Inverse multi-objective robust evolutionary design

  • Authors:
  • Dudy Lim;Yew-Soon Ong;Yaochu Jin;Bernhard Sendhoff;Bu Sung Lee

  • Affiliations:
  • School of Computer Engineering, Nanyang Technological University, Singapore, Singapore 639798;School of Computer Engineering, Nanyang Technological University, Singapore, Singapore 639798;Honda Research Institute Europe GmbH, Offenbach, Germany 63073;Honda Research Institute Europe GmbH, Offenbach, Germany 63073;School of Computer Engineering, Nanyang Technological University, Singapore, Singapore 639798

  • Venue:
  • Genetic Programming and Evolvable Machines
  • Year:
  • 2006

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Abstract

In this paper, we present an Inverse Multi-Objective Robust Evolutionary (IMORE) design methodology that handles the presence of uncertainty without making assumptions about the uncertainty structure. We model the clustering of uncertain events in families of nested sets using a multi-level optimization search. To reduce the high computational costs of the proposed methodology we proposed schemes for (1) adapting the step-size in estimating the uncertainty, and (2) trimming down the number of calls to the objective function in the nested search. Both offline and online adaptation strategies are considered in conjunction with the IMORE design algorithm. Design of Experiments (DOE) approaches further reduce the number of objective function calls in the online adaptive IMORE algorithm. Empirical studies conducted on a series of test functions having diverse complexities show that the proposed algorithms converge to a set of Pareto-optimal design solutions with non-dominated nominal and robustness performances efficiently.