Domination and Decomposition in Multiobjective Programming

During the last few decades, multiobjective programming has received much attention for both its numerous theoretical advances as well as its continued success in modeling and solving real-life decision problems in business and engineering. In extension of the traditionally adopted concept of Pareto optimality, this research investigates the more general notion of domination and establishes various theoretical results that lead to new optimization methods and support decision making. After a preparatory discussion of some preliminaries and a review of the relevant literature, several new findings are presented that characterize the nondominated set of a general vector optimization problem for which the underlying domination structure is defined in terms of different cones. Using concepts from linear algebra and convex analysis, a well known result relating nondominated points for polyhedral cones with Pareto solutions is generalized to nonpolyhedral cones that are induced by positively homogeneous functions, and to translated polyhedral cones that are used to describe a notion of approximate nondominance. Pareto-oriented scalarization methods are modified and several new solution approaches are proposed for these two classes of cones. In addition, necessary and sufficient conditions for nondominance with respect to a variable domination cone are developed, and some more specific results for the case of Bishop-Phelps cones are derived. Based on the above findings, a decomposition framework is proposed for the solution of multi-scenario and large-scale multiobjective programs and analyzed in terms of the efficiency relationships between the original and the decomposed subproblems. Using the concept of approximate nondominance, an interactive decision making procedure is formulated to coordinate tradeoffs between these subproblems and applied to selected problems from portfolio optimization and engineering design. Some introductory remarks and concluding comments together with ideas and research directions for possible future work complete this dissertation

Inferring efficient operating rules in multireservoir water resource systems: A review

[EN] Coordinated and efficient operation of water resource systems becomes essential to deal with growing demands and uncertain resources in water-stressed regions. System analysis models and tools help address the complexities of multireservoir systems when defining operating rules. This paper reviews the state of the art in developing operating rules for multireservoir water resource systems, focusing on efficient system operation. This review focuses on how optimal operating rules can be derived and represented. Advantages and drawbacks of each approach are discussed. Major approaches to derive optimal operating rules include direct optimization of reservoir operation, embedding conditional operating rules in simulation-optimization frameworks, and inferring rules from optimization results. Suggestions on which approach to use depend on context. Parametrization-simulation-optimization or rule inference using heuristics are promising approaches. Increased forecasting capabilities will further benefit the use of model predictive control algorithms to improve system operation. This article is categorized under: Engineering Water > Water, Health, and Sanitation Engineering Water > MethodsThe study has been partially funded by the ADAPTAMED project (RTI2018-101483-B-I00) from the Ministerio de Ciencia, Innovacion Universidades (MICINN) of Spain, and by the postdoctoral program (PAID-10-18) of the Universitat Politecnica de Valencia (UPV).Macian-Sorribes, H.; Pulido-Velazquez, M. (2019). Inferring efficient operating rules in multireservoir water resource systems: A review. Wiley Interdisciplinary Reviews Water. 7(1):1-24. https://doi.org/10.1002/wat2.1400S12471Aboutalebi, M., Bozorg Haddad, O., & Loáiciga, H. A. (2015). Optimal Monthly Reservoir Operation Rules for Hydropower Generation Derived with SVR-NSGAII. Journal of Water Resources Planning and Management, 141(11), 04015029. doi:10.1061/(asce)wr.1943-5452.0000553Ahmad, A., El-Shafie, A., Razali, S. F. M., & Mohamad, Z. S. (2014). Reservoir Optimization in Water Resources: a Review. Water Resources Management, 28(11), 3391-3405. doi:10.1007/s11269-014-0700-5Ahmadi, M., Bozorg Haddad, O., & Mariño, M. A. (2013). Extraction of Flexible Multi-Objective Real-Time Reservoir Operation Rules. Water Resources Management, 28(1), 131-147. doi:10.1007/s11269-013-0476-zAndreu, J., Capilla, J., & Sanchís, E. (1996). AQUATOOL, a generalized decision-support system for water-resources planning and operational management. Journal of Hydrology, 177(3-4), 269-291. doi:10.1016/0022-1694(95)02963-xAndreu, J., & Sahuquillo, A. (1987). Efficient Aquifer Simulation in Complex Systems. Journal of Water Resources Planning and Management, 113(1), 110-129. doi:10.1061/(asce)0733-9496(1987)113:1(110)Ashbolt, S. C., Maheepala, S., & Perera, B. J. C. (2016). Using Multiobjective Optimization to Find Optimal Operating Rules for Short-Term Planning of Water Grids. Journal of Water Resources Planning and Management, 142(10), 04016033. doi:10.1061/(asce)wr.1943-5452.0000675Ashbolt, S. C., & Perera, B. J. C. (2018). Multiobjective Optimization of Seasonal Operating Rules for Water Grids Using Streamflow Forecast Information. Journal of Water Resources Planning and Management, 144(4), 05018003. doi:10.1061/(asce)wr.1943-5452.0000902Azari, A., Hamzeh, S., & Naderi, S. (2018). Multi-Objective Optimization of the Reservoir System Operation by Using the Hedging Policy. Water Resources Management, 32(6), 2061-2078. doi:10.1007/s11269-018-1917-5Becker, L., & Yeh, W. W.-G. (1974). Optimization of real time operation of a multiple-reservoir system. Water Resources Research, 10(6), 1107-1112. doi:10.1029/wr010i006p01107Bellman, R. E., & Dreyfus, S. E. (1962). Applied Dynamic Programming. doi:10.1515/9781400874651Ben-Tal, A., El Ghaoui, L., & Nemirovski, A. (2009). Robust Optimization. doi:10.1515/9781400831050Bessler, F. T., Savic, D. A., & Walters, G. A. (2003). Water Reservoir Control with Data Mining. Journal of Water Resources Planning and Management, 129(1), 26-34. doi:10.1061/(asce)0733-9496(2003)129:1(26)Bhaskar, N. R., & Whitlatch, E. E. (1980). Derivation of monthly reservoir release policies. Water Resources Research, 16(6), 987-993. doi:10.1029/wr016i006p00987Bianucci, P., Sordo-Ward, Á., Moralo, J., & Garrote, L. (2015). Probabilistic-Multiobjective Comparison of User-Defined Operating Rules. Case Study: Hydropower Dam in Spain. Water, 7(12), 956-974. doi:10.3390/w7030956Biglarbeigi, P., Giuliani, M., & Castelletti, A. (2018). Partitioning the Impacts of Streamflow and Evaporation Uncertainty on the Operations of Multipurpose Reservoirs in Arid Regions. Journal of Water Resources Planning and Management, 144(7), 05018008. doi:10.1061/(asce)wr.1943-5452.0000945Bolouri-Yazdeli, Y., Bozorg Haddad, O., Fallah-Mehdipour, E., & Mariño, M. A. (2014). Evaluation of Real-Time Operation Rules in Reservoir Systems Operation. Water Resources Management, 28(3), 715-729. doi:10.1007/s11269-013-0510-1Borgomeo, E., Mortazavi-Naeini, M., Hall, J. W., O’Sullivan, M. J., & Watson, T. (2016). Trading-off tolerable risk with climate change adaptation costs in water supply systems. Water Resources Research, 52(2), 622-643. doi:10.1002/2015wr018164Bozorg-Haddad, O., Azarnivand, A., Hosseini-Moghari, S.-M., & Loáiciga, H. A. (2017). WASPAS Application and Evolutionary Algorithm Benchmarking in Optimal Reservoir Optimization Problems. Journal of Water Resources Planning and Management, 143(1), 04016070. doi:10.1061/(asce)wr.1943-5452.0000716Bozorg-Haddad, O., Karimirad, I., Seifollahi-Aghmiuni, S., & Loáiciga, H. A. (2015). Development and Application of the Bat Algorithm for Optimizing the Operation of Reservoir Systems. Journal of Water Resources Planning and Management, 141(8), 04014097. doi:10.1061/(asce)wr.1943-5452.0000498Breiman, L. (2001). Machine Learning, 45(1), 5-32. doi:10.1023/a:1010933404324Brown, C., Ghile, Y., Laverty, M., & Li, K. (2012). Decision scaling: Linking bottom-up vulnerability analysis with climate projections in the water sector. Water Resources Research, 48(9). doi:10.1029/2011wr011212Brown, C. M., Lund, J. R., Cai, X., Reed, P. M., Zagona, E. A., Ostfeld, A., … Brekke, L. (2015). The future of water resources systems analysis: Toward a scientific framework for sustainable water management. Water Resources Research, 51(8), 6110-6124. doi:10.1002/2015wr017114Cai, X., McKinney, D. C., & Lasdon, L. S. (2001). Piece-by-Piece Approach to Solving Large Nonlinear Water Resources Management Models. Journal of Water Resources Planning and Management, 127(6), 363-368. doi:10.1061/(asce)0733-9496(2001)127:6(363)Cai, X., Vogel, R., & Ranjithan, R. (2013). Special Issue on the Role of Systems Analysis in Watershed Management. Journal of Water Resources Planning and Management, 139(5), 461-463. doi:10.1061/(asce)wr.1943-5452.0000341Cancelliere, A., Giuliano, G., Ancarani, A., & Rossi, G. (2002). Water Resources Management, 16(1), 71-88. doi:10.1023/a:1015563820136Caseri, A., Javelle, P., Ramos, M. H., & Leblois, E. (2015). Generating precipitation ensembles for flood alert and risk management. Journal of Flood Risk Management, 9(4), 402-415. doi:10.1111/jfr3.12203Castelletti, A., Galelli, S., Restelli, M., & Soncini-Sessa, R. (2010). Tree-based reinforcement learning for optimal water reservoir operation. Water Resources Research, 46(9). doi:10.1029/2009wr008898Castelletti, A., Pianosi, F., & Restelli, M. (2013). A multiobjective reinforcement learning approach to water resources systems operation: Pareto frontier approximation in a single run. Water Resources Research, 49(6), 3476-3486. doi:10.1002/wrcr.20295Castelletti, A., Pianosi, F., & Soncini-Sessa, R. (2008). Water reservoir control under economic, social and environmental constraints. Automatica, 44(6), 1595-1607. doi:10.1016/j.automatica.2008.03.003Castelletti, A., & Soncini-Sessa, R. (2007). Bayesian networks in water resource modelling and management. Environmental Modelling & Software, 22(8), 1073-1074. doi:10.1016/j.envsoft.2006.06.001Castelletti, A., & Soncini-Sessa, R. (2007). Bayesian Networks and participatory modelling in water resource management. Environmental Modelling & Software, 22(8), 1075-1088. doi:10.1016/j.envsoft.2006.06.003Celeste, A. B., & Billib, M. (2009). Evaluation of stochastic reservoir operation optimization models. Advances in Water Resources, 32(9), 1429-1443. doi:10.1016/j.advwatres.2009.06.008Celeste, A. B., Curi, W. F., & Curi, R. C. (2009). Implicit Stochastic Optimization for deriving reservoir operating rules in semiarid Brazil. Pesquisa Operacional, 29(1), 223-234. doi:10.1590/s0101-74382009000100011Chandramouli, V., & Raman, H. (2001). Multireservoir Modeling with Dynamic Programming and Neural Networks. Journal of Water Resources Planning and Management, 127(2), 89-98. doi:10.1061/(asce)0733-9496(2001)127:2(89)Chang, L.-C., & Chang, F.-J. (2001). Intelligent control for modelling of real-time reservoir operation. Hydrological Processes, 15(9), 1621-1634. doi:10.1002/hyp.226Chazarra, M., García-González, J., Pérez-Díaz, J. I., & Arteseros, M. (2016). Stochastic optimization model for the weekly scheduling of a hydropower system in day-ahead and secondary regulation reserve markets. Electric Power Systems Research, 130, 67-77. doi:10.1016/j.epsr.2015.08.014Chen, D., Leon, A. S., Fuentes, C., Gibson, N. L., & Qin, H. (2018). Incorporating Filters in Random Search Algorithms for the Hourly Operation of a Multireservoir System. Journal of Water Resources Planning and Management, 144(2), 04017088. doi:10.1061/(asce)wr.1943-5452.0000876Coerver, H. M., Rutten, M. M., & van de Giesen, N. C. (2018). Deduction of reservoir operating rules for application in global hydrological models. Hydrology and Earth System Sciences, 22(1), 831-851. doi:10.5194/hess-22-831-2018Côté, P., & Leconte, R. (2016). Comparison of Stochastic Optimization Algorithms for Hydropower Reservoir Operation with Ensemble Streamflow Prediction. Journal of Water Resources Planning and Management, 142(2), 04015046. doi:10.1061/(asce)wr.1943-5452.0000575Cui, L., & Kuczera, G. (2005). Optimizing water supply headworks operating rules under stochastic inputs: Assessment of genetic algorithm performance. Water Resources Research, 41(5). doi:10.1029/2004wr003517Culley, S., Noble, S., Yates, A., Timbs, M., Westra, S., Maier, H. R., … Castelletti, A. (2016). A bottom-up approach to identifying the maximum operational adaptive capacity of water resource systems to a changing climate. Water Resources Research, 52(9), 6751-6768. doi:10.1002/2015wr018253Cunha, M. C., & Antunes, A. (2012). Simulated annealing algorithms for water systems optimization. WIT Transactions on State of the Art in Science and Engineering, 57-73. doi:10.2495/978-1-84564-664-6/04Dariane, A. B., & Momtahen, S. (2009). Optimization of Multireservoir Systems Operation Using Modified Direct Search Genetic Algorithm. Journal of Water Resources Planning and Management, 135(3), 141-148. doi:10.1061/(asce)0733-9496(2009)135:3(141)Das, B., Singh, A., Panda, S. N., & Yasuda, H. (2015). Optimal land and water resources allocation policies for sustainable irrigated agriculture. Land Use Policy, 42, 527-537. doi:10.1016/j.landusepol.2014.09.012Davidsen, C., Liu, S., Mo, X., Rosbjerg, D., & Bauer-Gottwein, P. (2016). The cost of ending groundwater overdraft on the North China Plain. Hydrology and Earth System Sciences, 20(2), 771-785. doi:10.5194/hess-20-771-2016Ehteram, M., Karami, H., & Farzin, S. (2018). Reservoir Optimization for Energy Production Using a New Evolutionary Algorithm Based on Multi-Criteria Decision-Making Models. Water Resources Management, 32(7), 2539-2560. doi:10.1007/s11269-018-1945-1Eisel, L. M. (1972). Chance constrained reservoir model. Water Resources Research, 8(2), 339-347. doi:10.1029/wr008i002p00339European Commission(2007). Communication from the Commission to the European Parliament and the Council: Addressing the challenge of water scarcity and droughts in the European Union COM(2007) 414 final. Brussels Belgium.European Commission. (2012a). Communication from the Commission to the European Parliament the Council the European Economic and Social Committee and the Committee of the Regions: A Blueprint to Safeguard Europe's Water Resources COM(2012) 673 final. Brussels Belgium.European Commission. (2012b). Communication from the Commission to the European Parliament the Council the European Economic and Social Committee and the Committee of the Regions: Report on the Review of the European Water Scarcity and Droughts Policy COM(2012) 672 final. Brussels Belgium.Fallah-Mehdipour, E., Bozorg Haddad, O., & Mariño, M. A. (2012). Real-Time Operation of Reservoir System by Genetic Programming. Water Resources Management, 26(14), 4091-4103. doi:10.1007/s11269-012-0132-zFazlali, A., & Shourian, M. (2017). A Demand Management Based Crop and Irrigation Planning Using the Simulation-Optimization Approach. Water Resources Management, 32(1), 67-81. doi:10.1007/s11269-017-1791-6Ficchì, A., Raso, L., Dorchies, D., Pianosi, F., Malaterre, P.-O., Van Overloop, P.-J., & Jay-Allemand, M. (2016). Optimal Operation of the Multireservoir System in the Seine River Basin Using Deterministic and Ensemble Forecasts. Journal of Water Resources Planning and Management, 142(1), 05015005. doi:10.1061/(asce)wr.1943-5452.0000571Fu, Q., Li, T., Cui, S., Liu, D., & Lu, X. (2017). Agricultural Multi-Water Source Allocation Model Based on Interval Two-Stage Stochastic Robust Programming under Uncertainty. Water Resources Management, 32(4), 1261-1274. doi:10.1007/s11269-017-1868-2Galelli, S., Goedbloed, A., Schwanenberg, D., & van Overloop, P.-J. (2014). Optimal Real-Time Operation of Multipurpose Urban Reservoirs: Case Study in Singapore. Journal of Water Resources Planning and Management, 140(4), 511-523. doi:10.1061/(asce)wr.1943-5452.0000342Giuliani, M., Castelletti, A., Pianosi, F., Mason, E., & Reed, P. M. (2016). Curses, Tradeoffs, and Scalable Management: Advancing Evolutionary Multiobjective Direct Policy Search to Improve Water Reservoir Operations. Journal of Water Resources Planning and Management, 142(2), 04015050. doi:10.1061/(asce)wr.1943-5452.0000570Giuliani, M., Herman, J. D., Castelletti, A., & Reed, P. (2014). Many-objective reservoir policy identification and refinement to reduce policy inertia and myopia in water management. Water Resources Research, 50(4), 3355-3377. doi:10.1002/2013wr014700Giuliani, M., Li, Y., Castelletti, A., & Gandolfi, C. (2016). A coupled human-natural systems analysis of irrigated agriculture under changing climate. Water Resources Research, 52(9), 6928-6947. doi:10.1002/2016wr019363Giuliani, M., Quinn, J. D., Herman, J. D., Castelletti, A., & Reed, P. M. (2018). Scalable Multiobjective Control for Large-Scale Water Resources Systems Under Uncertainty. IEEE Transactions on Control Systems Technology, 26(4), 1492-1499. doi:10.1109/tcst.2017.2705162Grüne, L., & Semmler, W. (2004). Using dynamic programming with adaptive grid scheme for optimal control problems in economics. Journal of Economic Dynamics and Control, 28(12), 2427-2456. doi:10.1016/j.jedc.2003.11.002Guariso, G., Rinaldi, S., & Soncini-Sessa, R. (1986). The Management of Lake Como: A Multiobjective Analysis. Water Resources Research, 22(2), 109-120. doi:10.1029/wr022i002p00109Gundelach, J., & ReVelle, C. (1975). Linear decision rule in reservoir management and design: 5. A general algorithm. Water Resources Research, 11(2), 204-207. doi:10.1029/wr011i002p00204Guo, X., Hu, T., Zeng, X., & Li, X. (2013). Extension of Parametric Rule with the Hedging Rule for Managing Multireservoir System during Droughts. Journal of Water Resources Planning and Management, 139(2), 139-148. doi:10.1061/(asce)wr.1943-5452.0000241Haddad, O. B., Afshar, A., & Mariño, M. A. (2006). Honey-Bees Mating Optimization (HBMO) Algorithm: A New Heuristic Approach for Water Resources Optimization. Water Resources Management, 20(5), 661-680. doi:10.1007/s11269-005-9001-3Hadka, D., Herman, J., Reed, P., & Keller, K. (2015). An open source framework for many-objective robust decision making. Environmental Modelling & Software, 74, 114-129. doi:10.1016/j.envsoft.2015.07.014Haguma, D., & Leconte, R. (2018). Long-Term Planning of Water Systems in the Context of Climate Non-Stationarity with Deterministic and Stochastic Optimization. Water Resources Management, 32(5), 1725-1739. doi:10.1007/s11269-017-1900-6Haguma, D., Leconte, R., & Côté, P. (2018). Evaluating Transition Probabilities for a Stochastic Dynamic Programming Model Used in Water System Optimization. Journal of Water Resources Planning and Management, 144(2), 04017090. doi:10.1061/(asce)wr.1943-5452.0000883Houck, M. H. (1979). A Chance Constrained Optimization Model for reservoir design and operation. Water Resources Research, 15(5), 1011-1016. doi:10.1029/wr015i005p01011Ji, C., Zhou, T., & Huang, H. (2014). Operating Rules Derivation of Jinsha Reservoirs System with Parameter Calibrated Support Vector Regression. Water Resources Management, 28(9), 2435-2451. doi:10.1007/s11269-014-0610-6Karamouz, M., & Houck, M. H. (1982). Annual and monthly reservoir operating rules generated by deterministic optimization. Water Resources Research, 18(5), 1337-1344. doi:10.1029/wr018i005p01337Karamouz, M., & Houck, M. H. (1987). COMPARISON OF STOCHASTIC AND DETERMINISTIC DYNAMIC PROGRAMMING FOR RESERVOIR OPERATING RULE GENERATION. Journal of the American Water Resources Association, 23(1), 1-9. doi:10.1111/j.1752-1688.1987.tb00778.xKaramouz, M., & Vasiliadis, H. V. (1992). Bayesian stochastic optimization of reservoir operation using uncertain forecasts. Water Resources Research, 28(5), 1221-1232. doi:10.1029/92wr00103Kasprzyk, J. R., Nataraj, S., Reed, P. M., & Lempert, R. J. (2013). Many objective robust decision making for complex environmental systems undergoing change. Environmental Modelling & Software, 42, 55-71. doi:10.1016/j.envsoft.2012.12.007Kelman, J., Stedinger, J. R., Cooper, L. A., Hsu, E., & Yuan, S.-Q. (1990). Sampling stochastic dynamic programming applied to reservoir operation. Water Resources Research, 26(3), 447-454. doi:10.1029/wr026i003p00447Keshtkar, A. R., Salajegheh, A., Sadoddin, A., & Allan, M. G. (2013). Application of Bayesian networks for sustainability assessment in catchment modeling and management (Case study: The Hablehrood river catchment). Ecological Modelling, 268, 48-54. doi:10.1016/j.ecolmodel.2013.08.003Kim, T., Heo, J.-H., Bae, D.-H., & Kim, J.-H. (2008). Single-reservoir operating rules for a year using multiobjective genetic algorithm. Journal of Hydroinformatics, 10(2), 163-179. doi:10.2166/hydro.2008.019Koutsoyiannis, D., & Economou, A. (2003). Evaluation of the parameterization-simulation-optimization approach for the control of reservoir systems. Water Resources Research, 39(6). doi:10.1029/2003wr002148Kumar, D. N., & Reddy, M. J. (2006). Ant Colony Optimization for Multi-Purpose Reservoir Operation. Water Resources Management, 20(6), 879-898. doi:10.1007/s11269-005-9012-0Nagesh Kumar, D., & Janga Reddy, M. (2007). Multipurpose Reservoir Operation Using Particle Swarm Optimization. Journal of Water Resources Planning and Management, 133(3), 192-201. doi:10.1061/(asce)0733-9496(2007)133:3(192)Kumar, K., & Kasthurirengan, S. (2018). Generalized Linear Two-Point Hedging Rule for Water Supply Reservoir Operation. Journal of Water Resources Planning and Management, 144(9), 04018051. doi:10.1061/(asce)wr.1943-5452.0000964Kwakkel, J. H., Haasnoot, M., & Walker, W. E. (2016). Comparing Robust Decision-Making and Dynamic Adaptive Policy Pathways for model-based decision support under deep uncertainty. Environmental Modelling & Software, 86, 168-183. doi:10.1016/j.envsoft.2016.09.017Labadie, J. W. (2004). Optimal Operation of Multireservoir Systems: State-of-the-Art Review. Journal of Water Resources Planning and Management, 130(2), 93-111. doi:10.1061/(asce)0733-9496(2004)130:2(93)Labadie J. W. Baldo M. &Larson R.(2000).MODSIM: Decision support system for river basin management. Documentation and user manual.Lee, J.-H., & Labadie, J. W. (2007). Stochastic optimization of multireservoir systems via reinforcement learning. Water Resources Research, 43(11). doi:10.1029/2006wr005627Lei, X., Tan, Q., Wang, X., Wang, H., Wen, X., Wang, C., & Zhang, J. (2018). Stochastic optimal operation of reservoirs based on copula functions. Journal of Hydrology, 557, 265-275. doi:10.1016/j.jhydrol.2017.12.038Lerma, N., Paredes-Arquiola, J., Andreu, J., & Solera, A. (2013). Development of operating rules for a complex multi-reservoir system by coupling genetic algorithms and network optimization. Hydrological Sciences Journal, 58(4), 797-812. doi:10.1080/02626667.2013.779777Lerma, N., Paredes-Arquiola, J., Andreu, J., Solera, A., & Sechi, G. M. (2015). Assessment of evolutionary algorithms for optimal operating rules design in real Water Resource Systems. Environmental Modelling & Software, 69, 425-436. doi:10.1016/j.envsoft.2014.09.024Li, Y., Giuliani, M., & Castelletti, A. (2017). A coupled human–natural system to assess the operational value of weather and climate services for agriculture. Hydrology and Earth System Sciences, 21(9), 4693-4709. doi:10.5194/hess-21-4693-2017Lin, N. M., & Rutten, M. (2016). Optimal Operation of a Network of Multi-purpose Reservoir: A Review. Procedia Engineering, 154, 1376-1384. doi:10.1016/j.proeng.2016.07.504Liu, P., Cai, X., & Guo, S. (2011). Deriving multiple near-optimal solutions to deterministic reservoir operation problems. Water Resources Research, 47(8). doi:10.1029/2011wr010998Loucks, D. P. (1970). Some Comments on Linear Decision Rules and Chance Constraints. Water Resources Research, 6(2), 668-671. doi:10.1029/wr006i002p00668Loucks

Applying multiobjective evolutionary algorithms in industrial projects

During the recent years, multiobjective evolutionary algorithms have matured as a flexible optimization tool which can be used in various areas of reallife applications. Practical experiences showed that typically the algorithms need an essential adaptation to the specific problem for a successful application. Considering these requirements, we discuss various issues of the design and application of multiobjective evolutionary algorithms to real-life optimization problems. In particular, questions on problem-specific data structures and evolutionary operators and the determination of method parameters are treated. As a major issue, the handling of infeasible intermediate solutions is pointed out. Three application examples in the areas of constrained global optimization (electronic circuit design), semi-infinite programming (design centering problems), and discrete optimization (project scheduling) are discussed

On the role of metaheuristic optimization in bioinformatics

Metaheuristic algorithms are employed to solve complex and large-scale optimization problems in many different fields, from transportation and smart cities to finance. This paper discusses how metaheuristic algorithms are being applied to solve different optimization problems in the area of bioinformatics. While the text provides references to many optimization problems in the area, it focuses on those that have attracted more interest from the optimization community. Among the problems analyzed, the paper discusses in more detail the molecular docking problem, the protein structure prediction, phylogenetic inference, and different string problems. In addition, references to other relevant optimization problems are also given, including those related to medical imaging or gene selection for classification. From the previous analysis, the paper generates insights on research opportunities for the Operations Research and Computer Science communities in the field of bioinformatics

Metaheuristic design of feedforward neural networks: a review of two decades of research

Over the past two decades, the feedforward neural network (FNN) optimization has been a key interest among the researchers and practitioners of multiple disciplines. The FNN optimization is often viewed from the various perspectives: the optimization of weights, network architecture, activation nodes, learning parameters, learning environment, etc. Researchers adopted such different viewpoints mainly to improve the FNN's generalization ability. The gradient-descent algorithm such as backpropagation has been widely applied to optimize the FNNs. Its success is evident from the FNN's application to numerous real-world problems. However, due to the limitations of the gradient-based optimization methods, the metaheuristic algorithms including the evolutionary algorithms, swarm intelligence, etc., are still being widely explored by the researchers aiming to obtain generalized FNN for a given problem. This article attempts to summarize a broad spectrum of FNN optimization methodologies including conventional and metaheuristic approaches. This article also tries to connect various research directions emerged out of the FNN optimization practices, such as evolving neural network (NN), cooperative coevolution NN, complex-valued NN, deep learning, extreme learning machine, quantum NN, etc. Additionally, it provides interesting research challenges for future research to cope-up with the present information processing era

Methodological review of multicriteria optimization techniques: aplications in water resources

Multi-criteria decision analysis (MCDA) is an umbrella approach that has been applied to a wide range of natural resource management situations. This report has two purposes. First, it aims to provide an overview of advancedmulticriteriaapproaches, methods and tools. The review seeks to layout the nature of the models, their inherent strengths and limitations. Analysis of their applicability in supporting real-life decision-making processes is provided with relation to requirements imposed by organizationally decentralized and economically specific spatial and temporal frameworks. Models are categorized based on different classification schemes and are reviewed by describing their general characteristics, approaches, and fundamental properties. A necessity of careful structuring of decision problems is discussed regarding planning, staging and control aspects within broader agricultural context, and in water management in particular. A special emphasis is given to the importance of manipulating decision elements by means ofhierarchingand clustering. The review goes beyond traditionalMCDAtechniques; it describes new modelling approaches. The second purpose is to describe newMCDAparadigms aimed at addressing the inherent complexity of managing water ecosystems, particularly with respect to multiple criteria integrated with biophysical models,multistakeholders, and lack of information. Comments about, and critical analysis of, the limitations of traditional models are made to point out the need for, and propose a call to, a new way of thinking aboutMCDAas they are applied to water and natural resources management planning. These new perspectives do not undermine the value of traditional methods; rather they point to a shift in emphasis from methods for problem solving to methods for problem structuring. Literature review show successfully integrations of watershed management optimization models to efficiently screen a broad range of technical, economic, and policy management options within a watershed system framework and select the optimal combination of management strategies and associated water allocations for designing a sustainable watershed management plan at least cost. Papers show applications in watershed management model that integrates both natural and human elements of a watershed system including the management of ground and surface water sources, water treatment and distribution systems, human demands,wastewatertreatment and collection systems, water reuse facilities,nonpotablewater distribution infrastructure, aquifer storage and recharge facilities, storm water, and land use

Production planning of biopharmaceutical manufacture.

Multiproduct manufacturing facilities running on a campaign basis are increasingly becoming the norm for biopharmaceuticals, owing to high risks of clinical failure, regulatory pressures and the increasing number of therapeutics in clinical evaluation. The need for such flexible plants and cost-effective manufacture pose significant challenges for planning and scheduling, which are compounded by long production lead times, intermediate product stability issues and the high cost - low volume nature of biopharmaceutical manufacture. Scheduling and planning decisions are often made in the presence of variable product titres, campaign durations, contamination rates and product demands. Hence this thesis applies mathematical programming techniques to the planning of biopharmaceutical manufacture in order to identify more optimal production plans under different manufacturing scenarios. A deterministic mixed integer linear programming (MILP) medium term planning model which explicitly accounts for upstream and downstream processing is presented. A multiscenario MILP model for the medium term planning of biopharmaceutical manufacture under uncertainty is presented and solved using an iterative solution procedure. An alternative stochastic formulation for the medium term planning of biomanufacture under uncertainty based on the principles of chance constrained programming is also presented. To help manage the risks of long term capacity planning in the biopharmaceutical industry, a goal programming extension is presented which accounts for multiple objectives including cost, risk and customer service level satisfaction. The model is applied to long term capacity analysis of a mix of contractors and owned biopharmaceutical manufacturing facilities. In the final sections of this thesis an example of a commercial application of this work is presented, followed by a discussion on related validation issues in the biopharmaceutical industry. The work in this thesis highlighted the benefits of applying mathematical programming techniques for production planning of biopharmaceutical manufacturing facilities, so as to enhance the biopharmaceutical industry's strategic and operational decision-making towards achieving more cost-effective manufacture