An Efficient Multi-Objective Robust Optimization Method by Sequentially Searching From Nominal Pareto Solutions

帕累托原理 多目标优化 稳健性(进化) 数学优化 最优化问题 公制(单位) 稳健优化 数学 计算机科学 工程类 运营管理 生物化学 基因 化学
作者
Tingting Xia,Mian Li
出处
期刊:Journal of Computing and Information Science in Engineering [ASM International]
卷期号:21 (4) 被引量:3
标识
DOI:10.1115/1.4049996
摘要

Abstract Multi-objective optimization problems (MOOPs) with uncertainties are common in engineering design. To find robust Pareto fronts, multi-objective robust optimization (MORO) methods with inner–outer optimization structures usually have high computational complexity, which is a critical issue. Generally, in design problems, robust Pareto solutions lie somewhere closer to nominal Pareto points compared with randomly initialized points. The searching process for robust solutions could be more efficient if starting from nominal Pareto points. We propose a new method sequentially approaching to the robust Pareto front (SARPF) from the nominal Pareto points where MOOPs with uncertainties are solved in two stages. The deterministic optimization problem and robustness metric optimization are solved in the first stage, where nominal Pareto solutions and the robust-most solutions are identified, respectively. In the second stage, a new single-objective robust optimization problem is formulated to find the robust Pareto solutions starting from the nominal Pareto points in the region between the nominal Pareto front and robust-most points. The proposed SARPF method can reduce a significant amount of computational time since the optimization process can be performed in parallel at each stage. Vertex estimation is also applied to approximate the worst-case uncertain parameter values, which can reduce computational efforts further. The global solvers, NSGA-II for multi-objective cases and genetic algorithm (GA) for single-objective cases, are used in corresponding optimization processes. Three examples with the comparison with results from the previous method are presented to demonstrate the applicability and efficiency of the proposed method.
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