Metaheuristic Optimization:

Genetic Algorithms

AE 3340: Design and Systems Engineering Methods

Prof. Brian German

Daniel Guggenheim School

of Aerospace Engineering
 Challenges to Classical Optimization Methods
The optimization methods that we have discussed so far are most
suited for:

 Problems in which all of the design variables are continuous

 Problems in which there are few local optima

 Ideally just “unimodal” problems with one local optimum that is also globally optimal

If our problem has many discrete variables and/or many local

optima, we may need another approach!

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 Metaheuristic Optimization
A category of optimization methods that are intended for these
types of problems is called metaheuristic optimization.

A heuristic is a “rule of thumb” that is devised by (human) intuition

or experience based on observations and past experience.

In the context of optimization, examples of heuristics could be:

 “I should restart the algorithm at a different point in the design
space to make sure that it was not trapped in a local minimum.”
 “Sometimes, I need to enable the algorithm to ‘search uphill’ to
find a better local neighborhood in the design space.”
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 Metaheuristic Optimization
A metaheuristic (or meta-heuristic) is:

“…a master strategy that guides and modifies other heuristics to

produce solutions beyond those that are normally generated in
a quest for local optimality. The heuristics guided by such a
meta-strategy may be high level procedures or may embody
nothing more than a description of available moves for
transforming one solution into another, together with an associated
evaluation rule.”
Glover, F.W. and Laguna, M., Tabu Search,
Vol. 1, pp. 17, Springer, 1998.

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 Metaheuristic Optimization
Metaheuristic optimization methods generally have the following
characteristics in common:

 Employ algorithms that are stochastic, i.e. that involve

selection of random values of design variables. Stochasticity is
a key to enabling the methods to find a global optimum.
However, the methods have more “smarts” than purely random
search.

 Generally of “discrete origin,” i.e. design variables are often

treated as discrete, even if they are truly continuous. This
requires that all variables be discretized in some way.
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 Metaheuristic Optimization
 Zeroth-order, i.e. they do not use gradients or Hessians

 Inspired by analogies with physics, biology, or other fields

 Require many function calls and large computation time

 Difficult to know a priori how to adjust heuristic or metaheuristic

parameters to solve a particular problem efficiently

 Must be careful that our metaheuristic algorithm does not require

more function calls and time that a grid search or an exhaustive
random search!
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 Metaheuristic Optimization
A note on nomenclature:
Metaheuristic optimization algorithms almost always involve
stochastic elements. They could therefore be categorized as a
subclass of stochastic optimization algorithms.
However, stochastic optimization is broader class that also include
problems in which the objective function and the constraints are
random variables, i.e. probabilistic optimization problems

Metaheuristic algorithms use stochasticity in the algorithms

themselves to solve deterministic optimization problems.

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 Metaheuristic Optimization Algorithms
There are many types of metaheuristic algorithms. (You can
create your own!). Examples

 Simulated annealing
 Genetic algorithms
 Particle swarm algorithms
 Ant colony optimization

We will talk only about genetic algorithms in this course.

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 Metaheuristic Optimization
Most metaheuristic optimization algorithms are naturally formulated
for side-constrained optimization problems of the form:

Minimize: 𝑓 𝒙
Subject to: 𝒙𝑳 ≤ 𝒙 ≤ 𝒙𝑼

More complicated constraints can be handled either by penalty

functions, or in some cases, by directly “filtering” designs
generated in the stochastic search.

Without penalty functions, equality constraints are challenging!

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 Genetic Algorithms
Genetic algorithms are inspired by an analogy with natural
selection (“survival of the fittest”) in Darwin’s theory of evolution.

Many designs are represented as individuals in a population.

Certain individuals are selected for reproduction based on their

fitness relative to other individuals in the population.

After reproduction, some of the individuals are replaced by their

offspring, and a new generation of the population is formed.

The invention of genetic algorithms is credited to John Holland.

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 Genetic Algorithms
Reproduction

Fig. 3.1 from Dréo J., Pétrowski, A., Siarry, P., and Taillard, E., Metaheuristics
for Hard Optimization: Methods and Case Studies, Springer 2006.

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 Genetic Algorithms
We will examine each of the steps in turn:

 Initialization
 Selection
 Crossover
Reproduction
 Mutation
 Fitness evaluation
 Replacement

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 Initialization
To initialize the algorithm, a population of individuals must be
generated.
If the problem involves continuous variables, these should be
discretized over a desired range and to a desired resolution as binary
numbers. It is preferable to represent the binary numbers in Gray
code.
Concatenating the binary numbers for each variable forms a single
string of 𝑛 binary digits known as the chromosome for the individual.
The initial population of 𝑚 individuals is generated by randomly
sampling bits in each chromosome.

A rule of thumb is that 2𝑛 ≤ 𝑚 ≤ 4𝑛.

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 Selection
There are two common forms for selecting individuals for
reproduction:

 Proportional selection
 Tournament selection

We will look at both methods.

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 Selection
The general idea behind proportional selection can be stated as
follows:

The expected number of selections of an individual for

reproduction is proportional to its fitness.

Fitness is intended to be maximized, so the measure of fitness

should monotonically increase with 𝑓(𝒙) if the optimization goal is
to maximize, or monotonically increase with −𝑓(𝒙) if the goal is to
minimize.

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 Selection
A common form of proportional selection is called roulette wheel
selection.

In roulette selection, each candidate is given a slice of an

imaginary roulette wheel with the size of the slice proportional to its
fitness. A random number is then generated to select a parent.

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 Selection
Example of roulette selection:

Candidates A, B and C have fitnesses 1, 10, and 5, respectively.

The roulette wheel would have the form A:[0,1], B:[1,11], C:[11,16].

Two random numbers between 0 and 16 are generated: 12 and 3.

A
C
Thus, the two parents are C and B.
B

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 Selection
Proportional selection encounters issues when there are very large or
very small differences in the fitness function between individuals.

In the former case, a candidate with fitness orders of magnitude higher

than the others would dominate the gene pool, diminishing the ability to
explore.

In the latter case, if the population evolves to all be nearly optimal, the
roulette wheel becomes nearly evenly spaced and the selection process
resembles a random draw, hindering exploitation of the optimum.

Sometimes “monotone-preserving” transformations to the objective

function are made to create a fitness function, e.g. log, exponential, or
power law transformations, to address these issues.

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 Selection

However, in many cases, proportional selection gives each

candidate a fair chance of becoming a parent.

This is important as we wish to retain some unfit candidates to

promote exploration of the design space, yet narrow in on the best
candidates to promote exploitation.

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 Selection
Tournament selection overcomes some of the difficulties of
proportional selection.

As its name implies, tournament selection holds “tournaments”

between different individuals to determine which will reproduce.

There are two general types of tournament selection:

 Deterministic tournament
 Stochastic tournament

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 Selection
Deterministic tournament selection

How it works:

 𝑘 individuals are chosen at random from the population. This is

the tournament size.
 The 𝑘 individuals participate in a “tournament” that compares
their fitness values.
 The individual with the highest fitness “wins” the tournament and
is selected for reproduction.

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 Selection
Stochastic tournament selection

How it works for a binary tournament (𝑘 = 2):

 2 individuals are chosen at random from the population.

 Select the most fit individual with a probability 0.5 ≤ 𝑝 ≤ 1
 Choose the second most fit individual with probability (1 − 𝑝)

Can be generalized to arbitrary 𝑘 by consideration of order

statistics.
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 Selection
Since both proportional and tournament selection involve
stochastic elements, there is no guarantee that the individuals in
the population with the best fitness will be selected as parents or
will persist into the next generation.

Elitism is the concept of copying the best individual(s) from one

generation to the subsequent generation.

There are several strategies for implementing elitism, including

copying the best individuals either before or after reproduction.

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 Crossover
Crossover is the genetic recombination of two parent individuals
into two children.

It is the main mechanism of global search in GA.

After selecting two parents, a random number is generated to

determine if crossover occurs. The probability is typically high
(70% to 80%). If no crossover occurs, both parents simply
become children (for most algorithms).

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 Crossover
There are three common types of crossover:

 One-point crossover
 Two-point crossover
 Uniform crossover

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 Crossover
One-point crossover

1. Given two parents with chromosome length 𝑙, a random

integer 𝑘 between 1 and 𝑙 − 1 is generated. The value 𝑘
indicates after which bit a “dividing line” should be drawn for
the crossover.
2. Swap the relevant bits following 𝑘, i.e. bits 𝑘 + 1 to 𝑙.

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 Crossover
Example of one-point crossover:

Parent A: 01110011 Parent B: 11001100 (𝑙 = 8)

Randomly generate an integer 𝑘 between 1 and 7: 4

Parent A: 0111ȁ0011 Parent B: 1100ȁ1100

Swap the bits following the 𝑘 𝑡ℎ bit:

Child A:01111100 Child B:11000011

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 Crossover
Two-point crossover is similar to one-point crossover except two
random numbers between 1 and 𝑙 − 1 are generated.

The first number represents the bit after which to start the swap,
and the second number represents how many bits to swap. If the
second number is large enough such that the end of the string is
reached, continue counting from the beginning of the string.

Two-point crossover is less sensitive to the ordering of individual

design variable strings in the overall chromosome.

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 Crossover
Example of two-point crossover:

Parent A: 00110011 Parent B: 11001100 (𝑙 = 8)

Randomly generate an integer between 1 and 7 (where to start): 7

Parent A: 0011001ȁ1 Parent B: 1100110ȁ0

Generate another integer between 1 & 7 (how many bits to swap): 3

Parent A: 00 11001 1 Parent B: 11 00110 0

Child A: 11110010 Child B: 00001101

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 Crossover
In uniform crossover, each bit is given a probability to swap. The
probability is typically 𝑝 = 0.5. For each bit, we generate a
sample 𝑢 from a uniform distribution over the range (0,1). If 𝑢 <
𝑝, we swap the bits, 𝑢 > 𝑝, we do not swap it.
Example of uniform crossover:

Parent A: 00110011 Parent B: 11001100 (𝑙 = 8)

Decide if each bit will swap: [Yes, No, No, No, No, Yes, No, No]

Parent A: 00110011 Parent B: 11001100

Child A: 10110011 Child B: 01001000

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 Mutation
After successive generations of selection and crossover, it will be likely
that certain alleles will be eliminated from the gene pool (or may never
have even occurred).

That is, a certain value at a certain position in the binary string is no

longer in any of the candidates and can never appear again in any
future children via crossover.

To maintain genetic diversity, mutation is added in the form of randomly

flipping a few of the bits in the childrens’ chromosomes.

It is important to implement mutation in a restrained manner or the GA

will be little more than a glorified random search.

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 Mutation
There are several ways to implement mutation. Here are two:

 Similar to crossover, give each child a small probability to

mutate (about 10%). If a child is chosen to mutate, randomly flip
a user-defined number of bits in the child's chromosome. The
locations within the string for the bit flips are chosen randomly.

 Every bit of every child's chromosome is given a small user-

defined probability to flip (typically between 1% and 10%).

There are many other possible mutation strategies!

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 Replacement
Replacement is typically accomplished in one of the follow two
ways:

 Replace all 𝜇 parents by all 𝜆 children to form the population for

the next generation (this usually implies that 𝜆= 𝜇 children are
generated to preserve the population size over generations).
 Select the best 𝜇 individuals from all 𝜇 + 𝜆 parents and
offspring to form the subsequent population.

Notice that the second method incorporates elitism.

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