Pareto-optimal solutions for Markov jump stochastic systems with delay

Author(s):  
Hiroaki Mukaidani ◽  
Masaru Unno ◽  
Hua Xu ◽  
Vasile Dragan
2015 ◽  
Vol 60 (2) ◽  
pp. 1037-1043
Author(s):  
Ł. Szparaga ◽  
P. Bartosik ◽  
A. Gilewicz ◽  
J. Ratajski

Abstract In the paper was proposed optimization procedure supporting the prototyping of the geometry of multi-module CrN/CrCN coatings, deposited on substrates from 42CrMo4 steel, in respect of mechanical properties. Adopted decision criteria were the functions of the state of internal stress and strain in the coating and substrate, caused by external mechanical loads. Using developed optimization procedure the set of optimal solutions (Pareto-optimal solutions) of coatings geometry parameters, due to the adopted decision criteria was obtained. For the purposes of analysis of obtained Pareto-optimal solutions, their mutual distance in the space of criteria and decision variables were calculated, which allowed to group solutions in the classes. Also analyzed the number of direct neighbors of Pareto-optimal solutions for the purposes of assessing the stability of solutions.


2009 ◽  
Vol 26 (06) ◽  
pp. 735-757 ◽  
Author(s):  
F. MIGUEL ◽  
T. GÓMEZ ◽  
M. LUQUE ◽  
F. RUIZ ◽  
R. CABALLERO

The generation of Pareto optimal solutions for complex systems with multiple conflicting objectives can be easier if the problem can be decomposed and solved as a set of smaller coordinated subproblems. In this paper, a new decomposition-coordination method is proposed, where the global problem is partitioned into subsystems on the basis of the connection structure of the mathematical model, assigning a relative importance to each of them. In order to obtain Pareto optimal solutions for the global system, the aforementioned subproblems are coordinated taking into account their relative importance. The scheme that has been developed is an iterative one, and the global efficient solutions are found through a continuous information exchange process between the coordination level (upper level) and the subsystem level (lower level). Computational experiments on several randomly generated problem instances show that the suggested algorithm produces efficient solutions within reasonable computational times.


2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Mariana Souza Rocha ◽  
Luiz Célio Souza Rocha ◽  
Marcia Barreto da Silva Feijó ◽  
Paula Luiza Limongi dos Santos Marotta ◽  
Samanta Cardozo Mourão

PurposeThe mucilage of the Linum usitatissimum L. seed (Linseed) is one of the natural mucilages that presents a great potential to provide a food hydrocolloid with potential applications in both food and pharmaceutical industries. To increase the yield and quality of linseed oil during its production process, it is necessary to previously extract its polysaccharides. Because of this, flax mucilage production can be made viable as a byproduct of oil extraction process, which is already a product of high commercial value consolidated in the market. Thus, the purpose of this work is to optimize the mucilage extraction process of L. usitatissimum L. using the normal-boundary intersection (NBI) multiobjective optimization method.Design/methodology/approachCurrently, the variables of the process of polysaccharide extraction from different sources are optimized using the response surface methodology. However, when the optimal points of the responses are conflicting it is necessary to study the best conditions to achieve a balance between these conflicting objectives (trade-offs) and to explore the available options it is necessary to formulate an optimization problem with multiple objectives. The multiobjective optimization method used in this work was the NBI developed to find uniformly distributed and continuous Pareto optimal solutions for a nonlinear multiobjective problem.FindingsThe optimum extraction point to obtain the maximum fiber concentration in the extracted material was pH 3.81, temperature of 46°C, time of 13.46 h. The maximum extraction yield of flaxseed was pH 6.45, temperature of 65°C, time of 14.41 h. This result confirms the trade-off relationship between the objectives. NBI approach was able to find uniformly distributed Pareto optimal solutions, which allows to analyze the behavior of the trade-off relationship. Thus, the decision-maker can set extraction conditions to achieve desired characteristics in mucilage.Originality/valueThe novelty of this paper is to confirm the existence of a trade-off relationship between the productivity parameter (yield) and the quality parameter (fiber concentration in the extracted material) during the flaxseed mucilage extraction process. The NBI approach was able to find uniformly distributed Pareto optimal solutions, which allows us to analyze the behavior of the trade-off relationship. This allows the decision-making to the extraction conditions according to the desired characteristics of the final product, thus being able to direct the extraction for the best applicability of the mucilage.


Processes ◽  
2018 ◽  
Vol 6 (12) ◽  
pp. 250 ◽  
Author(s):  
Yahui Li ◽  
Yang Li

To coordinate the economy, security and environment protection in the power system operation, a two-step many-objective optimal power flow (MaOPF) solution method is proposed. In step 1, it is the first time that knee point-driven evolutionary algorithm (KnEA) is introduced to address the MaOPF problem, and thereby the Pareto-optimal solutions can be obtained. In step 2, an integrated decision analysis technique is utilized to provide decision makers with decision supports by combining fuzzy c-means (FCM) clustering and grey relational projection (GRP) method together. In this way, the best compromise solutions (BCSs) that represent decision makers’ different, even conflicting, preferences can be automatically determined from the set of Pareto-optimal solutions. The primary contribution of the proposal is the innovative application of many-objective optimization together with decision analysis for addressing MaOPF problems. Through examining the two-step method via the IEEE 118-bus system and the real-world Hebei provincial power system, it is verified that our approach is suitable for addressing the MaOPF problem of power systems.


Author(s):  
M.A. Abido

Multiobjective particle swarm optimization (MOPSO) technique for environmental/economic dispatch (EED) problem is proposed and presented in this work. The proposed MOPSO technique evolves a multiobjective version of PSO by proposing redefinition of global best and local best individuals in multiobjective optimization domain. The proposed MOPSO technique has been implemented to solve the EED problem with competing and non-commensurable cost and emission objectives. Several optimization runs of the proposed approach have been carried out on a standard test system. The results demonstrate the capabilities of the proposed MOPSO technique to generate a set of well-distributed Pareto-optimal solutions in one single run. The comparison with the different reported techniques demonstrates the superiority of the proposed MOPSO in terms of the diversity of the Pareto optimal solutions obtained. In addition, a quality measure to Pareto optimal solutions has been implemented where the results confirm the potential of the proposed MOPSO technique to solve the multiobjective EED problem and produce high quality nondominated solutions.


2020 ◽  
Vol 2020 ◽  
pp. 1-23 ◽  
Author(s):  
Jiuyuan Huo ◽  
Liqun Liu

Parameter optimization of a hydrological model is intrinsically a high dimensional, nonlinear, multivariable, combinatorial optimization problem which involves a set of different objectives. Currently, the assessment of optimization results for the hydrological model is usually made through calculations and comparisons of objective function values of simulated and observed variables. Thus, the proper selection of objective functions’ combination for model parameter optimization has an important impact on the hydrological forecasting. There exist various objective functions, and how to analyze and evaluate the objective function combinations for selecting the optimal parameters has not been studied in depth. Therefore, to select the proper objective function combination which can balance the trade-off among various design objectives and achieve the overall best benefit, a simple and convenient framework for the comparison of the influence of different objective function combinations on the optimization results is urgently needed. In this paper, various objective functions related to parameters optimization of hydrological models were collected from the literature and constructed to nine combinations. Then, a selection and evaluation framework of objective functions is proposed for hydrological model parameter optimization, in which a multiobjective artificial bee colony algorithm named RMOABC is employed to optimize the hydrological model and obtain the Pareto optimal solutions. The parameter optimization problem of the Xinanjiang hydrological model was taken as the application case for long-term runoff prediction in the Heihe River basin. Finally, the technique for order preference by similarity to ideal solution (TOPSIS) based on the entropy theory is adapted to sort the Pareto optimal solutions to compare these combinations of objective functions and obtain the comprehensive optimal objective functions’ combination. The experiments results demonstrate that the combination 2 of objective functions can provide more comprehensive and reliable dominant options (i.e., parameter sets) for practical hydrological forecasting in the study area. The entropy-based method has been proved that it is effective to analyze and evaluate the performance of different combinations of objective functions and can provide more comprehensive and impersonal decision support for hydrological forecasting.


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