Multi-Objective Robust Optimization Under Interval Uncertainty Using Online Approximation and Constraint Cuts

2011 ◽  
Vol 133 (6) ◽  
Author(s):  
W. Hu ◽  
M. Li ◽  
S. Azarm ◽  
A. Almansoori
Keyword(s):  
Optimization Problem ◽  
Optimization Problems ◽  
Computational Effort ◽  
Interval Uncertainty ◽  
Test Results ◽  
Robust Solution ◽  
Multi Objective ◽  
Function Calls ◽  
Level Problem ◽  
Upper Level

Many engineering optimization problems are multi-objective, constrained and have uncertainty in their inputs. For such problems it is desirable to obtain solutions that are multi-objectively optimum and robust. A robust solution is one that as a result of input uncertainty has variations in its objective and constraint functions which are within an acceptable range. This paper presents a new approximation-assisted MORO (AA-MORO) technique with interval uncertainty. The technique is a significant improvement, in terms of computational effort, over previously reported MORO techniques. AA-MORO includes an upper-level problem that solves a multi-objective optimization problem whose feasible domain is iteratively restricted by constraint cuts determined by a lower-level optimization problem. AA-MORO also includes an online approximation wherein optimal solutions from the upper- and lower-level optimization problems are used to iteratively improve an approximation to the objective and constraint functions. Several examples are used to test the proposed technique. The test results show that the proposed AA-MORO reasonably approximates solutions obtained from previous MORO approaches while its computational effort, in terms of the number of function calls, is significantly reduced compared to the previous approaches.

Improving Multi-Objective Robust Optimization Under Interval Uncertainty Using Worst Possible Point Constraint Cuts

2009 ◽  
Author(s):  
W. Hu ◽  
M. Li ◽  
S. Azarm ◽  
S. Al Hashimi ◽  
A. Almansoori ◽  
...  
Keyword(s):  
Robust Optimization ◽  
Optimization Problem ◽  
Optimization Problems ◽  
Computational Effort ◽  
Interval Uncertainty ◽  
Master Problem ◽  
Multi Objective ◽  
Acceptable Range ◽  
Function Calls ◽  
Order Of Magnitude

Many real-world engineering design optimization problems are multi-objective and have uncertainty in their parameters. For such problems it is useful to obtain design solutions that are both multi-objectively optimum and robust. A robust design is one whose objective and constraint function variations under uncertainty are within an acceptable range. While the literature reports on many techniques in robust optimization for single objective optimization problems, very few papers report on methods in robust optimization for multi-objective optimization problems. The Multi-Objective Robust Optimization (MORO) technique with interval uncertainty proposed in this paper is a significant improvement, with respect to computational effort, over a previously reported MORO technique. In the proposed technique, a master problem solves a relaxed optimization problem whose feasible domain is iteratively confined by constraint cuts determined by the solutions from a sub-problem. The proposed approach and the synergy between the master problem and sub-problem are demonstrated by three examples. The results obtained show a general agreement between the solutions from the proposed MORO and the previous MORO technique. Moreover, the number of function calls for obtaining solutions from the proposed technique is an order of magnitude less than that from the previous MORO technique.

scholarly journals Proximal Gradient Method for Solving Bilevel Optimization Problems

2020 ◽  
Vol 25 (4) ◽  
pp. 66
Author(s):  
Seifu Endris Yimer ◽  
Poom Kumam ◽  
Anteneh Getachew Gebrie
Keyword(s):  
Optimization Problem ◽  
Optimization Problems ◽  
Gradient Methods ◽  
Split Feasibility Problem ◽  
Bilevel Optimization ◽  
Feasibility Problem ◽  
Proximal Gradient Method ◽  
Level Problem ◽  
Upper Level ◽  
The Split Feasibility Problem

In this paper, we consider a bilevel optimization problem as a task of finding the optimum of the upper-level problem subject to the solution set of the split feasibility problem of fixed point problems and optimization problems. Based on proximal and gradient methods, we propose a strongly convergent iterative algorithm with an inertia effect solving the bilevel optimization problem under our consideration. Furthermore, we present a numerical example of our algorithm to illustrate its applicability.

Toward the Use of Pareto Performance Solutions and Pareto Robustness Solutions for Multi-Objective Robust Optimization Problems

2012 ◽  
Author(s):  
Weijun Wang ◽  
Stéphane Caro ◽  
Fouad Bennis ◽  
Oscar Brito Augusto
Keyword(s):  
Robust Optimization ◽  
Pareto Front ◽  
Optimization Problem ◽  
Optimization Problems ◽  
Multi Objective Optimization ◽  
Robust Solutions ◽  
Multi Objective ◽  
Robust Optimization Problem ◽  
Design Solutions ◽  
Further Development

For Multi-Objective Robust Optimization Problem (MOROP), it is important to obtain design solutions that are both optimal and robust. To find these solutions, usually, the designer need to set a threshold of the variation of Performance Functions (PFs) before optimization, or add the effects of uncertainties on the original PFs to generate a new Pareto robust front. In this paper, we divide a MOROP into two Multi-Objective Optimization Problems (MOOPs). One is the original MOOP, another one is that we take the Robustness Functions (RFs), robust counterparts of the original PFs, as optimization objectives. After solving these two MOOPs separately, two sets of solutions come out, namely the Pareto Performance Solutions (PP) and the Pareto Robustness Solutions (PR). Make a further development on these two sets, we can get two types of solutions, namely the Pareto Robustness Solutions among the Pareto Performance Solutions (PR(PP)), and the Pareto Performance Solutions among the Pareto Robustness Solutions (PP(PR)). Further more, the intersection of PR(PP) and PP(PR) can represent the intersection of PR and PP well. Then the designer can choose good solutions by comparing the results of PR(PP) and PP(PR). Thanks to this method, we can find out the optimal and robust solutions without setting the threshold of the variation of PFs nor losing the initial Pareto front. Finally, an illustrative example highlights the contributions of the paper.

An Interactive Neural Network for Constrained Multi-Objective Optimization with Application to the Design of Digital Filters

2012 ◽  
Vol 433-440 ◽  
pp. 2808-2816
Author(s):  
Jian Jin Zheng ◽  
You Shen Xia
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Computational Complexity ◽  
Digital Filters ◽  
Optimization Problem ◽  
Optimization Problems ◽  
Optimal Solution ◽  
Multi Objective Optimization ◽  
Multi Objective ◽  
Single Objective

This paper presents a new interactive neural network for solving constrained multi-objective optimization problems. The constrained multi-objective optimization problem is reformulated into two constrained single objective optimization problems and two neural networks are designed to obtain the optimal weight and the optimal solution of the two optimization problems respectively. The proposed algorithm has a low computational complexity and is easy to be implemented. Moreover, the proposed algorithm is well applied to the design of digital filters. Computed results illustrate the good performance of the proposed algorithm.

Topology Optimization Under Independent Multi-Load With Uncertainty

2016 ◽  
Author(s):  
Hae Chang Gea ◽  
Xing Liu ◽  
Euihark Lee ◽  
Limei Xu
Keyword(s):  
Topology Optimization ◽  
Optimization Problem ◽  
Optimization Method ◽  
Engineering Practice ◽  
Worst Case ◽  
Load Uncertainty ◽  
Topology Optimization Problem ◽  
Level Problem ◽  
Upper Level ◽  
Mean Compliance

In this paper, topology optimization under multiple independent loadings with uncertainty is presented. In engineering practice, load uncertainty can be found in many applications. From the literature, researchers have focused mainly on problems containing only a single uncertain external load. However, such idealistic problems may not be very useful in engineering practice. Problems involving multi-loadings with uncertainty are more commonly found in engineering applications. This paper presents a method to solve a system which contains multiple independent loadings with load uncertainty. First, a two-level optimization problem is formulated. The upper level problem is a typical topology optimization problem to minimize the mean compliance in the design using the worst case conditions. The lower level optimization problem is to solve for the worst loadings corresponding to the critical structure response. At the lower level formulation, an unknown-but-bounded model is used to define uncertain loadings. There are two challenges in finding the worst loading case: non-convexity and multi-loadings. The non-convexity problem is addressed by reformulating the problem as an inhomogeneous eigenvalue problem by applying the KKT optimality conditions and the multi-uncertain loadings problem is solved by an iterative method. After the worst loadings are generated, the upper level problem can be solved by a general topology optimization method. The effectiveness of the proposed method is demonstrated by numerical examples.

scholarly journals New Safe Approximation of Ambiguous Probabilistic Constraints for Financial Optimization Problem

2019 ◽  
Vol 2019 ◽  
pp. 1-19
Author(s):  
NingNing Du ◽  
Yan-Kui Liu ◽  
Ying Liu
Keyword(s):  
Value At Risk ◽  
Optimization Problem ◽  
Optimization Problems ◽  
Random Perturbation ◽  
Probabilistic Constraints ◽  
Optimization Approach ◽  
Chinese Stock Market ◽  
Robust Solution ◽  
Return Rates ◽  
Financial Optimization

In financial optimization problem, the optimal portfolios usually depend heavily on the distributions of uncertain return rates. When the distributional information about uncertain return rates is partially available, it is important for investors to find a robust solution for immunization against the distribution uncertainty. The main contribution of this paper is to develop an ambiguous value-at-risk (VaR) optimization framework for portfolio selection problems, where the distributions of uncertain return rates are partially available. For tractability consideration, we deal with new safe approximations of ambiguous probabilistic constraints under two types of random perturbation sets and obtain two equivalent tractable formulations of the ambiguous probabilistic constraints. Finally, to demonstrate the potential for solving portfolio optimization problems, we provide a practical example about the Chinese stock market. The advantage of the proposed robust optimization method is also illustrated by comparing it with the existing optimization approach via numerical experiments.

The Relationship between Metaheuristics Stopping Criteria and Performances

2014 ◽  
Vol 5 (3) ◽  
pp. 44-70 ◽  
Author(s):  
Mohamed-Mahmoud Ould Sidi ◽  
Bénédicte Quilot-Turion ◽  
Abdeslam Kadrani ◽  
Michel Génard ◽  
Françoise Lescourret
Keyword(s):  
Optimization Problem ◽  
Optimization Problems ◽  
Statistical Tests ◽  
Particle Swarm ◽  
Computational Time ◽  
Plant Management ◽  
Stopping Criterion ◽  
Nsga Ii ◽  
Multi Objective ◽  
Crowding Distance

A major difficulty in the use of metaheuristics (i.e. evolutionary and particle swarm algorithms) to deal with multi-objective optimization problems is the choice of a convenient point at which to stop computation. Indeed, it is difficult to find the best compromise between the stopping criterion and the algorithm performance. This paper addresses this issue using the Non-dominated Sorting Genetic Algorithm (NSGA-II) and the Multi-Objective Particle Swarm Optimization with Crowding Distance (MOPSO-CD) for the model-based design of sustainable peach fruits. The optimization problem of interest contains three objectives: maximize fruit fresh mass, maximize fruit sugar content, and minimize the crack density on the fruit skin. This last objective targets a reduction in the use of fungicides and can thus enhance preservation of the environment and human health. Two versions of the NSGA-II and two of the MOPSO-CD were applied to tackle this difficult optimization problem: the original versions with a maximum number of generations used as stopping criterion and modified versions using the stopping criterion proposed by the authors of (Roudenko & Schoenauer, 2004). This second stopping criterion is based on the stabilization of the maximal crowding distance and aims to stop computation when many generations are performed without further improvement in the quality of the solutions. A benchmark consisting of four plant management scenarios has been used to compare the performances of the original versions (OV) and the modified versions (MV) of the NSGA-II and the MOPSO-CD. Twelve independent simulations were performed for each version and for each scenario, and a high number of generations were generated for the OV (e.g., 1500 for the NSGA-II and 200 for the MOPSO-CD). This paper compares the performances of the two versions of both algorithms using four standard metrics and statistical tests. For both algorithms, the MV obtained solutions similar in quality to those of the OV but after significantly fewer generations. The resulting reduction in computational time for the optimization step will provide opportunities for further studies on the sustainability of peach ideotypes.

A Two-Phase Complete Algorithm for Multi-Objective Distributed Constraint Optimization

2014 ◽  
Vol 18 (4) ◽  
pp. 573-580
Author(s):  
Alexandre Medi ◽  
◽  
Tenda Okimoto ◽  
Katsumi Inoue ◽  
◽  
...  
Keyword(s):  
Branch And Bound ◽  
Pareto Front ◽  
Optimization Problem ◽  
Optimization Problems ◽  
Branch And Bound Algorithm ◽  
Constraint Optimization ◽  
Distributed Constraint Optimization ◽  
Multi Objective ◽  
Multi Agent ◽  
Distributed Constraint Optimization Problem

A Distributed Constraint Optimization Problem (DCOP) is a fundamental problem that can formalize various applications related to multi-agent cooperation. Many application problems in multi-agent systems can be formalized as DCOPs. However, many real world optimization problems involve multiple criteria that should be considered separately and optimized simultaneously. A Multi-Objective Distributed Constraint Optimization Problem (MO-DCOP) is an extension of a mono-objective DCOP. Compared to DCOPs, there exists few works on MO-DCOPs. In this paper, we develop a novel complete algorithm for solving an MO-DCOP. This algorithm utilizes a widely used method called Pareto Local Search (PLS) to generate an approximation of the Pareto front. Then, the obtained information is used to guide the search thresholds in a Branch and Bound algorithm. In the evaluations, we evaluate the runtime of our algorithm and show empirically that using a Pareto front approximation obtained by a PLS algorithm allows to significantly speed-up the search in a Branch and Bound algorithm.

Firefly Algorithm for Optimization Problem

2013 ◽  
Vol 421 ◽  
pp. 512-517 ◽  
Author(s):  
Nur Farahlina Johari ◽  
Azlan Mohd Zain ◽  
Mustaffa H. Noorfa ◽  
Amirmudin Udin
Keyword(s):  
Computer Science ◽  
Firefly Algorithm ◽  
Optimization Problem ◽  
Optimization Problems ◽  
Metaheuristic Algorithms ◽  
Science And Engineering ◽  
Multi Objective

This paper reviews the applications of Firefly Algorithm (FA) in various domain of optimization problem. Optimization is a process of determining the best solution to make something as functional and effective as possible by minimizing or maximizing the parameters involved in the problems. Several categories of optimization problem such as discrete, chaotic, multi-objective and many more are addressed by inspiring the behavior of fireflies as mentioned in the literatures. Literatures found that FA was mostly applied by researchers to solve the optimization problems in Computer Science and Engineering domain. Some of them are enhanced or hybridized with other techniques to discover better performance. In addition, literatures found that most of the cases that used FA technique have outperformed compare to other metaheuristic algorithms.

An Improved Constrained Optimization Multi-Objective Genetic Algorithm and its Application in Engineering

2014 ◽  
Vol 962-965 ◽  
pp. 2903-2908
Author(s):  
Yun Lian Liu ◽  
Wen Li ◽  
Tie Bin Wu ◽  
Yun Cheng ◽  
Tao Yun Zhou ◽  
...  
Keyword(s):  
Genetic Algorithm ◽  
Constrained Optimization ◽  
Optimization Problem ◽  
Optimization Problems ◽  
Crossover Operator ◽  
Multi Objective Optimization ◽  
Constrained Optimization Problem ◽  
Great Ability ◽  
Multi Objective ◽  
Multi Objective Genetic Algorithm

An improved multi-objective genetic algorithm is proposed to solve constrained optimization problems. The constrained optimization problem is converted into a multi-objective optimization problem. In the evolution process, our algorithm is based on multi-objective technique, where the population is divided into dominated and non-dominated subpopulation. Arithmetic crossover operator is utilized for the randomly selected individuals from dominated and non-dominated subpopulation, respectively. The crossover operator can lead gradually the individuals to the extreme point and improve the local searching ability. Diversity mutation operator is introduced for non-dominated subpopulation. Through testing the performance of the proposed algorithm on 3 benchmark functions and 1 engineering optimization problems, and comparing with other meta-heuristics, the result of simulation shows that the proposed algorithm has great ability of global search. Keywords: multi-objective optimization;genetic algorithm;constrained optimization problem;engineering application

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