Multi-objective worst case optimization by means of evolutionary algorithms

Many real-world optimization problems are subject to uncertainty. A possible goal is then to find a solution which is robust in the sense that it has the best worst-case performance over all possible scenarios. However, if the problem also involves mul- tiple objectives, which scenario is “best” or “worst” depends on the user’s weighting of the different criteria, which is generally difficult to specify before alternatives are known. Evolutionary multi-objective optimization avoids this problem by searching for the whole front of Pareto optimal solutions. This paper extends the concept of Pareto dominance to worst case optimization problems and demonstrates how evolu- tionary algorithms can be used for worst case optimization in a multi-objective setting

Robust Secure Transmission in MISO Channels Based on Worst-Case Optimization

This paper studies robust transmission schemes for multiple-input single-output (MISO) wiretap channels. Both the cases of direct transmission and cooperative jamming with a helper are investigated with imperfect channel state information (CSI) for the eavesdropper links. Robust transmit covariance matrices are obtained based on worst-case secrecy rate maximization, under both individual and global power constraints. For the case of an individual power constraint, we show that the non-convex maximin optimization problem can be transformed into a quasiconvex problem that can be efficiently solved with existing methods. For a global power constraint, the joint optimization of the transmit covariance matrices and power allocation between the source and the helper is studied via geometric programming. We also study the robust wiretap transmission problem for the case with a quality-of-service constraint at the legitimate receiver. Numerical results show the advantage of the proposed robust design. In particular, for the global power constraint scenario, although cooperative jamming is not necessary for optimal transmission with perfect eavesdropper's CSI, we show that robust jamming support can increase the worst-case secrecy rate and lower the signal to interference-plus-noise ratio at Eve in the presence of channel mismatches between the transmitters and the eavesdropper.Comment: 28 pages, 5 figure

Mean variance optimization of non-linear systems and worst-case analysis

In this paper, we consider expected value, variance and worst-case optimization of nonlinear models. We present algorithms for computing optimal expected values, and variance, based on iterative Taylor expansions. We establish convergence and consider the relative merits of policies beaded on expected value optimization and worst-case robustness. The latter is a minimax strategy and ensures optimal cover in view of the worst-case scenario(s) while the former is optimal expected performance in a stochastic setting. Both approaches are used with a macroeconomic policy model to illustrate relative performances, robustness and trade-offs between the strategies. Klassifikation: C61, E4

A Minimaxmax Problem for Improving the Torsional Stability of Rectangular Plates

We use a gap function in order to compare the torsional performances of different reinforced plates under the action of external forces. Then, we address a shape optimization problem, whose target is to minimize the torsional displacements of the plate: this leads us to set up a minimaxmax problem, which includes a new kind of worst-case optimization. Two kinds of reinforcements are considered: one aims at strengthening the plate, the other aims at weakening the action of the external forces. For both of them, we study the existence of optima within suitable classes of external forces and reinforcements. Our results are complemented with numerical experiments and with a number of open problems and conjectures

Mean Variance Optimization of Non-Linear Systems and Worst-case Analysis

In this paper, we consider expected value, variance and worst-case optimization of nonlinear models. We present algorithms for computing optimal expected values, and variance, based on iterative Taylor expansions. We establish convergence and consider the relative merits of policies beaded on expected value optimization and worst-case robustness. The latter is a minimax strategy and ensures optimal cover in view of the worst-case scenario(s) while the former is optimal expected performance in a stochastic setting. Both approaches are used with a macroeconomic policy model to illustrate relative performances, robustness and trade-offs between the strategies.

Worst case optimization for interfractional motion mitigation in carbon ion therapy of pancreatic cancer.

Introduction The efficacy of radiation therapy treatments for pancreatic cancer is compromised by abdominal motion which limits the spatial accuracy for dose delivery - especially for particles. In this work we investigate the potential of worst case optimization for interfractional offline motion mitigation in carbon ion treatments of pancreatic cancer.Methods We implement a worst case optimization algorithm that explicitly models the relative biological effectiveness of carbon ions during inverse planning. We perform a comparative treatment planning study for seven pancreatic cancer patients. Treatment plans that have been generated using worst case optimization are compared against (1) conventional intensity-modulated carbon ion therapy, (2) single field uniform dose carbon ion therapy, and (3) an ideal yet impractical scenario relying on daily re-planning. The dosimetric quality and robustness of the resulting treatment plans is evaluated using reconstructions of the daily delivered dose distributions on fractional control CTs.Results Idealized daily re-planning consistently gives the best dosimetric results with regard to both target coverage and organ at risk sparing. The absolute reduction of D 95 within the gross tumor volume during fractional dose reconstruction is most pronounced for conventional intensity-modulated carbon ion therapy. Single field uniform dose optimization exhibits no substantial reduction for six of seven patients and values for D 95 for worst case optimization fall in between. The treated volume (D>95 % prescription dose) outside of the gross tumor volume is reduced by a factor of two by worst case optimization compared to conventional optimization and single field uniform dose optimization. Single field uniform dose optimization comes at an increased radiation exposure of normal tissues, e.g. ≈2 Gy (RBE) in the mean dose in the kidneys compared to conventional and worst case optimization and ≈4 Gy (RBE) in D 1 in the spinal cord compared to worst case optimization.Conclusion Interfractional motion substantially deteriorates dose distributions for carbon ion treatments of pancreatic cancer patients. Single field uniform dose optimization mitigates the negative influence of motion on target coverage at an increased radiation exposure of normal tissue. Worst case optimization enables an exploration of the trade-off between robust target coverage and organ at risk sparing during inverse treatment planning beyond margin concepts

New heuristics for multi-objective worst-case optimization in evidence-based robust design

This paper presents a non-nested algorithm for the solution of multi-objective min-max problems (MOMMP) in worst-case optimization. The algorithm has been devised for evidence-based robust optimization, where the lack of a defined probabilistic behaviour of the uncertain parameters makes it impossible to apply sample-based techniques and forces the designer to identify the worst case over the subdomains of the uncertainty space. In evidence theory, the robustness of the solutions is measured in terms of the Belief in the realization of the value of the design budgets, which acts as a lower bound to the unknown cumulative distribution function of the budget. Thus a means of finding robust solutions in preliminary design consists on applying the minimax model, where the worst-case budget over the uncertainty space is optimized over the control space. The paper proposes a novel heuristic to solve MOMMP and demonstrates its capability to approximate the worst-case Pareto front at a very reduced cost with respect to approaches based on nested optimization

Worst-Case Optimization of a Digital Link for Wearable Electronics in a Stochastic Framework

This paper demonstrates an optimization strategy for systems affected by uncertainties in the case of a textile interconnect line. Rather than simply conducting stochastic analysis at the end of the design process, tolerances are accounted for from the early stages of the flow. An unsupervised approach, used to describe the stochastic behavior of the line, isintegrated within a heuristic optimization algorithm with the aim of selecting the optimal parameters of a passive equalizer