Abstract
In this paper, a new methodology is presented to solve different versions of multi-objective system redundancy allocation problems with prioritized objectives. Multi-objective problems are often solved by modifying them into equivalent single objective problems using pre-defined weights or utility functions. Then, a multi-objective problem is solved similar to a single objective problem returning a single solution. These methods can be problematic because assigning appropriate numerical values (i.e., weights) to an objective function can be challenging for many practitioners. On the other hand, methods such as genetic algorithms and tabu search often yield numerous non-dominated Pareto optimal solutions, which makes the selection of one single best solution very difficult. In this research, a tabu search meta-heuristic approach is used to initially find the entire Pareto-optimal front, and then, Monte-Carlo simulation provides a decision maker with a pruned and prioritized set of Pareto-optimal solutions based on user-defined objective function preferences. The purpose of this study is to create a bridge between Pareto optimality and single solution approaches.
Similar content being viewed by others
Explore related subjects
Discover the latest articles, news and stories from top researchers in related subjects.References
Aseeri, A., Bagajewicz, M.J.: New measures and procedures to manage financial risk with applications to the planning of gas commercialization in Asia. Comput. Chem. Eng. 28(12), 2791–2821 (2003)
Barbera, S., Hammond, P.J., Seidl, C.: Handbook of Utility Theory. Kluwer Academic, Boston (1998)
Baykasoglu, A., Owen, S., Gindy, N.: A taboo search based approach to find the Pareto optimal set in multiple objective optimization. J. Eng. Optim. 31, 731–748 (1999)
Branke, J., Deb, K.: Integrating user preferences into evolutionary multi-objective optimization. In: Jin, Y. (ed.) Knowledge Incorporation in Evolutionary Computation, pp. 461–477. Springer, Berlin (2004)
Branke, J., Kaußler, T., Schmeck, H.: Guidance in evolutionary multi-objective optimization. Adv. Eng. Softw. 32, 499–507 (2001)
Branke, J., Deb, K., Dierolf, H., Osswald, M.: Finding knees in multi-objective optimization. In: Yao, X. et al. (ed.) Parallel Problem Solving from Nature—PPSN VIII, pp. 722–731. Springer, Birmingham (2004)
Bulfin, R.L., Liu, C.Y.: Optimal allocation of redundant components for large systems. IEEE Trans. Reliab. R-34, 241–247 (1985)
Charnes, A., Cooper, W.W.: Management Models and Industrial Applications of Linear Programming. Wiley, New York (1961)
Chern, M.S.: On the computational complexity of reliability redundancy allocation in a series system. Oper. Res. Lett. 11, 309–315 (1992)
Coello Coello, C.A.: Handling preferences in evolutionary multi-objective optimization: a survey. Proc. Congr. Evol. Comput. 1, 30–37 (2000)
Coit, D.W.: System-reliability confidence intervals for complex systems with estimated component reliability. IEEE Trans. Reliab. 46(4), 487–493 (1997)
Coit, D.W., Smith, A.E., Tate, D.M.: Adaptive penalty methods for genetic optimization of constrained combinatorial problems. INFORMS J. Comput. 8, 173–182 (1996)
Corne, D., Jerram, N.R., Knowles, J., Oates, J.: PESA-II: Region-based selection in evolutionary multiobjective optimization. In: Proc. Genet. Evol. Comput. Conf., pp. 283–290, 2001
Cvetkovic, C., Parmee, I.C.: Use of preferences for GA-based multi-objective optimization. Proc. Genet. Evol. Comput. Conf. 2, 1504–1509 (1999)
Cvetkovic, C., Parmee, I.C.: Preferences and their applications in evolutionary multi-objective optimization. IEEE Trans. Evol. Comput. 6(1), 42–57 (2002)
Deb, K.: Multiobjective Optimization Using Evolutionary Algorithms. Wiley, New York (2001)
Deb, K., Chaudhuri, S.: I-EMO: an interactive evolutionary multi-objective optimization tool. KanGAL Report No. 2005003 (2005)
Deb, K., Pratap, A., Agarwal, S., Meyarivan, T.: A fast and elitist multiobjective genetic algorithm: NSGA-II. IEEE Trans. Evol. Comput. 6, 182–197 (2002)
Fishburn, P.C.: The Foundations of Expected Utility. Kluwer Academic, Boston (1982)
Fonseca, C.M., Fleming, P.J.: Genetic algorithms for multiobjective optimization: formulation, discussion and generalization. In: Proceedings of the Fifth International Conference on Genetic Algorithms, pp. 416–423 (1993)
Fyffe, D.E., Hines, W.W., Lee, N.K.: System reliability allocation and a computational algorithm. IEEE Trans. Reliab. 17, 74–79 (1968)
Geoffrion, A.M.: Proper efficiency and the theory of vector maximization. J. Math. Anal. Appl. 22(3), 618–630 (1968)
Ghare, M., Taylor, R.E.: Optimal redundancy for reliability in series system. Oper. Res. 17, 838–847 (1969)
Glover, F., Laguna, M.: Tabu Search. Kluwer Academic, Boston (1997)
Glover, F., Taillard, E., de Werra, D.: A user’s guide to tabu search. Ann. Oper. Res. 41, 3–28 (1993)
Goebel, R.: Hamiltonian dynamical systems for convex problems of optimal control: implications for the value function. Proc. IEEE Conf. Dec. Control 1, 728–732 (2002)
Hajela, P., Lin, C.-Y.: Genetic search strategies in multicriterion optimal design. Struct. Optim. 4, 99–107 (1992)
Hansen, M.P.: Tabu search for multiobjective optimization: MOTS. In: Presented at the 13th International Conference on Multi Criteria Decision Making (MCDM’97), Cape Down, South Africa, 1997
Hansen, M.P.: Tabu search for multiobjective combinatorial optimization: TAMOCO. Control Cybern. 29(3), 799–818 (2000)
Hertz, A., Jaumard, B., Ibeiro, C.C., Formosinho Filho, W.P.: A multi-criteria tabu search approach to cell formation problems in group technology with multiple objectives. Rech. Oper./Oper. Res. 28(3), 303–328 (1994)
Jin, T., Coit, D.W.: Variance of system reliability estimates with arbitrarily repeated components. IEEE Trans. Reliab. 50(4), 409–413 (2001)
Kasprzak, E., Lewis, K.: Pareto analysis in multiobjective optimization using the colinearity theorem and scaling method. Struct. Multidiscip. Optim. 22(3), 208–218 (2001)
Kriwaczek, F., Rustem, B.: Interactive multiple objective decision making based on quadratic programming. Technical Report, Imperial College of Science, Technology and Medicine, ISSN: 1469-4174 (2000)
Kulturel-Konak, S., Coit, D.W., Smith, A.E.: Efficiently solving the redundancy allocation problem using tabu search. IIE Trans. 35(6), 515–526 (2003)
Kulturel-Konak, S., Norman, B.A., Coit, D.W., Smith, A.E.: Exploiting tabu search memory in constrained problems. INFORMS J. Comput. 14(3), 241–254 (2004)
Kulturel-Konak, S., Smith, A.E., Norman, B.A.: Multi-objective tabu search using a multinomial probability mass function. Eur. J. Oper. Res. 169(3), 915–931 (2006)
Kuo, W., Prasad, V.: An annotated overview of system-reliability optimization. IEEE Trans. Reliab. 49(2), 487–493 (2000)
Lu, H., Yen, G.G.: Rank-density-based multiobjective genetic algorithm and benchmark test function study. IEEE Trans. Evol. Comput. 7, 325–343 (2003)
Markowitz, H.: Portfolio selection. J. Finance 7, 77–91 (1952)
Markowitz, H.: Portfolio Selection. Wiley, New York (1959)
Mattson, C.A., Mullur, A.A., Messac, A.: Smart Pareto filter: obtaining a minimal representation of multiobjective design space. Eng. Optim. 36, 721–740 (2004)
Misra, K.B., Sharma, U.: An efficient algorithm to solve integer programming problems arising in system reliability design. IEEE Trans. Reliab. 40, 81–91 (1991)
Montano, B.R., Anandalingam, G., Zandi, I.: A genetic algorithm to policy design for consequence minimization. Eur. J. Oper. Res. 124, 43–54 (2000)
Nakagawa, Y., Miyazaki, S.: Surrogate constraints algorithm for reliability optimization problems with two constraints. IEEE Trans. Reliab. R-30, 175–180 (1981)
Palli, N., Azram, S., Mccluskey, P., Sundarajan, R.: An interactive multistage epsilon-inequality constraint method for multiple objective decision making. J. Mech. Des. 120, 678–686 (1998)
Rietveld, P., Ouwersloot, H.: Ordinal data in multicriteria decision making: a stochastic dominance approach to siting nuclear power plants. Eur. J. Oper. Res. 56, 249–262 (1992)
Sarker, R., Liang, K.-H., Newton, C.: A new multiobjective evolutionary algorithm. Eur. J. Oper. Res. 140, 12–23 (2002)
Schaffer, J.D.: Multiple objective optimization with vector evaluated genetic algorithms. In: Proc. First Int. Conf. Genet. Algorithms, pp. 93–100, 1985
Shelokar, P.S., Jayaraman, V.K., Kulkarni, B.D.: Ant algorithm for single and multiobjective reliability optimization problems. Qual. Reliab. Eng. Int. 18, 497–514 (2002)
Shapiro, A., Ahmed, S.: On a class of minimax stochastic programs. SIAM J. Optim. 14(4), 1237–1249 (2004)
Silva, C.M., Biscaia, E.C., Jr.: Genetic algorithm development for multi-objective optimization of batch free-radical polymerization reactors. Comput. Chem. Eng. 27(8-9), 1329–1344 (2003)
Smith, A.E., Tate, D.M.: Genetic optimization using a penalty function. In: Proceedings of the Fifth International Conference on Genetic Algorithms, pp. 499–505, 1993
Sung, C.S., Cho, Y.K.: Branch-and-bound redundancy optimization for a series system with multiple-choice constraints. IEEE Trans. Reliab. 48(2), 108–117 (1999)
Srinivas, N., Deb, K.: Multiobjective optimization using nondominated sorting in genetic algorithms. J. Evol. Comput. 2, 221–248 (1994)
Taboada, H., Coit, D.: Data clustering of solutions for multiple objective system reliability optimization problems. Qual. Technol. Quant. Manag. 4(2), 35–54 (2007)
Taboada, H., Baheranwala, F., Coit, D.W., Wattanapongsakorn, N.: Practical solutions of multi-objective system reliability design problems using genetic algorithms. In: Proceedings of the Fourth International Conference on Quality and Reliability. Beijing, China, 2005
Todd, D.S., Sen, P.: Directed multiple objective search of design spaces using genetic algorithms and neural networks. Proc. Genet. Evol. Comput. Conf. 2, 1738–1743 (1999)
Ulungu, B., Teghem, J., Ost, C.: Efficiency of interactive multi-objective simulated annealing through a case study. J. Oper. Res. Soc. 49, 1044–1050 (1998)
Van Veldhuizen, D.A., Lamont, G.B.: Multiobjective evolutionary algorithms: analyzing the state-of-the-art. Evol. Comput. 8(2), 125–148 (2000)
Yano, H.: Interactive fuzzy decision making for multiple decision maker-multiple objective programming problems with fuzzy parameters. In: 17th International Conference on Multiple Criteria Decision Making, 2004
Zitzler, E., Thiele, L.: Multiobjective evolutionary algorithm: a comparative case study and the strength Pareto approach. IEEE Trans. Evol. Comput. 3(4), 257–271 (1999)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Kulturel-Konak, S., Coit, D.W. & Baheranwala, F. Pruned Pareto-optimal sets for the system redundancy allocation problem based on multiple prioritized objectives. J Heuristics 14, 335–357 (2008). https://doi.org/10.1007/s10732-007-9041-3
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10732-007-9041-3