Methods for many-objective optimization: an analysis

Decomposition-based methods are often cited as the solution to problems related with many-objective optimization. Decomposition-based methods employ a scalarizing function to reduce a many-objective problem into a set of single objective problems, which upon solution yields a good approximation of the set of optimal solutions. This set is commonly referred to as Pareto front. In this work we explore the implications of using decomposition-based methods over Pareto-based methods from a probabilistic point of view. Namely, we investigate whether there is an advantage of using a decomposition-based method, for example using the Chebyshev scalarizing function, over Paretobased methods

Multiobjective optimization of electromagnetic structures based on self-organizing migration

Práce se zabývá popisem nového stochastického vícekriteriálního optimalizačního algoritmu MOSOMA (Multiobjective Self-Organizing Migrating Algorithm). Je zde ukázáno, že algoritmus je schopen řešit nejrůznější typy optimalizačních úloh (s jakýmkoli počtem kritérií, s i bez omezujících podmínek, se spojitým i diskrétním stavovým prostorem). Výsledky algoritmu jsou srovnány s dalšími běžně používanými metodami pro vícekriteriální optimalizaci na velké sadě testovacích úloh. Uvedli jsme novou techniku pro výpočet metriky rozprostření (spread) založené na hledání minimální kostry grafu (Minimum Spanning Tree) pro problémy mající více než dvě kritéria. Doporučené hodnoty pro parametry řídící běh algoritmu byly určeny na základě výsledků jejich citlivostní analýzy. Algoritmus MOSOMA je dále úspěšně použit pro řešení různých návrhových úloh z oblasti elektromagnetismu (návrh Yagi-Uda antény a dielektrických filtrů, adaptivní řízení vyzařovaného svazku v časové oblasti…).This thesis describes a novel stochastic multi-objective optimization algorithm called MOSOMA (Multi-Objective Self-Organizing Migrating Algorithm). It is shown that MOSOMA is able to solve various types of multi-objective optimization problems (with any number of objectives, unconstrained or constrained problems, with continuous or discrete decision space). The efficiency of MOSOMA is compared with other commonly used optimization techniques on a large suite of test problems. The new procedure based on finding of minimum spanning tree for computing the spread metric for problems with more than two objectives is proposed. Recommended values of parameters controlling the run of MOSOMA are derived according to their sensitivity analysis. The ability of MOSOMA to solve real-life problems from electromagnetics is shown in a few examples (Yagi-Uda and dielectric filters design, adaptive beam forming in time domain…).

PasMoQAP: A Parallel Asynchronous Memetic Algorithm for solving the Multi-Objective Quadratic Assignment Problem

Multi-Objective Optimization Problems (MOPs) have attracted growing attention during the last decades. Multi-Objective Evolutionary Algorithms (MOEAs) have been extensively used to address MOPs because are able to approximate a set of non-dominated high-quality solutions. The Multi-Objective Quadratic Assignment Problem (mQAP) is a MOP. The mQAP is a generalization of the classical QAP which has been extensively studied, and used in several real-life applications. The mQAP is defined as having as input several flows between the facilities which generate multiple cost functions that must be optimized simultaneously. In this study, we propose PasMoQAP, a parallel asynchronous memetic algorithm to solve the Multi-Objective Quadratic Assignment Problem. PasMoQAP is based on an island model that structures the population by creating sub-populations. The memetic algorithm on each island individually evolve a reduced population of solutions, and they asynchronously cooperate by sending selected solutions to the neighboring islands. The experimental results show that our approach significatively outperforms all the island-based variants of the multi-objective evolutionary algorithm NSGA-II. We show that PasMoQAP is a suitable alternative to solve the Multi-Objective Quadratic Assignment Problem.Comment: 8 pages, 3 figures, 2 tables. Accepted at Conference on Evolutionary Computation 2017 (CEC 2017

Improved sampling of the pareto-front in multiobjective genetic optimizations by steady-state evolution: a Pareto converging genetic algorithm

Previous work on multiobjective genetic algorithms has been focused on preventing genetic drift and the issue of convergence has been given little attention. In this paper, we present a simple steady-state strategy, Pareto Converging Genetic Algorithm (PCGA), which naturally samples the solution space and ensures population advancement towards the Pareto-front. PCGA eliminates the need for sharing/niching and thus minimizes heuristically chosen parameters and procedures. A systematic approach based on histograms of rank is introduced for assessing convergence to the Pareto-front, which, by definition, is unknown in most real search problems. We argue that there is always a certain inheritance of genetic material belonging to a population, and there is unlikely to be any significant gain beyond some point; a stopping criterion where terminating the computation is suggested. For further encouraging diversity and competition, a nonmigrating island model may optionally be used; this approach is particularly suited to many difficult (real-world) problems, which have a tendency to get stuck at (unknown) local minima. Results on three benchmark problems are presented and compared with those of earlier approaches. PCGA is found to produce diverse sampling of the Pareto-front without niching and with significantly less computational effort

Evolving dynamic multiple-objective optimization problems with objective replacement

This paper studies the strategies for multi-objective optimization in a dynamic environment. In particular, we focus on problems with objective replacement, where some objectives may be replaced with new objectives during evolution. It is shown that the Pareto-optimal sets before and after the objective replacement share some common members. Based on this observation, we suggest the inheritance strategy. When objective replacement occurs, this strategy selects good chromosomes according to the new objective set from the solutions found before objective replacement, and then continues to optimize them via evolution for the new objective set. The experiment results showed that this strategy can help MOGAs achieve better performance than MOGAs without using the inheritance strategy, where the evolution is restarted when objective replacement occurs. More solutions with better quality are found during the same time span

Multi-Objective Self-Organizing Migrating Algorithm: Sensitivity on Controlling Parameters

In this paper, we investigate the sensitivity of a novel Multi-Objective Self-Organizing Migrating Algorithm (MOSOMA) on setting its control parameters. Usually, efficiency and accuracy of searching for a solution depends on the settings of a used stochastic algorithm, because multi-objective optimization problems are highly non-linear. In the paper, the sensitivity analysis is performed exploiting a large number of benchmark problems having different properties (the number of optimized parameters, the shape of a Pareto front, etc.). The quality of solutions revealed by MOSOMA is evaluated in terms of a generational distance, a spread and a hyper-volume error. Recommendations for proper settings of the algorithm are derived: These recommendations should help a user to set the algorithm for any multi-objective task without prior knowledge about the solved problem