New approaches to multi-objective optimization

A natural way to deal with multiple, partially conflicting objectives is turning all the objectives but one into budget constraints. Many classical optimization problems, such as maximum spanning tree and forest, shortest path, maximum weight (perfect) matching, maximum weight independent set (basis) in a matroid or in the intersection of two matroids, become NP-hard even with one budget constraint. Still, for most of these problems efficient deterministic and randomized approximation schemes are known. Not much is known however about the case of two or more budgets: filling this gap, at least partially, is the main goal of this paper. In more detail, we obtain the following main results: Using iterative rounding for the first time in multi-objective optimization, we obtain multi-criteria PTASs (which slightly violate the budget constraints) for spanning tree, matroid basis, and bipartite matching with $$k=O(1)$$ k = O ( 1 ) budget constraints. We present a simple mechanism to transform multi-criteria approximation schemes into pure approximation schemes for problems whose feasible solutions define an independence system. This gives improved algorithms for several problems. In particular, this mechanism can be applied to the above bipartite matching algorithm, hence obtaining a pure PTAS. We show that points in low-dimensional faces of any matroid polytope are almost integral, an interesting result on its own. This gives a deterministic approximation scheme for $$k$$ k -budgeted matroid independent set. We present a deterministic approximation scheme for $$k$$ k -budgeted matching (in general graphs), where $$k=O(1)$$ k = O ( 1 ) . Interestingly, to show that our procedure works, we rely on a non-constructive result by Stromquist and Woodall, which is based on the Ham Sandwich Theorem

Application of Multi-Objective Evolutionary Optimization Algorithms to Reactive Power Planning Problem

This paper presents a new approach to treat reactive power (VAr) planning problem using multi-objective evolutionary algorithms. Specifically, Strength Pareto Evolutionary Algorithm (SPEA) and Multi-Objective Particle Swarm Optimization (MOPSO) approaches have been developed and successfully applied. The overall problem is formulated as a nonlinear constrained multi-objective optimization problem. Minimizing the total incurred cost and maximizing the amount of Available Transfer Capability (ATC) are defined as the main objective functions. The proposed approaches have been successfully tested on IEEE 14 bus system. As a result a wide set of optimal solutions known as Pareto set is obtained and encouraging results show the superiority of the proposed approaches and confirm their potential to solve such a large scale multi-objective optimization problem

DECMO2: a robust hybrid and adaptive multi-objective evolutionary algorithm.

We describe a hybrid and adaptive coevolutionary optimization method that can efficiently solve a wide range of multi-objective optimization problems (MOOPs) as it successfully combines positive traits from three main classes of multi-objective evolutionary algorithms (MOEAs): classical approaches that use Pareto-based selection for survival criteria, approaches that rely on differential evolution, and decomposition-based strategies. A key part of our hybrid evolutionary approach lies in the proposed fitness sharing mechanism that is able to smoothly transfer information between the coevolved subpopulations without negatively impacting the specific evolutionary process behavior that characterizes each subpopulation. The proposed MOEA also features an adaptive allocation of fitness evaluations between the coevolved populations to increase robustness and favor the evolutionary search strategy that proves more successful for solving the MOOP at hand. Apart from the new evolutionary algorithm, this paper also contains the description of a new hypervolume and racing-based methodology aimed at providing practitioners from the field of multi-objective optimization with a simple means of analyzing/reporting the general comparative run-time performance of multi-objective optimization algorithms over large problem sets

A New Multi-Objective Approach for Molecular Docking Based on RMSD and Binding Energy

Ligand-protein docking is an optimization problem based on predicting the position of a ligand with the lowest binding energy in the active site of the receptor. Molecular docking problems are traditionally tackled with single-objective, as well as with multi-objective approaches, to minimize the binding energy. In this paper, we propose a novel multi-objective formulation that considers: the Root Mean Square Deviation (RMSD) difference in the coordinates of ligands and the binding (intermolecular) energy, as two objectives to evaluate the quality of the ligand-protein interactions. To determine the kind of Pareto front approximations that can be obtained, we have selected a set of representative multi-objective algorithms such as NSGA-II, SMPSO, GDE3, and MOEA/D. Their performances have been assessed by applying two main quality indicators intended to measure convergence and diversity of the fronts. In addition, a comparison with LGA, a reference single-objective evolutionary algorithm for molecular docking (AutoDock) is carried out. In general, SMPSO shows the best overall results in terms of energy and RMSD (value lower than 2A for successful docking results). This new multi-objective approach shows an improvement over the ligand-protein docking predictions that could be promising in in silico docking studies to select new anticancer compounds for therapeutic targets that are multidrug resistant.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech

Multiplicative Approximations, Optimal Hypervolume Distributions, and the Choice of the Reference Point

Many optimization problems arising in applications have to consider several objective functions at the same time. Evolutionary algorithms seem to be a very natural choice for dealing with multi-objective problems as the population of such an algorithm can be used to represent the trade-offs with respect to the given objective functions. In this paper, we contribute to the theoretical understanding of evolutionary algorithms for multi-objective problems. We consider indicator-based algorithms whose goal is to maximize the hypervolume for a given problem by distributing {\mu} points on the Pareto front. To gain new theoretical insights into the behavior of hypervolume-based algorithms we compare their optimization goal to the goal of achieving an optimal multiplicative approximation ratio. Our studies are carried out for different Pareto front shapes of bi-objective problems. For the class of linear fronts and a class of convex fronts, we prove that maximizing the hypervolume gives the best possible approximation ratio when assuming that the extreme points have to be included in both distributions of the points on the Pareto front. Furthermore, we investigate the choice of the reference point on the approximation behavior of hypervolume-based approaches and examine Pareto fronts of different shapes by numerical calculations

Multidisciplinary and multiobjective optimization: Comparison of several methods

10 pagesEngineering design of complex systems is a decision making process that aims at choosing from among a set of options that implies an irrevocable allocation of resources. It is inherently a multidisciplinary and multi-objective process. The paper describes some classical multidisciplinary optimization (MDO) methods with their advantages and drawbacks. Some new approaches combining genetic algorithms (MOGA) and collaborative optimization (CO) are presented. They allow to: 1) increase the convergence rate when a design problem can be broken up regarding design variables, and 2) provide an optimal set of design variables in case of multi-level multi-objective design problem

Optimal shape design of a class of permanent magnet motors in a multiple-objectives context

Purpose: This paper aims to deal with the optimal shape design of a class of permanent magnet motors by minimizing multiple objectives according to an original interpretation of Pareto optimality. The proposed method solves a many-objective problems characterized by five objective functions and five design variables with evolution strategy algorithms, classically used for single- and multi-objective (two objective functions) optimization problems. Design/methodology/approach: Two approaches are proposed in the paper: the All-Objectives (AO) and the Many-Objectives (MO) optimization approach. The former is based on a single-objective optimization of a preference function, i.e. a normalized weighted sum. In contrast, in the MO a multi-objective optimization algorithm is applied to the minimization of a weight-free preference function and simultaneously to a maximization of the distance of the current solution from the prototype. The optimizations are based on an equivalent circuit model of the Permanent Magnet (PM) motor, but the results are assessed by means of finite element analyses (FEAs). Findings: An extensive study of the solutions obtained by means of the different optimization approaches is provided by means of post-processing analyses. Both the approaches find non-dominated solutions with respect to the prototype that are substantially improving the initial solution. The points of strength along with the weakness points of each solution with respect to the prototype are analysed in depth. Practical implications: The paper gives a good guide to the designers of electric motors, focussed on a shape design optimization. Originality/value: Considering simultaneously five objective functions in an automated optimal design procedure is challenging. The proposed approach, based on a well-known and established optimization algorithm, but exploiting a new concept of degree of conflict, can lead to new results in the field of automated optimal design in a many-objective context