화학공학소재연구정보센터
Computers & Chemical Engineering, Vol.82, 228-239, 2015
Some efficient approaches for multi-objective constrained optimization of computationally expensive black-box model problems
Multi-objective constrained optimization problems which arise in many engineering fields often involve computationally expensive black-box model simulators of industrial processes which have to be solved with limited computational time budget, and hence limited number of simulator calls. This paper proposes two heuristic approaches aiming to build proxy problem models, solvable by computationally efficient optimization methods, in order to quickly provide a sufficiently accurate approximation of the Pareto front. The first approach builds a multi-objective mixed-integer linear programming (MO-MILP) surrogate model of the optimization problem relying on piece-wise linear approximations of objectives and constraints obtained through brute-force sensitivity computation. The second approach builds a multi-objective nonlinear programming (MO-NLP) surrogate model using curve fitting of objectives and constraints. In both approaches the desired number of approximated solutions of the Pareto front are generated by applying the 6-constraint method to the multi-objective surrogate problems. The proposed approaches are tested for the cost vs. life cycle assessment (LCA)-based environmental optimization of drinking water production plants. The results obtained with both approaches show that a good quality approximation of Pareto front can be obtained with a significantly smaller computational time than with a state-of-the-art metaheuristic algorithm. (C) 2015 Elsevier Ltd. All rights reserved.