Improving the multi-objective evolutionary optimization algorithm for hydropower reservoir operations in the California Oroville-Thermalito complex

This study demonstrates the application of an improved Evolutionary optimization Algorithm (EA), titled Multi-Objective Complex Evolution Global Optimization Method with Principal Component Analysis and Crowding Distance Operator (MOSPD), for the hydropower reservoir operation of the Oroville-Thermalito Complex (OTC) - a crucial head-water resource for the California State Water Project (SWP). In the OTC's water-hydropower joint management study, the nonlinearity of hydropower generation and the reservoir's water elevation-storage relationship are explicitly formulated by polynomial function in order to closely match realistic situations and reduce linearization approximation errors. Comparison among different curve-fitting methods is conducted to understand the impact of the simplification of reservoir topography. In the optimization algorithm development, techniques of crowding distance and principal component analysis are implemented to improve the diversity and convergence of the optimal solutions towards and along the Pareto optimal set in the objective space. A comparative evaluation among the new algorithm MOSPD, the original Multi-Objective Complex Evolution Global Optimization Method (MOCOM), the Multi-Objective Differential Evolution method (MODE), the Multi-Objective Genetic Algorithm (MOGA), the Multi-Objective Simulated Annealing approach (MOSA), and the Multi-Objective Particle Swarm Optimization scheme (MOPSO) is conducted using the benchmark functions. The results show that best the MOSPD algorithm demonstrated the best and most consistent performance when compared with other algorithms on the test problems. The newly developed algorithm (MOSPD) is further applied to the OTC reservoir releasing problem during the snow melting season in 1998 (wet year), 2000 (normal year) and 2001 (dry year), in which the more spreading and converged non-dominated solutions of MOSPD provide decision makers with better operational alternatives for effectively and efficiently managing the OTC reservoirs in response to the different climates, especially drought, which has become more and more severe and frequent in California

Life on the Edge: Characterising the Edges of Mutually Non-dominating Sets

Copyright © 2014 Massachusetts Institute of TechnologyMulti-objective optimisation yields an estimated Pareto front of mutually nondominating solutions, but with more than three objectives understanding the relationships between solutions is challenging. Natural solutions to use as landmarks are those lying near to the edges of the mutually non-dominating set. We propose four definitions of edge points for many-objective mutually non-dominating sets and examine the relations between them. The first defines edge points to be those that extend the range of the attainment surface. This is shown to be equivalent to finding points which are not dominated on projection onto subsets of the objectives. If the objectives are to be minimised, a further definition considers points which are not dominated under maximisation when projected onto objective subsets. A final definition looks for edges via alternative projections of the set. We examine the relations between these definitions and their efficacy in many dimensions for synthetic concave- and convex shaped sets, and on solutions to a prototypical many-objective optimisation problem, showing how they can reveal information about the structure of the estimated Pareto front. We show that the “controlling dominance area of solutions” modification of the dominance relation can be effectively used to locate edges and interior points of high-dimensional mutually non-dominating sets

Robust and Multi-objective Portfolio Selection

In this thesis, robust and multi-objective portfolio selection problem will be studied. New models and computational algorithms will be developed to solve the proposed models. In particularly, we have studied multi-objective portfolio selection with inexact information on investment return and covariance matrix. The problems have been transformed into easily solvable problems through theoretical analysis. Numerical experiments are presented to validate the methods

Evolutionary Many-objective Optimization of Hybrid Electric Vehicle Control: From General Optimization to Preference Articulation

Many real-world optimization problems have more than three objectives, which has triggered increasing research interest in developing efficient and effective evolutionary algorithms for solving many-objective optimization problems. However, most many-objective evolutionary algorithms have only been evaluated on benchmark test functions and few applied to real-world optimization problems. To move a step forward, this paper presents a case study of solving a many-objective hybrid electric vehicle controller design problem using three state-of-the-art algorithms, namely, a decomposition based evolutionary algorithm (MOEA/D), a non-dominated sorting based genetic algorithm (NSGA-III), and a reference vector guided evolutionary algorithm (RVEA). We start with a typical setting aiming at approximating the Pareto front without introducing any user preferences. Based on the analyses of the approximated Pareto front, we introduce a preference articulation method and embed it in the three evolutionary algorithms for identifying solutions that the decision-maker prefers. Our experimental results demonstrate that by incorporating user preferences into many-objective evolutionary algorithms, we are not only able to gain deep insight into the trade-off relationships between the objectives, but also to achieve high-quality solutions reflecting the decision-maker’s preferences. In addition, our experimental results indicate that each of the three algorithms examined in this work has its unique advantages that can be exploited when applied to the optimization of real-world problems