Generation of efficient frontiers in multi-objective optimization problems by generalized data envelopment analysis

In many practical problems such as engineering design problems, criteria functions cannot be given explicitly in terms of design variables. Under this circumstance, values of criteria functions for given values of design variables are usually obtained by some analyses such as structural analysis, thermodynamical analysis or fluid mechanical analysis. These analyses require considerably much computation time. Therefore, it is not unrealistic to apply existing interactive optimization methods to those problems. On the other hand, there have been many trials using genetic algorithms (GA) for generating efficient frontiers in multi-objective optimization problems. This approach is effective in problems with two or three objective functions. However, these methods cannot usually provide a good approximation to the exact efficient frontiers within a small number of generations in spite of our time limitation. The present paper proposes a method combining generalized data envelopment analysis (GDEA) and GA for generating efficient frontiers in multi-objective optimization problems. GDEA removes dominated design alternatives faster than methods based on only GA. The proposed method can yield desirable efficient frontiers even in non-convex problems as well as convex problems. The effectiveness of the proposed method will be shown through several numerical examples.     

Flying-V型仓储布局货位分配优化方法研究

Flying-V是一种典型的非传统布局方式,根据其布局方式的特性,针对仓储货位分配优化问题,以货物出入库效率最高和货物存放的重心最低为优化目标,建立了货位分配多目标优化模型,并采用自适应策略的遗传算法(GA),以及粒子群算法(PSO)进行求解。根据货位分配的优化特点,在GA算法的选择、交叉和变异环节均采用自适应策略, 同时采用惯性权重线性递减的方法设计了PSO算法,有效地解决了两种算法收敛速度慢和易“早熟”的问题,提高了算法的寻优性能。为了更好地表现两种优化求解算法的有效性和优越性,结合具体的货位分配实例利用MATLAB软件编程实现。通过对比分析优化结果表明,PSO算法在收敛速度和优化效果方面相比于自适应GA算法更具有优势,更加合适于解决Flying-V型仓储布局货位分配优化问题。     

Minmax robustness for multi-objective optimization problems

In real-world applications of optimization, optimal solutions are often of limited value, because disturbances of or changes to input data may diminish the quality of an optimal solution or even render it infeasible. One way to deal with uncertain input data is robust optimization, the aim of which is to find solutions which remain feasible and of good quality for all possible scenarios, i.e., realizations of the uncertain data. For single objective optimization, several definitions of robustness have been thoroughly analyzed and robust optimization methods have been developed. In this paper, we extend the concept of minmax robustness (Ben-Tal, Ghaoui, & Nemirovski, 2009) to multi-objective optimization and call this extension robust efficiency for uncertain multi-objective optimization problems. We use ingredients from robust (single objective) and (deterministic) multi-objective optimization to gain insight into the new area of robust multi-objective optimization. We analyze the new concept and discuss how robust solutions of multi-objective optimization problems may be computed. To this end, we use techniques from both robust (single objective) and (deterministic) multi-objective optimization. The new concepts are illustrated with some linear and quadratic programming instances.     

Hybrid algorithm for the two-dimensional rectangular layer-packing problem

In this paper, a rectangular layer-packing algorithm (RLPA) combined with modified genetic algorithm (GA) or particle swarm optimization (PSO) algorithm is developed to solve the problem with emerging restraints, which is raised from the two-dimensional rectangular packing problem with some small rectangles that need to be packed into a fixed rectangular object. RLPA is designed from the BL algorithm and lowest horizontal line algorithm. GA and PSO are also modified to satisfy the constraint conditions. Best GA or PSO parameters are obtained by conducting experiments on some typical instances. The results are also compared, which validate the quality of the solutions and show the effectiveness of the modified algorithm.     

Genetic local search for multi-objective combinatorial optimization

The paper presents a new genetic local search (GLS) algorithm for multi-objective combinatorial optimization (MOCO). The goal of the algorithm is to generate in a short time a set of approximately efficient solutions that will allow the decision maker to choose a good compromise solution. In each iteration, the algorithm draws at random a utility function and constructs a temporary population composed of a number of best solutions among the prior generated solutions. Then, a pair of solutions selected at random from the temporary population is recombined. Local search procedure is applied to each offspring. Results of the presented experiment indicate that the algorithm outperforms other multi-objective methods based on GLS and a Pareto ranking-based multi-objective genetic algorithm (GA) on travelling salesperson problem (TSP).     

A cooperative swarm intelligence algorithm for multi-objective discrete optimization with application to the knapsack problem

We propose a novel cooperative swarm intelligence algorithm to solve multi-objective discrete optimization problems (MODP). Our algorithm combines a firefly algorithm (FA) and a particle swarm optimization (PSO). Basically, we address three main points: the effect of FA and PSO cooperation on the exploration of the search space, the discretization of the two algorithms using a transfer function, and finally, the use of the epsilon dominance relation to manage the size of the external archive and to guarantee the convergence and the diversity of Pareto optimal solutions.We compared the results of our algorithm with the results of five well-known meta-heuristics on nine multi-objective knapsack problem benchmarks. The experiments show clearly the ability of our algorithm to provide a better spread of solutions with a better convergence behavior.     

Enhancing PSO methods for global optimization

The Particle Swarm Optimization (PSO) method is a well-established technique for global optimization. During the past years several variations of the original PSO have been proposed in the relevant literature. Because of the increasing necessity in global optimization methods in almost all fields of science there is a great demand for efficient and fast implementations of relative algorithms. In this work we propose three modifications of the original PSO method in order to increase the speed and its efficiency that can be applied independently in almost every PSO variant. These modifications are: (a) a new stopping rule, (b) a similarity check and (c) a conditional application of some local search method. The proposed were tested using three popular PSO variants and a variety test functions. We have found that the application of these modifications resulted in significant gain in speed and efficiency.     

Using multi-objective evolutionary algorithms for single-objective optimization

In recent decades, several multi-objective evolutionary algorithms have been successfully applied to a wide variety of multi-objective optimization problems. Along the way, several new concepts, paradigms and methods have emerged. Additionally, some authors have claimed that the application of multi-objective approaches might be useful even in single-objective optimization. Thus, several guidelines for solving single-objective optimization problems using multi-objective methods have been proposed. This paper offers a survey of the main methods that allow the use of multi-objective schemes for single-objective optimization. In addition, several open topics and some possible paths of future work in this area are identified.     

Advanced particle swarm assisted genetic algorithm for constrained optimization problems

A novel hybrid evolutionary algorithm is developed based on the particle swarm optimization (PSO) and genetic algorithms (GAs). The PSO phase involves the enhancement of worst solutions by using the global-local best inertia weight and acceleration coefficients to increase the efficiency. In the genetic algorithm phase, a new rank-based multi-parent crossover is used by modifying the crossover and mutation operators which favors both the local and global exploration simultaneously. In addition, the Euclidean distance-based niching is implemented in the replacement phase of the GA to maintain the population diversity. To avoid the local optimum solutions, the stagnation check is performed and the solution is randomized when needed. The constraints are handled using an effective feasible population based approach. The parameters are self-adaptive requiring no tuning based on the type of problems. Numerical simulations are performed first to evaluate the current algorithm for a set of 24 benchmark constrained nonlinear optimization problems. The results demonstrate reasonable correlation and high quality optimum solutions with significantly less function evaluations against other state-of-the-art heuristic-based optimization algorithms. The algorithm is also applied to various nonlinear engineering optimization problems and shown to be excellent in searching for the global optimal solutions.     

A novel particle swarm optimization algorithm for permutation flow-shop scheduling to minimize makespan

It is well known that the flow-shop scheduling problem (FSSP) is a branch of production scheduling and is NP-hard. Now, many different approaches have been applied for permutation flow-shop scheduling to minimize makespan, but current algorithms even for moderate size problems cannot be solved to guarantee optimality. Some literatures searching PSO for continuous optimization problems are reported, but papers searching PSO for discrete scheduling problems are few. In this paper, according to the discrete characteristic of FSSP, a novel particle swarm optimization (NPSO) algorithm is presented and successfully applied to permutation flow-shop scheduling to minimize makespan. Computation experiments of seven representative instances (Taillard) based on practical data were made, and comparing the NPSO with standard GA, we obtain that the NPSO is clearly more efficacious than standard GA for FSSP to minimize makespan.     

A new multi objective optimization approach in distribution systems

This paper presents a multi objective optimal location of AVRs in distribution systems at the presence of distributed generators based on modified teaching-learning-based optimization (MTLBO) algorithm. In the proposed MTLBO algorithm, teacher and learner phases are modified. The proposed objective functions are energy generation costs, electrical energy losses and the voltage deviations. The proposed algorithm utilizes several teachers and considers the teachers as an external repository to save found Pareto optimal solutions during the search process. Since the objective functions are not the same, a fuzzy clustering method is used to control the size of the repository. The proposed technique allows the decision maker to select one of the Pareto optimal solutions (by trade-off) for different applications. The performance of the suggested algorithm on a 70-bus distribution network in comparison with other evolutionary methods such as GA, PSO and TLBO, is extraordinary.     

On finding multiple Pareto-optimal solutions using classical and evolutionary generating methods

In solving multi-objective optimization problems, evolutionary algorithms have been adequately applied to demonstrate that multiple and well-spread Pareto-optimal solutions can be found in a single simulation run. In this paper, we discuss and put together various different classical generating methods which are either quite well-known or are in oblivion due to publication in less accessible journals and some of which were even suggested before the inception of evolutionary methodologies. These generating methods specialize either in finding multiple Pareto-optimal solutions in a single simulation run or specialize in maintaining a good diversity by systematically solving a number of scalarizing problems. Most classical generating methodologies are classified into four groups mainly based on their working principles and one representative method from each group is chosen in the present study for a detailed discussion and for its performance comparison with a state-of-the-art evolutionary method. On visual comparisons of the efficient frontiers obtained for a number of two and three-objective test problems, the results bring out interesting insights about the strengths and weaknesses of these approaches. The results should motivate researchers to design hybrid multi-objective optimization algorithms which may be better than each of the individual methods.     

Enhancing performance of particle swarm optimization through an algorithmic link with genetic algorithms

Evolutionary Algorithms (EAs) are emerging as competitive and reliable techniques for several optimization tasks. Juxtapositioning their higher-level and implicit correspondence; it is provocative to query if one optimization algorithm can benefit from another by studying underlying similarities and dissimilarities. This paper establishes a clear and fundamental algorithmic linking between particle swarm optimization (PSO) algorithm and genetic algorithms (GAs). Specifically, we select the task of solving unimodal optimization problems, and demonstrate that key algorithmic features of an effective Generalized Generation Gap based Genetic Algorithm can be introduced into the PSO by leveraging this algorithmic linking while significantly enhance the PSO’s performance. However, the goal of this paper is not to solve unimodal problems, neither is to demonstrate that the modified PSO algorithm resembles a GA, but to highlight the concept of algorithmic linking in an attempt towards designing efficient optimization algorithms. We intend to emphasize that the evolutionary and other optimization researchers should direct more efforts in establishing equivalence between different genetic, evolutionary and other nature-inspired or non-traditional algorithms. In addition to achieving performance gains, such an exercise shall deepen the understanding and scope of various operators from different paradigms in Evolutionary Computation (EC) and other optimization methods.     

一种改进粒子群优化算法及其在投资规划中的应用

粒子群优化算法(PSO)是模拟生物群体智能的优化算法,具有良好的优化性能.但是群体收缩过快和群体多样性降低导致早熟收敛.本文引入了多样性指标和收敛因子模型来改进PSO算法,形成多样性收敛因子PSO算法(DCPSO),并且对现代资产投资的多目标规划问题进行了优化,简化了多目标规划的问题,并且表现出了比传统PSO算法更好性能.     

Integrating particle swarm optimization with genetic algorithms for solving nonlinear optimization problems

Heuristic optimization provides a robust and efficient approach for solving complex real-world problems. The aim of this paper is to introduce a hybrid approach combining two heuristic optimization techniques, particle swarm optimization (PSO) and genetic algorithms (GA). Our approach integrates the merits of both GA and PSO and it has two characteristic features. Firstly, the algorithm is initialized by a set of random particles which travel through the search space. During this travel an evolution of these particles is performed by integrating PSO and GA. Secondly, to restrict velocity of the particles and control it, we introduce a modified constriction factor. Finally, the results of various experimental studies using a suite of multimodal test functions taken from the literature have demonstrated the superiority of the proposed approach to finding the global optimal solution.     

Optimization of Nonlinear Mechanical Systems under Constraints with the Particle Swarm Method

In recent years, stochastic optimization methods have gained increasing attention in parameter optimization of mechanical systems. Most popular techniques are Evolutionary Computation and the Simulating Annealing algorithm, which are applied more frequently to mechanical problems due to the increasing computing resources available now. Since theses methods do not require any gradient information, they are well suited for non‐smooth or discontinuous optimization tasks occurring in nonlinear multibody systems. In addition to these techniques, Kennedy and Eberhart [5] introduced the Particle Swarm Optimization method (PSO) based on the simulation of bird flocking. In this work, the efficiency of an extended PSO algorithm has been compared with an Evolutionary Strategy (ES) [6] and an Adapted Simulated Annealing method (ASA) [4]. In order to solve optimization tasks with both equality and inequality constraints the PSO algorithm has been extended by the Augmented Lagrangian Multiplier Method [2]. The proposed method shows often superior results and is quite simple to implement. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Annealing-tabu PAES: a multi-objective hybrid meta-heuristic

Most real-life optimization problems require taking into account not one, but multiple objectives simultaneously. In most cases these objectives are in conflict, i.e. the improvement of some objectives implies the deterioration of others. In single-objective optimization there exists a global optimum, while in the multi-objective case no optimal solution is clearly defined, but rather a set of solutions. In the last decade most papers dealing with multi-objective optimization use the concept of Pareto-optimality. The goal of Pareto-based multi-objective strategies is to generate a front (set) of non-dominated solutions as an approximation to the true Pareto-optimal front. However, this front is unknown for problems with large and highly complex search spaces, which is why meta-heuristic methods have become important tools for solving this kind of problem. Hybridization in the multi-objective context is nowadays an open research area. This article presents a novel extension of the well-known Pareto archived evolution strategy (PAES) which combines simulated annealing and tabu search. Experiments on several mathematical problems show that this hybridization allows an improvement in the quality of the non-dominated solutions in comparison with PAES, and also with its extension M-PAES.     

Cyber Swarm Algorithms – Improving particle swarm optimization using adaptive memory strategies

Particle swarm optimization (PSO) has emerged as an acclaimed approach for solving complex optimization problems. The nature metaphors of flocking birds or schooling fish that originally motivated PSO have made the algorithm easy to describe but have also occluded the view of valuable strategies based on other foundations. From a complementary perspective, scatter search (SS) and path relinking (PR) provide an optimization framework based on the assumption that useful information about the global solution is typically contained in solutions that lie on paths from good solutions to other good solutions. Shared and contrasting principles underlying the PSO and the SS/PR methods provide a fertile basis for combining them. Drawing especially on the adaptive memory and responsive strategy elements of SS and PR, we create a combination to produce a Cyber Swarm Algorithm that proves more effective than the Standard PSO 2007 recently established as a leading form of PSO. Applied to the challenge of finding global minima for continuous nonlinear functions, the Cyber Swarm Algorithm not only is able to obtain better solutions to a well known set of benchmark functions, but also proves more robust under a wide range of experimental conditions.     

Barzilai and Borwein’s method for multiobjective optimization problems

The present study is an attempt to extend Barzilai and Borwein’s method for dealing with unconstrained single objective optimization problems to multiobjective ones. As compared with Newton, Quasi-Newton and steepest descent multi-objective optimization methods, Barzilai and Borwein multiobjective optimization (BBMO) method requires simple and quick calculations in that it makes no use of the line search methods like the Armijo rule that necessitates function evaluations at each iteration. It goes without saying that the innovative aspect of the current study is due to the use of no function evaluations in comparison with other multi-objective optimization non-parametric methods (e.g. Newton, Quasi-Newton and steepest descent methods, to name a few) that have been investigated so far. Also, the convergence of the BBMO method for the objective functions assumed to be twice continuously differentiable has been proved. MATLAB software was utilized to implement the BBMO method, and the results were compared with the other methods mentioned earlier. Using some performance assessment, the quality of nondominated frontier of BBMO was analogized to above mentioned methods. In addition, the approximate nondominated frontiers gained from the methods were compared with the exact nondominated frontier for some problems. Also, performance profiles are considered to visualize numerical results presented in tables.     

Multi-strategy ensemble evolutionary algorithm for dynamic multi-objective optimization

Dynamic optimization and multi-objective optimization have separately gained increasing attention from the research community during the last decade. However, few studies have been reported on dynamic multi-objective optimization (dMO) and scarce effective dMO methods have been proposed. In this paper, we fulfill these gabs by developing new dMO test problems and new effective dMO algorithm. In the newly designed dMO problems, Pareto-optimal decision values (i.e., Pareto-optimal solutions: POS) or both POS and Pareto-optimal objective values (i.e., Pareto-optimal front: POF) change with time. A new multi-strategy ensemble multi-objective evolutionary algorithm (MS-MOEA) is proposed to tackle the challenges of dMO. In MS-MOEA, the convergence speed is accelerated by the new offspring creating mechanism powered by adaptive genetic and differential operators (GDM); a Gaussian mutation operator is employed to cope with premature convergence; a memory like strategy is proposed to achieve better starting population when a change takes place. In order to show the advantages of the proposed algorithm, we experimentally compare MS-MOEA with several algorithms equipped with traditional restart strategy. It is suggested that such a multi-strategy ensemble approach is promising for dealing with dMO problems.