基于正交设计的多目标演化算法

提出一种基于正交设计的多目标演化算法以求解多目标优化问题(MOPs)．它的特点在于：(1)用基于正交数组的均匀搜索代替经典EA的随机性搜索,既保证了解分布的均匀性,又保证了收敛的快速性;(2)用统计优化方法繁殖后代,不仅提高了解的精度,而且加快了收敛速度;(3)实验结果表明,对于双目标的MOPs,新算法在解集分布的均匀性、多样性与解精确性及算法收敛速度等方面均优于SPEA;(4)用于求解一个带约束多目标优化工程设计问题,它得到了最好的结果——Pareto最优解,在此之前,此问题的Pareto最优解是未知的．     

A multi-objective artificial physics optimization algorithm based on ranks of individuals

This paper proposes a multi-objective artificial physics optimization algorithm based on individuals’ ranks. Using a Pareto sorting based technique and incorporating the concept of neighborhood crowding degree, evolutionary individuals in the search space are evaluated at first. Then each individual is assigned a unique serial number in terms of its performance, which affects the mass of the individual. Thereby, the population evolves towards the direction of the Pareto-optimal front. Synchronously, the presented approach has good diversity, such that the population is spread evenly on the Pareto front. Results of simulation on a number of difficult test problems show that the proposed algorithm, with less evolutionary generations, is able to find a better spread of solutions and better convergence near the true Pareto-optimal front compared to classical multi-objective evolutionary algorithms (NSGA, SPEA, MOPSO) and to simple multi-objective artificial physics optimization algorithm.     

Evaluating the epsilon-domination based multi-objective evolutionary algorithm for a quick computation of Pareto-optimal solutions

Since the suggestion of a computing procedure of multiple Pareto-optimal solutions in multi-objective optimization problems in the early Nineties, researchers have been on the look out for a procedure which is computationally fast and simultaneously capable of finding a well-converged and well-distributed set of solutions. Most multi-objective evolutionary algorithms (MOEAs) developed in the past decade are either good for achieving a well-distributed solutions at the expense of a large computational effort or computationally fast at the expense of achieving a not-so-good distribution of solutions. For example, although the Strength Pareto Evolutionary Algorithm or SPEA (Zitzler and Thiele, 1999) produces a much better distribution compared to the elitist non-dominated sorting GA or NSGA-II (Deb et al., 2002a), the computational time needed to run SPEA is much greater. In this paper, we evaluate a recently-proposed steady-state MOEA (Deb et al., 2003) which was developed based on the epsilon-dominance concept introduced earlier(Laumanns et al., 2002) and using efficient parent and archive update strategies for achieving a well-distributed and well-converged set of solutions quickly. Based on an extensive comparative study with four other state-of-the-art MOEAs on a number of two, three, and four objective test problems, it is observed that the steady-state MOEA is a good compromise in terms of convergence near to the Pareto-optimal front, diversity of solutions, and computational time. Moreover, the epsilon-MOEA is a step closer towards making MOEAs pragmatic, particularly allowing a decision-maker to control the achievable accuracy in the obtained Pareto-optimal solutions.     

Introducing robustness in multi-objective optimization

In optimization studies including multi-objective optimization, the main focus is placed on finding the global optimum or global Pareto-optimal solutions, representing the best possible objective values. However, in practice, users may not always be interested in finding the so-called global best solutions, particularly when these solutions are quite sensitive to the variable perturbations which cannot be avoided in practice. In such cases, practitioners are interested in finding the robust solutions which are less sensitive to small perturbations in variables. Although robust optimization is dealt with in detail in single-objective evolutionary optimization studies, in this paper, we present two different robust multi-objective optimization procedures, where the emphasis is to find a robust frontier, instead of the global Pareto-optimal frontier in a problem. The first procedure is a straightforward extension of a technique used for single-objective optimization and the second procedure is a more practical approach enabling a user to set the extent of robustness desired in a problem. To demonstrate the differences between global and robust multi-objective optimization principles and the differences between the two robust optimization procedures suggested here, we develop a number of constrained and unconstrained test problems having two and three objectives and show simulation results using an evolutionary multi-objective optimization (EMO) algorithm. Finally, we also apply both robust optimization methodologies to an engineering design problem.     

A random search heuristic for a multi-objective production planning

Real world production planning is involved in optimizing different objectives while considering a spectrum of parameters, decision variables, and constraints of the corresponding cases. This comes from the fact that production managers desire to utilize from an ideal production plan by considering a number of objectives over a set of technological constraints. This paper presents a new multi-objective production planning model which is proved to be NP-Complete. So a random search heuristic is proposed to explore the feasible solution space with the hope of finding the best solution in a reasonable time while extracting a set of Pareto-optimal solutions. Then each Pareto-optimal solution is considered as an alternative production plan in the hand of production manager. Both the modeling and the solution processes are carried out for a real world problem and the results are reported briefly. Also, performance of the proposed problem-specific heuristic is verified by comparing it with a multi-objective genetic algorithm on a set randomly generated test data.     

解决多目标优化问题的差分进化算法研究进展

差分进化(differential evolution,DE)是一种简单但功能强大的进化优化算法.由于其优秀的性能,其诞生之日起就吸引了各国研究人员的关注.作为一种基于群体的全局性启发式搜索算法,差分进化算法在科学和工程中有许多成功的应用.本文对解决多目标优化问题的差分进化算法研究进行了综述,对差分进化的基本概念进行了详细的描述,给出了几种解决多目标优化问题的差分进化算法变体,并且给出了差分进化算法解决多目标优化问题的理论分析,最后,给出了差分进化算法解决多目标优化问题的工程应用,并指出了未来具有挑战性的研究领域.     

动态多目标优化:测试函数和算法比较

生活中存在大量的动态多目标优化问题,应用进化算法求解动态多目标优化问题受到越来越多的关注,而动态多目标测试函数对算法的评估起着重要的作用.在已有动态多目标测试函数的基础上,设计一组新的动态多目标测试函数.Pareto最优解集和Pareto前沿面的不同变化形式影响着动态多目标测试函数的难易程度,通过引入Pareto最优解集形状的变化,结合已有的Pareto最优解集移动模式,设计一组测试函数集.基于提出的测试函数集,对3个算法进行测试,仿真实验结果表明,所设计的函数给3个算法带来了挑战,并展现出算法的优劣.     

A self-adaptive multi-objective harmony search algorithm based on harmony memory variance

Although harmony search (HS) algorithm has shown many advantages in solving global optimization problems, its parameters need to be set by users according to experience and problem characteristics. This causes great difficulties for novice users. In order to overcome this difficulty, a self-adaptive multi-objective harmony search (SAMOHS) algorithm based on harmony memory variance is proposed in this paper. In the SAMOHS algorithm, a modified self-adaptive bandwidth is employed, moreover, the self-adaptive parameter setting based on variation of harmony memory variance is proposed for harmony memory considering rate (HMCR) and pitch adjusting rate (PAR). To solve multi-objective optimization problems (MOPs), the proposed SAMOHS uses non-dominated sorting and truncating procedure to update harmony memory (HM). To demonstrate the effectiveness of the SAMOHS, it is tested with many benchmark problems and applied to solve a practical engineering optimization problem. The experimental results show that the SAMOHS is competitive in convergence performance and diversity performance, compared with other multi-objective evolutionary algorithms (MOEAs). In the experiment, the impact of harmony memory size (HMS) on the performance of SAMOHS is also analyzed.     

一种改进的基于差分进化的多目标进化算法

近年来运用进化算法（EAs）解决多目标优化问题（Multi-objective Optimization Problems MOPs）引起了各国学者们的关注。作为一种基于种群的优化方法,EAs提供了一种在一次运行后得到一组优化的解的方法。差分进化（DE）算法是EA的一个分支,最开始是用来解决连续函数空间的问题。提出了一种改进的基于差分进化的多目标进化算法（CDE）,并且将它与另外两个经典的多目标进化算法（MOEAs）NSGA-II和SPEA2进行了对比实验。     

Chaos-based multi-objective immune algorithm with a fine-grained selection mechanism

In this paper, we propose a chaos-based multi-objective immune algorithm (CMIA) with a fine-grained selection mechanism based on the clonal selection principle. Taking advantage of the ergodic and stochastic properties of chaotic sequence, a novel mutation operator, named as chaos-based mutation (CM) operator, is proposed. Moreover, the information of diversity estimation is also adopted in the CM operator for nondominated solutions to adjust mutation steps adaptively, which encourages searching less-crowded regions with relative large step sizes. When comparing with polynomial mutation operator that is used in many state-of-the-art multi-objective optimization evolutionary algorithms, simulations show that it is effective to enhance the search performance. On the other hand, in order to increase the population diversity, a fine-grained selection mechanism is proposed in this paper, which seems to be remarkably effective in two-objective benchmark functions. When comparing with two state-of-the-art multi-objective evolutionary algorithms (NSGA-II and SPEA-2) and a new multi-objective immune algorithm (NNIA), simulation results of CMIA indicate the effectiveness of the fine-grained selection mechanism and the remarkable performance in finding the true Pareto-optimal front, especially on some benchmark functions with many local Pareto-optimal fronts.     

A multi-objective differential evolutionary algorithm for constrained multi-objective optimization problems with low feasible ratio

Most current evolutionary multi-objective optimization (EMO) algorithms perform well on multi-objective optimization problems without constraints, but they encounter difficulties in their ability for constrained multi-objective optimization problems (CMOPs) with low feasible ratio. To tackle this problem, this paper proposes a multi-objective differential evolutionary algorithm named MODE-SaE based on an improved epsilon constraint-handling method. Firstly, MODE-SaE self-adaptively adjusts the epsilon level in line with the maximum and minimum constraint violation values of infeasible individuals. It can prevent epsilon level setting from being unreasonable. Then, the feasible solutions are saved to the external archive and take part in the population evolution by a co-evolution strategy. Finally, MODE-SaE switches the global search and local search by self-switching parameters of search engine to balance the convergence and distribution. With the aim of evaluating the performance of MODE-SaE, a real-world problem with low feasible ratio in decision space and fourteen bench-mark test problems, are used to test MODE-SaE and five other state-of-the-art constrained multi-objective evolution algorithms. The experimental results fully demonstrate the superiority of MODE-SaE on all mentioned test problems, which indicates the effectiveness of the proposed algorithm for CMOPs which have low feasible ratio in search space.     

A multi-objective TLBO algorithm for balancing two-sided assembly line with multiple constraints

Two-sided assembly line is often designed to produce large-sized high-volume products such as cars, trucks and engineering machinery. However, in real-life production process, besides the elementary constraints in the one-sided assembly line, additional constraints, such as zoning constraints, positional constraints and synchronous constraints, may occur in the two-sided assembly line. In this paper, mathematical formulation of balancing multi-objective two-sided assembly line with multiple constraints is established, and some practical objectives, including maximization of the line efficiency, minimization of the smoothness index and minimization of the total relevant costs per product unit (Tcost), have been considered. A novel multi-objective optimization algorithm based on improved teaching–learning-based optimization (ITLBO) algorithm is proposed to obtain the Pareto-optimal set. In the ITLBO algorithm, teacher and learner phases are modified for the discrete problem, and late acceptance hill-climbing is integrated into a novel self-learning phase. A novel merging method is proposed to construct a new population according to the ordering relation between the original and evolutionary population. The proposed algorithm is tested on the benchmark instances and a practical case. Experimental results, compared with the ones computed by other algorithm and in current literature, validate the effectiveness of the proposed algorithm.     

Hybridizing a multi-objective simulated annealing algorithm with a multi-objective evolutionary algorithm to solve a multi-objective project scheduling problem

In this paper, a multi-objective project scheduling problem is addressed. This problem considers two conflicting, priority optimization objectives for project managers. One of these objectives is to minimize the project makespan. The other objective is to assign the most effective set of human resources to each project activity. To solve the problem, a multi-objective hybrid search and optimization algorithm is proposed. This algorithm is composed by a multi-objective simulated annealing algorithm and a multi-objective evolutionary algorithm. The multi-objective simulated annealing algorithm is integrated into the multi-objective evolutionary algorithm to improve the performance of the evolutionary-based search. To achieve this, the behavior of the multi-objective simulated annealing algorithm is self-adaptive to either an exploitation process or an exploration process depending on the state of the evolutionary-based search. The multi-objective hybrid algorithm generates a number of near non-dominated solutions so as to provide solutions with different trade-offs between the optimization objectives to project managers. The performance of the multi-objective hybrid algorithm is evaluated on nine different instance sets, and is compared with that of the only multi-objective algorithm previously proposed in the literature for solving the addressed problem. The performance comparison shows that the multi-objective hybrid algorithm significantly outperforms the previous multi-objective algorithm.     

A novel multi-objective immune algorithm with a decomposition-based clonal selection

In recent years, a number of multi-objective immune algorithms (MOIAs) have been proposed as inspired by the information processing in biologic immune system. Since most MOIAs encourage to search around some boundary and less-crowded areas using the clonal selection principle, they have been validated to show the effectiveness on tackling various kinds of multi-objective optimization problems (MOPs). The crowding distance metric is often used in MOIAs as a diversity metric to reflect the status of population’s diversity, which is employed to clone less-crowded individuals for evolution. However, this kind of cloning may encounter some difficulties when tackling some complicated MOPs (e.g., the UF problems with variable linkages). To alleviate the above difficulties, a novel MOIA with a decomposition-based clonal selection strategy (MOIA-DCSS) is proposed in this paper. Each individual is associated to one subproblem using the decomposition approach and then the performance enhancement on each subproblem can be easily quantified. Then, a novel decomposition-based clonal selection strategy is designed to clone the solutions with the larger improvements for the subproblems, which encourages to search around these subproblems. Moreover, differential evolution is employed in MOIA-DCSS to strength the exploration ability and also to improve the population’s diversity. To evaluate the performance of MOIA-DCSS, twenty-eight test problems are used with the complicated Pareto-optimal sets and fronts. The experimental results validate the superiority of MOIA-DCSS over four state-of-the-art multi-objective algorithms (i.e., NSLS, MOEA/D-M2M, MOEA/D-DRA and MOEA/DD) and three competitive MOIAs (i.e., NNIA, HEIA, and AIMA).     

Using multi-population intelligent genetic algorithm to find the pareto-optimal parameters for a nano-particle milling process

Nano-particle materials have been widely applied in many industries and the wet-type mechanical milling process is a popular powder technology to produce the nano-particles. Since the milling process involves a number of process parameters and the multi-objective quality criteria, it is very important to set the optimal milling process parameters in order to achieve the desired multiple quality criteria. In this study, a new multi-objective evolutionary algorithm (MOEA), called the multi-population intelligent genetic algorithm (MPIGA), is proposed to find the optimal process parameters for the nano-particle milling process. In the new method, the orthogonal array (OA) experiment is first applied to obtain the analytic data of the milling process. Then the response surface method (RSM) is applied to model the nano-particle milling process and to determine the objective (fitness) value. The generalized Pareto-based scale-independent fitness function (GPSIFF) is then used to evaluate the Pareto solutions. Finally, the MPIGA is proposed to find the Pareto-optimal solutions. The results show that the integrated MPIGA approach can generate the Pareto-optimal solutions for the decision maker to determine the optimal parameters and to achieve the desired product qualities for a nano-particle milling process.     

Game model-based co-evolutionary algorithm with non-dominated memory and Euclidean distance selection mechanisms for multi-objective optimization

Many real-world problems involve simultaneous optimization of several incommensurable and often competing objectives. In the search for solutions to multi-objective optimization problems (MOPs), we find that there is no single optimum but rather a set of optimums known as the “Pareto optimal set”. Co-evolutionary algorithms are well suited to optimization problems which involve several often competing objectives. Co-evolutionary algorithms are aimed at evolving individuals through individuals competing in an objective space. In order to approximate the ideal Pareto optimal set, the search capability of diverse individuals in an objective space can be used to determine the performance of evolutionary algorithms. Non-dominated memory and Euclidean distance selection mechanisms for co-evolutionary algorithms have the goal of overcoming the limited search capability of diverse individuals in the population space. In this paper, we propose a method for maintaining population diversity in game model-based co-evolutionary algorithms, and we evaluate the effectiveness of our approach by comparing it with other methods through rigorous experiments on several MOPs.     

Applying multi-objective ant colony optimization algorithm for solving the unequal area facility layout problems

The unequal area facility layout problem (UA-FLP) which deals with the layout of departments in a facility comprises of a class of extremely difficult and widely applicable multi-objective optimization problems with constraints arising in diverse areas and meeting the requirements for real-world applications. Based on the heuristic strategy, the problem is first converted into an unconstrained optimization problem. Then, we use a modified version of the multi-objective ant colony optimization (MOACO) algorithm which is a heuristic global optimization algorithm and has shown promising performances in solving many optimization problems to solve the multi-objective UA-FLP. In the modified MOACO algorithm, the ACO with heuristic layout updating strategy which is proposed to update the layouts and add the diversity of solutions is a discrete ACO algorithm, with a difference from general ACO algorithms for discrete domains which perform an incremental construction of solutions but the ACO in this paper does not. We propose a novel pheromone update method and combine the Pareto optimization based on the local pheromone communication and the global search based on the niche technology to obtain Pareto-optimal solutions of the problem. In addition, the combination of the local search based on the adaptive gradient method and the heuristic department deformation strategy is applied to deal with the non-overlapping constraint between departments so as to obtain feasible solutions. Ten benchmark instances from the literature are tested. The experimental results show that the proposed MOACO algorithm is an effective method for solving the UA-FLP.     

基于距离收敛量和历史信息密度的多目标进化算法

在筛选个体的过程中,多目标进化算法大都利用非支配信息和密度信息评价个体。但当个体互为非支配关系时,上述信息就难以区分个体的优劣从而影响算法性能。为了改善上述情况,本文提出了一种基于距离收敛量和历史信息密度的多目标进化算法。距离收敛量可以在非支配信息不能区分个体时评价个体的收敛性;历史信息密度可以更精确的提供个体多样性信息。在与三个先进的多目标进化算法的对比实验中,新算法的求解质量明显优于对比算法。     

An adaptive evolutionary multi-objective approach based on simulated annealing

A multi-objective optimization problem can be solved by decomposing it into one or more single objective subproblems in some multi-objective metaheuristic algorithms. Each subproblem corresponds to one weighted aggregation function. For example, MOEA/D is an evolutionary multi-objective optimization (EMO) algorithm that attempts to optimize multiple subproblems simultaneously by evolving a population of solutions. However, the performance of MOEA/D highly depends on the initial setting and diversity of the weight vectors. In this paper, we present an improved version of MOEA/D, called EMOSA, which incorporates an advanced local search technique (simulated annealing) and adapts the search directions (weight vectors) corresponding to various subproblems. In EMOSA, the weight vector of each subproblem is adaptively modified at the lowest temperature in order to diversify the search toward the unexplored parts of the Pareto-optimal front. Our computational results show that EMOSA outperforms six other well established multi-objective metaheuristic algorithms on both the (constrained) multi-objective knapsack problem and the (unconstrained) multi-objective traveling salesman problem. Moreover, the effects of the main algorithmic components and parameter sensitivities on the search performance of EMOSA are experimentally investigated.     

Preference-based evolutionary multi-objective optimization in ship weather routing

In evolutionary multi-objective optimization (EMO) the aim is to find a set of Pareto-optimal solutions. Such approach may be applied to multiple real-life problems, including weather routing (WR) of ships. The route should be optimal in terms of passage time, fuel consumption and safety of crew and cargo while taking into account dynamically changing weather conditions. Additionally it must not violate any navigational constraints (neither static nor dynamic). Since the resulting non-dominated solutions might be numerous, some user support must be provided to enable the decision maker (DM) selecting a single “best” solution. Commonly, multi-criteria decision making methods (MCDM) are utilized to achieve this goal with DM’s preferences defined a posteriori. Another approach is to apply DM’s preferences into the very process of finding Pareto-optimal solutions, which is referred to as preference-based EMO. Here the Pareto-set is limited to those solutions, which are compliant with the pre-configured user preferences. The paper presents a new tradeoff-based EMO approach utilizing configurable weight intervals assigned to all objectives. The proposed method has been applied to ship WR problem and compared with a popular reference point method: r-dominance. Presented results prove applicability and competitiveness of the proposed method to solving multi-objective WR problem.