Increasing the density of available pareto optimal solutions

The set of available multi-objective optimization algorithms continues to grow. This fact can be partially attributed to their widespread use and applicability. However this increase also suggests several issues remain to be addressed satisfactorily. One such issue is the diversity and the number of solutions available to the decision maker (DM). Even for algorithms very well suited for a particular problem, it is difficult - mainly due to the computational cost - to use a population large enough to ensure the likelihood of obtaining a solution close to the DMs preferences. In this paper we present a novel methodology that produces additional Pareto optimal solutions from a Pareto optimal set obtained at the end run of any multi-objective optimization algorithm. This method, which we refer to as Pareto estimation, is tested against a set of 2 and 3-objective test problems and a 3-objective portfolio optimization problem to illustrate its’ utility for a real-world problem

Evolutionary model type selection for global surrogate modeling

Due to the scale and computational complexity of currently used simulation codes, global surrogate (metamodels) models have become indispensable tools for exploring and understanding the design space. Due to their compact formulation they are cheap to evaluate and thus readily facilitate visualization, design space exploration, rapid prototyping, and sensitivity analysis. They can also be used as accurate building blocks in design packages or larger simulation environments. Consequently, there is great interest in techniques that facilitate the construction of such approximation models while minimizing the computational cost and maximizing model accuracy. Many surrogate model types exist ( Support Vector Machines, Kriging, Neural Networks, etc.) but no type is optimal in all circumstances. Nor is there any hard theory available that can help make this choice. In this paper we present an automatic approach to the model type selection problem. We describe an adaptive global surrogate modeling environment with adaptive sampling, driven by speciated evolution. Different model types are evolved cooperatively using a Genetic Algorithm ( heterogeneous evolution) and compete to approximate the iteratively selected data. In this way the optimal model type and complexity for a given data set or simulation code can be dynamically determined. Its utility and performance is demonstrated on a number of problems where it outperforms traditional sequential execution of each model type

Multiobjective global surrogate modeling, dealing with the 5-percent problem

When dealing with computationally expensive simulation codes or process measurement data, surrogate modeling methods are firmly established as facilitators for design space exploration, sensitivity analysis, visualization, prototyping and optimization. Typically the model parameter (=hyperparameter) optimization problem as part of global surrogate modeling is formulated in a single objective way. Models are generated according to a single objective (accuracy). However, this requires an engineer to determine a single accuracy target and measure upfront, which is hard to do if the behavior of the response is unknown. Likewise, the different outputs of a multi-output system are typically modeled separately by independent models. Again, a multiobjective approach would benefit the domain expert by giving information about output correlation and enabling automatic model type selection for each output dynamically. With this paper the authors attempt to increase awareness of the subtleties involved and discuss a number of solutions and applications. In particular, we present a multiobjective framework for global surrogate model generation to help tackle both problems and that is applicable in both the static and sequential design (adaptive sampling) case

APPROXIMATION ASSISTED MULTIOBJECTIVE AND COLLABORATIVE ROBUST OPTIMIZATION UNDER INTERVAL UNCERTAINTY

Optimization of engineering systems under uncertainty often involves problems that have multiple objectives, constraints and subsystems. The main goal in these problems is to obtain solutions that are optimum and relatively insensitive to uncertainty. Such solutions are called robust optimum solutions. Two classes of such problems are considered in this dissertation. The first class involves Multi-Objective Robust Optimization (MORO) problems under interval uncertainty. In this class, an entire system optimization problem, which has multiple nonlinear objectives and constraints, is solved by a multiobjective optimizer at one level while robustness of trial alternatives generated by the optimizer is evaluated at the other level. This bi-level (or nested) MORO approach can become computationally prohibitive as the size of the problem grows. To address this difficulty, a new and improved MORO approach under interval uncertainty is developed. Unlike the previously reported bi-level MORO methods, the improved MORO performs robustness evaluation only for optimum solutions and uses this information to iteratively shrink the feasible domain and find the location of robust optimum solutions. Compared to the previous bi-level approach, the improved MORO significantly reduces the number of function calls needed to arrive at the solutions. To further improve the computational cost, the improved MORO is combined with an online approximation approach. This new approach is called Approximation-Assisted MORO or AA-MORO. The second class involves Multiobjective collaborative Robust Optimization (McRO) problems. In this class, an entire system optimization problem is decomposed hierarchically along user-defined domain specific boundaries into system optimization problem and several subsystem optimization subproblems. The dissertation presents a new Approximation-Assisted McRO (AA-McRO) approach under interval uncertainty. AA-McRO uses a single-objective optimization problem to coordinate all system and subsystem optimization problems in a Collaborative Optimization (CO) framework. The approach converts the consistency constraints of CO into penalty terms which are integrated into the subsystem objective functions. In this way, AA-McRO is able to explore the design space and obtain optimum design solutions more efficiently compared to a previously reported McRO. Both AA-MORO and AA-McRO approaches are demonstrated with a variety of numerical and engineering optimization examples. It is found that the solutions from both approaches compare well with the previously reported approaches but require a significantly less computational cost. Finally, the AA-MORO has been used in the development of a decision support system for a refinery case study in order to facilitate the integration of engineering and business decisions using an agent-based approach

Numerical and Evolutionary Optimization 2020

This book was established after the 8th International Workshop on Numerical and Evolutionary Optimization (NEO), representing a collection of papers on the intersection of the two research areas covered at this workshop: numerical optimization and evolutionary search techniques. While focusing on the design of fast and reliable methods lying across these two paradigms, the resulting techniques are strongly applicable to a broad class of real-world problems, such as pattern recognition, routing, energy, lines of production, prediction, and modeling, among others. This volume is intended to serve as a useful reference for mathematicians, engineers, and computer scientists to explore current issues and solutions emerging from these mathematical and computational methods and their applications

Single and Multiresponse Adaptive Design of Experiments with Application to Design Optimization of Novel Heat Exchangers

Engineering design optimization often involves complex computer simulations. Optimization with such simulation models can be time consuming and sometimes computationally intractable. In order to reduce the computational burden, the use of approximation-assisted optimization is proposed in the literature. Approximation involves two phases, first is the Design of Experiments (DOE) phase, in which sample points in the input space are chosen. These sample points are then used in a second phase to develop a simplified model termed as a metamodel, which is computationally efficient and can reasonably represent the behavior of the simulation response. The DOE phase is very crucial to the success of approximation assisted optimization. This dissertation proposes a new adaptive method for single and multiresponse DOE for approximation along with an approximation-based framework for multilevel performance evaluation and design optimization of air-cooled heat exchangers. The dissertation is divided into three research thrusts. The first thrust presents a new adaptive DOE method for single response deterministic computer simulations, also called SFCVT. For SFCVT, the problem of adaptive DOE is posed as a bi-objective optimization problem. The two objectives in this problem, i.e., a cross validation error criterion and a space-filling criterion, are chosen based on the notion that the DOE method has to make a tradeoff between allocating new sample points in regions that are multi-modal and have sensitive response versus allocating sample points in regions that are sparsely sampled. In the second research thrust, a new approach for multiresponse adaptive DOE is developed (i.e., MSFCVT). Here the approach from the first thrust is extended with the notion that the tradeoff should also consider all responses. SFCVT is compared with three other methods from the literature (i.e., maximum entropy design, maximin scaled distance, and accumulative error). It was found that the SFCVT method leads to better performing metamodels for majority of the test problems. The MSFCVT method is also compared with two adaptive DOE methods from the literature and is shown to yield better metamodels, resulting in fewer function calls. In the third research thrust, an approximation-based framework is developed for the performance evaluation and design optimization of novel heat exchangers. There are two parts to this research thrust. First, is a new multi-level performance evaluation method for air-cooled heat exchangers in which conventional 3D Computational Fluid Dynamics (CFD) simulation is replaced with a 2D CFD simulation coupled with an e-NTU based heat exchanger model. In the second part, the methods developed in research thrusts 1 and 2 are used for design optimization of heat exchangers. The optimal solutions from the methods in this thrust have 44% less volume and utilize 61% less material when compared to the current state of the art microchannel heat exchangers. Compared to 3D CFD, the overall computational savings is greater than 95%

Computational Intelligence and Its Applications in Uncertainty-Based Design Optimization

The large computational cost, the curse of dimensionality and the multidisciplinary nature are known as the main challenges in dealing with real-world engineering optimization problems. The consideration of inevitable uncertainties in such problems will exacerbate mentioned difficulties as much as possible. Therefore, the computational intelligence methods (also known as surrogate-models or metamodels, which are computationally cheaper approximations of the true expensive function) have been considered as powerful paradigms to overcome or at least to alleviate the mentioned issues over the last three decades. This chapter presents an extensive survey on surrogate-assisted optimization (SAO) methods. The main focus areas are the working styles of surrogate-models and the management of the metamodels during the optimization process. In addition, challenges and future trends of this field of study are introduced. Then, a comparison study will be carried out by employing a novel evolution control strategies (ECS) and recently developed efficient global optimization (EGO) method in the framework of uncertainty-based design optimization (UDO). To conclude, some open research questions in this area are discussed