An Evolutionary Approach to Active Robust Multiobjective Optimisation.

An Active Robust Optimisation Problem (AROP) aims at finding robust adaptable solutions, i.e. solutions that actively gain robustness to environmental changes through adaptation. Existing AROP studies have considered only a single performance objective. This study extends the Active Robust Optimisation methodology to deal with problems with more than one objective. Once multiple objectives are considered, the optimal performance for every uncertain parameter setting is a set of configurations, offering different trade-offs between the objectives. To evaluate and compare solutions to this type of problems, we suggest a robustness indicator that uses a scalarising function combining the main aims of multi-objective optimisation: proximity, diversity and pertinence. The Active Robust Multi-objective Optimisation Problem is formulated in this study, and an evolutionary algorithm that uses the hypervolume measure as a scalarasing function is suggested in order to solve it. Proof-of-concept results are demonstrated using a simplified gearbox optimisation problem for an uncertain load demand.