The paper addresses the constrained mean-semivariance portfolio optimization problem with the support of a novel multi-objective evolutionary algorithm (n-MOEA). The use of semivariance as the risk quantification meas...The paper addresses the constrained mean-semivariance portfolio optimization problem with the support of a novel multi-objective evolutionary algorithm (n-MOEA). The use of semivariance as the risk quantification measure and the real world constraints imposed to the model make the problem difficult to be solved with exact methods. Thanks to the exploratory mechanism, n-MOEA concentrates the search effort where is needed more and provides a well formed efficient frontier with the solutions spread across the whole frontier. We also provide evidence for the robustness of the produced non-dominated solutions by carrying out, out-of-sample testing during both bull and bear market conditions on FTSE-100.展开更多
For many real-world multiobjective optimization problems,the evaluations of the objective functions are computationally expensive.Such problems are usually called expensive multiobjective optimization problems(EMOPs)....For many real-world multiobjective optimization problems,the evaluations of the objective functions are computationally expensive.Such problems are usually called expensive multiobjective optimization problems(EMOPs).One type of feasible approaches for EMOPs is to introduce the computationally efficient surrogates for reducing the number of function evaluations.Inspired from ensemble learning,this paper proposes a multiobjective evolutionary algorithm with an ensemble classifier(MOEA-EC)for EMOPs.More specifically,multiple decision tree models are used as an ensemble classifier for the pre-selection,which is be more helpful for further reducing the function evaluations of the solutions than using single inaccurate model.The extensive experimental studies have been conducted to verify the efficiency of MOEA-EC by comparing it with several advanced multiobjective expensive optimization algorithms.The experimental results show that MOEA-EC outperforms the compared algorithms.展开更多
Application of the multiobjective evolutionary algorithms to the aerodynamicoptimization design of a centrifugal impeller is presented. The aerodynamic performance of acentrifugal impeller is evaluated by using the th...Application of the multiobjective evolutionary algorithms to the aerodynamicoptimization design of a centrifugal impeller is presented. The aerodynamic performance of acentrifugal impeller is evaluated by using the three-dimensional Navier-Stokes solutions. Thetypical centrifugal impeller is redesigned for maximization of the pressure rise and blade load andminimization of the rotational total pressure loss at the given flow conditions. The Bezier curvesare used to parameterize the three-dimensional impeller blade shape. The present method obtains manyreasonable Pareto optimal designs that outperform the original centrifugal impeller. Detailedobservation of the certain Pareto optimal design demonstrates the feasibility of the presentmultiobjective optimization method tool for turbomachinery design.展开更多
The binaphthol enantiomers separation process using simulation moving bed technology is simulated with the true moving bed approach （TMB）. In order to systematically optimize the process with multiple productive obj...The binaphthol enantiomers separation process using simulation moving bed technology is simulated with the true moving bed approach （TMB）. In order to systematically optimize the process with multiple productive objectives, this article develops a variant of tissue P system （TPS）. Inspired by general tissue P systems, the special TPS has a tissue-like structure with several membranes. The key rules of each membrane are the communication rule and mutation rule. These characteristics contribute to the diversity of the population, the conquest of the multimodal of objective function, and the convergence of algorithm. The results of comparison with a popular algorithm——the non-dominated sorting genetic algorithm 2（NSGA-2） illustrate that the new algorithm has satisfactory performance. Using the algorithm, this study maximizes synchronously several conflicting objectives, purities of different products, and productivity.展开更多
In many real-world applications of evolutionary algorithms,the fitness of an individual requires a quantitative measure.This paper proposes a self-adaptive linear evolutionary algorithm （ALEA） in which we introduce ...In many real-world applications of evolutionary algorithms,the fitness of an individual requires a quantitative measure.This paper proposes a self-adaptive linear evolutionary algorithm （ALEA） in which we introduce a novel strategy for evaluating individual＇s relative strengths and weaknesses.Based on this strategy,searching space of constrained optimization problems with high dimensions for design variables is compressed into two-dimensional performance space in which it is possible to quickly identify ＇good＇ individuals of the performance for a multiobjective optimization application,regardless of original space complexity.This is considered as our main contribution.In addition,the proposed new evolutionary algorithm combines two basic operators with modification in reproduction phase,namely,crossover and mutation.Simulation results over a comprehensive set of benchmark functions show that the proposed strategy is feasible and effective,and provides good performance in terms of uniformity and diversity of solutions.展开更多
This paper presents an optimization technique coupling two optimization techniques for solving Economic Emission Load Dispatch Optimization Problem EELD. The proposed approach integrates the merits of both genetic alg...This paper presents an optimization technique coupling two optimization techniques for solving Economic Emission Load Dispatch Optimization Problem EELD. The proposed approach integrates the merits of both genetic algorithm (GA) and local search (LS), where it maintains a finite-sized archive of non-dominated solutions which gets iteratively updated in the presence of new solutions based on the concept of ε-dominance. To improve the solution quality, local search technique was applied as neighborhood search engine, where it intends to explore the less-crowded area in the current archive to possibly obtain more non-dominated solutions. TOPSIS technique can incorporate relative weights of criterion importance, which has been implemented to identify best compromise solution, which will satisfy the different goals to some extent. Several optimization runs of the proposed approach are carried out on the standard IEEE 30-bus 6-genrator test system. The comparison demonstrates the superiority of the proposed approach and confirms its potential to solve the multiobjective EELD problem.展开更多
Technical debt(TD)happens when project teams carry out technical decisions in favor of a short-term goal(s)in their projects,whether deliberately or unknowingly.TD must be properly managed to guarantee that its negati...Technical debt(TD)happens when project teams carry out technical decisions in favor of a short-term goal(s)in their projects,whether deliberately or unknowingly.TD must be properly managed to guarantee that its negative implications do not outweigh its advantages.A lot of research has been conducted to show that TD has evolved into a common problem with considerable financial burden.Test technical debt is the technical debt aspect of testing(or test debt).Test debt is a relatively new concept that has piqued the curiosity of the software industry in recent years.In this article,we assume that the organization selects the testing artifacts at the start of every sprint.Implementing the latest features in consideration of expected business value and repaying technical debt are among candidate tasks in terms of the testing process(test cases increments).To gain the maximum benefit for the organization in terms of software testing optimization,there is a need to select the artifacts(i.e.,test cases)with maximum feature coverage within the available resources.The management of testing optimization for large projects is complicated and can also be treated as a multi-objective problem that entails a trade-off between the agile software’s short-term and long-term value.In this article,we implement a multi-objective indicatorbased evolutionary algorithm(IBEA)for fixing such optimization issues.The capability of the algorithm is evidenced by adding it to a real case study of a university registration process.展开更多
实数编码的多目标进化算法常使用模拟二进制交叉(simulated binary crossover,称SBX)算子.通过对SBX以及进化策略中变异算子进行对比分析,并引入进化策略中的离散重组算子,提出了一种正态分布交叉(normal distribution crossover,称NDX...实数编码的多目标进化算法常使用模拟二进制交叉(simulated binary crossover,称SBX)算子.通过对SBX以及进化策略中变异算子进行对比分析,并引入进化策略中的离散重组算子,提出了一种正态分布交叉(normal distribution crossover,称NDX)算子.首先在一维搜索空间实例中对NDX与SBX算子进行比较和分析,然后将NDX算子应用于Deb等人提出的稳态多目标进化算法ε-MOEA(ε-dominance based multiobjective evolutionary algorithm)中.采用NDX算子的ε-MOEA(记为ε-MOEA/NDX)算法在多目标优化标准测试集ZDT和DTLZ的10个函数上进行了实验比较.实验结果和分析表明,采用NDX的ε-MOEA所求得的Pareto最优解集质量明显优于经典算法ε-MOEA/SBX和NSGA-Ⅱ.展开更多
为了准确地求解组合权重的组合系数,将基于分解的多目标进化算法(multi-objective evolutionary algorithm based on decomposition,MOEA/D)思想引入评估领域,提出一种基于MOEA/D的组合权重方法.通常,利用加权和法将组合权重模型转化为...为了准确地求解组合权重的组合系数,将基于分解的多目标进化算法(multi-objective evolutionary algorithm based on decomposition,MOEA/D)思想引入评估领域,提出一种基于MOEA/D的组合权重方法.通常,利用加权和法将组合权重模型转化为单目标模型时,模型加权系数难以准确确定.对此,引入MOEA/D算法的分解思想,将组合权重模型转化为多个单目标子模型.MOEA/D算法仅适用于无约束优化问题,而较为常用的惩罚函数法难以表达进化初期无可行解的情况,因而提出改进自适应惩罚函数(improved adaptive penalty function,IAPF),将组合权重模型转化为无约束优化模型.应用所提出方法与其他方法进行仿真实验,实验结果表明,所提出算法具有有效性.展开更多
建立含风电系统的环境经济调度(Environmental Economic Dispatch,EED)模型,提出采用基于分解的多目标进化算法(Multi-objective Evolutionary Algorithm Based on Decomposition,MOEA/D)来求解,并在算法中加入约束处理,归一化及变异操...建立含风电系统的环境经济调度(Environmental Economic Dispatch,EED)模型,提出采用基于分解的多目标进化算法(Multi-objective Evolutionary Algorithm Based on Decomposition,MOEA/D)来求解,并在算法中加入约束处理,归一化及变异操作来改善算法的性能并保持解的多样性,以获得理想的Pareto最优前沿.通过仿真计算,并与其他优化算法进行对比分析,验证了MOEA/D算法解决含风电EED问题的可行性和有效性.展开更多
文摘The paper addresses the constrained mean-semivariance portfolio optimization problem with the support of a novel multi-objective evolutionary algorithm (n-MOEA). The use of semivariance as the risk quantification measure and the real world constraints imposed to the model make the problem difficult to be solved with exact methods. Thanks to the exploratory mechanism, n-MOEA concentrates the search effort where is needed more and provides a well formed efficient frontier with the solutions spread across the whole frontier. We also provide evidence for the robustness of the produced non-dominated solutions by carrying out, out-of-sample testing during both bull and bear market conditions on FTSE-100.
文摘For many real-world multiobjective optimization problems,the evaluations of the objective functions are computationally expensive.Such problems are usually called expensive multiobjective optimization problems(EMOPs).One type of feasible approaches for EMOPs is to introduce the computationally efficient surrogates for reducing the number of function evaluations.Inspired from ensemble learning,this paper proposes a multiobjective evolutionary algorithm with an ensemble classifier(MOEA-EC)for EMOPs.More specifically,multiple decision tree models are used as an ensemble classifier for the pre-selection,which is be more helpful for further reducing the function evaluations of the solutions than using single inaccurate model.The extensive experimental studies have been conducted to verify the efficiency of MOEA-EC by comparing it with several advanced multiobjective expensive optimization algorithms.The experimental results show that MOEA-EC outperforms the compared algorithms.
文摘Application of the multiobjective evolutionary algorithms to the aerodynamicoptimization design of a centrifugal impeller is presented. The aerodynamic performance of acentrifugal impeller is evaluated by using the three-dimensional Navier-Stokes solutions. Thetypical centrifugal impeller is redesigned for maximization of the pressure rise and blade load andminimization of the rotational total pressure loss at the given flow conditions. The Bezier curvesare used to parameterize the three-dimensional impeller blade shape. The present method obtains manyreasonable Pareto optimal designs that outperform the original centrifugal impeller. Detailedobservation of the certain Pareto optimal design demonstrates the feasibility of the presentmultiobjective optimization method tool for turbomachinery design.
基金Supported by the National Natural Science Foundation of China （No.60421002）
文摘The binaphthol enantiomers separation process using simulation moving bed technology is simulated with the true moving bed approach （TMB）. In order to systematically optimize the process with multiple productive objectives, this article develops a variant of tissue P system （TPS）. Inspired by general tissue P systems, the special TPS has a tissue-like structure with several membranes. The key rules of each membrane are the communication rule and mutation rule. These characteristics contribute to the diversity of the population, the conquest of the multimodal of objective function, and the convergence of algorithm. The results of comparison with a popular algorithm——the non-dominated sorting genetic algorithm 2（NSGA-2） illustrate that the new algorithm has satisfactory performance. Using the algorithm, this study maximizes synchronously several conflicting objectives, purities of different products, and productivity.
基金supported by the National Natural Science Foundation of China(No.60803049,60472060)
文摘In many real-world applications of evolutionary algorithms,the fitness of an individual requires a quantitative measure.This paper proposes a self-adaptive linear evolutionary algorithm （ALEA） in which we introduce a novel strategy for evaluating individual＇s relative strengths and weaknesses.Based on this strategy,searching space of constrained optimization problems with high dimensions for design variables is compressed into two-dimensional performance space in which it is possible to quickly identify ＇good＇ individuals of the performance for a multiobjective optimization application,regardless of original space complexity.This is considered as our main contribution.In addition,the proposed new evolutionary algorithm combines two basic operators with modification in reproduction phase,namely,crossover and mutation.Simulation results over a comprehensive set of benchmark functions show that the proposed strategy is feasible and effective,and provides good performance in terms of uniformity and diversity of solutions.
文摘This paper presents an optimization technique coupling two optimization techniques for solving Economic Emission Load Dispatch Optimization Problem EELD. The proposed approach integrates the merits of both genetic algorithm (GA) and local search (LS), where it maintains a finite-sized archive of non-dominated solutions which gets iteratively updated in the presence of new solutions based on the concept of ε-dominance. To improve the solution quality, local search technique was applied as neighborhood search engine, where it intends to explore the less-crowded area in the current archive to possibly obtain more non-dominated solutions. TOPSIS technique can incorporate relative weights of criterion importance, which has been implemented to identify best compromise solution, which will satisfy the different goals to some extent. Several optimization runs of the proposed approach are carried out on the standard IEEE 30-bus 6-genrator test system. The comparison demonstrates the superiority of the proposed approach and confirms its potential to solve the multiobjective EELD problem.
基金The authors would like to thank the Deanship of Scientific Research at Umm Al-Qura University for supporting this work by Grant Code:(22UQUyouracademicnumberDSRxx).
文摘Technical debt(TD)happens when project teams carry out technical decisions in favor of a short-term goal(s)in their projects,whether deliberately or unknowingly.TD must be properly managed to guarantee that its negative implications do not outweigh its advantages.A lot of research has been conducted to show that TD has evolved into a common problem with considerable financial burden.Test technical debt is the technical debt aspect of testing(or test debt).Test debt is a relatively new concept that has piqued the curiosity of the software industry in recent years.In this article,we assume that the organization selects the testing artifacts at the start of every sprint.Implementing the latest features in consideration of expected business value and repaying technical debt are among candidate tasks in terms of the testing process(test cases increments).To gain the maximum benefit for the organization in terms of software testing optimization,there is a need to select the artifacts(i.e.,test cases)with maximum feature coverage within the available resources.The management of testing optimization for large projects is complicated and can also be treated as a multi-objective problem that entails a trade-off between the agile software’s short-term and long-term value.In this article,we implement a multi-objective indicatorbased evolutionary algorithm(IBEA)for fixing such optimization issues.The capability of the algorithm is evidenced by adding it to a real case study of a university registration process.
文摘实数编码的多目标进化算法常使用模拟二进制交叉(simulated binary crossover,称SBX)算子.通过对SBX以及进化策略中变异算子进行对比分析,并引入进化策略中的离散重组算子,提出了一种正态分布交叉(normal distribution crossover,称NDX)算子.首先在一维搜索空间实例中对NDX与SBX算子进行比较和分析,然后将NDX算子应用于Deb等人提出的稳态多目标进化算法ε-MOEA(ε-dominance based multiobjective evolutionary algorithm)中.采用NDX算子的ε-MOEA(记为ε-MOEA/NDX)算法在多目标优化标准测试集ZDT和DTLZ的10个函数上进行了实验比较.实验结果和分析表明,采用NDX的ε-MOEA所求得的Pareto最优解集质量明显优于经典算法ε-MOEA/SBX和NSGA-Ⅱ.
文摘为了准确地求解组合权重的组合系数,将基于分解的多目标进化算法(multi-objective evolutionary algorithm based on decomposition,MOEA/D)思想引入评估领域,提出一种基于MOEA/D的组合权重方法.通常,利用加权和法将组合权重模型转化为单目标模型时,模型加权系数难以准确确定.对此,引入MOEA/D算法的分解思想,将组合权重模型转化为多个单目标子模型.MOEA/D算法仅适用于无约束优化问题,而较为常用的惩罚函数法难以表达进化初期无可行解的情况,因而提出改进自适应惩罚函数(improved adaptive penalty function,IAPF),将组合权重模型转化为无约束优化模型.应用所提出方法与其他方法进行仿真实验,实验结果表明,所提出算法具有有效性.
文摘建立含风电系统的环境经济调度(Environmental Economic Dispatch,EED)模型,提出采用基于分解的多目标进化算法(Multi-objective Evolutionary Algorithm Based on Decomposition,MOEA/D)来求解,并在算法中加入约束处理,归一化及变异操作来改善算法的性能并保持解的多样性,以获得理想的Pareto最优前沿.通过仿真计算,并与其他优化算法进行对比分析,验证了MOEA/D算法解决含风电EED问题的可行性和有效性.
