Selection Based on the Pareto Nondomination Criterion for Controlling Code Growth in Genetic Programming

The rapid growth of program code is an important problem in genetic programming systems. In the present paper we investigate a selection scheme based on multiobjective optimization. Since we want to obtain accurate and small solutions, we reformulate this problem as multiobjective optimization. We show that selection based on the Pareto nondomination criterion reduces code growth and processing time without significant loss of solution accuracy.     

基于精英进化导向的多目标PID参数优化

在多目标优化问题中,决策者必须对Pareto前沿的众多非劣解做出选择.本文将决策偏好融入Pareto优化过程,提出一种基于精英导向机制的多目标遗传算法,根据决策偏好选择Pareto最优解为精英,利用无损有限精度法和归一增量距离保持种群多样性,通过多种群进化机制将决策偏好的影响传播到整个种群.该方法成功应用于自动导引车(AGV)伺服系统的PID参数优化,可根据决策偏好快速有效地定向搜索Pareto最优解,保证伺服控制达到路径跟踪要求的速度响应性能.     

Tuning of PID controller based on a multiobjective genetic algorithm applied to a robotic manipulator

Most controllers optimization and design problems are multiobjective in nature, since they normally have several (possibly conflicting) objectives that must be satisfied at the same time. Instead of aiming at finding a single solution, the multiobjective optimization methods try to produce a set of good trade-off solutions from which the decision maker may select one. Several methods have been devised for solving multiobjective optimization problems in control systems field. Traditionally, classical optimization algorithms based on nonlinear programming or optimal control theories are applied to obtain the solution of such problems. The presence of multiple objectives in a problem usually gives rise to a set of optimal solutions, largely known as Pareto-optimal solutions. Recently, Multiobjective Evolutionary Algorithms (MOEAs) have been applied to control systems problems. Compared with mathematical programming, MOEAs are very suitable to solve multiobjective optimization problems, because they deal simultaneously with a set of solutions and find a number of Pareto optimal solutions in a single run of algorithm. Starting from a set of initial solutions, MOEAs use iteratively improving optimization techniques to find the optimal solutions. In every iterative progress, MOEAs favor population-based Pareto dominance as a measure of fitness. In the MOEAs context, the Non-dominated Sorting Genetic Algorithm (NSGA-II) has been successfully applied to solving many multiobjective problems. This paper presents the design and the tuning of two PID (Proportional–Integral–Derivative) controllers through the NSGA-II approach. Simulation numerical results of multivariable PID control and convergence of the NSGA-II is presented and discussed with application in a robotic manipulator of two-degree-of-freedom. The proposed optimization method based on NSGA-II offers an effective way to implement simple but robust solutions providing a good reference tracking performance in closed loop.     

基于精英选择和个体迁移的多目标遗传算法

提出基于遗传算法求解多目标优化问题的方法,将多目标问题分解成多个单目标优化问题,用遗传算法分别在每个单目标种群中并行搜索.在进化过程中的每一代,采用精英选择和个体迁移策略加快多个目标的并行搜索,提出了控制Pareto最优解数量并保持个体多样性的有限精度法,同时还提出了多目标遗传算法的终止条件.数值实验说明所提出的算法能较快地找到一组分布广泛且均匀的Pareto最优解.     

基于免疫应答原理的多目标优化免疫算法及其应用

基于免疫应答原理，合理地构建免疫算子及引入一种新的小生境技术, 提出一种 解决多目标优化问题的免疫算法. 在此算法中，将优化问题的可行解对应抗体及Pareto最优个体对应抗原，这种抗原存于抗原群中,并应用新的聚类算法不断更新抗原群中的抗原, 进而获大量的Pareto最优解, 这些解能很好地分布在Pareto面（此指由Pareto最优解构成）上. 理论证明了该算法能获Pareto最优解. 最后，将该文的算法与文献\[3\]的算法SPEA进行仿真比较, 获该算法的有效性, 此表明免疫算法解决多目标优化问题具有广阔的前景.     

基于分解和多策略变异的多目标差分进化算法*

差分进化是一种有效的优化技术,已成功用于多目标优化问题。但也存在Pareto最优集合的收敛慢和多样性差等问题。针对上述不足,本文提出了一种基于分解和多策略变异的多目标差分进化算法(MODE/DMSM)。该算法利用基于分解的方法将多目标优化问题分解为多个单目标优化问题;通过高效的非支配排序方法选择具有良好收敛性和多样性的解来指导差分进化过程;采用了多策略变异方法来平衡进化过程中收敛性和多样性。在ZDT和DTLZ的10个测试函数上的仿真结果表明,本文算法在Parato最优集合的收敛性和多样性优于其他六种代表性多目标优化算法。     

动态多目标优化的预测遗传算法

为了在动态环境中很好地跟踪最优解,考虑动态优化问题的特点,提出一种新的多目标预测遗传算法.首先对 Pareto 前沿面进行聚类以求得解集的质心;其次应用该质心与参考点描述 Pareto 前沿面;再次通过预测方法给出预测点集,使得算法在环境变化后能够有指导地增加种群多样性,以便快速跟踪最优解;最后应用标准动态测试问题进行算法测试,仿真分析结果表明所提出算法能适应动态环境,快速跟踪 Pareto 前沿面.     

Multiobjective and multi-physics topology optimization using an updated smart normal constraint bi-directional evolutionary structural optimization method

To date the design of structures using topology optimization methods has mainly focused on single-objective problems. Since real-world design problems typically involve several different objectives, most of which counteract each other, it is desirable to present the designer with a set of Pareto optimal solutions that capture the trade-off between these objectives, known as a smart Pareto set. Thus far only the weighted sums and global criterion methods have been incorporated into topology optimization problems. Such methods are unable to produce evenly distributed smart Pareto sets. However, recently the smart normal constraint method has been shown to be capable of directly generating smart Pareto sets. Therefore, in the present work, an updated smart Normal Constraint Method is combined with a Bi-directional Evolutionary Structural Optimization (SNC-BESO) algorithm to produce smart Pareto sets for multiobjective topology optimization problems. Two examples are presented, showing that the Pareto solutions found by the SNC-BESO method make up a smart Pareto set. The first example, taken from the literature, shows the benefits of the SNC-BESO method. The second example is an industrial design problem for a micro fluidic mixer. Thus, the problem is multi-physics as well as multiobjective, highlighting the applicability of such methods to real-world problems. The results indicate that the method is capable of producing smart Pareto sets to industrial problems in an effective and efficient manner.     

Strategies for multiobjective genetic algorithm development: Application to optimal batch plant design in process systems engineering

This work deals with multiobjective optimization problems using Genetic Algorithms (GA). A MultiObjective GA (MOGA) is proposed to solve multiobjective problems combining both continuous and discrete variables. This kind of problem is commonly found in chemical engineering since process design and operability involve structural and decisional choices as well as the determination of operating conditions. In this paper, a design of a basic MOGA which copes successfully with a range of typical chemical engineering optimization problems is considered and the key points of its architecture described in detail. Several performance tests are presented, based on the influence of bit ranging encoding in a chromosome. Four mathematical functions were used as a test bench. The MOGA was able to find the optimal solution for each objective function, as well as an important number of Pareto optimal solutions. Then, the results of two multiobjective case studies in batch plant design and retrofit were presented, showing the flexibility and adaptability of the MOGA to deal with various engineering problems.     

Solution of multiobjective optimization problems: coevolutionary algorithm based on evolutionary game theory

When attempting to solve multiobjective optimization problems (MOPs) using evolutionary algorithms, the Pareto genetic algorithm (GA) has now become a standard of sorts. After its introduction, this approach was further developed and led to many applications. All of these approaches are based on Pareto ranking and use the fitness sharing function to keep diversity. On the other hand, the scheme for solving MOPs presented by Nash introduced the notion of Nash equilibrium and aimed at solving MOPs that originated from evolutionary game theory and economics. Since the concept of Nash Equilibrium was introduced, game theorists have attempted to formalize aspects of the evolutionary equilibrium. Nash genetic algorithm (Nash GA) is the idea to bring together genetic algorithms and Nash strategy. The aim of this algorithm is to find the Nash equilibrium through the genetic process. Another central achievement of evolutionary game theory is the introduction of a method by which agents can play optimal strategies in the absence of rationality. Through the process of Darwinian selection, a population of agents can evolve to an evolutionary stable strategy (ESS). In this article, we find the ESS as a solution of MOPs using a coevolutionary algorithm based on evolutionary game theory. By applying newly designed coevolutionary algorithms to several MOPs, we can confirm that evolutionary game theory can be embodied by the coevolutionary algorithm and this coevolutionary algorithm can find optimal equilibrium points as solutions for an MOP. We also show the optimization performance of the co-evolutionary algorithm based on evolutionary game theory by applying this model to several MOPs and comparing the solutions with those of previous evolutionary optimization models. This work was presented, in part, at the 8th International Symposium on Artificial Life and Robotics, Oita, Japan, January 24#x2013;26, 2003.     

A simulated annealing algorithm for prioritized multiobjective optimization--implementation in an adaptive model predictive control configuration.

This paper presents a new stochastic algorithm for solving hierarchical multiobjective optimization problems. The algorithm is based on the simulated annealing concept and returns a single solution that corresponds to the lexicographic ordering approach. The algorithm optimizes simultaneously the multiple objectives by assigning a different initial temperature to each one, according to its position in the hierarchy. A major advantage of the proposed method is its low computational cost. This is very critical, particularly, for online applications, where the time that is available for decision making is limited. The method is tested in a number of benchmark problems, which illustrate its ability to find near-optimal solutions even in nonconvex multiobjective optimization problems. The results are comparable with those that are produced by state-of-the-art multiobjective evolutionary algorithms, such as the Nondominated Sorting Genetic Algorithm II. The algorithm is further applied to the solution of a large-scale problem that is formulated online, when a multiobjective adaptive model predictive control (MPC) configuration is adopted. This particular control scheme involves an adaptive discrete-time model of the system, which is developed using the radial-basis-function neural-network architecture. A key issue in the success of the adaptation strategy is the introduction of a persistent excitation constraint, which is transformed to a top-priority objective. The overall methodology is applied to the control problem of a pH reactor and proves to be superior to conventional MPC configurations.     

A Simulated Annealing Algorithm for Prioritized Multiobjective Optimization—Implementation in an Adaptive Model Predictive Control Configuration

This paper presents a new stochastic algorithm for solving hierarchical multiobjective optimization problems. The algorithm is based on the simulated annealing concept and returns a single solution that corresponds to the lexicographic ordering approach. The algorithm optimizes simultaneously the multiple objectives by assigning a different initial temperature to each one, according to its position in the hierarchy. A major advantage of the proposed method is its low computational cost. This is very critical, particularly, for online applications, where the time that is available for decision making is limited. The method is tested in a number of benchmark problems, which illustrate its ability to find near-optimal solutions even in nonconvex multiobjective optimization problems. The results are comparable with those that are produced by state-of-the-art multiobjective evolutionary algorithms, such as the nondominated sorting genetic algorithm II. The algorithm is further applied to the solution of a large-scale problem that is formulated online, when a multiobjective adaptive model predictive control (MPC) configuration is adopted. This particular control scheme involves an adaptive discrete-time model of the system, which is developed using the radial-basis-function neural-network architecture. A key issue in the success of the adaptation strategy is the introduction of a persistent excitation constraint, which is transformed to a top-priority objective. The overall methodology is applied to the control problem of a pH reactor and proves to be superior to conventional MPC configurations.     

Multiobjective Evolutionary Algorithm With Controllable Focus on the Knees of the Pareto Front

The optimal solutions of a multiobjective optimization problem correspond to a nondominated front that is characterized by a tradeoff between objectives. A knee region in this Pareto-optimal front, which is visually a convex bulge in the front, is important to decision makers in practical contexts, as it often constitutes the optimum in tradeoff, i.e., substitution of a given Pareto-optimal solution with another solution on the knee region yields the largest improvement per unit degradation. This paper presents a selection scheme that enables a multiobjective evolutionary algorithm (MOEA) to obtain a nondominated set with controllable concentration around existing knee regions of the Pareto front. The preference-based focus is achieved by optimizing a set of linear weighted sums of the original objectives, and control of the extent of the focus is attained by careful selection of the weight set based on a user-specified parameter. The fitness scheme could be easily adopted in any Pareto-based MOEA with little additional computational cost. Simulations on various two- and three-objective test problems demonstrate the ability of the proposed method to guide the population toward existing knee regions on the Pareto front. Comparison with general-purpose Pareto based MOEA demonstrates that convergence on the Pareto front is not compromised by imposing the preference-based bias. The performance of the method in terms of an additional performance metric introduced to measure the accuracy of resulting convergence on the desired regions validates the efficacy of the method.      

Different types of stability of vector integer optimization problem: General approach

The paper relates the stability of a vector (multiobjective) integer optimization problem to the stability of optimal and nonoptimal solutions of this problem. It is shown that the analysis of several types of stability of the problem of searching for Pareto optimal solutions can be reduced to the analysis of two sets consisting of points that stably belong and do not stably belong to the Pareto set. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 3, pp. 142–148, May–June 2008.     

基于数据仓库的多目标优化遗传算法

基于数据仓库的多目标优化遗传算法为解决多目标优化问题提供了有效的途径。其基本思想是:为求Pareto最优解的多目标优化遗传算法建立一个数据仓库,将进化过程中所产生的每一代Pareto最优解放入数据仓库中,在每一代先对数据仓库中的所有个体进行求Pareto最优解运算,淘汰掉劣解,再进行个体间的欧氏距离运算,将小于指定值的其中一个个体作为劣解处理。大量的计算机仿真计算表明,这种算法不仅能够有效地避免交叉或变异操作对Pareto最优解产生的破坏,而且进化速度极快,算法稳定,一般只需20￣40代的运算,即可得到分布广泛的Pareto最优解。     

Multiobjective invasive weed optimization: Application to analysis of Pareto improvement models in electricity markets

This paper presents a proposal for multiobjective Invasive Weed Optimization (IWO) based on nondominated sorting of the solutions. IWO is an ecologically inspired stochastic optimization algorithm which has shown successful results for global optimization. In the present work, performance of the proposed nondominated sorting IWO (NSIWO) algorithm is evaluated through a number of well-known benchmarks for multiobjective optimization. The simulation results of the test problems show that this algorithm is comparable with other multiobjective evolutionary algorithms and is also capable of finding better spread of solutions in some cases. Next, the proposed algorithm is employed to study the Pareto improvement model in two complex electricity markets. First, the Pareto improvement solution set is obtained for a three-player oligopolistic electricity market with a nonlinear demand function. Then, the IEEE 30-bus power system with transmission constraints is considered, and the Pareto improvement solutions are found for the model with deterministic cost functions. In addition, NSIWO algorithm is used to analyze this system with stochastic cost data in a risk management problem which maximizes the expected total profit but minimizes the profit risk in the market.     

Adaptive weighted-sum method for bi-objective optimization: Pareto front generation

This paper presents a new method that effectively determines a Pareto front for bi-objective optimization with potential application to multiple objectives. A traditional method for multiobjective optimization is the weighted-sum method, which seeks Pareto optimal solutions one by one by systematically changing the weights among the objective functions. Previous research has shown that this method often produces poorly distributed solutions along a Pareto front, and that it does not find Pareto optimal solutions in non-convex regions. The proposed adaptive weighted sum method focuses on unexplored regions by changing the weights adaptively rather than by using a priori weight selections and by specifying additional inequality constraints. It is demonstrated that the adaptive weighted sum method produces well-distributed solutions, finds Pareto optimal solutions in non-convex regions, and neglects non-Pareto optimal solutions. This last point can be a potential liability of Normal Boundary Intersection, an otherwise successful multiobjective method, which is mainly caused by its reliance on equality constraints. The promise of this robust algorithm is demonstrated with two numerical examples and a simple structural optimization problem.     

混合个体选择机制的多目标进化算法

在多目标进化算法中,如何从后代候选集中选择最优解,显著地影响优化过程.当前,最优解的选择方式主要是基于实际目标值或者代理模型估计目标值.然而,这些选择方式往往是非常耗时或者存在精度差等问题,特别是对于一些实际的复杂优化问题.最近,一些研究人员开始利用有监督分类辅助后代选择,但是这些工作难以准备准确的正例和负例样本,或者存在耗时的参数调整等问题.为了解决这些问题,提出了一种新颖的融合分类与代理的混合个体选择机制,用于从后代候选集中选择最优解.在每一代优化中,首先利用分类器选择优良解;然后设计了一个轻量级的代理模型用于估计优良解的目标值;最后利用这些目标值对优良解进行排序,并选择最优解作为后代解.基于典型的多目标进化算法MOEA/D,利用混合个体选择机制设计了新的算法框架MOEA/D-CS.与当前流行的基于分解多目标进化算法比较,实验结果表明,所提出的算法取得了最好的性能.     

A multiobjective approach for maximizing the reach or GRP of different brands in TV advertising

This paper focuses on a multiobjective optimization problem in TV advertising from an advertising agency's perspective, which involves deciding on which commercial breaks to air the ads of various brands to jointly maximize reach or gross rating point (GRP) for the different brands subject to budget constraints, brand competition constraints, and other scheduling constraints. We present a multiobjective integer programming formulation of this problem and develop and implement algorithms for generating provably Pareto‐optimal solutions. We also develop reduction and visualization procedures to aid a decision maker in choosing suitable subsets of the Pareto‐optimal solutions obtained. Numerical experiments on five TV advertising problems involving 20–40 objective functions and thousands of decision variables and constraints demonstrate the effectiveness of the proposed formulation and solution methods in generating Pareto‐optimal objective vectors that reflect brand priorities and that are well distributed along the Pareto front.     

Multiobjective particle swarm optimization with nondominated local and global sets

In multiobjective particle swarm optimization (MOPSO) methods, selecting the local best and the global best for each particle of the population has a great impact on the convergence and diversity of solutions, especially when optimizing problems with high number of objectives. This paper presents an approach using two sets of nondominated solutions. The ability of the proposed approach to detect the true Pareto optimal solutions and capture the shape of the Pareto front is evaluated through experiments on well-known non-trivial multiobjective test problems as well as the real-life electric power dispatch problem. The diversity of the nondominated solutions obtained is demonstrated through different measures. The proposed approach has been assessed through a comparative study with the reported results in the literature.