Progressive Preference Articulation for Decision Making in Multi-Objective Optimisation Problems

This paper proposes a novel algorithm for addressing multi-objective optimisation problems, by employing a progressive preference articu- lation approach to decision making. This enables the interactive incorporation of problem knowledge and decision maker preferences during the optimisation process. A novel progressive preference articulation mechanism, derived from a statistical technique, is herein proposed and implemented within a multi-objective framework based on evolution strategy search and hypervolume indicator selection. The proposed algo- rithm is named the Weighted Z-score Covariance Matrix Adaptation Pareto Archived Evolution Strategy with Hypervolume-sorted Adaptive Grid Algorithm (WZ-HAGA). WZ-HAGA is based on a framework that makes use of evolution strategy logic with covariance matrix adaptation to perturb the solutions, and a hypervolume indicator driven algorithm to select successful solutions for the subsequent generation. In order to guide the search towards interesting regions, a preference articulation procedure composed of four phases and based on the weighted z-score approach is employed. The latter procedure cascades into the hypervolume driven algorithm to perform the selection of the solutions at each generation. Numerical results against five modern algorithms representing the state-of-the-art in multi-objective optimisation demonstrate that the pro- posed WZ-HAGA outperforms its competitors in terms of both the hypervolume indicator and pertinence to the regions of interest

Computational steering of a multi-objective genetic algorithm using a PDA

The execution process of a genetic algorithm typically involves some trial-and-error. This is due to the difficulty in setting the initial parameters of the algorithm – especially when little is known about the problem domain. The problem is magnified when applied to multi-objective optimisation, as care is needed to ensure that the final population of candidate solutions is representative of the trade-off surface. We propose a computational steering system that allows the engineer to interact with the optimisation routine during execution. This interaction can be as simple as monitoring the values of some parameters during the execution process, or could involve altering those parameters to influence the quality of the solutions produce by the optimisation process

Computational steering of a multi-objective evolutionary algorithm for engineering design

The execution process of an evolutionary algorithm typically involves some trial and error. This is due to the difficulty in setting the initial parameters of the algorithm—especially when little is known about the problem domain. This problem is magnified when applied to many-objective optimisation, as care is needed to ensure that the final population of candidate solutions is representative of the trade-off surface. We propose a computational steering system that allows the engineer to interact with the optimisation routine during execution. This interaction can be as simple as monitoring the values of some parameters during the execution process, or could involve altering those parameters to influence the quality of the solutions produced by the optimisation process. The implementation of this steering system should provide the ability to tailor the client to the hardware available, for example providing a lightweight steering and visualisation client for use on a PDA

A Multi objective Approach to Evolving Artificial Neural Networks for Coronary Heart Disease Classification

The optimisation of the accuracy of classifiers in pattern recognition is a complex problem that is often poorly understood. Whilst numerous techniques exist for the optimisa- tion of weights in artificial neural networks (e.g. the Widrow-Hoff least mean squares algorithm and back propagation techniques), there do not exist any hard and fast rules for choosing the structure of an artificial neural network - in particular for choosing both the number of the hidden layers used in the network and the size (in terms of number of neurons) of those hidden layers. However, this internal structure is one of the key factors in determining the accuracy of the classification. This paper proposes taking a multi-objective approach to the evolutionary design of artificial neural networks using a powerful optimiser based around the state-of-the-art MOEA/D- DRA algorithm and a novel method of incorporating decision maker preferences. In contrast to previous approaches, the novel approach outlined in this paper allows the intuitive consideration of trade-offs between classification objectives that are frequently present in complex classification problems but are often ignored. The effectiveness of the proposed multi-objective approach to evolving artificial neural networks is then shown on a real-world medical classification problem frequently used to benchmark classification method

A novel preference articulation operator for the Evolutionary Multi-Objective Optimisation of classifiers in concealed weapons detection

Abstract The incorporation of decision maker preferences is often neglected in the Evolutionary Multi-Objective Optimisation (EMO) literature. The majority of the research in the field and the development of EMO algorithms is primarily focussed on converging to a Pareto optimal approximation close to or along the true Pareto front of synthetic test problems. However, when EMO is applied to real-world optimisation problems there is often a decision maker who is only interested in a portion of the Pareto front (the Region of Interest) which is defined by their expressed preferences for the problem objectives. In this paper a novel preference articulation operator for EMO algorithms is introduced (named the Weighted Z-score Preference Articulation Operator) with the flexibility of being incorporated a priori, a posteriori or progressively, and as either a primary or auxiliary fitness operator. The Weighted Z-score Preference Articulation Operator is incorporated into an implementation of the Multi-Objective Evolutionary Algorithm Based on Decomposition (named WZ-MOEA/D) and benchmarked against MOEA/D-DRA on a number of bi-objective and five-objective test problems with test cases containing preference information. After promising results are obtained when comparing WZ-MOEA/D to MOEA/D-DRA in the presence of decision maker preferences, WZ-MOEA/D is successfully applied to a real-world optimisation problem to optimise a classifier for concealed weapon detection, producing better results than previously published classifier implementations

Physical programming for preference driven evolutionary multi-objective optimization

Preference articulation in multi-objective optimization could be used to improve the pertinency of solutions in an approximated Pareto front. That is, computing the most interesting solutions from the designer's point of view in order to facilitate the Pareto front analysis and the selection of a design alternative. This articulation can be achieved in an a priori, progressive, or a posteriori manner. If it is used within an a priori frame, it could focus the optimization process toward the most promising areas of the Pareto front, saving computational resources and assuring a useful Pareto front approximation for the designer. In this work, a physical programming approach embedded in an evolutionary multi-objective optimization is presented as a tool for preference inclusion. The results presented and the algorithm developed validate the proposal as a potential tool for engineering design by means of evolutionary multi-objective optimization.This work was partially supported by the FPI-2010/19 grant and the PAID-2011/2732 project from the Universitat Polittccnica de Valencia and the projects TIN2011-28082 and ENE2011-25900 from the Spanish Ministry of Economy and Competitiveness.Reynoso Meza, G.; Sanchís Saez, J.; Blasco Ferragud, FX.; Garcia Nieto, S. (2014). Physical programming for preference driven evolutionary multi-objective optimization. Applied Soft Computing. 24:341-362. https://doi.org/10.1016/j.asoc.2014.07.009S3413622

System Architecture Design Using Multi-Criteria Optimization

System architecture is defined as the description of a complex system in terms of its functional requirements, physical elements and their interrelationships. Designing a complex system architecture can be a difficult task involving multi-faceted trade-off decisions. The system architecture designs often have many project-specific goals involving mix of quantitative and qualitative criteria and a large design trade space. Several tools and methods have been developed to support the system architecture design process in the last few decades. However, many conventional problem solving techniques face difficulties in dealing with complex system design problems having many goals. In this research work, an interactive multi-criteria design optimization framework is proposed for solving many-objective system architecture design problems and generating a well distributed set of Pareto optimal solutions for these problems. System architecture design using multi-criteria optimization is demonstrated using a real-world application of an aero engine health management (EHM) system. A design process is presented for the optimal deployment of the EHM system functional operations over physical architecture subsystems. The EHM system architecture design problem is formulated as a multi-criteria optimization problem. The proposed methodology successfully generates a well distributed family of Pareto optimal architecture solutions for the EHM system, which provides valuable insights into the design trade-offs. Uncertainty analysis is implemented using an efficient polynomial chaos approach and robust architecture solutions are obtained for the EHM system architecture design. Performance assessment through evaluation of benchmark test metrics demonstrates the superior performance of the proposed methodology

Preference incorporation in MOEA/D using an outranking approach with imprecise model parameters

Multi-objective Optimization Evolutionary Algorithms (MOEAs) face numerous challenges when they are used to solve Many-objective Optimization Problems (MaOPs). Decomposition-based strategies, such as MOEA/D, divide an MaOP into multiple single-optimization sub-problems, achieving better diversity and a better approximation of the Pareto front, and dealing with some of the challenges of MaOPs. However, these approaches still require one to solve a multi-criteria selection problem that will allow a Decision-Maker (DM) to choose the final solution. Incorporating preferences may provide results that are closer to the region of interest of a DM. Most of the proposals to integrate preferences in decomposition-based MOEAs prefer progressive articulation over the “a priori” incorporation of preferences. Progressive articulation methods can hardly work without comparable and transitive preferences, and they can significantly increase the cognitive effort required of a DM. On the other hand, the “a priori” strategies do not demand transitive judgements from the DM but require a direct parameter elicitation that usually is subject to imprecision. Outranking approaches have properties that allow them to suitably handle non-transitive preferences, veto conditions, and incomparability, which are typical characteristics of many real DMs. This paper explores how to incorporate DM preferences into MOEA/D using the “a priori” incorporation of preferences, based on interval outranking relations, to handle imprecision when preference parameters are elicited. Several experiments make it possible to analyze the proposal's performance on benchmark problems and to compare the results with the classic MOEA/D without preference incorporation and with a recent, state-of-the-art preference-based decomposition algorithm. In many instances, our results are closer to the Region of Interest, particularly when the number of objectives increases

Developing collaborative planning support tools for optimised farming in Western Australia

Land-use (farm) planning is a highly complex and dynamic process. A land-use plan can be optimal at one point in time, but its currency can change quickly due to the dynamic nature of the variables driving the land-use decision-making process. These include external drivers such as weather and produce markets, that also interact with the biophysical interactions and management activities of crop production.The active environment of an annual farm planning process can be envisioned as being cone-like. At the beginning of the sowing year, the number of options open to the manager is huge, although uncertainty is high due to the inability to foresee future weather and market conditions. As the production year reveals itself, the uncertainties around weather and markets become more certain, as does the impact of weather and management activities on future production levels. This restricts the number of alternative management options available to the farm manager. Moreover, every decision made, such as crop type sown in a paddock, will constrains the range of management activities possible in that paddock for the rest of the growing season.This research has developed a prototype Land-use Decision Support System (LUDSS) to aid farm managers in their tactical farm management decision making. The prototype applies an innovative approach that mimics the way in which a farm manager and/or consultant would search for optimal solutions at a whole-farm level. This model captured the range of possible management activities available to the manager and the impact that both external (to the farm) and internal drivers have on crop production and the environment. It also captured the risk and uncertainty found in the decision space.The developed prototype is based on a Multiple Objective Decision-making (MODM) - á Posteriori approach incorporating an Exhaustive Search method. The objective set used for the model is: maximising profit and minimising environmental impact. Pareto optimisation theory was chosen as the method to select the optimal solution and a Monte Carlo simulator is integrated into the prototype to incorporate the dynamic nature of the farm decision making process. The prototype has a user-friendly front and back end to allow farmers to input data, drive the application and extract information easily