Entire Pareto Front Research Articles

Distributed Optimal Economic Environmental Dispatch for Microgrids Over Time-Varying Directed Communication Graph

This paper investigates the combined economic environmental dispatch problem of Microgrids in a distributed manner. In order to optimize the competing agminated operation cost and environmental impact objectives simultaneously, a distributed method which combines the distributed consensus based algorithm with dynamic weights is proposed to assign the energy among generation units, energy storage units, and load units. By this method, each unit only needs to share its local information among neighbours, thus it offers better flexibility, robustness and privacy. Besides, different from existing distributed optimization algorithms, the proposed algorithm can solve the multi-objective problem over time-varying directed communication graph with a fixed step-size. Furthermore, it is proved that the proposed algorithm can converge to the optimal solution if the step-size does not exceed some upper bound. The simulation results show that the proposed method can simultaneously coordinate the two conflicting goals of the economic and environmental aspects of Microgrids, and obtain the entire Pareto front, effectively reducing operating costs and pollutant emissions. The advantage of convergence speed is also shown compared with some distributed algorithms.

The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning

Optimization of conflicting functions is of paramount importance in decision making, and real world applications frequently involve data that is uncertain or unknown, resulting in multi-objective optimization (MOO) problems of stochastic type. We study the stochastic multi-gradient (SMG) method, seen as an extension of the classical stochastic gradient method for single-objective optimization. At each iteration of the SMG method, a stochastic multi-gradient direction is calculated by solving a quadratic subproblem, and it is shown that this direction is biased even when all individual gradient estimators are unbiased. We establish rates to compute a point in the Pareto front, of order similar to what is known for stochastic gradient in both convex and strongly convex cases. The analysis handles the bias in the multi-gradient and the unknown a priori weights of the limiting Pareto point. The SMG method is framed into a Pareto-front type algorithm for calculating an approximation of the entire Pareto front. The Pareto-front SMG algorithm is capable of robustly determining Pareto fronts for a number of synthetic test problems. One can apply it to any stochastic MOO problem arising from supervised machine learning, and we report results for logistic binary classification where multiple objectives correspond to distinct-sources data groups.

Multiobjective Evolution Strategy for Dynamic Multiobjective Optimization

This article presents a novel evolution strategy-based evolutionary algorithm, named DMOES, which can efficiently and effectively solve multiobjective optimization problems in dynamic environments. First, an efficient self-adaptive precision controllable mutation operator is designed for individuals to explore and exploit the decision space. Second, the simulated isotropic magnetic particles niching can guide the individuals to keep uniform distance and extent to approximate the entire Pareto front automatically. Third, the nondominated solutions (NDS) guided immigration can facilitate the population convergence with two different strategies for the NDSs and the dominated solutions, respectively. As a result, our algorithm can track the new approximate Pareto set and approximate Pareto front as quickly as possible when the environment changes. In addition, DMOES can obtain a well-converged and well-diversified Pareto front with much less population size and far lower computational cost. The larger the number of individuals, the sharper the contour of the resulted approximate Pareto front will be. Finally, the proposed algorithm is evaluated by the FDA, dMOP, UDF, and ZJZ test suites. The experimental results have been demonstrated to provide a competitive and oftentimes better performance when compared against some chosen state-of-the-art dynamic multiobjective evolutionary algorithms.

Knee based multimodal multi-objective evolutionary algorithm for decision making

Recently, many advanced multimodal multi-objective evolutionary algorithms (MMOEAs) have been presented to solve multimodal multi-objective optimization problems (MMOPs). However, most of these approaches struggle not only to find the entire Pareto sets and Pareto front, but also ignoring the problem of Multi-Criteria Decision Making (MCDM) to be handled at a later stage. As a matter of fact, it is a very eclectic and challenging burden for decision makers to choose some trade-off optimal solutions from an enormous collection of non-dominated Pareto-optimal individuals. In this paper, we propose a knee based evolutionary algorithm, named MMO-EvoKnee, which incorporates MCDM strategy into solving MMOPs. The proposed algorithm is designed to search for a complete set of global knee solutions instead of an entire Pareto front and Pareto sets. Firstly, the EvoKnee Selection is adopted to find target global knee solutions and boundary individuals. Secondly, the Knee Multimodal Solutions Selection focuses on decision space exploitation to obtain well-converged multiple Pareto-optimal knee solutions. Thirdly, the Maximum Spanning Subset Selection is designed to accurately identify a complete number of knee solutions from overcrowded Pareto regions. Fourthly, the Boundary Multimodal Solutions Selection can find and maintain well-diversified and well-converged boundary solutions. As a result, MMO-EvoKnee can consistently find all knee solutions of interest quickly, and it relieves the burden for decision makers. Finally, the performance of the proposed algorithm is evaluated on thirteen benchmark MMOPs. The experiment results clearly show that the proposed MMO-EvoKnee provides a competitive edge over the chosen state-of-the-art MMOEAs.

Multi-objective Integer Programming Approaches for Solving the Multi-criteria Test-suite Minimization Problem

Test-suite minimization is one key technique for optimizing the software testing process. Due to the need to balance multiple factors, multi-criteria test-suite minimization (MCTSM) becomes a popular research topic in the recent decade. The MCTSM problem is typically modeled as integer linear programming (ILP) problem and solved with weighted-sum single objective approach. However, there is no existing approach that can generate sound (i.e., being Pareto-optimal) and complete (i.e., covering the entire Pareto front) Pareto-optimal solution set, to the knowledge of the authors. In this work, we first prove that the ILP formulation can accurately model the MCTSM problem and then propose the multi-objective integer programming (MOIP) approaches to solve it. We apply our MOIP approaches on three specific MCTSM problems and compare the results with those of the cutting-edge methods, namely, NonlinearFormulation_LinearSolver (NF_LS) and two Multi-Objective Evolutionary Algorithms (MOEAs). The results show that our MOIP approaches can always find sound and complete solutions on five subject programs, using similar or significantly less time than NF_LS and two MOEAs do. The current experimental results are quite promising, and our approaches have the potential to be applied for other similar search-based software engineering problems.

Reinvestigation of evolutionary many-objective optimization: Focus on the Pareto knee front

Approximating the entire Pareto front (PF) in many-objective optimization is challenging but often unnecessary because a decision maker is usually only interested in a small portion of the PF. Assuming no preference, we argue that a more appropriate way to address many-objective optimization problems (MaOPs) is to find Pareto-optimal knee solutions—solutions where small improvements in one objective will lead to severe degradation in at least one other objective. Herein, we propose such a method, which uses a distance-based indicator to first identify knee points (knee-detection phase) and then uses a refined fitness assignment strategy to select solutions near the knee points (knee-selection phase). The proposed method is integrated into two traditional algorithms, resulting in k-NSGA-II and k-MOEA/D. We discuss the effects of the parameter that controls the width of the knee region(s) and then analyze the effects of different methods for identifying knee points in the knee-detection phase. Finally, we examine the performances of k-NSGA-II and k-MOEA/D on a set of knee benchmark problems. The experimental results show that k-NSGA-II is competitive on knee test problems with 2 and 4 objectives, while k-MOEA/D performs better than k-NSGA-II with 6 and 8 objectives.

An Analysis of Quality Indicators Using Approximated Optimal Distributions in a 3-D Objective Space

Although quality indicators play a crucial role in benchmarking evolutionary multi-objective optimization algorithms, their properties are still unclear. One promising approach for understanding quality indicators is the use of the optimal distribution of objective vectors that optimizes each quality indicator. However, it is difficult to obtain the optimal distribution for each quality indicator, especially when its theoretical property is unknown. Thus, optimal distributions for most quality indicators have not been well investigated. To address these issues, first, we propose a problem formulation of finding the optimal distribution for each quality indicator on an arbitrary Pareto front. Then, we approximate the optimal distributions for nine quality indicators using the proposed problem formulation. We analyze the nine quality indicators using their approximated optimal distributions on eight types of Pareto fronts of three-objective problems. Our analysis demonstrates that uniformly-distributed objective vectors over the entire Pareto front are not optimal in many cases. Each quality indicator has its own optimal distribution for each Pareto front. We also examine the consistency among the nine quality indicators.

Evolution Strategy-Based Many-Objective Evolutionary Algorithm Through Vector Equilibrium

In recent years, numerous many-objective evolutionary algorithms (MaOEAs) have been developed to search for well-diversified and well-converged Pareto optimal solutions for high-dimensional many-objective optimization problems (MaOPs). However, existing MaOEAs have to tackle some daunting challenges, including the emergence of dominance resistance solutions, effective diversity preservation scheme, management of a large population size, extremely high computational complexity, sensitivity to the shape of Pareto front (PF), and overly relying on high-quality reference points. In this article, we present an evolution strategy (ES) for solving MaOPs, called MaOES, which can solve these challenges efficiently and effectively. Inspired by the Vector Equilibrium phenomenon in magnetic fields, isotropic magnetic particles would automatically repel from each other, keep the uniform distance from the nearest neighbors, and extend the entire magnetic fields as far as possible, all at the same time. In the proposed algorithm, an efficient self-adaptive Precision-Controllable Mutation operator is designed for individuals to explore and exploit the decision space. In addition, the Maximum Extension Distance strategy, which emulates the isotropic magnetic particle behavior in a magnetic field, is developed to guide individuals to keep uniform distance and extension to approximate the entire PF. As a result, the MaOES can obtain a well-converged and well-diversified PF with much less population size and far lower computational complexity. The larger the number of individuals, the sharper the contour the resulting approximate PF will be. Finally, the proposed algorithm is evaluated by the scalable MaOPs test suites on DTLZ and WFG. The experimental results have been demonstrated to provide a competitive and oftentimes better performance when compared against some chosen state-of-the-art MaOEAs.

A reference point-based evolutionary algorithm for approximating regions of interest in multiobjective problems

Most evolutionary multiobjective optimization algorithms are designed to approximate the entire Pareto front. During the last decade, a series of preference-based evolutionary algorithms have been developed, where a part of the Pareto front is approximated by incorporating the preferences of a Decision Maker. However, only a few such algorithms are able to obtain well-distributed solutions covering the complete “region of interest” that is determined by a reference point. In this paper, a preference-based evolutionary algorithm for approximating the region of interest is proposed. It is based on the state-of-the-art genetic algorithm NSGA-II and the CHIM approach introduced in the NBI method which is used to obtain uniformly distributed solutions in the region of interest. The efficiency of the proposed algorithm has been experimentally evaluated and compared to other state-of-the-art multiobjective preference-based evolutionary algorithms by solving a set of multiobjective optimization benchmark problems. It has been shown that the incorporation of the Decision Maker’s preferences and the CHIM approach into the NSGA-II algorithm allows approximating the whole region of interest accurately while maintaining a good distribution of the obtained solutions.

Network Structural Vulnerability: A Multiobjective Attacker Perspective

In this paper, we provide a novel framework to assess the vulnerability/robustness of a network with respect to pair-wise nodes' connectivity. In particular, we consider attackers that aim, at the same time, at dealing the maximum possible damage to the network in terms of the residual connectivity after the attack and at keeping the cost of the attack (e.g., the number of attacked nodes) at a minimum. Differently from the previous literature, we consider the attacker perspective using a multiobjective formulation and, rather than making hypotheses on the mindset of the attacker in terms of a particular tradeoff between the objectives, we consider the entire Pareto front of nondominated solutions. Based on that, we define novel global and local robustness/vulnerability indicators and we show that such indices can be the base for the implementation of effective protection strategies. Specifically, we propose two different problem formulations and we assess their performances. We conclude this paper by analyzing, as case studies, the IEEE118 power network and the U.S. Airline Network as it was in 1997, comparing the proposed approach against centrality measures.

A many‐objective evolutionary algorithm incorporating decision maker's preference and its application to management of the electricity distribution network

AbstractThis paper proposes a step‐by‐step decision making approach that incorporates preferences of a decision maker into a many‐objective evolutionary algorithm. The algorithm is applied to a challenging many‐objective optimization problem (MaOP) involving integer objective values, tight constraints, heavy computational burden, and limited knowledge about the true Pareto front. The proposed method consists of five steps. (a) The entire Pareto front with high dimensions is roughly approximated by a small set of nondominated solutions. (b) On the basis of the approximated Pareto front, the decision maker specifies a preference. (c) Reference points are distributed through part of the objective space using the preference information. (d) The approximation accuracy of the Pareto front in the region of interest is improved by local search using the reference points. (e) The most preferred solution from a set of the nondominated solutions is chosen. The evolutionary algorithms employed in Steps (a) and (d) have an improved normalization procedure and selection mechanism for the MaOP involving integer objective value(s) and the tight constraints. Steps (b) and (e) use a graphical‐user‐interface‐based interactive tool we developed to efficiently narrow down to the preferred solution(s) among the high‐dimensional, nondominated solutions. This alleviates the cognitive burden on the decision maker and therefore aids the decision maker in handling MaOPs. In the computational experiment, we choose the real‐world application of reconfiguring an electricity distribution network. We demonstrate that the proposed approach can provide satisfying solutions to a decision maker.

Efficient algorithms for solving nonlinear fractional programming problems

In this paper, an efficient algorithm based on the Pascoletti-Serafini scalarization (PS) approach is proposed to obtain almost uniform approximations of the entire Pareto front of bi-objective optimization problems. Five test problems with convex, non-convex, connected, and disconnected Pareto fronts are applied to evaluate the quality of approximations obtained by the proposed algorithm. Results are compared with results of some algorithms including the normal constraint (NC), weighted constraint (WC), Benson type, differential evolution (DE) with binomial crossover, non-dominated sorting genetic algorithm-II (NSGA-II), and S metric selection evolutionary multiobjective algorithm (SMS-EMOA). The results confirm the effectiveness of the presented bi-objective algorithm in terms of the quality of approximations of the Pareto front and CPU time. In addition, two algorithms are presented for approximately solving fractional programming (FP) problems. The first algorithm is based on an objective space cut and bound method for solving convex FP problems and the second algorithm is based on the proposed bi-objective algorithm for solving nonlinear FP problems. In addition, several examples are provided to demonstrate the performance of these suggested fractional algorithms.

Evolutionary Search with Multiple Utopian Reference Points in Decomposition‐Based Multiobjective Optimization

Decomposition‐based multiobjective evolutionary algorithms (MOEA/Ds) have become increasingly popular in recent years. In these MOEA/Ds, evolutionary search is guided by the used weight vectors in decomposition function to approximate the Pareto front (PF). Generally, the decomposition function will be constructed by the weight vectors and the reference point, which play an important role to balance convergence and diversity during the evolutionary search. However, in most existing MOEA/Ds, only one ideal point is used as the reference point for all the evolutionary search, which is harmful to search the entire PF when tackling the problems with difficult‐to‐approximate PF boundaries. To address the above problem, this paper proposes an evolutionary search method with multiple utopian reference points in MOEA/Ds. Similar to the existing MOEA/Ds, each solution is associated with one weight vector, which provides an evolutionary search direction, while the novelty of our approach is to use multiple utopian reference points, which can provide evolutionary search directions for different weight vectors. Corner solutions are used to approximate the nadir point and then multiple utopian reference points for evolutionary search can be constructed based on the ideal point and the nadir point, which are uniformly distributed on the coordinate axis or planes. The use of these utopian points can prevent solutions to gather in the same region of PF and helps to strike a good balance of exploration and exploitation in the search space. The performance of our proposed algorithm is validated on tackling 16 recently proposed test problems with difficult‐to‐approximate PF boundaries and empirically compared to eight state‐of‐the‐art multiobjective evolutionary algorithms. The experimental results demonstrate the superiority of the proposed algorithm on solving most of the test problems adopted.

Reference Point Specification in Inverted Generational Distance for Triangular Linear Pareto Front

The hypervolume and the inverted generational distance (IGD) have been frequently used for the comparison of evolutionary multiobjective optimization algorithms. For the hypervolume, the relation between the location of a reference point and the optimal distribution of solutions has been studied in the literature. However, such a relation has not been studied for the IGD whereas IGD-based comparison results depend on the specification of reference points. Our intention is to clearly demonstrate the dependency of IGD-based comparison results on reference point specification. First, we explain difficulties of fair comparison in the following two cases: one is the use of all nondominated solutions among obtained solutions by compared algorithms as reference points, and the other is the use of a small number of uniformly sampled reference points. Discussions on these two cases show the necessity of a large number of uniformly sampled reference points on the entire Pareto front. Then, we show a bias of the IGD with such a reference point set through computational experiments. It is shown that the IGD tends to favor a solution set with much smaller diversity than a fully expanded solution set over the entire Pareto front. Finally, we propose a new specification method where reference points are uniformly sampled not only from the Pareto front but also from outside the Pareto front.

User-preference based decomposition in MOEA/D without using an ideal point

Abstract This paper proposes a novel decomposition method based on user-preference and developed a variation of the decomposition based multi-objective optimization algorithm (MOEA/D) targeting only solutions in a small region of the Pareto-front defined by the preference information supplied by the decision maker (DM). This is particularly advantageous for solving multi-objective optimization problems (MOPs) with more than 3 objectives, i.e., many-objective optimization problems (MaOPs). As the number of objectives increases, the ability of an EMO algorithm to approximate the entire Pareto front ( PF ) is rapidly diminishing. In this paper, we first propose a novel scalarizing function making use of a series of new reference points derived from a reference point specified by the DM in the preference model. Based on this scalarizing function, we then develop a user-preference-based EMO algorithm, namely R-MOEA/D. One key merit of R-MOEA/D is that it does not rely on an estimation of the ideal point, which may impact significantly the performances of state-of-the-art decomposition based EMO algorithms. Our experimental results on multi-objective and many-objective benchmark problems have shown that R-MOEA/D provides a more direct and efficient search towards the preferred PF region, resulting in competitive performances. In an interactive setting when the DM changes the reference point during optimization, R-MOEA/D has a faster response speed and performance than the compared algorithms, showing its robustness and adaptability to changes of the preference model. Furthermore, the effectiveness of R-MOEA/D is verified on a real-world problem of reservoir flood control operations.

Adaptive Multiswarm Comprehensive Learning Particle Swarm Optimization

Multiswarm comprehensive learning particle swarm optimization (MSCLPSO) is a multiobjective metaheuristic recently proposed by the authors. MSCLPSO uses multiple swarms of particles and externally stores elitists that are nondominated solutions found so far. MSCLPSO can approximate the true Pareto front in one single run; however, it requires a large number of generations to converge, because each swarm only optimizes the associated objective and does not learn from any search experience outside the swarm. In this paper, we propose an adaptive particle velocity update strategy for MSCLPSO to improve the search efficiency. Based on whether the elitists are indifferent or complex on each dimension, each particle adaptively determines whether to just learn from some particle in the same swarm, or additionally from the difference of some pair of elitists for the velocity update on that dimension, trying to achieve a tradeoff between optimizing the associated objective and exploring diverse regions of the Pareto set. Experimental results on various two-objective and three-objective benchmark optimization problems with different dimensional complexity characteristics demonstrate that the adaptive particle velocity update strategy improves the search performance of MSCLPSO significantly and is able to help MSCLPSO locate the true Pareto front more quickly and obtain better distributed nondominated solutions over the entire Pareto front.

Optimal design of triaxial weave fabric composites under tension

Triaxial weave fabrics are increasingly used in ultralight structures, such as the wings of unmanned aerial vehicles (UAVs) and deployable antenna on spacecraft. The tensile strength to stiffness ratio for these applications is important, requiring an optimal weave pattern; in this paper Genetic Algorithms are used to improve these designs. The mechanical response is obtained using the minimum total complementary potential energy principle where the yarns are approximated as curved beams in a micromechanical unit cell. Leading Genetic Algorithms are benchmarked to determine which perform best. The results form a disconnected Pareto front where the left hand part can be used for flexible structures but is difficult to find. An overall improvement in strength to stiffness ratio of 1191% is made with 643 designs found better than a current example. The selection of the Genetic Algorithm is shown to be crucial with only MLSGA-NSGAII regularly finding the entire Pareto front.

Expedited EM‐driven generation of Pareto‐optimal trade‐off curves for variable‐turn on‐chip inductors

This work presents a novel approach to computationally efficient Pareto front identification for variable-turn on-chip inductors. The final outcome is a set of solutions that correspond to the best trade-offs between conflicting design objectives. Here, we consider minimising inductor area and, simultaneously, maximising its quality factor, while maintaining a specified inductance value at a given operating frequency. As opposed to the typically used population-based metaheuristics requiring massive computational resources to generate the entire Pareto front in a single algorithm run, the proposed method reduces the number of necessary structure evaluations by exploiting a point-by-point strategy for determining the consecutive trade-off designs. The original design problem is a mixed-integer task involving integer and non-integer variables (here, the number of inductor windings and its geometry parameters). For the sake of computational efficiency, we develop a separate kriging interpolation model for each considered case of winding turns, and use it, instead of expensive electromagnetic simulations, to obtain the initial Pareto fronts. The non-dominated part of the concatenated initial Pareto sets is subsequently elevated (accuracy-wise) to the level of an electromagnetic analysis by means of a response correction technique. Our considerations are illustrated using a 3.5-nH variable-turn on-chip inductor realised in 65-nm CMOS technology.

An exact algorithm for the bi-objective timing problem

The timing problem in the bi-objective just-in-time single-machine job-shop scheduling problem (JiT-JSP) is the task to schedule N jobs whose order is fixed, with each job incurring a linear earliness penalty for finishing ahead of its due date and a linear tardiness penalty for finishing after its due date. The goal is to minimize the earliness and tardiness simultaneously. We propose an exact greedy algorithm that finds the entire Pareto front in $$O(N^2)$$ time. This algorithm is asymptotically optimal.

An implicit filtering algorithm for derivative-free multiobjective optimization with box constraints

This paper is concerned with the definition of new derivative-free methods for box constrained multiobjective optimization. The method that we propose is a non-trivial extension of the well-known implicit filtering algorithm to the multiobjective case. Global convergence results are stated under smooth assumptions on the objective functions. We also show how the proposed method can be used as a tool to enhance the performance of the Direct MultiSearch (DMS) algorithm. Numerical results on a set of test problems show the efficiency of the implicit filtering algorithm when used to find a single Pareto solution of the problem. Furthermore, we also show through numerical experience that the proposed algorithm improves the performance of DMS alone when used to reconstruct the entire Pareto front.