Ranking-Dominance Relation for (Evolutionary) Multi-Objective Optimization

An alternative relation to Pareto-dominance relation is proposed. The new relation is based on ranking a set of solutions according to each separate objective and an aggregation function to calculate a scalar fitness value for each solution. The relation is called as ranking-dominance and it tries to tackle the curse of dimensionality commonly observedin evolutionary multi-objective optimization. Ranking-dominance can beused to sort a set of solutions even for a large number of objectives when Pareto-dominance relation cannot distinguish solutions from one another anymore. This permits search to advance even with a large number of objectives. It is also shown that ranking-dominance does not violate Pareto-dominance. Results indicate that selection based on ranking-dominance is able to advance search towards the Pareto-front in some cases, where selection based on Pareto-dominance stagnates. However, in some cases it is also possible that search does not proceed into direction of Pareto-front because the ranking-dominance relation permits deterioration of individual objectives. Results also show that when the number of objectives increases, selection based on just Pareto-dominance without diversity maintenance is able to advance search better than with diversity maintenance. Therefore, diversity maintenance is connive at the curse of dimensionality.

Generalized Differential Evolution for Global Multi-Objective Optimization with Constraints

The objective of this thesis work is to develop and study the Differential Evolution Algorithm for multi-objective optimization with constraints. Differential Evolution is an evolutionary algorithm that has gained in popularity because of its simplicity and good observed performance. Multi-objective evolutionary algorithms have become popular since they are able to produce a set of compromise solutions during the search process to approximate the Pareto-optimal front. The starting point for this thesis was an idea how Differential Evolution, with simple changes, could be extended for optimization with multiple constraints and objectives. This approach is implemented, experimentally studied, and further developed in the work. Development and study concentrates on the multi-objective optimization aspect. The main outcomes of the work are versions of a method called Generalized Differential Evolution. The versions aim to improve the performance of the method in multi-objective optimization. A diversity preservation technique that is effective and efficient compared to previous diversity preservation techniques is developed. The thesis also studies the influence of control parameters of Differential Evolution in multi-objective optimization. Proposals for initial control parameter value selection are given. Overall, the work contributes to the diversity preservation of solutions in multi-objective optimization.

Tietoverkon varmistusten simulointi ja optimointi

Tässä diplomityössä määritellään varmistusjärjestelmän simulointimalli eli varmistusmalli. Varmistusjärjestelmän toiminta optimoidaan kyseisen varmistusmallin avulla. Optimoinnin tavoitteena on parantaa varmistusjärjestelmän tehokkuutta. Parannusta etsitään olemassa olevien varmistusjärjestelmän resurssien maksimaalisella hyödyntämisellä. Varmistusmalli optimoidaan evoluutioalgoritmin avulla. Optimoinnissa on useita tavoitteita, jotka ovat ristiriidassa keskenään. Monitavoiteoptimointiongelma muunnetaan yhden tavoitteen optimointiongelmaksi muodostamalla tavoitefunktio painotetun summan menetelmän avulla. Rinnakkain edellisen menetelmän kanssa käytetään myös Pareto-optimointia. Pareto-optimaalisen rintaman pisteiden etsintä ohjataan lähelle painotetun summan menetelmän optimipistettä. Evoluutioalgoritmin toteutuksessa käytetään hyväksi varmistusjärjestelmiin liittyvää ongelmakohtaista tietoa. Työn tuloksena saadaan varmistusjärjestelmän simulointi- sekä optimointityökalu. Simulointityökalua käytetään kartoittamaan nykyisen varmistusjärjestelmän toimivuutta. Optimoinnin avulla tehostetaan varmistusjärjestelmän toimintaa. Työkalua voidaan käyttää myös uusien varmistusjärjestelmien suunnittelussa sekä nykyisten varmistusjärjestelmien laajentamisessa.

Analyzing Carbon Trade Permits in Optimization Framework

The threats caused by global warming motivate different stake holders to deal with and control them. This Master's thesis focuses on analyzing carbon trade permits in optimization framework. The studied model determines optimal emission and uncertainty levels which minimize the total cost. Research questions are formulated and answered by using different optimization tools. The model is developed and calibrated by using available consistent data in the area of carbon emission technology and control. Data and some basic modeling assumptions were extracted from reports and existing literatures. The data collected from the countries in the Kyoto treaty are used to estimate the cost functions. Theory and methods of constrained optimization are briefly presented. A two-level optimization problem (individual and between the parties) is analyzed by using several optimization methods. The combined cost optimization between the parties leads into multivariate model and calls for advanced techniques. Lagrangian, Sequential Quadratic Programming and Differential Evolution (DE) algorithm are referred to. The role of inherent measurement uncertainty in the monitoring of emissions is discussed. We briefly investigate an approach where emission uncertainty would be described in stochastic framework. MATLAB software has been used to provide visualizations including the relationship between decision variables and objective function values. Interpretations in the context of carbon trading were briefly presented. Suggestions for future work are given in stochastic modeling, emission trading and coupled analysis of energy prices and carbon permits.

Stochastic approximation methods in stochastic optimization

Stochastic approximation methods for stochastic optimization are considered. Reviewed the main methods of stochastic approximation: stochastic quasi-gradient algorithm, Kiefer-Wolfowitz algorithm and adaptive rules for them, simultaneous perturbation stochastic approximation (SPSA) algorithm. Suggested the model and the solution of the retailer's profit optimization problem and considered an application of the SQG-algorithm for the optimization problems with objective functions given in the form of ordinary differential equation.

Efficient Optimization Algorithms for Nonlinear Data Analysis

Identification of low-dimensional structures and main sources of variation from multivariate data are fundamental tasks in data analysis. Many methods aimed at these tasks involve solution of an optimization problem. Thus, the objective of this thesis is to develop computationally efficient and theoretically justified methods for solving such problems. Most of the thesis is based on a statistical model, where ridges of the density estimated from the data are considered as relevant features. Finding ridges, that are generalized maxima, necessitates development of advanced optimization methods. An efficient and convergent trust region Newton method for projecting a point onto a ridge of the underlying density is developed for this purpose. The method is utilized in a differential equation-based approach for tracing ridges and computing projection coordinates along them. The density estimation is done nonparametrically by using Gaussian kernels. This allows application of ridge-based methods with only mild assumptions on the underlying structure of the data. The statistical model and the ridge finding methods are adapted to two different applications. The first one is extraction of curvilinear structures from noisy data mixed with background clutter. The second one is a novel nonlinear generalization of principal component analysis (PCA) and its extension to time series data. The methods have a wide range of potential applications, where most of the earlier approaches are inadequate. Examples include identification of faults from seismic data and identification of filaments from cosmological data. Applicability of the nonlinear PCA to climate analysis and reconstruction of periodic patterns from noisy time series data are also demonstrated. Other contributions of the thesis include development of an efficient semidefinite optimization method for embedding graphs into the Euclidean space. The method produces structure-preserving embeddings that maximize interpoint distances. It is primarily developed for dimensionality reduction, but has also potential applications in graph theory and various areas of physics, chemistry and engineering. Asymptotic behaviour of ridges and maxima of Gaussian kernel densities is also investigated when the kernel bandwidth approaches infinity. The results are applied to the nonlinear PCA and to finding significant maxima of such densities, which is a typical problem in visual object tracking.

Simulation and optimization tools in paper machine concept design

The last decade has shown that the global paper industry needs new processes and products in order to reassert its position in the industry. As the paper markets in Western Europe and North America have stabilized, the competition has tightened. Along with the development of more cost-effective processes and products, new process design methods are also required to break the old molds and create new ideas. This thesis discusses the development of a process design methodology based on simulation and optimization methods. A bi-level optimization problem and a solution procedure for it are formulated and illustrated. Computational models and simulation are used to illustrate the phenomena inside a real process and mathematical optimization is exploited to find out the best process structures and control principles for the process. Dynamic process models are used inside the bi-level optimization problem, which is assumed to be dynamic and multiobjective due to the nature of papermaking processes. The numerical experiments show that the bi-level optimization approach is useful for different kinds of problems related to process design and optimization. Here, the design methodology is applied to a constrained process area of a papermaking line. However, the same methodology is applicable to all types of industrial processes, e.g., the design of biorefiners, because the methodology is totally generalized and can be easily modified.

Optimization and Measuring Techniques for Collect-and-Place Machines in Printed Circuit Board Industry

This thesis considers optimization problems arising in printed circuit board assembly. Especially, the case in which the electronic components of a single circuit board are placed using a single placement machine is studied. Although there is a large number of different placement machines, the use of collect-and-place -type gantry machines is discussed because of their flexibility and increasing popularity in the industry. Instead of solving the entire control optimization problem of a collect-andplace machine with a single application, the problem is divided into multiple subproblems because of its hard combinatorial nature. This dividing technique is called hierarchical decomposition. All the subproblems of the one PCB - one machine -context are described, classified and reviewed. The derived subproblems are then either solved with exact methods or new heuristic algorithms are developed and applied. The exact methods include, for example, a greedy algorithm and a solution based on dynamic programming. Some of the proposed heuristics contain constructive parts while others utilize local search or are based on frequency calculations. For the heuristics, it is made sure with comprehensive experimental tests that they are applicable and feasible. A number of quality functions will be proposed for evaluation and applied to the subproblems. In the experimental tests, artificially generated data from Markov-models and data from real-world PCB production are used. The thesis consists of an introduction and of five publications where the developed and used solution methods are described in their full detail. For all the problems stated in this thesis, the methods proposed are efficient enough to be used in the PCB assembly production in practice and are readily applicable in the PCB manufacturing industry.

Sähkökäytön valintaperiaatteet ja monimoottorikäytöt malmin laaduntasauksessa

Sähkökäytön valintaan vaikuttavat useat eri tekijät. Sähkökäytön valinnan perusteena voidaan käyttää tietoa prosessin tai toimilaitteen fysikaalisesta käyttäytymisestä. Valinnan perusteena voi olla myös riittävän suorituskyvyn tarve prosessissa. Tässä työssä tutustutaan sähkökäytön valintaan vaikuttaviin tekijöihinja sähkökäytön mitoitukseen. Työssä on keskitytty yleisempien pienjännitemoottorityyppien ja niiden säätöjen käsittelyyn. Useissa prosesseissa vaaditaan monen moottorin käyttöä saman kuorman liikuttamisessa. Monimoottorikäyttöjen ohjauksen tuntemus auttaa ongelmatilanteiden ratkaisussa ja antaa perusteet monimoottorikäytön valinnalle. Tässä työssä käsitellään monimoottorikäyttöjen pyörimisnopeuserojen ja vääntömomenttien epätasaisuuteen liittyviä ongelmia.

Jatkuvavaletun teräksen leikkaussuunnitelman optimointi

Teollisuuden tuotannon eri prosessien optimointi on hyvin ajankohtainen aihe. Monet ohjausjärjestelmät ovat ajalta, jolloin tietokoneiden laskentateho oli hyvin vaatimaton nykyisiin verrattuna. Työssä esitetään tuotantoprosessi, joka sisältää teräksen leikkaussuunnitelman muodostamisongelman. Valuprosessi on yksi teräksen valmistuksen välivaiheita. Siinä sopivaan laatuun saatettu sula teräs valetaan linjastoon, jossa se jähmettyy ja leikataan aihioiksi. Myöhemmissä vaiheissa teräsaihioista muokataan pienempiä kokonaisuuksia, tehtaan lopputuotteita. Jatkuvavaletut aihiot voidaan leikata tilauskannasta riippuen monella eri tavalla. Tätä varten tarvitaan leikkaussuunnitelma, jonka muodostamiseksi on ratkaistava sekalukuoptimointiongelma. Sekalukuoptimointiongelmat ovat optimoinnin haastavin muoto. Niitä on tutkittu yksinkertaisempiin optimointiongelmiin nähden vähän. Nykyisten tietokoneiden laskentateho on kuitenkin mahdollistanut raskaampien ja monimutkaisempien optimointialgoritmien käytön ja kehittämisen. Työssä on käytetty ja esitetty eräs stokastisen optimoinnin menetelmä, differentiaalievoluutioalgoritmi. Tässä työssä esitetään teräksen leikkausoptimointialgoritmi. Kehitetty optimointimenetelmä toimii dynaamisesti tehdasympäristössä käyttäjien määrittelemien parametrien mukaisesti. Työ on osa Syncron Tech Oy:n Ovako Bar Oy Ab:lle toimittamaa ohjausjärjestelmää.

Conflict-based Method for Conceptual Process Synthesis

The changing business environment demands that chemical industrial processes be designed such that they enable the attainment of multi-objective requirements and the enhancement of innovativedesign activities. The requirements and key issues for conceptual process synthesis have changed and are no longer those of conventional process design; there is an increased emphasis on innovative research to develop new concepts, novel techniques and processes. A central issue, how to enhance the creativity of the design process, requires further research into methodologies. The thesis presentsa conflict-based methodology for conceptual process synthesis. The motivation of the work is to support decision-making in design and synthesis and to enhance the creativity of design activities. It deals with the multi-objective requirements and combinatorially complex nature of process synthesis. The work is carriedout based on a new concept and design paradigm adapted from Theory of InventiveProblem Solving methodology (TRIZ). TRIZ is claimed to be a `systematic creativity' framework thanks to its knowledge based and evolutionary-directed nature. The conflict concept, when applied to process synthesis, throws new lights on design problems and activities. The conflict model is proposed as a way of describing design problems and handling design information. The design tasks are represented as groups of conflicts and conflict table is built as the design tool. The general design paradigm is formulated to handle conflicts in both the early and detailed design stages. The methodology developed reflects the conflict nature of process design and synthesis. The method is implemented and verified through case studies of distillation system design, reactor/separator network design and waste minimization. Handling the various levels of conflicts evolve possible design alternatives in a systematic procedure which consists of establishing an efficient and compact solution space for the detailed design stage. The approach also provides the information to bridge the gap between the application of qualitative knowledge in the early stage and quantitative techniques in the detailed design stage. Enhancement of creativity is realized through the better understanding of the design problems gained from the conflict concept and in the improvement in engineering design practice via the systematic nature of the approach.

Normaalijakaumaan perustuva mutaatio-operaatio differentiaalievoluutioalgoritmiin

Evoluutioalgoritmit ovat viime vuosina osoittautuneet tehokkaiksi menetelmiksi globaalien optimointitehtävien ratkaisuun. Niiden vahvuutena on etenkin yleiskäyttöisyys ja kyky löytää globaali ratkaisu juuttumatta optimoitavan tavoitefunktion paikallisiin optimikohtiin. Tässä työssä on tavoitteena kehittää uusi, normaalijakaumaan perustuva mutaatio-operaatio differentiaalievoluutioalgoritmiin, joka on eräs uusimmista evoluutiopohjaisista optimointialgoritmeista. Menetelmän oletetaan vähentävän entisestään sekä populaation ennenaikaisen suppenemisen, että algoritmin tilojen juuttumisen riskiä ja se on teoreettisesti osoitettavissa suppenevaksi. Tämä ei päde alkuperäisen differentiaalievoluution tapauksessa, koska on voitu osoittaa, että sen tilanmuutokset voivat pienellä todennäköisyydellä juuttua. Työssä uuden menetelmän toimintaa tarkastellaan kokeellisesti käyttäen testiongelmina monirajoiteongelmia. Rajoitefunktioiden käsittelyyn käytetään Jouni Lampisen kehittämää, Pareto-optimaalisuuden periaatteeseen perustuvaa menetelmää. Samalla saadaan kerättyä lisää kokeellista näyttöä myös tämän menetelmän toiminnasta. Kaikki käytetyt testiongelmat kyettiin ratkaisemaan sekä alkuperäisellä differentiaalievoluutiolla, että uutta mutaatio-operaatiota käyttävällä versiolla. Uusi menetelmä osoittautui kuitenkin luotettavammaksi sellaisissa tapauksissa, joissa alkuperäisellä algoritmilla oli vaikeuksia. Lisäksi useimmat ongelmat kyettiin ratkaisemaan luotettavasti pienemmällä populaation koolla kuin alkuperäistä differentiaalievoluutiota käytettäessä. Uuden menetelmän käyttö myös mahdollistaa paremmin sellaisten kontrolliparametrien käytön, joilla hausta saadaan rotaatioinvariantti. Laskennallisesti uusi menetelmä on hieman alkuperäistä differentiaalievoluutiota raskaampi ja se tarvitsee yhden kontrolliparametrin enemmän. Uusille kontrolliparametreille määritettiin kuitenkin mahdollisimman yleiskäyttöiset arvot, joita käyttämällä on mahdollista ratkaista suuri joukko erilaisia ongelmia.

Design and Comparison оf Mixed Hinf/H2 Controller fоr АMB System

This master’s thesis is focused on the active magnetic bearings control, specifically the robust control. As carrying out of such kind of control used mixed H2/Hinf controller. So the goal of this work is to design it using Robust Control Toolbox™ in MATLAB and compare it performance and robustness with Hinf robust controller characteristics. But only one degree-of-freedom controller considered.