Chemometrics and Intelligent Laboratory Systems 136 (2014) 85–96

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Chemometrics and Intelligent Laboratory Systems

journal homepage: www.elsevier.com/locate/chemolab

Multi-objective differential evolution with ranking-based mutation

operator and its application in chemical process optimization
Xu Chen, Wenli Du ⁎, Feng Qian
Key Laboratory of Advanced Control and Optimization for Chemical Processes, Ministry of Education, East China University of Science and Technology, Shanghai 200237, China

a r t i c l e i n f o a b s t r a c t

Article history: Dynamic optimization problems in chemical processes are often quite challenging because these problems often
Received 14 January 2014 involve multiple and conflicting objectives. To solve the multi-objective dynamic optimization problems
Received in revised form 24 April 2014 (MDOPs), in this paper, we propose a new multi-objective differential evolution (MODE) variant, named
Accepted 7 May 2014
MODE-RMO for short, inspired by the phenomenon that good individuals which contain good information
Available online 17 May 2014
often have more chance to be utilized to guide other individuals. In MODE-RMO, the ranking-based mutation op-
Keywords:
erator is integrated into the MODE algorithm to accelerate the convergence speed, and thus enhance the perfor-
Dynamic optimization mance. The performance of our proposed algorithm is firstly evaluated in ten test functions and compared with
Multi-objective optimization other MOEAs. The results demonstrate that MODE-RMO can generate Pareto optimal fronts with satisfactory con-
Differential evolution vergence and diversity. Finally, MODE-RMO is applied to solve three MDOPs taken from literature using control
Ranking-based mutation operator vector parameterization. The obtained results indicate that MODE-RMO is an effective and efficient approach for
MDOPs.
© 2014 Elsevier B.V. All rights reserved.

1. Introduction
Most of optimization problems in chemical processes are dynamic
optimization problems, which are described by a set of nonlinear differ-
ential equations. In these dynamic optimization problems, there may
exist several objectives conflicting to each other [1]. For instance,
some chemical processes are characterized by a conflict between yield
and productivity, and the optimization problem is to find an operating
mode that achieves the best tradeoff between the yield and the produc-
tivity [2]. In multi-objective optimization problems (MOPs), there does
not exist a solution which simultaneously optimizes all objectives.
Instead, it gives rise to a set of tradeoff solutions, which are called as
Pareto optimal sets. The designer can select one solution from the set
of solutions according to their preference.
The research on multi-objective dynamic optimization problems
(MDOPs) has attracted much attention over the years. Traditional
method transforms the multi-objective functions into single objective
function by weighted combination, and then the methods used in single
objective optimization can be employed [3,4]. Wang and Shieh extend-
ed iterative dynamic programming to solve MDOPs through converting
the original problems into single-objective problem including con-
straints [3]. To mitigate the drawbacks of the classic weighted sum ap-
proach, Logist et al. investigates two alternative approaches, normal
boundary intersection and normalized normal constraint, for multiple
objective optimal control of (bio)chemical processes [4]. These methods
⁎ Corresponding author. Tel.: +86 21 64252060.
E-mail address: wldu@ecust.edu.cn (W. Du).
only find one solution at each run; therefore, it has to be run many times
to obtain the Pareto optimal sets.
In the past ten years, multi-objective evolutionary algorithms
(MOEAs) have gained great popularity in handling MDOPs because of
their ability to yield a number of Pareto optimal solutions in a single
run. Sarkar and Modak employed the enhanced version of nondominated
sorting genetic algorithm (i.e. NSGA-II) to solve multi-objective optimal
control problems of fed-batch bioreactors [5]. In [6], He and Chen pro-
posed a method called immune mechanism based multi-objective ant
colony algorithm to solve a MDOP with both path and terminal con-
straints. For the optimal design of the bioreactors, Mandli and Modak de-
veloped a computational methodology based on genetic algorithm to
solve the challenging multi-objective optimization problem with multiple
decision variables [7]. In order to maximize the final product while reduc-
ing the by-product in batch process, Jia et al. proposed a novel diversity
preservation strategy in multi-objective particle swarm optimization
(MOPSO) to enhance the convergence and diversity of the attained Pareto
optimal set [8]. Recently, Wang et al. presented a modified Bare-bones
MOPSO algorithm for dynamic multi-objective optimization of chemical
processes [9]. The research in this direction is quite promising, which en-
courages us to develop new MOEA to solve MDOPs.
Differential evolution (DE) is one of the most powerful stochastic
search algorithms, originally proposed by Storn and Price [10]. After
its great success in single-objective optimization problems (SOPs),
some researchers have extended it to solve MOPs, such as Pareto-
frontier differential evolution (PDE) [11], Pareto differential evolution
approach (PDEA) [12], differential evolution for multi-objective optimi-
zation (DEMO) [13], the third version of generalized differential

http://dx.doi.org/10.1016/j.chemolab.2014.05.007
0169-7439/© 2014 Elsevier B.V. All rights reserved.
86 X. Chen et al. / Chemometrics and Intelligent Laboratory Systems 136 (2014) 85–96
evolution (GDE3) [14], multi-objective self-adaptive DE (MOSaDE)
[15], and so on. A detailed survey of multi-objective DE has been pub-
lished in [16], in which the advantages and disadvantages of the most
known multi-objective differential evolution (MODE) methods are
discussed.
Recently, inspired by the nature phenomenon that good individuals
which contain good information often have more chance to be utilized
to guide other individuals, Gong and Cai proposed a ranking-based mu-
tation operator for the single-objective DE algorithm [17]. In this study,
by incorporating fast nondominated sorting and crowding distance, we
extend this ranking-based mutation operator for MODE, and hence, a
new MODE variant, namely multi-objective differential evolution with
ranking-based mutation operator (MODE-RMO, for short) is proposed.
The ranking-based mutation operator can enhance the performance of
MODE by accelerating the convergence rate. To evaluate the perfor-
mance of MODE-RMO, it is firstly used to solve ten classic test functions
and compared with other efficient MOEAs. Finally, by combining with
control vector parameterization (CVP), MODE-RMO is applied to solve
three MDOPs taken from literature. The obtained results indicate that
MODE-RMO is an effective and efficient approach for MDOPs.
The rest of this paper is organized as follows. Section 2 briefly de-
scribed the formulation of MDOP and the DE algorithm. Section 3 pre-
sents our proposed algorithm MODE-RMO in detail. Section 4 presents
comparative results between MODE-RMO and other MOEAs, and the
effectiveness of ranking-based mutation operator is also demonstrated.
In Section 5, MODE-RMO is applied to solve three MDOPs of chemical
processes using CVP. Finally, we draw some conclusions.
2. Preliminary
This section firstly introduces the formulation of MDOP and some
basic concepts for multi-objective optimization; and then, the proce-
dure of the DE algorithm is briefly described.
2.1. Multi-objective dynamic optimization problem
A typical MDOP can be formulated as follows [4]:
min f J 1 ; J 2 ; …; J m g ð1Þ
subject to:
dx h i
¼ f ðxðt Þ; uðt Þ; t Þ; t∈ t 0 ; t f ð2Þ
dt
L U
u ≤u ≤u ð3Þ
where x(t)∈Rn are the state variables, with initial conditions x(t0) = x0;
u∈Rm are the control variables. The function f represents the dynamic
system equations describing the model of the chemical process (on
the time interval [t0,tf]). Each of the objective functions Ji (i = 1,…,m)
can be of the following type:
    Z tf
J i ¼ ψi x t f ; t f þ ϕi ðxðt Þ; uðt Þ; t Þdt ð4Þ
t0
t
with ψi(x(tf), tf) the Mayer item and ∫t f ϕi ðxðt Þ; uðt Þ; t Þdt the Lagrangian
0
term. The Mayer item usually represents the terminal cost and the
Lagrangian term represents the integral cost.
Contrary to SOPs, no single global solution exists in MOPs. Therefore,
it is necessary to introduce the concept of Pareto optimal solutions in
multi-objective optimization.
Definition 1. A solution u1 is said to dominate another solution u2,
denoted as u1 ≻ u2,if and only if ∀ i ∈ {1, 2, …, m}, Ji(u1) ≤ Ji(u2) and
∃ j ∈ {1, 2, …, m}, Jj(u1) b Jj(u2).
Reciprocally, u2 is said to be dominated by u1, denoted as u2 ≺ u1.
Definition 2. A solution u* is said to be a Pareto optimal solution if there
does not exist another solution u such that u ≻ u *. All Pareto optimal so-
lutions constitute a Pareto optimal set, denoted as U *.
Definition 3. Pareto front is defined as PF = {J(u*), u* ∈ U*}, i.e., the
mapping of Pareto optimal set U* in the objective space.
2.2. Differential evolution
The DE algorithm is a stochastic, population-based algorithm devel-
oped by Storn and Price, designed for optimization problems in con-
tinuous search space [10]. It has won the third place at the first
international contest on evolutionary computation in a real-valued
function test-suite. DE has its own evolutionary strategies: mutation,
crossover and selection. Different from genetic algorithm, mutation is
the key operator of DE. In the mutation operation, three distinct individ-
uals xgr1, xgr2, and xgr3 are randomly selected from the current population,
and the mutation operator is mathematically described as:
gþ1 g  g g 
mi ¼ xr1 þ F  xr2 −xr3 ð5Þ
g
where mi + 1 is the mutant vector; r1, r2 and r3 are three mutually exclu-
sive integers different from index i; F is the mutation scale factor usually
in [0,1].
g
The crossover operation modifies the mutant vector mi + 1 and
g+1
obtains the trial vector vi as follows:
( gþ1
gþ1 mij ; if ðrand≤CRÞor j ¼ sn
vij ¼ g ; j ¼ 1; 2; …; D ð6Þ
xij ; otherwise
where rand generates a random value in [0,1]; CR is the crossover con-
stant in [0,1]; sn is an arbitrary number in {1,2,…,D} that ensure vgi + 1
g
gets at least one parameter from mi + 1.
The selection used in DE is a greedy operator. The better individual
g g
between vi + 1 and xi is survived into the next generation:
(
gþ1
gþ1
vi ; if vi
gþ1 g
is better than xi
xi ¼ g : ð7Þ
xi ; otherwise
DE repeats the above three operators until a termination criterion is
satisfied.
3. Our proposed method: MODE-RMO
In this section, the proposed MODE-RMO algorithm is presented in
detail. In MODE-RMO, the ranking-based mutation operator is intro-
duced into MODE to enhance its performance by accelerating the
convergence speed. Therefore, in the following part, we will firstly de-
scribe the ranking-based mutation operator for multi-objective optimi-
zation; and then our MODE-RMO is minutely elucidated.
3.1. Ranking-based mutation operator for multi-objective optimization
In nature, good individuals always contain good information, and
they are more likely to be utilized to guide other individuals. Based on
these considerations, Gong and Cai proposed a ranking-based mutation
operator for DE in single-objective optimization [17], in which the par-
ents are proportionally selected according to their rankings in the
current population. The higher ranking a parent obtains, the more op-
portunity it will be selected. The authors integrated the proposed
ranking-based mutation operator into some DE algorithms, and experi-
mental results indicated that the ranking-based mutation operator is
able to enhance the performance of the DE algorithms in single-
objective optimization.
 X. Chen et al. / Chemometrics and Intelligent Laboratory Systems 136 (2014) 85–96
To our knowledge, until now, the ranking-based mutation operator
has not been introduced into MODE for MOPs. Therefore, we are inter-
ested in extending this operator for MODE. However, the challenge for
this extension is that, the population can be directly sorted from best
to worst in single-objective optimization, while there exist many solu-
tions which are nondominated with each other in multi-objective opti-
mization. Considering that the MODE algorithm needs to generate
approximate Pareto solutions with both good convergence and spread,
hence, fast nondominated sorting and crowding distance are incorpo-
rated into ranking-based mutation operator to deal with MOPs.
3.1.1. Fast nondominated sorting and crowding distance
The fast nondominated sorting and crowding distance are proposed
by Deb et al. in the NSGA-II algorithm [18]. In the fast nondominated
sorting procedure, for each solution, we calculate two entities: 1) dom-
ination count np, i.e. the number of solutions which dominate the solu-
tion p; and 2) Sp: a set of solutions that the solution dominates. All
solutions in the first nondominated front will have their domination
count as zero. Now, for each solution p with np = 0, we visit each mem-
ber (q) of its set Sp and reduce its domination count by one. In doing so,
if for any member the domination count becomes zero, we put it in a
separate list Q. These members belong to the second nondominated
front. Now, the above procedure is continued with each member of
and the third front is identified. This process continues until all fronts
are identified.
Crowding distance is used to get an estimate of the density of solu-
tions surrounding a particular individual i in the population, it calcu-
lates the average distance of two solutions on either side of solution i
(i.e. i + 1 and i − 1) along each of the objectives. The crowding-
distance computation requires sorting the population according to
each objective function value in ascending order of magnitude. Thereaf-
ter, for each objective function, the boundary solutions (solutions with
smallest and largest function values) are assigned an infinite distance
value. All other intermediate solutions are assigned a distance value
equal to the absolute normalized difference in the function values of
two adjacent solutions. This calculation is continued with other objec-
tive functions. The overall crowding-distance value is calculated as the
sum of individual distance values corresponding to each objective.
Each objective function is normalized before calculating the crowding
distance.
3.1.2. Ranking assignment and selection probability
After obtaining the nondomination front number ifront and crowding
distance icd for each solution i, we can define a partial order for the
whole population. The solution i is better than solution j, if any of the
two conditions is satisfied: (i) ifront b jfront; (ii) ifront = jfront and icd N jcd.
Now, we can sort the population in ascending order based on the
partial order defined above. The ranking of an individual is assigned as
follows:
Ri ¼ Np−i; i ¼ 1; 2; …; Np ð8Þ
where Np is the population size. According to Eq. (8), the best individual
in the current population will obtain the highest ranking.
After assigning the ranking for each individual, the selection proba-
bility pi of the ith individual is calculated as:
Ri
pi ¼ ; i ¼ 1; 2; …; Np: ð9Þ
Np
After calculating the selection probability of each individual by
Eq. (9), the ranking-based mutation operator of “DE/rand/1” for multi-
objective optimization can be described in Fig. 1. From the approach
in Fig. 1, the individual with a higher ranking will have a larger probabil-
ity to be selected as base vector or terminal vector in the mutation oper-
ator; therefore, it is beneficial for the propagation of good information in
87
the population to the offspring. In our ranking-based mutation operator
for multi-objective optimization, only the base vector and the terminal
vector are selected based on their selection probabilities, while the
starting vector is randomly selected. This is because if the two vectors
in the difference vector are both chosen from better vectors, then the
search step-size of the difference vector may decrease quickly and
may lead to premature convergence [17,19].
3.2. Multi-objective differential evolution with ranking-based mutation
operator
In MODE, the crossover is conducted in the same way as that in
single-objective optimization. However, the selection needs to be
redesigned, because the trial vector and the target vector are often
nondominated with each other. In MODE-RMO, we use the following
selection operator, which has three steps:
(i) If the trial vector dominates the target vector, use the trial vector
to replace the target vector.
(ii) If the target vector dominates the trial vector, the trial vector is
discarded.
(iii) Otherwise, the trial vector is added to the population.
Thus, at the end of a generation, total size of the population is be-
tween NP and 2NP. This population is truncated for the next step of
the algorithm. The truncation process consists of nondominated sorting
and evaluating the individuals of the same front with the crowding dis-
tance. The truncation procedure keeps only the best NP vectors in the
population.
Now, by integration with the ranking-based mutation operator, the
MODE-RMO algorithm can be described as follows:
Step1: Set the generation number g = 0, randomly initialize the pop-
ulation P g = {xg1, xg2, …, xgNp} with xgi = {xgi1, xgi2, …, xgiD}(i = 1, …, Np)
uniformly distributed in search space. Set mutation scale factor F,
crossover constant CR, and the maximum number of generations
Maxgen.
Step2: Evaluate the fitness value of each target vector xgi .
Step3: For each individual vector, do the following steps from step4
to step7.
Step4: Determine the selected vector indexes r1, r2, and r3 through
the method described in Fig. 1.
Step5: Use ranking-based mutation operator to generate a mutant
vector mgi + 1 corresponding to the target vector xgi according to
Eq. (5).
Step6: Use crossover operation to generate a trial vector vgi + 1 for
each target vector xgi according to Eq. (6).
Step7: Evaluate the trial vector vgi + 1, and use the following selection
operation:
g g g g
(i) If vi + 1 dominates xi , xi + 1 = vi + 1.
g g+1 g+1
(ii) If xi dominates vi , vi is rejected.
g g g
(iii) If xi and vi + 1 are nondominated with each other, add vi + 1
to the population.
Step8: After Step7, the size of population ranges from Np to 2Np.
Sorting the population based on fast nondominated sorting and
crowding distance, and the best Np individuals are survived into
the next generation.
Step9: Set g = g + 1, return back to Step 3 until the maximum
generations Maxgen has been reached.
It is worth noting that, the current population has been sorted based
on fast nondominated sorting and crowding distance in Step8 of the last
generation; and hence, from the second generation, it does not need to
repeatedly sort the current population in Step4.
88 X. Chen et al. / Chemometrics and Intelligent Laboratory Systems 136 (2014) 85–96
Fig. 1. Ranking-based mutation operator of “DE/rand/1” for multi-objective optimization.
The advantages of our proposed MODE-RMO can be listed as
follows:
(i) Since the good parents are more likely to be chosen in the
ranking-based mutate operator, it is helpful to enhance the per-
formance of the MODE algorithm.
(ii) Compared with the original MODE algorithm, MODE-RMO only
needs a small extra computational cost in sorting the population
and selecting the individuals. Our approach does not increase the
overall complexity of the original MODE algorithm.
(iii) Different from most of the state-of-the-art MODE variants which
have very complex structure, MODE-RMO has a very simple
structure; therefore, it can be easily implemented.
4. Numerical simulations on test functions
This section presents the numerical experiments on test functions
performed in this work. First, we state ten test functions and two perfor-
mance metrics for measuring the performance of the MOEA algorithms.
Next, to evaluate our proposed MODE-RMO, we compare it with two
representative MOEAs: GDE3 [14] and NSGAII-DE [20]. Finally, the effec-
tiveness of ranking-based mutation operator in MODE is demonstrated
by comparing MODE-RMO with the algorithm without ranking-based
mutation operator.
4.1. Test problems and performance metric
Ten test problems are used to evaluate the performance of our
proposed MODE-RMO. The first five are bi-objective problems:
ZDT1–ZDT4 and ZDT6, which are defined in [18]. The other five
problems are composed of DTLZ1–DTLZ5 [21], which are more than
two objectives. In our experiments, tri-objective problems are con-
sidered. The formulations of these ten problems are presented in
Appendix A.
Two performance metrics are employed to evaluate the attained
approximation sets of nondominated solutions in the objective
space from the MOEAs. The first is generational distance (GD) [18].
GD measures, in the objective function space, the average distance
of the obtained approximation set of nondominated solutions P to
the set of uniformly distributed Pareto optimal solutions P*. It is de-
fined as:
vffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
uX   2
  u
 t v∈P d v; P
GD P; P ¼ ð10Þ
jP j
where d(v,P*) is the minimum Euclidean distance between v and
points in P*, |P| is the number of points in P.
The second metric used is inverted generational distance (IGD) [20],
which can be defined as
vffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
uX
   u
2
t v∈P dðv; P Þ
IGD P ; P ¼  ð11Þ
jP j
where d(v,P) is the minimum Euclidean distance between v and points
in P, |P*| is the number of points in P*. If |P*| is large enough to represent
the Pareto front very well, IGD could measure both the diversity and
convergence of P in a sense. As for both performance metrics, a lower
value means a better approximation set.
4.2. Comparison of MODE-RMO with other MOEAs
In order to know how competitive the proposed approach is, MODE-
RMO is compared with two MOEAs: the GDE3 [14] and NSGAII-DE [20],
which are representative of the state-of-the art. MODE-RMO uses the
following parameter values: F = 0.5, CR = 0.3 [13], and the parameters
of GDE3 and NSGAII-DE keep the same as in the literature [14] and [20].
The population size Np is set to 100 for all the three algorithms. The
maximum generations Maxgen is set to be 250 for ZDT1-4 and ZDT6,
300 for DTLZ1 and DTLZ2, 500 for DTLZ3, 200 for DTLZ4 and DTLZ5,
which are the same as those in their original literature [18] and [21]. It
is important to point out that the boundary-handling method has signif-
icant influence to the performance of the evolution algorithms. Since
the Pareto optimal solutions of some test problems (like ZDT1–ZDT4,
ZDT6) lies on the boundaries, we use the re-initialization method for
all MOEAs in this paper, i.e., when one of the decision variables is be-
yond its boundary constraint, it is generated with the uniform distribu-
tion within the boundary.
 X. Chen et al. / Chemometrics and Intelligent Laboratory Systems 136 (2014) 85–96 89

Table 1
Comparison results of MODE-RMO and other MOEAs based on GD.

Algorithm MODE-RMO GDE3 NSGAII-DE

Mean SD Mean SD Mean SD

ZDT1 3.85E−03 3.22E−04 2.40E−03 5.62E−04 = 5.83E−03 1.22E−03 +

ZDT2 6.97E−03 7.25E−04 8.20E−03 2.33E−03 = 7.75E−03 5.99E−04 +
ZDT3 4.76E−03 5.45E−04 2.76E−03 9.22E−04 − 5.31E−03 9.23E−04 =
ZDT4 7.29E−02 1.63E−01 3.87E−02 3.77E−02 − 1.16E−02 2.15E−02 =
ZDT6 2.58E−02 1.12E−02 1.71E−01 5.23E−02 + 5.90E−02 4.59E−03 +
DTLZ1 2.58E−04 8.75E−06 7.08E−02 7.21E−02 + 4.80E−03 1.71E−02 +
DZTL2 7.28E−04 1.79E−05 7.25E−04 2.69E−05 = 1.96E−03 3.02E−04 +
DZTL3 7.88E−03 2.32E−02 3.27E + 00 4.87E + 00 + 1.82E−01 4.29E−01 +
DZTL4 7.26E−04 2.12E−05 7.12E−04 2.35E−05 = 1.46E−03 1.94E−04 +
DZTL5 9.12E−06 4.41E−07 1.09E−05 5.04E−06 = 1.87E−04 5.02E−05 +
w/t/l 3/5/2 8/2/0

To avoid randomness, each method is run 20 independently, and the
statistics values including mean value (Mean) and standard deviations
(SD) are presented in Tables 1–3. In addition, the paired Wilcoxon
signed-rank test is used to compare the significance between two algo-
rithms. In Tables 1–3, “+”, “–” and “=” indicate MODE-RMO is respec-
tively better than, worse than, or similar to its competitor according to
the Wilcoxon signed-ranked test at significance level α = 0.05. The re-
sults are summarized as “w/t/l”, which denotes that MODE-RMO wins
on w functions, ties on t functions, and loses on l functions, compared
with its corresponding competitor.
Table 1 shows the results of convergence metric GD using the algo-
rithms MODE-RMO, GDE3 and NSGAII-DE. From Table 1, MODE-RMO
outperforms GDE3 in 3 problems, loses in 2 problems, and ties in 5 prob-
lems. ZDT1–ZDT4 are relative easy to solve, GDE3 performs better than
MODE-RMO in these 4 problems in terms of GD. However, MODE-RMO
can obtain better GD values in other 6 more difficult problems: ZDT6,
DTLZ1–DTLZ5, which means that the obtained approximate Pareto
fronts from MODE-RMO are closer to the optimal Pareto fronts than
those computed by GDE3 in these problems. Moreover, MODE-RMO ob-
tains smaller standard deviation values than GDE3 in all test problems
except ZDT4, which means that the stability of MODE-RMO is better
than GDE3. When compared with NSGAII-DE, MODE-RMO has an obvi-
ous superiority, as it wins in 8 problems, and ties in 2 problems. In addi-
tion, MODE-RMO obtains smaller standard deviation values than
NSGAII-DE in 7 problems.
The results of IGD obtained by three algorithms are presented in
Table 2. MODE-RMO achieves better IGD values than GDE3 in all prob-
lems except ZDT3. This means that MODE-RMO provides better approx-
imation Pareto fronts when considering both convergence and diversity
in these 9 problems. In addition, the standard deviation values of
MODE-RMO are smaller than those of GDE3 in 8 problems, demonstrat-
ing the stability of our MODE-RMO. MODE-RMO outperforms NSGAII-
DE in 7 problems, and ties in 3 problems.
From the above comparisons and analyses, we can say that, compared
with other MOEAs, MODE-RMO can generate approximation Pareto sets
with comparable convergence and diversity in most of test problems;
therefore, MODE-RMO can be used to deal with complex MOPs.
4.3. Effectiveness of ranking-based mutation operator
In this section, we evaluate the effectiveness of our proposed
ranking-based mutation operator for MODE. For this purpose, MODE-
RMO is compared with MODE. The only difference between MODE-
RMO and MODE is that in MODE three vector indices r1, r2, and r3 in
the mutation are randomly selected. The GD and IGD values are com-
pared as shown in Table 3.
For all the bi-objective problems (ZDT1–ZDT4, ZDT6), MODE-RMO
consistently obtains better results than MODE in terms of GD and IGD.
For the tri-objective problems, MODE-RMO achieves better GD value
in DTLZ1 and better IGD value in DTLZ2. The results of MODE-RMO
and MODE are similar in DTLZ3, DTLZ4, and DTLZ5. This is probably be-
cause the maximum generations are large enough for both algorithms
to reach the approximation Pareto fronts in these 3 problems, which is
shown in the convergence graphs Figs. 2 and 3.
The average convergence graphs of GD and IGD metrics in problems
ZDT1–ZDT4, ZDT6, DTLZ1, DTLZ4, and DTLZ5 are plotted in Figs. 2 and 3.
For ZDT1–ZDT4, ZDT6, MODE-RMO has converged to the satisfied ap-
proximation Pareto fronts in the maximum generations, while MODE
has not reached. For DTLZ1, DTLZ4, and DTLZ5, although both algo-
rithms have reached the satisfied fronts, the convergence speed of
MODE-RMO is faster than MODE in both GD and IGD metrics.
Based on the results and analysis, we can see that the ranking-based
mutation operator is of benefit to the performance enhancement of
MODE. It not only accelerates the algorithms, but also makes them
more efficient.

Table 2
Comparison results of MODE-RMO and other MOEAs based on IGD.

Algorithm MODE-RMO GDE3 NSGAII-DE

Mean SD Mean SD Mean SD

ZDT1 1.62E−03 1.11E−04 2.22E−03 6.61E−04 + 2.29E−03 1.16E−04 +

ZDT2 2.95E−03 2.78E−04 3.87E−03 1.12E−03 + 3.46E−03 2.80E−04 +
ZDT3 2.70E−03 1.65E−04 1.74E−03 5.27E−04 − 3.03E−03 2.68E−04 +
ZDT4 1.93E−03 3.47E−03 1.54E−02 1.42E−02 + 2.14E−03 2.35E−03 =
ZDT6 9.52E−03 7.25E−04 8.74E−02 2.48E−02 + 2.68E−02 1.40E−03 +
DTLZ1 4.00E−04 4.24E−04 8.06E−03 7.74E−03 + 4.14E−04 2.13E−05 +
DZTL2 1.01E−03 3.25E−05 1.06E−03 4.79E−05 + 1.06E−03 5.78E−05 +
DZTL3 1.78E−03 3.04E−03 1.59E−01 1.05E−01 + 5.93E−03 6.95E−03 +
DZTL4 1.03E−03 4.09E−05 1.07E−03 4.04E−05 + 1.04E−03 3.95E−05 =
DZTL5 9.72E−05 7.58E−06 1.02E−04 6.46E−06 + 9.73E−05 4.38E−06 =
w/t/l 9/0/1 7/3/0
90 X. Chen et al. / Chemometrics and Intelligent Laboratory Systems 136 (2014) 85–96

Table 3
Comparison results between MODE-RMO and MODE.

Algorithm GD IGD

MODE-RMO MODE MODE-RMO MODE

Mean SD Mean SD Mean SD Mean SD

ZDT1 3.85E−03 3.22E−04 5.32E−03 1.09E−03 + 1.62E−03 1.11E−04 2.14E−03 1.69E−04 +

ZDT2 6.97E−03 7.25E−04 9.81E−03 1.28E−03 + 2.95E−03 2.78E−04 4.13E−03 4.66E−04 +
ZDT3 4.76E−03 5.45E−04 6.37E−03 8.56E−04 + 2.70E−03 1.65E−04 3.49E−03 2.12E−04 +
ZDT4 7.29E−02 1.63E−01 1.98E−01 2.18E−01 + 1.93E−03 3.47E−03 9.86E−03 1.01E−02 +
ZDT6 2.58E−02 1.12E−02 3.02E−02 2.49E−03 + 9.52E−03 7.25E−04 1.36E−02 1.11E−03 +
DTLZ1 2.58E−04 8.75E−06 2.66E−04 1.43E−05 + 4.00E−04 4.24E−04 3.99E−04 1.42E−05 =
DZTL2 7.28E−04 1.79E−05 7.36E−04 2.01E−05 = 1.01E−03 3.25E−05 1.03E−03 4.56E−05 +
DZTL3 7.88E−03 2.32E−02 8.62E−03 2.37E−02 = 1.78E−03 3.04E−03 1.77E−03 2.96E−03 =
DZTL4 7.26E−04 2.12E−05 7.51E−04 4.21E−05 = 1.03E−03 4.09E−05 1.01E−03 2.86E−05 =
DZTL5 9.12E−06 4.41E−07 9.65E−06 6.62E−07 = 9.72E−05 7.58E−06 1.02E−04 7.05E−06 =
w/t/l 6/4/0 6/4/0

5. Applications to solve MDOPs
In this section, MODE-RMO is applied to solve three MDOPs
of chemical processes taken from literature. In MDOP, each solution
is a control trajectory in the time interval [t0 , tf ]; therefore, the
CVP approach is employed to deal with the dynamic problem. The
detail description of CVP can be found in [22]. In this study, we em-
ploy uniform discretization-based CVP approach, that is, the time
interval is partitioned into several stage of equal length; and piece-
wise constant functions is employed to approximate the control
trajectory.
The major steps to optimize a MDOP using MODE-RMO are outlined
as follows.
Step1: Divide the entire time interval [t0, tf] into N time intervals
[ti − 1, ti] (i = 1,…,N) with equal length.

MODE MODE -RMO

-0.5 0 -0.5

-0.5
-1 -1
log(GD)

log(GD)

log(GD)

-1
-1.5 -1.5
-1.5
-2 -2
-2

-2.5 -2.5 -2.5

0 50 100 150 200 250 0 50 100 150 200 250 0 50 100 150 200 250
(a) ZDT1: GD (b) ZDT2: GD (c) ZDT3: GD
1.5 0 2
1 1
-0.5
0.5 0
log(GD)

log(GD)

log(GD)

0 -1 -1
-0.5 -2
-1.5
-1 -3
-1.5 -2 -4
0 50 100 150 200 250 0 50 100 150 200 250 0 50 100 150 200 250 300
(d) ZDT4: GD (e) ZDT6: GD (f) DTLZ1: GD
-1 -1

-1.5 -2
log(GD)

log(GD)

-2 -3

-2.5 -4

-3 -5

-3.5 -6
0 50 100 150 200 0 50 100 150 200

(g) DTLZ4: GD (h) DTLZ5: GD

Fig. 2. Convergence graphs of GD metric.
 X. Chen et al. / Chemometrics and Intelligent Laboratory Systems 136 (2014) 85–96 91

MODE MODE -RMO

-1 -0.5 -1

-1
log(IGD) -1.5 -1.5

log(IGD)

log(IGD)
-1.5
-2 -2
-2
-2.5 -2.5
-2.5

-3 -3 -3
0 50 100 150 200 250 0 50 100 150 200 250 0 50 100 150 200 250
(a) ZDT1: IGD (b) ZDT2: IGD (c) ZDT3: IGD
1 -0.5 0

0 -1 -1
log(IGD)

log(IGD)

log(IGD)
-1 -1.5 -2

-2 -2 -3

-3 -2.5 -4
0 50 100 150 200 250 0 50 100 150 200 250 0 50 100 150 200 250 300
(d) ZDT4: IGD (e) ZDT6: IGD (f) DTLZ1: IGD
-2
-2
-2.5
-2.2
log(IGD)

log(IGD)

-2.4 -3

-2.6 -3.5
-2.8
-4
-3
-3.2 -4.5
0 50 100 150 200 0 50 100 150 200

(g) DTLZ4: IGD (h) DTLZ5: IGD

Fig. 3. Convergence graphs of IGD metric.

Step2: Employ piece-wise constant functions to approximate the Step3: Suppose that the value of U is determined; then, employ an
control variables; and the parameters to be optimized are U = ordinary differential equation integrator to obtain the value of the
[u11,…,u1N, u21,…,u2N,…, um1,…,umN], where uij is the constant objective functions.
value of the ith variable in the jth time interval. Step4: Apply the MODE-RMO algorithm to optimize U; and obtain
the approximate Pareto optimal solutions.

5.1. Temperature control of a batch reactor

0.3 In the first problem, we consider the continuous stirred tank

T1
reactor (CSTR) [8,23], in which a first-order irreversible exothermic
J2: Concentration of A

0.25
T2 Table 4
The values of five Pareto optimal reaction temperatures.
T3
0.2 T1 T2 T3 T4 T5
T4
Stage 1 364.83188 377.50293 396.52125 396.85303 393.86480
T5
Stage 2 340.05753 371.92351 380.48428 396.09577 389.53583
Stage 3 340.48360 360.64328 372.04548 387.13968 393.57131
0.15 Stage 4 331.40026 357.63833 372.13378 381.34104 393.79417
Stage 5 334.67518 354.74714 352.38131 374.68806 392.54186
Stage 6 332.08104 342.68563 366.69167 370.36242 390.19363
Stage 7 334.29419 346.81884 365.01573 383.69559 379.30976
0.1 Stage 8 326.60700 347.10562 362.39021 375.83676 383.58584
-0.65 -0.6 -0.55 -0.5 -0.45 -0.4 -0.35 -0.3 -0.25 Stage 9 327.46827 347.00606 371.23060 374.44771 397.94964
J1: Concentration of B Stage 10 323.12137 349.49003 364.55216 378.92342 384.67188
J1 −0.60963 −0.55180 −0.44050 −0.33081 −0.24777
J2 0.29615 0.21757 0.17387 0.14728 0.13183
Fig. 4. Pareto optimal front for problem 1.
92 X. Chen et al. / Chemometrics and Intelligent Laboratory Systems 136 (2014) 85–96

400 400 400

Reaction Temperature

Reaction Temperature

Reaction Temperature
T1 T2 T3
380 380 380

360 360 360

340 340 340

320 320 320

300 300 300

0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
Time Time Time
(a)T1 (b) T2 (c) T3
400 400
Reaction Temperature

Reaction Temperature
T4
380 380

360 360 T5

340 340

320 320

300 300
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
Time Time
(d) T4 (e) T5

Fig. 5. Trajectories of Pareto optimal reaction temperature for problem 1.

k k
A→1
B→
2
C takes place. The process can be described by the following 5.2. Catalyst mixing problem in a tubular reactor
dynamic equations:
This problem considers a steady-state plug flow reactor, which
8 is packed with two catalysts [24,25]. These catalysts are required
>
> dC A 2 to stimulate a series of reactions (one reversible and one irreversible
>
> ¼ −k1 C A
>
> dt S1 ↔ S2 → S3). These assumptions give rise to the following model:
< dC
B 2
¼ k1 C A −k2 C B ð12Þ
>
> dt 8
>
> 298 ≤T ≤398; C A ð0Þ ¼ 1; C B ð0Þ ¼ 0; t f ¼ 1 > dx1
>
> >
> ¼ uðzÞ½10x2 ðzÞ−x1 ðzÞ
: 3 −2500=T 5 −5000=T >
< dt
k1 ¼ 4  10  e ; k2 ¼ 6:2  10  e
dx2 ð14Þ
>
> ¼ −uðzÞ½10x2 ðzÞ−x1 ðzÞ−½1−uðzÞx2 ðzÞ
>
> dt
: T
where C A and C B represent the dimensionless concentrations of A xð0Þ ¼ ½10 ; 0≤uðzÞ≤1; z f ¼ 12
and B, T is the temperature of the reactor. The objective is to obtain
the optimal reactor temperature, which simultaneously maximizes where x1 and x2 are the concentrations of S1 and S2, u is the fraction of
the concentration of B and minimizes the concentration of A: catalyst A, and z is the spatial coordinate. The objective is to determine
the optimal mixing policy of the two catalysts in order to maximize
8  
< min J 1 ¼ −C B t f
  ð13Þ
: min J ¼ C t :
2 A f
0.35

For this problem, the time interval is divided into 10 stages, the 0.3
population size is set as Np = 100, and maximum generation u1
Maxgen = 100. The attained Pareto optimal front is plotted in Fig. 4. 0.25
To assist decision making, we provide the values of five Pareto optimal
J2: -Catalyst use

reaction temperatures with equal distribution in Table 4, and the corre- 0.2
sponding Pareto optimal control trajectories are presented in Fig. 5.
u2
Babu and Angira only considered the single objective problem which 0.15
maximizes the concentration of B, and their best result is 0.610079 u3
[23]. From Table 4, our MODE-RMO obtained the value 0.60963 in 0.1 u4
boundary point T1, which is very close to 0.610079. The Pareto optimal u5
control trajectory of T1 is depicted in Fig. 5(a). When the complete focus
0.05
is put on minimizing the concentration of A, our result in boundary
point T5 is 0.13183, and the corresponding Pareto optimal control tra-
0
jectory of T5 is depicted in Fig. 5(e). The other three solutions T2, T3, -0.05 -0.04 -0.03 -0.02 -0.01 0
and T4 are intermediate points. From Fig. 5, it's obvious that increasing J1: Conversion
the reaction temperature in the entire time interval can reduce the con-
centration of A in the final time. Fig. 6. Pareto optimal front for problem 2.
 X. Chen et al. / Chemometrics and Intelligent Laboratory Systems 136 (2014) 85–96 93

Table 5 5.3. Optimal operation of a fed-batch reactor

The values of five Pareto optimal mixing policy of the catalysts.

u1 u2 u3 u4 u5 In the third problem, we consider a batch reactor based on the fol-

lowing reaction system:
Stage 1 0.99963 0.64760 0.68575 0.26613 0.02095
Stage 2 0.47590 0.18442 0.00246 0.07997 0.00466
k1
Stage 3 0.22703 0.33236 0.01382 0.02580 0.00316 A þ B→C
Stage 4 0.24161 0.08481 0.01596 0.01041 0.02534 k2
Stage 5 0.18872 0.03159 0.01786 0.00133 0.00292 B þ B → D:
Stage 6 0.19141 0.00784 0.01008 0.00242 0.01166
Stage 7 0.30256 0.03179 0.00131 0.00261 0.00867 The process can be described by the following dynamic equations [8,
Stage 8 0.02394 0.00022 0.00220 0.00371 0.00075
26]
Stage 9 0.00085 0.01749 0.00166 0.00564 0.00307
Stage 10 0.00273 0.00052 0.00113 0.00180 0.00174 8
−0.04798 −0.04049 −0.03053 −0.01893 −0.00367 >
> d½A
J1 >
> dt ¼ −k1 ½A½B−ð½A=V Þu
J2 0.26544 0.13386 0.07522 0.03998 0.00829 >
>  
>
> bfeed −½B
> d½B
> 2
>
> ¼ −k1 ½A½B−2k2 ½B þ u
>
> dt V
>
>
the production S3 at the reactor outlet and minimize the amount of the < d ½C 
¼ k1 ½A½B−ð½C =V Þu ð16Þ
most expensive catalyst A: > dt
>
> d ½ D
>
> 2
¼ 2k2 ½B −ð½D=V Þu
8      >
>
>
> dt
>
< min J 1 ¼ − 1−x1 z f −x2 z f >
> d ½V 
Z z >
> ¼u
ð15Þ >
>
>
f >
: 0dt
: min J 2 ¼ uðzÞdz: ≤u≤0:01; t f ¼ 120 min
0

where [A], [B], [C], and [D] denote, respectively, the concentrations of A,
For this problem, the time interval is divided into 10 stages, the pop- B, C, and D, V is the current reaction volume, u is the reactant feed rate,
ulation size is set as Np = 100, and the obtained Pareto optimal front and k1 = 0.5 and k2 = 0.5 are the reaction rate constants. At the start of
after maximum generation of Maxgen = 100 is illustrated in Fig. 6. this reaction, the initial values is taken: [A](0) = 0.2 mol/l, [B](0) =
The trade-off between the use of catalyst A and the conversion to species 0 mol/l, and V(0) = 0.5. The objective is to maximize the amount of
S3 is clearly visible. The values of five Pareto optimal mixing policy of the product C and minimize the amount of by-product D
catalysts with equal distribution are presented in Table 5, and the corre-
8     
sponding Pareto optimal control trajectories are presented in Fig. 7. In < min J 1 ¼ − ½C  t f V t f
[25], Vassiliadis et al. considered the single objective problem to maxi-     ð17Þ
: min J ¼ ½D t V t :
mize the production S3, their best value is 0.0480238. The result of our 2 f f

MODE-RMO is 0.04798 in boundary point u1, very close to 0.0480238.

When we only consider minimizing the amount of the catalyst A, our re- For this problem, the time interval is divided into 10 stages, the pop-
sult in boundary point u5 is 0.00829, and the Pareto optimal trajectory of ulation size is set as Np = 100, and the obtained Pareto optimal front
u5 is illustrated in Fig. 7(e). Other three intermediate Pareto optimal after maximum generation of Maxgen = 100 is displayed in Fig. 8. The
control trajectories u2, u3, and u4 are illustrated in Fig. 7(b)–(d). From values of five Pareto optimal feed rate are presented in Table 6, and
Fig. 7, the trajectories of mixing policy of the catalysts in the entire inter- the corresponding Pareto optimal control trajectories are presented in
val gradually drop to 0 from u1 to u5, leading to the reduction of the use Fig. 9. When the complete focus is put on maximizing the amount of
of catalyst A. product C, the results of MODE-RMO in boundary point u1 is 0.07936,

1 u1 1 u2 1 u3
Fraction of catalyst

Fraction of catalyst
Fraction of catalyst

0.8 0.8 0.8

0.6 0.6 0.6

0.4 0.4 0.4

0.2 0.2 0.2

0 0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
Spatial coordinate Spatial coordinate Spatial coordinate
(a) u1 (b) u2 (c) u3
1 u4 1 u5
Fraction of catalyst

Fraction of catalyst

0.8 0.8
0.6 0.6

0.4 0.4

0.2 0.2

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
Spatial coordinate Spatial coordinate
(d) u4 (e) u5
Fig. 7. Trajectories of Pareto optimal mixing policy of the catalysts for problem 2.
94 X. Chen et al. / Chemometrics and Intelligent Laboratory Systems 136 (2014) 85–96

with complex constraints. The application of MODE-RMO for other

0.1
u1 complex real-world problems is also an interesting future work.
J2: -the amount of by-product D

0.08 Acknowledgments

Authors would like to express their sincere thanks to the reviewers

0.06 u2
for their valuable suggestions and comments. This work is supported
by the Major State Basic Research Development Program of China
0.04 u3 (2012CB720500), National Natural Science Foundation of China
(61333010, 21276078), National Science Fund for Outstanding Young
u4
u5 Scholars (61222303), Fundamental Research Funds for the Central Uni-
0.02
versities, Shanghai Rising-Star Program (13QH1401200), Program for
New Century Excellent Talents in University (NCET-10-0885) and
0 Shanghai R&D Platform Construction Program (13DZ2295300).

-0.09 -0.08 -0.07 -0.06 -0.05 -0.04 -0.03 -0.02 Appendix A. Test problems for multi-objective optimization
J1: the amount of product C
A.1. ZDT1
Fig. 8. Pareto optimal front for problem 3.

and the Pareto optimal feed rate is displayed in Fig. 9(a). When we only
consider minimizing the amount of by-product D, our result in bound-
 pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi 9 X n
ary point u5 is 0.00111, and the Pareto optimal feed rate is displayed f 1 ðxÞ ¼ x1 ; f 2 ðxÞ ¼ gðxÞ 1− x1 =gðxÞ; g ðxÞ ¼ 1 þ x ; n ¼ 30;
in Fig. 9(e). Other three Pareto optimal feed rate u2, u3, and u4 are illus- n−1 i¼2 i
trated in Fig. 9(b)–(d). From Fig. 9, the feed rate in the entire time inter- 0≤ xi ≤1; i ¼ 1; 2; …; n:
val gradually reduces to the low bound from u1 to u5, which can reduce
the amount of by-product D.
The Pareto optimal solutions are: x1 ∈ [0, 1], xi = 0, i = 2, 3, …, n.
6. Conclusion
A.2. ZDT2
To deal with the challenge MOPs, in this paper, we propose a new
algorithm named MODE-RMO, in which ranking-based mutation oper-
ator is integrated into the original MODE algorithm to accelerate the
convergence rate. In the ranking-based mutation operator for multi-
  9 X n
objective optimization, the individual with better nondomination 2
f 1 ðxÞ ¼ x1 ; f 2 ðxÞ ¼ g ðxÞ 1−ðx1 =g ðxÞÞ ; g ðxÞ ¼ 1 þ x ; n ¼ 30;
front number and crowding distance has a larger probability to be se- n−1 i¼2 i
lected to take part in the mutation operator; therefore, it is beneficial 0 ≤xi ≤1; i ¼ 1; 2; …; n:
for the propagation of good information in the population to the off-
spring. The performance of MODE-RMO is evaluated by comparing
with other MOEAs in ten test problems, and the results demonstrate The Pareto optimal solutions are: x1 ∈ [0, 1], xi = 0, i = 2, 3, …, n.
that MODE-RMO can generate Pareto optimal fronts with good conver-
gence and diversity. Moreover, our experiments indicate that the A.3. ZDT3
ranking-based mutation operator can accelerate the convergence  
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
speed of MODE. Finally, MODE-RMO is applied to solve three MDOPs f 1 ðxÞ ¼ x1 ; f 2 ðxÞ ¼ gðxÞ 1− x1 =g ðxÞ− gxð1xÞ sinð10πx1 Þ ; g ðxÞ ¼
of chemical processes using the CVP approach. The obtained results in- n
dicate that MODE-RMO is an effective and efficient method for MDOPs. 1 þ n−1
9
∑ xi ; n ¼ 30; 0 ≤xi ≤1; i ¼ 1; 2; …; n:
i¼2
Parameter adaptive strategy has been proven to be efficient in im-
proving the performance of DE [27,28]; therefore, one possible future
The Pareto optimal solutions are: x1 ∈ [0, 1], xi = 0, i = 2, 3, …, n.
work is to employ this strategy to further improve the performance of
MODE-RMO. In addition, all the problems considered in this paper are
A.4. ZDT4
unconstrained, and we are planning to extend MODE-RMO for MOPs
 pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
¼ x1 ; f 2 ðxÞ ¼ g ðxÞ 1− x1 =g ðxÞ ; g ðxÞ ¼ 1 þ 10ðn−1Þþ
f 1 ðxÞ
Table 6
n  
The values of five Pareto optimal feed rate.
∑ x2i −10cosð4πxi Þ ; n ¼ 10; 0≤x1 ≤1; −5≤xi ≤5; i ¼ 2; 3; …; n:
i¼2
u1 u2 u3 u4 u5

Stage 1 0.00950 0.00991 0.00927 0.00431 0.00179

The Pareto optimal solutions are: x1 ∈ [0, 1], xi = 0, i = 2, 3, …, n.
Stage 2 0.00968 0.00573 0.00361 0.00193 0.00088
Stage 3 0.00938 0.00855 0.00579 0.00193 0.00059
Stage 4 0.00990 0.00801 0.00271 0.00308 0.00264 A.5. ZDT6
Stage 5 0.00892 0.00360 0.00253 0.00228 0.00080
Stage 6 0.00968 0.00755 0.00558 0.00344 0.00021
 
6
Stage 7 0.00953 0.00422 0.00279 0.00121 0.00062 f 1 ðxÞ ¼ 1−e−4x1 sin ð6πx1 Þ; f 2 ðxÞ ¼ g ðxÞ 1−ðx1 =g ðxÞÞ2 ; g ðxÞ ¼
Stage 8 0.00980 0.00309 0.00301 0.00079 0.00040 0:25
!
n
Stage 9 0.00721 0.00281 0.00145 0.00101 0.00014 1þ9 ∑ xi =ðn−1ÞÞ ; n ¼ 10; 0≤xi ≤1; i ¼ 1; 2; …; n:
Stage 10 0.00524 0.00616 0.00140 0.00268 0.00241 i¼2
J1 −0.07936 −0.07067 −0.05936 −0.04073 −0.01984
J2 0.09584 0.04714 0.02164 0.00628 0.00111
The Pareto optimal solutions are: x1 ∈ [0, 1], xi = 0, i = 2, 3, …, n.
 X. Chen et al. / Chemometrics and Intelligent Laboratory Systems 136 (2014) 85–96 95

0.01 0.01 0.01

u2 u3
0.008 0.008 0.008

Feed Rate

Feed Rate

Feed Rate
0.006 0.006 0.006

0.004 0.004 0.004

0.002 0.002 0.002

u1
0 0 0
0 50 100 0 50 100 0 50 100
Time Time Time
(a) u1 (b) u2 (c) u3
0.01 0.01
u4 u5
0.008 0.008
Feed Rate

Feed Rate
0.006 0.006

0.004 0.004

0.002 0.002

0 0
0 50 100 0 50 100
Time Time

(d) u4 (e) u5
Fig. 9. Trajectories of Pareto optimal feed rate for problem 3.

A.6. DTLZ1 The Pareto optimal solutions are: x1 ∈ [0, 1], x2 ∈ [0, 1], xi = 0.5, i =
3, 4, …, n.
1 1 1
f 1 ðxÞ ¼ x x ð1 þ g ðxÞÞ; f 2 ðxÞ ¼ x1 ð1−x2 Þð1 þ gðxÞÞ; f 3 ðxÞ ¼ ð1−x1 Þð1 þ gðxÞÞ;
2 1 2 2 2 A.10. DTLZ5
h X n  i
2
gðxÞ ¼ 100 ðn−3 þ 1Þ þ ðxi −0:5Þ − cosð20π ðxi −0:5ÞÞ ;
i¼3
n ¼ 7; 0≤ xi ≤1; i ¼ 1; 2; …; n:

f 1 ðxÞ ¼ ð1 þ gðxÞÞ cosð0:5πθ1 Þ cosð0:5πθ2 Þ; f 2 ðxÞ ¼ ð1 þ gðxÞÞ cosð0:5πθ1 Þ sinð0:5πθ2 Þ;

The Pareto optimal solutions are: x1 ∈ [0, 1], x 2 ∈ [0, 1], xi =
Xn
ð1 þ 2x2 gðxÞÞ
0.5, i = 3, 4, …, n. f 3 ðxÞ ¼ ð1 þ gðxÞÞ sinð0:5πθ1 Þ; gðxÞ ¼
2
ðxi −0:5Þ ; θ1 ¼ x1 ; θ2 ¼
i¼3
2ð1 þ g ðxÞÞ
n ¼ 12; 0 ≤xi ≤ 1; i ¼ 1; 2; …; n:
A.7. DTLZ2

f 1 ðxÞ ¼ ð1 þ gðxÞÞ cosð0:5πx1 Þ cosð0:5πx2 Þ; f 2 ðxÞ ¼ ð1 þ gðxÞÞ cosð0:5πx1 Þ sinð0:5πx2 Þ;

The Pareto optimal solutions are: x1 ∈ [0, 1], x2 ∈ [0, 1], xi = 0.5, i =
Xn
2
3, 4, …, n.
f 3 ðxÞ ¼ ð1 þ gðxÞÞ sinð0:5πx1 Þ; gðxÞ ¼ ðxi −0:5Þ ; n ¼ 12; 0≤ xi ≤ 1; i ¼ 1; 2; …; n:
i¼3
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