Non-Euler–Lagrangian Pareto-optimality Conditions for Dynamic Multiple Criterion Decision Problems

In this paper the problem of verifying the Pareto-optimality of a given solution to a dynamic multiple-criterion decision (DMCD) problem is investigated. For this purpose, some new conditions are derived for Pareto-optimality of DMCD problems. In the literature, Pareto-optimality is characterized by means of Euler-Lagrangian differential equations. There exist problems in production and inventory control to which these conditions cannot be applied directly (Song 1997). Thus, it is necessary to explore new conditions for Pareto-optimality of DMCD problems. With some mild assumptions on the objective functionals, we develop necessary and/or sufficient conditions for Pareto-optimality in the sprit of optimization theory. Both linear and non-linear cases are considered.     

Solving nonlinear multi-objective optimization problems with fuzzy relation inequality constraints regarding Archimedean triangular norm compositions

We propose an approach to solve a nonlinear multi-objective problem subject to fuzzy relation inequalities with max-Archimedean-t-norm composition by a genetic algorithm. The additive generator of Archimedean t-norms is utilized to reform the existent genetic algorithm to solve the constrained nonlinear multi-objective optimization problems. We consider thoroughly the feasible set of the fuzzy relation inequality systems in three possible cases, namely “≤”, “≥” and the combination of them. In general, their feasible sets are nonconvex which are completely determined by one vector as their maximum solution and a finite number of minimal solutions. The maximum and minimal solutions are formulated by using the additive generator. Additionally, we present some conditions for each case under which the problem can be reduced. Finally, each reduced problem is solved by the genetic algorithm and the efficiency of the proposed method is shown by some numerical examples.     

An interval approach based on expectation optimization for fuzzy random bilevel linear programming problems

This paper considers a class of bilevel linear programming problems in which the coefficients of both objective functions are fuzzy random variables. The main idea of this paper is to introduce the Pareto optimal solution in a multi-objective bilevel programming problem as a solution for a fuzzy random bilevel programming problem. To this end, a stochastic interval bilevel linear programming problem is first introduced in terms of α-cuts of fuzzy random variables. On the basis of an order relation of interval numbers and the expectation optimization model, the stochastic interval bilevel linear programming problem can be transformed into a multi-objective bilevel programming problem which is solved by means of weighted linear combination technique. In order to compare different optimal solutions depending on different cuts, two criterions are given to provide the preferable optimal solutions for the upper and lower level decision makers respectively. Finally, a production planning problem is given to demonstrate the feasibility of the proposed approach.     

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.     

非凸多目标优化模型的一类鲁棒逼近最优性条件

通过引入一类非凸多目标不确定优化问题，借助鲁棒优化方法，先建立了该不确定多目标优化问题的鲁棒对应模型；再借助标量化方法和广义次微分性质，刻画了该不确定多目标优化问题的鲁棒拟逼近有效解的最优性条件，推广和改进了相关文献的结论.     

不确定信息下分式半无限优化问题的近似最优性刻画

该文研究了一类带不确定参数的多目标分式半无限优化问题。首先借助鲁棒优化方法,引入该不确定多目标分式优化问题的鲁棒对应优化模型,并借助Dinkelbach方法,将该鲁棒对应优化模型转化为一般的多目标优化问题。随后借助一种标量化方法,建立了该优化问题的标量化问题,并刻画了它们的解之间的关系。最后借助一类鲁棒型次微分约束规格,建立了该不确定多目标分式优化问题拟近似有效解的鲁棒最优性条件。     

一类广义凸多目标规划问题研究

首先引入了涉及高阶强Pre-invex函数的多目标优化问题m阶严格局部极小元的定义,在此基础上讨论了多目标优化问题的优化条件,最后研究了变分不等式的解与多目标优化问题高阶严格极小元之间的关系,其变分不等式的解正是多目标优化问题的高阶严格极小元,这些研究内容推广了Guneer-Bhatia给出的相关结论.     

Pareto Simulated Annealing for Fuzzy Multi-Objective Combinatorial Optimization

The paper presents a metaheuristic method for solving fuzzy multi-objective combinatorial optimization problems. It extends the Pareto simulated annealing (PSA) method proposed originally for the crisp multi-objective combinatorial (MOCO) problems and is called fuzzy Pareto simulated annealing (FPSA). The method does not transform the original fuzzy MOCO problem to an auxiliary deterministic problem but works in the original fuzzy objective space. Its goal is to find a set of approximately efficient solutions being a good approximation of the whole set of efficient solutions defined in the fuzzy objective space. The extension of PSA to FPSA requires the definition of the dominance in the fuzzy objective space, modification of rules for calculating probability of accepting a new solution and application of a defuzzification operator for updating the average position of a solution in the objective space. The use of the FPSA method is illustrated by its application to an agricultural multi-objective project scheduling problem.     

Hybrid approach for Pareto front expansion in heuristics

Heuristic search can be an effective multi-objective optimization tool; however, the required frequent function evaluations can exhaust computational sources. This paper explores using a hybrid approach with statistical interpolation methods to expand optimal solutions obtained by multiple criteria heuristic search. The goal is to significantly increase the number of Pareto optimal solutions while limiting computational effort. The interpolation approaches studied are kriging and general regression neural networks. This paper develops a hybrid methodology combining an interpolator with a heuristic, and examines performance on several non-linear bi-objective example problems. Computational experience shows this approach successfully expands and enriches the Pareto fronts of multi-objective optimization problems.     

Complexity of vector optimization problems on graphs

The paper is dedicated to the computation complexity of multi-objective optimization problems on graphs. The classes of multi-objective problems with polynomial complexity or being polynomially reduced to be NP-hard are marked out. The unsolvability of a series of combinatorial multi-objective problems has been set up by means of linear convolution algorithm. The sufficient conditions under which these algorithms are statistically efficient have also been obtained.     

The hierarchical and social decision making procedure for bi-objective optimization problems by using the simple majority decision rule

Multi-objective optimization has been successfully applied to problems of industrial design, problems of quality control and production management, and problems of finance. The theme of these applications is how to choose the best solution for the decision makers out of a set of non-inferior solutions to a multi-objective optimization problem. For this purpose, an optimization model with hierarchical structure, whose lower problem is a multi-objective optimization problem and the upper problem is a preference optimization problem on a set of non-inferior solutions, must be constructed. This kind of hierarchical problems have been previously analyzed only with regard to linear programming problems by Benson[6]. In this paper, an algorithm is derived that provides a solution as a social choice, obtained by aggregating plural decision-makers' preferences. In the case of the simple majority rule, the bi-objective problem is transformed into an -parameter choice problem, and the golden section method is applied. The availability of the approach is demonstrated with the means of an illustrative example.Technische Universität BerlinFaculty of Science and Technology, Keio University     

Genetic algorithms for portfolio selection problems with minimum transaction lots

Conventionally, portfolio selection problems are solved with quadratic or linear programming models. However, the solutions obtained by these methods are in real numbers and difficult to implement because each asset usually has its minimum transaction lot. Methods considering minimum transaction lots were developed based on some linear portfolio optimization models. However, no study has ever investigated the minimum transaction lot problem in portfolio optimization based on Markowitz’ model, which is probably the most well-known and widely used. Based on Markowitz’ model, this study presents three possible models for portfolio selection problems with minimum transaction lots, and devises corresponding genetic algorithms to obtain the solutions. The results of the empirical study show that the portfolios obtained using the proposed algorithms are very close to the efficient frontier, indicating that the proposed method can obtain near optimal and also practically feasible solutions to the portfolio selection problem in an acceptable short time. One model that is based on a fuzzy multi-objective decision-making approach is highly recommended because of its adaptability and simplicity.     

Discrete optimization algorithms and problems of decision making in a fuzzy environment

An approach to solving optimization problems with fuzzy coefficients is described. It consists in formulating and analyzing one and the same problem within the framework of mutually related models by constructing equivalent analogs with fuzzy coefficients in objective functions alone. Since the approach is applied within the context of fuzzy discrete optimization problems, modified algorithms of discrete optimization are discussed. These algorithms are based on a combination of formal and heuristic procedures and allow one to obtain quasi-optimal solutions after a small number of steps, thus overcoming the computational complexity posed by the NP-completeness of discrete optimization problems. The subsequent contraction of the decision uncertainty regions is associated with reduction of the problem to multiobjective decision making in a fuzzy environment using techniques based on fuzzy preference relations. The results of the paper are of a universal character and are already being used to solve practical problems in several fields.     

不确定条件下工程项目的多目标模糊均衡优化

在工程项目多目标优化问题研究基础上,研究不确定环境下工程项目多目标均衡优化问题.利用模糊数表示费用变化率和质量变化率,考虑模糊集的不同可能性水平,建立工程项目多目标模糊均衡优化模型,给出模型的求解方法和步骤,得到不同可能性水平下多目标优化问题的最优折衷解变化范围.优化方法使决策者能够根据决策风险的大小进行最优目标值的确定.     

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 approach for solving nonlinear multi-objective separable discrete optimization problem with one constraint

We propose an exact solution approach for solving nonlinear multi-objective optimization problems with separable discrete variables and a single constraint. The approach converts the multi-objective problem into a single objective problem by using surrogate multipliers from which we find all the solutions with objective values within a given range. We call this the surrogate target problem which is solved by using an algorithm based on the modular approach. Computational experiments demonstrate the effectiveness of this approach in solving large-scale problems. A simple example is presented to illustrate an interactive decision making process.     

基于可信性理论的均值-熵-偏度投资组合模型及其算法求解

本文考虑到证券市场的投资者往往面临着随机和模糊两种不确定性的情形,在模糊随机环境下把证券的收益率视作三角模糊变量,在可信性理论基础上建立了带融资约束条件的均值-熵-偏度三目标投资组合决策模型,拓展了基于可信性理论的投资组合决策模型的研究内容,同时通过对约束条件处理方法,外部档案维护方法等关键算子的改良,提出了一种新的约束多目标粒子群算法。本文运用该算法对模型进行求解,把得到的最优解与传统的多目标粒子群算法得到的最优解进行对比,结果表明新算法得到的最优解的质量会显著地优于传统的多目标粒子群算法的最优解,从而验证了算法的有效性和准确性。该算法可以在三维空间中得到一个分布性和逼近性较好的Pareto最优曲面,满足投资者对不同目标的差异需求,为投资者提供合理的投资组合决策方案。     

Nonsmooth multiobjective optimization using limiting subdifferentials

In this study, using the properties of limiting subdifferentials in nonsmooth analysis and regarding a separation theorem, some weak Pareto-optimality (necessary and sufficient) conditions for nonsmooth multiobjective optimization problems are proved.     

A new mechanism to maintain diversity in multi-objective metaheuristics

In this article, a new mechanism to spread the solutions generated by a multi-objective evolutionary algorithm is proposed. This approach is based on the use of stripes that are applied in objective function space and is independent of the search engine adopted. Additionally, it overcomes some of the drawbacks of other previous proposals such as the ?-dominance method. In order to validate the proposed approach, it is coupled to a multi-objective particle swarm optimizer and its performance is assessed with respect to that of state-of-the-art algorithms, using standard test problems and performance measures taken from the specialized literature. The results indicate that the proposed approach is a viable diversity maintenance mechanism that can be incorporated to any multi-objective metaheuristic used for multi-objective optimization.     

A structural optimization approach for passanger car tires with consideration of uncertainties

In order to support the design process of passenger car tires, a multi-objective optimization approach based on Finite Element Analysis (FEA) can be utilized. Providing a reliable and high quality design requires the consideration of data uncertainty within the optimization process. This uncertainty is caused predominantly by instable production conditions of tire components as well as incomplete information concerning e.g. loading. In order to capture the state of information which is indeed available in such engineering applications, an uncertainty model, which enables modelling fragmentary or dubious information as well as mathematical formulation of expert specifications and evaluations has to be applied. The presented requirements are fulfilled by the uncertainty model fuzziness. Therefore, an approach of multi-objective optimization with consideration of fuzzy quantities was developed. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)