Trade-off analysis approach for interactive nonlinear multiobjective optimization

When solving multiobjective optimization problems, there is typically a decision maker (DM) who is responsible for determining the most preferred Pareto optimal solution based on his preferences. To gain confidence that the decisions to be made are the right ones for the DM, it is important to understand the trade-offs related to different Pareto optimal solutions. We first propose a trade-off analysis approach that can be connected to various multiobjective optimization methods utilizing a certain type of scalarization to produce Pareto optimal solutions. With this approach, the DM can conveniently learn about local trade-offs between the conflicting objectives and judge whether they are acceptable. The approach is based on an idea where the DM is able to make small changes in the components of a selected Pareto optimal objective vector. The resulting vector is treated as a reference point which is then projected to the tangent hyperplane of the Pareto optimal set located at the Pareto optimal solution selected. The obtained approximate Pareto optimal solutions can be used to study trade-off information. The approach is especially useful when trade-off analysis must be carried out without increasing computation workload. We demonstrate the usage of the approach through an academic example problem.     

Global formulation for interactive multiobjective optimization

Interactive methods are useful and realistic multiobjective optimization techniques and, thus, many such methods exist. However, they have two important drawbacks when using them in real applications. Firstly, the question of which method should be chosen is not trivial. Secondly, there are rather few practical implementations of the methods. We introduce a general formulation that can accommodate several interactive methods. This provides a comfortable implementation framework for a general interactive system. Besides, this implementation allows the decision maker to choose how to give preference information to the system, and enables changing it anytime during the solution process. This change-of-method option provides a very flexible framework for the decision maker.     

Linear multiobjective maxmin optimization and some Pareto and lexmaxmin extensions

Summary This is a lexmaxmin extension of some results on linear maxmin programming recently obtained by Posner and Wu, Kaplan, Gupta and Arora, and Kabe. The findings of these authors will be combined with previous results by the author of the present paper to give further insight into the interrelation between optimization with respect to maxmin, Pareto, and lexmaxmin.

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Zusammenfassung Diese Arbeit enthält Lexmaxmin-Erweiterungen einiger jüngerer Ergebnisse von Posner und Wu, von Kaplan, von Gupta und Arora und von Kabe über lineare Maxmin-Probleme. Die Beobachtungen der genannten Autoren werden mit früheren Ergebnissen des Autors der vorliegenden Arbeit mit dem Ziel vereint, weitere Einsichten in den Zusammenhang zwischen Maxmin-, Pareto- und Lexmaxmin-Optimierung zu vermitteln.

     

Intelligent interactive multiobjective optimization method and its application to reliability optimization

In most practical situations involving reliability optimization, there are several mutually conflicting goals such as maximizing the system reliability and minimizing the cost, weight and volume. This paper develops an effective multiobjective optimization method, the Intelligent Interactive Multiobjective Optimization Method (IIMOM). In IIMOM, the general concept of the model parameter vector is proposed. From a practical point of view, a designer's preference structure model is built using Artificial Neural Networks (ANNs) with the model parameter vector as the input and the preference information articulated by the designer over representative samples from the Pareto frontier as the desired output. Then with the ANN model of the designer's preference structure as the objective, an optimization problem is solved to search for improved solutions and guide the interactive optimization process intelligently. IIMOM is applied to the reliability optimization problem of a multi-stage mixed system with five different value functions simulating the designer in the solution evaluation process. The results illustrate that IIMOM is effective in capturing different kinds of preference structures of the designer, and it provides a complete and effective solution for medium- and small-scale multiobjective optimization problems.     

Computational fluid dynamics and interactive multiobjective optimization in the development of low-emission industrial boilers

A CFD-based model is applied to study emission formation in a bubbling fluidized bed boiler burning biomass. After the model is validated to a certain extent, it is used for optimization. There are nine design variables (nine distinct NH₃ injections in the selective non-catalytic reduction process) and two objective functions (which minimize NO and NH₃ emissions in flue gas). The multiobjective optimization problem is solved using the reference-point method involving an achievement scalarizing function. The interactive reference-point method is applied to generate Pareto optimal solutions. Two inherently different optimization algorithms, viz. a genetic algorithm and Powell's conjugate-direction method, are applied in the solution of the resulting optimization problem. It is shown that optimization connected with CFD is a promising design tool for combustion optimization. The strengths and weaknesses of the proposed approach and of the methods applied are discussed from the point of view of a complex real-world optimization problem.     

Level Diagrams analysis of Pareto Front for multiobjective system redundancy allocation

Reliability-based and risk-informed design, operation, maintenance and regulation lead to multiobjective (multicriteria) optimization problems. In this context, the Pareto Front and Set found in a multiobjective optimality search provide a family of solutions among which the decision maker has to look for the best choice according to his or her preferences. Efficient visualization techniques for Pareto Front and Set analyses are needed for helping decision makers in the selection task.In this paper, we consider the multiobjective optimization of system redundancy allocation and use the recently introduced Level Diagrams technique for graphically representing the resulting Pareto Front and Set. Each objective and decision variable is represented on separate diagrams where the points of the Pareto Front and Set are positioned according to their proximity to ideally optimal points, as measured by a metric of normalized objective values. All diagrams are synchronized across all objectives and decision variables. On the basis of the analysis of the Level Diagrams, we introduce a procedure for reducing the number of solutions in the Pareto Front; from the reduced set of solutions, the decision maker can more easily identify his or her preferred solution.     

Quadratic scalarization for decomposed multiobjective optimization

Practical applications in multidisciplinary engineering design, business management, and military planning require distributed solution approaches for solving nonconvex, multiobjective optimization problems (MOPs). Under this motivation, a quadratic scalarization method (QSM) is developed with the goal to preserve decomposable structures of the MOP while addressing nonconvexity in a manner that avoids a high degree of nonlinearity and the introduction of additional nonsmoothness. Under certain assumptions, necessary and sufficient conditions for QSM-generated solutions to be weakly and properly efficient for an MOP are developed, with any form of efficiency being understood in a local sense. QSM is shown to correspond with the relaxed, reformulated weighted-Chebyshev method as a special case. An example is provided for demonstrating the application of QSM to a nonconvex MOP.     

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.     

A synchronous reference point-based interactive method for stochastic multiobjective programming

Stochastic multiobjective programming models are highly complex problems, due to the presence of random parameters, together with several conflicting criteria that have to be optimized simultaneously. Even the widely used concept of efficiency has to be redefined for these problems. The use of interactive procedures can somehow ease this complexity, allowing the decision maker to learn about the problem itself, and to look for his most preferred solution. Reference point schemes can be adapted to stochastic problem, by asking the decision maker to provide, not only desirable levels for the objectives, but also the desired probability to achieve these values. In this paper, we analyze the different kinds of achievement scalarizing functions that can be used in this environment, and we study the efficiency (in the stochastic sense) of the different solutions obtained. As a result, a synchronous interactive method is proposed for a class of stochastic multiobjective problems, where only the objective functions are random. Several solutions can be generated by this new method, making use of the same preferential information, using the different achievement scalarizing functions. The preferential information (levels and probabilities for the objectives) is incorporated into the achievement scalarizing functions in a novel way to generate the new solutions. The special case of linear normal problems is addressed separately. The performance of the algorithm is illustrated with a numerical example.     

Bi-level optimization for a dynamic multiobjective problem

In this article, a bi-level optimization problem covering upper (design) and lower (operation) levels is defined and a solution procedure for bi-level optimization problems is presented. This is devised as a dynamic multiobjective optimization problem, i.e. the values of the control and state variables change over a predefined time horizon and several competing criteria are optimized simultaneously. Moreover, the interaction between the upper and lower levels is analysed. The benefits of bi-level dynamic multiobjective optimization are illustrated in detail by examining an industrial case in which the design of a paper mill (upper level) and the mill operation (lower level) are optimized at the same time. However, the problem definition and the solution procedure are not limited to any specific application but can be exploited in many different industrial areas.     

INTEREST: a reference-point-based interactive procedure for stochastic multiobjective programming problems

This paper presents a reference point-based interactive algorithm, which has been specifically designed to deal with stochastic multiobjective programming problems. This algorithm combines the classical information used in this kind of methods, i.e. values that the decision maker regards as desirable for each objective, with information about the probabilities the decision maker wishes to accept. This novel aspect allows the method to fully take into account the randomness of the final outcome throughout the whole solution process. These two pieces of information have been introduced in an adapted achievement-scalarizing function, which assures each solution obtained to be probability efficient.     

Efficient dynamic resampling for dominance-based multiobjective evolutionary optimization

Multi-objective optimization problems are often subject to the presence of objectives that require expensive resampling for their computation. This is the case for many robustness metrics, which are frequently used as an additional objective that accounts for the reliability of specific sections of the solution space. Typical robustness measurements use resampling, but the number of samples that constitute a precise dispersion measure has a potentially large impact on the computational cost of an algorithm. This article proposes the integration of dominance based statistical testing methods as part of the selection mechanism of evolutionary multi-objective genetic algorithms with the aim of reducing the number of fitness evaluations. The performance of the approach is tested on five classical benchmark functions integrating it into two well-known algorithms, NSGA-II and SPEA2. The experimental results show a significant reduction in the number of fitness evaluations while, at the same time, maintaining the quality of the solutions.     

An artificial immune network for multiobjective optimization problems

Multiobjective optimization is an important problem of great complexity and evolutionary algorithms have been established as a dominant approach in the field. This article suggests a method for approximating the Pareto front of a given function based on artificial immune networks. The proposed method uses cloning and mutation on a population of antibodies to create local subsets of the Pareto front. Elements of these local fronts are combined, in a way that maximizes diversity, to form the complete Pareto front of the function. The method is tested on a number of well-known benchmark problems, as well as an engineering problem. Its performance is compared against state-of-the-art algorithms, yielding promising results.     

群体Pareto最优的Web服务组合决策方法

针对异构数据描述的QoS信息和群体中个性化的用户QoS偏好的Web服务组合问题,提出了一种基于多属性决策(MADM)理论的面向群体用户的语义Web服务选择算法(GUWSSA),GUWSSA能够获得群体Pareto最优服务组合计划.首先定义了能够描述群组的用户上下文本体和支持异构数据类型的服务上下文本体,然后给出了GUW...     

Efficiency for multiobjective multidisciplinary optimization problems with quasiseparable subproblems

Multidisciplinary optimization (MDO) has proved to be a useful tool for engineering design problems. Multiobjective optimization has been introduced to strengthen MDO techniques and deal with non-comparable and conflicting design objectives. A large majority of papers on multiobjective MDO have been applied in nature. This paper develops theory of multiobjective MDO and examines relationships between efficient solutions of a quasi-separable multiobjective multidisciplinary optimization problem and efficient solutions of its separable counterpart. Equivalence of the original and separable problems in the context of the Kuhn-Tucker constraint qualification and efficiency conditions are proved. Two decomposition approaches are proposed and offer a possibility of finding efficient solutions of the original problem by only finding efficient solutions of the subproblems. The presented results are related to algorithms published in the engineering literature on multiobjective MDO.     

On scalarizing functions in multiobjective optimization

Scalarizing functions play an essential role in solving multiobjective optimization problems. Many different scalarizing functions have been suggested in the literature based on different approaches. Here we concentrate on classification and reference point-based functions. We present a collection of functions that have been used in interactive methods as well as some modifications. We compare their theoretical properties and numerical behaviour. In particular, we are interested in the relation between the information provided and the results obtained. Our aim is to select some of them to be used in our WWW-NIMBUS optimization system. Received: June 11, 2001 / Accepted: October 31, 2001     

Ant algorithm for single and multiobjective reliability optimization problems

The paper illustrates the application of the ant colony optimization algorithm to solve both continuous function and combinatorial optimization problems in reliability engineering. The ant algorithm is combined with the strength Pareto fitness assignment procedure to handle multiobjective problems. Further, a clustering procedure has been applied to prune the Pareto set and to maintain diversity. Benchmark case examples show the superiority of the ant algorithm to such problems. Copyright © 2002 John Wiley & Sons, Ltd.     

Computational strategy for multiobjective optimization of composite stiffened panels

This paper presents a multiobjective optimization methodology for composite stiffened panels. The purpose is to improve the performances of an existing design of stiffened composite panels in terms of both its first buckling load and ultimate collapse or failure loads. The design variables are the stacking sequences of the skin and of the stiffeners of the panel. The optimization is performed using a multiobjective evolutionary algorithm specifically developed for the design of laminated parts. The algorithm takes into account the industrial design guidelines for stacking sequence design. An original method is proposed for the initialization of the optimization that significantly accelerates the search for the Pareto front. In order to reduce the calculation time, Radial Basis Functions under Tension are used to approximate the objective functions. Special attention is paid to generalization errors around the optimum. The multiobjective optimization results in a wide set of trade-offs, offering important improvements for both considered objectives, among which the designer can make a choice.     

Handling constraints using multiobjective optimization concepts

In this paper, we propose a new constraint‐handling technique for evolutionary algorithms which we call inverted‐shrinkable PAES (IS‐PAES). This approach combines the use of multiobjective optimization concepts with a mechanism that focuses the search effort onto specific areas of the feasible region by shrinking the constrained search space. IS‐PAES also uses an adaptive grid to store the solutions found, but has a more efficient memory‐management scheme than its ancestor (the Pareto archived evolution strategy for multiobjective optimization). The proposed approach is validated using several examples taken from the standard evolutionary and engineering optimization literature. Comparisons are provided with respect to the stochastic ranking method (one of the most competitive constraint‐handling approaches used with evolutionary algorithms currently available) and with respect to other four multiobjective‐based constraint‐handling techniques. Copyright© 2004 John Wiley & Sons, Ltd.