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Multi-objective optimisation using agent-based modelling

ENGLISH ABSTRACT: It is very seldom that a decision-making problem concerns only a single
value or objective. The process of simultaneously optimising two
or more con
icting objectives is known as multi-objective optimisation
(MOO). A number of metaheuristics have been successfully adapted
for MOO. The aim of this study was to investigate the feasibility of
applying an agent-based modelling approach to MOO.
The (s; S) inventory problem was chosen as the application eld for
this approach and Anylogic used as model platform. Agents in the
model were responsible for inventory and sales management, and had
to negotiate with each other in order to nd optimal reorder strategies.
The introduction of concepts such as agent satisfaction indexes,
aggression factors, and recollection ability guided the negotiation process
between the agents.
The results revealed that the agents had the ability to nd good
strategies. The Pareto front generated from their proposed strategies
was a good approximation to the known front. The approach was also
successfully applied to a recognised MOO test problem proving that
it has the potential to solve a variety of MOO problems.
Future research could focus on further developing this approach for
more practical applications such as complex supply chain systems,
nancial models, risk analysis and economics. / AFRIKAANSE OPSOMMING: Daar is weinig besluitnemingsprobleme waar slegs 'n enkele waarde of
doelwit ter sprake is. Die proses waar twee of meer doelwitte, wat in
konflik staan met mekaar, gelyktydig optimiseer word, staan bekend
as multi-doelwit optimisering (MOO). 'n Aantal metaheuristieke is al
suksesvol aangepas vir MOO. Die doelwit van hierdie studie was om
ondersoek in te stel na die lewensvatbaarheid van die toepassing van
'n agent gebasseerde modelerings benadering tot MOO.
As toepassingsveld vir hierdie benadering was die (s; S) voorraad
probleem gekies en Anylogic was gebruik as model platform. In die
model was agente verantwoordelik vir voorraad- en verkope bestuur.
Hulle moes onderling met mekaar onderhandel om die optimale bestelling
strategiee te verkry. Konsepte soos agentbevrediging, aggressie
faktore en herinneringsvermoens is ingestel om die onderhandeling
tussen die agente te bewerkstellig.
Die resultate het gewys dat die agente oor die vermoe beskik om met
goeie strategiee vorendag te kom. Die Pareto fronte wat gegenereer is
deur hul voorgestelde strategiee was 'n goeie benadering tot die bekende
front. Die benadering was ook suksesvol toegepas op 'n erkende
MOO toets-probleem wat bewys het dat dit oor die potensiaal beskik
om 'n verskeidenheid van MOO probleme op te los.
Toekomstige navorsing kan daarop fokus om hierdie benadering
verder te ontwikkel vir meer praktiese toepassings soos komplekse
voorsieningskettingstelsels, finnansiele modelle, risiko-analises en ekonomie.

Identiferoai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:sun/oai:scholar.sun.ac.za:10019.1/71788
Date12 1900
CreatorsFranklin, Chris
ContributorsBekker, J., Stellenbosch University. Faculty of Engineering. Dept. of Industrial Engineering.
PublisherStellenbosch : Stellenbosch University
Source SetsSouth African National ETD Portal
Languageen_ZA
Detected LanguageEnglish
TypeThesis
Format94 p. : ill.
RightsStellenbosch University

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