Interval differential evolution with dimension-reduction interval analysis method for uncertain optimization problems

A constrained nonlinear interval optimization method under the framework of differential evolution algorithm is developed to solve the uncertain structural optimization problems with interval uncertainties. The proposed method is a direct optimization method based on the interval differential evolution and dimension-reduction interval analysis. The interval preferential rule based on the satisfaction value of interval possibility degree model is used to realize the direct interval ranking of different design vectors. At each evolutionary generation, the outer optimizer by differential evolution optimizer searches for the best solution within the design space. The dimension-reduction interval analysis is employed to calculate the intervals of objective and constraints for each design vector in the inner layer. This operation transforms the original nesting optimization problem into a single loop one which improves the computational efficiency of the proposed method. Finally, the effectiveness of the presented direct method is verified by two numerical examples and an engineering application.     

A nonlinear interval number programming method for uncertain optimization problems

In this paper, a method is suggested to solve the nonlinear interval number programming problem with uncertain coefficients both in nonlinear objective function and nonlinear constraints. Based on an order relation of interval number, the uncertain objective function is transformed into two deterministic objective functions, in which the robustness of design is considered. Through a modified possibility degree, the uncertain inequality and equality constraints are changed to deterministic inequality constraints. The two objective functions are converted into a single-objective problem through the linear combination method, and the deterministic inequality constraints are treated with the penalty function method. The intergeneration projection genetic algorithm is employed to solve the finally obtained deterministic and non-constraint optimization problem. Two numerical examples are investigated to demonstrate the effectiveness of the present method.     

Subset simulation for multi-objective optimization

Subset simulation is an efficient Monte Carlo technique originally developed for structural reliability problems, and further modified to solve single-objective optimization problems based on the idea that an extreme event (optimization problem) can be considered as a rare event (reliability problem). In this paper subset simulation is extended to solve multi-objective optimization problems by taking advantages of Markov Chain Monte Carlo and a simple evolutionary strategy. In the optimization process, a non-dominated sorting algorithm is introduced to judge the priority of each sample and handle the constraints. To improve the diversification of samples, a reordering strategy is proposed. A Pareto set can be generated after limited iterations by combining the two sorting algorithms together. Eight numerical multi-objective optimization benchmark problems are solved to demonstrate the efficiency and robustness of the proposed algorithm. A parametric study on the sample size in a simulation level and the proportion of seed samples is performed to investigate the performance of the proposed algorithm. Comparisons are made with three existing algorithms. Finally, the proposed algorithm is applied to the conceptual design optimization of a civil jet.     

An efficient multi-objective PSO algorithm assisted by Kriging metamodel for expensive black-box problems

The huge computational overhead is the main challenge in the application of community based optimization methods, such as multi-objective particle swarm optimization and multi-objective genetic algorithm, to deal with the multi-objective optimization involving costly simulations. This paper proposes a Kriging metamodel assisted multi-objective particle swarm optimization method to solve this kind of expensively black-box multi-objective optimization problems. On the basis of crowding distance based multi-objective particle swarm optimization algorithm, the new proposed method constructs Kriging metamodel for each expensive objective function adaptively, and then the non-dominated solutions of the metamodels are utilized to guide the update of particle population. To reduce the computational cost, the generalized expected improvements of each particle predicted by metamodels are presented to determine which particles need to perform actual function evaluations. The suggested method is tested on 12 benchmark functions and compared with the original crowding distance based multi-objective particle swarm optimization algorithm and non-dominated sorting genetic algorithm-II algorithm. The test results show that the application of Kriging metamodel improves the search ability and reduces the number of evaluations. Additionally, the new proposed method is applied to the optimal design of a cycloid gear pump and achieves desirable results.     

A simulated annealing based genetic local search algorithm for multi-objective multicast routing problems

This paper presents a new hybrid evolutionary algorithm to solve multi-objective multicast routing problems in telecommunication networks. The algorithm combines simulated annealing based strategies and a genetic local search, aiming at a more flexible and effective exploration and exploitation in the search space of the complex problem to find more non-dominated solutions in the Pareto Front. Due to the complex structure of the multicast tree, crossover and mutation operators have been specifically devised concerning the features and constraints in the problem. A new adaptive mutation probability based on simulated annealing is proposed in the hybrid algorithm to adaptively adjust the mutation rate according to the fitness of the new solution against the average quality of the current population during the evolution procedure. Two simulated annealing based search direction tuning strategies are applied to improve the efficiency and effectiveness of the hybrid evolutionary algorithm. Simulations have been carried out on some benchmark multi-objective multicast routing instances and a large amount of random networks with five real world objectives including cost, delay, link utilisations, average delay and delay variation in telecommunication networks. Experimental results demonstrate that both the simulated annealing based strategies and the genetic local search within the proposed multi-objective algorithm, compared with other multi-objective evolutionary algorithms, can efficiently identify high quality non-dominated solution set for multi-objective multicast routing problems and outperform other conventional multi-objective evolutionary algorithms in the literature.     

A hybrid multi-objective evolutionary algorithm based on NSGA-II for practical scheduling with release times in steel plants

The hot metal is produced from the blast furnaces in the iron plant and should be processed as soon as possible in the subsequent steel plant for energy saving. Therefore, the release times of hot metal have an influence on the scheduling of a steel plant. In this paper, the scheduling problem with release times for steel plants is studied. The production objectives and constraints related to the release times are clarified, and a new multi-objective scheduling model is built. For the solving of the multi-objective optimization, a hybrid multi-objective evolutionary algorithm based on non-dominated sorting genetic algorithm-II (NSGA-II) is proposed. In the hybrid multi-objective algorithm, an efficient decoding heuristic (DH) and a non-dominated solution construction method (NSCM) are proposed based on the problem-specific characteristics. During the evolutionary process, individuals with different solutions may have a same chromosome because the NSCM constructs non-dominated solutions just based on the solution found by DH. Therefore, three operations in the original NSGA-II process are modified to avoid identical chromosomes in the evolutionary operations. Computational tests show that the proposed hybrid algorithm based on NSGA-II is feasible and effective for the multi-objective scheduling with release times.     

基于不确定性信息的多目标评估模型研究

针对航空维修质量多目标评估中存在的不确定性信息,采用区间数的相离度来确定属性的权重,再通过WAA算子得到方案的综合属性值;并根据可能度矩阵求得排序向量,从而得到评估方案.最后的算例证明了模型的可行性和可靠性.     

Setup coordination between two stages of a production system: A multi-objective evolutionary approach

This paper describes the application of evolutionary algorithms to a typical multi-objective problem of serial production systems, in which two consecutive departments must organize their internal work, each taking into account the requirements of the other department. In particular, the paper compares three approaches based on different combinations of multi-objective evolutionary algorithms and local-search heuristics, using both small-size test instances and larger problems derived from an industrial production process. The analysis of the case-studies confirms the effectiveness of the evolutionary approaches, also enlightening the advantages and shortcomings of each considered algorithm.     

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.     

An algorithm for the capacitated vehicle routing problem with route balancing

In this paper, we present a multi-objective evolutionary algorithm for the capacitated vehicle routing problem with route balancing. The algorithm is based on a formerly developed multi-objective algorithm using an explicit collective memory method, namely the extended virtual loser (EVL). We adapted and improved the algorithm and the EVL method for this problem. We achieved good results with this simple technique. In case of this problem the quality of the results of the algorithm is similar to that of other evolutionary algorithms.     

A possibilistic approach to the modeling and resolution of uncertain closed-loop logistics

Closed-loop logistics planning is an important tactic for the achievement of sustainable development. However, the correlation among the demand, recovery, and landfilling makes the estimation of their rates uncertain and difficult. Although the fuzzy numbers can present such kinds of overlapping phenomena, the conventional method of defuzzification using level-cut methods could result in the loss of information. To retain complete information, the possibilistic approach is adopted to obtain the possibilistic mean and mean square imprecision index (MSII) of the shortage and surplus for uncertain factors. By applying the possibilistic approach, a multi-objective, closed-loop logistics model considering shortage and surplus is formulated. The two objectives are to reduce both the total cost and the root MSII. Then, a non-dominated solution can be obtained to support decisions with lower perturbation and cost. Also, the information on prediction interval can be obtained from the possibilistic mean and root MSII to support the decisions in the uncertain environment. This problem is non-deterministic polynomial-time hard, so a new algorithm based on the spanning tree-based genetic algorithm has been developed. Numerical experiments have shown that the proposed algorithm can yield comparatively efficient and accurate results.     

A new nonlinear interval programming method for uncertain problems with dependent interval variables

This paper proposes a new nonlinear interval programming method that can be used to handle uncertain optimization problems when there are dependencies among the interval variables. The uncertain domain is modeled using a multidimensional parallelepiped interval model. The model depicts single-variable uncertainty using a marginal interval and depicts the degree of dependencies among the interval variables using correlation angles and correlation coefficients. Based on the order relation of interval and the possibility degree of interval, the uncertain optimization problem is converted to a deterministic two-layer nesting optimization problem. The affine coordinate is then introduced to convert the uncertain domain of a multidimensional parallelepiped interval model to a standard interval uncertain domain. A highly efficient iterative algorithm is formulated to generate an efficient solution for the multi-layer nesting optimization problem after the conversion. Three computational examples are given to verify the effectiveness of the proposed method.     

Research on the vehicle routing problem with interval demands

In this paper, a vehicle routing problem with interval demands is investigated based on the motivation of dispatching vehicles to deliver perishable products in practice. A nonlinear interval-based programming method is used to build a model for the vehicle routing problem with interval demands, which assumes that demands of customers are uncertain but fall in given intervals and actual demand of a customer becomes known only when the vehicle visited the customer. A vehicle-coordinated strategy was designed to solve the service failure problem. A hybrid algorithm based on the artificial immune system is also proposed to solve the model for vehicle routing problem with interval demands. The validity of methods and sensitivity analysis are illustrated by conducting some numerical examples. We find that the tolerant possibility degree of interval number has significant impacts on the distances. The planned distance strictly increased, while the additional distance strictly decreased and the total distance after coordinated transport has a U-typed relationship with the tolerant possibility degree of interval number.     

Optimizing of bullwhip effect and net stock amplification in three-echelon supply chains using evolutionary multi-objective metaheuristics

In this article, we intend to model and optimize the bullwhip effect (BWE) and net stock amplification (NSA) in a three-stage supply chain consisting of a retailer, a wholesaler, and a manufacturer under both centralized and decentralized scenarios. In this regard, firstly, the causes of BWE and NSA are mathematically formulated using response surface methodology (RSM) as a multi-objective optimization model that aims to minimize the BWE and NSA on both chains. The simultaneous analysis of the BWE and NSA is considered as the main novelty of this paper. To tackle the addressed problem, we propose a novel multi-objective hybrid evolutionary approach called MOHES; MOHES is a hybrid of two known multi-objective algorithms i.e. multi-objective electro magnetism mechanism algorithm (MOEMA) and population-based multi-objective simulated annealing (PBMOSA). We applied a co-evolutionary strategy for this purpose with eligibility of both algorithms. Proposed MOHES is compared with three common and popular algorithms (i.e. NRGA, NSGAII, and MOPSO). Since the utilized algorithms are very sensitive to parameter values, RSM with the multi-objective decision making (MODM) approach is employed to tune the parameters. Finally, the hybrid algorithm and the singular approaches are compared together in terms of some performance measures. The results indicate that the hybrid approach achieves better solutions when compared with the others, and also the results show that in a decentralized chain, the order batching factor and the demand signal processing in wholesaler are the most important factors on BWE. Conversely, in a centralized chain, factors such as rationing, shortage gaming, and lead time are the most effective at reducing the BWE.     

QoS and energy consumption aware service composition and optimal-selection based on Pareto group leader algorithm in cloud manufacturing system

Service composition and optimal selection (SCOS) is one of the key issues for implementing a cloud manufacturing system. Exiting works on SCOS are primarily based on quality of service (QoS) to provide high-quality service for user. Few works have been delivered on providing both high-quality and low-energy consumption service. Therefore, this article studies the problem of SCOS based on QoS and energy consumption (QoS-EnCon). First, the model of multi-objective service composition was established; the evaluation of QoS and energy consumption (EnCon) were investigated, as well as a dimensionless QoS objective function. In order to solve the multi-objective SCOS problem effectively, then a novel globe optimization algorithm, named group leader algorithm (GLA), was introduced. In GLA, the influence of the leaders in social groups is used as an inspiration for the evolutionary technology which is design into group architecture. Then, the mapping from the solution (i.e., a composed service execute path) of SCOS problem to a GLA solution is investigated, and a new multi-objective optimization algorithm (i.e., GLA-Pareto) based on the combination of the idea of Pareto solution and GLA is proposed for addressing the SCOS problem. The key operators for implementing the Pareto-GA are designed. The results of the case study illustrated that compared with enumeration method, genetic algorithm (GA), and particle swarm optimization, the proposed GLA-Pareto has better performance for addressing the SCOS problem in cloud manufacturing system.     

A preference-based multi-objective evolutionary algorithm R-NSGA-II with stochastic local search

Incorporation of a decision maker’s preferences into multi-objective evolutionary algorithms has become a relevant trend during the last decade, and several preference-based evolutionary algorithms have been proposed in the literature. Our research is focused on improvement of a well-known preference-based evolutionary algorithm R-NSGA-II by incorporating a local search strategy based on a single agent stochastic approach. The proposed memetic algorithm has been experimentally evaluated by solving a set of well-known multi-objective optimization benchmark problems. It has been experimentally shown that incorporation of the local search strategy has a positive impact to the quality of the algorithm in the sense of the precision and distribution evenness of approximation.     

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.     

A new multi-objective self-organizing optimization algorithm (MOSOA) for spatial optimization problems

Spatial planning is an important and complex activity. It includes land use planning and resource allocation as basic components. An abundance of papers can be found in the literature related to each one of these two aspects separately. On the contrary, a much smaller number of research reports deal with both aspects simultaneously. This paper presents an innovative evolutionary algorithm for treating combined land use planning and resource allocation problems. The new algorithm performs optimization on a cellular automaton domain, applying suitable transition rules on the individual neighbourhoods. The optimization process is multi-objective, based on non-domination criteria and self-organizing. It produces a Pareto front thus offering an advantage to the decision maker, in comparison to methods based on weighted-sum objective functions. Moreover, the present multi-objective self-organizing algorithm (MOSOA) can handle both local and global spatial constraints. A combined land use and water allocation problem is treated, in order to illustrate the cellular automaton optimization approach. Water is allocated after pumping from an aquifer, thus contributing a nonlinearity to the objective function. The problem is bi-objective aiming at (a) the minimization of soil and groundwater pollution and (b) the maximization of economic profit. An ecological and a socioeconomic constraint are imposed: (a) Groundwater levels at selected places are kept above prescribed thresholds. (b) Land use quota is predefined. MOSOA is compared to a standard multi-objective genetic algorithm and is shown to yield better results both with respect to the Pareto front and to the degree of compactness. The latter is a highly desirable feature of a land use pattern. In the land use literature, compactness is part of the objective function or of the constraints. In contrast, the present approach renders compactness as an emergent result.     

A continuation approach to mode-finding of multivariate Gaussian mixtures and kernel density estimates

This paper presents a novel method of multi-objective optimization by learning automata (MOLA) to solve complex multi-objective optimization problems. MOLA consists of multiple automata which perform sequential search in the solution domain. Each automaton undertakes dimensional search in the selected dimension of the solution domain, and each dimension is divided into a certain number of cells. Each automaton performs a continuous search action, instead of discrete actions, within cells. The merits of MOLA have been demonstrated, in comparison with a multi-objective evolutionary algorithm based on decomposition (MOEA/D) and non-dominated sorting genetic algorithm II (NSGA-II), on eleven multi-objective benchmark functions and an optimal problem in the midwestern American electric power system which is integrated with wind power, respectively. The simulation results have shown that MOLA can obtain more accurate and evenly distributed Pareto fronts, in comparison with MOEA/D and NSGA-II.