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.     

Multi-objective decision analysis for competence-oriented project portfolio selection

This paper develops a multi-objective optimization model for project portfolio selection taking employee competencies and their evolution into account. The objectives can include economic gains as well as gains expressed in terms of aggregated competence increments according to pre-defined profiles. In order to determine Pareto-optimal solutions, the overall problem is decomposed into a master problem addressing the portfolio selection itself, and a slave problem dealing with a suitable assignment of personnel to the work packages of the selected projects over time. We provide an asymptotic approximation of the problem by a linearized formulation, which allows an efficient and exact solution of the slave problem. For the solution of the master problem, we compare the multi-objective metaheuristics NSGA-II and P-ACO. Experimental results both for synthetically generated test instances and for real-world test instances, based on an application case from the E-Commerce Competence Center Austria, are presented.     

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.     

Pruned Pareto-optimal sets for the system redundancy allocation problem based on multiple prioritized objectives

In this paper, a new methodology is presented to solve different versions of multi-objective system redundancy allocation problems with prioritized objectives. Multi-objective problems are often solved by modifying them into equivalent single objective problems using pre-defined weights or utility functions. Then, a multi-objective problem is solved similar to a single objective problem returning a single solution. These methods can be problematic because assigning appropriate numerical values (i.e., weights) to an objective function can be challenging for many practitioners. On the other hand, methods such as genetic algorithms and tabu search often yield numerous non-dominated Pareto optimal solutions, which makes the selection of one single best solution very difficult. In this research, a tabu search meta-heuristic approach is used to initially find the entire Pareto-optimal front, and then, Monte-Carlo simulation provides a decision maker with a pruned and prioritized set of Pareto-optimal solutions based on user-defined objective function preferences. The purpose of this study is to create a bridge between Pareto optimality and single solution approaches.     

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.     

基于信息熵权TOPSIS法的双腔半环面型CVT传动性能优化

针对双腔半环面型CVT的结构特点和应用背景,建立以输入扭矩分矩比和输出输入扭矩比为目标函数的优化模型。采用带有精英策略的非支配排序遗传算法(non-dominated sorting genetic algorithm with the elite strategy, NSGA-II)求解该模型的Pareto最优解。为了确定最佳的Pareto最优解,首先将获得的Pareto最优解构成决策矩阵,其次利用客观赋权的信息熵(information entropy weight, IEW)法计算各属性的权值,最后运用逼近理想解的排序法(technique for order preference by similarity to ideal solution, TOPSIS)对Pareto最优解排序。将最佳Pareto最优解对应的设计变量值代入输入扭矩分矩比、输出输入扭矩比以及传动效率的表达式,使用MATLAB软件绘制相应的特性曲线。结果表明,通过TOPSIS确定的最佳Pareto最优解能够实现双腔半环面型CVT高效率传动、大扭矩输出和无级变速单元承受较小输入扭矩的功能。     

Bi-objective project portfolio selection and staff assignment under uncertainty

We formulate a project portfolio selection problem under uncertainty with two optimization criteria: a weighted average of economic and strategic gains, and a risk measure expressed as the expected total overtime cost. The optimal assignment of personnel with given skills to the tasks of the selected projects is incorporated as a subproblem. Searching for Pareto-optimal portfolios satisfying the given constraints amounts to a stochastic multi-objective combinatorial optimization problem, a problem type for which only a few general solution approaches are available at present. We apply a recently developed technique called adaptive Pareto sampling, solve a linear subproblem with an LP solver and use the NSGA-II algorithm for deterministic multi-objective optimization as an auxiliary procedure. A convergence result applicable in a more general context is also shown. To obtain objective function estimates, importance sampling is applied. The technique is tested on a benchmark derived from a real-world application case provided by the E-Commerce Competence Center Austria.     

A multiobjective immune algorithm based on a multiple-affinity model

This paper presents a new multiobjective immune algorithm based on a multiple-affinity model inspired by immune system (MAM-MOIA). The multiple-affinity model builds the relationship model among main entities and concepts in multiobjective problems (MOPs) and multiobjective evolutionary algorithms (MOEAs), including feasible solution, variable space, objective space, Pareto-optimal set, ranking and crowding distance. In the model, immune operators including clonal proliferation, hypermutation and immune suppression are designed to proliferate superior antibodies and suppress the inferiors. MAM-MOIA is compared with NSGA-II, SPEA2 and NNIA in solving the ZDT and DTLZ standard test problems. The experimental study based on three performance metrics including coverage of two sets, convergence and spacing proves that MAM-MOIA is effective for solving MOPs.     

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.     

公交网络时刻表再协同设计的多目标优化模型

为了改善公交服务质量,公交运营者试图调整现有时刻表的发车时间,使不同线路的车次协同到达换乘站点以方便乘客换乘。针对此场景,研究了公交时刻表重新协同设计问题,提出了求解该问题的多目标模型。模型考虑了对发车间隔灵敏的乘客需求、灵活的车次协同到站方式和发车时间的规则性,分析了该多目标模型的特征和计算复杂性,表明本文研究的问题是NP-hard问题,且它的帕累托最优前沿是非凸的,设计了基于非支配排序的遗传算法求解模型。算例表明,与枚举算法相比,提出的求解算法在较短的时间内可获得高质量的帕累托解。     

Higher and lower-level knowledge discovery from Pareto-optimal sets

Innovization (innovation through optimization) is a relatively new concept in the field of multi-objective engineering design optimization. It involves the use of Pareto-optimal solutions of a problem to unveil hidden mathematical relationships between variables, objectives and constraint functions. The obtained relationships can be thought of as essential properties that make a feasible solution Pareto-optimal. This paper proposes two major extensions to innovization, namely higher-level innovization and lower-level innovization. While the former deals with the discovery of common features among solutions from different Pareto-optimal fronts, the latter concerns features commonly occurring among solutions that belong to a specified (or preferred) part of the Pareto-optimal front. The knowledge of such lower-level information is extremely beneficial to a decision maker, since it focuses on a preferred set of designs. On the other hand, higher-level innovization reveals interesting knowledge about the general problem structure. Neither of these crucial aspects concerning multi-objective designs has been addressed before, to the authors’ knowledge. We develop methodologies for handling both levels of innovization by extending the authors’ earlier automated innovization algorithm and apply them to two well-known engineering design problems. Results demonstrate that the proposed methodologies are generic and are ready to be applied to other engineering design problems.     

The development of a multi-objective Tabu Search algorithm for continuous optimisation problems

While there have been many adaptations of some of the more popular meta-heuristics for continuous multi-objective optimisation problems, Tabu Search has received relatively little attention, despite its suitability and effectiveness on a number of real-world design optimisation problems. In this paper we present an adaptation of a single-objective Tabu Search algorithm for multiple objectives. Further, inspired by path relinking strategies common in discrete optimisation problems, we enhance our algorithm to allow it to handle problems with large numbers of design variables. This is achieved by a novel parameter selection strategy that, unlike a full parametric analysis, avoids the use of objective function evaluations, thus keeping the overall computational cost of the procedure to a minimum. We assess the performance of our two Tabu Search variants on a range of standard test functions and compare it to a leading multi-objective Genetic Algorithm, NSGA-II. The path relinking-inspired parameter selection scheme gives a clear performance improvement over the basic multi-objective Tabu Search adaptation and both variants perform comparably with the NSGA-II.     

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.     

Hybrid immune algorithm with Lamarckian local search for multi-objective optimization

Lamarckian learning has been introduced into evolutionary computation as local search mechanism. The relevant research topic, memetic computation, has received significant amount of interests. In this study, a novel Lamarckian learning strategy is designed for improving the Nondominated Neighbor Immune Algorithm, a novel hybrid multi-objective optimization algorithm, Multi-objective Lamarckian Immune Algorithm (MLIA), is proposed. The Lamarckian learning performs a greedy search which proceeds towards the goal along the direction obtained by Tchebycheff approach and generates the improved progenies or improved decision vectors, so single individual will be optimized locally and the newcomers yield an enhanced exploitation around the nondominated individuals in less-crowded regions of the current trade-off front. Simulation results based on twelve benchmark problems show that MLIA outperforms the original immune algorithm and NSGA-II in approximating Pareto-optimal front in most of the test problems. When compared with the state of the art algorithm MOEA/D, MLIA shows better performance in terms of the coverage of two sets metric, although it is laggard in the hypervolume metric.     

Exact hybrid algorithms for solving a bi-objective vehicle routing problem

The paper investigates a capacitated vehicle routing problem with two objectives: (1) minimization of total travel cost and (2) minimization of the length of the longest route. We present algorithmic variants for the exact determination of the Pareto-optimal solutions of this bi-objective problem. Our approach is based on the adaptive ε-constraint method. For solving the resulting single-objective subproblems, we apply a branch-and-cut technique, using (among others) a novel implementation of Held-Karp-type bounds. Incumbent solutions are generated by means of a single-objective genetic algorithm and, alternatively, by the multi-objective NSGA-II algorithm. Experimental results for a benchmark of 54 test instances from the TSPLIB are reported.     

New simulation-based frameworks for multi-objective reliability-based design optimization of structures

In the present study, two new simulation-based frameworks are proposed for multi-objective reliability-based design optimization (MORBDO). The first is based on hybrid non-dominated sorting weighted simulation method (NSWSM) in conjunction with iterative local searches that is efficient for continuous MORBDO problems. According to NSWSM, uniform samples are generated within the design space and, then, the set of feasible samples are separated. Thereafter, the non-dominated sorting operator is employed to extract the approximated Pareto front. The iterative local sample generation is then performed in order to enhance the accuracy, diversity, and increase the extent of non-dominated solutions. In the second framework, a pseudo-double loop algorithm is presented based on hybrid weighted simulation method (WSM) and the Non-dominated Sorting Genetic Algorithm II (NSGA-II) that is efficient for problems including both discrete and continuous variables. According to hybrid WSM-NSGA-II, proper non-dominated solutions are produced in each generation of NSGA-II and, subsequently, WSM evaluates the reliability level of each candidate solution until the algorithm converges to the true Pareto solutions. The valuable characteristic of presented approaches is that only one simulation run is required for WSM during entire optimization process, even if solutions for different levels of reliability be desired. Illustrative examples indicate that NSWSM with the proposed local search strategy is more efficient for small dimension continuous problems. However, WSM-NSGA-II outperforms NSWSM in terms of solutions quality and computational efficiency, specifically for discrete MORBDOs. Employing global optimizer in WSM-NSGA-II provided more accurate results with lower samples than NSWSM.     

A Hybrid Meta-Heuristic for Multi-Objective Optimization: MOSATS

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 solutions, called the 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, the majority of problems of this kind cannot be solved exactly because they have very large and highly complex search spaces. In recent years, meta-heuristics have become important tools for solving multi-objective problems encountered in industry as well as in the theoretical field. This paper presents a novel approach based on hybridizing Simulated Annealing and Tabu Search. Experiments on the Graph Partitioning Problem show that this new method is a better tool for approximating the efficient set than other strategies also based on these meta-heuristics.     

A new orthogonal evolutionary algorithm based on decomposition for multi-objective optimization

The diversity of solutions is very important for multi-objective evolutionary algorithms to deal with multi-objective optimization problems (MOPs). In order to achieve the goal, a new orthogonal evolutionary algorithm based on objective space decomposition (OEA/D) is proposed in this paper. To be specific, the objective space of an MOP is firstly decomposed into a set of sub-regions via a set of direction vectors, and OEA/D maintains the diversity of solutions by making each sub-region have a solution to the maximum extent. Also, the quantization orthogonal crossover (QOX) is used to enhance the search ability of OEA/D. Experimental studies have been conducted to compare this proposed algorithm with classic MOEA/D, NSGAII, NICA and D2MOPSO. Simulation results on six multi-objective benchmark functions show that the proposed algorithm is able to obtain better diversity and more evenly distributed Pareto fronts than other four algorithms.     

A predictive gradient strategy for multiobjective evolutionary algorithms in a fast changing environment

An essential feature of a dynamic multiobjective evolutionary algorithm (MOEA) is to converge quickly to the Pareto-optimal Set before it changes. In cases where the behavior of the dynamic problem follows a certain trend, convergence can be accelerated by anticipating the characteristics of future changes in the problem. A prediction model is usually used to exploit past information and estimate the location of the new Pareto-optimal Set. In this work, we propose the novel approach of tracking and predicting the changes in the location of the Pareto Set in order to minimize the effects of a landscape change. The predicted direction and magnitude of the next change, known as the predictive gradient, is estimated based on the history of previously discovered solutions using a weighted average approach. Solutions updated with the predictive gradient will remain in the vicinity of the new Pareto-optimal Set and help the rest of the population to converge. The prediction strategy is simple to implement, making it suitable for fast-changing problems. In addition, a new memory technique is introduced to exploit any periodicity in the dynamic problem. The memory technique selects only the more promising stored solutions for retrieval in order to reduce the number of evaluations used. Both techniques are incorporated into a variant of the multi-objective evolutionary gradient search (MO-EGS) and two other MOEAs for dynamic optimization and results indicate that they are effective at improving performance on several dynamic multiobjective test problems.