Movement Strategies for Multi-Objective Particle Swarm Optimization

Author(s):  
S. Nguyen ◽  
V. Kachitvichyanukul

Particle Swarm Optimization (PSO) is one of the most effective metaheuristics algorithms, with many successful real-world applications. The reason for the success of PSO is the movement behavior, which allows the swarm to effectively explore the search space. Unfortunately, the original PSO algorithm is only suitable for single objective optimization problems. In this paper, three movement strategies are discussed for multi-objective PSO (MOPSO) and popular test problems are used to confirm their effectiveness. In addition, these algorithms are also applied to solve the engineering design and portfolio optimization problems. Results show that the algorithms are effective with both direct and indirect encoding schemes.

2010 ◽  
Vol 1 (3) ◽  
pp. 59-79 ◽  
Author(s):  
S. Nguyen ◽  
V. Kachitvichyanukul

Particle Swarm Optimization (PSO) is one of the most effective metaheuristics algorithms, with many successful real-world applications. The reason for the success of PSO is the movement behavior, which allows the swarm to effectively explore the search space. Unfortunately, the original PSO algorithm is only suitable for single objective optimization problems. In this paper, three movement strategies are discussed for multi-objective PSO (MOPSO) and popular test problems are used to confirm their effectiveness. In addition, these algorithms are also applied to solve the engineering design and portfolio optimization problems. Results show that the algorithms are effective with both direct and indirect encoding schemes.


2021 ◽  
Author(s):  
Ahlem Aboud ◽  
Nizar Rokbani ◽  
Seyedali Mirjalili ◽  
Abdulrahman M. Qahtani ◽  
Omar Almutiry ◽  
...  

<p>Multifactorial Optimization (MFO) and Evolutionary Transfer Optimization (ETO) are new optimization challenging paradigms for which the multi-Objective Particle Swarm Optimization system (MOPSO) may be interesting despite limitations. MOPSO has been widely used in static/dynamic multi-objective optimization problems, while its potentials for multi-task optimization are not completely unveiled. This paper proposes a new Distributed Multifactorial Particle Swarm Optimization algorithm (DMFPSO) for multi-task optimization. This new system has a distributed architecture on a set of sub-swarms that are dynamically constructed based on the number of optimization tasks affected by each particle skill factor. DMFPSO is designed to deal with the issues of handling convergence and diversity concepts separately. DMFPSO uses Beta function to provide two optimized profiles with a dynamic switching behaviour. The first profile, Beta-1, is used for the exploration which aims to explore the search space toward potential solutions, while the second Beta-2 function is used for convergence enhancement. This new system is tested on 36 benchmarks provided by the CEC’2021 Evolutionary Transfer Multi-Objective Optimization Competition. Comparatives with the state-of-the-art methods are done using the Inverted General Distance (IGD) and Mean Inverted General Distance (MIGD) metrics. Based on the MSS metric, this proposal has the best results on most tested problems.</p>


2020 ◽  
Author(s):  
Ahlem Aboud ◽  
Raja Fdhila ◽  
Amir Hussain ◽  
Adel Alimi

Distributed architecture-based Particle Swarm Optimization is very useful for static optimization and not yet explored to solve complex dynamic multi-objective optimization problems. This study proposes a novel Dynamic Pareto bi-level Multi-Objective Particle Swarm Optimization (DPb-MOPSO) algorithm with two optimization levels. In the first level, all solutions are optimized in the same search space and the second level is based on a distributed architecture using the Pareto ranking operator for dynamic multi-swarm subdivision. The proposed approach adopts a dynamic handling strategy using a set of detectors to keep track of change in the objective function that is impacted by the problem’s time-varying parameters at each level. To ensure timely adaptation during the optimization process, a dynamic response strategy is considered for the reevaluation of all non-improved solutions, while the worst particles are replaced with a newly generated one. The convergence and<br>diversity performance of the DPb-MOPSO algorithm are proven through Friedman Analysis of Variance, and the Lyapunov theorem is used to prove stability analysis over the Inverted Generational Distance (IGD) and Hypervolume Difference (HVD) metrics. Compared to other evolutionary algorithms, the novel DPb-MOPSO is shown to be most robust for solving complex problems over a range of changes in both the Pareto Optimal Set and Pareto Optimal Front. <br>


2021 ◽  
Author(s):  
Ahlem Aboud ◽  
Nizar Rokbani ◽  
Seyedali Mirjalili ◽  
Abdulrahman M. Qahtani ◽  
Omar Almutiry ◽  
...  

<p>Multifactorial Optimization (MFO) and Evolutionary Transfer Optimization (ETO) are new optimization challenging paradigms for which the multi-Objective Particle Swarm Optimization system (MOPSO) may be interesting despite limitations. MOPSO has been widely used in static/dynamic multi-objective optimization problems, while its potentials for multi-task optimization are not completely unveiled. This paper proposes a new Distributed Multifactorial Particle Swarm Optimization algorithm (DMFPSO) for multi-task optimization. This new system has a distributed architecture on a set of sub-swarms that are dynamically constructed based on the number of optimization tasks affected by each particle skill factor. DMFPSO is designed to deal with the issues of handling convergence and diversity concepts separately. DMFPSO uses Beta function to provide two optimized profiles with a dynamic switching behaviour. The first profile, Beta-1, is used for the exploration which aims to explore the search space toward potential solutions, while the second Beta-2 function is used for convergence enhancement. This new system is tested on 36 benchmarks provided by the CEC’2021 Evolutionary Transfer Multi-Objective Optimization Competition. Comparatives with the state-of-the-art methods are done using the Inverted General Distance (IGD) and Mean Inverted General Distance (MIGD) metrics. Based on the MSS metric, this proposal has the best results on most tested problems.</p>


Author(s):  
Dhafar Al-Ani ◽  
Saeid Habibi

Real-world problems are often complex and may need to deal with constrained optimization problems (COPs). This has led to a growing interest in optimization techniques that involve more than one objective function to be simultaneously optimized. Accordingly, at the end of the multi-objective optimization process, there will be more than one solution to be considered. This enables a trade-off of high-quality solutions and provides options to the decision-maker to choose a solution based on qualitative preferences. Particle Swarm Optimization (PSO) algorithms are increasingly being used to solve NP-hard and constrained optimization problems that involve multi-objective mathematical representations by finding accurate and robust solutions. PSOs are currently used in many real-world applications, including (but not limited to) medical diagnosis, image processing, speech recognition, chemical reactor, weather forecasting, system identification, reactive power control, stock exchange market, and economic power generation. In this paper, a new version of Multi-objective PSO and Differential Evolution (MOPSO-DE) is proposed to solve constrained optimization problems (COPs). As presented in this paper, the proposed MOPSO-DE scheme incorporates a new leader(s) updating mechanism that is invoked when the system is under the risk of converging to premature solutions, parallel islands mechanism, adaptive mutation, and then integrated to the DE in order to update the particles’ best position in the search-space. A series of experiments are conducted using 12 well-known benchmark test problems collected from the 2006 IEEE Congress on Evolutionary Computation (CEC2006) to verify the feasibility, performance, and effectiveness of the proposed MOPSO-DE algorithm. The simulation results show the proposed MOPSO-DE is highly competitive and is able to obtain the optimal solutions for the all test problems.


2020 ◽  
Author(s):  
Ahlem Aboud ◽  
Raja Fdhila ◽  
Amir Hussain ◽  
Adel Alimi

Distributed architecture-based Particle Swarm Optimization is very useful for static optimization and not yet explored to solve complex dynamic multi-objective optimization problems. This study proposes a novel Dynamic Pareto bi-level Multi-Objective Particle Swarm Optimization (DPb-MOPSO) algorithm with two optimization levels. In the first level, all solutions are optimized in the same search space and the second level is based on a distributed architecture using the Pareto ranking operator for dynamic multi-swarm subdivision. The proposed approach adopts a dynamic handling strategy using a set of detectors to keep track of change in the objective function that is impacted by the problem’s time-varying parameters at each level. To ensure timely adaptation during the optimization process, a dynamic response strategy is considered for the reevaluation of all non-improved solutions, while the worst particles are replaced with a newly generated one. The convergence and<br>diversity performance of the DPb-MOPSO algorithm are proven through Friedman Analysis of Variance, and the Lyapunov theorem is used to prove stability analysis over the Inverted Generational Distance (IGD) and Hypervolume Difference (HVD) metrics. Compared to other evolutionary algorithms, the novel DPb-MOPSO is shown to be most robust for solving complex problems over a range of changes in both the Pareto Optimal Set and Pareto Optimal Front. <br>


Mekatronika ◽  
2021 ◽  
Vol 3 (1) ◽  
pp. 35-43
Author(s):  
K. M. Ang ◽  
Z. S. Yeap ◽  
C. E. Chow ◽  
W. Cheng ◽  
W. H. Lim

Different variants of particle swarm optimization (PSO) algorithms were introduced in recent years with various improvements to tackle different types of optimization problems more robustly. However, the conventional initialization scheme tends to generate an initial population with relatively inferior solution due to the random guess mechanism. In this paper, a PSO variant known as modified PSO with chaotic initialization scheme is introduced to solve unconstrained global optimization problems more effectively, by generating a more promising initial population. Experimental studies are conducted to assess and compare the optimization performance of the proposed algorithm with four existing well-establised PSO variants using seven test functions. The proposed algorithm is observed to outperform its competitors in solving the selected test problems.


Author(s):  
Mohammad Reza Farmani ◽  
Jafar Roshanian ◽  
Meisam Babaie ◽  
Parviz M Zadeh

This article focuses on the efficient multi-objective particle swarm optimization algorithm to solve multidisciplinary design optimization problems. The objective is to extend the formulation of collaborative optimization which has been widely used to solve single-objective optimization problems. To examine the proposed structure, racecar design problem is taken as an example of application for three objective functions. In addition, a fuzzy decision maker is applied to select the best solution along the pareto front based on the defined criteria. The results are compared to the traditional optimization, and collaborative optimization formulations that do not use multi-objective particle swarm optimization. It is shown that the integration of multi-objective particle swarm optimization into collaborative optimization provides an efficient framework for design and analysis of hierarchical multidisciplinary design optimization problems.


Author(s):  
Javad Ansarifar ◽  
Reza Tavakkoli-Moghaddam ◽  
Faezeh Akhavizadegan ◽  
Saman Hassanzadeh Amin

This article formulates the operating rooms considering several constraints of the real world, such as decision-making styles, multiple stages for surgeries, time windows for resources, and specialty and complexity of surgery. Based on planning, surgeries are assigned to the working days. Then, the scheduling part determines the sequence of surgeries per day. Moreover, an integrated fuzzy possibilistic–stochastic mathematical programming approach is applied to consider some sources of uncertainty, simultaneously. Net revenues of operating rooms are maximized through the first objective function. Minimizing a decision-making style inconsistency among human resources and maximizing utilization of operating rooms are considered as the second and third objectives, respectively. Two popular multi-objective meta-heuristic algorithms including Non-dominated Sorting Genetic Algorithm and Multi-Objective Particle Swarm Optimization are utilized for solving the developed model. Moreover, different comparison metrics are applied to compare the two proposed meta-heuristics. Several test problems based on the data obtained from a public hospital located in Iran are used to display the performance of the model. According to the results, Non-dominated Sorting Genetic Algorithm-II outperforms the Multi-Objective Particle Swarm Optimization algorithm in most of the utilized metrics. Moreover, the results indicate that our proposed model is more effective and efficient to schedule and plan surgeries and assign resources than manual scheduling.


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