Handling uncertainty in route choice models: From probabilistic to possibilistic approaches

In order to design effective advanced traffic information systems (ATIS) suitable mathematical models have to be defined to simulate the effects of information on users route choice behaviour and then to incorporate it into traffic assignment models to estimate how traffic demand loads the roads network.To face this problem it is necessary to deal with uncertainty that plays a crucial role in the users decision-making processes.To this purpose this paper first analyses how uncertainty affects users’ route choice process and how traffic assignment models may take it into account.In literature route choice behaviour modelling is widely solved within the random utility theory framework but, we show in this paper that such an approach only considers one type of uncertainty. More precisely, the consideration of randomness of traffic by drivers is, for example, hardly ever represented in classical models in spite of its importance in the management of information by drivers.Starting from the presented analysis a new route choice model is also proposed to represent explicitly the uncertainty lying in users’ route choice behaviour. It is based on recent developments in possibility theory which is an alternate way to probability theory in order to represent or measure uncertainty.     

Multi-objective optimization of water-using systems

Industrial water systems often allow efficient water uses via water reuse and/or recirculation. The design of the network layout connecting water-using processes is a complex problem which involves several criteria to optimize. Most of the time, this design is achieved using Water Pinch technology, optimizing the freshwater flow rate entering the system. This paper describes an approach that considers two criteria: (i) the minimization of freshwater consumption and (ii) the minimization of the infrastructure cost required to build the network. The optimization model considers water reuse between operations and wastewater treatment as the main mechanisms to reduce freshwater consumption. The model is solved using multi-objective distributed Q-learning (MDQL), a heuristic approach based on the exploitation of knowledge acquired during the search process. MDQL has been previously tested on several multi-objective optimization benchmark problems with promising results [C. Mariano, Reinforcement learning in multi-objective optimization, Ph.D. thesis in Computer Science, Instituto Tecnológico y de Estudios Superiores de Monterrey, Campus Cuernavaca, March, 2002, Cuernavaca, Mor., México, 2001]. In order to compare the quality of the results obtained with MDQL, the reduced gradient method was applied to solve a weighted combination of the two objective functions used in the model. The proposed approach was tested on three cases: (i) a single contaminant four unitary operations problem where freshwater consumption is reduced via water reuse, (ii) a four contaminants real-world case with ten unitary operations, also with water reuse, and (iii) the water distribution network operation of Cuernavaca, Mexico, considering reduction of water leaks, operation of existing treatment plants at their design capacity, and design and construction of new treatment infrastructure to treat 100% of the wastewater produced. It is shown that the proposed approach can solved highly constrained real-world multi-objective optimization problems.     

Robustness of mechanical systems against uncertainties

In this paper, one can propose a method which takes into account the propagation of uncertainties in the finite element models in a multi-objective optimization procedure. This method is based on the coupling of stochastic response surface method (SRSM) and a genetic algorithm provided with a new robustness criterion. The SRSM is based on the use of stochastic finite element method (SFEM) via the use of the polynomial chaos expansion (PC). Thus, one can avoid the use of Monte Carlo simulation (MCS) whose costs become prohibitive in the optimization problems, especially when the finite element models are large and have a considerable number of design parameters.The objective of this study is on one hand to quantify efficiently the effects of these uncertainties on the responses variability or the cost functions which one wishes to optimize and on the other hand, to calculate solutions which are both optimal and robust with respect to the uncertainties of design parameters.In order to study the propagation of input uncertainties on the mechanical structure responses and the robust multi-objective optimization with respect to these uncertainty, two numerical examples were simulated. The results which relate to the quantification of the uncertainty effects on the responses variability were compared with those obtained by the reference method (REF) using MCS and with those of the deterministic response surfaces methodology (RSM).In the same way, the robust multi-objective optimization results resulting from the SRSM method were compared with those obtained by the direct optimization considered as reference (REF) and with RSM methodology.The SRSM method application to the response variability study and the robust multi-objective optimization gave convincing results.     

Environmental supply chain network design using multi-objective fuzzy mathematical programming

The concern about environmental impact of business activities has spurred an interest in designing environmentally conscious supply chains. This paper proposes a multi-objective fuzzy mathematical programming model for designing an environmental supply chain under inherent uncertainty of input data in such problem. The proposed model is able to consider the minimization of multiple environmental impacts beside the traditional cost minimization objective to make a fair balance between them. A life cycle assessment-based (LCA-based) method is applied to assess and quantify the environmental impact of different options for supply chain network configuration. Also, to solve the proposed multi-objective fuzzy optimization model, an interactive fuzzy solution approach is developed. A real industrial case is used to demonstrate the significance and applicability of the developed fuzzy optimization model as well as the usefulness of the proposed solution approach.     

基于产品平台的多目标供应商预选方法研究

由于供应商选择问题直接影响着企业的最终收益, 所以它对企业来说一直是一个重要的决策问题. 在以往的研究中, 供应商选择仅仅是从产品零部件的角度去考虑而没有从产品的整体出发. 此外, 传统的供应商选择都是发生在产品设计阶段之后的产品生产阶段. 然而, 在产品设计初期考虑供应商选择问题可以有效地避免合适供应商的短缺问题. 提出了一个基于产品平台的多目标供应商预选方法, 并在产品设计初期从产品整体角度建立了一个以最小化产品族外包成本、最小化产品族生产风险以及最小化供应商供应时间为多目标的优化模型, 从而有助于决策者在产品开发的早期对产品整体设计方案进行改善. 此外, 由于产品平台存在部件共享问题, 因此在优化模型中也考虑了部件共享对供应商预选结果的影响. 采用非支配排序遗传算法(NSGA-II)对优化模型进行求解, 并通过实际案例来说明提出的优化方法以及求解算法的合理性和有效性.     

基于弹性区带架构的多目标设施布局问题研究

为解决设施面积不等的连续型设施布局问题,建立了基于弹性区带架构布置形式,以物料搬运成本最小、邻近关系最大、距离要求满足度最大的多目标设施布局模型。模型中考虑了区域内的横向、纵向过道,对设施的长宽比进行了限制,使得结果更符合实际情况。为克服传统多目标单一化方法需要人为设置子目标函数权重、主观性过强的缺陷,采用基于带有精英保留策略的非支配排序遗传算法(NSGA Ⅱ)的多目标优化算法求解模型,设计了相应的编码方式、交叉算子、变异算子、罚函数。最后通过某物流园区的实例分析证明了模型与方法的有效性。     

多目标应急物流中心选址的鲁棒优化模型

针对重大突发事件的应急物资救援,研究了应急物流中心的选址及应急物资的调运问题。利用离散的情景集合描述受灾点应急物资需求的不确定性以及应急物资运输成本和运输时间的不确定性,同时考虑应急救援成本和应急救援时间两个目标,建立了多目标应急物流中心选址的确定型模型和鲁棒优化模型。为将多目标问题转化为单目标问题,利用成本单目标和时间单目标的最优结果将多目标转化为相对值再加权处理,该方法既可消除多个目标之间的单位及数量级差异,还可以根据问题的数据变化进行动态调整。以提供应急物资救援服务的设施作为编码,设计了一种通用的混合蛙跳算法。为检验模型和算法的有效性,设计了一个多情景的算例,结果表明两个模型和算法具备良好的可行性和有效性,且鲁棒优化模型能较好地保持对各种不确定性的抗干扰能力;最后,讨论分析了成本偏好权重和鲁棒约束系数的影响,结果表明可根据成本偏好权重的取值范围来区分各种应急救援阶段,体现不同救援阶段的救援要求及特征,并给出了成本偏好权重和鲁棒约束系数的取值建议。     

An a posteriori decision support methodology for solving the multi-criteria supplier selection problem

This research presents a novel, state-of-the-art methodology for solving a multi-criteria supplier selection problem considering risk and sustainability. It combines multi-objective optimization with the analytic network process to take into account sustainability requirements of a supplier portfolio configuration. To integrate ‘risk’ into the supplier selection problem, we develop a multi-objective optimization model based on the investment portfolio theory introduced by Markowitz. The proposed model is a non-standard portfolio selection problem with four objectives: (1) minimizing the purchasing costs, (2) selecting the supplier portfolio with the highest logistics service, (3) minimizing the supply risk, and (4) ordering as much as possible from those suppliers with outstanding sustainability performance. The optimization model, which has three linear and one quadratic objective function, is solved by an algorithm that analytically computes a set of efficient solutions and provides graphical decision support through a visualization of the complete and exactly-computed Pareto front (a posteriori approach). The possibility of computing all Pareto-optimal supplier portfolios is beneficial for decision makers as they can compare all optimal solutions at once, identify the trade-offs between the criteria, and study how the different objectives of supplier portfolio configuration may be balanced to finally choose the composition that satisfies the purchasing company's strategy best. The approach has been applied to a real-world supplier portfolio configuration case to demonstrate its applicability and to analyze how the consideration of sustainability requirements may affect the traditional supplier selection and purchasing goals in a real-life setting.     

兼顾效率和成本的ARMA控制图多目标优化设计

ARMA控制图是一种有效的自相关过程质量监控方法,为了能够同时对ARMA控制图监控方案的效率和成本进行优化,本文分别研究了ARMA控制图的平均运行长度和质量成本的计算方法,并由此建立了ARMA控制图的多目标优化设计模型。采用NSGA-Ш智能优化算法,通过一个具体的算例对该模型的计算方法进行了说明,针对不同程度的过程偏移给出了多目标优化设计的非劣解解集。然后通过灵敏度分析的方法研究了模型中的主要设计参数对监控方案的效率和成本的影响程度。最后,通过与其它几种ARMA控制图优化设计方案的比较分析,说明了本文提出的设计方法的优势。     

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.     

Diseño óptimo robusto utilizando modelos Kriging: aplicación al diseño óptimo robusto de estructuras articuladas

Conventional methods addressing the robust design optimization problem of structures usually require high computational requirements due to the nesting of uncertainty quantification within the optimization process. In order to address such a problem, this work proposes a methodology, based on Kriging models, to efficiently assess the uncertainty quantification in the optimization process. The Kriging model approximates the structural performance both in the design domain and in the stochastic domain, which allows to decouple the uncertainty quantification process and the optimization process. In addition, an infill criterion based on the variance of the Kriging prediction is included to update the Kriging model towards the global Pareto front. Three numerical examples show the applicability and the accuracy of the proposed methodology. The results show that the proposed method is appropriate to solve the robust design optimization problem with reasonable accuracy and a considerably lower number of function calls than required by conventional methods.     

Sparse-Grid Surrogate Models for Uncertainty Analysis

The computation of fuzzy arithmetical solutions of problems involving uncertain, fuzzy-valued model parameters can be formulated as a nested sequence of optimization problems. In order to reduce the amount of model evaluations, which is often a limiting factor for the applicability of uncertainty analysis if the original model is evaluated, a surrogate-model approach based on sparse-grid interpolation is investigated. The optimization process is then performed on the basis of the surrogate representation, leading to a significant improvement with respect to the computation time. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Model Independent Parametric Decision Making

Accurate knowledge of the effect of parameter uncertainty on process design and operation is essential for optimal and feasible operation of a process plant. Existing approaches dealing with uncertainty in the design and process operations level assume the existence of a well defined model to represent process behavior and in almost all cases convexity of the involved equations. However, most of the realistic case studies cannot be described by well characterised models. Thus, a new approach is presented in this paper based on the idea of High Dimensional Model Reduction technique which utilize a reduced number of model runs to build an uncertainty propagation model that expresses process feasibility. Building on this idea a systematic iterative procedure is developed for design under uncertainty with a unique characteristic of providing parametric expression of the optimal objective with respect to uncertain parameters. The proposed approach treats the system as a black box since it does not rely on the nature of the mathematical model of the process, as is illustrated through a number of examples.     

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.     

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.     

Optimization under consideration of uncertain input quantities

This contribution presents an approach to account for imprecise data within an optimization task in view of engineering applications. In order to specify imprecise data the concept of imprecise probabilities is utilized, applying the generalized uncertainty model fuzzy randomness. Considering the fact, that the uncertainty affects both the objective function and the constraints, the optimum and the respective design is obtained imprecise. In view of decision making for engineering applications the optimization is converted to account for information reducing methods, e.g. determination of failure probabilities, defuzzification and robustness assessment. The introduced methods and algorithms are focused on a numerical treatment to solve nonlinear industry–sized problems. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

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.