Optimal advertising campaign generation for multiple brands using MOGA

The paper proposes a new modified multiobjective genetic algorithm (MOGA) for the problem of optimal television (TV) advertising campaign generation for multiple brands. This NP-hard combinatorial optimization problem with numerous constraints is one of the key issues for an advertising agency when producing the optimal TV mediaplan. The classical approach to the solution of this problem is the greedy heuristic, which relies on the strength of the preceding commercial breaks when selecting the next break to add to the campaign. While the greedy heuristic is capable of generating only a group of solutions that are closely related in the objective space, the proposed modified MOGA produces a Pareto-optimal set of chromosomes that: 1) outperform the greedy heuristic and 2) let the mediaplanner choose from a variety of uniformly distributed tradeoff solutions. To achieve these results, the special problem-specific solution encoding, genetic operators, and original local optimization routine were developed for the algorithm. These techniques allow the algorithm to manipulate with only feasible individuals, thus, significantly improving its performance that is complicated by the problem constraints. The efficiency of the developed optimization method is verified using the real data sets from the Canadian advertising industry

Fuzzy clustering of univariate and multivariate time series by genetic multiobjective optimization

Given a set of time series, it is of interest to discover subsets that share similar properties. For instance, this may be useful for identifying and estimating a single model that may fit conveniently several time series, instead of performing the usual identification and estimation steps for each one. On the other hand time series in the same cluster are related with respect to the measures assumed for cluster analysis and are suitable for building multivariate time series models. Though many approaches to clustering time series exist, in this view the most effective method seems to have to rely on choosing some features relevant for the problem at hand and seeking for clusters according to their measurements, for instance the autoregressive coe±cients, spectral measures or the eigenvectors of the covariance matrix. Some new indexes based on goodnessof-fit criteria will be proposed in this paper for fuzzy clustering of multivariate time series. A general purpose fuzzy clustering algorithm may be used to estimate the proper cluster structure according to some internal criteria of cluster validity. Such indexes are known to measure actually definite often conflicting cluster properties, compactness or connectedness, for instance, or distribution, orientation, size and shape. It is argued that the multiobjective optimization supported by genetic algorithms is a most effective choice in such a di±cult context. In this paper we use the Xie-Beni index and the C-means functional as objective functions to evaluate the cluster validity in a multiobjective optimization framework. The concept of Pareto optimality in multiobjective genetic algorithms is used to evolve a set of potential solutions towards a set of optimal non-dominated solutions. Genetic algorithms are well suited for implementing di±cult optimization problems where objective functions do not usually have good mathematical properties such as continuity, differentiability or convexity. In addition the genetic algorithms, as population based methods, may yield a complete Pareto front at each step of the iterative evolutionary procedure. The method is illustrated by means of a set of real data and an artificial multivariate time series data set.Fuzzy clustering, Internal criteria of cluster validity, Genetic algorithms, Multiobjective optimization, Time series, Pareto optimality

An Analysis of Some Algorithms and Heuristics for Multiobjective Graph Search

Muchos problemas reales requieren examinar un número exponencial de alternativas para encontrar la elección óptima. A este tipo de problemas se les llama de optimización combinatoria. Además, en problemas reales normalmente se evalúan múltiples magnitudes que presentan conflicto entre ellas. Cuando se optimizan múltiples obje-tivos simultáneamente, generalmente no existe un valor óptimo que satisfaga al mismo tiempo los requisitos para todos los criterios. Solucionar estos problemas combinatorios multiobjetivo deriva comúnmente en un gran conjunto de soluciones Pareto-óptimas, que definen los balances óptimos entre los objetivos considerados. En esta tesis se considera uno de los problemas multiobjetivo más recurrentes: la búsqueda de caminos más cortos en un grafo, teniendo en cuenta múltiples objetivos al mismo tiempo. Se pueden señalar muchas aplicaciones prácticas de la búsqueda multiobjetivo en diferentes dominios: enrutamiento en redes multimedia (Clímaco et al., 2003), programación de satélites (Gabrel & Vanderpooten, 2002), problemas de transporte (Pallottino & Scutellà, 1998), enrutamiento en redes de ferrocarril (Müller-Hannemann & Weihe, 2006), planificación de rutas en redes de carreteras (Jozefowiez et al., 2008), vigilancia con robots (delle Fave et al., 2009) o planificación independiente del dominio (Refanidis & Vlahavas, 2003). La planificación de rutas multiobjetivo sobre mapas de carretera realistas ha sido considerada como un escenario de aplicación potencial para los algoritmos y heurísticos multiobjetivo considerados en esta tesis. El transporte de materias peligrosas (Erkut et al., 2007), otro problema de enrutamiento multiobjetivo relacionado, ha sido también considerado como un escenario de aplicación potencial interesante. Los métodos de optimización de un solo criterio son bien conocidos y han sido ampliamente estudiados. La Búsqueda Heurística permite la reducción de los requisitos de espacio y tiempo de estos métodos, explotando el uso de estimaciones de la distancia real al objetivo. Los problemas multiobjetivo son bastante más complejos que sus equivalentes de un solo objetivo y requieren métodos específicos. Éstos, van desde técnicas de solución exactas a otras aproximadas, que incluyen los métodos metaheurísticos aproximados comúnmente encontrados en la literatura. Esta tesis se ocupa de algoritmos exactos primero-el-mejor y, en particular, del uso de información heurística para mejorar su rendimiento. Esta tesis contribuye análisis tanto formales como empíricos de algoritmos y heurísticos para búsqueda multiobjetivo. La caracterización formal de estos algoritmos es importante para el campo. Sin embargo, la evaluación empírica es también de gran importancia para la aplicación real de estos métodos. Se han utilizado diversas clases de problemas bien conocidos para probar su rendimiento, incluyendo escenarios realistas como los descritos más arriba. Los resultados de esta tesis proporcionan una mejor comprensión de qué métodos de los disponibles sonmejores en situaciones prácticas. Se presentan explicaciones formales y empíricas acerca de su comportamiento. Se muestra que la búsqueda heurística reduce considerablemente los requisitos de espacio y tiempo en la mayoría de las ocasiones. En particular, se presentan los primeros resultados sistemáticos mostrando las ventajas de la aplicación de heurísticos multiobjetivo precalculados. Esta tesis también aporta un método mejorado para el precálculo de los heurísticos, y explora la conveniencia de heurísticos precalculados más informados.Many real problems require the examination of an exponential number of alternatives in order to find the best choice. They are the so-called combinatorial optimization problems. Besides, real problems usually involve the consideration of several conflicting magnitudes. When multiple objectives must be simultaneously optimized, there is generally not an optimal value satisfying the requirements for all the criteria at the same time. Solving these multiobjective combinatorial problems commonly results in a large set of Pareto-optimal solutions, which define the optimal tradeoffs between the objectives under consideration. One of most recurrent multiobjective problems is considered in this thesis: the search for shortest paths in a graph, taking into account several objectives at the same time. Many practical applications of multiobjective search in different domains can be pointed out: routing in multimedia networks (Clímaco et al., 2003), satellite scheduling (Gabrel & Vanderpooten, 2002), transportation problems (Pallottino & Scutellà, 1998), routing in railway networks (Müller-Hannemann & Weihe, 2006), route planning in road maps (Jozefowiez et al., 2008), robot surveillance (delle Fave et al., 2009) or domain independent planning (Refanidis & Vlahavas, 2003). Multiobjective route planning over realistic road maps has been considered as a potential application scenario for the multiobjective algorithms and heuristics considered in this thesis. Hazardous material transportation (Erkut et al., 2007), another related multiobjective routing problem, has also been considered as an interesting potential application scenario. Single criterion shortest path methods are well known and have been widely studied. Heuristic Search allows the reduction of the space and time requirements of these methods, exploiting estimates of the actual distance to the goal. Multiobjective problems are much more complex than their single-objective counterparts, and require specific methods. These range from exact solution techniques to approximate ones, including the metaheuristic approximate methods usually found in the literature. This thesis is concerned with exact best-first algorithms, and particularly, with the use of heuristic information to improve their performance. This thesis contributes both formal and empirical analysis of algorithms and heuristics for multiobjective search. The formal characterization of algorithms is important for the field. However, empirical evaluation is also of great importance for the real application of these methods. Several well known classes of problems have been used to test their performance, including some realistic scenarios as described above. The results of this thesis provide a better understanding of which of the available methods are better in practical situations. Formal and empirical explanations of their behaviour are presented. Heuristic search is shown to reduce considerably space and time requirements in most situations. In particular, the first systematic results showing the advantages of the application of precalculated multiobjective heuristics are presented. The thesis also contributes an improved method for heuristic precalculation, and explores the convenience of more informed precalculated heuristics.This work is partially funded by / Este trabajo está financiado por: Consejería de Economía, Innovación, Ciencia y Empresa. Junta de Andalucía (España) Referencia: P07-TIC-0301

Approximate solutions in space mission design

In this paper, we address multi-objective space mission design problems. From a practical point of view, it is often the case that,during the preliminary phase of the design of a space mission, the solutions that are actually considered are not 'optimal' (in the Pareto sense)but belong to the basin of attraction of optimal ones (i.e. they are nearly optimal). This choice is motivated either by additional requirements that the decision maker has to take into account or, more often, by robustness considerations. For this, we suggest a novel MOEA which is a modification of the well-known NSGA-II algorithm equipped with a recently proposed archiving strategy which aims at storing the set of approximate solutions of a given MOP. Using this algorithm we will examine some space trajectory design problems and demonstrate the benefit of the novel approach

Particle swarm optimization with sequential niche technique for dynamic finite element model updating

Peer reviewedPostprin

Multi agent collaborative search based on Tchebycheff decomposition

This paper presents a novel formulation of Multi Agent Collaborative Search, for multi-objective optimization, based on Tchebycheff decomposition. A population of agents combines heuristics that aim at exploring the search space both globally (social moves) and in a neighborhood of each agent (individualistic moves). In this novel formulation the selection process is based on a combination of Tchebycheff scalarization and Pareto dominance. Furthermore, while in the previous implementation, social actions were applied to the whole population of agents and individualistic actions only to an elite sub-population, in this novel formulation this mechanism is inverted. The novel agent-based algorithm is tested at first on a standard benchmark of difficult problems and then on two specific problems in space trajectory design. Its performance is compared against a number of state-of-the-art multi objective optimization algorithms. The results demonstrate that this novel agent-based search has better performance with respect to its predecessor in a number of cases and converges better than the other state-of-the-art algorithms with a better spreading of the solutions

Fuzzy clustering of univariate and multivariate time series by genetic multiobjective optimization

COMISEF Working Papers Series WPS-028 08/02/2010 URL: http://comisef.eu/files/wps028.pd