Local Pareto approximation for multi-objective optimization

The design process of complex systems often resorts to solving an optimization problem, which involves different disciplines and where all design criteria have to be optimized simultaneously. Mathematically, this problem can be reduced to a vector optimization problem. The solution of this problem is not unique and is represented by a Pareto surface in the objective function space. Once a Pareto solution is obtained, it may be very useful for the decision-maker to be able to perform a quick local approximation in the vicinity of this Pareto solution for sensitivity analysis. In this article, new linear and quadratic local approximations of the Pareto surface are derived and compared to existing formulas. The case of non-differentiable Pareto points (solutions) in the objective space is also analysed. The concept of a local quick Pareto analyser based on local sensitivity analysis is proposed. This Pareto analysis provides a quantitative insight into the relation between variations of the different objective functions under constraints. A few examples are considered to illustrate the concept and its advantages.     

Vague集的扩展及其在模糊近似空间中的粗糙近似

考虑到具体的博弈、利益团体投票或决策过程中,Vague集的表示往往受到决策者历史知识、感性判断等因素的限制,本文借助于模糊逻辑非门算子,对经典Vague集中隶属度与非隶属度之间的关系进行了改进,提出了广义Vague集的概念。利用三角模和三角余模,建立了模糊近似空间中广义Vague集的粗糙近似,定义和讨论了模糊近似空间中广义Vague集的粗糙度度量方法。最后给出了算例。     

Efficient Pareto Frontier Exploration using Surrogate Approximations

In this paper we present an efficient and effective method of using surrogate approximations to explore the design space and capture the Pareto frontier during multiobjective optimization. The method employs design of experiments and metamodeling techniques (e.g., response surfaces and kriging models) to sample the design space, construct global approximations from the sample data, and quickly explore the design space to obtain the Pareto frontier without specifying weights for the objectives or using any optimization. To demonstrate the method, two mathematical example problems are presented. The results indicate that the proposed method is effective at capturing convex and concave Pareto frontiers even when discontinuities are present. After validating the method on the two mathematical examples, a design application involving the multiobjective optimization of a piezoelectric bimorph grasper is presented. The method facilitates multiobjective optimization by enabling us to efficiently and effectively obtain the Pareto frontier and identify candidate designs for the given design requirements.     

广义近似空间与粗糙分类代数

提出了广义近似空间、粗近似公理、干扰集公理、粗糙集的分类原则、粗选原则、不确定偶集原则、精选原则、对策分类、量子逻辑分类、bit量子对称分类、不可比集、bit空间集、协议关系、粗糙集函数、粗糙分类代数和粗糙单代数等基本概念，并提出了一个猜想；展示了一些新观点；基于协议关系构造了粗糙商代数和粗糙子代数，给出了回避-归并算法及算例。     

水库优化调度的Pareto强度值SCE-UA算法

提出求解水库优化调度问题的Pareto强度值SCE-UA算法,该方法将水库优化调度的约束优化问题转换成两个目标函数的无约束优化问题,一个为原问题的目标函数,另一个为违反约束条件的程度函数;对上述两个目标函数组成的向量个体,利用Pareto 优于关系和个体Pareto 强度值概念,实现个体的优劣比较和群体的优劣排序,在此基础上使用 SCE-UA算法求解。这种算法不需要人工处理罚函数,具有较强的通用性、稳定性及更好的搜索性能。     

Convex piecewise-linear fitting

We consider the problem of fitting a convex piecewise-linear function, with some specified form, to given multi-dimensional data. Except for a few special cases, this problem is hard to solve exactly, so we focus on heuristic methods that find locally optimal fits. The method we describe, which is a variation on the K-means algorithm for clustering, seems to work well in practice, at least on data that can be fit well by a convex function. We focus on the simplest function form, a maximum of a fixed number of affine functions, and then show how the methods extend to a more general form.     

Implementation of Discrete Capability into the Enhanced Multipoint Approximation Method for Solving Mixed Integer-Continuous Optimization Problems

Multipoint approximation method (MAM) focuses on the development of metamodels for the objective and constraint functions in solving a mid-range optimization problem within a trust region. To develop an optimization technique applicable to mixed integer-continuous design optimization problems in which the objective and constraint functions are computationally expensive and could be impossible to evaluate at some combinations of design variables, a simple and efficient algorithm, coordinate search, is implemented in the MAM. This discrete optimization capability is examined by the well established benchmark problem and its effectiveness is also evaluated as the discreteness interval for discrete design variables is increased from 0.2 to 1. Furthermore, an application to the optimization of a lattice composite fuselage structure where one of design variables (number of helical ribs) is integer is also presented to demonstrate the efficiency of this capability.     

Aggregate Objective Functions and Pareto Frontiers: Required Relationships and Practical Implications

This paper addresses the problem of capturing Pareto optimal points on non-convex Pareto frontiers, which are encountered in nonlinear multiobjective optimization problems in computational engineering design optimization. The emphasis is on the choice of the aggregate objective function (AOF) of the objectives that is employed to capture Pareto optimal points. A fundamental property of the aggregate objective function, the admissibility property, is developed and its equivalence to the coordinatewise increasing property is established. Necessary and sufficient conditions for such an admissible aggregate objective function to capture Pareto optimal points are derived. Numerical examples illustrate these conditions in the biobjective case. This paper demonstrates in general terms the limitation of the popular weighted-sum AOF approach, which captures only convex Pareto frontiers, and helps us understand why some commonly used AOFs cannot capture desirable Pareto optimal points, and how to avoid this situation in practice. Since nearly all applications of optimization in engineering design involve the formation of AOFs, this paper is of direct theoretical and practical usefulness.     

Sensitivity analysis for decision-making using the MORE method—A Pareto approach

Integrated Assessment Modelling (IAM) incorporates knowledge from different disciplines to provide an overarching assessment of the impact of different management decisions. The complex nature of these models, which often include non-linearities and feedback loops, requires special attention for sensitivity analysis. This is especially true when the models are used to form the basis of management decisions, where it is important to assess how sensitive the decisions being made are to changes in model parameters. This research proposes an extension to the Management Option Rank Equivalence (MORE) method of sensitivity analysis; a new method of sensitivity analysis developed specifically for use in IAM and decision-making. The extension proposes using a multi-objective Pareto optimal search to locate minimum combined parameter changes that result in a change in the preferred management option. It is demonstrated through a case study of the Namoi River, where results show that the extension to MORE is able to provide sensitivity information for individual parameters that takes into account simultaneous variations in all parameters. Furthermore, the increased sensitivities to individual parameters that are discovered when joint parameter variation is taken into account shows the importance of ensuring that any sensitivity analysis accounts for these changes.     

On the Pareto optimum sensitivity analysis in multicriteria optimization

To analyse the trade‐off relations among the set of criteria in multicriteria optimization, Pareto optimum sensitivity analysis is systematically studied in this paper. Original contributions cover two parts: theoretical demonstrations are firstly made to validate the gradient projection method in Pareto optimum sensitivity analysis. It is shown that the projected gradient direction evaluated at a given Pareto optimum in the design variable space rigorously corresponds to the tangent direction of the Pareto curve/surface at that point in the objective space. This statement holds even for the change of the set of active constraints in the perturbed problem. Secondly, a new active constraint updating strategy is proposed, which permits the identification of the active constraint set change, to determine the influence of this change upon the differentiability of the Pareto curve and finally to compute directional derivatives in non‐differentiable cases. This work will highlight some basic issues in multicriteria optimization. Some numerical problems are solved to illustrate these novelties. Copyright © 2003 John Wiley & Sons, Ltd.     

运输能力柔性约束的供应链Pareto优化策略

针对单位产品运输成本对批量敏感并由生产商负责产品运输的情况,建立了供需双方在分散决策和集中决策情形下的最佳批量模型.分析结果表明运输能力柔性越强,生产商的最佳生产批量越小,与批发商要求的短周期、小批量订货越接近,从而在不增加成本的情况下,生产商能够对批发商的需求快速响应.且当运输能力非完全柔性时,生产商可以通过降低产品转让价格改让批发商负责产品运输,以使批发商在分散决策情形下的最佳订货批量更接近于生产商的最佳生产批量和供应链在集中决策情形下的订货批量,从而在供需方双赢的前提下实现整个供应链的利益优化.     

一类求解带随机成本的生产运输问题的线性逼近方法

生产和运输集成计划问题在许多工业工程领域都普遍存在。要给出最优的生产和运输计划就必须考虑实际工业管理过程中存在的不确定性因素。本文研究了生产厂家的生产能力、商家的需求量和单位运输成本等因素为随机变量情况下的产品生产与运输成本问题,建立了该类问题的随机优化模型。在一定的假设条件下,推导了所建模型的确定等价类。基于问题的结构特征,提出了求解生产和运输计划的一种线性逼近方法,数值例子表明该种方法的应用前景。     

Pareto Frontier Based Concept Selection Under Uncertainty,with Visualization

In a recent publication, we presented a new multiobjective decision-making tool for use in conceptual engineering design. In the present paper, we provide important developments that support the next phase in the evolution of the tool. These developments, together with those of our previous work, provide a concept selection approach that capitalizes on the benefits of computational optimization. Specifically, the new approach uses the efficiency and effectiveness of optimization to rapidly compare numerous designs, and characterize the tradeoff properties within the multiobjective design space. As such, the new approach differs significantly from traditional (non-optimization based) concept selection approaches where, comparatively speaking, significant time is often spent evaluating only a few points in the design space. Under the new approach, design concepts are evaluated using a so-calleds-Pareto frontier; this frontier originates from the Pareto frontiers of various concepts, and is the Pareto frontier for thesetof design concepts. An important characteristic of the s-Pareto frontier is that it provides a foundation for analyzing tradeoffs between design objectives and the tradeoffs between design concepts. The new developments presented in this paper include; (i) the notion ofminimally representingthe s-Pareto frontier, (ii) the quantification of concept goodness using s-Pareto frontiers, (iii) the development of an interactive design space exploration approach that can be used to visualizen-dimensional s-Pareto frontiers, and (iv) s-Pareto frontier-based approaches for considering uncertainty in concept selection. Simple structural examples are presented that illustrate representative applications of the proposed method.     

An extension of the directed search domain algorithm to bilevel optimization

A method is developed for generating a well-distributed Pareto set for the upper level in bilevel multiobjective optimization. The approach is based on the Directed Search Domain (DSD) algorithm, which is a classical approach for generation of a quasi-evenly distributed Pareto set in multiobjective optimization. The approach contains a double-layer optimizer designed in a specific way under the framework of the DSD method. The double-layer optimizer is based on bilevel single-objective optimization and aims to find a unique optimal Pareto solution rather than generate the whole Pareto frontier on the lower level in order to improve the optimization efficiency. The proposed bilevel DSD approach is verified on several test cases, and a relevant comparison against another classical approach is made. It is shown that the approach can generate a quasi-evenly distributed Pareto set for the upper level with relatively low time consumption.     

Multi-objective scheduling problems: Determination of pruned Pareto sets

There are often multiple competing objectives for industrial scheduling and production planning problems. Two practical methods are presented to efficiently identify promising solutions from among a Pareto optimal set for multi-objective scheduling problems. Generally, multi-objective optimization problems can be solved by combining the objectives into a single objective using equivalent cost conversions, utility theory, etc., or by determination of a Pareto optimal set. Pareto optimal sets or representative subsets can be found by using a multi-objective genetic algorithm or by other means. Then, in practice, the decision maker ultimately has to select one solution from this set for system implementation. However, the Pareto optimal set is often large and cumbersome, making the post-Pareto analysis phase potentially difficult, especially as the number of objectives increase. Our research involves the post Pareto analysis phase, and two methods are presented to filter the Pareto optimal set to determine a subset of promising or desirable solutions. The first method is pruning using non-numerical objective function ranking preferences. The second approach involves pruning by using data clustering. The k-means algorithm is used to find clusters of similar solutions in the Pareto optimal set. The clustered data allows the decision maker to have just k general solutions from which to choose. These methods are general, and they are demonstrated using two multi-objective problems involving the scheduling of the bottleneck operation of a printed wiring board manufacturing line and a more general scheduling problem.     

Generating Well-Distributed Sets of Pareto Points for Engineering Design Using Physical Programming

Engineering design generally involves two, possibly integrated, phases: (i) generating design options, and (ii) choosing the most satisfactory option on the basis of some determined criteria. The depth, or lack, of integration between these two phases defines different design approaches, and differing philosophical views from the part of researchers in the field of computational design. Optimization-Based Design (OBD) covers the spectrum of this depth of integration. While most OBD approaches strongly integrate these two phases, some employ computational optimization only in the first or second phase. Regardless of where a method or researcher lies in this philosophical spectrum, some requisite characteristics are fundamental to the effectiveness of OBD methods. In particular, (i) the Aggregate Objective Function (AOF) used in the optimization must have the ability to generate all Pareto solutions, (ii) the generation of any existing Pareto solutions must be possible with reasonable ease, and (iii) even changes in the AOF parameters should yield a well distributed set of Pareto solutions. This paper examines the effectiveness of physical programming (PP) with respect to the latter, yielding favorable conclusions. Previous papers have led to similarly positive conclusions with respect to the former two. This paper also presents a comparative study featuring PP and other popular methods, where PP is shown to perform favorably. A PP-based method for generating the Pareto frontier is presented.     

Minimum Distance Estimation for the Generalized Pareto Distribution

The generalized Pareto distribution (GPD) is widely used for extreme values over a threshold. Most existing methods for parameter estimation either perform unsatisfactorily when the shape parameter k is larger than 0.5, or they suffer from heavy computation as the sample size increases. In view of the fact that k > 0.5 is occasionally seen in numerous applications, including two illustrative examples used in this study, we remedy the deficiencies of existing methods by proposing two new estimators for the GPD parameters. The new estimators are inspired by the minimum distance estimation and the M-estimation in the linear regression. Through comprehensive simulation, the estimators are shown to perform well for all values of k under small and moderate sample sizes. They are comparable to the existing methods for k < 0.5 while perform much better for k > 0.5.     

A Pareto firefly algorithm for multi-objective disassembly line balancing problems with hazard evaluation

The safety hazards existing in the process of disassembling waste products pose potential harms to the physical and mental health of the workers. In this article, these hazards involved in the disassembly operations are evaluated and taken into consideration in a disassembly line balancing problem. A multi-objective mathematical model is constructed to minimise the number of workstations, maximise the smoothing rate and minimise the average maximum hazard involved in the disassembly line. Subsequently, a Pareto firefly algorithm is proposed to solve the problem. The random key encoding method based on the smallest position rule is used to adapt the firefly algorithm to tackle the discrete optimisation problem of the disassembly line balancing. To avoid the search being trapped in a local optimum, a random perturbation strategy based on a swap operation is performed on the non-inferior solutions. The validity of the proposed algorithm is tested by comparing with two other algorithms in the existing literature using a 25-task phone disassembly case. Finally, the proposed algorithm is applied to solve a refrigerator disassembly line problem based on the field investigation and a comparison of the proposed Pareto firefly algorithm with another multi-objective firefly algorithm in the existing literature is performed to further identify the superior performance of the proposed Pareto firefly algorithm, and eight Pareto optimal solutions are obtained for decision makers to make a decision.     

GENERALIZED CENTER METHOD FOR MULTIOBJECTIVE ENGINEERING OPTIMIZATION

This paper presents a new approach to multiobjective engineering optimization: the generalized center method (GCM). A multiobjective problem is solved by calculating the centers of a sequence of level sets. These sets comprise intersections of the original constraints and level constraints imposed on objective functions. In view of the different dimensions and conflicting nature of multiple objectives, some scaling and trade-off procedures are implemented. Several engineering optimization examples are given to demonstrate the effectiveness of the proposed method.