L05-Multiobjective_Optimization
L05-Multiobjective_Optimization
Course Name
Lecture - 5
MULTI-OBJECTIVE
OPTIMIZATION
Design objectives:
1. μ1 = Bending stress
2. μ2 = Deflection
Design variable:
1. x1 = Height
Side constraints
Example
▪ Lets consider an unconstrained problem involving two design
objectives, μ1 and μ2, which are functions of a single design variable x.
▪ We are interested in minimizing both design objectives
simultaneously.
▪ μ1g and μ2g are the goal values of the objectives μ1 and μ2,
respectively. μ1b and μ2b are reference bad values of the
objectives μ1 and μ2, respectively.
▪ We set μ1g = 1, 500 and μ2g = 2; and we might have μ1b = 8, 000
and μ2b = 10.
▪ Such a normalized formulation will have more stable numerical
behavior, especially when the objectives have different orders of
magnitude.
▪ Conceptually, these formulations can be readily extended to
cases of multiple objectives.
(a) Obtain several optimal points on the Pareto frontier using the
weighted sum method. Use MATLAB’s fmincon function for
optimization. Plot the points in the μ1-μ2 space.
(b) Do you think that the weighted sum method performs
satisfactorily in obtaining points on the Pareto frontier?
(c) Use compromise programming with an appropriate value for the
exponent to potentially obtain a better Pareto frontier.
objective function
function f = fun32ws(x, alpha)
f = alpha*sin(x) + (1-alpha)*(1-(sin(x))^7);
constraint function
function [C, Ceq] = nonlcon3_2(x, alpha)
C = [];
Ceq = [];
Using the weighted sum method, plot the Pareto frontier for the
above problem.(Hint: You will need three weights, each
corresponding to a design objective. Allow each of these weights to
vary between 0 and 1 when executing your code.)
w2
0 1 w1
▪ Any weight ratio h1:h2:h3 (h1 ≥0,h2 ≥0,h3≥0, and h1+h2+h3>0) can be
converted to
w2 for i=0:0.02:1
for j=0:0.02:1-i
1 (w1,1-w1,0) w1=i;w2=j;w3=1-i-j;
……
end
0 1 w1 end
(w1,0,0) (w1,w2,0)
▪ On plane w1-w2, a point on the red line can be (w1,1-w1,0).
▪ w2 of a point on the plane surrounded by red lines can be projected to
plane w1-w2.
▪ w2 of a point on the green line is between 0 and 1-w1.
▪ w3 of a point on the plane surrounded by red lines is 1-w1-w2.
3D Pareto
1.4
1.2
0.8
3
0.6
0.4
0.2 0
0
1 0.5
0.8
0.6
0.4
0.2 1
0
2
1