Approximating the least hypervolume contributor: NP-hard in general, but fast in practice

The hypervolume indicator is an increasingly popular set measure to compare the quality of two Pareto sets. The basic ingredient of most hypervolume indicator based optimization algorithms is the calculation of the hypervolume contribution of single solutions regarding a Pareto set. We show that exact calculation of the hypervolume contribution is #P-hard while its approximation is NP-hard. The same holds for the calculation of the minimal contribution. We also prove that it is NP-hard to decide whether a solution has the least hypervolume contribution. Even deciding whether the contribution of a solution is at most (1+\eps) times the minimal contribution is NP-hard. This implies that it is neither possible to efficiently find the least contributing solution (unless $P = NP$) nor to approximate it (unless $NP = BPP$). Nevertheless, in the second part of the paper we present a fast approximation algorithm for this problem. We prove that for arbitrarily given \eps,\delta>0 it calculates a solution with contribution at most (1+\eps) times the minimal contribution with probability at least $(1-\delta)$. Though it cannot run in polynomial time for all instances, it performs extremely fast on various benchmark datasets. The algorithm solves very large problem instances which are intractable for exact algorithms (e.g., 10000 solutions in 100 dimensions) within a few seconds.Comment: 22 pages, to appear in Theoretical Computer Scienc

Two-Stage Multi-Objective Meta-Heuristics for Environmental and Cost-Optimal Energy Refurbishment at District Level

Energy efficiency and environmental performance optimization at the district level are following an upward trend mostly triggered by minimizing the Global Warming Potential (GWP) to 20% by 2020 and 40% by 2030 settled by the European Union (EU) compared with 1990 levels. This paper advances over the state of the art by proposing two novel multi-objective algorithms, named Non-dominated Sorting Genetic Algorithm (NSGA-II) and Multi-Objective Harmony Search (MOHS), aimed at achieving cost-effective energy refurbishment scenarios and allowing at district level the decision-making procedure. This challenge is not trivial since the optimisation process must provide feasible solutions for a simultaneous environmental and economic assessment at district scale taking into consideration highly demanding real-based constraints regarding district and buildings’ specific requirements. Consequently, in this paper, a two-stage optimization methodology is proposed in order to reduce the energy demand and fossil fuel consumption with an affordable investment cost at building level and minimize the total payback time while minimizing the GWP at district level. Aimed at demonstrating the effectiveness of the proposed two-stage multi-objective approaches, this work presents simulation results at two real district case studies in Donostia-San Sebastian (Spain) for which up to a 30% of reduction of GWP at district level is obtained for a Payback Time (PT) of 2–3 years.Part of this work has been developed from results obtained during the H2020 “Optimised Energy Efficient Design Platform for Refurbishment at District Level” (OptEEmAL) project, Grant No. 680676

Quality Measures of Parameter Tuning for Aggregated Multi-Objective Temporal Planning

Parameter tuning is recognized today as a crucial ingredient when tackling an optimization problem. Several meta-optimization methods have been proposed to find the best parameter set for a given optimization algorithm and (set of) problem instances. When the objective of the optimization is some scalar quality of the solution given by the target algorithm, this quality is also used as the basis for the quality of parameter sets. But in the case of multi-objective optimization by aggregation, the set of solutions is given by several single-objective runs with different weights on the objectives, and it turns out that the hypervolume of the final population of each single-objective run might be a better indicator of the global performance of the aggregation method than the best fitness in its population. This paper discusses this issue on a case study in multi-objective temporal planning using the evolutionary planner DaE-YAHSP and the meta-optimizer ParamILS. The results clearly show how ParamILS makes a difference between both approaches, and demonstrate that indeed, in this context, using the hypervolume indicator as ParamILS target is the best choice. Other issues pertaining to parameter tuning in the proposed context are also discussed.Comment: arXiv admin note: substantial text overlap with arXiv:1305.116

Proposal and Comparative Study of Evolutionary Algorithms for Optimum Design of a Gear System

This paper proposes a novel metaheuristic framework using a Differential Evolution (DE) algorithm with the Non-dominated Sorting Genetic Algorithm-II (NSGA-II). Both algorithms are combined employing a collaborative strategy with sequential execution, which is called DE-NSGA-II. The DE-NSGA-II takes advantage of the exploration abilities of the multi-objective evolutionary algorithms strengthened with the ability to search global mono-objective optimum of DE, that enhances the capability of finding those extreme solutions of Pareto Optimal Front (POF) difficult to achieve. Numerous experiments and performance comparisons between different evolutionary algorithms were performed on a referent problem for the mono-objective and multi-objective literature, which consists of the design of a double reduction gear train. A preliminary study of the problem, solved in an exhaustive way, discovers the low density of solutions in the vicinity of the optimal solution (mono-objective case) as well as in some areas of the POF of potential interest to a decision maker (multi-objective case). This characteristic of the problem would explain the considerable difficulties for its resolution when exact methods and/or metaheuristics are used, especially in the multi-objective case. However, the DE-NSGA-II framework exceeds these difficulties and obtains the whole POF which significantly improves the few previous multi-objective studies.Fil: Méndez Babey, Máximo. Universidad de Las Palmas de Gran Canaria; EspañaFil: Rossit, Daniel Alejandro. Universidad Nacional del Sur. Departamento de Ingeniería; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Instituto de Matemática Bahía Blanca. Universidad Nacional del Sur. Departamento de Matemática. Instituto de Matemática Bahía Blanca; ArgentinaFil: González, Begoña. Universidad de Las Palmas de Gran Canaria; EspañaFil: Frutos, Mariano. Universidad Nacional del Sur. Departamento de Ingeniería; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Instituto de Investigaciones Económicas y Sociales del Sur. Universidad Nacional del Sur. Departamento de Economía. Instituto de Investigaciones Económicas y Sociales del Sur; Argentin

Multi-objective evolutionary algorithms and hyper-heuristics for wind farm layout optimisation

Wind farm layout optimisation is a challenging real-world problem which requires the discovery of trade-off solutions considering a variety of conflicting criteria, such as minimisation of the land area usage and maximisation of energy production. However, due to the complexity of handling multiple objectives simultaneously, many approaches proposed in the literature often focus on the optimisation of a single objective when deciding the locations for a set of wind turbines spread across a given region. In this study, we tackle a multi-objective wind farm layout optimisation problem. Different from the previously proposed approaches, we are applying a high-level search method, known as selection hyper-heuristic to solve this problem. Selection hyper-heuristics mix and control a predefined set of low-level (meta)heuristics which operate on solutions. We test nine different selection hyper-heuristics including an online learning hyper-heuristic on a multi-objective wind farm layout optimisation problem. Our hyper-heuristic approaches manage three well-known multi-objective evolutionary algorithms as low-level metaheuristics. The empirical results indicate the success and potential of selection hyper-heuristics for solving this computationally difficult problem. We additionally explore other objectives in wind farm layout optimisation problems to gain a better understanding of the conflicting nature of those objectives

A comparative study of evolutionary approaches to the bi-objective dynamic Travelling Thief Problem

Dynamic evolutionary multi-objective optimization is a thriving research area. Recent contributions span the development of specialized algorithms and the construction of challenging benchmark problems. Here, we continue these research directions through the development and analysis of a new bi-objective problem, the dynamic Travelling Thief Problem (TTP), including three modes of dynamic change: city locations, item profit values, and item availability. The interconnected problem components embedded in the dynamic problem dictate that the effective tracking of good trade-off solutions that satisfy both objectives throughout dynamic events is non-trivial. Consequently, we examine the relative contribution to the non-dominated set from a variety of population seeding strategies, including exact solvers and greedy algorithms for the knapsack and tour components, and random techniques. We introduce this responsive seeding extension within an evolutionary algorithm framework. The efficacy of alternative seeding mechanisms is evaluated across a range of exemplary problem instances using ranking-based and quantitative statistical comparisons, which combines performance measurements taken throughout the optimization. Our detailed experiments show that the different dynamic TTP instances present varying difficulty to the seeding methods tested. We posit the dynamic TTP as a suitable benchmark capable of generating problem instances with different controllable characteristics aligning with many real-world problems

Unexpected Improvements to Expected Improvement for Bayesian Optimization

Expected Improvement (EI) is arguably the most popular acquisition function in Bayesian optimization and has found countless successful applications, but its performance is often exceeded by that of more recent methods. Notably, EI and its variants, including for the parallel and multi-objective settings, are challenging to optimize because their acquisition values vanish numerically in many regions. This difficulty generally increases as the number of observations, dimensionality of the search space, or the number of constraints grow, resulting in performance that is inconsistent across the literature and most often sub-optimal. Herein, we propose LogEI, a new family of acquisition functions whose members either have identical or approximately equal optima as their canonical counterparts, but are substantially easier to optimize numerically. We demonstrate that numerical pathologies manifest themselves in "classic" analytic EI, Expected Hypervolume Improvement (EHVI), as well as their constrained, noisy, and parallel variants, and propose corresponding reformulations that remedy these pathologies. Our empirical results show that members of the LogEI family of acquisition functions substantially improve on the optimization performance of their canonical counterparts and surprisingly, are on par with or exceed the performance of recent state-of-the-art acquisition functions, highlighting the understated role of numerical optimization in the literature.Comment: NeurIPS 2023 Spotligh

An adaptation reference-point-based multiobjective evolutionary algorithm

The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.It is well known that maintaining a good balance between convergence and diversity is crucial to the performance of multiobjective optimization algorithms (MOEAs). However, the Pareto front (PF) of multiobjective optimization problems (MOPs) affects the performance of MOEAs, especially reference point-based ones. This paper proposes a reference-point-based adaptive method to study the PF of MOPs according to the candidate solutions of the population. In addition, the proportion and angle function presented selects elites during environmental selection. Compared with five state-of-the-art MOEAs, the proposed algorithm shows highly competitive effectiveness on MOPs with six complex characteristics