Multiobjective optimization for nuclear fleet evolution scenarios using COSI

DEMO: Differential Evolution for Multiobjective Optimization

Differential Evolution (DE) is a simple but powerful evolutionary optimization algorithm with many successful applications. In this paper we propose Differential Evolution for Multiobjective Optimization (DEMO) – a new approach to multiobjective optimization based on DE. DEMO combines the advantages of DE with the mechanisms of Paretobased ranking and crowding distance sorting, used by state-of...

Dynamic Archive Evolution Strategy for Multiobjective Optimization

This paper proposes a new multiobjective evolutionary approach— the dynamic archive evolution strategy (DAES) to investigate the adaptive balance between proximity and diversity. In DAES, a novel dynamic external archive is proposed to store elitist individuals as well as relatively better individuals through archive increase scheme and archive decrease scheme. Additionally, a combinatorial ope...

Differential evolution for noisy multiobjective optimization

An Evolution Strategy for Multiobjective Optimization

Almost all approaches to multiobjective optimization are based on Genetic Algorithms, and implementations based on Evolution Strategies (ESs) are very rare. In this paper, a new approach to multiobjective optimization, based on ESs, is presented. The comparisons with other algorithms indicate a good performance of the Multiobjective Elitist

Differential Evolution for Multiobjective Portfolio Optimization

Financial portfolio optimization is a challenging problem. First, the problem is multiobjective (i.e.: minimize risk and maximize profit) and the objective functions are often multimodal and non smooth (e.g.: value at risk). Second, managers have often to face real-world constraints, which are typically non-linear. Hence, conventional optimization techniques, such as quadratic programming, cann...