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

A Multi Objective Evolutionary Algorithm based on Decomposition for a Flow Shop Scheduling Problem in the Context of Industry 4.0

Under the novel paradigm of Industry 4.0, missing operations have arisen as a result of the increasingly customization of the industrial products in which customers have an extended control over the characteristics of the final products. As a result, this has completely modified the scheduling and planning management of jobs in modern factories. As a contribution in this area, this article presents a multi objective evolutionary approach based on decomposition for efficiently addressing the multi objective flow shop problem with missing operations, a relevant problem in modern industry. Tests performed over a representative set of instances show the competitiveness of the proposed approach when compared with other baseline metaheuristics.Fil: Rossit, Diego Gabriel. 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; Argentina. Universidad Nacional del Sur. Departamento de Ingeniería; ArgentinaFil: Nesmachnow, Sergio. Universidad de la República; UruguayFil: Rossit, Daniel Alejandro. 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; Argentina. Universidad Nacional del Sur. Departamento de Ingeniería; Argentin

Wind turbine blade geometry design based on multi-objective optimization using metaheuristics

Abstract: The application of Evolutionary Algorithms (EAs) to wind turbine blade design can be interesting, by reducing the number of aerodynamic-to-structural design loops in the conventional design process, hence reducing the design time and cost. Recent developments showed satisfactory results with this approach, mostly combining Genetic Algorithms (GAs) with the Blade Element Momentum (BEM) theory. The general objective of the present work is to define and evaluate a design methodology for the rotor blade geometry in order to maximize the energy production of wind turbines and minimize the mass of the blade itself, using for that purpose stochastic multi-objective optimization methods. Therefore, the multi-objective optimization problem and its constraints were formulated, and the vector representation of the optimization parameters was defined. An optimization benchmark problem was proposed, which represents the wind conditions and present wind turbine concepts found in Brazil. This problem was used as a test-bed for the performance comparison of several metaheuristics, and also for the validation of the defined design methodology. A variable speed pitch-controlled 2.5 MW Direct-Drive Synchronous Generator (DDSG) turbine with a rotor diameter of 120 m was chosen as concept. Five different Multi-objective Evolutionary Algorithms (MOEAs) were selected for evaluation in solving this benchmark problem: Non-dominated Sorting Genetic Algorithm version II (NSGA-II), Quantum-inspired Multi-objective Evolutionary Algorithm (QMEA), two approaches of the Multi-objective Evolutionary Algorithm Based on Decomposition (MOEA/D), and Multi-objective Optimization Differential Evolution Algorithm (MODE). The results have shown that the two best performing techniques in this type of problem are NSGA-II and MOEA/D, one having more spread and evenly spaced solutions, and the other having a better convergence in the region of interest. QMEA was the worst MOEA in convergence and MODE the worst one in solutions distribution. But the differences in overall performance were slight, because the algorithms have alternated their positions in the evaluation rank of each metric. This was also evident by the fact that the known Pareto Front (PF) consisted of solutions from several techniques, with each dominating a different region of the objective space. Detailed analysis of the best blade design showed that the output of the design methodology is feasible in practice, given that flow conditions and operational features of the rotor were as desired, and also that the blade geometry is very smooth and easy to manufacture. Moreover, this geometry is easily exported to a Computer-Aided Design (CAD) or Computer-Aided Engineering (CAE) software. In this way, the design methodology defined by the present work was validated

Robust and Constrained Portfolio Optimization using Multiobjective Evolutionary Algorithms

Optimization plays an important role in many areas of science, management,economics and engineering. Many techniques in mathematics and operation research are available to solve such problems. However these techniques have many shortcomings to provide fast and accurate solution particularly when the optimization problem involves many variables and constraints. Investment portfolio optimization is one such important but complex problem in computational finance which needs effective and efficient solutions. In this problem each available asset is judiciously selected in such a way that the total profit is maximized while simultaneously minimizing the total risk. The literature survey reveals that due to non availability of suitable multi objective optimization tools, this problem is mostly being solved by viewing it as a single objective optimization problem

Innovative hybrid MOEA/AD variants for solving multi-objective combinatorial optimization problems

Orientador : Aurora Trinidad Ramirez PozoCoorientador : Roberto SantanaTese (doutorado) - Universidade Federal do Paraná, Setor de Ciências Exatas, Programa de Pós-Graduação em Informática. Defesa: Curitiba, 16/12/2016Inclui referências : f. 103-116Resumo: Muitos problemas do mundo real podem ser representados como um problema de otimização combinatória. Muitas vezes, estes problemas são caracterizados pelo grande número de variáveis e pela presença de múltiplos objetivos a serem otimizados ao mesmo tempo. Muitas vezes estes problemas são difíceis de serem resolvidos de forma ótima. Suas resoluções tem sido considerada um desafio nas últimas décadas. Os algoritimos metaheurísticos visam encontrar uma aproximação aceitável do ótimo em um tempo computacional razoável. Os algoritmos metaheurísticos continuam sendo um foco de pesquisa científica, recebendo uma atenção crescente pela comunidade. Uma das têndencias neste cenário é a arbordagem híbrida, na qual diferentes métodos e conceitos são combinados objetivando propor metaheurísticas mais eficientes. Nesta tese, nós propomos algoritmos metaheurísticos híbridos para a solução de problemas combinatoriais multiobjetivo. Os principais ingredientes das nossas propostas são: (i) o algoritmo evolutivo multiobjetivo baseado em decomposição (MOEA/D framework), (ii) a otimização por colônias de formigas e (iii) e os algoritmos de estimação de distribuição. Em nossos frameworks, além dos operadores genéticos tradicionais, podemos instanciar diferentes modelos como mecanismo de reprodução dos algoritmos. Além disso, nós introduzimos alguns componentes nos frameworks objetivando balancear a convergência e a diversidade durante a busca. Nossos esforços foram direcionados para a resolução de problemas considerados difíceis na literatura. São eles: a programação quadrática binária sem restrições multiobjetivo, o problema de programação flow-shop permutacional multiobjetivo, e também os problemas caracterizados como deceptivos. Por meio de estudos experimentais, mostramos que as abordagens propostas são capazes de superar os resultados do estado-da-arte em grande parte dos casos considerados. Mostramos que as diretrizes do MOEA/D hibridizadas com outras metaheurísticas é uma estratégia promissora para a solução de problemas combinatoriais multiobjetivo. Palavras-chave: metaheuristicas, otimização multiobjetivo, problemas combinatoriais, MOEA/D, otimização por colônia de formigas, algoritmos de estimação de distribuição, programação quadrática binária sem restrições multiobjetivo, problema de programação flow-shop permutacional multiobjetivo, abordagens híbridas.Abstract: Several real-world problems can be stated as a combinatorial optimization problem. Very often, they are characterized by the large number of variables and the presence of multiple conflicting objectives to be optimized at the same time. These kind of problems are, usually, hard to be solved optimally, and their solutions have been considered a challenge for a long time. Metaheuristic algorithms aim at finding an acceptable approximation to the optimal solution in a reasonable computational time. The research on metaheuristics remains an attractive area and receives growing attention. One of the trends in this scenario are the hybrid approaches, in which different methods and concepts are combined aiming to propose more efficient approaches. In this thesis, we have proposed hybrid metaheuristic algorithms for solving multi-objective combinatorial optimization problems. Our proposals are based on (i) the multi-objective evolutionary algorithm based on decomposition (MOEA/D framework), (ii) the bio-inspired metaheuristic ant colony optimization, and (iii) the probabilistic models from the estimation of distribution algorithms. Our algorithms are considered MOEA/D variants. In our MOEA/D variants, besides the traditional genetic operators, we can instantiate different models as the variation step (reproduction). Moreover, we include some design modifications into the frameworks to control the convergence and the diversity during their search (evolution). We have addressed some important problems from the literature, e.g., the multi-objective unconstrained binary quadratic programming, the multiobjective permutation flowshop scheduling problem, and the problems characterized by deception. As a result, we show that our proposed frameworks are able to solve these problems efficiently by outperforming the state-of-the-art approaches in most of the cases considered. We show that the MOEA/D guidelines hybridized to other metaheuristic components and concepts is a powerful strategy for solving multi-objective combinatorial optimization problems. Keywords: meta-heuristics, multi-objective optimization, combinatorial problems, MOEA/D, ant colony optimization, estimation of distribution algorithms, unconstrained binary quadratic programming, permutation flowshop scheduling problem, hybrid approaches

MOEA/D for flowshop scheduling problems

Many multiobjective evolutionary algorithms are based Pareto domination, among them NSGA II and SPEA 2 are two very popular ones. MOEA/D is a very recent multiobjective evolutionary algorithm using decomposition. In this paper, we implement MOEA/D for multi-objective flowshop scheduling problems. We study the replacement strategy of neighboring solutions, the determination of the reference point, and compare different decomposition methods. Experimental results demonstrate that MOEA/D outperforms NSGA II and SPEA 2 significantly for the 2-objective and 3-objective benchmark flowshop-scheduling instances. © 2008 IEEE