Grey-box model identification via evolutionary computing

This paper presents an evolutionary grey-box model identification methodology that makes the best use of a priori knowledge on a clear-box model with a global structural representation of the physical system under study, whilst incorporating accurate blackbox models for immeasurable and local nonlinearities of a practical system. The evolutionary technique is applied to building dominant structural identification with local parametric tuning without the need of a differentiable performance index in the presence of noisy data. It is shown that the evolutionary technique provides an excellent fitting performance and is capable of accommodating multiple objectives such as to examine the relationships between model complexity and fitting accuracy during the model building process. Validation results show that the proposed method offers robust, uncluttered and accurate models for two practical systems. It is expected that this type of grey-box models will accommodate many practical engineering systems for a better modelling accuracy

Evolutionary Many-objective Optimization of Hybrid Electric Vehicle Control: From General Optimization to Preference Articulation

Many real-world optimization problems have more than three objectives, which has triggered increasing research interest in developing efficient and effective evolutionary algorithms for solving many-objective optimization problems. However, most many-objective evolutionary algorithms have only been evaluated on benchmark test functions and few applied to real-world optimization problems. To move a step forward, this paper presents a case study of solving a many-objective hybrid electric vehicle controller design problem using three state-of-the-art algorithms, namely, a decomposition based evolutionary algorithm (MOEA/D), a non-dominated sorting based genetic algorithm (NSGA-III), and a reference vector guided evolutionary algorithm (RVEA). We start with a typical setting aiming at approximating the Pareto front without introducing any user preferences. Based on the analyses of the approximated Pareto front, we introduce a preference articulation method and embed it in the three evolutionary algorithms for identifying solutions that the decision-maker prefers. Our experimental results demonstrate that by incorporating user preferences into many-objective evolutionary algorithms, we are not only able to gain deep insight into the trade-off relationships between the objectives, but also to achieve high-quality solutions reflecting the decision-maker’s preferences. In addition, our experimental results indicate that each of the three algorithms examined in this work has its unique advantages that can be exploited when applied to the optimization of real-world problems

Digital Filter Design Using Improved Artificial Bee Colony Algorithms

Digital filters are often used in digital signal processing applications. The design objective of a digital filter is to find the optimal set of filter coefficients, which satisfies the desired specifications of magnitude and group delay responses. Evolutionary algorithms are population-based meta-heuristic algorithms inspired by the biological behaviors of species. Compared to gradient-based optimization algorithms such as steepest descent and Newton’s like methods, these bio-inspired algorithms have the advantages of not getting stuck at local optima and being independent of the starting point in the solution space. The limitations of evolutionary algorithms include the presence of control parameters, problem specific tuning procedure, premature convergence and slower convergence rate. The artificial bee colony (ABC) algorithm is a swarm-based search meta-heuristic algorithm inspired by the foraging behaviors of honey bee colonies, with the benefit of a relatively fewer control parameters. In its original form, the ABC algorithm has certain limitations such as low convergence rate, and insufficient balance between exploration and exploitation in the search equations. In this dissertation, an ABC-AMR algorithm is proposed by incorporating an adaptive modification rate (AMR) into the original ABC algorithm to increase convergence rate by adjusting the balance between exploration and exploitation in the search equations through an adaptive determination of the number of parameters to be updated in every iteration. A constrained ABC-AMR algorithm is also developed for solving constrained optimization problems.There are many real-world problems requiring simultaneous optimizations of more than one conflicting objectives. Multiobjective (MO) optimization produces a set of feasible solutions called the Pareto front instead of a single optimum solution. For multiobjective optimization, if a decision maker’s preferences can be incorporated during the optimization process, the search process can be confined to the region of interest instead of searching the entire region. In this dissertation, two algorithms are developed for such incorporation. The first one is a reference-point-based MOABC algorithm in which a decision maker’s preferences are included in the optimization process as the reference point. The second one is a physical-programming-based MOABC algorithm in which physical programming is used for setting the region of interest of a decision maker. In this dissertation, the four developed algorithms are applied to solve digital filter design problems. The ABC-AMR algorithm is used to design Types 3 and 4 linear phase FIR differentiators, and the results are compared to those obtained by the original ABC algorithm, three improved ABC algorithms, and the Parks-McClellan algorithm. The constrained ABC-AMR algorithm is applied to the design of sparse Type 1 linear phase FIR filters of filter orders 60, 70 and 80, and the results are compared to three state-of-the-art design methods. The reference-point-based multiobjective ABC algorithm is used to design of asymmetric lowpass, highpass, bandpass and bandstop FIR filters, and the results are compared to those obtained by the preference-based multiobjective differential evolution algorithm. The physical-programming-based multiobjective ABC algorithm is used to design IIR lowpass, highpass and bandpass filters, and the results are compared to three state-of-the-art design methods. Based on the obtained design results, the four design algorithms are shown to be competitive as compared to the state-of-the-art design methods

An optimization method for nacelle design

A multi-objective optimiZation method is demonstrated using an evolutionary genetic algorithm. The applicability of this method to preliminary nacelle design is demonstrated by coupling it with a response surface model of a wide range of nacelle designs. These designs were modelled using computational fluid dynamics and a Kriging interpolation was carried out on the results. The NSGA-II algorithm was tested and verified on established multi-dimensional problems. Optimisation on the nacelle model provided 3-dimensional Pareto surfaces of optimal designs at both cruise and off-design conditions. In setting up this methodology several adaptations to the basic NSGA-II algorithm were tested including constraint handling, weighted objective functions and initial sample size. The influence of these operators is demonstrated in terms of the hyper volume of the determined Pareto set

User preference extraction using dynamic query sliders in conjunction with UPS-EMO algorithm

One drawback of evolutionary multiobjective optimization algorithms (EMOA) has traditionally been high computational cost to create an approximation of the Pareto front: number of required objective function evaluations usually grows high. On the other hand, for the decision maker (DM) it may be difficult to select one of the many produced solutions as the final one, especially in the case of more than two objectives. To overcome the above mentioned drawbacks number of EMOA's incorporating the decision makers preference information have been proposed. In this case, it is possible to save objective function evaluations by generating only the part of the front the DM is interested in, thus also narrowing down the pool of possible selections for the final solution. Unfortunately, most of the current EMO approaches utilizing preferences are not very intuitive to use, i.e. they may require tweaking of unintuitive parameters, and it is not always clear what kind of results one can get with given set of parameters. In this study we propose a new approach to visually inspect produced solutions, and to extract preference information from the DM to further guide the search. Our approach is based on intuitive use of dynamic query sliders, which serve as a means to extract preference information and are part of the graphical user interface implemented for the efficient UPS-EMO algorithm

Portfolio implementation risk management using evolutionary multiobjective optimization

Portfoliomanagementbasedonmean-varianceportfoliooptimizationissubjecttodifferent sources of uncertainty. In addition to those related to the quality of parameter estimates used in the optimization process, investors face a portfolio implementation risk. The potential temporary discrepancybetweentargetandpresentportfolios,causedbytradingstrategies,mayexposeinvestors to undesired risks. This study proposes an evolutionary multiobjective optimization algorithm aiming at regions with solutions more tolerant to these deviations and, therefore, more reliable. The proposed approach incorporates a user’s preference and seeks a fine-grained approximation of the most relevant efficient region. The computational experiments performed in this study are based on a cardinality-constrained problem with investment limits for eight broad-category indexes and 15 years of data. The obtained results show the ability of the proposed approach to address the robustness issue and to support decision making by providing a preferred part of the efficient set. The results reveal that the obtained solutions also exhibit a higher tolerance to prediction errors in asset returns and variance–covariance matrix.Sandra Garcia-Rodriguez and David Quintana acknowledge financial support granted by the Spanish Ministry of Economy and Competitivity under grant ENE2014-56126-C2-2-R. Roman Denysiuk and Antonio Gaspar-Cunha were supported by the Portuguese Foundation for Science and Technology under grant PEst-C/CTM/LA0025/2013 (Projecto Estratégico-LA 25-2013-2014-Strategic Project-LA 25-2013-2014).info:eu-repo/semantics/publishedVersio

Geometric guides for interactive evolutionary design

This thesis describes the addition of novel Geometric Guides to a generative Computer-Aided Design (CAD) application that supports early-stage concept generation. The application generates and evolves abstract 3D shapes, used to inspire the form of new product concepts. It was previously a conventional Interactive Evolutionary system where users selected shapes from evolving populations. However, design industry users wanted more control over the shapes, for example by allowing the system to influence the proportions of evolving forms. The solution researched, developed, integrated and tested is a more cooperative human-machine system combining classic user interaction with innovative geometric analysis. In the literature review, different types of Interactive Evolutionary Computation (IEC), Pose Normalisation (PN), Shape Comparison, and Minimum-Volume Bounding Box approaches are compared, with some of these technologies identified as applicable for this research. Using its Application Programming Interface, add-ins for the Siemens NX CAD system have been developed and integrated with an existing Interactive Evolutionary CAD system. These add-ins allow users to create a Geometric Guide (GG) at the start of a shape exploration session. Before evolving shapes can be compared with the GG, they must be aligned and scaled (known as Pose Normalisation in the literature). Computationally-efficient PN has been achieved using geometric functions such as Bounding Box for translation and scaling, and Principle Axes for the orientation. A shape comparison algorithm has been developed that is based on the principle of non-intersecting volumes. This algorithm is also implemented with standard, readily available geometric functions, is conceptually simple, accessible to other researchers and also offers appropriate efficacy. Objective geometric testing showed that the PN and Shape Comparison methods developed are suitable for this guiding application and can be efficiently adapted to enhance an Interactive Evolutionary Design system. System performance with different population sizes was examined to indicate how best to use the new guiding capabilities to assist users in evolutionary shape searching. This was backed up by participant testing research into two user interaction strategies. A Large Background Population (LBP) approach where the GG is used to select a sub-set of shapes to show to the user was shown to be the most effective. The inclusion of Geometric Guides has taken the research from the existing aesthetic focused tool to a system capable of application to a wider range of engineering design problems. This system supports earlier design processes and ideation in conceptual design and allows a designer to experiment with ideas freely to interactively explore populations of evolving solutions. The design approach has been further improved, and expanded beyond the previous quite limited scope of form exploration