Population initialization is a crucial and essential step in evolutionary multi-objectiveoptimization (EMO) algorithms. The quality of the generated initial population can significantly affect the performance of an E...
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multi-objective combinatorial optimization problems (MOCOPs) widely exist in real applications, and most of them are computationally difficult or NP-hard. How to solve MOCOPs efficiently has been a challenging issue. ...
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multi-objective combinatorial optimization problems (MOCOPs) widely exist in real applications, and most of them are computationally difficult or NP-hard. How to solve MOCOPs efficiently has been a challenging issue. The heuristic algorithms have achieved good results on MOCOPs, while they require careful hand-crafted heuristics and iterative computing for the solutions. Recently, deep reinforcement learning (DRL) has been employed to solve combinatorialoptimization problems, and many DRL-based algorithms have been proposed with promising results. However, it is difficult for these existing algorithms to obtain diverse solutions efficiently for MOCOPs. In this paper, we propose an algorithm named MOMDAM to solve MOCOPs. In MOMDAM, the attention model (AM) is used and can simply modify the encoder to facilitate the construction of solutions with any weight vector, as well as the multiple decoders (MD) are employed to obtain diverse policies to further improve the diversity and convergence of the solutions. Experimental results on the bi -objective traveling salesman problem show that, MOMDAM significantly outperforms some state-of-the-art algorithms in terms of solution quality and running time.
The multi-objective unconstrained combinatorialoptimization problem (MUCO) can be considered as an archetype of a discrete linear multi-objectiveoptimization problem. It can be interpreted as a specific relaxation o...
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The multi-objective unconstrained combinatorialoptimization problem (MUCO) can be considered as an archetype of a discrete linear multi-objectiveoptimization problem. It can be interpreted as a specific relaxation of any multi-objective combinatorial optimization problem with linear sum objective function. While its single criteria analogon is analytically solvable, MUCO shares the computational complexity issues of most multi-objective combinatorial optimization problems: intractability and NP-hardness of the epsilon-constraint scalarizations. In this article interrelations between the supported points of a MUCO problem, arrangements of hyperplanes and a weight space decomposition, and zonotopes are presented. Based on these interrelations and a result by Zaslavsky on the number of faces in an arrangement of hyperplanes, a polynomial bound on the number of extreme supported solutions can be derived, leading to an exact polynomial time algorithm to find all extreme supported solutions. It is shown how this algorithm can be incorporated into a solution approach for multi-objective knapsack problems.
The importance of multi-objectiveoptimization is globably established nowadays. Furthermore, a great part of real-world problems are subject to uncertainties due to, e.g., noisy or approximated fitness function(s), v...
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ISBN:
(纸本)9783540709275
The importance of multi-objectiveoptimization is globably established nowadays. Furthermore, a great part of real-world problems are subject to uncertainties due to, e.g., noisy or approximated fitness function(s), varying parameters or dynamic environments. Moreover, although evolutionary algorithms are commonly used to solve multi-objective problems on the one hand and to solve stochastic problems on the other hand, very few approaches combine simultaneously these two aspects. Thus, flow-shop scheduling problems are generally studied in a single-objective deterministic way whereas they are, by nature, multi-objective and are subjected to a wide range of uncertainties. However, these two features have never been investigated at the same time. In this paper, we present and adopt a proactive stochastic approach where processing times are represented by random variables. Then, we propose several multi-objective methods that are able to handle any type of probability distribution. Finally, we experiment these methods on a stochastic bi-objective flow-shop problem.
We develop a novel sensor placement method that maximizes monitoring performance while minimizing deployment cost. Our method integrates a reduced order model and multi-objective combinatorial optimization. We first d...
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We develop a novel sensor placement method that maximizes monitoring performance while minimizing deployment cost. Our method integrates a reduced order model and multi-objective combinatorial optimization. We first decompose the spatio-temporal state field to be monitored by proper orthogonal decomposition (POD), and we use the Gaussian Process to model the uncertainty in each POD mode. Next, we develop a lazy greedy (LG)-SMALL ELEMENT OF-constraint optimization to derive the Pareto-optimal sensor configurations. We further design a branch and bound algorithm to calculate the global optimum and validate the correctness of select configurations on the LG-derived Pareto frontier. We evaluate and benchmark our algorithm in computational experiments based on the temperature dataset of the Berkeley Intel Lab. The computational results demonstrate that our algorithm places sensors at locations of large magnitude in the POD modes, and that our method achieves better state estimation accuracy and smaller reconstruction errors compared with alternative methods.
We describe two approximation schemes for bi-objectivecombinatorialoptimization problems with nonnegative, integer valued objectives. The procedures compute a subset of the efficient points such that any other effic...
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We describe two approximation schemes for bi-objectivecombinatorialoptimization problems with nonnegative, integer valued objectives. The procedures compute a subset of the efficient points such that any other efficient point is within an arbitrary factor from a computed one with respect to both objectives. Both schemes are simple modifications of classical algorithms for the construction of the whole efficient set. In both procedures, a properly defined single objective subproblem has to be solved at every iteration. We show that, in both cases, the number of subproblems to be solved and the number of returned efficient points are polynomial in the input size and the reciprocal of the allowed error. We also show that a fast post-processing guarantees that the number of returned efficient points is at most three times the minimum possible number needed to approximate the efficient set within the specified tolerance. We test the procedures on the Traveling Salesman Problem with Profits, where profits and costs are treated as conflicting objectives. Results are taken on randomly generated instances and on TSPLIB instances. We show that both algorithms return a guaranteed approximation with significant time sparing with respect to exact procedures. We also give empirical evidence that in the specific application the number of points returned by the approximation schemes is close to the minimum. (C) 2013 Elsevier Ltd. All rights reserved.
The focus of this dissertation is to develop mathematical methods for the multi-criteria optimization problem and the vehicle routing problem. We approach these problems through the concept of Pareto dominance. Our go...
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The focus of this dissertation is to develop mathematical methods for the multi-criteria optimization problem and the vehicle routing problem. We approach these problems through the concept of Pareto dominance. Our goal is to develop general algorithms that utilize Pareto dominance and solve the problems in reasonable time. We first consider the problem of assigning medical residents to shifts within a pediatric emergency department. This problem is challenging to solve for a number of reasons. First, like many other healthcare personnel scheduling problems, it has a non-homogeneous work force, with each resident having different characteristics, requirements, and capabilities. Second, residency scheduling problems must not only ensure adequate resources for patient care but must also meet educational training needs, adding further complexity and constraints. Finally, since many factors should be taken into account when selecting the "best" schedule, there is no one clear, well-defined single objective function under which to optimize. Thus, it is difficult, if not impossible, to pre-assign weights that allow these factors and the preferences of the scheduler (typically, a Chief Resident) to be captured in a mathematical objective function. We propose an integer programming formulation and an iterative, interactive approach in which we use this integer program for ill-defined multiple objective criteria which are often in conflict with each other. After we identify quantifiable metrics through the interactive approach, we develop an integer programming-based approach embedded within a recursive algorithm to provide the Chief with a set of Pareto-dominant schedules from which to select. We then present our collaborative work with the University of Michigan C.S. Mott Children's Hospital in building monthly schedules, focusing on both the tractability of our methods and a case study to study how a Chief Resident would evaluate the Pareto set. When building schedules, a
Whilst designing cool small neighborhoods (called 'cool spots' in this paper) remains an enormous technical challenge, clients and their designers are also confronting with the perpetual burden of the financia...
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Whilst designing cool small neighborhoods (called 'cool spots' in this paper) remains an enormous technical challenge, clients and their designers are also confronting with the perpetual burden of the financial sphere. This research aims to develop a novel methodological approach for designers to search for affordable cool spots in dense urban areas. It does so by conducting genetic combinatorialoptimizations augmented by Random Forest (RF) and Principal Component Analysis (PCA) algorithms. What is particularly innovative is to develop a massbased generative design approach to produce neighborhood options for the subsequent combinatorialoptimization. The methodology is tested in a real-world urban renewal project in Hong Kong, which is epitomized by high density and hot and humid weather in the summer. The results show that the design approach can automatically identify high-performance schemes of cool spot design, reducing the daily average thermophysiological equivalent temperature from averagely 29.76 degrees C to at lowest 29.59 degrees C, and decreasing the construction cost by 82.57%. With proper translation, the approach can serve as a useful and robust design assisting tool for designing and developing cool and cost-aware buildings and neighborhoods in urban areas.
This paper presents a multi-objective greedy randomized adaptive search procedure (GRASP)-based heuristic for solving the permutation flowshop scheduling problem in order to minimize two and three objectives simultane...
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This paper presents a multi-objective greedy randomized adaptive search procedure (GRASP)-based heuristic for solving the permutation flowshop scheduling problem in order to minimize two and three objectives simultaneously: (1) makespan and maximum tardiness;(2) makespan, maximum tardiness, and total flowtime. GRASP is a competitive metaheuristic for solving combinatorialoptimization problems. We have customized the basic concepts of GRASP algorithm to solve a multi-objective problem and a new algorithm named multi-objective GRASP algorithm is proposed. In order to find a variety of non-dominated solutions, the heuristic blends two typical approaches used in multi-objectiveoptimization: scalarizing functions and Pareto dominance. For instances involving two machines, the heuristic is compared with a bi-objective branch-and-bound algorithm proposed in the literature. For instances involving up to 80 jobs and 20 machines, the non-dominated solutions obtained by the heuristic are compared with solutions obtained by multi-objective genetic algorithms from the literature. Computational results indicate that GRASP is a promising approach for multi-objectiveoptimization.
In this paper, a new methodology is presented to solve different versions of multi-objective system redundancy allocation problems with prioritized objectives. multi-objective problems are often solved by modifying th...
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In this paper, a new methodology is presented to solve different versions of multi-objective system redundancy allocation problems with prioritized objectives. multi-objective problems are often solved by modifying them into equivalent single objective problems using pre-defined weights or utility functions. Then, a multi-objective problem is solved similar to a single objective problem returning a single solution. These methods can be problematic because assigning appropriate numerical values (i.e., weights) to an objective function can be challenging for many practitioners. On the other hand, methods such as genetic algorithms and tabu search often yield numerous non-dominated Pareto optimal solutions, which makes the selection of one single best solution very difficult. In this research, a tabu search meta-heuristic approach is used to initially find the entire Pareto-optimal front, and then, Monte-Carlo simulation provides a decision maker with a pruned and prioritized set of Pareto-optimal solutions based on user-defined objective function preferences. The purpose of this study is to create a bridge between Pareto optimality and single solution approaches.
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