Multicriterial Optimization Using Genetic Algorithm

Multicriterial Optimization
Using Genetic Algorithm
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Fitness
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Best Fitness
Mean Fitness
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Generations
Page 1 Multicriterial Optimization Using Genetic Algorithm

Contents
• Optimization, Local and Global Optimization
• Multicriterial Optimization
• Constraints
• Methods of Solution
• Examples
• Task of the Desicion Maker

Global optimization
Global optimization is the process of finding the global
extreme value (minimum or maximum) within some search
space S.
The single objective global optimization problem can be
formally defined as follows:

Global optimization
*
Then x is the global solution(s), f is the objective
function, and the set Ω is the feasible region ( Ω ⊂ S ).
The problem to finding the minimum solution(s) is called

the global optimization problem.
The maximalization can explain from minimalization with

the next fromula:
 
max{ f ( x )} = min{ − f ( x )}

Optimization
Local optimums and the Global optimum
Local optimums
and the others
Global optimum

Multicriterial optimalization
Altough single-objective optimalization problem may have

an unique optimal solution (global optimum).
Multiobjective Optimalization Problem (MOPs) as a rule

present a possibility of uncountable set of solutions, which
when evaluated, produce vectors whose components
represent trade-offs of objective space.
A decision maker (DM) then implicitly chooses an

acceptable solution (or solutions) by selecting one or more
of these vectors.

f2
objective
functions
F = [ f1, f2 ]
f1
= Best solutions + = ”Normal” solutions
The Multiobjective Optimalization Problem also called
multicriteria optimisation or vector optimisation problem
can then be determined (in words) as a problem of finding
a vector of decision variables which satisfies constraints
and optimises a vector function whose elements represent
the objective functions.
This functions form a mathematical description of
performance criteria which are usually in conflict with each
other.
Hence the term ”optimise” means finding such a solution
which would give the values of all the objective functions
acceptable to the decision maker.

Decision variables
The decision variables are the numerical quantities for
which values are to be chosen in an optimalization
problem.

Constraints
In most optimalization problem there are always
restrictions imposed by the particular characteristics of the
environment or resources available (e. g. physical
limitations, time restrictions, e.t.c. ).
These restrictions must be satisfied in order to consider

that certain solution is acceptable.
All these restrictions in general are called constrains and

they describe dependences among decision variables and
contants (or parameters) involved in the problem.

Constraints
These constrains are expressed in form of mathematical
inequalities:
where p < n
and n is the size of decision vector

Constraints
The number p of equality constrains, must be less than
n, the number of decision variables, because if p >= n the
problem is said to be overconstrained, since there are no
degrees of freedom left for optimizing (more unknowns
than equations).
The number of degrees of freedom is given by (n – p).
Also constrains can be explicit (i.e. given in algebraic form)
or implicit in which case the algorithm to compute gi (x) for
any given vector x must be known.

Objective Functions
In order to know ”how good” a certain solution is, it is
nessesary to have some criteria to evaluate it.
(For example the profit, the number of employee, etc.)
These criteria are expressed as computable functions of the
decision variables, that are called objective functions.
In real word problems, some of them in conflict with others,
and some have to be minimized while the others are
maximized.
These objective functions may be
commensurable (measured in the same unit) or
non-commensurable (measured in different units).

Types of Multicriterial
Optimization Problem
In multiobjective optimization problems, there are three
possible situations:
•Minimize all objective functions
•Maximize all objective functions
•Minimize some and maximize others

Objective Functions
The multiple objectives being optimized almost always
conflict, placing a partial, rather than total, ordering on the
search space.
In fact finding the global optimum of a general MOP is
NP-Complete (Bäck 1996).

Attributes, Critereia,
Objectives and Goals
Attributes: are often thought of as differentiating aspects,
properties or characteristics or alternatives or consequences.
Criteria: generally denote evaluative measures, dimensions or
scales against which alternatives may be gauged in a value or
worth sence.
Objectives: are sometimes viewed in the same way, but also
denote specific desired levels of attainment or vague ideals.
Goals: usually indicate either of the latter notations.
A distiction commonly made in Operation Research is to use the term goal to designate
potentially attainable levels, and objectives to designate unattainable ideas.

Attributes, Critereia,
Objectives and Goals
The convention adopted in this presentation is the same
assummed by several researcher { Horn (1997), Fishburn
(1978) } of using the terms objective, criteria, and attribute
interchangeably to represent an MOP’s goal or objectives
(i.e. distinct mathematical functions) to be achived.
The terms objective space or objective function space are
also used to denote the coordinate space within which
vectors resulting from evaluating an MOP are plotted.

Objectives Functions

Euclidean space
The set of all n-tuples of real numbers denoted by Rn is

called Euclidean n-space.
Two Euclidean spaces are considered:
•The n-dimensional space of decision variables in
which each coordinate axis corresponds to a
component of vector x.
•The k-dimensional space of objective functions in
which each coordinate axis corresponds to a
component of vector f(x).

Euclidean space
Every point in the first space (decision variables )

represents a solution and gives a certain point in the
second space (objective functions ), which determines a
quality of solution in term of the values of the objective
functions.

Euclidean space

General Multicriterial

General Multicriterial

Convert of Multicriterial
For simplicity reasons, normally all functions are converted

to a maximization or minimization form.
For example, the following identity may be used to convert
all functions which are to be maximized into a form which
allows their minimalization:
 
min{ f ( x )} = max{ − f ( x )}

Convert of Multicriterial
Similarity, of the inequality constrains of the form

gi ( x ) ≤ 0 i = 1, 2, .... , m
can be converted to (1.8) form by multiplying by –1 and

changing the sign of the inequality. Thus, the previous
equation is equivalent to

− gi ( x ) ≥ 0 i = 1, 2, .... , m

Multicriterial Optimization Problem
Ideal Solution

Ideal Solution

Ideal Solution

f2( x )

f2( x* )
Single
optimal solution 
f1( x )
 Singe
f1( x * ) x* solution
Figure 1.1
vector

Ideal Vector

Convexity

Convex Sets

Non-convex Sets

Pareto Optimality

Pareto Optimality
In words this definition says that is
Pareto optimal if there is exists no feasible
vector which would decrese some
criterion without causing a simultaneous
increase in the last one other criterion.
The phrase ”Pareto optimal” is considered
to mean which respect to the entire
decision variable space unless otherwise
specified.

Pareto Optimality
f2
objective
functions
F = [ f1, f2 ]
f1
= Pareto Optimal Set + = ”Normal” solutions
Pareto Optimality

Pareto Front
The minima in the Pareto sence are going to the boundary of
the design region, or in the locus of the tangent points of the
objective functions.
In the Figure 1.6 a bold curve is used to mark the boundary
for a bi-objective problem.
The region of the points defined by this bold curve is called
the Pareto front.

Pareto Front
f2
objective
functions
F = [ f1, f2 ] F
Pareto Front
f1
Global Optimization
Defining an MOP global optimum is not a trivial task as the
”best” compromise solution is really dependent on the
specific preferences (or biases) of the (human) decision
maker.
Solutions may also have some temporal dependences (e.g.
acceptable resource expeditures may vary from month to
month).
Thus, there is no universally accepted definition for the MOP
global optimization problem.
(But there are implemented more and more individual
solutions...)
General Optimization Algorithms
Overview
Genaral search and optimization techniques are classified
into three categories: enumarative, detereministic and
stochastic (random). (Figure 1.11 on next page)
As many real-world problems are computationally intensive,
some means of limiting the search space must be
implemented to find ”acceptable solutions” in ”acceptable
time” (Mihalewicz and Fogel 2000)
Deterministic algorithms attempt this by incorporating
problem domain knowledge. Many of graph/tree search
algorithms are known and applied.

Overview

Genetic Algorithm

Genetic Algorithm

Genetic Algorithm

General Optimization Algorithms Genetic Algorithm
Chromosome- (Floating point Coding) Objective Values
1.25 4.67 5.78 98 1.98 3.45

…. ….. ….. …. ….. …..
Generáció
…. ….. ….. …. ….. …..

…. ….. ….. …. ….. …..
…. ….. ….. …. ….. …..
Selection
Individual
…. ….. ….. …. ….. …..
Fitness Values
…. ….. ….. …. ….. …..

Crossover
1.25 4.67 5.78 98 1.98 3.45
Parents
0.15 3.32 1.83 7.54 2.00 6.12
Mutation
CROSSOVER
1.00 4.12 5.10 12.5 1.99 4.15

Children
0.78 3.65 2.61 34.5 1.98 5.12

Mutation Decision Variable Space

Parents
Crossover
Variable_2
Children
Variable_1

MOGA Optimization Algorithms Genetic Algorithm
Objective Function Space
Local Pareto Front

Objective 2
Rank = 3
Rank = 2
Rank = 1
Pareto Objective 1
Front
Nonlinear Fitness Assignment

(Dummy) Fitness
Rank RankMAX

MOGA operation (theoretically)

Objective_2
Pareto Objective_1
Front
Genetic Drift (real operation of MOGA)

Objective_2
Pareto Objective_1
Front
Genetic Drift Break with Fitness Correction
∆1
Normalization
[0,1]x[0,1]
Objective_2
∆2
Objective_1

1
1
Niche count
distanc σshare
e
Σ(Niche Count) = 1/Wi
0 1

Calculation of Fitness Correction Factors

Genetic Drift Break with Fitness Correction

Fitness
3 3 3 2 2 2 1 1 0 0 0
Rank Values

MOGA Optimization Examples
Examples:
MOP-1 MOP-1 MOP-1 with Drift Break

f1( x ) = x 2 
normal
 where − 10 5
≤ x ≤ 10 5
f 1 ( x ) = ( x − 2 ) 
2
MOP-2
f1( x , y ) = x 

  x 2  x    where
f 2 ( x , y ) = ( 1 + 10 y )  1 −   −   sin( 8πx )  
  1 + 10 y   1 + 10 y   
 
0 ≤ x,y ≤ 1 MOP-2
MOP-2 with Drift Break
normal

MOP 3
( )
f 1 ( x , y ) = − 1 + ( A1 − B1 )2 + ( A2 − B2 )2 
 where
(
f2 ( x, y ) = − 1 + ( x + 3 ) + ( y + 1 )
2
) 2

A1 = 0.5 sin( 1 ) + 2 cos( 1 ) + sin( 2 ) − 1.5 cos( 2 ) 

A2 = 1.5 sin( 1 ) − cos( 1 ) + 2 sin( 2 ) − 0.5 cos( 2 ) 

B1 = 0.5 sin( x ) + 2 cos( x ) + sin( y ) − 1.5 cos( y ) conditions
B2 = 1.5 sin( x ) − cos( x ) + 2 sin( y ) − 0.5 cos( y )

− π ≤ x, y ≤ π 
MOP-3
normal

MOP 4
 n  1 
2

f 1 ( xi ) = 1 − exp − ∑  xi −  
 i =1  n  
 
 where i = 1, 2 and
 n  1 
2

f 2 ( xi ) = 1 − exp − ∑  xi +  
 i =1  n   

− 4 ≤ xi ≤ 4
MOP-4
normal

Decision Maker
● Mathematically, every Pareto optimal point is an equally
acceptable solution of the multiobjective optimalization
problem.
● However, it is generally desirable to obtain one point as a
solution.
● Selecting one of the set of Pareto optimal solutions call for
information that is not contained in the objective function.
● That is why – compared to single objective optimalization -
a new element is added in multiobjective optimalization.

Decision Maker
● We need a decision maker to make the selection.
● The decision maker is a person (or a group of persons)
who is supposed to have better insight into the problem
and who can express preference repations between
different solutions.
● Usually, the decision maker is responsible for the final
solution.

Decision Maker
● Solving a multiobjective optimalization problem calls for the
co-operation of the decision maker and an analyst.
● By an analyst we have mean a person or a computer
program responsibile for mathematical side of the solution
process.
● The analyst generates information for the decisition maker
to consider and the solution is selected according to the
preferences of the decision maker.

Decision Maker
● It is assummedin the following that we have a single
decision maker or an unanimous group of decision makers.
● Generally, group decision making is a world of its own.
It calls for negotiations and specific methods when
searching for compromises between different interest
groups.

Thank you for your attention
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Multicriterial Optimization

Using Genetic Algorithm

Page 1 Multicriterial Optimization Using Genetic Algorithm

Page 2 Multicriterial Optimization Using Genetic Algorithm

Page 3 Multicriterial Optimization Using Genetic Algorithm

The problem to finding the minimum solution(s) is called

The maximalization can explain from minimalization with

Page 4 Multicriterial Optimization Using Genetic Algorithm

and the others

Page 5 Multicriterial Optimization Using Genetic Algorithm

Altough single-objective optimalization problem may have

Multiobjective Optimalization Problem (MOPs) as a rule

A decision maker (DM) then implicitly chooses an

Page 6 Multicriterial Optimization Using Genetic Algorithm

Page 8 Multicriterial Optimization Using Genetic Algorithm

Page 9 Multicriterial Optimization Using Genetic Algorithm

These restrictions must be satisfied in order to consider

All these restrictions in general are called constrains and

Page 10 Multicriterial Optimization Using Genetic Algorithm

Page 11 Multicriterial Optimization Using Genetic Algorithm

Page 12 Multicriterial Optimization Using Genetic Algorithm

Page 13 Multicriterial Optimization Using Genetic Algorithm

Page 14 Multicriterial Optimization Using Genetic Algorithm

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Page 17 Multicriterial Optimization Using Genetic Algorithm

Page 18 Multicriterial Optimization Using Genetic Algorithm

The set of all n-tuples of real numbers denoted by Rn is

Page 19 Multicriterial Optimization Using Genetic Algorithm

Every point in the first space (decision variables )

Page 20 Multicriterial Optimization Using Genetic Algorithm

Page 21 Multicriterial Optimization Using Genetic Algorithm

Page 22 Multicriterial Optimization Using Genetic Algorithm

Page 23 Multicriterial Optimization Using Genetic Algorithm

For simplicity reasons, normally all functions are converted

Page 24 Multicriterial Optimization Using Genetic Algorithm

can be converted to (1.8) form by multiplying by –1 and

Page 25 Multicriterial Optimization Using Genetic Algorithm

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1.25 4.67 5.78 98 1.98 3.45

…. ….. ….. …. ….. …..

…. ….. ….. …. ….. …..

Page 45 Multicriterial Optimization Using Genetic Algorithm

1.00 4.12 5.10 12.5 1.99 4.15

Page 46 Multicriterial Optimization Using Genetic Algorithm

Mutation Decision Variable Space

Page 47 Multicriterial Optimization Using Genetic Algorithm

Objective Function Space