An interactive evolutionary multi-objective optimization algorithm with a limited number of decision maker calls

This paper presents a preference-based method to handle optimization problems with multiple objectives. With an increase in the number of objectives the computational cost in solving a multi-objective optimization problem rises exponentially, and it becomes increasingly difficult for evolutionary multi-objective techniques to produce the entire Pareto-optimal front. In this paper, an evolutionary multi-objective procedure is combined with preference information from the decision maker during the intermediate stages of the algorithm leading to the most preferred point. The proposed approach is different from the existing approaches, as it tries to find the most preferred point with a limited budget of decision maker calls. In this paper, we incorporate the idea into a progressively interactive technique based on polyhedral cones. The idea is also tested on another progressively interactive approach based on value functions. Results are provided on two to five-objective unconstrained as well as constrained test problems.     

A hybrid multi-objective artificial bee colony algorithm for burdening optimization of copper strip production

To achieve burdening process optimization of copper strips effectively, a nonlinear constrained multi-objective model is established on the principle of the actual burdening. The problem is formulated with two objectives of minimizing the total cost of raw materials and maximizing the amount of waste material thrown into melting furnace. In this paper, a novel approach called “hybrid multi-objective artificial bee colony” (HMOABC) to solve this model is proposed. The HMOABC algorithm is new swarm intelligence based multi-objective optimization technique inspired by the intelligent foraging behavior of honey bees, summation of normalized objective values and diversified selection (SNOV-DS) and nondominated sorting approach. Two test examples were studied and the performance of HMOABC is evaluated in comparison with other nature inspired techniques which includes nondominated sorting genetic algorithm II (NSGAII) and multi-objective particle swarm optimization (MOPSO). The numerical results demonstrate HMOABC approach is a powerful search and optimization technique for burdening optimization of copper strips.     

A competitive and cooperative co-evolutionary approach to multi-objective particle swarm optimization algorithm design

Multi-objective particle swarm optimization (MOPSO) is an optimization technique inspired by bird flocking, which has been steadily gaining attention from the research community because of its high convergence speed. On the other hand, in the face of increasing complexity and dimensionality of today’s application coupled with its tendency of premature convergence due to the high convergence speeds, there is a need to improve the efficiency and effectiveness of MOPSO. In this paper a competitive and cooperative co-evolutionary approach is adapted for multi-objective particle swarm optimization algorithm design, which appears to have considerable potential for solving complex optimization problems by explicitly modeling the co-evolution of competing and cooperating species. The competitive and cooperative co-evolution model helps to produce the reasonable problem decompositions by exploiting any correlation, interdependency between components of the problem. The proposed competitive and cooperative co-evolutionary multi-objective particle swarm optimization algorithm (CCPSO) is validated through comparisons with existing state-of-the-art multi-objective algorithms using established benchmarks and metrics. Simulation results demonstrated that CCPSO shows competitive, if not better, performance as compared to the other algorithms.     

A hybrid method for solving multi-objective global optimization problems

Real optimization problems often involve not one, but multiple objectives, usually in conflict. 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 optimums, which constitute the so called Pareto-optimal front. Thus, the goal of multi-objective strategies is to generate a set of non-dominated solutions as an approximation to this front. However, most problems of this kind cannot be solved exactly because they have very large and highly complex search spaces. The objective of this work is to compare the performance of a new hybrid method here proposed, with several well-known multi-objective evolutionary algorithms (MOEA). The main attraction of these methods is the integration of selection and diversity maintenance. Since it is very difficult to describe exactly what a good approximation is in terms of a number of criteria, the performance is quantified with adequate metrics that evaluate the proximity to the global Pareto-front. In addition, this work is also one of the few empirical studies that solves three-objective optimization problems using the concept of global Pareto-optimality.     

Fuzzy criteria for feature selection

The presence of less relevant or highly correlated features often decrease classification accuracy. Feature selection in which most informative variables are selected for model generation is an important step in data-driven modeling. In feature selection, one often tries to satisfy multiple criteria such as feature discriminating power, model performance or subset cardinality. Therefore, a multi-objective formulation of the feature selection problem is more appropriate. In this paper, we propose to use fuzzy criteria in feature selection by using a fuzzy decision making framework. This formulation allows for a more flexible definition of the goals in feature selection, and avoids the problem of weighting different goals is classical multi-objective optimization. The optimization problem is solved using an ant colony optimization algorithm proposed in our previous work. We illustrate the added value of the approach by applying our proposed fuzzy feature selection algorithm to eight benchmark problems.     

An efficient Differential Evolution based algorithm for solving multi-objective optimization problems

In the present study, a modified variant of Differential Evolution (DE) algorithm for solving multi-objective optimization problems is presented. The proposed algorithm, named Multi-Objective Differential Evolution Algorithm (MODEA) utilizes the advantages of Opposition-Based Learning for generating an initial population of potential candidates and the concept of random localization in mutation step. Finally, it introduces a new selection mechanism for generating a well distributed Pareto optimal front. The performance of proposed algorithm is investigated on a set of nine bi-objective and five tri-objective benchmark test functions and the results are compared with some recently modified versions of DE for MOPs and some other Multi Objective Evolutionary Algorithms (MOEAs). The empirical analysis of the numerical results shows the efficiency of the proposed algorithm.     

Inverse multi-objective combinatorial optimization

Inverse multi-objective combinatorial optimization consists of finding a minimal adjustment of the objective functions coefficients such that a given set of feasible solutions becomes efficient. An algorithm is proposed for rendering a given feasible solution into an efficient one. This is a simplified version of the inverse problem when the cardinality of the set is equal to one. The adjustment is measured by the Chebyshev distance. It is shown how to build an optimal adjustment in linear time based on this distance, and why it is right to perform a binary search for determining the optimal distance. These results led us to develop an approach based on the resolution of mixed-integer linear programs. A second approach based on a branch-and-bound is proposed to handle any distance function that can be linearized. Finally, the initial inverse problem is solved by a cutting plane algorithm.     

Divide-and-conquer memetic algorithm for online multi-objective test paper generation

Online test paper generation (Online-TPG) generates a test paper automatically online according to user specification based on multiple assessment criteria, and the generated test paper can then be attempted online by user. Online-TPG is challenging as it is a multi-objective optimization problem that is NP-hard, and it is also required to satisfy the online generation requirement. In this paper, we propose an efficient multi-objective optimization approach based on the divide-and-conquer memetic algorithm (DAC-MA) for Online-TPG. Instead of solving the multi-objective constraints simultaneously, the set of constraints is divided into two subsets of relevant constraints, which can then be solved separately and effectively by evolutionary computation and local search of DAC-MA. The empirical performance results have shown that the proposed approach has outperformed other TPG techniques in terms of runtime efficiency and paper quality.     

Multi-objective simulation-based evolutionary algorithm for an aircraft spare parts allocation problem

Simulation optimization has received considerable attention from both simulation researchers and practitioners. In this study, we develop a solution framework which integrates multi-objective evolutionary algorithm (MOEA) with multi-objective computing budget allocation (MOCBA) method for the multi-objective simulation optimization problem. We apply it on a multi-objective aircraft spare parts allocation problem to find a set of non-dominated solutions. The problem has three features: huge search space, multi-objective, and high variability. To address these difficulties, the solution framework employs simulation to estimate the performance, MOEA to search for the more promising designs, and MOCBA algorithm to identify the non-dominated designs and efficiently allocate the simulation budget. Some computational experiments are carried out to test the effectiveness and performance of the proposed solution framework.     

Interactive evolutionary multi-objective optimization for quasi-concave preference functions

We present a new hybrid approach to interactive evolutionary multi-objective optimization that uses a partial preference order to act as the fitness function in a customized genetic algorithm. We periodically send solutions to the decision maker (DM) for her evaluation and use the resulting preference information to form preference cones consisting of inferior solutions. The cones allow us to implicitly rank solutions that the DM has not considered. This technique avoids assuming an exact form for the preference function, but does assume that the preference function is quasi-concave. This paper describes the genetic algorithm and demonstrates its performance on the multi-objective knapsack problem.     

A stochastic multi-period industrial hazardous waste location-routing problem: Integrating NSGA-II and Monte Carlo simulation

The present study extends a multi-objective mathematical model in the context of industrial hazardous waste management, which covers the integrated decisions of three levels with locating, vehicle routing, and inventory control. Analyzing these decisions simultaneously not only may lead to the most effective structure in the waste management network, but also may reduce the potential risk of managing the hazardous waste. Furthermore, because of the inherent complexity of the waste management system, uncertainty is inevitable and should be acknowledged to guarantee reliability in the decision-making process. From this perspective, the proposed model is novel in the following three aspects: (1) shifting from a deterministic to stochastic environment; (2) considering a multi-period planning horizon; and (3) incorporating the inventory decisions into the problem. The problem is formulated as a multi-objective stochastic Mixed-Integer Nonlinear Programming (MINLP) model, which can be easily converted into a MILP one. In terms of methodological contribution, a new simheuristic approach that is an integration of Non-Dominated Sorting Genetic Algorithm-II (NSGA-II) and Monte Carlo simulation is developed to overcome the stochastic combinatorial optimization problem of this study. Our findings verify the efficiency of the proposed approach as it is able to find a high-quality solution within a relatively reasonable computational time.     

基于种群自适应调整的多目标差分进化算法

为提高已有多目标进化算法在求解复杂多目标优化问题上的收敛性和解集分布性,提出一种基于种群自适应调整的多目标差分进化算法。该算法设计一个种群扩增策略,它在决策空间生成一些新个体帮助搜索更优的非支配解;设计了一个种群收缩策略,它依据对非支配解集的贡献程度淘汰较差的个体以减少计算负荷,并预留一些空间给新的带有种群多样性的扰动个体;引入精英学习策略,防止算法陷入局部收敛。通过典型的多目标优化函数对算法进行测试验证,结果表明所提算法相对于其他算法具有明显的优势,其性能优越,能够在保证良好收敛性的同时,使获得的Pareto最优解集具有更均匀的分布性和更广的覆盖范围,尤其适合于高维复杂多目标优化问题的求解。     

基于拟态物理学的约束多目标共轭梯度混合算法

在拟态物理学优化算法APO的基础上,将一种基于序值的无约束多目标算法RMOAPO的思想引入到约束多目标优化领域中.提出一种基于拟态物理学的约束多目标共轭梯度混合算法CGRMOAPA.算法采取外点罚函数法作为约束问题处理技术,并借鉴聚集函数法的思想,将约束多目标优化问题转化为单目标无约束优化问题,最终利用共轭梯度法进行求解.通过与CRMOAPO、MOGA、NSGA-II的实验对比,表明了算法CGRMOAPA具有较好的分布性能,也为约束多目标优化问题的求解提供了一种新的思路.     

Omni-optimizer: A generic evolutionary algorithm for single and multi-objective optimization

Due to the vagaries of optimization problems encountered in practice, users resort to different algorithms for solving different optimization problems. In this paper, we suggest and evaluate an optimization procedure which specializes in solving a wide variety of optimization problems. The proposed algorithm is designed as a generic multi-objective, multi-optima optimizer. Care has been taken while designing the algorithm such that it automatically degenerates to efficient algorithms for solving other simpler optimization problems, such as single-objective uni-optimal problems, single-objective multi-optima problems and multi-objective uni-optimal problems. The efficacy of the proposed algorithm in solving various problems is demonstrated on a number of test problems chosen from the literature. Because of its efficiency in handling different types of problems with equal ease, this algorithm should find increasing use in real-world optimization problems.     

Availability allocation and multi-objective optimization for parallel–series systems

Availability allocation is required when the manufacturer is obliged to allocate proper availability to various components in order to design an end product to meet specified requirements. This paper proposes a new multi-objective genetic algorithm, namely simulated annealing based multi-objective genetic algorithm (saMOGA), to resolve the availability allocation and optimization problems of a repairable system, specifically a parallel–series system. Compared with a general multi-objective genetic algorithm, the major feature of the saMOGA is that it can accept a poor solution with a small probability in order to enlarge the searching space and avoid the local optimum. The saMOGA aims to determine the optimal decision variables, i.e. failure rates, repair rates, and the number of components in each subsystem, according to multiple objectives, such as system availability, system cost and system net profit. The proposed saMOGA is compared with three other multi-objective genetic algorithms. Computational results showed that the proposed approach could provide higher solution quality and greater computing efficiency.     

Multi-Objective Biclustering: When Non-dominated Solutions are not Enough

The biclustering technique was developed to avoid some of the drawbacks presented by standard clustering techniques, such as their impossibility of finding correlating data under a subset of features, and, consequently, to allow the extraction of more accurate information from datasets. Given that biclustering requires the optimization of at least two conflicting objectives (residue and volume) and that multiple independent solutions are desirable as the outcome, a few multi-objective evolutionary algorithms for biclustering were proposed in the literature. However, these algorithms only focus their search in the generation of a global set of non-dominated biclusters, which may be insufficient for most of the problems as the coverage of the dataset can be compromised. In order to overcome such problem, a multi-objective artificial immune system capable of performing a multipopulation search, named MOM-aiNet, was proposed. In this work, the MOM-aiNet algorithm will be described in detail, and an extensive set of experimental comparisons will be performed, with the obtained results of MOM-aiNet being confronted with those produced by the popular CC algorithm, by another immune-inspired approach for biclustering (BIC-aiNet), and by the multi-objective approach for biclustering proposed by Mitra & Banka.     

An evolutionary artificial immune system for multi-objective optimization

In this paper, an evolutionary artificial immune system for multi-objective optimization which combines the global search ability of evolutionary algorithms and immune learning of artificial immune systems is proposed. A new selection strategy is developed based upon the concept of clonal selection principle to maintain the balance between exploration and exploitation. In order to maintain a diverse repertoire of antibodies, an information-theoretic based density preservation mechanism is also presented. In addition, the performances of various multi-objective evolutionary algorithms as well as the effectiveness of the proposed features are examined based upon seven benchmark problems characterized by different difficulties in local optimality, non-uniformity, discontinuity, non-convexity, high-dimensionality and constraints. The comparative study shows the effectiveness of the proposed algorithm, which produces solution sets that are highly competitive in terms of convergence, diversity and distribution. Investigations also demonstrate the contribution and robustness of the proposed features.     

Solving a new stochastic multi-mode p-hub covering location problem considering risk by a novel multi-objective algorithm

In this paper, we develop a novel stochastic multi-objective multi-mode transportation model for hub covering location problem under uncertainty. The transportation time between each pair of nodes is an uncertain parameter and also is influenced by a risk factor in the network. We extend the traditional comprehensive hub location problem by considering two new objective functions. So, our multi-objective model includes (i) minimization of total current investment costs and (ii) minimization of maximum transportation time between each origin–destination pair in the network. Besides, a novel multi-objective imperialist competitive algorithm (MOICA) is proposed to obtain the Pareto-optimal solutions of the problem. The performance of the proposed solution algorithm is compared with two well-known meta-heuristics, namely, non-dominated sorting genetic algorithm (NSGA-II) and Pareto archive evolution strategy (PAES). Computational results show that MOICA outperforms the other meta-heuristics.     

A hybrid approach combining interior-point and branch-and-bound methods applied to the problem of sugar cane waste

This paper proposes a hybrid approach for solving the multi-objective model related to the minimisation of sugar cane waste collection costs and/or the maximisation of produced energy by this waste, with the aid of strategies for solving multi-objective problems, which transform the problem into a set of single-objective problems. This approach combines the predictor-corrector primal-dual interior-point and branch-and-bound methods in order to solve these single-objective problems. The model consists in identifying the sugar cane varieties with the lowest waste collection costs, while simultaneously it aims to obtain the greatest amount of produced energy by this waste. The hybrid methods are implemented in C++ programming language, and tests are performed to determine the efficient solutions in Pareto optimal sense of the multi-objective model and compare the performance of the hybrid method using the integrality test and without considering it. The mathematical results confirm that the proposed hybrid method for solving the aforementioned models presents good computational performance and reliable solutions.     

An Application of a Multi-Objective Tabu Search Algorithm to a Bicriteria Flowshop Problem

This paper proposes a new tabu search algorithm for multi-objective combinatorial problems with the goal of obtaining a good approximation of the Pareto-optimal or efficient solutions. The algorithm works with several paths of solutions in parallel, each with its own tabu list, and the Pareto dominance concept is used to select solutions from the neighborhoods. In this way we obtain at each step a set of local nondominated points. The dispersion of points is achieved by a clustering procedure that groups together close points of this set and then selects the centroids of the clusters as search directions. A nice feature of this multi-objective algorithm is that it introduces only one additional parameter, namely, the number of paths. The algorithm is applied to the permutation flowshop scheduling problem in order to minimize the criteria of makespan and maximum tardiness. For instances involving two machines, the performance of the algorithm is tested against a Branch-and-Bound algorithm proposed in the literature, and for more than two machines it is compared with that of a tabu search algorithm and a genetic local search algorithm, both from the literature. Computational results show that the heuristic yields a better approximation than these algorithms.