Multiobjective Simulation Optimization Using Enhanced Evolutionary Algorithm Approaches

In today\u27s competitive business environment, a firm\u27s ability to make the correct, critical decisions can be translated into a great competitive advantage. Most of these critical real-world decisions involve the optimization not only of multiple objectives simultaneously, but also conflicting objectives, where improving one objective may degrade the performance of one or more of the other objectives. Traditional approaches for solving multiobjective optimization problems typically try to scalarize the multiple objectives into a single objective. This transforms the original multiple optimization problem formulation into a single objective optimization problem with a single solution. However, the drawbacks to these traditional approaches have motivated researchers and practitioners to seek alternative techniques that yield a set of Pareto optimal solutions rather than only a single solution. The problem becomes much more complicated in stochastic environments when the objectives take on uncertain (or noisy ) values due to random influences within the system being optimized, which is the case in real-world environments. Moreover, in stochastic environments, a solution approach should be sufficiently robust and/or capable of handling the uncertainty of the objective values. This makes the development of effective solution techniques that generate Pareto optimal solutions within these problem environments even more challenging than in their deterministic counterparts. Furthermore, many real-world problems involve complicated, black-box objective functions making a large number of solution evaluations computationally- and/or financially-prohibitive. This is often the case when complex computer simulation models are used to repeatedly evaluate possible solutions in search of the best solution (or set of solutions). Therefore, multiobjective optimization approaches capable of rapidly finding a diverse set of Pareto optimal solutions would be greatly beneficial. This research proposes two new multiobjective evolutionary algorithms (MOEAs), called fast Pareto genetic algorithm (FPGA) and stochastic Pareto genetic algorithm (SPGA), for optimization problems with multiple deterministic objectives and stochastic objectives, respectively. New search operators are introduced and employed to enhance the algorithms\u27 performance in terms of converging fast to the true Pareto optimal frontier while maintaining a diverse set of nondominated solutions along the Pareto optimal front. New concepts of solution dominance are defined for better discrimination among competing solutions in stochastic environments. SPGA uses a solution ranking strategy based on these new concepts. Computational results for a suite of published test problems indicate that both FPGA and SPGA are promising approaches. The results show that both FPGA and SPGA outperform the improved nondominated sorting genetic algorithm (NSGA-II), widely-considered benchmark in the MOEA research community, in terms of fast convergence to the true Pareto optimal frontier and diversity among the solutions along the front. The results also show that FPGA and SPGA require far fewer solution evaluations than NSGA-II, which is crucial in computationally-expensive simulation modeling applications

Multi-objective Active Control Policy Design for Commensurate and Incommensurate Fractional Order Chaotic Financial Systems

This is the author accepted manuscript. The final version is available from Elsevier via the DOI in this record.In this paper, an active control policy design for a fractional order (FO) financial system is attempted, considering multiple conflicting objectives. An active control template as a nonlinear state feedback mechanism is developed and the controller gains are chosen within a multi-objective optimization (MOO) framework to satisfy the conditions of asymptotic stability, derived analytically. The MOO gives a set of solutions on the Pareto optimal front for the multiple conflicting objectives that are considered. It is shown that there is a trade-off between the multiple design objectives and a better performance in one objective can only be obtained at the cost of performance deterioration in the other objectives. The multi-objective controller design has been compared using three different MOO techniques viz. Non Dominated Sorting Genetic Algorithm-II (NSGA-II), epsilon variable Multi-Objective Genetic Algorithm (ev-MOGA), and Multi Objective Evolutionary Algorithm with Decomposition (MOEA/D). The robustness of the same control policy designed with the nominal system settings have been investigated also for gradual decrease in the commensurate and incommensurate fractional orders of the financial system

A matheuristic for customized multi-level multi-criteria university timetabling

Course timetables are the organizational foundation of a university’s educational program. While students and lecturers perceive timetable quality individually according to their preferences, there are also collective criteria derived normatively such as balanced workloads or idle time avoidance. A recent challenge and opportunity in curriculum-based timetabling consists of customizing timetables with respect to individual student preferences and with respect to integrating online courses as part of modern course programs or in reaction to flexibility requirements as posed in pandemic situations. Curricula consisting of (large) lectures and (small) tutorials further open the possibility for optimizing not only the lecture and tutorial plan for all students but also the assignments of individual students to tutorial slots. In this paper, we develop a multi-level planning process for university timetabling: On the tactical level, a lecture and tutorial plan is determined for a set of study programs; on the operational level, individual timetables are generated for each student interlacing the lecture plan through a selection of tutorials from the tutorial plan favoring individual preferences. We utilize this mathematical-programming-based planning process as part of a matheuristic which implements a genetic algorithm in order to improve lecture plans, tutorial plans, and individual timetables so as to find an overall university program with well-balanced timetable performance criteria. Since the evaluation of the fitness function amounts to invoking the entire planning process, we additionally provide a proxy in the form of an artificial neural network metamodel. Computational results exhibit the procedure’s capability of generating high quality schedules

An Effective Ensemble Framework for Multi-Objective Optimization

This work was supported by the National Natural Science Foundation of China under Grants 61876110, 61876163, and 61836005, a grant from ANR/RGC Joint Research Scheme sponsored by the Research Grants Council of the Hong Kong Special Administrative Region, China and France National Research Agency (Project No. A-CityU101/16), the Joint Funds of the National Natural Science Foundation of China under Key Program Grant U1713212, and CONACyT grant no. 221551.Peer reviewedPostprin

Explicit Building-Block Multiobjective Genetic Algorithms: Theory, Analysis, and Developing

This dissertation research emphasizes explicit Building Block (BB) based MO EAs performance and detailed symbolic representation. An explicit BB-based MOEA for solving constrained and real-world MOPs is developed the Multiobjective Messy Genetic Algorithm II (MOMGA-II) which is designed to validate symbolic BB concepts. The MOMGA-II demonstrates that explicit BB-based MOEAs provide insight into solving difficult MOPs that is generally not realized through the use of implicit BB-based MOEA approaches. This insight is necessary to increase the effectiveness of all MOEA approaches. In order to increase MOEA computational efficiency parallelization of MOEAs is addressed. Communications between processors in a parallel MOEA implementation is extremely important, hence innovative migration and replacement schemes for use in parallel MOEAs are detailed and tested. These parallel concepts support the development of the first explicit BB-based parallel MOEA the pMOMGA-II. MOEA theory is also advanced through the derivation of the first MOEA population sizing theory. The multiobjective population sizing theory presented derives the MOEA population size necessary in order to achieve good results within a specified level of confidence. Just as in the single objective approach the MOEA population sizing theory presents a very conservative sizing estimate. Validated results illustrate insight into building block phenomena good efficiency excellent effectiveness and motivation for future research in the area of explicit BB-based MOEAs. Thus the generic results of this research effort have applicability that aid in solving many different MOPs

Stochastic Fractal Based Multiobjective Fruit Fly Optimization

The fruit fly optimization algorithm (FOA) is a global optimization algorithm inspired by the foraging behavior of a fruit fly swarm. In this study, a novel stochastic fractal model based fruit fly optimization algorithm is proposed for multiobjective optimization. A food source generating method based on a stochastic fractal with an adaptive parameter updating strategy is introduced to improve the convergence performance of the fruit fly optimization algorithm. To deal with multiobjective optimization problems, the Pareto domination concept is integrated into the selection process of fruit fly optimization and a novel multiobjective fruit fly optimization algorithm is then developed. Similarly to most of other multiobjective evolutionary algorithms (MOEAs), an external elitist archive is utilized to preserve the nondominated solutions found so far during the evolution, and a normalized nearest neighbor distance based density estimation strategy is adopted to keep the diversity of the external elitist archive. Eighteen benchmarks are used to test the performance of the stochastic fractal based multiobjective fruit fly optimization algorithm (SFMOFOA). Numerical results show that the SFMOFOA is able to well converge to the Pareto fronts of the test benchmarks with good distributions. Compared with four state-of-the-art methods, namely, the non-dominated sorting generic algorithm (NSGA-II), the strength Pareto evolutionary algorithm (SPEA2), multi-objective particle swarm optimization (MOPSO), and multiobjective self-adaptive differential evolution (MOSADE), the proposed SFMOFOA has better or competitive multiobjective optimization performance

Multiobjective Design Optimization Of Gas Turbine Blade With Emphasis On Internal Cooling

In the design of mechanical components, numerical simulations and experimental methods are commonly used for design creation (or modification) and design optimization. However, a major challenge of using simulation and experimental methods is that they are timeconsuming and often cost-prohibitive for the designer. In addition, the simultaneous interactions between aerodynamic, thermodynamic and mechanical integrity objectives for a particular component or set of components are difficult to accurately characterize, even with the existing simulation tools and experimental methods. The current research and practice of using numerical simulations and experimental methods do little to address the simultaneous “satisficing” of multiple and often conflicting design objectives that influence the performance and geometry of a component. This is particularly the case for gas turbine systems that involve a large number of complex components with complicated geometries. Numerous experimental and numerical studies have demonstrated success in generating effective designs for mechanical components; however, their focus has been primarily on optimizing a single design objective based on a limited set of design variables and associated values. In this research, a multiobjective design optimization framework to solve a set of userspecified design objective functions for mechanical components is proposed. The framework integrates a numerical simulation and a nature-inspired optimization procedure that iteratively perturbs a set of design variables eventually converging to a set of tradeoff design solutions. In this research, a gas turbine engine system is used as the test application for the proposed framework. More specifically, the optimization of the gas turbine blade internal cooling channel configuration is performed. This test application is quite relevant as gas turbine engines serve a iv critical role in the design of the next-generation power generation facilities around the world. Furthermore, turbine blades require better cooling techniques to increase their cooling effectiveness to cope with the increase in engine operating temperatures extending the useful life of the blades. The performance of the proposed framework is evaluated via a computational study, where a set of common, real-world design objectives and a set of design variables that directly influence the set of objectives are considered. Specifically, three objectives are considered in this study: (1) cooling channel heat transfer coefficient, which measures the rate of heat transfer and the goal is to maximize this value; (2) cooling channel air pressure drop, where the goal is to minimize this value; and (3) cooling channel geometry, specifically the cooling channel cavity area, where the goal is to maximize this value. These objectives, which are conflicting, directly influence the cooling effectiveness of a gas turbine blade and the material usage in its design. The computational results show the proposed optimization framework is able to generate, evaluate and identify thousands of competitive tradeoff designs in a fraction of the time that it would take designers using the traditional simulation tools and experimental methods commonly used for mechanical component design generation. This is a significant step beyond the current research and applications of design optimization to gas turbine blades, specifically, and to mechanical components, in general

A Multi-objective Evolutionary Algorithm to solve Complex Optimization Problems

Multi-objective optimization problem formulations reflect pragmatic modeling of several real-life complex optimization problems. In many of them the considered objectives are competitive with each other; emphasizing only one of them during solution generation and evolution incurs high probability of producing a one-sided solution, which is unacceptable with respect to other objectives. An appropriate solution to the multi-objective optimization problem is to investigate a set of solutions that satisfy all of the competing objectives to an acceptable extent, where no solution in the solution set is dominated by others in terms of objective optimization. In this work, we investigate well known Non-dominated Sorting Genetic Algorithm (NSGA-II), and Strength Pareto Evolutionary Algorithm (SPEA-II), to find Pareto optimal solutions for two real-life problems: Task-based Sailor Assignment Problem (TSAP) and Coverage and Lifetime Optimization Problem in Wireless Sensor Networks (CLOP). Both of these problems are multi-objective problems. TSAP constitutes five multi-directional objectives, whereas CLOP is composed of two competing objectives. To validate the special operators developed, these two test bed problems have been used. Finally, traditional NSGA-II and SPEA-II have been blended with these special operators to generate refined solutions of these multi-objective optimization problems

Energy-Aware Multi-Objective Job Shop Scheduling Optimization with Metaheuristics in Manufacturing Industries: A Critical Survey, Results, and Perspectives

In recent years, the application of artificial intelligence has been revolutionizing the manufacturing industry, becoming one of the key pillars of what has been called Industry 4.0. In this context, we focus on the job shop scheduling problem (JSP), which aims at productions orders to be carried out, but considering the reduction of energy consumption as a key objective to fulfill. Finding the best combination of machines and jobs to be performed is not a trivial problem and becomes even more involved when several objectives are taken into account. Among them, the improvement of energy savings may conflict with other objectives, such as the minimization of the makespan. In this paper, we provide an in-depth review of the existing literature on multi-objective job shop scheduling optimization with metaheuristics, in which one of the objectives is the minimization of energy consumption. We systematically reviewed and critically analyzed the most relevant features of both problem formulations and algorithms to solve them effectively. The manuscript also informs with empirical results the main findings of our bibliographic critique with a performance comparison among representative multi-objective evolutionary solvers applied to a diversity of synthetic test instances. The ultimate goal of this article is to carry out a critical analysis, finding good practices and opportunities for further improvement that stem from current knowledge in this vibrant research area.Javier Del Ser acknowledges funding support from the Basque Government (consolidated research group MATHMODE, Ref. IT1294-19). Antonio J. Nebro is supported by the Spanish Ministry of Science and Innovation via Grant PID2020-112540RB-C41 (AEI/FEDER, UE) and the Andalusian PAIDI program with Grant P18-RT-2799

Distributed energy resources network connection considering reliability optimization using a NSGAII algorithm.

Trabalho apresentado conferência IEEE CPE-POWERENG, 4 a 6 de abril de 2017, Cádiz, EspanhaDistributed Energy Resources (DER) has been widely introduced in distribution networks in response to the increase of environmental awareness of the consumers. The benefits with the use of DER are increased with network reconfiguration, but in some countries exists the impossibility of island operation as well as the obligation to buy all the electricity generated. These limitations, in a network fault situation, causes a waste of resources, because of the unavailability of the DER. On other hand, the location of DER connection under the context of the improvement of the reliability indexes has not been studied. Thus, this paper will propose a multi objective optimization of the location of DER connection considering the switching devices placement to increase network reliability and availability of DER, minimizing at the same time the investment in equipment in a no island operation environment. For the resolution of the proposed formulation, it will be used the multi objective algorithm NSGA-II (Fast Non-dominated Sorting Genetic Algorithm). The formulation of the problem also considers a composite index made up of DER and interruption duration. This approach is applied to a real utility distribution network, with the results presented and discussed.N/