Multi-Objective Robust Optimization Using Differential Evolution and Sequential Quadratic Programming

This paper presents a new approach aims to solve robust multidisciplinary design optimization MDO problem called Improved Multi-objective Robust Collaborative Optimization . This method combines the Multi-objective Robust Collaborative Optimization method, the Worst Possible Point constraint cuts and the Genetic algorithm NSGA-II type as an optimizer to solve the robust optimization problem of complex structure named Y-stiffened panel under interval uncertainty . The proposed approach hierarchically decomposes the optimization problem into a structure level considered as an upper level in the Y-stiffened panel and a second level considered as a lower level of the studied panel. A robust multi-objective optimization problem intended to optimize the eigenfrequency, the global mass and the displacement at a fixed point of the Y-stiffened panel at the first level and each structure’s robust optimization problem allows optimizing its eigenfrequency and mass limited by their local constraint functions at the second one. Tor demonstrate our method, an engineering example of Y-stiffened panel is treated. A good performance of proposed method is proved by a comparison between obtained results and Non-Distributed Multi-objective Robust Optimization .

Simultaneous optimization of two or more objectives is an instance of multi-objective optimization (MOO). However, for most of the Multi-Objective Problems (MOPs), no single solution can optimize all the objective functions simultaneously. Evolutionary algorithms are a type of optimization algorithm used for constructing a well-distributed optimal front more quickly than a much more efficient approach. One of the most commonly used algorithms in this regard is differential evolution (DE). To solve the problem of non-dominated sorting for Multi-Objective DE (MODE), an approach is proposed that reduces the time complexity. DE is commonly recognized as one of the best methods for solving the MOPs. Several versions of DEs have been proposed for MOPs. This article proposes a novel mutation technique, named Environmental Parameter-based Multi-Objective Differential Evolution (EP-MODE) that acquires two additional environmental parameters to preserve diversity and accelerate the convergence. The proposed approach also reduces the time complexity of non-dominated sorting for Multi-Objective DE (MODE). The proposed mutation's performance has been evaluated on DTLZ series and ZDT series benchmark test functions on the Pareto-optimal front and compared with existing multi-objective algorithms (MODE and MODE-RMO). The solution comparatively verifies that the proposed EP-MODE outperforms most of the MODEs for lower dimension functions and higher functions. HIGHLIGHTS New environmental parameters-based mutation has been introduced in a differential evolution algorithm to solve multi-objective optimization problems (EP-mode) The addition of two additional environmental parameters to EP-mode has been found to be appropriate for maintaining diversity while also accelerating the convergence rate EP-MODE evaluated on bi-objective (DTLZ series) and tri-objective (ZDT series) benchmark test functions on the Pareto-optimal front and found EP-MODE's efficiency is higher than that of the MODE algorithm and the MODE algorithm with a ranking-based mutation operator GRAPHICAL ABSTRACT

Particle swarm optimization (PSO) and differential evolution (DE) are meta-heuristics which have been found to be successful in a wide variety of optimization tasks. The high speed of convergence and the relative simplicity of PSO make it a highly viable candidate to be used in multi-objective optimization problems (MOPs). Therefore, several PSO approaches capable to handle MOPs (MOPSOs) have appeared in the past. There are some problems, however, where PSO-based algorithms have shown a premature convergence. On the other hand, multi- objective DEs (MODE) have shown lower speed of convergence than MOPSOs but they have been successfully used in problems where MOPSO have mistakenly converged. In this work, we have developed experiments to observe the convergence behavior, the online convergence, and the diversity of solutions of both meta-heuristics in order to have a better understanding about how particles and solutions move in the search space. To this end, MOPSO and MODE algorithms under (to our best effort) similar conditions were used. Moreover, the ZDT test suite was used on all experiments since it allows to observe Pareto fronts in two-dimensional scatter plots (more details on this are presented on the experiments section). Based on the observations found, modifications to two PSO-based algorithms from the state of the art were proposed resulting in a rise on their performance. It is concluded that MOPSO presents a poor distributed scheme that leads to a more aggressive search. This aggressiveness showed to be detrimental for the selected problems. On the other hand, MODE seemed to generate better distributed points on both decision and objective space allowing it to produce better results.

:A robust multi-objective wing design optimization procedure using CFD is presented in this work. Instead of directly applying CFD to wing design optimization, a Kriging aerodynamic model that approximates CFD result is proposed to save computational cost. By introducing 6σ robust approach as a sub-objective function, multi-objective wing design problems can be solved with aerodynamic robustness. Non-Uniform Rational B-Spline curves (NURBS) are introduced to depict the wing geometry in design optimization process. The most important parameters of the wing geometry can then be screened by design of experiment and treated as design variables due to the local variation property of NURBS. Under this formulation, a multi-objective genetic algorithm based on non-dominated sorting is employed to handle multiple flight conditions in wing design. The optimum wing geometry is selected according to trade-off among design objects on the non-dominated front. To validate the proposed approach, two robust design optimization cases are studied for ONERA-M6-Wing. It turns out that the drag coefficient is insensitive to Mach number between Ma0.8–Ma0.9 after robust optimization. The result also verifies the effectiveness of our method in boosting performance and robustness of multiple flight conditions: the lift curve slope (Ma0.3) of optimum wing and the 6σ objective function of transonic drag (Ma0.8–Ma0.9) increase by 11.9% and 25.4%, respectively. Observations in the optimization cases are concluded as follows: 1) For wing aerodynamic design problems, the multi-objective robust optimization can both improve the performance at different flight conditions and provide robustness. 2) The Kriging aerodynamic model derived from CFD result can satisfy the precision requirement of wing design. 3) Even though the optimization result is subject to the weights of the 6σ function in sub-object, the influence is not comparable to the trade-off among design objects. 4) The optimum solution obtained by proposed approach is superior to gradient based optimization method, while the computational cost is acceptable.

Naphtha pyrolysis is one of the important routes for simultaneous production of ethylene and propylene. With recent increase in demand of both ethylene and propylene, understanding of naphtha pyrolysis becomes important for producing with increasing yield of these valuable products. Simultaneous maximization of yield of these two products is mathematically formulated as a multiobjective optimization (MOO) problem. Improved selected scheme is incorporated in the existing multiobjective differential evolution (MODE) algorithm and a new evolutionary algorithm is proposed. Both the evolutionary algorithms [i.e., MODE III and MODE-III with improved selection scheme (MODE III-ISS)] are used for MOO of industrial naphtha cracker unit. Two objectives (maximization of ethylene yield and propylene yield) and decision variables [pressure of the reactor tube (P), temperature of the reactor (T), initial flow rate of naphtha (F 0), and steam to naphtha ratio (SOR)] are considered for MOO study. MODE III and MODE III-ISS algorithms results are compared and presented, which clearly shows that the proposed MODE III-ISS algorithm possesses certain advantages over the MODE III algorithm (such as number of successful selections and percentage convergence with respect to initial number of population points, the quality of the obtained nondominated [ND] solutions).

In the present paper, we explore issues in handling equality constraints in multiobjective robust design optimization (RDO) problems. Satisfying an equality constraint exactly under uncertainty can be a challenging task. The challenge of handling equality constraints is compounded in multiobjective RDO problems. Modeling the tradeoffs between the mean of the performance and the variation of the performance for each design objective in a multiobjective RDO problem is a complex task by itself. Equality constraints add to this complexity because of the additional tradeoffs that are introduced between constraint satisfaction under uncertainty and multiobjective performance. Satisfying equality constraints at their mean values, an approach typically followed, could lead to undesirable results. In this paper, we study the implications of equality constraint satisfaction in a multiobjective RDO problem, and provide a new problem formulation approach to resolve the above discussed tradeoffs. We illustrate that the proposed formulation can be used as an effective multiobjective design space exploration tool, with emphasis on equality constraint satisfaction under uncertainty. We present numerical examples to illustrate our theoretical developments.

Engineering design optimization problems are commonly multi-objective, involve computationally expensive simulations, and have uncertainty. In these problems, consideration of uncertainty can produce feasibly robust optimized design solutions, i.e., optimized and feasible under uncertainty. In general, methods for solving multi-objective robust optimization problems can be computationally expensive. To ease the computational burden and make these methods more accessible, a surrogate-based bi-objective Bayesian feasibility robust optimization method from the literature has been extended in this paper to higher numbers of objectives. A key component of the proposed method is a new acquisition function. The acquisition function proposed in this paper uses a Monte Carlo approach to approximate the expected centroidal improvement of the solution set. The proposed acquisition function is compared against exact (closed form) acquisition function-based approaches and other methods from the literature. The experimental results from this study suggest the multi-objective robust optimization framework is insensitive to the selection of acquisition function.

The conflict between the transient performance of the link position and tip vibration in a flexible link system has made the control of such system a challenging task. The system is required to obtain a fast transient position response together with minimal tip vibration. This can be viewed like many other real-life control problems as a multi-objectives optimization problem in which an optimal compromise between the design objectives is required. PID controller is noted with historical simplicity in terms of design and implementation when compares to other linear time invariant (LTI) control techniques. However, the shortcoming of PID lies in the tuning of the controller gains for a given problem. To overcome this, a Multiobjective Differential Evolution (MODE)-based PID controller is reported in this study for controlling a flexible link system. The gains of the PID controller are tuned using a developed MATLAB-based MODE to obtain pareto-solutions for both link position and tip vibration. The performance of the selected best PID controller from MODE-based design is benchmarked with the LQR controller provided by the manufacturer (QUANSER) of the laboratory scale flexible link plant. Though, the LQR shows better transient performance in the position responses, the developed MODE-PID gave better tip response performances as indicated in both the simulation and experimental responses obtained.

This paper is devoted to a general methodological study on sensitivity analysis and robust optimization for a planar crank-slider mechanism in presence of joint clearances and random parameters and investigate the effects of parameter uncertainty on optimization results when joint clearance sizes are constantly changing due to wear. The first-order sensitivity analysis based on the response surface proxy model is performed. Then, a multiobjective robust optimization algorithm based on sensitivity analysis is carried out to reduce the undesirable effects of joint clearances and random parameters. In the algorithm, a multiobjective robust optimization model derived from the mean and variance of the objective function is constructed. Here, the objective function is defined based on the consideration of reducing the contact force generated at all clearance joints. Additionally, in order to balance computational accuracy and efficiency in the multiobjective robust optimization process, high-precision Kriging agent models are established. The optimum values of design variables are determined by combining Monte Carlo sampling and multiobjective particle swarm optimization method. By combining the Baumgarte approach with Lankarani–Nikravesh contact force model and Coulomb friction model, the dynamic equations of the planar multibody system with clearance joints are established. The uniform probability distribution is applied for characterizing random parameters. Simulation results show that the influence of design variable variations on the objective function changes in relation to the joint clearance size, but their relative influence degree on the objective function will not vary with the size of joint clearances. Moreover, the optimal solution selected on the Pareto front will affect the average levels and peak fluctuations of the dynamic responses in multibody systems.

Many real world problems are characterized by multiple goals, often conflicting in nature and compete with one another. Multi-objective optimization problems (MOOPs) require the simultaneous optimization of several non-commensurable and conflicting objectives. In the past, several studies have used conventional approaches to solve the MOOPs by adopting weighted approach or constrained approach, which may face difficulties while generating Pareto optimal solutions, if optimal solution lies on non-convex or disconnected regions of the objective function space. An effective algorithm should have an ability to learn from earlier performance to direct proper selection of weights for further evolutions. To achieve these goals, multi-objective evolutionary algorithms (MOEAs) have become effective means in recent past, which can generate a population of solutions in each iteration and offer a set of alternatives in a single run. This chapter presents an effective MOEA, namely multi-objective differential evolution (MODE) for problems of solving water, environmental systems.

Multi-objective robust dynamic pricing and operation strategy optimization for integrated energy system based on stackelberg game

Many engineering design optimization problems are multi-objective, constrained, and contain uncertain parameters. For these problems, it is desirable to obtain solutions that are robustly optimum. A robust optimal solution is one which remains feasible and optimal despite perturbations in the uncertainty parameters. This article presents a scenario-generation-based method for solving multi-objective robust optimization (MORO) problems. The approach follows a sequential, single-level optimization problem workflow, with the uncertainty handled by a fixed sampling method. The proposed approach is applied to an unmanned surface vessel (USV) case study problem. The results obtained and subsequent performance analysis show that the proposed approach generally performs well.

ABSTRACTProbabilistic and non-probabilistic methods have been proposed to deal with design problems under uncertainties. Reliability-based design and robust design are probabilistic strategies traditionally used for this purpose. In the present contribution, reliability-based robust design optimization (RBRDO) is formulated as a multi-objective problem considering the interaction of both approaches. The proposed methodology is based on the differential evolution algorithm associated with two strategies to deal with reliability and robustness, respectively, namely inverse reliability analysis and the effective mean concept. This multi-objective optimization problem considers the maximization of reliability and robustness coefficients as additional objective functions. The effectiveness of the methodology is illustrated by two classical test cases and a rotor-dynamics application. The results demonstrate that the proposed methodology is an alternative method to solve RBRDO problems.

Robust multi-objective optimization has emerged as an active research. A recent study proposed two different definitions of robust solutions in the context of multi-objective optimization. In this paper, we extend the concepts for finding robust solutions in the presence of active constraints. The meaning of robust solutions for constrained problems is demonstrated by suggesting three test problems and simulating an evolutionary multi-objective optimization method using the two definitions of robustness. The inclusion of constraint handling strategies makes the multi-objective robust optimization procedure more pragmatic and the procedure is now ready to be applied to real-world problems

Multi-objective evolutionary optimization is widely utilized in industrial design. Despite the success of multi-objective evolutionary optimization algorithms in addressing complex optimization problems, research focusing on input disturbances remains limited. In many manufacturing processes, design parameters are vulnerable to random input disturbances, resulting in products that often perform less effectively than anticipated. To address this issue, we propose a novel robust multi-objective evolutionary optimization algorithm based on the concept of survival rate. The algorithm comprises two stages: the evolutionary optimization stage and the construction stage of the robust optimal front. In the former stage, we introduce the survival rate as a new optimization objective. Subsequently, we seek a robust optimal front that concurrently addresses convergence and robustness by employing a non-dominated sorting approach. Furthermore, we propose a precise sampling method and a random grouping mechanism to accurately recover solutions resilient to real noise while ensuring population’s diversity. In the latter stage, we introduce a performance measure that integrates both robustness and convergence to guide the construction of the robust optimal front. Experimental results demonstrate the superiority of the proposed algorithm in terms of both convergence and robustness compared to existing approaches under noisy conditions.