Engineering Optimization

ISSN: 0305-215X (Print) 1029-0273 (Online) Journal homepage: https://www.tandfonline.com/loi/geno20

Non-dominated archiving multi-colony ant

algorithm for multi-objective optimization:
Application to multi-purpose reservoir operation

A. Afshar , F. Sharifi & M. R. Jalali

To cite this article: A. Afshar , F. Sharifi & M. R. Jalali (2009) Non-dominated archiving multi-
colony ant algorithm for multi-objective optimization: Application to multi-purpose reservoir
operation, Engineering Optimization, 41:4, 313-325, DOI: 10.1080/03052150802460414

To link to this article: https://doi.org/10.1080/03052150802460414

Published online: 30 Mar 2009.

Submit your article to this journal

Article views: 316

View related articles

Citing articles: 12 View citing articles

Full Terms & Conditions of access and use can be found at

https://www.tandfonline.com/action/journalInformation?journalCode=geno20
Engineering Optimization
Vol. 41, No. 4, April 2009, 313–325

Non-dominated archiving multi-colony ant algorithm

for multi-objective optimization: Application to multi-purpose
reservoir operation
A. Afshara , F. Sharifia,b * and M.R. Jalalia,b
a Department of Civil Engineering, Iran University of Science and Technology, Tehran, Iran;
b Mahab Ghodss Consulting Engineering Company, Tehran, Iran

(Received 19 April 2008; final version received 2 September 2008 )

Multi-objective optimization using heuristic methods has been established as a subdiscipline that combines
the fields of heuristic computation and classical multiple criteria decision making. This article presents
the Non-dominated Archiving Ant Colony Optimization (NA-ACO), which benefits from the concept
of a multi-colony ant algorithm and incorporates a new information-exchange policy. In the proposed
information-exchange policy, after a given number of iterations, different colonies exchange information
on the assigned objective, resulting in a set of non-dominated solutions. The non-dominated solutions
are moved into an offline archive for further pheromone updating. Performance of the NA-ACO is tested
employing two well-known mathematical multi-objective benchmark problems. The results are promising
and compare well with those of well-known NSGA-II algorithms used in real-world multi-objective-
optimization problems. In addition, the optimization of reservoir operating policy with multiple objectives
(i.e. flood control, hydropower generation and irrigation water supply) is considered and the associated
Pareto front generated.

Keywords: ant colony optimization (ACO); multi-colony; multi-objective optimization; multi-purpose

reservoir operation

1. Introduction

Many real-world problems require the solutions to multiple-objective optimization models. His-
torically, the application of classical mathematical methods to multiple-objective problems has
involved the definition of a single-objective function, usually formed by a linear combination
(weighted sum) of the multiple objectives or by transferring objectives into constraints. Multi-
objective-optimization algorithms search for all possible trade-off solutions amongst the multiple
conflicting objectives. These solutions are non-dominated, in the sense that there are no solutions
superior in all objectives, and lie on a surface known as the Pareto optimal frontier. The goal is to
find and maintain a representative sample of solutions on the Pareto front.

*Corresponding author. Email: fsharifi@iust.ac.ir

ISSN 0305-215X print/ISSN 1029-0273 online

© 2009 Taylor & Francis
DOI: 10.1080/03052150802460414
http://www.informaworld.com
314 A. Afshar et al.

Despite the comprehensive research that has been conducted on the various aspects of the
operation of single-objective reservoirs (see Yeh 1985, Oliveira and Loucks 1997, Teegavarapu
and Simonovic 2000 and Labadie 2004), the modeling of multi-purpose water-resource problems
with heuristic algorithms is of recent origin. Burn andYulianti (2001) employed a classical genetic
algorithm to develop a trade-off curve between two objectives in the waste load allocation system.
In a recent work, Yui et al. (2004) employed the Non-dominated Sorting Genetic Algorithm
(NSGA-II) to develop a Pareto front for a water-resource system consisting of five multi-purpose
reservoirs in India, each with two conflicting objectives.
Recently, multi-objective Ant Colony Optimization (ACO) algorithms have been designed to
deal with multi-objective problems. Dorigo and Stutzle (2004) have provided a very detailed
background of the application of ACO algorithms in multi-objective optimization. The applica-
tion of ACO algorithms to multi-objective-optimization problems was initiated with prioritized
objectives. The two-colony approach of Gambardella et al. (1999) to the vehicle-routing problem
with a constrained time window is a good example of such approaches. For the design of water
irrigation networks, a multi-colony ant algorithm was proposed by Mariano and Morales (1998).
In this approach, each colony constructs a partial problem solution that is completed by the next
colony. The non-dominated solutions found after the second colony’s completion of the solution
are used to update the pheromone trails.
For solving bi-objective transportation problems, Doerner et al. (2001, 2003) proposed the
use of two, cooperative ant colonies. The two objective functions are combined, using a
weighted-sum method. However, the two colonies are enhanced with different heuristic infor-
mation; they each take into account one of the objectives for the solution construction. The
two approaches differ in the way the two colonies interact and in their information-exchange
processes.
In another work, Doerner et al. (2004) proposed an extension of the ant colony sys-
tem, applied to a portfolio-optimization problem. In this approach, there is one pheromone
matrix for each of the objectives, and an ant constructs a solution based on a weighted
combination of the pheromone matrices. When construction of the solution for all ants is
finished, the two ants with the best solutions for the corresponding objective are selected
to update the pheromone matrices for each objective by allowing pheromone deposition.
Lopez et al. (2004) implemented and compared the dominance approach and different type
of definition of objective-function vector with a quadratic-assignment problem. The original
Pareto ACO algorithm proposed by Doerner et al. (2001, 2004) is supplemented by an integer-
linear-programming preprocessing technique that identifies several efficient portfolio solutions
within a few seconds, and correspondingly initializes the pheromone trails before running
Pareto ACO algorithms (Doerner et al. 2006). The pheromone-updating procedure is accom-
plished according to the two best solutions found for each objective. Zio and Zille (2006)
formulated the network-design problem as a multiple-objective optimization that aimed to
maximize network availability and minimize its associated cost. For each solution, the network-
availability objectives are computed by a combination of Monte Carlo simulation and cellular
automata.
Multi-colony ant algorithms have also been employed for purposes other than multi-objective
optimization. For example, Jalali et al. (2006) proposed a multi-colony algorithm that helps to
generate a non-homogeneous and more-or-less random mesh in the entire search space to minimize
the possibility of losing global optimum.
This article presents a new version of multi-objective ant algorithm, the Non-dominated
Archiving ACO (NA-ACO), embedding the concept of a multi-colony into the multi-objective-
optimization procedure to develop a highly efficient algorithm. The developed algorithm is tested
with two mathematical benchmark multi-objective problems and successfully applied to develop
a Pareto front for a real-world surface reservoir with two conflicting objectives.
 Engineering Optimization 315

2. Non-dominated archiving ant colony optimization—proposed multi-colony algorithm

In general, ACO algorithms employ a finite number of artificial agents with defined characteristics
that collectively search for high-quality solutions to the problem under consideration. In our
proposed Non-dominated Archiving ACO (NA-ACO) algorithm, a colony of agents is assigned
for each objective. All colonies are initiated by the same number of ants and the order given to
the objectives (colonies) is arbitrary. All ants in each colony simultaneously explore a solution
according to the assigned objective. The solutions constructed in one colony are not evaluated in
the same colony. These trial solutions are transferred to the next colony to be evaluated according
to the competing objective assigned for that colony. Hence the global trial of that colony is
updated. The new solutions found on the basis of the updated pheromone trail in the second colony
are transferred to the first colony. This cycle is repeated for a predefined number of iterations,
and the non-dominated solutions are transferred to an offline archive for further pheromone
updating.
In order to apply an ACO algorithm to a specific problem, the problem should be represented
on a graph or similar structure easily covered by ants. In the graph structure developed for each
colony, the horizontal axis represents the decision points and vertical axis represents discrete
decision points which stands for options. The general structure of the NA-ACO algorithm can be
addressed in five steps.

2.1. Step 1

Each agent of the first colony visits every edge once, as defined by its own proposed graph
structure. The trial solutions made by members of this colony are transferred to the second colony
for evaluation and pheromone updating. This means that each agent of the first colony generates
solutions from the problem graph, where decisions are based on the colony’s own pheromone
levels.

2.2. Step 2

The imported solutions from the first colony are evaluated based on the second colony’s objective
in which the corresponding best ant is determined. Pheromone updating in the second colony is
performed by the best ant as:

iteration
τij k (t) ←−−−− ρ.τij k (t) + (1 − ρ).τij k (1)

in which k refers to the colony under consideration, the parameter ρ ∈ (0, 1] regulates the
iteration
pheromone evaporation, and the symbol ←−−−− is used to show the next iteration.
τij k (t) is the total pheromone deposited on path ij at time t in colony k and
τij k represents the updating value of pheromone on edge ij for colony k as:
⎧
⎪ Q
⎨ k k if (i, j ) is travelled by the best ant
τij k (t) = f (B) (2)
⎪
⎩
0 otherwise

where Qk is a constant, representing the amount of pheromone that the best ant puts on the path
after an exploitation in the colony number k, and f k (B) is the best value of objective k in each
iteration.
316 A. Afshar et al.

Figure 1. Complete process of the proposed Non-dominated Ant Colony Optimization (NA-ACO) algorithm.
 Engineering Optimization 317

2.3. Step 3

New solutions are generated for each colony k. The probability of each edge being selected by
the agents of colony k is defined as (Dorigo and Gambardella 1997):
⎧
⎪
⎪ [τij k (t)]α [ηij k (t)]β
⎨  if j ∈ allowed
Pij k (t) = [τ ij k (t)] α
[η ij k (t)] β
(3)
⎪
⎪ i∈allowed
⎩
0 otherwise

in which Pij k (t) is the probability of edge ij being selected by an agent in colony k at iteration
t, and ηij k (t) is the heuristic value of path ij at time t according to the measure of the objective
function k (for colony k). α and β are parameters that control the relative importance of the
pheromone trail versus a heuristic value. Let q be a random variable uniformly distributed over
[0, 1], and q0 ∈ [0, 1] be a tunable parameter. The next node j that ant s of colony k chooses to
go is (Dorigo and Stutzle 2004):
⎧
⎨ argmax {[τij k (t)]α [ηij k (t)]β } if q ≤ q0
j = l∈alloweds (4)
⎩J otherwise

where J is a random variable selected according to the probability distribution of Pij k (t). Once
again, the new solutions are imported to the first colony and the algorithm continues with Step 2
up to predefined iteration called ‘cycle iteration’.

2.4. Step 4

At the end of any cycle iteration, all solutions are evaluated on the basis of both objective functions,
and the non-dominated solutions are transferred to an offline archive.A vector of decision variables
x ∗ ∈ F is Pareto optimal if there does not exist another x ∈ F such that fi (x) ≤ fi (x ∗ ) for all
i = 1, . . . , k and fj (x) ≺ fj (x ∗ ) for at least one j . Once again, the pheromone interests of all
edges for both colonies are set to the initial value of τ0 .

2.5. Step 5

The pheromone matrixes of both colonies are updated according to the non-dominated solutions
in the offline archive and the algorithms return to those of Step 1. This process continues up to a
predefined number of total iterations or a desired number of Pareto solutions existing in archive.
Figure 1 is a flowchart of the complete process of the NA-ACO algorithm.

3. Model application

3.1. Mathematical example

In order to demonstrate the performance of the proposed NA-ACO algorithm, two well-known,
unconstrained convex and non-convex multi-objective-optimization problems (ZDT1 and ZDT2,
introduced by Zitzler et al. 2000) are used. Unlike in single-objective optimization, there are two
goals in a multi-objective optimization: convergence to the Pareto-optimal set and maintenance
of diversity in solutions of the Pareto-optimal set. These two tasks cannot be measured adequately
318 A. Afshar et al.

with one performance metric (Deb et al. 2002). Here, two performance metrics introduced by
Deb et al. (2002) were used that directly evaluate each of the above two goals in a solution set
obtained by a multi-objective-optimization algorithm.
The first metric γ measures the extent of convergence to a known set of Pareto-optimal solutions.
For each solution obtained with an algorithm, we compute the minimum Euclidean distance of it
from H chosen solutions on the Pareto-optimal front. Since multi-objective algorithms would be
tested on problems having a known set of Pareto-optimal solutions, the calculation of this metric
is possible (Deb et al. 2002). It should be noticed that the metric will yield 0 only when each
obtained solution lies exactly on each of the chosen solutions. Although this metric alone can
provide some information about the spread in obtained solutions,  metric is used to measure the
spread of obtained non-dominated solutions.
Here, we are interested in getting a set of solutions that spans the entire Pareto-optimal region.
To measure the spread of solutions, the average Euclidean distance between consecutive solu-
tions in the obtained non-dominated set of solutions are calculated. First, the extreme solutions
(in the objective space) are calculated by fitting a curve parallel to that of the true Pareto-optimal
front. Then, the following metric is used to calculate the non-uniformity in the distribution
(Deb et al. 2002):

N −1
df + dl + |di − d|
= i=1
(5)
df + dl + (N − 1)d

Here, the parameters df and dl are the Euclidean distances between the extreme solutions and the
boundary solutions of the obtained non-dominated set. It should be noticed that when the objectives
have different units, the ‘distance’ is not Euclidean. The parameter d is the average of all distances
di , i = 1 . . . (N − 1), assuming that there are solutions on the obtained non-dominated front. The
ZDT1 and ZDT2 problems are solved with the proposed NA-ACO algorithm and the associated
Pareto front is derived. According to the sensitivity analysis made by Sharifi and Afshar (2006), the
α and β parameters, number of ants in each colony, number of cycle iteration and number of total
iterations are 2, 0, 100, 20, and 1000, respectively. Despite evolutionary algorithms like genetic
algorithms and Particle Swarm Optimization, ACO algorithms can only solve discrete problems.
In this case, the acceptable range of x and y is discretized to 100 discrete decision variables.
Table 1 shows the mean and variance of the convergence and diversity metrics of obtained Pareto
front in comparison with the γ and  of some of well-known multi-objective algorithms, such
as the NSGA-II presented by Deb et al. (2002). Satisfactory performance of the proposed NA-
ACO algorithm in mathematical-benchmark test examples may warrante its further application
to real-world problems.

Table 1. Mean and variance of the convergence and diversity metric of the proposed algorithm, in
comparison with previously developed algorithms.

Metric Test function Algorithm NSGA-II Real-coded SPEA PAES NA-ACO

γ ZDT1 Mean 0.033482 0.001799 0.082085 0.00168

Variance 0.004750 0.000001 0.008679 0.000001
ZDT2 Mean 0.072391 0.001339 0.126276 0.0052
Variance 0.316890 0 0.036877 0.00003
 ZDT1 Mean 0.390307 0.784525 1.229794 0.4700
Variance 0.001876 0.00444 0.004839 0.0059
ZDT2 Mean 0.430776 0.755148 1.165942 0.3796
Variance 0.004721 0.004521 0.007682 0.0039
 Engineering Optimization 319

3.2. Bi-objective water-resource problem

To illustrate the concept and performance of the proposed algorithm in real-world non-linear and
non-convex water-resources problems, we will use the Dez reservoir—a multi-purpose reservoir
in the south of Iran with an effective storage volume of 2,510 million cubic metres (MCM) and
a monthly demand distribution on downstream (constant annual demand is 5,900MCM)—as a
case study (Mahab Ghodss 2002). For illustrative purposes, a 60-month operation period with
a 60-month realization of inflow (average annual inflow is 5,303MCM) is employed. Figure 2
shows the monthly distribution of demand, which is constant over the years, and average monthly
inflow. The reservoir release is arbitrarily divided into 14 classes with 50 m3 /s intervals. The
evaporation and seepage losses from the reservoir system are negligible.
Two sets of objectives are considered to be minimized simultaneously. In each case, the Pareto
solutions are derived by the proposed NA-ACO algorithm and compared with the results obtained
using a traditional weighted-sum method.

3.2.1. Case Study 1

The first case study considers the simultaneous minimization of irrigation deficit and the maxi-
mization of total generated hydropower. In the real world, there is a competition between power
generation and irrigation. The water for irrigation goes through the turbines and generates power.
Power generation requires high levels of water, while the water supply tries to pull out as much
as possible, thereby lowering levels; this is one of the major conflicts between water supply and
power production. The conflicting objectives may mathematically be defined as:
T 
 2
RD(t) − D(t)
min F1 = (6)
t=1
Dmax

T 
 2
P (t)
min F2 = 1− (7)
t=1
Pmax

Figure 2. Monthly demand versus average monthly inflow in the case studies.
320 A. Afshar et al.

where RD(t) is irrigation release in month t, D(t) is irrigation demand in month t, P (t) is the
generated hydropower in month t, Dmax and Pmax are maximum irrigation demand and maximum
power-plant capacity (i.e. installed capacity), respectively. The following settings are used in
the proposed NA-ACO algorithm to optimize the multi-purpose reservoir-optimization problem
and to derive Pareto solutions: the α parameter, number of ants in each colony, number of cycle
iterations, number of total iterations, and pheromone-evaporation rate are 2, 0, 50, 50, 1000, and
0.9 respectively (Sharifi and Afshar 2006). In accordance with the sensitivity analysis performed
by Jalali et al. 2007, the exponent β was set to 0.
As mentioned before, in order to solve a multi-objective-optimization problem traditionally, the
weighted sum method is used to aggregate multiple objectives of a problem into one. In this study,
to compare the results of proposed NA-ACO with those obtained using the weighted-sum method,
a traditional ant colony system based on the same settings proposed for NA-ACO algorithm is
used. In this approach, the two objectives are merged (Equation 9) by employing weighting factors
w1 and w2 , where w1 + w2 = 1.

F = w1 × f1 + w2 × f2 (8)

To generate the Pareto front, the values of w1 and w2 are altered in a preplanned order. In
each order, a single optimum solution is found and the value of each objective is calculated.
Finally, there is a single optimum solution for each combination: the non-dominated solutions
of all combinations are reported as the Pareto front of the multi-objective optimization prob-
lem. In this study, 20 combinations of w1 and w2 were used. Figure 3 shows the corresponding
Pareto solutions for the NA-ACO algorithm and weighted-sum method. This method of han-
dling multi-objective-optimization problems has two major weaknesses: (a) each combination of
w1 and w2 results in a single optimum solution that directly belongs to that combination; and
(b) a very small change in values of w1 and w2 may result in losing a huge number of Pareto
solutions.
For both approaches, the number of Pareto solutions is derived and, as can be seen, all Pareto
solutions derived from the weighted-sum method are dominated by the solutions of the proposed
NA-ACO algorithm. In addition, the solutions derived from NA-ACO algorithm give the decision
maker more alternatives from which to select. For the 20 different combinations of w1 and w2 ,
only 3 non-dominated solutions are obtained, all of which are dominated by the solutions obtained
employing the NA-ACO algorithm.

Figure 3. Comparison of the set of Pareto solutions derived using the Non-dominated Ant Colony Optimization
(NA-ACO) algorithm with that derived using the weighted-sum method for irrigation (F1) and hydropower (F2) objectives.
 Engineering Optimization 321

3.2.2. Case Study 2

In the second case study, flood control and hydropower generation are the two objectives. The
flood-control objective is to minimize the deviation of reservoir storage from the flood-control

Figure 4. Comparison of the set of Pareto solutions derived using the Non-dominated Ant Colony Optimization
(NA-ACO) algorithm with that derived using the weighted-sum method for hydropower (F2) and flood control (F1)
objectives (T = 100 years).

Table 2. Monthly release volumes for three selected solutions.

Release for Release for Release for Release for Release for Release for
Policy “A” Policy “B” Policy “C” Policy “A” Policy “B” Policy “C”
Month (MCM) (MCM) (MCM) Month (MCM) (MCM) (MCM)

1 1606.8 803.4 1606.8 31 388.8 129.6 129.6

2 267.8 535.6 535.6 32 388.8 129.6 129.6
3 535.6 1071.2 267.8 33 388.8 129.6 129.6
4 669.5 535.6 535.6 34 518.4 518.4 518.4
5 133.9 535.6 535.6 35 388.8 388.8 518.4
6 133.9 535.6 535.6 36 375.9 501.2 501.2
7 518.4 648 648 37 401.7 401.7 401.7
8 777.6 518.4 518.4 38 401.7 535.6 535.6
9 777.6 777.6 777.6 39 0 401.7 401.7
10 518.4 388.8 388.8 40 401.7 401.7 401.7
11 518.4 388.8 388.8 41 0 133.9 0
12 375.9 375.9 375.9 42 267.8 267.8 267.8
13 535.6 401.7 401.7 43 518.4 129.6 0
14 669.5 669.5 669.5 44 518.4 518.4 518.4
15 401.7 0 0 45 518.4 518.4 518.4
16 401.7 401.7 401.7 46 518.4 518.4 518.4
17 0 0 0 47 518.4 518.4 518.4
18 133.9 401.7 401.7 48 250.6 501.2 501.2
19 388.8 388.8 388.8 49 535.6 535.6 535.6
20 129.6 388.8 388.8 50 0 401.7 401.7
21 518.4 388.8 907.2 51 937.3 535.6 535.6
22 0 388.8 388.8 52 401.7 401.7 401.7
23 518.4 388.8 388.8 53 535.6 535.6 0
24 250.6 125.3 125.3 54 535.6 401.7 267.8
25 535.6 401.7 401.7 55 518.4 518.4 518.4
26 535.6 535.6 535.6 56 0 518.4 518.4
27 267.8 401.7 401.7 57 0 518.4 518.4
28 401.7 535.6 535.6 58 648 648 518.4
29 401.7 401.7 401.7 59 648 648 648
30 401.7 535.6 535.6 60 1002.4 877.1 1127.7

Note: Policy A refers to the first point, Policy B to the end point, and Policy C to the midpoint of the Pareto front.
322 A. Afshar et al.

Table 3. Average monthly demand, inflow, and release volumes of the Dez reservoir.

Month 1 2 3 4 5 6 7 8 9 10 11 12 Total

Inflow (MCM) 1025.5 916.3 506.7 311.2 200.1 146.6 121.6 184.6 321.0 354.2 506.1 709.2 5303.1
Demand (MCM) 516.4 603.7 757.2 831.1 818.8 706.0 467.6 318.0 163.0 150.1 203.0 365.5 5900.4
Policy A 723.1 374.9 428.5 455.3 214.2 535.6 466.6 362.9 440.6 440.6 518.4 451.1 5411.8
Policy B 508.8 535.6 482.0 455.3 321.4 428.5 362.9 414.7 466.6 492.5 466.6 476.1 5410.9
Policy C 669.5 535.6 321.36 455.26 187.46 401.7 336.96 414.72 570.24 466.56 492.48 526.26 5378.1

Note: Policy A refers to the first point, Policy B to the end point, and Policy C to the midpoint of the Pareto front.

Figure 5. Different release policies corresponding to three selected generated solutions from the (a) first point, (b) end
point, and (c) midpoint of the Pareto front (T = 100 years).
 Engineering Optimization 323

storage volume in flood month. These objectives may mathematically be presented as:
Tf 
 S(tf ) − SControl 2
min F1 = (9)
t=tf
Smax
T 
 2
P (t)
min F2 = 1− (10)
t=tf
Pmax

where SControl (T ) = Smax − Vflood (T ), in which Vflood (T ) is the volume of the T -year flood
hydropower, S(tf ) is reservoir storage volume in month tf of flood season, P (t) is the gen-
erated hydropower in month t, and Pmax is the maximum power (i.e. installed capacity). In this
case study, flood-control policy is implemented in five months of the year. The following settings
are used in the proposed NA-ACO to optimize the multi-purpose reservoir optimization problem
and to derive Pareto solutions according to the mentioned objectives: the α and β parameters,
number of ants in each colony, number of cycle iterations, and number of total iterations are set
to 2, 0, 50, 40, and 1000, respectively (Sharifi and Afshar, 2006). Sensitivity analysis determines
that the pheromone-evaporation rate to be used in the models is 0.9.
In addition, four different flood-return periods (10, 25, 50, and 100 years with a volume of
950, 1200, 1400, and 1600 MCM, respectively) are assumed and the corresponding set of Pareto
fronts is derived. The proposed NA-ACO algorithm and simple weighted-sum method were used
to compute the non-dominated solutions and their performance for each return period. Figure 4
shows the Pareto solutions of both methods for a flood with a return period of 100 years.
In all cases, 20 different combinations of w1 and w2 are used. Exceptionally, in the last test
example (T = 100), 50 different combinations of w1 and w2 are used. As can be easily seen,
the higher the number of combinations in the weighted set, the higher the number of derived
Pareto solutions. However, for all solutions derived in this test case, the Pareto solutions derived
by the NA-ACO algorithm dominate all the solutions from the weighted-sum method in both
quality and quantity. Monthly releases (decision point) for three of the produced solutions are
presented in Table 2. Table 3 presents the average monthly inflow and demand, along with releases

Figure 6. Comparison of different sets of Pareto solutions for the optimization of a hydropower flood-control system
for Case Study 2.
324 A. Afshar et al.

of policies (a), (b) and (c). These policies refer to the first, last, and middle points in the Pareto
front, respectively (Figures 4 and 5). Figure 6 shows the comparison of all Pareto solutions for
the Case Study 2 for different flood-return periods.

4. Conclusions

Multi-objective water-resource problems are among the large-scale optimization problems for
which derivation of the non-dominated solution and Pareto front is of interest. Existing mathe-
matical and traditional meta-heuristic algorithms are not efficient or accurate enough to solve these
problems. Using a multi-colony ant algorithm and Pareto-front approach, a new algorithm, the
NA-ACO, was developed to solve a highly non-linear and non-convex multi-purpose reservoir-
operation-optimization problem. This new algorithm showed its efficiency by searching only a
small fraction of the total search space. Its accuracy was verified by a well-known mathematical
example. The performance of the proposed algorithm in bi-objective water-resources operation
problems was tested considering two case examples (the Dez reservoir in the south of Iran). The
traditional weighted-sum method was formulated and mapped by a single-colony ant algorithm
with the same strategy and compared with the NA-ACO-algorithm results. In Case Study 1, irri-
gation water supply and hydropower generation are considered to be more-or-less conflicting
objectives. Application of the proposed NA-ACO algorithm resulted in 19 non-dominated points,
whereas the weighted-sum method resulted in 3 non-dominated points. For the considered prob-
lem, the weighted-sum-method results are fully dominated by the NA-ACO’s solutions. Case
Study 2 considered hydropower generation and flood control to be two completely conflicting
objectives. Once again, the proposed NA-ACO algorithm produced improved non-dominated
solutions compared with those of the weighted-sum method, both in quality and quantity. The
developed NA-ACO algorithm can be easily extended to more objectives faced in real-world,
multi-objective problems to develop Pareto surface.

References

Burn, D.H. and Yulianti, J., 2001. Waste load allocation using genetic algorithms. Journal of Water Resource Planning
and Management, 127 (2), 121–127.
Deb, K., et al., 2002. A fast and elitist multiobjective genetic algorithm: NSGA-II. IEEE Transactions on Evolutionary
Computation, 6 (2), 182–197.
Doerner, K., Hartl, R.F., and Reimann, M., 2001. Cooperative ant colonies for optimizing resource allocation in trans-
portation. In: E.J.W. Boers et al., eds, Applications of Evolutionary Computing, LNCS 2037. Berlin: Springer Verlag,
70–79.
Doerner, K., Hartl, R.F., and Reimann, M., 2003. Compete ants for problem solving: the case of full truckload
transportation. Central European Journal of Operations Research and Economics, 11 (2), 115–141.
Doerner, K., et al., 2004. Pareto ant colony optimization: a metaheuristic approach to multiobjective portfolio selection.
Annals of Operations Research, 131 (1–4), 79–99.
Doerner, K., et al., 2006. Pareto ant colony optimization with ILP preprocessing in multiobjective project portfolio
selection. European Journal of Operational Research, 171 (3), 830–841.
Dorigo, M. and Gambardella, L.M., 1997. Ant colony system: a cooperative learning approach to the traveling salesman
problem, IEEE Transactions on Evolutionary Computation, 1 (1), 53–66.
Dorigo, M. and Stutzle, T., 2004. Ant colony optimization. Cambridge, MA: MIT Press.
Gambardella, L.M., Taillard, E.D., and Agazzi, G., 1999. MACS-VRPT: A multiple ant colony system with four vehicle
routing problems with time windows. In: D. Corne, M. Dorigo, and F. Glover, eds. New ideas in optimization. London:
McGraw-Hill, 63–76.
Jalali, M.R., Afshar, A., and Marino, M.A., 2006. Multi-reservoir operation by adaptive pheromone re-initiated ant colony
optimization algorithm. International Journal of Civil Engineering, 5 (4), 284–331.
Jalali, M.R., Afshar, A., and Marino, M.A., 2007. Multi-colony ant algorithm for continuous multi-reservoir operation
optimization problem. Water Resource Management, doi: 10.1007/s11269-006-9092-5.
Labadie, J.W., 2004. Optimal operation of multireservoir systems: State-of-the-art review. Journal of Water Resource
Planning and Management, 130 (2), 98–106.
 Engineering Optimization 325

Lopez, M., Paquete L., and Stutzle, T., 2004. On the design of ACO for the bi-objective quadratic assignment problem.
In: Proceedings of ANTS 2004, LNCS 3172, 5–8 September 2004, Brussels. Berlin: Springer–Verlag, 214–225.
Mahab Ghodss, C.E., 2002. Dez dam and power plant. Water resources planning report. Report no. 2363330/3000/444,
Tehran, Iran.
Mariano, C.E. and Morales, E., 1998. A multiple objective ant-Q algorithm for the design of water distribution irrigation
networks. Proceedings of First International Workshop on Ant Colony Optimization ANTS 98, Brussels, Belgium.
Oliveira, R. and Loucks, D.P., 1997. Operating rules for multi-reservoir systems. Water Resources Research, 33 (4),
839–852.
Sharifi, F. and Afshar, A., 2006. Multiobjective Optimization using Multi Colony Ant Algorithm, Iran University of Science
& Technology, Hydroinformatics Research Center. Report no. 160/5249, Tehran, Iran.
Teegavarapu, R.S.V. and Simonovic, S.P., 2000. Short-term operation model for coupled hydropower reservoirs. Journal
Water Resource Planning and Management, 126 (2), 93–111.
Yeh, W.W.G., 1985. Reservoir management and operations models: a state-of-the-art review. Water Resource Research,
21 (12), 1797–1818.
Yui, L.S., Al-Fayyaz, T.A., and Sai, L.K., 2004. Application of evolutionary algorithm in reservoir operations. Journal of
the Institution of Engineers, Singapore, 44 (1), 39–54.
Zio, E. and Zille, V., 2006. Multiobjective optimization of network systems by using ANT algorithms. Quality Technology
and Quantitative Management, 4 (2), 211–224.
Zitzler, E., Deb, K., and Thiele, L., 2000. Comparison of multiobjective evolutionary algorithms: empirical results.
Evolutionary Computation, 8 (2), 173–195.