Constrained multi-objective optimization using constrained non-dominated sorting combined with an improved hybrid multi-objective evolutionary algorithm

Constrained multi-objective optimization problems (cMOPs) are complex because the optimizer should balance not only between exploration and exploitation, but also between feasibility and optimality. This article suggests a parameter-free constraint handling approach called constrained non-dominated sorting (CNS). In CNS, each solution in a population is assigned a constrained non-dominated rank based on its constraint violation degree and Pareto rank. An improved hybrid multi-objective optimization algorithm called cMOEA/H for solving cMOPs is proposed. Additionally, a dynamic resource allocation mechanism is adopted by cMOEA/H to spare more computational efforts for those relatively hard sub-problems. cMOEA/H is first compared with the baseline algorithm using an existing constraint handling mechanism, verifying the advantages of the proposed constraint handling mechanism. Then cMOEA/H is compared with some classic constrained multi-objective optimizers, experimental results indicating that cMOEA/H could be a competitive alternative for solving cMOPs. Finally, the characteristics of cMOEA/H are studied.     

A new multi-objective evolutionary algorithm: neighbourhood exploring evolution strategy

This article proposes a new multi-objective evolutionary algorithm, called neighbourhood exploring evolution strategy (NEES). This approach incorporates the idea of neighbourhood exploration together with other techniques commonly used in the multi-objective evolutionary optimization literature (namely, non-dominated sorting and diversity preservation mechanisms). The main idea of the proposed approach was derived from a single-objective evolutionary algorithm, called the line-up competition algorithm (LCA), and it consists of assigning neighbourhoods of different sizes to different solutions. Within each neighbourhood, new solutions are generated using a (1+λ)-ES (evolution strategy). This scheme naturally balances the effect of local search (which is performed by the neighbourhood exploration mechanism) with that of the global search performed by the algorithm, and gradually impels the population to progress towards the true Pareto-optimal front of the problem to explore the extent of that front. Three versions of the proposal are studied: a (1+1)-NEES, a (1+2)-NEES and a (1+4)-NEES. Such approaches are validated on a set of standard test problems reported in the specialized literature. Simulation results indicate that, for continuous numerical optimization problems, the proposal (particularly the (1+1)-NEES) is competitive with respect to NSGA-II, which is an algorithm representative of the state-of-the-art in evolutionary multi-objective optimization. Moreover, all the versions of NEES improve on the results of NSGA-II when dealing with a discrete optimization problem. Although preliminary, such results might indicate a potential application area in which the proposed approach could be particularly useful.     

A hybrid multi-objective evolutionary algorithm for wind-turbine blade optimization

A concurrent-hybrid non-dominated sorting genetic algorithm (hybrid NSGA-II) has been developed and applied to the simultaneous optimization of the annual energy production, flapwise root-bending moment and mass of the NREL 5 MW wind-turbine blade. By hybridizing a multi-objective evolutionary algorithm (MOEA) with gradient-based local search, it is believed that the optimal set of blade designs could be achieved in lower computational cost than for a conventional MOEA. To measure the convergence between the hybrid and non-hybrid NSGA-II on a wind-turbine blade optimization problem, a computationally intensive case was performed using the non-hybrid NSGA-II. From this particular case, a three-dimensional surface representing the optimal trade-off between the annual energy production, flapwise root-bending moment and blade mass was achieved. The inclusion of local gradients in the blade optimization, however, shows no improvement in the convergence for this three-objective problem.     

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.     

RDS-NSGA-II: a memetic algorithm for reference point based multi-objective optimization

Reference point based optimization offers tools for the effective treatment of preference based multi-objective optimization problems, e.g. when the decision-maker has a rough idea about the target objective values. For the numerical solution of such problems, specialized evolutionary strategies have become popular, despite their possible slow convergence rates. Hybridizing such evolutionary algorithms with local search techniques have been shown to produce faster and more reliable algorithms. In this article, the directed search (DS) method is adapted to the context of reference point optimization problems, making this variant, called RDS, a well-suited option for integration into evolutionary algorithms. Numerical results on academic test problems with up to five objectives demonstrate the benefit of the novel hybrid (i.e. the same approximation quality can be obtained more efficiently by the new algorithm), using the state-of-the-art algorithm R-NSGA-II for this coupling. This represents an advantage when treating costly-to-evaluate real-world engineering design problems.     

A novel evolutionary meta-heuristic for the multi-objective optimization of real-world water distribution networks

Genetic algorithms are currently one of the state-of-the-art meta-heuristic techniques for the optimization of large engineering systems such as the design and rehabilitation of water distribution networks. They are capable of finding near-optimal cost solutions to these problems given certain cost and hydraulic parameters. Recently, multi-objective genetic algorithms have become prevalent in the water industry due to the conflicting nature of these hydraulic and cost objectives. The Pareto-front of solutions can aid decision makers in the water industry as it provides a set of design solutions which can be examined by experienced engineers. However, multi-objective genetic algorithms tend to require a large number of objective function evaluations to arrive at an acceptable Pareto-front. This article investigates a novel hybrid cellular automaton and genetic approach to multi-objective optimization (known as CAMOGA). The proposed method is applied to two large, real-world networks taken from the UK water industry. The results show that the proposed cellular automaton approach can provide a good approximation of the Pareto-front with very few network simulations, and that CAMOGA outperforms the standard multi-objective genetic algorithm in terms of efficiency in discovering similar Pareto-fronts.     

A study on evolutionary multi-objective optimization for flow geometry design

In this paper, we investigate three recently proposed multi-objective optimization algorithms with respect to their application to a design-optimization task in fluid dynamics. The usual approach to render optimization problems is to accumulate multiple objectives into one objective by a linear combination and optimize the resulting single-objective problem. This has severe drawbacks such that full information about design alternatives will not become visible. The multi-objective optimization algorithms NSGA-II, SPEA2 and Femo are successfully applied to a demanding shape optimizing problem in fluid dynamics. The algorithm performance will be compared on the basis of the results obtained.     

Combining Gaussian processes,mutual information and a genetic algorithm for multi-target optimization of expensive-to-evaluate functions

A novel approach to multi-target optimization of expensive-to-evaluate functions is explored that is based on a combined application of Gaussian processes, mutual information and a genetic algorithm. The aim of the approach is to find an approximation to the optimal solution (or the Pareto optimal solutions) within a small budget. The approach is shown to compare favourably with a surrogate based online evolutionary algorithm on two synthetic problems.     

A multiple surrogate assisted evolutionary algorithm for optimization involving iterative solvers

In many real-world optimization problems, the underlying objective and constraint function(s) are evaluated using computationally expensive iterative simulations such as the solvers for computational electro-magnetics, computational fluid dynamics, the finite element method, etc. The default practice is to run such simulations until convergence using termination criteria, such as maximum number of iterations, residual error thresholds or limits on computational time, to estimate the performance of a given design. This information is used to build computationally cheap approximations/surrogates which are subsequently used during the course of optimization in lieu of the actual simulations. However, it is possible to exploit information on pre-converged solutions if one has the control to abort simulations at various stages of convergence. This would mean access to various performance estimates in lower fidelities. Surrogate assisted optimization methods have rarely been used to deal with such classes of problem, where estimates at various levels of fidelity are available. In this article, a multiple surrogate assisted optimization approach is presented, where solutions are evaluated at various levels of fidelity during the course of the search. For any solution under consideration, the choice to evaluate it at an appropriate fidelity level is derived from neighbourhood information, i.e. rank correlations between performance at different fidelity levels and the highest fidelity level of the neighbouring solutions. Moreover, multiple types of surrogates are used to gain a competitive edge. The performance of the approach is illustrated using a simple 1D unconstrained analytical test function. Thereafter, the performance is further assessed using three 10D and three 20D test problems, and finally a practical design problem involving drag minimization of an unmanned underwater vehicle. The numerical experiments clearly demonstrate the benefits of the proposed approach for such classes of problem.     

Reduced order model assisted evolutionary algorithms for multi-objective flow design optimization

Evolutionary algorithms (EAs) have been widely used for flow design optimization problems for their well-known robustness and derivative-free property as well as their advantages in dealing with multi-objective optimization problems and providing global optimal solutions. However, EAs usually involve a large number of function evaluations that are sometimes quite time consuming. In this article a reduced order modelling technique that combines proper orthogonal decomposition and radial basis function interpolation is developed to reduce the computational cost. These models provide an efficient way to simulate the whole flow region with varied geometry parameters instead of solving partial differential equations. As a test case, the design optimization of a heat exchanger is considered. Shape variation is conducted through a free form deformation technique, which deforms the computational grid employed by the flow solver. A comparison between the optimization results when using reduced order models and the exact flow solver is presented.     

Preference-based Pareto optimization in certain and noisy environments

In this article a method for including a priori preferences of decision makers into multicriteria optimization problems is presented. A set of Pareto-optimal solutions is determined via desirability functions of the objectives which reveal experts’ preferences regarding different objective regions. An application to noisy objective functions is not straightforward but very relevant for practical applications. Two approaches are introduced in order to handle the respective uncertainties by means of the proposed preference-based Pareto optimization. By applying the methods to the original and uncertain Binh problem and a noisy single cut turning cost optimization problem, these approaches prove to be very effective in focusing on different parts of the Pareto front of the ori-ginal problem in both certain and noisy environments.     

Particle swarm optimization approach for multi-objective composite box-beam design

This paper presents a multi-agent search technique to design an optimal composite box-beam helicopter rotor blade. The search technique is called particle swarm optimization (‘inspired by the choreography of a bird flock’). The continuous geometry parameters (cross-sectional dimensions) and discrete ply angles of the box-beams are considered as design variables. The objective of the design problem is to achieve (a) specified stiffness value and (b) maximum elastic coupling. The presence of maximum elastic coupling in the composite box-beam increases the aero-elastic stability of the helicopter rotor blade. The multi-objective design problem is formulated as a combinatorial optimization problem and solved collectively using particle swarm optimization technique. The optimal geometry and ply angles are obtained for a composite box-beam design with ply angle discretizations of 10°, 15° and 45°. The performance and computational efficiency of the proposed particle swarm optimization approach is compared with various genetic algorithm based design approaches. The simulation results clearly show that the particle swarm optimization algorithm provides better solutions in terms of performance and computational time than the genetic algorithm based approaches.     

A smart repair embedded memetic algorithm for 2D shape matching problems

Shape representation plays a major role in any shape optimization exercise. The ability to identify a shape with good performance is dependent on both the flexibility of the shape representation scheme and the efficiency of the optimization algorithm. In this article, a memetic algorithm is presented for 2D shape matching problems. The shape is represented using B-splines, in which the control points representing the shape are repaired and subsequently evolved within the optimization framework. The underlying memetic algorithm is a multi-feature hybrid that combines the strength of a real coded genetic algorithm, differential evolution and a local search. The efficiency of the proposed algorithm is illustrated using three test problems, wherein the shapes were identified using a mere 5000 function evaluations. Extension of the approach to deal with problems of unknown shape complexity is also presented in the article.     

Bidirectional evolutionary structural optimization for nonlinear structures under dynamic loads

This study aims to develop efficient numerical optimization methods for finding the optimal topology of nonlinear structures under dynamic loads. The numerical models are developed using the bidirectional evolutionary structural optimization method for stiffness maximization problems with mass constraints. The mathematical formulation of topology optimization approach is developed based on the element virtual strain energy as the design variable and minimization of compliance as the objective function. The suitability of the proposed method for topology optimization of nonlinear structures is demonstrated through a series of two- and three-dimensional benchmark designs. Several issues relating to the nonlinear structures subjected to dynamic loads such as material, geometric, and contact nonlinearities are addressed in the examples. It is shown that the proposed approach generates more reliable designs for nonlinear structures.     

Hybrid evolutionary multi-objective optimization and analysis of machining operations

Evolutionary multi-objective optimization (EMO) has received significant attention in recent studies in engineering design and analysis due to its flexibility, wide-spread applicability and ability to find multiple trade-off solutions. Optimal machining parameter determination is an important matter for ensuring an efficient working of a machining process. In this article, the use of an EMO algorithm and a suitable local search procedure to optimize the machining parameters (cutting speed, feed and depth of cut) in turning operations is described. Thereafter, the efficiency of the proposed methodology is demonstrated through two case studies – one having two objectives and the other having three objectives. Then, EMO solutions are modified using a local search procedure to achieve a better convergence property. It has been demonstrated here that a proposed heuristics-based local search procedure in which the problem-specific heuristics are derived from an innovization study performed on the EMO solutions is a computationally faster approach than the original EMO procedure. The methodology adopted in this article can be used in other machining tasks or in other engineering design activities.     

An improved multi-objective evolutionary algorithm based on decomposition for energy-efficient permutation flow shop scheduling problem with sequence-dependent setup time

With the increasing attention on environment issues, green scheduling in manufacturing industry has been a hot research topic. As a typical scheduling problem, permutation flow shop scheduling has gained deep research, but the practical case that considers both setup and transportation times still has rare research. This paper addresses the energy-efficient permutation flow shop scheduling problem with sequence-dependent setup time to minimise both makespan as economic objective and energy consumption as green objective. The mathematical model of the problem is formulated. To solve such a bi-objective problem effectively, an improved multi-objective evolutionary algorithm based on decomposition is proposed. With decomposition strategy, the problem is decomposed into several sub-problems. In each generation, a dynamic strategy is designed to mate the solutions corresponding to the sub-problems. After analysing the properties of the problem, two heuristics to generate new solutions with smaller total setup times are proposed for designing local intensification to improve exploitation ability. Computational tests are carried out by using the instances both from a real-world manufacturing enterprise and generated randomly with larger sizes. The comparisons show that dynamic mating strategy and local intensification are effective in improving performances and the proposed algorithm is more effective than the existing algorithms.     

Bi-directional evolutionary level set method for topology optimization

A bi-directional evolutionary level set method for solving topology optimization problems is presented in this article. The proposed method has three main advantages over the standard level set method. First, new holes can be automatically generated in the design domain during the optimization process. Second, the dependency of the obtained optimized configurations upon the initial configurations is eliminated. Optimized configurations can be obtained even being started from a minimum possible initial guess. Third, the method can be easily implemented and is computationally more efficient. The validity of the proposed method is tested on the mean compliance minimization problem and the compliant mechanisms topology optimization problem.     

Swarm algorithms for single- and multi-objective optimization problems incorporating sensitivity analysis

Swarm algorithms such as particle swarm optimization (PSO) are non-gradient probabilistic optimization algorithms that have been successfully applied for global searches in complex problems such as multi-peak problems. However, application of these algorithms to structural and mechanical optimization problems still remains a complex matter since local optimization capability is still inferior to general numerical optimization methods. This article discusses new swarm metaphors that incorporate design sensitivities concerning objective and constraint functions and are applicable to structural and mechanical design optimization problems. Single- and multi-objective optimization techniques using swarm algorithms are combined with a gradient-based method. In the proposed techniques, swarm optimization algorithms and a sequential linear programming (SLP) method are conducted simultaneously. Finally, truss structure design optimization problems are solved by the proposed hybrid method to verify the optimization efficiency.     

Fuzzy multi-objective optimization of finance-based scheduling for construction projects with uncertainties in cost

This article employs a new approach to investigate multi-objective finance-based scheduling for construction projects under uncertainty. It takes into consideration the line of credit to provide cash for implementation of a construction project. Using a finance-based scheduling concept and NSGA-II, the article presents a multi-objective model to search the non-dominated solutions considering total duration, required credit, and financing cost as three objectives. Fuzzy-sets theory is used to account for uncertainties in direct cost of each activity for determining the required credit and financing cost. The model fully embeds fuzzy presentation of the uncertainties in direct cost into the model structure. The α -cut approach is used to account for the accepted risk level of the project manager, for which a separate Pareto front with set of non-dominated solutions has been developed. Fuzzy numbers ranking is performed by the Hamming distance method. An example project is presented to validate the model and emphasize its merits.     

AMGA2: improving the performance of the archive-based micro-genetic algorithm for multi-objective optimization

In this article, an improved Archive-based Micro Genetic Algorithm (referred to as AMGA2) for constrained multi-objective optimization is proposed. AMGA2 is designed to obtain fast and reliable convergence on a wide variety of optimization problems. AMGA2 benefits from the existing literature in that it borrows and improves upon several concepts from existing multi-objective optimization algorithms. Improvements and modifications to the existing diversity assessment techniques and genetic variation operators are also proposed. AMGA2 employs a new kind of selection strategy that attempts to reduce the probability of exploring less desirable search regions. The proposed AMGA2 is a steady-state genetic algorithm that maintains an external archive of best and diverse solutions and a very small working population. AMGA2 has been designed to facilitate the decoupling of the working population, the external archive, and the number of solutions desired as the outcome of the optimization process. Comprehensive benchmarking and comparison of AMGA2 with the current state-of-the-art multi-objective optimization algorithms demonstrate its improved search capability.