竞赛推荐 | CEC2019在线数据驱动的多目标进化优化

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Competition on Online Data-Driven Multi-Objective Optimization


at 2019 IEEE Congress on Evolutionary Computation

Jun 10-13, 2019, Wellington, New Zealand


Evolutionary multi-objective optimization (EMO) has been flourishing for two decades in academia.However, the industry applications of EMO to real-world optimization problems are infrequent, due to the strong assumption that objective function evaluations are easily accessed. In fact, such objective functions may not exist, instead computationally expensive numerical simulations or costly physical experiments must be performed for evaluations. Such problems driven by data collected in simulations or experiments are formulated as data-driven optimization problems, which pose challenges to conventional EMO algorithms.Firstly, obtaining the minimum data for conventional EMO algorithms to converge requires a high computational or resource cost. Secondly, although surrogate models that approximate objective functions can be used to replace the real function evaluations, the search accuracy cannot be guaranteed because of the approximation errors of surrogate models. Thirdly, since only a small amount of online datas allowed to be sampled during the optimization process, the management of online data significantly affects the performance of algorithms. The research on data-driven evolutionary optimization has not received sufficient attention, although techniques for solving such problems are highly in demand. One main reason is the lack of benchmark problems that can closely reflect real-world challenges, which leads to a big gap between academia and industries.

 

In this competition, we carefully select 7 benchmark multi-objective optimization problems from real-world applications, including design of car cab, optimization of vehicle frontal structure, filter design, optimization of power systems, and optimization of neural networks. The objective functions of those problems cannot be calculated analytically, but can be calculated by calling an executable program to provide true black-box evaluations for both offline and online data sampling. A set of initial data is generated offline using Latin hypercube sampling, and a predefined fixed number of online data samples are set as the stopping criterion. This competition, as an event organized by the Task Force on “Intelligence Systems for Health” in the Intelligent Systems ApplicationTechnical Committee and Task Force on “Data-Driven Evolutionary Optimization of Expensive Problems” in the Evolutionary Computation Technical Committee, aims to promote the research on data-driven evolutionary multi-objective optimization by suggesting a set of benchmark problems extracted from various real-world optimization applications. All benchmark functions are implemented in MATLAB code. Also, the MATLAB code has been embedded in a recently developed software platform – PlatEMO, an open source MATLAB-based platform for evolutionary multi- and many-objective optimization, which currently includes more than 50 representative algorithms and over 100 benchmark functions, along with a variety of widely used performance indicators.

 

Test Problems


DDMOP1: This problem is a vehicle performance optimization problem, termed car cab design, which has 11 decision variables and 9 objectives.

The decision variables include the dimensions of the car body and bounds on nature frequencies, e.g., thickness of B-Pillar inner, thickness of floor side inner, thickness of door beam, and barrier height. Meanwhile, the nine objectives characterize the performance of the car cab, e.g., weight of the car, fuel economy, acceleration time, road noise at different speed, and roominess of the car.


DDMOP2: This problem aims at structural optimization of the frontal structure of vehicles for crash-worthiness, which involves 5 decision variables and 3 objectives. The decision variables include the thickness of five reinforced members around the frontal structure. Meanwhile, the mass of vehicle, deceleration during the full-frontal crash (which is proportional to bio mechanical injuries caused to the occupants), and toe board intrusion in the offset-frontal crash (which accounts for the structural integrity of the vehicle) are taken as objectives, which are to be minimized.


DDMOP3: This problem is an LTLCL switching ripple suppressor with two resonant branches, which includes 6 decision variables and 3 objectives. This switching ripple suppressor is able to achieve zero impedance at two different frequencies. The decision variables are the design parameters of the electronic components, e.g., capacitors, inductors, and resistors. Meanwhile, the objectives of this problem involve the total cost of the inductors (which is proportional to the consume of the copper and economic cost) and the harmonics attenuations at two different resonant frequencies (which are related to the performance of the designed switching ripple suppressor).


DDMOP4: This problem is also an LTLCL switching ripple suppressor but with nine resonant branches, which includes 13 decision variables and 10 objectives. This switching ripple suppressor is able to achieve zero impedance at nine different frequencies. The decision variables are the design parameters of the electronic components, e.g., capacitors, inductors, and resistors. Meanwhile, the objectives of this problem involve the total cost of the inductors and the harmonics attenuations at nine different resonant frequencies.


DDMOP5: This problem is a reactive power optimization problem with 14 buses, termed RPOPS, which involves 15 decision variables and 5 objectives. The decision variables include the dimensions of the system conditions, e.g., active power of the generators, initial values of the voltage, and per-unit values of the parallel capacitor and susceptance. Meanwhile, the five objectives characterize the performance of the power system, e.g.,active power loss, voltage deviation, reciprocal of the voltage stability margin, generation cost, and emission of the power system.


DDMOP6: This problem is a portfolio optimization problem, which has 10 decision variables and 2 objectives. The data consists of10 assets with the closing prices in 100 minutes. Each decision variable indicates the investment proportion on an asset. The first objective denotes the overall return, and the second objective denotes the financial risk according to the modern portfolio theory.


DDMOP7: This problem is a neural network training problem, which has 17 decision variables and 2 objectives. The training data consists of 690 samples with 14 features and 2 classes. Each decision variable indicates a weight of the neural network with a size of 14*1*1.  The first objective denotes the complexity of the network (i.e., ratio of nonzero weights), and the second objective denotes the classification error rate of the neural network.

 

Download links


https://github.com/HandingWang/DDMOP

 

Important Dates


For participants planning to submit a paper to the 2019 IEEE Congress on Evolutionary Computation:

Paper submission: 7th January, 2019

Notification to authors: 7th March, 2019

Final submission: 31st March, 2019

 

Note: You are encouraged to submit your paper to the Special Session on Data-Driven Optimization of Computationally Expensive Problems

For other participants (only result entry but without a paper):

Results submission deadline: 30th April 2019

 

Note: Please send your results directly to Dr Handing Wang (wanghanding.patch@gmail.com) or Dr Cheng He (chenghehust@gmail.com)

 

Organizers


Handing Wang, School of ArtificialIntelligence, Xidian University, China

Cheng He, Department of ComputerScience and Engineering, Southern University of Science and Technology, China

YeTian, Computer Science andTechnology School, Anhui University

Yaochu Jin, Department of ComputerScience, University of Surrey, UK


竞赛链接:我埋在文末“阅读原文”了~

PlatEMO平台:推荐使用,详情请戳->PlatEMO:一个基于Maltab的多目标进化算法库

结果提交建议:如果CEC2019截稿日期之前就有成熟的算法呢,欢迎将方法投稿到Special Session on Data-Driven Optimization of Computationally Expensive Problems;如果很不幸没赶上的话也没关系,4月底提交结果即可。



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Isight是一款商业化的多学科设计优化软件,可以通过集成不同的工具和模拟软件来完成多学科设计优化任务。如果想在Isight中使用CEC2014数据集进行单目标优化,可以按照以下步骤进行: 1. 准备CEC2014测试函数的Matlab代码和数据集,可以从CEC2014官网下载得到。将Matlab代码和数据集存储在本地磁盘中。 2. 在Isight中创建一个新的工程,并在工程中添加一个“Matlab Function”组件。将CEC2014测试函数的Matlab代码作为输入文件导入到该组件中。 3. 在工程中添加一个“Parameter”组件,用于设置优化变量和范围。根据CEC2014数据集的要求,每个测试函数都有不同的维度和范围。可以通过将多个“Parameter”组件组合在一起来设置多个优化变量。 4. 在工程中添加一个“Single Objective Optimization”组件,用于设置优化算法和目标函数。将“Matlab Function”组件作为目标函数输入,并选择CEC2014数据集中的一个测试函数作为目标函数。 5. 配置优化算法的参数,如种群大小、迭代次数、收敛条件等。可以根据不同测试函数的特性来调整优化算法的参数。 6. 运行优化算法,等待优化结果。可以通过Isight中的监控工具来查看优化算法的收敛情况和目标函数的变化趋势。 7. 分析优化结果,并根据需要进行后处理和优化。可以通过Isight中的“Response Surface”和“Design of Experiments”组件来构建响应面模型和设计实验。 需要注意的是,CEC2014测试函数是全局优化问题,具有高度非线性和多峰性,因此优化算法的选择和参数调整非常重要。在使用Isight进行CEC2014测试函数优化时,需要不断调整和优化算法,以获得更好的优化结果。

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