Confronting Decision Cliffs: Diagnostic Assessment of Multi-Objective Evolutionary Algorithms’ Performance for Addressing Uncertain Environmental Thresholds
Monday, 15 December 2014
As water resources problems typically involve several stakeholders with conflicting objectives, multi-objective evolutionary algorithms (MOEAs) are now key tools for understanding management tradeoffs. Given the growing complexity of water planning problems, it is important to establish if an algorithm can consistently perform well on a given class of problems. This knowledge allows the decision analyst to focus on eliciting and evaluating appropriate problem formulations. This study proposes a multi-objective adaptation of the classic environmental economics “Lake Problem” as a computationally simple but mathematically challenging MOEA benchmarking problem. The lake problem abstracts a fictional town on a lake which hopes to maximize its economic benefit without degrading the lake’s water quality to a eutrophic (polluted) state through excessive phosphorus loading. The problem poses the challenge of maintaining economic activity while confronting the uncertainty of potentially crossing a nonlinear and potentially irreversible pollution threshold beyond which the lake is eutrophic. Objectives for optimization are maximizing economic benefit from lake pollution, maximizing water quality, maximizing the reliability of remaining below the environmental threshold, and minimizing the probability that the town will have to drastically change pollution policies in any given year. The multi-objective formulation incorporates uncertainty with a stochastic phosphorus inflow abstracting non-point source pollution. We performed comprehensive diagnostics using 6 algorithms: Borg, MOEA\D, eMOEA, eNSGAII, GDE3, and NSGAII to ascertain their controllability, reliability, efficiency, and effectiveness. The lake problem abstracts elements of many current water resources and climate related management applications where there is the potential for crossing irreversible, nonlinear thresholds. We show that many modern MOEAs can fail on this test problem, indicating its suitability as a useful and nontrivial benchmarking problem.