Formulation and parameter selection of multi-objective deterministic particle swarm for simulation-based optimization

Riccardo Pellegrini

doi:10.1016/j.asoc.2017.05.013

2017-09-01

PRE

DOI：10.1016/j.asoc.2017.05.013

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摘要

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Global derivative-free deterministic algorithms are particularly suitable for simulation-based optimization, where often the existence of multiple local optima cannot be excluded a priori, the derivatives of the objective functions are not available, and the evaluation of the objectives is computationally expensive, thus a statistical analysis of the optimization outcomes is not practicable. Among these algorithms, particle swarm optimization (PSO) is advantageous for the ease of implementation and the capability of providing good approximate solutions to the optimization problem at a reasonable computational cost. PSO has been introduced for single-objective problems and several extension to multi-objective optimization are available in the literature. The objective of the present work is the systematic assessment and selection of the most promising formulation and setup parameters of multi-objective deterministic particle swarm optimization (MODPSO) for simulation-based problems. A comparative study of six formulations (varying the definition of cognitive and social attractors) and three setting parameters (number of particles, initialization method, and coefficient set) is performed using 66 analytical test problems. The number of objective functions range from two to three and the number of variables from two to eight, as often encountered in simulation-based engineering problems. The desired Pareto fronts are convex, concave, continuous, and discontinuous. A full-factorial combination of formulations and parameters is investigated, leading to more than 60,000 optimization runs, and assessed by three performance metrics. The most promising MODPSO formulation/parameter is identified and applied to the hull-form optimization of a high-speed catamaran in realistic ocean conditions. Its performance is finally compared with four stochastic algorithms, namely three versions of multi-objective PSO and the genetic algorithm NSGA-II. (C) 2017 Elsevier B.V. All rights reserved.

Keyword:

Multi-objective optimization

Derivative-free optimization

Global optimization

Deterministic particle swarm optimization

Simulation based optimization