947 resultados para Multi-objective optimization models


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Invasive exotic plants have altered natural ecosystems across much of North America. In the Midwest, the presence of invasive plants is increasing rapidly, causing changes in ecosystem patterns and processes. Early detection has become a key component in invasive plant management and in the detection of ecosystem change. Risk assessment through predictive modeling has been a useful resource for monitoring and assisting with treatment decisions for invasive plants. Predictive models were developed to assist with early detection of ten target invasive plants in the Great Lakes Network of the National Park Service and for garlic mustard throughout the Upper Peninsula of Michigan. These multi-criteria risk models utilize geographic information system (GIS) data to predict the areas at highest risk for three phases of invasion: introduction, establishment, and spread. An accuracy assessment of the models for the ten target plants in the Great Lakes Network showed an average overall accuracy of 86.3%. The model developed for garlic mustard in the Upper Peninsula resulted in an accuracy of 99.0%. Used as one of many resources, the risk maps created from the model outputs will assist with the detection of ecosystem change, the monitoring of plant invasions, and the management of invasive plants through prioritized control efforts.

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This dissertation presents the competitive control methodologies for small-scale power system (SSPS). A SSPS is a collection of sources and loads that shares a common network which can be isolated during terrestrial disturbances. Micro-grids, naval ship electric power systems (NSEPS), aircraft power systems and telecommunication system power systems are typical examples of SSPS. The analysis and development of control systems for small-scale power systems (SSPS) lacks a defined slack bus. In addition, a change of a load or source will influence the real time system parameters of the system. Therefore, the control system should provide the required flexibility, to ensure operation as a single aggregated system. In most of the cases of a SSPS the sources and loads must be equipped with power electronic interfaces which can be modeled as a dynamic controllable quantity. The mathematical formulation of the micro-grid is carried out with the help of game theory, optimal control and fundamental theory of electrical power systems. Then the micro-grid can be viewed as a dynamical multi-objective optimization problem with nonlinear objectives and variables. Basically detailed analysis was done with optimal solutions with regards to start up transient modeling, bus selection modeling and level of communication within the micro-grids. In each approach a detail mathematical model is formed to observe the system response. The differential game theoretic approach was also used for modeling and optimization of startup transients. The startup transient controller was implemented with open loop, PI and feedback control methodologies. Then the hardware implementation was carried out to validate the theoretical results. The proposed game theoretic controller shows higher performances over traditional the PI controller during startup. In addition, the optimal transient surface is necessary while implementing the feedback controller for startup transient. Further, the experimental results are in agreement with the theoretical simulation. The bus selection and team communication was modeled with discrete and continuous game theory models. Although players have multiple choices, this controller is capable of choosing the optimum bus. Next the team communication structures are able to optimize the players’ Nash equilibrium point. All mathematical models are based on the local information of the load or source. As a result, these models are the keys to developing accurate distributed controllers.

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Master production schedule (MPS) plays an important role in an integrated production planning system. It converts the strategic planning defined in a production plan into the tactical operation execution. The MPS is also known as a tool for top management to control over manufacture resources and becomes input of the downstream planning levels such as material requirement planning (MRP) and capacity requirement planning (CRP). Hence, inappropriate decision on the MPS development may lead to infeasible execution, which ultimately causes poor delivery performance. One must ensure that the proposed MPS is valid and realistic for implementation before it is released to real manufacturing system. In practice, where production environment is stochastic in nature, the development of MPS is no longer simple task. The varying processing time, random event such as machine failure is just some of the underlying causes of uncertainty that may be hardly addressed at planning stage so that in the end the valid and realistic MPS is tough to be realized. The MPS creation problem becomes even more sophisticated as decision makers try to consider multi-objectives; minimizing inventory, maximizing customer satisfaction, and maximizing resource utilization. This study attempts to propose a methodology for MPS creation which is able to deal with those obstacles. This approach takes into account uncertainty and makes trade off among conflicting multi-objectives at the same time. It incorporates fuzzy multi-objective linear programming (FMOLP) and discrete event simulation (DES) for MPS development.

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Since 2010, the client base of online-trading service providers has grown significantly. Such companies enable small investors to access the stock market at advantageous rates. Because small investors buy and sell stocks in moderate amounts, they should consider fixed transaction costs, integral transaction units, and dividends when selecting their portfolio. In this paper, we consider the small investor’s problem of investing capital in stocks in a way that maximizes the expected portfolio return and guarantees that the portfolio risk does not exceed a prescribed risk level. Portfolio-optimization models known from the literature are in general designed for institutional investors and do not consider the specific constraints of small investors. We therefore extend four well-known portfolio-optimization models to make them applicable for small investors. We consider one nonlinear model that uses variance as a risk measure and three linear models that use the mean absolute deviation from the portfolio return, the maximum loss, and the conditional value-at-risk as risk measures. We extend all models to consider piecewise-constant transaction costs, integral transaction units, and dividends. In an out-of-sample experiment based on Swiss stock-market data and the cost structure of the online-trading service provider Swissquote, we apply both the basic models and the extended models; the former represent the perspective of an institutional investor, and the latter the perspective of a small investor. The basic models compute portfolios that yield on average a slightly higher return than the portfolios computed with the extended models. However, all generated portfolios yield on average a higher return than the Swiss performance index. There are considerable differences between the four risk measures with respect to the mean realized portfolio return and the standard deviation of the realized portfolio return.

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Since 2010, the client base of online-trading service providers has grown significantly. Such companies enable small investors to access the stock market at advantageous rates. Because small investors buy and sell stocks in moderate amounts, they should consider fixed transaction costs, integral transaction units, and dividends when selecting their portfolio. In this paper, we consider the small investor’s problem of investing capital in stocks in a way that maximizes the expected portfolio return and guarantees that the portfolio risk does not exceed a prescribed risk level. Portfolio-optimization models known from the literature are in general designed for institutional investors and do not consider the specific constraints of small investors. We therefore extend four well-known portfolio-optimization models to make them applicable for small investors. We consider one nonlinear model that uses variance as a risk measure and three linear models that use the mean absolute deviation from the portfolio return, the maximum loss, and the conditional value-at-risk as risk measures. We extend all models to consider piecewise-constant transaction costs, integral transaction units, and dividends. In an out-of-sample experiment based on Swiss stock-market data and the cost structure of the online-trading service provider Swissquote, we apply both the basic models and the extended models; the former represent the perspective of an institutional investor, and the latter the perspective of a small investor. The basic models compute portfolios that yield on average a slightly higher return than the portfolios computed with the extended models. However, all generated portfolios yield on average a higher return than the Swiss performance index. There are considerable differences between the four risk measures with respect to the mean realized portfolio return and the standard deviation of the realized portfolio return.

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El diseño y desarrollo de sistemas de suspensión para vehículos se basa cada día más en el diseño por ordenador y en herramientas de análisis por ordenador, las cuales permiten anticipar problemas y resolverlos por adelantado. El comportamiento y las características dinámicas se calculan con precisión, bajo coste, y recursos y tiempos de cálculo reducidos. Sin embargo, existe una componente iterativa en el proceso, que requiere la definición manual de diseños a través de técnicas “prueba y error”. Esta Tesis da un paso hacia el desarrollo de un entorno de simulación eficiente capaz de simular, analizar y evaluar diseños de suspensiones vehiculares, y de mejorarlos hacia la solución optima mediante la modificación de los parámetros de diseño. La modelización mediante sistemas multicuerpo se utiliza aquí para desarrollar un modelo de autocar con 18 grados de libertad, de manera detallada y eficiente. La geometría y demás características de la suspensión se ajustan a las del vehículo real, así como los demás parámetros del modelo. Para simular la dinámica vehicular, se utiliza una formulación multicuerpo moderna y eficiente basada en las ecuaciones de Maggi, a la que se ha incorporado un visor 3D. Así, se consigue simular maniobras vehiculares en tiempos inferiores al tiempo real. Una vez que la dinámica está disponible, los análisis de sensibilidad son cruciales para una optimización robusta y eficiente. Para ello, se presenta una técnica matemática que permite derivar las variables dinámicas dentro de la formulación, de forma algorítmica, general, con la precisión de la maquina, y razonablemente eficiente: la diferenciación automática. Este método propaga las derivadas con respecto a las variables de diseño a través del código informático y con poca intervención del usuario. En contraste con otros enfoques en la bibliografía, generalmente particulares y limitados, se realiza una comparación de librerías, se desarrolla una formulación híbrida directa-automática para el cálculo de sensibilidades, y se presentan varios ejemplos reales. Finalmente, se lleva a cabo la optimización de la respuesta dinámica del vehículo citado. Se analizan cuatro tipos distintos de optimización: identificación de parámetros, optimización de la maniobrabilidad, optimización del confort y optimización multi-objetivo, todos ellos aplicados al diseño del autocar. Además de resultados analíticos y gráficos, se incluyen algunas consideraciones acerca de la eficiencia. En resumen, se mejora el comportamiento dinámico de vehículos por medio de modelos multicuerpo y de técnicas de diferenciación automática y optimización avanzadas, posibilitando un ajuste automático, preciso y eficiente de los parámetros de diseño. ABSTRACT Each day, the design and development of vehicle suspension systems relies more on computer-aided design and computer-aided engineering tools, which allow anticipating the problems and solving them ahead of time. Dynamic behavior and characteristics are thus simulated accurately and inexpensively with moderate computational times and resources. There is, however, an iterative component in the process, which involves the manual definition of designs in a trialand-error manner. This Thesis takes a step towards the development of an efficient simulation framework capable of simulating, analyzing and evaluating vehicle suspension designs, and automatically improving them by varying the design parameters towards the optimal solution. The multibody systems approach is hereby used to model a three-dimensional 18-degrees-of-freedom coach in a comprehensive yet efficient way. The suspension geometry and characteristics resemble the ones from the real vehicle, as do the rest of vehicle parameters. In order to simulate vehicle dynamics, an efficient, state-of-the-art multibody formulation based on Maggi’s equations is employed, and a three-dimensional graphics viewer is developed. As a result, vehicle maneuvers can be simulated faster than real-time. Once the dynamics are ready, a sensitivity analysis is crucial for a robust optimization. To that end, a mathematical technique is introduced, which allows differentiating the dynamic variables within the multibody formulation in a general, algorithmic, accurate to machine precision, and reasonably efficient way: automatic differentiation. This method propagates the derivatives with respect to the design parameters throughout the computer code, with little user interaction. In contrast with other attempts in the literature, mostly not generalpurpose, a benchmarking of libraries is carried out, a hybrid direct-automatic differentiation approach for the computation of sensitivities is developed, and several real-life examples are analyzed. Finally, a design optimization process of the aforementioned vehicle is carried out. Four different types of dynamic response optimization are presented: parameter identification, handling optimization, ride comfort optimization and multi-objective optimization; all of which are applied to the design of the coach example. Together with analytical and visual proof of the results, efficiency considerations are made. In summary, the dynamic behavior of vehicles is improved by using the multibody systems approach, along with advanced differentiation and optimization techniques, enabling an automatic, accurate and efficient tuning of design parameters.

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La influencia de la aerodinámica en el diseño de los trenes de alta velocidad, unida a la necesidad de resolver nuevos problemas surgidos con el aumento de la velocidad de circulación y la reducción de peso del vehículo, hace evidente el interés de plantear un estudio de optimización que aborde tales puntos. En este contexto, se presenta en esta tesis la optimización aerodinámica del testero de un tren de alta velocidad, llevada a cabo mediante el uso de métodos de optimización avanzados. Entre estos métodos, se ha elegido aquí a los algoritmos genéticos y al método adjunto como las herramientas para llevar a cabo dicha optimización. La base conceptual, las características y la implementación de los mismos se detalla a lo largo de la tesis, permitiendo entender los motivos de su elección, y las consecuencias, en términos de ventajas y desventajas que cada uno de ellos implican. El uso de los algorimos genéticos implica a su vez la necesidad de una parametrización geométrica de los candidatos a óptimo y la generación de un modelo aproximado que complementa al método de optimización. Estos puntos se describen de modo particular en el primer bloque de la tesis, enfocada a la metodología seguida en este estudio. El segundo bloque se centra en la aplicación de los métodos a fin de optimizar el comportamiento aerodinámico del tren en distintos escenarios. Estos escenarios engloban los casos más comunes y también algunos de los más exigentes a los que hace frente un tren de alta velocidad: circulación en campo abierto con viento frontal o viento lateral, y entrada en túnel. Considerando el caso de viento frontal en campo abierto, los dos métodos han sido aplicados, permitiendo una comparación de las diferentes metodologías, así como el coste computacional asociado a cada uno, y la minimización de la resistencia aerodinámica conseguida en esa optimización. La posibilidad de evitar parametrizar la geometría y, por tanto, reducir el coste computacional del proceso de optimización es la característica más significativa de los métodos adjuntos, mientras que en el caso de los algoritmos genéticos se destaca la simplicidad y capacidad de encontrar un óptimo global en un espacio de diseño multi-modal o de resolver problemas multi-objetivo. El caso de viento lateral en campo abierto considera nuevamente los dos métoxi dos de optimización anteriores. La parametrización se ha simplificado en este estudio, lo que notablemente reduce el coste numérico de todo el estudio de optimización, a la vez que aún recoge las características geométricas más relevantes en un tren de alta velocidad. Este análisis ha permitido identificar y cuantificar la influencia de cada uno de los parámetros geométricos incluídos en la parametrización, y se ha observado que el diseño de la arista superior a barlovento es fundamental, siendo su influencia mayor que la longitud del testero o que la sección frontal del mismo. Finalmente, se ha considerado un escenario más a fin de validar estos métodos y su capacidad de encontrar un óptimo global. La entrada de un tren de alta velocidad en un túnel es uno de los casos más exigentes para un tren por el pico de sobrepresión generado, el cual afecta a la confortabilidad del pasajero, así como a la estabilidad del vehículo y al entorno próximo a la salida del túnel. Además de este problema, otro objetivo a minimizar es la resistencia aerodinámica, notablemente superior al caso de campo abierto. Este problema se resuelve usando algoritmos genéticos. Dicho método permite obtener un frente de Pareto donde se incluyen el conjunto de óptimos que minimizan ambos objetivos. ABSTRACT Aerodynamic design of trains influences several aspects of high-speed trains performance in a very significant level. In this situation, considering also that new aerodynamic problems have arisen due to the increase of the cruise speed and lightness of the vehicle, it is evident the necessity of proposing an optimization study concerning the train aerodynamics. Thus, the aerodynamic optimization of the nose shape of a high-speed train is presented in this thesis. This optimization is based on advanced optimization methods. Among these methods, genetic algorithms and the adjoint method have been selected. A theoretical description of their bases, the characteristics and the implementation of each method is detailed in this thesis. This introduction permits understanding the causes of their selection, and the advantages and drawbacks of their application. The genetic algorithms requirethe geometrical parameterization of any optimal candidate and the generation of a metamodel or surrogate model that complete the optimization process. These points are addressed with a special attention in the first block of the thesis, focused on the methodology considered in this study. The second block is referred to the use of these methods with the purpose of optimizing the aerodynamic performance of a high-speed train in several scenarios. These scenarios englobe the most representative operating conditions of high-speed trains, and also some of the most exigent train aerodynamic problems: front wind and cross-wind situations in open air, and the entrance of a high-speed train in a tunnel. The genetic algorithms and the adjoint method have been applied in the minimization of the aerodynamic drag on the train with front wind in open air. The comparison of these methods allows to evaluate the methdology and computational cost of each one, as well as the resulting minimization of the aerodynamic drag. Simplicity and robustness, the straightforward realization of a multi-objective optimization, and the capability of searching a global optimum are the main attributes of genetic algorithm. However, the requirement of geometrically parameterize any optimal candidate is a significant drawback that is avoided with the use of the adjoint method. This independence of the number of design variables leads to a relevant reduction of the pre-processing and computational cost. Considering the cross-wind stability, both methods are used again for the minimization of the side force. In this case, a simplification of the geometric parameterization of the train nose is adopted, what dramatically reduces the computational cost of the optimization process. Nevertheless, some of the most important geometrical characteristics are still described with this simplified parameterization. This analysis identifies and quantifies the influence of each design variable on the side force on the train. It is observed that the A-pillar roundness is the most demanding design parameter, with a more important effect than the nose length or the train cross-section area. Finally, a third scenario is considered for the validation of these methods in the aerodynamic optimization of a high-speed train. The entrance of a train in a tunnel is one of the most exigent train aerodynamic problems. The aerodynamic consequences of high-speed trains running in a tunnel are basically resumed in two correlated phenomena, the generation of pressure waves and an increase in aerodynamic drag. This multi-objective optimization problem is solved with genetic algorithms. The result is a Pareto front where a set of optimal solutions that minimize both objectives.

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As one of the most competitive approaches to multi-objective optimization, evolutionary algorithms have been shown to obtain very good results for many realworld multi-objective problems. One of the issues that can affect the performance of these algorithms is the uncertainty in the quality of the solutions which is usually represented with the noise in the objective values. Therefore, handling noisy objectives in evolutionary multi-objective optimization algorithms becomes very important and is gaining more attention in recent years. In this paper we present ?-degree Pareto dominance relation for ordering the solutions in multi-objective optimization when the values of the objective functions are given as intervals. Based on this dominance relation, we propose an adaptation of the non-dominated sorting algorithm for ranking the solutions. This ranking method is then used in a standardmulti-objective evolutionary algorithm and a recently proposed novel multi-objective estimation of distribution algorithm based on joint variable-objective probabilistic modeling, and applied to a set of multi-objective problems with different levels of independent noise. The experimental results show that the use of the proposed method for solution ranking allows to approximate Pareto sets which are considerably better than those obtained when using the dominance probability-based ranking method, which is one of the main methods for noise handling in multi-objective optimization.

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Evolutionary algorithms are suitable to solve damage identification problems in a multi-objective context. However, the performance of these methods can deteriorate quickly with increasing noise intensities originating numerous uncertainties. In this paper, a statistic structural damage detection method formulated in a multi-objective context is proposed. The statistic analysis is implemented to take into account the uncertainties existing in the structural model and measured structural modal parameters. The presented method is verified by a number of simulated damage scenarios. The effects of noise and damage levels on damage detection are investigated.

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Dynamic and Partial Reconfiguration (DPR) allows a system to be able to modify certain parts of itself during run-time. This feature gives rise to the capability of evolution: changing parts of the configuration according to the online evaluation of performance or other parameters. The evolution is achieved through a bio-inspired model in which the features of the system are identified as genes. The objective of the evolution may not be a single one; in this work, power consumption is taken into consideration, together with the quality of filtering, as the measure of performance, of a noisy image. Pareto optimality is applied to the evolutionary process, in order to find a representative set of optimal solutions as for performance and power consumption. The main contributions of this paper are: implementing an evolvable system on a low-power Spartan-6 FPGA included in a Wireless Sensor Network node and, by enabling the availability of a real measure of power consumption at run-time, achieving the capability of multi-objective evolution, that yields different optimal configurations, among which the selected one will depend on the relative “weights” of performance and power consumption.

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O problema de Planejamento da Expansão de Sistemas de Distribuição (PESD) visa determinar diretrizes para a expansão da rede considerando a crescente demanda dos consumidores. Nesse contexto, as empresas distribuidoras de energia elétrica têm o papel de propor ações no sistema de distribuição com o intuito de adequar o fornecimento da energia aos padrões exigidos pelos órgãos reguladores. Tradicionalmente considera-se apenas a minimização do custo global de investimento de planos de expansão, negligenciando-se questões de confiabilidade e robustez do sistema. Como consequência, os planos de expansão obtidos levam o sistema de distribuição a configurações que são vulneráveis a elevados cortes de carga na ocorrência de contingências na rede. Este trabalho busca a elaboração de uma metodologia para inserir questões de confiabilidade e risco ao problema PESD tradicional, com o intuito de escolher planos de expansão que maximizem a robustez da rede e, consequentemente, atenuar os danos causados pelas contingências no sistema. Formulou-se um modelo multiobjetivo do problema PESD em que se minimizam dois objetivos: o custo global (que incorpora custo de investimento, custo de manutenção, custo de operação e custo de produção de energia) e o risco de implantação de planos de expansão. Para ambos os objetivos, são formulados modelos lineares inteiros mistos que são resolvidos utilizando o solver CPLEX através do software GAMS. Para administrar a busca por soluções ótimas, optou-se por programar em linguagem C++ dois Algoritmos Evolutivos: Non-dominated Sorting Genetic Algorithm-2 (NSGA2) e Strength Pareto Evolutionary Algorithm-2 (SPEA2). Esses algoritmos mostraram-se eficazes nessa busca, o que foi constatado através de simulações do planejamento da expansão de dois sistemas testes adaptados da literatura. O conjunto de soluções encontradas nas simulações contém planos de expansão com diferentes níveis de custo global e de risco de implantação, destacando a diversidade das soluções propostas. Algumas dessas topologias são ilustradas para se evidenciar suas diferenças.

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Este trabalho apresenta um modelo de otimização multiobjetivo aplicado ao projeto de concepção de submarinos convencionais (i.e. de propulsão dieselelétrica). Um modelo de síntese que permite a estimativa de pesos, volume, velocidade, carga elétrica e outras características de interesse para a o projeto de concepção é formulado. O modelo de síntese é integrado a um modelo de otimização multiobjetivo baseado em algoritmos genéticos (especificamente, o algoritmo NSGA II). A otimização multiobjetivo consiste na maximização da efetividade militar do submarino e na minimização de seu custo. A efetividade militar do submarino é representada por uma Medida Geral de Efetividade (OMOE) estabelecida por meio do Processo Analítico Hierárquico (AHP). O Custo Básico de Construção (BCC) do submarino é estimado a partir dos seus grupos de peso. Ao fim do processo de otimização, é estabelecida uma Fronteira de Pareto composta por soluções não dominadas. Uma dessas soluções é selecionada para refinamento preliminar e os resultados são discutidos. Subsidiariamente, esta dissertação apresenta discussão sucinta sobre aspectos históricos e operativos relacionados a submarinos, bem como sobre sua metodologia de projeto. Alguns conceitos de Arquitetura Naval, aplicada ao projeto dessas embarcações, são também abordados.

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This work addresses the optimization of ammonia–water absorption cycles for cooling and refrigeration applications with economic and environmental concerns. Our approach combines the capabilities of process simulation, multi-objective optimization (MOO), cost analysis and life cycle assessment (LCA). The optimization task is posed in mathematical terms as a multi-objective mixed-integer nonlinear program (moMINLP) that seeks to minimize the total annualized cost and environmental impact of the cycle. This moMINLP is solved by an outer-approximation strategy that iterates between primal nonlinear programming (NLP) subproblems with fixed binaries and a tailored mixed-integer linear programming (MILP) model. The capabilities of our approach are illustrated through its application to an ammonia–water absorption cycle used in cooling and refrigeration applications.

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Feature selection is an important and active issue in clustering and classification problems. By choosing an adequate feature subset, a dataset dimensionality reduction is allowed, thus contributing to decreasing the classification computational complexity, and to improving the classifier performance by avoiding redundant or irrelevant features. Although feature selection can be formally defined as an optimisation problem with only one objective, that is, the classification accuracy obtained by using the selected feature subset, in recent years, some multi-objective approaches to this problem have been proposed. These either select features that not only improve the classification accuracy, but also the generalisation capability in case of supervised classifiers, or counterbalance the bias toward lower or higher numbers of features that present some methods used to validate the clustering/classification in case of unsupervised classifiers. The main contribution of this paper is a multi-objective approach for feature selection and its application to an unsupervised clustering procedure based on Growing Hierarchical Self-Organising Maps (GHSOMs) that includes a new method for unit labelling and efficient determination of the winning unit. In the network anomaly detection problem here considered, this multi-objective approach makes it possible not only to differentiate between normal and anomalous traffic but also among different anomalies. The efficiency of our proposals has been evaluated by using the well-known DARPA/NSL-KDD datasets that contain extracted features and labelled attacks from around 2 million connections. The selected feature sets computed in our experiments provide detection rates up to 99.8% with normal traffic and up to 99.6% with anomalous traffic, as well as accuracy values up to 99.12%.