Evolutionary Optimisation of Multi-objective Problems using Confidence-based Dynamic Re-Sampling

Moore, Philip and Syberfeldt, Anna and Grimm, H and Ng, Amos and John, Robert (2010) Evolutionary Optimisation of Multi-objective Problems using Confidence-based Dynamic Re-Sampling. European Journal of Operational Research, 204 (3). pp. 533-544. ISSN 0377-2217

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Official URL: http://www.sciencedirect.com/science/article/pii/S...

Abstract / Summary

Many real-world optimisation problems approached by evolutionary algorithms are subject to noise. When noise is present, the evolutionary selection process may become unstable and the convergence of the optimisation adversely affected. In this paper, we present a new technique that efficiently deals with noise in multi-objective optimisation. This technique aims at preventing the propagation of inferior solutions in the evolutionary selection due to noisy objective values. This is done by using an iterative resampling procedure that reduces the noise until the likelihood of selecting the correct solution reaches a given confidence level. To achieve an efficient utilisation of resources, the number of samples used per solution varies based on the amount of noise in the present area of the search space. The proposed algorithm is evaluated on the ZDT benchmark problems and two complex real-world problems of manufacturing optimisation. The first real-world problem concerns the optimisation of engine component manufacturing in aviation industry, while the second real-world problem concerns the optimisation of a camshaft machining line in automotive industry. The results from the optimisations indicate that the proposed technique is successful in reducing noise, and it competes successfully with other noise handling techniques.

Item Type: Article
Identification Number: 10.1016/j.ejor.2009.11.003
Uncontrolled Keywords: noise simulation
ISSN: 0377-2217
Subjects: Technology
Depositing User: Philip Moore
Date Deposited: 19 Nov 2014 15:52
Last Modified: 19 Nov 2014 15:52
URI: http://repository.falmouth.ac.uk/id/eprint/744

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