Algorithm For Multi-objective Optimization Problems Research Articles

Utilitarian Mechanism Design for Multiobjective Optimization

In a classic optimization problem, the complete input data is assumed to be known to the algorithm. This assumption may not be true anymore in optimization problems motivated by the Internet where part of the input data is private knowledge of independent selfish agents. The goal of algorithmic mechanism design is to provide (in polynomial time) a solution to the optimization problem and a set of incentives for the agents such that disclosing the input data is a dominant strategy for the agents. In the case of NP-hard problems, the solution computed should also be a good approximation of the optimum. In this paper we focus on mechanism design for multiobjective optimization problems. In this setting we are given a main objective function and a set of secondary objectives which are modeled via budget constraints. Multiobjective optimization is a natural setting for mechanism design as many economical choices ask for a compromise between different, partially conflicting goals. The main contribution of this paper is showing that two of the main tools for the design of approximation algorithms for multiobjective optimization problems, namely, approximate Pareto sets and Lagrangian relaxation, can lead to truthful approximation schemes. By exploiting the method of approximate Pareto sets, we devise truthful deterministic and randomized multicriteria fully polynomial-time approximation schemes (FPTASs) for multiobjective optimization problems whose exact version admits a pseudopolynomial-time algorithm, as, for instance, the multibudgeted versions of minimum spanning tree, shortest path, maximum (perfect) matching, and matroid intersection. Our construction also applies to multidimensional knapsack and multiunit combinatorial auctions. Our FPTASs compute a $(1+\varepsilon)$-approximate solution violating each budget constraint by a factor $(1+\varepsilon)$. When feasible solutions induce an independence system, i.e., when subsets of feasible solutions are feasible as well, we present a PTAS (not violating any constraint), which combines the approach above with a novel monotone way to guess the heaviest elements in the optimum solution. Finally, we present a universally truthful Las Vegas PTAS for minimum spanning tree with a single budget constraint, where one wants to compute a minimum cost spanning tree whose length is at most a given value $L$. This result is based on the Lagrangian relaxation method, in combination with our monotone guessing step and with a random perturbation step (ensuring low expected running time). This result can be derandomized in the case of integral lengths. All the mentioned results match the best known approximation ratios, which are, however, obtained by nontruthful algorithms.

Evolutionary Algorithms With Segment-Based Search for Multiobjective Optimization Problems

This paper proposes a variation operator, called segment-based search (SBS), to improve the performance of evolutionary algorithms on continuous multiobjective optimization problems. SBS divides the search space into many small segments according to the evolutionary information feedback from the set of current optimal solutions. Two operations, micro-jumping and macro-jumping, are implemented upon these segments in order to guide an efficient information exchange among "good" individuals. Moreover, the running of SBS is adaptive according to the current evolutionary status. SBS is activated only when the population evolves slowly, depending on general genetic operators (e.g., mutation and crossover). A comprehensive set of 36 test problems is employed for experimental verification. The influence of two algorithm settings (i.e., the dimensionality and boundary relaxation strategy) and two probability parameters in SBS (i.e., the SBS rate and micro-jumping proportion) are investigated in detail. Moreover, an empirical comparative study with three representative variation operators is carried out. Experimental results show that the incorporation of SBS into the optimization process can improve the performance of evolutionary algorithms for multiobjective optimization problems.

An Optimization Algorithm for Multi-objective Optimization Problem by Using Envelope-dual Method

In this paper, Envelope Dual Method (EDM) is utilized to solve the optimization problem with multi-objective, multi- constraints and multi-variable for the large complex engineering system optimization design. The problem is first converted into a single objective optimization based on the min-max algorithm, then into the quasi-unconstrained optimization problem with only one dual variable and its non-negative constraints based on the envelope dual theory. The conversion process is given and the quasi-analytical expression is obtained for the optimal solution.The proposed algorithm is applied to some illustrative examples to demonstrate its high computational efficiency.

Multi-objective optimization using teaching-learning-based optimization algorithm

Two major goals in multi-objective optimization are to obtain a set of nondominated solutions as closely as possible to the true Pareto front (PF) and maintain a well-distributed solution set along the Pareto front. In this paper, we propose a teaching-learning-based optimization (TLBO) algorithm for multi-objective optimization problems (MOPs). In our algorithm, we adopt the nondominated sorting concept and the mechanism of crowding distance computation. The teacher of the learners is selected from among current nondominated solutions with the highest crowding distance values and the centroid of the nondominated solutions from current archive is selected as the Mean of the learners. The performance of proposed algorithm is investigated on a set of some benchmark problems and real life application problems and the results show that the proposed algorithm is a challenging method for multi-objective algorithms.

A local multiobjective optimization algorithm using neighborhood field

A new local search algorithm for multiobjective optimization problems is proposed to find the global optima accurately and diversely. This paper models the cooperatively local search as a potential field, which is called neighborhood field model (NFM). Using NFM, a new Multiobjective Neighborhood Field Optimization (MONFO) algorithm is proposed. In MONFO, the neighborhood field can drive each individual moving towards the superior neighbor and away from the inferior neighbor. MONFO is compared with other popular multiobjective algorithms under twelve test functions. Intensive simulations show that MONFO is able to deliver promising results in the respects of accuracy and diversity, especially for multimodal problems.

Satisficing solutions of multi-objective fuzzy optimization problems using genetic algorithm

In the present paper, a genetic algorithm for multi-objective optimization problems with max-product fuzzy relation equations as constraints is presented. Since the non-empty feasible domain of such problems is, in general, a non-convex set; the traditional optimization methods cannot be applied. Here, we are presenting a genetic algorithm (GA) to find “Pareto optimal solutions” for solving such problems observing the role of non-convexity of the feasible domain of decision problem. Solutions are kept within feasible region during the mutation as well as crossover operations. Test problems are developed to evaluate the performance of the proposed algorithm and to determine satisficing decisions. In case of two objectives, weighting method is also applied to find the locus of optimal solutions.

Optimization of Time-Course Experiments for Kinetic Model Discrimination

Systems biology relies heavily on the construction of quantitative models of biochemical networks. These models must have predictive power to help unveiling the underlying molecular mechanisms of cellular physiology, but it is also paramount that they are consistent with the data resulting from key experiments. Often, it is possible to find several models that describe the data equally well, but provide significantly different quantitative predictions regarding particular variables of the network. In those cases, one is faced with a problem of model discrimination, the procedure of rejecting inappropriate models from a set of candidates in order to elect one as the best model to use for prediction.In this work, a method is proposed to optimize the design of enzyme kinetic assays with the goal of selecting a model among a set of candidates. We focus on models with systems of ordinary differential equations as the underlying mathematical description. The method provides a design where an extension of the Kullback-Leibler distance, computed over the time courses predicted by the models, is maximized. Given the asymmetric nature this measure, a generalized differential evolution algorithm for multi-objective optimization problems was used.The kinetics of yeast glyoxalase I (EC 4.4.1.5) was chosen as a difficult test case to evaluate the method. Although a single-substrate kinetic model is usually considered, a two-substrate mechanism has also been proposed for this enzyme. We designed an experiment capable of discriminating between the two models by optimizing the initial substrate concentrations of glyoxalase I, in the presence of the subsequent pathway enzyme, glyoxalase II (EC 3.1.2.6). This discriminatory experiment was conducted in the laboratory and the results indicate a two-substrate mechanism for the kinetics of yeast glyoxalase I.

GPU implementation of a multiobjective search algorithm

In this paper we observe the possibility to accelerate a search algorithm for multiobjective optimization problems with help of a graphics processing unit. Besides an implementation we present test results for it and the conclusions that can be drawn from these results.

Neighborhood Knowledge-Based Evolutionary Algorithm for Multiobjective Optimization Problems

Although there are a variety of approaches to solve multiobjective optimization problems, few of them makes systematic use of the neighborhood relationship between the candidate solutions observed during the search process to improve the final results. In this paper, a new evolutionary algorithm, referred to as the neighborhood knowledge-based evolutionary algorithm (NKEA), is proposed to solve the multiobjective optimization problem. NKEA not only takes into account the advantages of NSGA-II, and JGGA, such as the fast nondominated sorting algorithm and horizontal transmission of information in a candidate solution, but also exploits systematically the neighborhood knowledge acquired during the search process. Specifically, NKEA consists of three major stages: the direction learning stage, the mutual adaptation stage, and the self adaptation stage. NKEA not only uses the fast nondominated sorting algorithm to find the Pareto optimal solutions, but also adopts the elitist strategy to maintain the best individuals for the next generation based on this strategy. Two adaptive control functions in the mutual adaptation stage and the self adaptation stage are designed to adjust the respective contributions of coarse local search and fine local search, which allows NKEA to perform a more thorough local search. Finally, we introduce a new notion, known as the measure space, which integrates multiple measures, such as the convergence metric and the diversity metric, to evaluate the performance of the algorithm. The results of our experiments show that NKEA not only achieves good performance in a large number of multiobjective optimization problems, but also outperforms most of the state-of-the-art approaches in these problems.

An Improved Differential Evolution Algorithm for Multi-objective Optimization Problems

In this paper, an improved multi-objective differential evolution algorithm(IDEA) is proposed for multi-objective optimization problems. In IDEA, the select operator combines the advantages of DE with the mechanisms of Pareto-based ranking and distance density, besides, a randomly migration strategy is proposed. IDEA is implemented on four classical multi-objective problems, the simulation results indicate that the proposed IDEA efficiently achieves two goals of multi-objective optimization problems: find the solutions converse to the true Pareto-front and uniform spread along the front.

Generalized proximal point algorithms for multiobjective optimization problems

In this article, we develop a generalized proximal point algorithm for finding a weak Pareto optimal solution of minimizing an extended vector-valued map with respect to the positive orthant in finite-dimensional spaces by the virtue of a Bregman distance function.

Multiple Swarms Multi-Objective Particle Swarm Optimization Based on Decomposition

Particle swarm optimization is a very competitive swarm intelligence algorithm for multi-objective optimization problems, but because of it is easy to fall into local optimum solution, and the convergence and accuracy of Pareto solution set is not satisfactory. So we proposed a multi-swarm multi-objective particle swarm optimization based on decomposition (MOPSO_MS), in the algorithm each sub-swarm corresponding to a sub-problem which decomposed by multi-objective decomposition method, and we constructed a new updates strategy for the velocity. Finally, through simulation experiments and compare with the state-of-the-art multi-objective particle swarm algorithm on ZDT test function proved the convergence and the accuracy of the algorithm.

Illustration of fairness in evolutionary multi-objective optimization

It is widely assumed that evolutionary algorithms for multi-objective optimization problems should use certain mechanisms to achieve a good spread over the Pareto front. In this paper, we examine such mechanisms from a theoretical point of view and analyze simple algorithms incorporating the concept of fairness. This mechanism tries to balance the number of offspring of all individuals in the current population. We rigorously analyze the runtime behavior of different fairness mechanisms and present illustrative examples to point out situations, where the right mechanism can speed up the optimization process significantly. We also indicate drawbacks for the use of fairness by presenting instances, where the optimization process is slowed down drastically.

An interactive method using genetic algorithm for multi-objective optimization problems modeled in fuzzy environment

In this paper, an interactive approach based method is proposed for solving multi-objective optimization problems. The proposed method can be used to obtain those Pareto-optimal solutions of the mathematical models of linear as well as nonlinear multi-objective optimization problems modeled in fuzzy or crisp environment which reasonably meet users aspirations. In the proposed method the objectives are treated as fuzzy goals and the satisfaction of constraints is considered at different α-level sets of the fuzzy parameter used. Product operator is used to aggregate the membership functions of the objectives. To initiate the algorithm, the decision maker has to specify his(er) preferences for the desired values of the objectives in the form of reference levels in the membership space. In each iterative phase, a single objective nonlinear (usually nonconvex) optimization problem has to be solved. It is solved using real coded genetic algorithm, MI-LXPM. Based on its outcomes, the decision maker has the option to modify, if felt necessary, some or all of the reference levels in the membership function space before initiating the next iterative phase. The algorithm is stopped where user’s aspirations are reasonably met.

A parallel particle swarm optimization algorithm for multi-objective optimization problems

In this article, a new proposal of using particle swarm optimization algorithms to solve multi-objective optimization problems is presented. The algorithm is constructed based on the concept of Pareto dominance, as well as a state-of-the-art ‘parallel’ computing technique that intends to improve algorithmic effectiveness and efficiency simultaneously. The proposed parallel particle swarm multi-objective evolutionary algorithm (PPS-MOEA) is tested through a variety of standard test functions taken from the literature; its performance is compared with six noted multi-objective algorithms. The computational experience gained from the first two experiments indicates that the algorithm proposed in this article is extremely competitive when compared with other MOEAs, being able to accurately, reliably and robustly approximate the true Pareto front in almost every tested case. To justify the motivation behind the research of the parallel swarm structure, the computational results of the third experiment confirm the PPS-MOEA's merit in solving really high-dimensional multi-objective optimization problems.

Convergence analysis of Tikhonov-type regularization algorithms for multiobjective optimization problems

In this paper, we introduce a vector-valued Tikhonov-type regularization algorithm for an extended-valued multiobjective optimization problem. Under some mild conditions, we prove that any sequence generated by this algorithm converges to a weak Pareto optimal solution of the multiobjective optimization problem. Our results improve and generalize some known results.

Adaptive differential evolution algorithm for multiobjective optimization problems

In this paper, a new adaptive differential evolution algorithm (ADEA) is proposed for multiobjective optimization problems. In ADEA, the variable parameter F based on the number of the current Pareto-front and the diversity of the current solutions is given for adjusting search size in every generation to find Pareto solutions in mutation operator, and the select operator combines the advantages of DE with the mechanisms of Pareto-based ranking and crowding distance sorting. ADEA is implemented on five classical multiobjective problems, the results illustrate that ADEA efficiently achieves two goals of multiobjective optimization problems: find the solutions converge to the true Pareto-front and uniform spread along the front.

An evolutionary strategy for decremental multiobjective optimization problems

In this article, an evolutionary algorithm for multiobjective optimization problems in a dynamic environment is studied. In particular, we focus on decremental multiobjective optimization problems, where some objectives may be deleted during evolution—for such a process we call it objective decrement. It is shown that the Pareto-optimal set after objective decrement is actually a subset of the Pareto-optimal set before objective decrement. Based on this observation, the inheritance strategy is suggested. When objective decrement takes place, this strategy selects good chromosomes according to the decremented objective set from the solutions found before objective decrement, and then continues to optimize them via evolution for the decremented objective set. The experimental results showed that this strategy can help MOGAs achieve better performance than MOGAs without using the strategy, where the evolution is restarted when objective decrement occurs. More solutions with better quality are found during the same time span. © 2007 Wiley Periodicals, Inc. Int J Int Syst 22: 847–866, 2007.

IT-CEMOP: An iterative co-evolutionary algorithm for multiobjective optimization problem with nonlinear constraints

Over the past few years, researchers have developed a number of multiobjective evolutionary algorithms (MOEAs). Although most studies concentrate on solving unconstrained optimization problems, there exit a few studies where MOEAs have been extended to solve constrained optimization problems. Most of them were based on penalty functions for handling nonlinear constraints by genetic algorithms. However the performance of these methods is highly problem-dependent, many methods require additional tuning of several parameters. In this paper, we present a new optimization algorithm, which is based on concept of co-evolution and repair algorithm for handling nonlinear constraints. The algorithm maintains a finite-sized archive of nondominated solutions which gets iteratively updated in the presence of new solutions based on the concept of ε-dominance. The use of ε-dominance also makes the algorithms practical by allowing a decision maker to control the resolution of the Pareto set approximation by choosing an appropriate ε value, which guarantees convergence and diversity. The results, provided by the proposed algorithm for six benchmark problems, are promising when compared with exiting well-known algorithms. Also, our results suggest that our algorithm is better applicable for solving real-world application problems.

Asymptotic convergence of a simulated annealing algorithm for multiobjective optimization problems

In this paper we consider a simulated annealing algorithm for multiobjective optimization problems. With a suitable choice of the acceptance probabilities, the algorithm is shown to converge asymptotically, that is, the Markov chain that describes the algorithm converges with probability one to the Pareto optimal set.