Algorithm for Increasing the Speed of Evolutionary Optimization and Its Accuracy in Multi-Objective Problems


Abstract

Optimization algorithms are important tools for the solution of combinatorial management problems. Nowadays, many of those problems are addressed by using evolutionary algorithms (EAs) that move toward a near-optimal solution by repetitive simulations. Sometimes, such extensive simulations are not possible or are costly and time-consuming. Thus, in this study a method based on artificial neural networks (ANN) is proposed to reduce the number of simulations required in EAs. Specifically, an ANN simulator is used to reduce the number of simulations by the main simulator. The ANN is trained and updated only for required areas in the decision space. Performance of the proposed method is examined by integrating it with the non-dominated sorting genetic algorithm (NSGAII) in multi-objective problems. In terms of density and optimality of the Pareto front, the hybrid NSGAII-ANN is able to extract the Pareto front with much less simulation time compared to the sole use of the NSGAII algorithm. The proposed NSGAII-ANN methodology was examined using three standard test problems (FON, KUR, and ZDT1) and one real-world problem. The latter addresses the operation of a reservoir with two objectives (meeting demand and flood control). Thus, based on this study, use of the NSGAII-ANN integrative algorithm in problems with time-consuming simulators reduces the required time for optimization up to 50 times. Results of the real-world problem, despite lower computational-time requirements, show a performance similar to that achieved in the aforementioned test problems.