Multicriterial Optimization

Using Genetic Algorithm

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Fitness

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Best Fitness
Mean Fitness
135

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0 100 200 300 400 500 600
Generations

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

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 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:

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 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 )}

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 Optimization
Local optimums and the Global optimum

Local optimums

and the others

Global optimum

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 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.

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 Multicriterial optimalization

f2
objective
functions
F = [ f1, f2 ]

f1
= Best solutions + = ”Normal” solutions
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 Multicriterial optimalization
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.

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

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 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.

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 Constraints
These constrains are expressed in form of mathematical
inequalities:

where p < n
and n is the size of decision vector

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 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.

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 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).

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 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

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 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).

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 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.

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 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.

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 Objectives Functions

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 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).

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 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.

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 Euclidean space

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 General Multicriterial
Optimization Problem

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 General Multicriterial
Optimization Problem

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 Convert of Multicriterial
Optimization Problem

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 )}

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 Convert of Multicriterial
Optimization Problem
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

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Multicriterial Optimization Problem
Ideal Solution

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Multicriterial Optimization Problem
Ideal Solution

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Multicriterial Optimization Problem
Ideal Solution

f2( x )


f2( x* )

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

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Multicriterial Optimization Problem
Ideal Vector

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Multicriterial Optimization Problem
Convexity

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Multicriterial Optimization Problem
Convex Sets

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Multicriterial Optimization Problem
Non-convex Sets

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Multicriterial Optimization Problem
Pareto Optimality

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Multicriterial Optimization Problem
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.

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Multicriterial Optimization Problem
Pareto Optimality

f2
objective
functions
F = [ f1, f2 ]

f1
= Pareto Optimal Set + = ”Normal” solutions
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Multicriterial Optimization Problem
Pareto Optimality

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Multicriterial Optimization Problem
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.

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Multicriterial Optimization Problem
Pareto Front
f2

objective
functions
F = [ f1, f2 ] F

Pareto Front

f1
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Multicriterial Optimization Problem
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...)
Page 39 Multicriterial Optimization Using Genetic Algorithm
 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.

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General Optimization Algorithms
Overview

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General Optimization Algorithms
Genetic Algorithm

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General Optimization Algorithms
Genetic Algorithm

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General Optimization Algorithms
Genetic Algorithm

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 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
…. ….. ….. …. ….. …..

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General Optimization Algorithms Genetic Algorithm
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

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General Optimization Algorithms Genetic Algorithm

Mutation Decision Variable Space

Parents
Crossover
Variable_2

Children

Variable_1

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MOGA Optimization Algorithms Genetic Algorithm

Objective Function Space

Local Pareto Front

Objective 2

Rank = 3
Rank = 2
Rank = 1
Pareto Objective 1
Front
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MOGA Optimization Algorithms Genetic Algorithm

Nonlinear Fitness Assignment

(Dummy) Fitness

Rank RankMAX

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MOGA Optimization Algorithms Genetic Algorithm

MOGA operation (theoretically)

Objective_2

Pareto Objective_1
Front
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MOGA Optimization Algorithms Genetic Algorithm

Genetic Drift (real operation of MOGA)

Objective_2

Pareto Objective_1
Front
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MOGA Optimization Algorithms Genetic Algorithm
Genetic Drift Break with Fitness Correction
∆1
Normalization
[0,1]x[0,1]
Objective_2

∆2

Objective_1

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 MOGA Optimization Algorithms Genetic Algorithm

1
1
Niche count

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

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MOGA Optimization Algorithms Genetic Algorithm

Calculation of Fitness Correction Factors

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MOGA Optimization Algorithms Genetic Algorithm

Genetic Drift Break with Fitness Correction

Fitness

3 3 3 2 2 2 1 1 0 0 0

Rank Values

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 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

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 MOGA Optimization Examples

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
MOP-3 with Drift Break
normal

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 MOGA Optimization Examples

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
MOP-4 with Drift Break
normal

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 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.

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 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.

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 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.

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 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.

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 Thank you for your attention

Questions?

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