Analysis-of-marginal-Tail-Means (ATM): a robust method for discrete black-box optimization

We present a new method, called Analysis-of-marginal-Tail-Means (ATM), for effective robust optimization of discrete black-box problems. ATM has important applications to many real-world engineering problems (e.g., manufacturing optimization, product design, molecular engineering), where the objective to optimize is black-box and expensive, and the design space is inherently discrete. One weakness of existing methods is that they are not robust: these methods perform well under certain assumptions, but yield poor results when such assumptions (which are difficult to verify in black-box problems) are violated. ATM addresses this via the use of marginal tail means for optimization, which combines both rank-based and model-based methods. The trade-off between rank- and model-based optimization is tuned by first identifying important main effects and interactions, then finding a good compromise which best exploits additive structure. By adaptively tuning this trade-off from data, ATM provides improved robust optimization over existing methods, particularly in problems with (i) a large number of factors, (ii) unordered factors, or (iii) experimental noise. We demonstrate the effectiveness of ATM in simulations and in two real-world engineering problems: the first on robust parameter design of a circular piston, and the second on product family design of a thermistor network

APPROXIMATION ASSISTED MULTIOBJECTIVE AND COLLABORATIVE ROBUST OPTIMIZATION UNDER INTERVAL UNCERTAINTY

Optimization of engineering systems under uncertainty often involves problems that have multiple objectives, constraints and subsystems. The main goal in these problems is to obtain solutions that are optimum and relatively insensitive to uncertainty. Such solutions are called robust optimum solutions. Two classes of such problems are considered in this dissertation. The first class involves Multi-Objective Robust Optimization (MORO) problems under interval uncertainty. In this class, an entire system optimization problem, which has multiple nonlinear objectives and constraints, is solved by a multiobjective optimizer at one level while robustness of trial alternatives generated by the optimizer is evaluated at the other level. This bi-level (or nested) MORO approach can become computationally prohibitive as the size of the problem grows. To address this difficulty, a new and improved MORO approach under interval uncertainty is developed. Unlike the previously reported bi-level MORO methods, the improved MORO performs robustness evaluation only for optimum solutions and uses this information to iteratively shrink the feasible domain and find the location of robust optimum solutions. Compared to the previous bi-level approach, the improved MORO significantly reduces the number of function calls needed to arrive at the solutions. To further improve the computational cost, the improved MORO is combined with an online approximation approach. This new approach is called Approximation-Assisted MORO or AA-MORO. The second class involves Multiobjective collaborative Robust Optimization (McRO) problems. In this class, an entire system optimization problem is decomposed hierarchically along user-defined domain specific boundaries into system optimization problem and several subsystem optimization subproblems. The dissertation presents a new Approximation-Assisted McRO (AA-McRO) approach under interval uncertainty. AA-McRO uses a single-objective optimization problem to coordinate all system and subsystem optimization problems in a Collaborative Optimization (CO) framework. The approach converts the consistency constraints of CO into penalty terms which are integrated into the subsystem objective functions. In this way, AA-McRO is able to explore the design space and obtain optimum design solutions more efficiently compared to a previously reported McRO. Both AA-MORO and AA-McRO approaches are demonstrated with a variety of numerical and engineering optimization examples. It is found that the solutions from both approaches compare well with the previously reported approaches but require a significantly less computational cost. Finally, the AA-MORO has been used in the development of a decision support system for a refinery case study in order to facilitate the integration of engineering and business decisions using an agent-based approach

A robust multi-objective statistical improvement approach to electric power portfolio selection

Motivated by an electric power portfolio selection problem, a sampling method is developed for simulation-based robust design that builds on existing multi-objective statistical improvement methods. It uses a Bayesian surrogate model regressed on both design and noise variables, and makes use of methods for estimating epistemic model uncertainty in environmental uncertainty metrics. Regions of the design space are sequentially sampled in a manner that balances exploration of unknown designs and exploitation of designs thought to be Pareto optimal, while regions of the noise space are sampled to improve knowledge of the environmental uncertainty. A scalable test problem is used to compare the method with design of experiments (DoE) and crossed array methods, and the method is found to be more efficient for restrictive sample budgets. Experiments with the same test problem are used to study the sensitivity of the methods to numbers of design and noise variables. Lastly, the method is demonstrated on an electric power portfolio simulation code.PhDCommittee Chair: Mavris, Dimitri; Committee Member: Duncan, Scott; Committee Member: Ender, Tommer; Committee Member: German, Brian; Committee Member: Paredis, Chri

Advances in Evolutionary Algorithms

With the recent trends towards massive data sets and significant computational power, combined with evolutionary algorithmic advances evolutionary computation is becoming much more relevant to practice. Aim of the book is to present recent improvements, innovative ideas and concepts in a part of a huge EA field

Evolutionary algorithms and other metaheuristics in water resources: Current status, research challenges and future directions

Copyright © 2014 Elsevier. NOTICE: this is the author’s version of a work that was accepted for publication in Environmental Modelling and Software. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Environmental Modelling and Software Vol. 62 (2014), DOI: 10.1016/j.envsoft.2014.09.013The development and application of evolutionary algorithms (EAs) and other metaheuristics for the optimisation of water resources systems has been an active research field for over two decades. Research to date has emphasized algorithmic improvements and individual applications in specific areas (e.g. model calibration, water distribution systems, groundwater management, river-basin planning and management, etc.). However, there has been limited synthesis between shared problem traits, common EA challenges, and needed advances across major applications. This paper clarifies the current status and future research directions for better solving key water resources problems using EAs. Advances in understanding fitness landscape properties and their effects on algorithm performance are critical. Future EA-based applications to real-world problems require a fundamental shift of focus towards improving problem formulations, understanding general theoretic frameworks for problem decompositions, major advances in EA computational efficiency, and most importantly aiding real decision-making in complex, uncertain application contexts

Evolutionary Computation

This book presents several recent advances on Evolutionary Computation, specially evolution-based optimization methods and hybrid algorithms for several applications, from optimization and learning to pattern recognition and bioinformatics. This book also presents new algorithms based on several analogies and metafores, where one of them is based on philosophy, specifically on the philosophy of praxis and dialectics. In this book it is also presented interesting applications on bioinformatics, specially the use of particle swarms to discover gene expression patterns in DNA microarrays. Therefore, this book features representative work on the field of evolutionary computation and applied sciences. The intended audience is graduate, undergraduate, researchers, and anyone who wishes to become familiar with the latest research work on this field