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

A Hybrid Tabu/Scatter Search Algorithm for Simulation-Based Optimization of Multi-Objective Runway Operations Scheduling

As air traffic continues to increase, air traffic flow management is becoming more challenging to effectively and efficiently utilize airport capacity without compromising safety, environmental and economic requirements. Since runways are often the primary limiting factor in airport capacity, runway operations scheduling emerge as an important problem to be solved to alleviate flight delays and air traffic congestion while reducing unnecessary fuel consumption and negative environmental impacts. However, even a moderately sized real-life runway operations scheduling problem tends to be too complex to be solved by analytical methods, where all mathematical models for this problem belong to the complexity class of NP-Hard in a strong sense due to combinatorial nature of the problem. Therefore, it is only possible to solve practical runway operations scheduling problem by making a large number of simplifications and assumptions in a deterministic context. As a result, most analytical models proposed in the literature suffer from too much abstraction, avoid uncertainties and, in turn, have little applicability in practice. On the other hand, simulation-based methods have the capability to characterize complex and stochastic real-life runway operations in detail, and to cope with several constraints and stakeholders’ preferences, which are commonly considered as important factors in practice. This dissertation proposes a simulation-based optimization (SbO) approach for multi-objective runway operations scheduling problem. The SbO approach utilizes a discrete-event simulation model for accounting for uncertain conditions, and an optimization component for finding the best known Pareto set of solutions. This approach explicitly considers uncertainty to decrease the real operational cost of the runway operations as well as fairness among aircraft as part of the optimization process. Due to the problem’s large, complex and unstructured search space, a hybrid Tabu/Scatter Search algorithm is developed to find solutions by using an elitist strategy to preserve non-dominated solutions, a dynamic update mechanism to produce high-quality solutions and a rebuilding strategy to promote solution diversity. The proposed algorithm is applied to bi-objective (i.e., maximizing runway utilization and fairness) runway operations schedule optimization as the optimization component of the SbO framework, where the developed simulation model acts as an external function evaluator. To the best of our knowledge, this is the first SbO approach that explicitly considers uncertainties in the development of schedules for runway operations as well as considers fairness as a secondary objective. In addition, computational experiments are conducted using real-life datasets for a major US airport to demonstrate that the proposed approach is effective and computationally tractable in a practical sense. In the experimental design, statistical design of experiments method is employed to analyze the impacts of parameters on the simulation as well as on the optimization component’s performance, and to identify the appropriate parameter levels. The results show that the implementation of the proposed SbO approach provides operational benefits when compared to First-Come-First-Served (FCFS) and deterministic approaches without compromising schedule fairness. It is also shown that proposed algorithm is capable of generating a set of solutions that represent the inherent trade-offs between the objectives that are considered. The proposed decision-making algorithm might be used as part of decision support tools to aid air traffic controllers in solving the real-life runway operations scheduling problem

Optimizing production scheduling of steel plate hot rolling for economic load dispatch under time-of-use electricity pricing

Time-of-Use (TOU) electricity pricing provides an opportunity for industrial users to cut electricity costs. Although many methods for Economic Load Dispatch (ELD) under TOU pricing in continuous industrial processing have been proposed, there are still difficulties in batch-type processing since power load units are not directly adjustable and nonlinearly depend on production planning and scheduling. In this paper, for hot rolling, a typical batch-type and energy intensive process in steel industry, a production scheduling optimization model for ELD is proposed under TOU pricing, in which the objective is to minimize electricity costs while considering penalties caused by jumps between adjacent slabs. A NSGA-II based multi-objective production scheduling algorithm is developed to obtain Pareto-optimal solutions, and then TOPSIS based multi-criteria decision-making is performed to recommend an optimal solution to facilitate filed operation. Experimental results and analyses show that the proposed method cuts electricity costs in production, especially in case of allowance for penalty score increase in a certain range. Further analyses show that the proposed method has effect on peak load regulation of power grid.Comment: 13 pages, 6 figures, 4 table

Assessing the resilience of optimal solutions in multiobjective problems

Publisher Copyright: © 2023 The AuthorsProcesses and products are multidimensional so researchers and practitioners have to solve problems with multiple objectives frequently. These problems have, in general, responses in conflict so they do not have a unique solution. Different approaches have been proposed in the literature to solve these problems, but many of them, including the popular desirability function approach, are not employed with the focus on the generation of Pareto frontiers. In addition, it is important to stress that some Pareto solutions may not yield the expected outcome(s) when implemented in practice. Thus, to avoid wasting resources and time in implementing a theoretical solution which does not produce the expected outcome(s), in this paper is proposed a novel metric to assess the resilience of Pareto solutions. This way, the decision-maker may identify a solution less sensitive to changes in the variables setting when their values are implemented in production process (equipments) or during its operation. Metric usefulness is illustrated using a case study, and results analysis is complemented with plots that facilitate the decision-making process.publishersversionpublishe

Worst-case responses estimate impact on pareto front

Trabalho apresentado na 2nd International Conference on Applied Mathematics, Simulation and Modelling, 6-7 agosto 2017, Phuket, ThailandFor a reasoned decision-making in multiresponse problems, it is important to investigate how consistent the Pareto Frontier is to responses estimation uncertainty. To investigate the impact of this uncertainty source on the Pareto frontier, solutions achieved from the worst and mean responses estimate were generated and compared. Results are displayed graphically and a metric is used to select an optimal solution.N/

Efficient Prediction Designs for Random Fields

For estimation and predictions of random fields it is increasingly acknowledged that the kriging variance may be a poor representative of true uncertainty. Experimental designs based on more elaborate criteria that are appropriate for empirical kriging are then often non-space-filling and very costly to determine. In this paper, we investigate the possibility of using a compound criterion inspired by an equivalence theorem type relation to build designs quasi-optimal for the empirical kriging variance, when space-filling designs become unsuitable. Two algorithms are proposed, one relying on stochastic optimization to explicitly identify the Pareto front, while the second uses the surrogate criteria as local heuristic to chose the points at which the (costly) true Empirical Kriging variance is effectively computed. We illustrate the performance of the algorithms presented on both a simple simulated example and a real oceanographic dataset

A multi-fidelity framework for physics based rotor blade simulation and optimization

New helicopter rotor designs are desired that offer increased efficiency, reduced vibration, and reduced noise. This problem is multidisciplinary, requiring knowledge of structural dynamics, aerodynamics, and aeroacoustics. Rotor optimization requires achieving multiple, often conflicting objectives. There is no longer a single optimum but rather an optimal trade-off space, the Pareto Frontier. Rotor Designers in industry need methods that allow the most accurate simulation tools available to search for Pareto designs. Computer simulation and optimization of rotors have been advanced by the development of "comprehensive" rotorcraft analysis tools. These tools perform aeroelastic analysis using Computational Structural Dynamics (CSD). Though useful in optimization, these tools lack built-in high fidelity aerodynamic models. The most accurate rotor simulations utilize Computational Fluid Dynamics (CFD) coupled to the CSD of a comprehensive code, but are generally considered too time consuming where numerous simulations are required like rotor optimization. An approach is needed where high fidelity CFD/CSD simulation can be routinely used in design optimization. This thesis documents the development of physics based rotor simulation frameworks. A low fidelity model uses a comprehensive code with simplified aerodynamics. A high fidelity model uses a parallel processor capable CFD/CSD methodology. Both frameworks include an aeroacoustic simulation for prediction of noise. A synergistic process is developed that uses both frameworks together to build approximate models of important high fidelity metrics as functions of certain design variables. To test this process, a 4-bladed hingeless rotor model is used as a baseline. The design variables investigated include tip geometry and spanwise twist. Approximation models are built for high fidelity metrics related to rotor efficiency and vibration. Optimization using the approximation models found the designs having maximum rotor efficiency and minimum vibration. Various Pareto generation methods are used to find frontier designs between these two anchor designs. The Pareto anchors are tested in the high fidelity simulation and shown to be good designs, providing evidence that the process has merit. Ultimately, this process can be utilized by industry rotor designers with their existing tools to bring high fidelity analysis into the preliminary design stage of rotors.Ph.D.Committee Co-Chair: Dr. Dimitri Mavris; Committee Co-Chair: Dr. Lakshmi N. Sankar; Committee Member: Dr. Daniel P. Schrage; Committee Member: Dr. Kenneth S. Brentner; Committee Member: Dr. Mark Costell

Robust Multi-criteria Service Composition in Information Systems

Service compositions are used to implement business processes in a variety of application domains. A quality of service (QoS)-aware selection of the service to be composed involves multiple, usually conflicting and possibly uncertain QoS attributes. A multi-criteria solution approach is desired to generate a set of alternative service selections. In addition, the uncertainty of QoSattributes is neglected in existing solution approaches. Hence, the need for service reconfigurations is imposed to avoid the violation of QoS restrictions. The researched problem is NP-hard. This article presents a heuristic multicriteria service selection approach that is designed to determine a Pareto frontier of alternative service selections in a reasonable amount of time. Taking into account the uncertainty of response times, the obtained service selections are robust with respect to the constrained execution time. The proposed solution approach is based on the Nondominated Sorting Genetic Algorithm (NSGA)-II extended by heuristics that exploit problem specific characteristics of the QoS-aware service selection. The applicability of the solution approach is demonstrated by a simulation study