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Kalyanmoy Deb a
Kanpur Genetic Algorithm Laboratory (KanGAL)
Indian Institute of Technology Kanpur
Kanpur, Pin 208016 INDIA
deb@iitk.ac.in
http://www.iitk.ac.in/kangal/deb.html
a Currently visiting TIK, ETH Zürich
1
Overview of the Tutorial
• Multi-objective optimization
• Classical methods
• History of multi-objective evolutionary algorithms (MOEAs)
• Non-elitst MOEAs
• Elitist MOEAs
• Constrained MOEAs
• Applications of MOEAs
• Salient research issues
2
Multi-Objective Optimization
1
40%
10k 100k
Cost
3
More Examples
4
Which Solutions are Optimal?
f2 (minimize)
Domination: 6
1 3
2. x(1) is strictly better than x(2)
in at least one objective 2 6 10 14 18
f1 (maximize)
5
Pareto-Optimal Solutions
optimal set
A number of solutions are optimal
6
Pareto-Optimal Fronts
f2 Min−−Min f2 Min−−Max
f1 f1
f2 Max−−Min f2 Max−−Max
f1 f1
7
Preference-Based Approach
Multi−objective
Single−objective
optimization problem Estimate a
optimization problem
Minimize f1 Higher−level relative
importance F = w1 f1 + w 2 f2 +...+ w M fM
Minimize f2 information
...... vector or
Minimize fM (w1 w2.. wM) a composite function
subject to constraints
Single−objective
optimizer
One optimum
solution
8
Classical Approaches
9
Weighted Sum Method
10
Difficulties with Weighted Sum Method
B
• Non-uniformity in Pareto-
optimal solutions
• Inability to find some
C
Pareto-optimal solutions a
b D
Pareto−optimal front
f1
11
-Constraint Method
constrain all other
B
Minimize fµ (x),
C
subject to fm (x) ≤ m , m 6= µ;
• User supplies a vector D
ε1d f
ε1 ε1
a b ε1 c
1
12
Difficulties with Most Classical Methods
knowledge 0.6
0.5
f2
• Even then, good distribu- 0.4
0.3 Pareto−optimal
front
tion is not guaranteed 0.2
0.1 C
• Multi-objective optimiza- 0 D
−0.1
tion as an application of 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9
f1
1
single-objective optimiza-
tion
13
Ideal Multi-Objective Optimization
Multi−objective
optimization problem
Minimize f1
Minimize f2
......
Minimize f M
Step 1
subject to constraints
IDEAL
Multi−objective
optimizer
Step 2
14
Advantages of Ideal Multi-Objective Optimization
15
Two Goals in Ideal Multi-Objective Optimization
f2
f1
16
Why Evolutionary?
0.8 0.8
0.6
0.6
f2
f2
0.4
0.4
0.2
0.2
0
0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
f1 f1
17
1990 1991 1992 1993 1994 1995 1996 1997 1998 1999
Year
Algorithms (MOEAs)
and before
140
120
100
80
60
40
20
0
Number of Studies
18
suggestion
(1993-95)
proaches
(1989)
19
What to Change in a Simple GA?
Initialize Population
t=0
No
Cond?
Yes Evaluation
t=t+1 Reproduction
Crossover
Mutation
20
Identifying the Non-dominated Set
21
An Efficient Approach
22
A Simple Non-dominated Sorting Algorithm
23
Non-Elitist MOEAs
24
Non-Dominated Sorting GA (NSGA)
25
Non-Dominated Sorting GA (NSGA)
30
25 6
f1 f2 Fitness
x Front before after 20
−1.50 2.25 12.25 2 3.00 3.00
f2 15
0.70 0.49 1.69 1 6.00 6.00
4.20 17.64 4.84 2 3.00 3.00 1
10
2.00 4.00 0.00 1 6.00 3.43
1.75 3.06 0.06 1 6.00 3.43 5 3
2
−3.00 9.00 25.00 3 2.00 2.00 54
0
0 5 10 15 20 25 30
f1
26
Vector-Evaluated GA (VEGA)
27
Multi-Objective GA (MOGA)
28
Niched Pareto GA (NPGA)
29
NPGA (cont.)
X Check for
Y domination
t_dom
Parameter Space
Population
X
Y
30
Shortcoming of Non-Elitist MOEAs
• Elite-preservation is missing
• Elite-preservation is important for proper convergence in
SOEAs
• Same is true in MOEAs
• Three tasks
– Elite preservation
– Progress towards the Pareto-optimal front
– Maintain diversity among solutions
31
Elitist MOEAs
EA Elite
Elite-preservation:
• Maintain an archive of non-dominated solu-
tions f2 (minimize)
2
Progress towards Pareto-optimal front: 5
4
Non−dominated
front
3 5
1
2 6 10 14 18
f1 (maximize)
Maintaining spread of solutions:
f2
32
Elitist MOEAs (cont.)
33
Elitist Non-dominated Sorting Genetic Algorithm
(NSGA-II)
f2 6
• Calculate (ni , Si ) for each 1 10 (5, Nil)
solution i 7 11
2 8
• ni : Number of solutions
9
dominating i 3
4
• Si : Set of solutions domi- 5
(0, {9,11})
nated by i f1
34
NSGA-II (cont.)
Non−dominated Crowding
sorting distance Pt+1
sorting
F1
Pt F2
F3
Qt
Rejected
Rt
35
NSGA-II (cont.)
f2 0
Cuboid
i-1
i
l
i+1
f1
36
NSGA-II Simulation Results
1.1 2
1
0 NSGA−II
0.9
0.8 −2
0.7
0.6 −4
f2 f2
0.5 −6
0.4
0.3 −8
37
Strength Pareto EA (SPEA)
38
SPEA (cont.)
Function Space
Function Space
39
Pareto Archived ES (PAES)
• An (1+1)-ES
• Parent pt and child ct are compared with an external archive At
• If ct is dominated by At , pt+1 = pt
• If ct dominates a member of At , delete it from At and include
ct in At and pt+1 = ct
• If |At | < N , include ct and pt+1 = winner(pt , ct )
• If |At | = N and ct does not lie in highest count hypercube H,
replace ct with a random solution from H and
pt+1 = winner(pt , ct ).
The winner is based on least number of solutions in the hypercube
40
Niching in PAES-(1+1)
f2
1 Offspring
3 Parent
2
Pareto−optimal f1
front
f2
Offspring
Parent
Pareto−optimal f1
front
41
Constrained Handling
Fm = fm + Rm Ω(~g ).
42
Constrain-Domination Principle
A solution i constrained-
dominates a solution j, if any is
true: 10
olation. 0
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
43
1.2 1.4
1
Constrained NSGA-II Simulation Results
1.2
0.8
0.6
0.4
0.2
0
f2
44
1
0.9
0.8
0.7
0.6
f1
0.5
0.4
0.3
0.2
0.1
10
0
f2
Applications of MOEAs
45
Spacecraft Trajectory Optimization
46
Earth–Mars Rendezvous
1000
22
36
900 73 72
Earth Earth
Mass Delivered to Target (kg.)
600
Individual 44 Individual 72
500
400
300
Mars
09.22.07
200
100
0
1 1.5 2 2.5 3 3.5 4 Earth Earth
Transfer Time (yrs.) 09.01.05 09.01.05
Mars
02.04.09
Individual 73 Individual 36
47
Salient Research Tasks
49
Hybrid MOEAs
97
Posteriori Approach in an MOEA
Multiple
MOEA local searches
Problem
Non−domination
Clustering check
98
Proposed Local Search Method
• fi is scaled
• Weight wi chosen based on location of i in the obtained front
(fjmax − fj (x))/(fjmax − fjmin )
w̄j = PM
max − fk (x))/(fkmax − fkmin )
k=1 (fk
99
Fixed Weight Strategy
f2
• Extreme solutions are as-
max
signed extreme weights f2 a
A b
• Linear relation between MOEA solution set
100
Design of a Cantilever Plate
18 18
16 16
NSGA−II Local search
Scaled deflection
Scaled deflection
14 14
12 12
10 10
8 8
6 6
4 4
2 2
20 25 30 35 40 45 50 55 60 20 25 30 35 40 45 50 55 60
Weight Weight
60 mm
P
18 18
16
Scaled deflection
Scaled deflection
14 14
12 12
Base plate 10 10
8 8
6 6
4 4
2 2
20 25 30 35 40 45 50 55 60 20 25 30 35 40 45 50 55 60
Weight Weight
102
Trade-off Solutions
103
Conclusions
106