A benchmark test problem toolkit for multi-objective path optimization

Due to the complexity of multi-objective optimization problems (MOOPs) in general, it is crucial to test MOOP methods on some benchmark test problems. Many benchmark test problem toolkits have been developed for continuous parameter/numerical optimization, but fewer toolkits reported for discrete combinational optimization. This paper reports a benchmark test problem toolkit especially for multi-objective path optimization problem (MOPOP), which is a typical category of discrete combinational optimization. With the reported toolkit, the complete Pareto front of a generated test problem of MOPOP can be deduced and found out manually, and the problem scale and complexity are controllable and adjustable. Many methods for discrete combinational MOOPs often only output a partial or approximated Pareto front. With the reported benchmark test problem toolkit for MOPOP, we can now precisely tell how many true Pareto points are missed by a partial Pareto front, or how large the gap is between an approximated Pareto front and the complete one

Corridor Location: Generating Competitive and Efficient Route Alternatives

The problem of transmission line corridor location can be considered, at best, a "wicked" public systems decision problem. It requires the consideration of numerous objectives while balancing the priorities of a variety of stakeholders, and designers should be prepared to develop diverse non-inferior route alternatives that must be defensible under the scrutiny of a public forum. Political elements aside, the underlying geographical computational problems that must be solved to provide a set of high quality alternatives are no less easy, as they require solving difficult spatial optimization problems on massive GIS terrain-based raster data sets.Transmission line siting methodologies have previously been developed to guide designers in this endeavor, but close scrutiny of these methodologies show that there are many shortcomings with their approaches. The main goal of this dissertation is to take a fresh look at the process of corridor location, and develop a set of algorithms that compute path alternatives using a foundation of solid geographical theory in order to offer designers better tools for developing quality alternatives that consider the entire spectrum of viable solutions. And just as importantly, as data sets become increasingly massive and present challenging computational elements, it is important that algorithms be efficient and able to take advantage of parallel computing resources.A common approach to simplify a problem with numerous objectives is to combine the cost layers into a composite a priori weighted single-objective raster grid. This dissertation examines new methods used for determining a spatially diverse set of near-optimal alternatives, and develops parallel computing techniques for brute-force near-optimal path enumeration, as well as more elegant methods that take advantage of the hierarchical structure of the underlying path-tree computation to select sets of spatially diverse near optimal paths.Another approach for corridor location is to simultaneously consider all objectives to determine the set of Pareto-optimal solutions between the objectives. This amounts to solving a discrete multi-objective shortest path problem, which is considered to be NP-Hard for computing the full set of non-inferior solutions. Given the difficulty of solving for the complete Pareto-optimal set, this dissertation develops an approximation heuristic to compute path sets that are nearly exact-optimal in a fraction of the time when compared to exact algorithms. This method is then applied as an upper bound to an exact enumerative approach, resulting in significant performance speedups. But as analytic computing continues to moved toward distributed clusters, it is important to optimize algorithms to take full advantage parallel computing. To that extent, this dissertation develops a scalable parallel framework that efficiently solves for the supported/convex solutions of a biobjective shortest path problem. This framework is equally applicable to other biobjective network optimization problems, providing a powerful tool for solving the next generation of location analysis and geographical optimization models

Exact And Representative Algorithms For Multi Objective Optimization

In most real-life problems, the decision alternatives are evaluated with multiple conflicting criteria. The entire set of non-dominated solutions for practical problems is impossible to obtain with reasonable computational effort. Decision maker generally needs only a representative set of solutions from the actual Pareto front. First algorithm we present is for efficiently generating a well dispersed non-dominated solution set representative of the Pareto front which can be used for general multi objective optimization problem. The algorithm first partitions the criteria space into grids to generate reference points and then searches for non-dominated solutions in each grid. This grid-based search utilizes achievement scalarization function and guarantees Pareto optimality. The results of our experimental results demonstrate that the proposed method is very competitive with other algorithms in literature when representativeness quality is considered; and advantageous from the computational efficiency point of view. Although generating the whole Pareto front does not seem very practical for many real life cases, sometimes it is required for verification purposes or where DM wants to run his decision making structures on the full set of Pareto solutions. For this purpose we present another novel algorithm. This algorithm attempts to adapt the standard branch and bound approach to the multi objective context by proposing to branch on solution points on objective space. This algorithm is proposed for multi objective integer optimization type of problems. Various properties of branch and bound concept has been investigated and explained within the multi objective optimization context such as fathoming, node selection, heuristics, as well as some multi objective optimization specific concepts like filtering, non-domination probability, running in parallel. Potential of this approach for being used both as a full Pareto generation or an approximation approach has been shown with experimental studies

Multi-objective optimization in graphical models

Many real-life optimization problems are combinatorial, i.e. they concern a choice of the best solution from a finite but exponentially large set of alternatives. Besides, the solution quality of many of these problems can often be evaluated from several points of view (a.k.a. criteria). In that case, each criterion may be described by a different objective function. Some important and well-known multicriteria scenarios are: · In investment optimization one wants to minimize risk and maximize benefits. · In travel scheduling one wants to minimize time and cost. · In circuit design one wants to minimize circuit area, energy consumption and maximize speed. · In knapsack problems one wants to minimize load weight and/or volume and maximize its economical value. The previous examples illustrate that, in many cases, these multiple criteria are incommensurate (i.e., it is difficult or impossible to combine them into a single criterion) and conflicting (i.e., solutions that are good with respect one criterion are likely to be bad with respect to another). Taking into account simultaneously the different criteria is not trivial and several notions of optimality have been proposed. Independently of the chosen notion of optimality, computing optimal solutions represents an important current research challenge. Graphical models are a knowledge representation tool widely used in the Artificial Intelligence field. They seem to be specially suitable for combinatorial problems. Roughly, graphical models are graphs in which nodes represent variables and the (lack of) arcs represent conditional independence assumptions. In addition to the graph structure, it is necessary to specify its micro-structure which tells how particular combinations of instantiations of interdependent variables interact. The graphical model framework provides a unifying way to model a broad spectrum of systems and a collection of general algorithms to efficiently solve them. In this Thesis we integrate multi-objective optimization problems into the graphical model paradigm and study how algorithmic techniques developed in the graphical model context can be extended to multi-objective optimization problems. As we show, multiobjective optimization problems can be formalized as a particular case of graphical models using the semiring-based framework. It is, to the best of our knowledge, the first time that graphical models in general, and semiring-based problems in particular are used to model an optimization problem in which the objective function is partially ordered. Moreover, we show that most of the solving techniques for mono-objective optimization problems can be naturally extended to the multi-objective context. The result of our work is the mathematical formalization of multi-objective optimization problems and the development of a set of multiobjective solving algorithms that have been proved to be efficient in a number of benchmarks.Muchos problemas reales de optimización son combinatorios, es decir, requieren de la elección de la mejor solución (o solución óptima) dentro de un conjunto finito pero exponencialmente grande de alternativas. Además, la mejor solución de muchos de estos problemas es, a menudo, evaluada desde varios puntos de vista (también llamados criterios). Es este caso, cada criterio puede ser descrito por una función objetivo. Algunos escenarios multi-objetivo importantes y bien conocidos son los siguientes: · En optimización de inversiones se pretende minimizar los riesgos y maximizar los beneficios. · En la programación de viajes se quiere reducir el tiempo de viaje y los costes. · En el diseño de circuitos se quiere reducir al mínimo la zona ocupada del circuito, el consumo de energía y maximizar la velocidad. · En los problemas de la mochila se quiere minimizar el peso de la carga y/o el volumen y maximizar su valor económico. Los ejemplos anteriores muestran que, en muchos casos, estos criterios son inconmensurables (es decir, es difícil o imposible combinar todos ellos en un único criterio) y están en conflicto (es decir, soluciones que son buenas con respecto a un criterio es probable que sean malas con respecto a otra). Tener en cuenta de forma simultánea todos estos criterios no es trivial y para ello se han propuesto diferentes nociones de optimalidad. Independientemente del concepto de optimalidad elegido, el cómputo de soluciones óptimas representa un importante desafío para la investigación actual. Los modelos gráficos son una herramienta para la represetanción del conocimiento ampliamente utilizados en el campo de la Inteligencia Artificial que parecen especialmente indicados en problemas combinatorios. A grandes rasgos, los modelos gráficos son grafos en los que los nodos representan variables y la (falta de) arcos representa la interdepencia entre variables. Además de la estructura gráfica, es necesario especificar su (micro-estructura) que indica cómo interactúan instanciaciones concretas de variables interdependientes. Los modelos gráficos proporcionan un marco capaz de unificar el modelado de un espectro amplio de sistemas y un conjunto de algoritmos generales capaces de resolverlos eficientemente. En esta tesis integramos problemas de optimización multi-objetivo en el contexto de los modelos gráficos y estudiamos cómo diversas técnicas algorítmicas desarrolladas dentro del marco de los modelos gráficos se pueden extender a problemas de optimización multi-objetivo. Como mostramos, este tipo de problemas se pueden formalizar como un caso particular de modelo gráfico usando el paradigma basado en semi-anillos (SCSP). Desde nuestro conocimiento, ésta es la primera vez que los modelos gráficos en general, y el paradigma basado en semi-anillos en particular, se usan para modelar un problema de optimización cuya función objetivo está parcialmente ordenada. Además, mostramos que la mayoría de técnicas para resolver problemas monoobjetivo se pueden extender de forma natural al contexto multi-objetivo. El resultado de nuestro trabajo es la formalización matemática de problemas de optimización multi-objetivo y el desarrollo de un conjunto de algoritmos capaces de resolver este tipo de problemas. Además, demostramos que estos algoritmos son eficientes en un conjunto determinado de benchmarks

On Single-Objective Sub-Graph-Based Mutation for Solving the Bi-Objective Minimum Spanning Tree Problem

We contribute to the efficient approximation of the Pareto-set for the classical $\mathcal{NP}$-hard multi-objective minimum spanning tree problem (moMST) adopting evolutionary computation. More precisely, by building upon preliminary work, we analyse the neighborhood structure of Pareto-optimal spanning trees and design several highly biased sub-graph-based mutation operators founded on the gained insights. In a nutshell, these operators replace (un)connected sub-trees of candidate solutions with locally optimal sub-trees. The latter (biased) step is realized by applying Kruskal's single-objective MST algorithm to a weighted sum scalarization of a sub-graph. We prove runtime complexity results for the introduced operators and investigate the desirable Pareto-beneficial property. This property states that mutants cannot be dominated by their parent. Moreover, we perform an extensive experimental benchmark study to showcase the operator's practical suitability. Our results confirm that the sub-graph based operators beat baseline algorithms from the literature even with severely restricted computational budget in terms of function evaluations on four different classes of complete graphs with different shapes of the Pareto-front

Multiobjective Design and Innovization of Robust Stormwater Management Plans

In the United States, states are federally mandated to develop watershed management plans to mitigate pollution from increased impervious surfaces due to land development such as buildings, roadways, and parking lots. These plans require a major investment in water retention infrastructure, known as structural Best Management Practices (BMPs). However, the discovery of BMP configurations that simultaneously minimize implementation cost and pollutant load is a complex problem. While not required by law, an additional challenge is to find plans that not only meet current pollutant load targets, but also take into consideration anticipated changes in future precipitation patterns due to climate change. In this dissertation, a multi-scale, multiobjective optimization method is presented to tackle these three objectives. The method is demonstrated on the Bartlett Brook mixed-used impaired watershed in South Burlington, VT. New contributions of this work include: (A) A method for encouraging uniformity of spacing along the non-dominated front in multiobjective evolutionary optimization. This method is implemented in multiobjective differential evolution, is validated on standard benchmark biobjective problems, and is shown to outperform existing methods. (B) A procedure to use GIS data to estimate maximum feasible BMP locations and sizes in subwatersheds. (C) A multi-scale decomposition of the watershed management problem that precalculates the optimal cost BMP configuration across the entire range of possible treatment levels within each subwatershed. This one-time pre-computation greatly reduces computation during the evolutionary optimization and enables formulation of the problem as real-valued biobjective global optimization, thus permitting use of multiobjective differential evolution. (D) Discovery of a computationally efficient surrogate for sediment load. This surrogate is validated on nine real watersheds with different characteristics and is used in the initial stages of the evolutionary optimization to further reduce the computational burden. (E) A lexicographic approach for incorporating the third objective of finding non-dominated solutions that are also robust to climate change. (F) New visualization methods for discovering design principles from dominated solutions. These visualization methods are first demonstrated on simple truss and beam design problems and then used to provide insights into the design of complex watershed management plans. It is shown how applying these visualization methods to sensitivity data can help one discover solutions that are robust to uncertain forcing conditions. In particular, the visualization method is applied to discover new design principles that may make watershed management plans more robust to climate change

A Polyhedral Study of Mixed 0-1 Set

We consider a variant of the well-known single node fixed charge network flow set with constant capacities. This set arises from the relaxation of more general mixed integer sets such as lot-sizing problems with multiple suppliers. We provide a complete polyhedral characterization of the convex hull of the given set