Improved sampling of the pareto-front in multiobjective genetic optimizations by steady-state evolution: a Pareto converging genetic algorithm

Previous work on multiobjective genetic algorithms has been focused on preventing genetic drift and the issue of convergence has been given little attention. In this paper, we present a simple steady-state strategy, Pareto Converging Genetic Algorithm (PCGA), which naturally samples the solution space and ensures population advancement towards the Pareto-front. PCGA eliminates the need for sharing/niching and thus minimizes heuristically chosen parameters and procedures. A systematic approach based on histograms of rank is introduced for assessing convergence to the Pareto-front, which, by definition, is unknown in most real search problems. We argue that there is always a certain inheritance of genetic material belonging to a population, and there is unlikely to be any significant gain beyond some point; a stopping criterion where terminating the computation is suggested. For further encouraging diversity and competition, a nonmigrating island model may optionally be used; this approach is particularly suited to many difficult (real-world) problems, which have a tendency to get stuck at (unknown) local minima. Results on three benchmark problems are presented and compared with those of earlier approaches. PCGA is found to produce diverse sampling of the Pareto-front without niching and with significantly less computational effort

Effective and efficient algorithm for multiobjective optimization of hydrologic models

Practical experience with the calibration of hydrologic models suggests that any single-objective function, no matter how carefully chosen, is often inadequate to properly measure all of the characteristics of the observed data deemed to be important. One strategy to circumvent this problem is to define several optimization criteria (objective functions) that measure different (complementary) aspects of the system behavior and to use multicriteria optimization to identify the set of nondominated, efficient, or Pareto optimal solutions. In this paper, we present an efficient and effective Markov Chain Monte Carlo sampler, entitled the Multiobjective Shuffled Complex Evolution Metropolis (MOSCEM) algorithm, which is capable of solving the multiobjective optimization problem for hydrologic models. MOSCEM is an improvement over the Shuffled Complex Evolution Metropolis (SCEM-UA) global optimization algorithm, using the concept of Pareto dominance (rather than direct single-objective function evaluation) to evolve the initial population of points toward a set of solutions stemming from a stable distribution (Pareto set). The efficacy of the MOSCEM-UA algorithm is compared with the original MOCOM-UA algorithm for three hydrologic modeling case studies of increasing complexity

Statistical and Computational Tradeoff in Genetic Algorithm-Based Estimation

When a Genetic Algorithm (GA), or a stochastic algorithm in general, is employed in a statistical problem, the obtained result is affected by both variability due to sampling, that refers to the fact that only a sample is observed, and variability due to the stochastic elements of the algorithm. This topic can be easily set in a framework of statistical and computational tradeoff question, crucial in recent problems, for which statisticians must carefully set statistical and computational part of the analysis, taking account of some resource or time constraints. In the present work we analyze estimation problems tackled by GAs, for which variability of estimates can be decomposed in the two sources of variability, considering some constraints in the form of cost functions, related to both data acquisition and runtime of the algorithm. Simulation studies will be presented to discuss the statistical and computational tradeoff question.Comment: 17 pages, 5 figure

Analytical results for the multi-objective design of model-predictive control

In model-predictive control (MPC), achieving the best closed-loop performance under a given computational resource is the underlying design consideration. This paper analyzes the MPC design problem with control performance and required computational resource as competing design objectives. The proposed multi-objective design of MPC (MOD-MPC) approach extends current methods that treat control performance and the computational resource separately -- often with the latter as a fixed constraint -- which requires the implementation hardware to be known a priori. The proposed approach focuses on the tuning of structural MPC parameters, namely sampling time and prediction horizon length, to produce a set of optimal choices available to the practitioner. The posed design problem is then analyzed to reveal key properties, including smoothness of the design objectives and parameter bounds, and establish certain validated guarantees. Founded on these properties, necessary and sufficient conditions for an effective and efficient solver are presented, leading to a specialized multi-objective optimizer for the MOD-MPC being proposed. Finally, two real-world control problems are used to illustrate the results of the design approach and importance of the developed conditions for an effective solver of the MOD-MPC problem

Stationary probability density of stochastic search processes in global optimization

A method for the construction of approximate analytical expressions for the stationary marginal densities of general stochastic search processes is proposed. By the marginal densities, regions of the search space that with high probability contain the global optima can be readily defined. The density estimation procedure involves a controlled number of linear operations, with a computational cost per iteration that grows linearly with problem size