A New Multi-Objective Mixed-Discrete Particle Swarm Optimization Algorithm

Abstract

Complex system design problems tend to be high dimensional and nonlinear, and also often involve multiple objectives and mixed-integer variables. Heuristic optimization algorithms have the potential to address the typical (if not most) characteristics of such complex problems. Among them, the Particle Swarm Optimization (PSO) algorithm has gained significant popularity due to its maturity and fast convergence abilities. This paper seeks to translate the unique benefits of PSO from solving typical continuous single-objective optimization problems to solving multi-objective mixed-discrete problems, which is a relatively new ground for PSO application. The previously developed Mixed-Discrete Particle Swarm Optimization (MDPSO) algorithm, which includes an exclusive diversity preservation technique to prevent premature particle clustering, has been shown to be a powerful single-objective solver for highly constrained MINLP problems. In this paper, we make fundamental advancements to the MDPSO algorithm, enabling it to solve challenging multi-objective problems with mixed-discrete design variables. In the velocity update equation, the explorative term is modified to point towards the non-dominated solution that is the closest to the corresponding particle (at any iteration). The fractional domain in the diversity preservation technique, which was previously defined in terms of a single global leader, is now applied to multiple global leaders in the intermediate Pareto front. The multi-objective MDPSO (MO-MDPSO) algorithm is tested using a suite of diverse benchmark problems and a disc-brake design problem. To illustrate the advantages of the new MO-MDPSO algorithm, the results are compared with those given by the popular Elitist Non-dominated Sorting Genetic Algorithm-II (NSGA-II).