Evolutionary Dynamic Multi-Objective Optimisation : A survey

Peer reviewedPostprin

Analysis of the effect of parameter variation on a dynamic cost function for distributed energy resources : a DER-CAM case study

Abstract: This paper investigates the effect of selected strategies of distributed energy resources (DER) on an energy cost function, which optimizes the allocation of distributed energy resources for a mid-rise apartment building. This is achieved by comparison of parameter optimization results for both a high- and low-level optimizer respectively. The optimization process is carried out using the following approach: (1) a two-objective function is constructed with one objective function similar to that of the high-level optimizer (DER-CAM); (2) an evolutionary algorithm (EA) with modified selection capability is used to optimize the two-objective function problem in (1) for 4 selected cases of DER utilization previously optimized in DER-CAM. (3) the optimization results of the low-level optimizer are compared with the outcome of DER-CAM optimization for the 4 selected cases. This is done to establish the capability of DER-CAM as an effective tool for optimal distributed energy resource allocation. Results obtained demonstrate the effect of load shifting and solar photovoltaic (PV) panels with power exporting capability on the optimization of the cost function. The Pareto-based MOEA approach has also proved to be effective in observing the interactions between objective function parameters. Mean inverted generational distance (MIGD) values obtained over 10 runs for each of the 4 cases considered show that a DER combination of PV panel, battery storage, heat pump and load shifting outperforms the other strategies in 70% of the total simulation runs

Comparando Algoritmos Evolutivos Baseados em Decomposição para Problemas de Otimização Multiobjetivo e com Muitos Objetivos

Many real-world problems can be mathematically modeled as Multiobjective Optimization Problems (MOPs), as they involve multiple conflicting objective functions that must be minimized simultaneously. MOPs with more than 3 objective functions are called Many-objective Optimization Problems (MaOPs). MOPs are typically solved through Multiobjective Evolutionary Algorithms (MOEAs), which can obtain a set of non-dominated optimal solutions, known as a Pareto front, in a single run. The MOEA Based on Decomposition (MOEA/D) is one of the most efficient, dividing a MOP into several single-objective subproblems and optimizing them simultaneously. This study evaluated the performance of MOEA/D and four variants representing the state of the art in the literature (MOEA/DD, MOEA/D-DE, MOEA/D-DU, and MOEA/D-AWA) in MOPs and MaOPs. Computational experiments were conducted using benchmark MOPs and MaOPs from the DTLZ suite considering 3 and 5 objective functions. Additionally, a statistical analysis, including the Wilcoxon test, was performed to evaluate the results obtained in the IGD+ performance indicator. The Hypervolume performance indicator was also considered in the combined Pareto front, formed by all solutions obtained by each MOEA. The experiments revealed that MOEA/DD performed best in IGD+, and MOEA/D-AWA achieved the highest Hypervolume in the combined Pareto front, while MOEA/D-DE registered the worst result in this set of problems.Muitos problemas oriundos do mundo real podem ser modelados matematicamente como Problemas de Otimização Multiobjetivo (POMs), já que possuem diversas funções objetivo conflitantes entre si que devem ser minimizadas simultaneamente. POMs com mais de 3 funções objetivo recebem o nome de Problemas de Otimização com Muitos Objetivos (MaOPs, do inglês Many-objective Optimization Problems). Os POMs geralmente são resolvidos através de Algoritmos Evolutivos Multiobjetivos (MOEAs, do inglês Multiobjective Evolutionary Algorithms), os quais conseguem obter um conjunto de soluções ótimas não dominadas entre si, conhecidos como frente de Pareto, em uma única execução. O MOEA baseado em decomposição (MOEA/D) é um dos mais eficientes, o qual divide um POM em vários subproblemas monobjetivos otimizando-os ao mesmo tempo. Neste estudo foi realizada uma avaliação dos desempenhos do MOEA/D e quatro de suas variantes que representam o estado da arte da literatura (MOEA/DD, MOEA/D-DE, MOEA/D-DU e MOEA/D-AWA) em POMs e MaOPs. Foram conduzidos experimentos computacionais utilizando POMs e MaOPs benchmark do suite DTLZ considerando 3 e 5 funções objetivo. Além disso, foi realizada uma análise estatística que incluiu o teste de Wilcoxon para avaliar os resultados obtidos no indicador de desempenho IGD+. Também foi considerado o indicador de desempenho Hypervolume na frente de Pareto combinada, que é formada por todas as soluções obtidas por cada MOEA. Os experimentos revelaram que o MOEA/DD apresentou a melhor performance no IGD+ e o MOEA/D-AWA obteve o maior Hypervolume na frente de Pareto combinada, enquanto o MOEA/D-DE registrou o pior resultado nesse conjunto de problemas

A survey on handling computationally expensive multiobjective optimization problems with evolutionary algorithms

This is the author accepted manuscript. The final version is available from Springer Verlag via the DOI in this record.Evolutionary algorithms are widely used for solving multiobjective optimization problems but are often criticized because of a large number of function evaluations needed. Approximations, especially function approximations, also referred to as surrogates or metamodels are commonly used in the literature to reduce the computation time. This paper presents a survey of 45 different recent algorithms proposed in the literature between 2008 and 2016 to handle computationally expensive multiobjective optimization problems. Several algorithms are discussed based on what kind of an approximation such as problem, function or fitness approximation they use. Most emphasis is given to function approximation-based algorithms. We also compare these algorithms based on different criteria such as metamodeling technique and evolutionary algorithm used, type and dimensions of the problem solved, handling constraints, training time and the type of evolution control. Furthermore, we identify and discuss some promising elements and major issues among algorithms in the literature related to using an approximation and numerical settings used. In addition, we discuss selecting an algorithm to solve a given computationally expensive multiobjective optimization problem based on the dimensions in both objective and decision spaces and the computation budget available.The research of Tinkle Chugh was funded by the COMAS Doctoral Program (at the University of Jyväskylä) and FiDiPro Project DeCoMo (funded by Tekes, the Finnish Funding Agency for Innovation), and the research of Dr. Karthik Sindhya was funded by SIMPRO project funded by Tekes as well as DeCoMo

Tracking variable fitness landscape in dynamic multi-objective optimization using adaptive mutation and crossover operators

Abstract: Many real-world problems are modeled as multi-objective optimization problems whose optimal solutions change with time. These problems are commonly termed dynamic multi-objective optimization problems (DMOPs). One challenge associated with solving such problems is the fact that the Pareto front or Pareto set often changes too quickly. This means that the optimal solution set at period t may likely vary from that at (t+1), and this makes the process of optimizing such problems computationally expensive to implement. This paper proposes the use of adaptive mutation and crossover operators for the non-dominated sorting genetic algorithm III (NSGA-III). The aim is to find solutions that can adapt to fitness changes in the objective function space over time. The proposed approach improves the capability of NSGA-III to solve multi-objective optimization problems with solutions that change quickly in both space and time. Results obtained show that this method of population reinitialization can effectively optimize selected benchmark dynamic problems. In addition, we test the capability of the proposed algorithm to select robust solutions over time. We recognize that DMOPs are characterized by rapidly changing optimal solutions. Therefore, we also test the ability of our proposed algorithm to handle these changes. This is achieved by evaluating its performance on selected robust optimization over time (ROOT) and robust Pareto-optimality over time (RPOOT) benchmark problems

Multi-guided particle swarm optimization : a multi-objective particle swarm optimizer

An exploratory analysis in low-dimensional objective space of the vector evaluated particle swarm optimization (VEPSO) algorithm is presented. A novel visualization technique is presented and applied to perform the exploratory analysis. The exploratory analysis together with a quantitative analysis revealed that the VEPSO algorithm continues to explore without exploiting the well-performing areas of the search space. A detailed investigation into the influence that the choice of archive implementation has on the performance of the VEPSO algorithm is presented. Both the Pareto-optimal front (POF) solution diversity and convergence towards the true POF is considered during the investigation. Attainment surfaces are investigated for their suitability in efficiently comparing two multi-objective optimization (MOO) algorithms. A new measure to objectively compare algorithms in multi-dimensional objective space, based on attainment surfaces, is presented. This measure, referred to as the porcupine measure, adapts the attainment surface measure by using a statistical test along with weighted intersection lines. Loosely based on the VEPSO algorithm, the multi-guided particle swarm optimization (MGPSO) algorithm is presented and evaluated. The results indicate that the MGPSO algorithm overcomes the weaknesses of the VEPSO algorithm and also outperforms a number of state of the art MOO algorithms on at least two benchmark test sets.Thesis (PhD)--University of Pretoria, 2017.Computer SciencePhDUnrestricte