Large-scale Multi-objective Optimization Problems Research Articles

Integrating Conjugate Gradients Into Evolutionary Algorithms for Large-Scale Continuous Multi-Objective Optimization

Large-scale multi-objective optimization problems (LSMOPs) pose challenges to existing optimizers since a set of well-converged and diverse solutions should be found in huge search spaces. While evolutionary algorithms are good at solving small-scale multi-objective optimization problems, they are criticized for low efficiency in converging to the optimums of LSMOPs. By contrast, mathematical programming methods offer fast convergence speed on large-scale single-objective optimization problems, but they have difficulties in finding diverse solutions for LSMOPs. Currently, how to integrate evolutionary algorithms with mathematical programming methods to solve LSMOPs remains unexplored. In this paper, a hybrid algorithm is tailored for LSMOPs by coupling differential evolution and a conjugate gradient method. On the one hand, conjugate gradients and differential evolution are used to update different decision variables of a set of solutions, where the former drives the solutions to quickly converge towards the Pareto front and the latter promotes the diversity of the solutions to cover the whole Pareto front. On the other hand, objective decomposition strategy of evolutionary multi-objective optimization is used to differentiate the conjugate gradients of solutions, and the line search strategy of mathematical programming is used to ensure the higher quality of each offspring than its parent. In comparison with state-of-the-art evolutionary algorithms, mathematical programming methods, and hybrid algorithms, the proposed algorithm exhibits better convergence and diversity performance on a variety of benchmark and real-world LSMOPs.

Multi-objective optimal control of bioconversion process considering system sensitivity and control variation

This paper aims to determine a time-varying dilution rate of the feed medium which maximizes mean productivity while minimizing both system sensitivity and control cost in glycerol continuous culture. A multi-objective optimal control problem subjected to a nonlinear control system and its auxiliary system is proposed and transformed into a finite-dimensional large-scale multi-objective optimization problem via discretization and time-scaling transformation. A multi-objective competitive swarm optimization algorithm is constructed to solve this transformed problem based on pairwise competition, mutation operation and environment selection. The Pareto front obtained shows the distribution of the optimal target value which indicates the rationality and feasibility of the control system under the approximate optimal strategy. Numerical simulations verify the robustness of the optimal control system and the effectiveness of our numerical solution method. The value of IGD shows the good accuracy and distribution of the proposed multi-objective optimization algorithm.

Recursive grouping and dynamic resource allocation method for large-scale multi-objective optimization problem

For large-scale multi-objective optimization problems (LSMOPs), the core problem is to overcome the curse of dimensionality. Cooperate coevolution has been proven to overcome this difficulty to a certain extent, which decomposes the decision variables into a number of groups and optimizes them in a cooperative coevolutionary manner, so a good decomposition method is particularly important. However, existing decomposition methods are usually computationally expensive. In this paper, a method for detecting the interaction of decision variables in LSMOPs is proposed. It first transforms a multi-objective optimization problem into a single-objective problem. Then, recursive grouping is applied, which can detect the relationship between a decision variable and the other ones recursively and put all interacting decision variables into the same group to get better grouping results with fewer function evaluations. Once groups are determined, by analyzing the contribution of each group to the problem, the group with higher contribution will be allocated more function evaluations to perform optimization. Experimental results show that the proposed framework has competitive performance compared with four state-of-the-art algorithms.

A self‐organizing weighted optimization based framework for large‐scale multi‐objective optimization

The solving of large-scale multi-objective optimization problem (LSMOP) has become a hot research topic in evolutionary computation. To better solve this problem, this paper proposes a self-organizing weighted optimization based framework, denoted S-WOF, for addressing LSMOPs. Compared to the original framework, there are two main improvements in our work. Firstly, S-WOF simplifies the evolutionary stage into one stage, in which the evaluating numbers of weighted based optimization and normal optimization approaches are adaptively adjusted based on the current evolutionary state. Specifically, regarding the evaluating number for weighted based optimization (i.e., t1), it is larger when the population is in the exploitation state, which aims to accelerate the convergence speed, while t1 is diminishing when the population is switching to the exploration state, in which more attentions are put on the diversity maintenance. On the other hand, regarding the evaluating number for original optimization (i.e., t2), which shows an opposite trend to t1, it is small during the exploitation stage but gradually increases later. In this way, a dynamic trade-off between convergence and diversity is achieved in S-WOF. Secondly, to further improve the search ability in the large-scale decision space, an efficient competitive swarm optimizer (CSO) is implemented in S-WOF, which shows efficiency for solving LSMOPs. Finally, the experimental results have validated the superiority of S-WOF over several state-of-the-art large-scale evolutionary algorithms.

A centerline symmetry and double-line transformation based algorithm for large-scale multi-objective optimization

The search space of large-scale multi-objective optimization problems (LSMOPs) is huge because of the hundreds or even thousands of decision variables involved. It is very challenging to design efficient algorithms for LSMOPs to search the whole space effectively and balance the convergence and diversity at the same time. In this paper, to tackle this challenge, we develop a new algorithm based on a weighted optimization framework with two effective strategies. The weighted optimization framework transforms an LSMOP into multiple small-scale multi-objective optimization problems based on a problem transformation mechanism to reduce the dimensionality of the search space effectively. To further improve its effectiveness, we firstly propose a centerline symmetry strategy to select reference solutions to transform the LSMOPs. It takes not only some non-dominated solutions but also their centerline symmetric points as the reference solutions, which can enhance the population diversity to avoid the algorithm falling into local minima. Then, a new double-line transformation function is designed to expand the search range of the transformed problem to further improve the convergence and diversity. With the two strategies, more widely distributed potential search areas are provided and the optimal solutions can be found easier. To demonstrate the effectiveness of our proposed algorithm, numerical experiments on widely used benchmarks are executed and the statistical results show that our proposed algorithm is more competitive and performs better than the other state-of-the-art algorithms for solving LSMOPs.

A competitive swarm optimizer with probabilistic criteria for many-objective optimization problems

Although multiobjective particle swarm optimizers (MOPSOs) have performed well on multiobjective optimization problems (MOPs) in recent years, there are still several noticeable challenges. For example, the traditional particle swarm optimizers are incapable of correctly discriminating between the personal and global best particles in MOPs, possibly leading to the MOPSOs lacking sufficient selection pressure toward the true Pareto front (PF). In addition, some particles will be far from the PF after updating, this may lead to invalid search and weaken the convergence efficiency. To address the abovementioned issues, we propose a competitive swarm optimizer with probabilistic criteria for many-objective optimization problems (MaOPs). First, we exploit a probability estimation method to select the leaders via the probability space, which ensures the search direction to be correct. Second, we design a novel competition mechanism that uses winner pool instead of the global and personal best particles to guide the entire population toward the true PF. Third, we construct an environment selection scheme with the mixed probability criterion to maintain population diversity. Finally, we present a swarm update strategy to ensure that the next generation particles are valid and the invalid search is avoided. We employ various benchmark problems with 3–15 objectives to conduct a comprehensive comparison between the presented method and several state-of-the-art approaches. The comparison results demonstrate that the proposed method performs well in terms of searching efficiency and population diversity, and especially shows promising potential for large-scale multiobjective optimization problems.

Solving large-scale multiobjective optimization via the probabilistic prediction model

The characteristic of large-scale multiobjective optimization problems (LSMOPs) is optimizing multiple conflicting objectives while considering thousands of decision variables at the same time. An efficient optimization algorithm for LSMOPs should have the ability to search a large decision space and find the global optimum in the objective space. Maintaining the diversity of the population is one of the effective ways to locate the Pareto optimal set in a large search space. In this paper, we propose a large-scale multiobjective optimization algorithm based on the probabilistic prediction model, called LMOPPM, to establish a generating-filtering strategy and tackle the LSMOP. The proposed method improves the diversity of the population through importance sampling and enhances the convergence of the population via a trend prediction model. Furthermore, due to the adoption of the individual-based evolutionary mechanism, the computational costs of the proposed method are less relevant to the number of decision variables, thus avoiding high time complexity. We compared the proposed algorithm with several state-of-the-art algorithms on benchmark functions. The experimental results and complexity analysis demonstrate that the proposed algorithm provides significant improvements in terms of performance and computational efficiency in large-scale multiobjective optimization.

Optimization of Water-Alternating-CO2 Injection Field Operations Using a Machine-Learning-Assisted Workflow

Summary This paper will present a robust workflow to address multiobjective optimization (MOO) of carbon dioxide (CO2)-enhanced oil recovery (EOR)-sequestration projects with a large number of operational control parameters. Farnsworth unit (FWU) field, a mature oil reservoir undergoing CO2 alternating water injection (CO2-WAG) EOR, will be used as a field case to validate the proposed optimization protocol. The expected outcome of this work would be a repository of Pareto-optimal solutions of multiple objective functions, including oil recovery, carbon storage volume, and project economics. FWU’s numerical model is used to demonstrate the proposed optimization workflow. Because using MOO requires computationally intensive procedures, machine-learning-based proxies are introduced to substitute for the high-fidelity model, thus reducing the total computation overhead. The vector machine regression combined with the Gaussian kernel (Gaussian-SVR) is used to construct proxies. An iterative self-adjusting process prepares the training knowledge base to develop robust proxies and minimizes computational time. The proxies’ hyperparameters will be optimally designed using Bayesian optimization to achieve better generalization performance. Trained proxies will be coupled with multiobjective particle swarm Optimization (MOPSO) protocol to construct the Pareto-front solution repository. The outcomes of this workflow will be a repository containing Pareto-optimal solutions of multiple objectives considered in the CO2-WAG project. The proposed optimization workflow will be compared with another established methodology using a multilayer neural network (MLNN) to validate its feasibility in handling MOO with a large number of parameters to control. Optimization parameters used include operational variables that might be used to control the CO2-WAG process, such as the duration of the water/gas injection period, producer bottomhole pressure (BHP) control, and water injection rate of each well included in the numerical model. It is proved that the workflow coupling Gaussian-SVR proxies and the iterative self-adjusting protocol is more computationally efficient. The MOO process is made more rapid by squeezing the size of the required training knowledge base while maintaining the high accuracy of the optimized results. The outcomes of the optimization study show promising results in successfully establishing the solution repository considering multiple objective functions. Results are also verified by validating the Pareto fronts with simulation results using obtained optimized control parameters. The outcome from this work could provide field operators an opportunity to design a CO2-WAG project using as many inputs as possible from the reservoir models. The proposed work introduces a novel concept that couples Gaussian-SVR proxies with a self-adjusting protocol to increase the computational efficiency of the proposed workflow and to guarantee the high accuracy of the obtained optimized results. More importantly, the workflow can optimize a large number of control parameters used in a complex CO2-WAG process, which greatly extends its utility in solving large-scale MOO problems in various projects with similar desired outcomes.

A Robust Translational Motion Compensation Method Based on Weighted Optimization Framework—Second-Order Drift Particle Swarm Optimization

Accurate translational motion compensation is critical for ISAR imaging, especially for datasets with low signal-to-noise ratio (SNR) or sparse aperture. Among the existing translational motion compensation methods, the methods that based on the polynomial model have profound noise robustness but are easily affected by the variation of the reference distance. The methods that based on the range profile alignment have good versatility but are far from ideal under low SNR and sparse aperture environment. Therefore, we propose a novel and robust translational motion compensation method to overcome the shortcoming of the existing methods. Specifically, we estimate the translational phase error sequence by maximizing Laplacian average gray level and peak value. It can improve the robustness of translational motion compensation for noise and sparse aperture. Since such principle creates a large-scale multi-objective optimization problem, we design weighted optimization framework - second-order drift particle swarm optimization (WOF - SDPSO) to solve it accurately. WOF-SDPSO achieves full exploration of high-dimensional variable space by variable dimension reducing, random drift update, and second-order oscillation convergence. These ensure the global optimal solution easier to be found. Experimental results of the measured dataset prove that the proposed method is effective and accurate under the conditions of low SNR and sparse aperture. Moreover, the proposed method is noise robust for polynomial translational motion model with sparse aperture.

Adaptive Weighted Optimization Framework for Multiobjective Long-Term Planning of Concentrate Ingredients in Copper Industry

The multi-objective long-term concentrate ingredients planning (MLCIP) plays an important role in modern smelting production measurement systems. MLCIP is a constrained multi-objective optimization problem which comprises a series of continuous ingredient stages and with numerous decision variables under dynamic environments. The existing on-site ingredient planning methods primarily focus on satisfying short-term production constraints, while neglecting the resulting global impact on long-term objectives. Consequently, the overall duration of ingredient lists and the interest arising from concentrate hoarding cannot be estimated manually. Thus, we formulated MLCIP into a multistage constrained large-scale multiobjective optimization problem, where the multiple objectives and constraints are formulated by the safety production rules from the smelting system. Furthermore, an adaptive weighted optimization framework (AWOF) is constructed to reduce the dimensions of searching space in grouping strategy while adaptively determining the termination of weight optimization process. Specifically, a two-stage stochastic coding simulation method is proposed for the handling of dynamic constraints of the MLICP. Extensive experiments on various benchmark problems and the MLCIP of actual inventory concentration data acquired from a copper industry were comprehensively used to validate the effectiveness of the designed AWOF.

Improved SparseEA for sparse large-scale multi-objective optimization problems

Sparse large-scale multi-objective optimization problems (LSMOPs) widely exist in real-world applications, which have the properties of involving a large number of decision variables and sparse Pareto optimal solutions, i.e., most decision variables of these solutions are zero. In recent years, sparse LSMOPs have attracted increasing attentions in the evolutionary computation community. However, all the recently tailored algorithms for sparse LSMOPs put the sparsity detection and maintenance in the first place, where the nonzero variables can hardly be optimized sufficiently within a limited budget of function evaluations. To address this issue, this paper proposes to enhance the connection between real variables and binary variables within the two-layer encoding scheme with the assistance of variable grouping techniques. In this way, more efforts can be devoted to the real part of nonzero variables, achieving the balance between sparsity maintenance and variable optimization. According to the experimental results on eight benchmark problems and three real-world applications, the proposed algorithm is superior over existing state-of-the-art evolutionary algorithms for sparse LSMOPs.

Evolutionary Large-Scale Multi-Objective Optimization: A Survey

Multi-objective evolutionary algorithms (MOEAs) have shown promising performance in solving various optimization problems, but their performance may deteriorate drastically when tackling problems containing a large number of decision variables. In recent years, much effort been devoted to addressing the challenges brought by large-scale multi-objective optimization problems. This article presents a comprehensive survey of stat-of-the-art MOEAs for solving large-scale multi-objective optimization problems. We start with a categorization of these MOEAs into decision variable grouping based, decision space reduction based, and novel search strategy based MOEAs, discussing their strengths and weaknesses. Then, we review the benchmark problems for performance assessment and a few important and emerging applications of MOEAs for large-scale multi-objective optimization. Last, we discuss some remaining challenges and future research directions of evolutionary large-scale multi-objective optimization.

A multi-objective scheduling method for operational coordination time using improved triangular fuzzy number representation.

In modern warfare, the comprehensiveness of combat domain and the complexity of tasks pose great challenges to operational coordination.To address this challenge, we use the improved triangular fuzzy number to express the combat mission time, first present a new multi-objective operational cooperative time scheduling model that takes the fluctuation of combat coordinative time and the time flexibility between each task into account. The resulting model is essentially a large-scale multi-objective combinatorial optimization problem, intractably complicated to solve optimally. We next propose multi-objective improved Bat algorithm based on angle decomposition (MOIBA/AD) to quickly identify high-quality solutions to the model. Our proposed algorithm improves the decomposition strategy by replacing the planar space with the angle space, which helps greatly reduce the difficulty of processing evolutionary individuals and hence the time complexity of the multi-objective evolutionary algorithm based on decomposition (MOEA/D). Moreover, the population replacement strategy is enhanced utilizing the improved bat algorithm, which helps evolutionary individuals avoid getting trapped in local optima. Computational experiments on multi-objective operational cooperative time scheduling (MOOCTS) problems of different scales demonstrate the superiority of our proposed method over four state-of-the-art multi-objective evolutionary algorithms (MOEAs), including multi-objective bat Algorithm (MOBA), MOEA/D, non-dominated sorting genetic algorithm version II (NSGA-II) and multi-objective particle swarm optimization algorithm (MOPSO). Our proposed method performs better in terms of four performance criteria, producing solutions of higher quality while keeping a better distribution of the Pareto solution set.

Solving Large-Scale Multiobjective Optimization Problems With Sparse Optimal Solutions via Unsupervised Neural Networks.

Due to the curse of dimensionality of search space, it is extremely difficult for evolutionary algorithms to approximate the optimal solutions of large-scale multiobjective optimization problems (LMOPs) by using a limited budget of evaluations. If the Pareto-optimal subspace is approximated during the evolutionary process, the search space can be reduced and the difficulty encountered by evolutionary algorithms can be highly alleviated. Following the above idea, this article proposes an evolutionary algorithm to solve sparse LMOPs by learning the Pareto-optimal subspace. The proposed algorithm uses two unsupervised neural networks, a restricted Boltzmann machine, and a denoising autoencoder to learn a sparse distribution and a compact representation of the decision variables, where the combination of the learnt sparse distribution and compact representation is regarded as an approximation of the Pareto-optimal subspace. The genetic operators are conducted in the learnt subspace, and the resultant offspring solutions then can be mapped back to the original search space by the two neural networks. According to the experimental results on eight benchmark problems and eight real-world problems, the proposed algorithm can effectively solve sparse LMOPs with 10000 decision variables by only 100000 evaluations.

An Adaptive Localized Decision Variable Analysis Approach to Large-Scale Multiobjective and Many-Objective Optimization.

This article proposes an adaptive localized decision variable analysis approach under the decomposition-based framework to solve the large-scale multiobjective and many-objective optimization problems (MaOPs). Its main idea is to incorporate the guidance of reference vectors into the control variable analysis and optimize the decision variables using an adaptive strategy. Especially, in the control variable analysis, for each search direction, the convergence relevance degree of each decision variable is measured by a projection-based detection method. In the decision variable optimization, the grouped decision variables are optimized with an adaptive scalarization strategy, which is able to adaptively balance the convergence and diversity of the solutions in the objective space. The proposed algorithm is evaluated with a suite of test problems with 2-10 objectives and 200-1000 variables. Experimental results validate the effectiveness and efficiency of the proposed algorithm on the large-scale multiobjective and MaOPs.

Cooperative multiobjective optimization with bounds on objective functions

When solving large-scale multiobjective optimization problems, solvers can get stuck because of memory and/or time limitations. In such cases, one is left with no information on the distance to the best feasible solution, found before the optimization process has stopped, to the true Pareto optimal solution. In this work, we show how to provide such information. To this aim we make use of the concept of lower shells and upper shells, developed in our earlier works. No specific assumptions about the problems to be solved are made. We illustrate the proposed approach on biobjective multidimensional knapsack problems derived from single-objective multidimensional knapsack problems in the Beasley OR Library. We address cases when a top-class commercial mixed-integer linear solver fails to provide Pareto optimal solutions attempted to be derived by scalarization.

Adaptive Offspring Generation for Evolutionary Large-Scale Multiobjective Optimization

Offspring generation plays an important role in evolutionary multiobjective optimization. However, generating promising candidate solutions effectively in high-dimensional spaces is particularly challenging. To address this issue, we propose an adaptive offspring generation method for large-scale multiobjective optimization. First, a preselection strategy is proposed to select a balanced parent population, and then these parent solutions are used to construct direction vectors in the decision spaces for reproducing promising offspring solutions. Specifically, two kinds of direction vectors are adaptively used to generate offspring solutions. The first kind takes advantage of the dominated solutions to generate offspring solutions toward the Pareto optimal set (PS) for convergence enhancement, while the other kind uses those nondominated solutions to spread the solutions over the PS for diversity maintenance. The proposed offspring generation method can be embedded in many existing multiobjective evolutionary algorithms (EAs) for large-scale multiobjective optimization. Experiments are conducted to reveal the mechanism of our proposed adaptive reproduction strategy and validate its effectiveness. Experimental results on some large-scale multiobjective optimization problems have demonstrated the competitive performance of our proposed algorithm in comparison with five state-of-the-art large-scale EAs.

Random Matrix Generators for Optimizing a Fuzzy Biofuel Supply Chain System

Complex industrial systems often contain various uncertainties. Hence sophisticated fuzzy optimization (metaheuristics) techniques have become commonplace; and are currently indispensable for effective design, maintenance and operations of such systems. Unfortunately, such state-of-the-art techniques suffer several drawbacks when applied to largescale problems. In line of improving the performance of metaheuristics in those, this work proposes the fuzzy random matrix theory (RMT) as an add-on to the cuckoo search (CS) technique for solving the fuzzy large-scale multiobjective (MO) optimization problem; biofuel supply chain. The fuzzy biofuel supply chain problem accounts for uncertainties resulting from fluctuations in the annual electricity generation output of the biomass power plant [kWh/year]. The details of these investigations are presented and analyzed.This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium provided the original work is properly cited.

A random dynamic grouping based weight optimization framework for large-scale multi-objective optimization problems

Abstract For large-scale multi-objective problems (LSMOPs), it is necessary to get a good grouping strategy or another way to reduce dimensions because of “the curse of dimensions”. In this paper, a weighted optimization framework with random dynamic grouping is proposed for large-scale problems. A weight optimization framework utilizes a problem transformation scheme in which weights are chosen to be optimized instead of the decision variables in order to reduce the dimensionality of the search space. Random dynamic grouping is used to determine sizes of each group adaptively. And multi-objective particle swarm optimization with multiple search strategies (MMOPSO) is employed as an optimizer for both original variables and weight variables. The proposed algorithm is performed on 28 benchmark test problems with 1000 dimensions, and the experimental results show that it can get better performance than some the-state-of-art algorithms in fewer function evaluations. In addition, it can be extended to solve LSMOPs with 5000 dimensions.

Multi-objective orthogonal opposition-based crow search algorithm for large-scale multi-objective optimization

Many engineering optimization problems are typically multi-objective in their natures and multidisciplinary with a large number of decision variables. Furthermore, Pareto dominance loses its effectiveness in such situations. Thus, developing a robust optimization algorithm undoubtedly becomes a true challenge. This paper proposes a multi-objective orthogonal opposition-based crow search algorithm (M2O-CSA) for solving large-scale multi-objective optimization problems (LSMOPs). In the M2O-CSA, a multi-orthogonal opposition strategy is employed to mitigate the conflicts among the convergence and distribution of solutions. First, two individuals are randomly chosen to undergo the crossover stage and then orthogonal array is presented to obtain nine individuals. Then individuals are used in the opposition stage to improve the diversity of solutions. The effectiveness of the proposed M2O-CSA is investigated by implementing it on different dimensions of multi-objective optimization problems (MOPs). The Pareto front solutions of these MOPs have various characteristics such as convex, non-convex and discrete. It is also applied to solve multi-objective design applications with distinctive features such as four bar truss (FBT) design, welded beam (WB) deign, disk brake (DB) design, and speed reduced (SR) design, where they involve different characteristics. In this context, a new decision making tool based on multi-objective optimization on the basis of ratio analysis (MOORA) technique is employed to help the designer for extracting the operating point as the best compromise or satisfactory solution to execute the candidate engineering design. Simulation results affirm that the proposed M2O-CSA works efficiently and effectively.