating two-phase search and niche-guided solution selection strategies so as to make them suitable for solving MOPs with complex Pareto fronts. Second, new scalarizing functions are proposed and their impacts on evolutionary multiobjective optimization are exten- sively studied. On the basis of the new scalarizing functions, an efficient decomposition- based EA is introduced to deal with a class of hard MOPs. Third, a diversity-first- and-convergence-second sorting method is suggested to handle possible drawbacks of convergence-first based sorting methods. The new sorting method is then combined with strength based fitness assignment, with the aid of reference directions, to optimize MOPs with an increase of objective dimensionality. After that, we study the field of dynamic multiobjective optimization where objective functions and constraints can change over time. A new set of test problems consisting of a wide range of dynamic characteristics is introduced at an attempt to standardize test environments in dynamic multiobjective optimization, thereby aiding fair algorithm comparison and deep performance analysis. Finally, a dynamic EA is developed to tackle dynamic MOPs by exploiting the advan- tages of both generational and steady-state algorithms. All the proposed approaches have been extensively examined against existing state-of-the-art methods, showing fairly good performance in a variety of test scenarios. The research work presented in the thesis is the output of initiative and novel attempts to tackle some challenging issues in evolutionary multiobjective optimization. This re- search has not only extended the applicability of some of the existing approaches, such as decomposition-based or Pareto-based algorithms, for complex or hard MOPs, but also contributed to moving forward research in the field of dynamic multiobjective optimiza- tion with novel ideas including new test suites and novel algorithm design

Differential evolution with two-level parameter adaptation

The performance of differential evolution (DE) largely depends on its mutation strategy and control parameters. In this paper, we propose an adaptive DE (ADE) algorithm with a new mutation strategy DE/lbest/1 and a two-level adaptive parameter control scheme. The DE/lbest/1 strategy is a variant of the greedy DE/best/1 strategy. However, the population is mutated under the guide of multiple locally best individuals in DE/lbest/1 instead of one globally best individual in DE/best/1. This strategy is beneficial to the balance between fast convergence and population diversity. The two-level adaptive parameter control scheme is implemented mainly in two steps. In the first step, the population-level parameters F p and CR p for the whole population are adaptively controlled according to the optimization states, namely, the exploration state and the exploitation state in each generation. These optimization states are estimated by measuring the population distribution. Then, the individual-level parameters F i and CR i for each individual are generated by adjusting the population-level parameters. The adjustment is based on considering the individual's fitness value and its distance from the globally best individual. This way, the parameters can be adapted to not only the overall state of the population but also the characteristics of different individuals. The performance of the proposed ADE is evaluated on a suite of benchmark functions. Experimental results show that ADE generally outperforms four state-of-the-art DE variants on different kinds of optimization problems. The effects of ADE components, parameter properties of ADE, search behavior of ADE, and parameter sensitivity of ADE are also studied. Finally, we investigate the capability of ADE for solving three real-world optimization problems

State-of-the-art in aerodynamic shape optimisation methods

Aerodynamic optimisation has become an indispensable component for any aerodynamic design over the past 60 years, with applications to aircraft, cars, trains, bridges, wind turbines, internal pipe flows, and cavities, among others, and is thus relevant in many facets of technology. With advancements in computational power, automated design optimisation procedures have become more competent, however, there is an ambiguity and bias throughout the literature with regards to relative performance of optimisation architectures and employed algorithms. This paper provides a well-balanced critical review of the dominant optimisation approaches that have been integrated with aerodynamic theory for the purpose of shape optimisation. A total of 229 papers, published in more than 120 journals and conference proceedings, have been classified into 6 different optimisation algorithm approaches. The material cited includes some of the most well-established authors and publications in the field of aerodynamic optimisation. This paper aims to eliminate bias toward certain algorithms by analysing the limitations, drawbacks, and the benefits of the most utilised optimisation approaches. This review provides comprehensive but straightforward insight for non-specialists and reference detailing the current state for specialist practitioners

Cooperative Particle Swarm Optimization for Combinatorial Problems

A particularly successful line of research for numerical optimization is the well-known computational paradigm particle swarm optimization (PSO). In the PSO framework, candidate solutions are represented as particles that have a position and a velocity in a multidimensional search space. The direct representation of a candidate solution as a point that flies through hyperspace (i.e., Rn) seems to strongly predispose the PSO toward continuous optimization. However, while some attempts have been made towards developing PSO algorithms for combinatorial problems, these techniques usually encode candidate solutions as permutations instead of points in search space and rely on additional local search algorithms. In this dissertation, I present extensions to PSO that by, incorporating a cooperative strategy, allow the PSO to solve combinatorial problems. The central hypothesis is that by allowing a set of particles, rather than one single particle, to represent a candidate solution, combinatorial problems can be solved by collectively constructing solutions. The cooperative strategy partitions the problem into components where each component is optimized by an individual particle. Particles move in continuous space and communicate through a feedback mechanism. This feedback mechanism guides them in the assessment of their individual contribution to the overall solution. Three new PSO-based algorithms are proposed. Shared-space CCPSO and multispace CCPSO provide two new cooperative strategies to split the combinatorial problem, and both models are tested on proven NP-hard problems. Multimodal CCPSO extends these combinatorial PSO algorithms to efficiently sample the search space in problems with multiple global optima. Shared-space CCPSO was evaluated on an abductive problem-solving task: the construction of parsimonious set of independent hypothesis in diagnostic problems with direct causal links between disorders and manifestations. Multi-space CCPSO was used to solve a protein structure prediction subproblem, sidechain packing. Both models are evaluated against the provable optimal solutions and results show that both proposed PSO algorithms are able to find optimal or near-optimal solutions. The exploratory ability of multimodal CCPSO is assessed by evaluating both the quality and diversity of the solutions obtained in a protein sequence design problem, a highly multimodal problem. These results provide evidence that extended PSO algorithms are capable of dealing with combinatorial problems without having to hybridize the PSO with other local search techniques or sacrifice the concept of particles moving throughout a continuous search space

Quantifying dynamic sensitivity of optimization algorithm parameters to improve hydrological model calibration

It is widely recognized that optimization algorithm parameters have significant impacts on algorithm performance, but quantifying the influence is very complex and difficult due to high computational demands and dynamic nature of search parameters. The overall aim of this paper is to develop a global sensitivity analysis based framework to dynamically quantify the individual and interactive influence of algorithm parameters on algorithm performance. A variance decomposition sensitivity analysis method, Analysis of Variance (ANOVA), is used for sensitivity quantification, because it is capable of handling small samples and more computationally efficient compared with other approaches. The Shuffled Complex Evolution method developed at the University of Arizona algorithm (SCE-UA) is selected as an optimization algorithm for investigation, and two criteria, i.e., convergence speed and success rate, are used to measure the performance of SCE-UA. Results show the proposed framework can effectively reveal the dynamic sensitivity of algorithm parameters in the search processes, including individual influences of parameters and their interactive impacts. Interactions between algorithm parameters have significant impacts on SCE-UA performance, which has not been reported in previous research. The proposed framework provides a means to understand the dynamics of algorithm parameter influence, and highlights the significance of considering interactive parameter influence to improve algorithm performance in the search processes.National Natural Science Foundation of ChinaChina Scholarship Counci

Cooperative coevolutionary bare-bones particle swarm optimization with function independent decomposition for large-scale supply chain network design with uncertainties

Supply chain network design (SCND) is a complicated constrained optimization problem that plays a significant role in the business management. This article extends the SCND model to a large-scale SCND with uncertainties (LUSCND), which is more practical but also more challenging. However, it is difficult for traditional approaches to obtain the feasible solutions in the large-scale search space within the limited time. This article proposes a cooperative coevolutionary bare-bones particle swarm optimization (CCBBPSO) with function independent decomposition (FID), called CCBBPSO-FID, for a multiperiod three-echelon LUSCND problem. For the large-scale issue, binary encoding of the original model is converted to integer encoding for dimensionality reduction, and a novel FID is designed to efficiently decompose the problem. For obtaining the feasible solutions, two repair methods are designed to repair the infeasible solutions that appear frequently in the LUSCND problem. A step translation method is proposed to deal with the variables out of bounds, and a labeled reposition operator with adaptive probabilities is designed to repair the infeasible solutions that violate the constraints. Experiments are conducted on 405 instances with three different scales. The results show that CCBBPSO-FID has an evident superiority over contestant algorithms

Population-based algorithms for improved history matching and uncertainty quantification of Petroleum reservoirs

In modern field management practices, there are two important steps that shed light on a multimillion dollar investment. The first step is history matching where the simulation model is calibrated to reproduce the historical observations from the field. In this inverse problem, different geological and petrophysical properties may provide equally good history matches. Such diverse models are likely to show different production behaviors in future. This ties the history matching with the second step, uncertainty quantification of predictions. Multiple history matched models are essential for a realistic uncertainty estimate of the future field behavior. These two steps facilitate decision making and have a direct impact on technical and financial performance of oil and gas companies. Population-based optimization algorithms have been recently enjoyed growing popularity for solving engineering problems. Population-based systems work with a group of individuals that cooperate and communicate to accomplish a task that is normally beyond the capabilities of each individual. These individuals are deployed with the aim to solve the problem with maximum efficiency. This thesis introduces the application of two novel population-based algorithms for history matching and uncertainty quantification of petroleum reservoir models. Ant colony optimization and differential evolution algorithms are used to search the space of parameters to find multiple history matched models and, using a Bayesian framework, the posterior probability of the models are evaluated for prediction of reservoir performance. It is demonstrated that by bringing latest developments in computer science such as ant colony, differential evolution and multiobjective optimization, we can improve the history matching and uncertainty quantification frameworks. This thesis provides insights into performance of these algorithms in history matching and prediction and develops an understanding of their tuning parameters. The research also brings a comparative study of these methods with a benchmark technique called Neighbourhood Algorithms. This comparison reveals the superiority of the proposed methodologies in various areas such as computational efficiency and match quality