Abstract
A way to deal with uncertainties in the fitness function of an optimization problem is robust optimization, which optimizes the expected value of the fitness. In the context of evolutionary optimization, it is a common practice to compute the expected value of the fitness approximately with the help of Monte-Carlo simulation. This approach requires a lot of evaluations of the fitness function in order to evaluate an individual and thus it can be very compute-intensive.
In the present paper, we propose a coevolution-based approach for the robust optimization of problems with a fitness function basically depending on discrete random variables, which conditionally depend on the decision variables. Experiments on three benchmark functions show that the approach yields a good trade-off between the number of required fitness function evaluations and the quality of the results.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
In the rest of the paper, we assume that the optimization problem at hand is a minimization problem.
- 2.
Since \({\varvec{Y}}\) is assumed to be discrete, g might be undefined for \(\mathbb {E}({\varvec{Y}}|{\varvec{x}})\). In this case, the most probable value of \({\varvec{Y}}\) given \({\varvec{x}}\) can be used instead of the expected value.
References
Jin, Y., Branke, J.: Evolutionary optimization in uncertain environments - a survey. IEEE Trans. Evol. Comp. 9(3), 303–317 (2005)
Beyer, H.G., Sendhoff, B.: Robust optimization - a comprehensive survey. Comput. Methods Appl. Mech. Eng. 196(33), 3190–3218 (2007)
Leon, V.J., Wu, S.D., Storer, R.H.: Robustness measures and robust scheduling for job shops. IIE Trans. 26(5), 32–43 (1994)
Wiesmann, D., Hammel, U., Bäck, T.: Robust design of multilayer optical coatings by means of evolutionary algorithms. IEEE Trans. Evol. Comp. 2(4), 162–167 (1998)
Hacker, S., Lewis, K.: Robust design through the use of a hybrid genetic algorithm. In: Proceedings of 28th Design Automation Conference, pp. 703–712. The American Society of Mechanical Engineers (2002)
Singh, A., Minsker, B.: Uncertainty based multi-objective optimization of groundwater remediation at the umatilla chemical depot. In: Proceedings of World Water and Environmetal Resources Congress, pp. 3589–3598 (2004)
Wang, H., Kim, N., Kim, Y.J.: Safety envelope for load tolerance and its application to fatigue reliability design. J. Mech. Des. 128(4), 919–927 (2006)
Kavakeb, S., Nguyen, T.T., Yang, Z., Jenkinson, I.: Identifying the robust number of intelligent autonomous vehicles in container terminals. In: Esparcia-Alcázar, A.I., Mora, A.M. (eds.) EvoApplications 2014. LNCS, vol. 8602, pp. 829–840. Springer, Heidelberg (2014). https://doi.org/10.1007/978-3-662-45523-4_67
Loughlin, D.H., Ranjithan, S.R.: Chance-constrained genetic algorithms. In: Proceedings of GECCO 1999, pp. 369–376. Morgan Kaufmann Publishers Inc., San Francisco (1999)
McKay, M.D., Beckman, R.J., Conover, W.J.: A comparison of three methods for selecting values of input variables in the analysis of output from a computer code. Technometrics 21(2), 239–245 (1979)
Branke, J.: Creating robust solutions by means of evolutionary algorithms. In: Eiben, A.E., Bäck, T., Schoenauer, M., Schwefel, H.-P. (eds.) PPSN 1998. LNCS, vol. 1498, pp. 119–128. Springer, Heidelberg (1998). https://doi.org/10.1007/BFb0056855
Aizawa, A.N., Wah, B.W.: Dynamic control of genetic algorithms in a noisy environment. In: Proceedings of 5th International Conference on Genetic Algorithms, pp. 48–55. Morgan Kaufmann Publishers Inc., San Francisco (1993)
Lee, K.H., Park, G.J.: A global robust optimization using kriging based approximation model. JSME Int. J. Ser. Mech. Syst. Mach. Elem. Manuf. 49(3), 779–788 (2006)
Paenke, I., Branke, J., Jin, Y.: Efficient search for robust solutions by means of evolutionary algorithms and fitness approximation. IEEE Trans. Evol. Comp. 10(4), 405–420 (2006)
Yang, Z., Tang, K., Yao, X.: Large scale evolutionary optimization using cooperative coevolution. Inf. Sci. 178(15), 2985–2999 (2008)
Potter, M.A., De Jong, K.A.: A cooperative coevolutionary approach to function optimization. In: Davidor, Y., Schwefel, H.-P., Männer, R. (eds.) PPSN 1994. LNCS, vol. 866, pp. 249–257. Springer, Heidelberg (1994). https://doi.org/10.1007/3-540-58484-6_269
Kennedy, J., Eberhart, R.: Particle swarm optimization. In: Proceedings of IEEE Conference on Neural Networks, vol. 4, pp. 1942–1948 (1995)
Hansen, N., Ostermeier, A.: Completely derandomized self-adaptation in evolution strategies. Evol. Comput. 9(2), 159–195 (2001)
Omidvar, M.N., Li, X., Yao, X.: Cooperative co-evolution with delta grouping for large scale non-separable function optimization. In: Proceedings of IEEE CEC, pp. 1762–1769 (2010)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2018 Springer International Publishing AG, part of Springer Nature
About this paper
Cite this paper
Limmer, S., Rodemann, T. (2018). Robust Evolutionary Optimization Based on Coevolution. In: Sim, K., Kaufmann, P. (eds) Applications of Evolutionary Computation. EvoApplications 2018. Lecture Notes in Computer Science(), vol 10784. Springer, Cham. https://doi.org/10.1007/978-3-319-77538-8_54
Download citation
DOI: https://doi.org/10.1007/978-3-319-77538-8_54
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-77537-1
Online ISBN: 978-3-319-77538-8
eBook Packages: Computer ScienceComputer Science (R0)