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Multiobjective Optimization

**Carlos A. Coello Coello
**

CINVESTAV-IPN

Depto. de Ingenier´ıa El´

ectrica

Secci´

on de Computaci´

on

Av. Instituto Polit´

ecnico Nacional No. 2508

Col. San Pedro Zacatenco

M´

exico, D. F. 07300, MEXICO

ccoello@cs.cinvestav.mx

Carlos A. Coello Coello, March 2001.

Tutorial on Evolutionary Multiobjective Optimization

**Why Multiobjective Optimization?
**

Most optimization problems naturally have several objectives to be

achieved (normally conflicting with each other), but in order to

simplify their solution, they are treated as if they had only one (the

remaining objectives are normally handled as constraints).

EMO’01

Carlos A. Coello Coello, March 2001.

Tutorial on Evolutionary Multiobjective Optimization

Basic Concepts

The Multiobjective Optimization Problem (MOP) (also

called multicriteria optimization, multiperformance or vector

optimization problem) can be defined (in words) as the problem of

finding (Osyczka, 1985):

a vector of decision variables which satisfies constraints and

optimizes a vector function whose elements represent the

objective functions. These functions form a mathematical

description of performance criteria which are usually in

conflict with each other. Hence, the term “optimize” means

finding such a solution which would give the values of all

the objective functions acceptable to the decision maker.

EMO’01

. . . . . 2. March 2001. . f2 (~x). . m (1) i = 1. x∗2 . . .Carlos A. 2. . . Tutorial on Evolutionary Multiobjective Optimization Basic Concepts The general Multiobjective Optimization Problem (MOP) can be formally defined as: T Find the vector ~x∗ = [x∗1 . . . fk (~x)] EMO’01 (3) . p (2) the p equality constraints hi (~x) = 0 and will optimize the vector function T f~(~x) = [f1 (~x). . . Coello Coello. x∗n ] which will satisfy the m inequality constraints: gi (~x) ≥ 0 i = 1. .

EMO’01 . The notion of “optimum” that is most commonly adopted is that originally proposed by Francis Ysidro Edgeworth in 1881. March 2001. because in MOPs. the notion of “optimum” changes. we are really trying to find good compromises (or “trade-offs”) rather than a single solution as in global optimization. Tutorial on Evolutionary Multiobjective Optimization Basic Concepts Having several objective functions.Carlos A. Coello Coello.

EMO’01 . Tutorial on Evolutionary Multiobjective Optimization Basic Concepts This notion was later generalized by Vilfredo Pareto (in 1896).Carlos A. we will use the most commonly accepted term: Pareto optimum. Coello Coello. Although some authors call Edgeworth-Pareto optimum to this notion. March 2001.

March 2001. . EMO’01 .Carlos A. Tutorial on Evolutionary Multiobjective Optimization Basic Concepts We say that a vector of decision variables ~x∗ ∈ F is Pareto optimal if there does not exist another ~x ∈ F such that fi (~x) ≤ fi (~x∗ ) for all i = 1. . k and fj (~x) < fj (~x∗ ) for at least one j. Coello Coello. . .

Coello Coello. Unfortunately. but rather a set of solutions called the Pareto optimal set. The plot of the objective functions whose nondominated vectors are in the Pareto optimal set is called the Pareto front.Carlos A. EMO’01 . March 2001. this definition says that ~x∗ is Pareto optimal if there exists no feasible vector of decision variables ~x ∈ F which would decrease some criterion without causing a simultaneous increase in at least one other criterion. The vectors ~x∗ correspoding to the solutions included in the Pareto optimal set are called nondominated. Tutorial on Evolutionary Multiobjective Optimization Basic Concepts In words. this concept almost always gives not a single solution.

Coello Coello. Tutorial on Evolutionary Multiobjective Optimization An Example 1 3 L F 2 4 F 2F L L Figura 1: A four-bar plane truss. EMO’01 . March 2001.Carlos A.

σ = 10 kN/cm2 . Tutorial on Evolutionary Multiobjective Optimization Example √ f1 (~x) = L 2x1 + 2x2 + √x3 + x4 √ √ Minimize 2 2 2 2 F L 2 2 f2 (~x) = + − + E x1 x2 x3 (4) x4 such that: (F/σ) ≤ x1 ≤ 3(F/σ) √ 2(F/σ) ≤ x2 ≤ 3(F/σ) √ 2(F/σ) ≤ x3 ≤ 3(F/σ) (F/σ) ≤ x4 ≤ 3(F/σ) where F = 10 kN. EMO’01 (5) . March 2001. E = 2 × 105 kN/cm2 . Coello Coello.Carlos A. L = 200 cm.

Coello Coello.01 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 0.Carlos A. March 2001.035 3 3 3 3 3 3 3 3 3 3 3 3 3 3 0.025 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 f2 0.02 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 0.015 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 0. EMO’01 .03 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 0. Tutorial on Evolutionary Multiobjective Optimization Example 0.005 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 33 0 1200 1400 1600 1800 2000 2200 2400 2600 2800 f1 Figura 2: True Pareto front of the four-bar plane truss problem.04 3 3 3 3 3 3 0.

EMO’01 .Carlos A. March 2001. Tutorial on Evolutionary Multiobjective Optimization Some Historical Highlights As early as 1944. John von Neumann and Oskar Morgenstern mentioned that an optimization problem in the context of a social exchange economy was “a peculiar and disconcerting mixture of several conflicting problems” that was “nowhere dealt with in classical mathematics”. Coello Coello.

Tutorial on Evolutionary Multiobjective Optimization Some Historical Highlights In 1951 Tjalling C. Koopmans edited a book called Activity Analysis of Production and Allocation. March 2001. Coello Coello.Carlos A. where the concept of “efficient” vector was first used in a significant way. EMO’01 .

Carlos A. During that period. Georg Cantor and Felix Hausdorff laid the foundations of infinite dimensional ordered spaces. EMO’01 . Coello Coello. March 2001. Tutorial on Evolutionary Multiobjective Optimization Some Historical Highlights The origins of the mathematical foundations of multiobjective optimization can be traced back to the period that goes from 1895 to 1906.

Tucker (1951) which made multiobjective optimization a mathematical discipline on its own. EMO’01 . However. March 2001. Hausdorff also gave the first example of a complete ordering.Carlos A. Coello Coello. Kuhn and Albert W. it was the concept of vector maximum problem introduced by Harold W. Tutorial on Evolutionary Multiobjective Optimization Some Historical Highlights Cantor also introduced equivalence classes and stated the first sufficient conditions for the existence of a utility function.

EMO’01 . Coello Coello. multiobjective optimization theory remained relatively undeveloped during the 1950s. March 2001.Carlos A. Tutorial on Evolutionary Multiobjective Optimization Some Historical Highlights However. It was until the 1960s that the foundations of multiobjective optimization were consolidated and taken seriously by pure mathematicians when Leonid Hurwicz generalized the results of Kuhn & Tucker to topological vector spaces.

the use of multiobjective optimization became generalized until the 1970s. EMO’01 . However.Carlos A. Coello Coello. The first engineering application reported in the literature was a paper by Zadeh in the early 1960s. March 2001. Tutorial on Evolutionary Multiobjective Optimization Some Historical Highlights The application of multiobjective optimization to domains outside economics began with the work by Koopmans (1951) in production theory and with the work of Marglin (1967) in water resources planning.

e.Carlos A. most of them are very sensitive to the shape of the Pareto front (i. Coello Coello. Additionally. Tutorial on Evolutionary Multiobjective Optimization Some Historical Remarks Currently. However.. there are over 30 mathematical programming techniques for multiobjective optimization. March 2001. EMO’01 . they do not work when the Pareto front is concave). these techniques tend to generate elements of the Pareto optimal set one at a time.

the field remain practically inactive. March 2001. Tutorial on Evolutionary Multiobjective Optimization Why Evolutionary Algorithms? The potential of evolutionary algorithms in multiobjective optimization was hinted by Rosenberg in the 1960s.Carlos A. in which several techniques and applications were developed. Coello Coello. but it started growing in the mid-1990s. but the first actual implementation was produced in the mid-1980s (Schaffer. During ten years. 1984). EMO’01 .

evolutionary algorithms are less susceptible to the shape or continuity of the Pareto front (e. Coello Coello. they can easily deal with discontinuous or concave Pareto fronts).Carlos A. because they deal simultaneously with a set of possible solutions (the so-called population). March 2001. whereas these two issues are a real concern for mathematical programming techniques. EMO’01 . Tutorial on Evolutionary Multiobjective Optimization Why Evolutionary Algorithms? Evolutionary algorithms seem particularly suitable to solve multiobjective optimization problems.g. Additionally.. This allows us to find several members of the Pareto optimal set in a single run of the algorithm. instead of having to perform a series of separate runs as in the case of the traditional mathematical programming techniques.

Tutorial on Evolutionary Multiobjective Optimization Classifying Techniques We will use the following simple classification of Evolutionary Multi-Objective Optimization (EMOO) approaches: Non-Pareto Techniques Pareto Techniques Recent Approaches EMO’01 . March 2001. Coello Coello.Carlos A.

March 2001.Carlos A. Tutorial on Evolutionary Multiobjective Optimization Classifying Techniques Non-Pareto Techniques include the following: Aggregating approaches VEGA Lexicographic ordering The ε-constraint Method Target-vector approaches EMO’01 . Coello Coello.

March 2001.Carlos A. Coello Coello. Tutorial on Evolutionary Multiobjective Optimization Classifying Techniques Pareto-based Techniques include the following: Pure Pareto ranking MOGA NSGA NPGA EMO’01 .

Tutorial on Evolutionary Multiobjective Optimization Classifying Techniques Finally. March 2001. we will also briefly review two recent approaches PAES SPEA EMO’01 . Coello Coello.Carlos A.

March 2001. Efficient and easy to implement. EMO’01 . but appropriate to handle only a few objectives. Incapable of producing certain portions of the Pareto front.Carlos A. Tutorial on Evolutionary Multiobjective Optimization Non-Pareto Techniques Approaches that do not incorporate directly the concept of Pareto optimum. Coello Coello.

EMO’01 . since aggregating functions can be derived from the Kuhn-Tucker conditions for nondominated solutions. multiplication or any other combination of arithmetical operations. Tutorial on Evolutionary Multiobjective Optimization Aggregation Functions These techniques are called “aggregating functions” because they combine (or “aggregate”) all the objectives into a single one. We can use addition. Coello Coello.Carlos A. Oldest mathematical programming method. March 2001.

March 2001. It is usually assumed that k X i=1 EMO’01 wi = 1 (7) . Tutorial on Evolutionary Multiobjective Optimization Aggregation Functions An example of this approach is a sum of weights of the form: min k X wi fi (~ x) (6) i=1 where wi ≥ 0 are the weighting coefficients representing the relative importance of the k objective functions of our problem.Carlos A. Coello Coello.

March 2001. EMO’01 . Coello Coello. regardless of the weights used (Das.Carlos A. Tutorial on Evolutionary Multiobjective Optimization Advantages and Disadvantages Easy to implement Efficient Will not work when the Pareto front is concave. 1997).

Real-time scheduling (Montana. March 2001. 1996). Structural synthesis of cell-based VLSI circuits (Arslan. 1999). EMO’01 . Coello Coello. 1996). Design of optical filters for lamps (Eklund. 1998). Tutorial on Evolutionary Multiobjective Optimization Sample Applications Truck packing problems (Grignon.Carlos A.

March 2001. Coello Coello. Only the selection mechanism of the GA is modified so that at each generation a number of sub-populations was generated by performing proportional selection according to each objective function in turn.Carlos A. These sub-populations would be shuffled together to obtain a new population of size M . EMO’01 . for a problem with k objectives and a population size of M .1985). k sub-populations of size M/k each would be generated. Thus. on which the GA would apply the crossover and mutation operators in the usual way. Tutorial on Evolutionary Multiobjective Optimization Vector Evaluated Genetic Algorithm (VEGA) Proposed by Schaffer in the mid-1980s (1984.

. March 2001. n parents Generation(t+1) 1 1 1 . . Coello Coello. EMO’01 . Tutorial on Evolutionary Multiobjective Optimization VEGA gene performance 1 2 Generation(t) . shuffle apply genetic operators . . STEP 1 2 STEP 2 STEP 3 . . n popsize popsize Figura 3: Schematic of VEGA selection... .Carlos A. select n subgroups using each dimension of performance in turn .

under these conditions. Coello Coello. If proportional selection is used. In other words. Tutorial on Evolutionary Multiobjective Optimization Advantages and Disadvantages Efficient and easy to implement. March 2001. it is subject to the same problems of such techniques. EMO’01 .Carlos A. VEGA behaves as an aggregating approach and therefore. then the shuffling and merging of all the sub-populations corresponds to averaging the fitness components associated with each of the objectives.

1993). 1994). EMO’01 . 2000). Design multiplierless IIR filters (Wilson. Groundwater pollution containment (Ritzel. 1995). Tutorial on Evolutionary Multiobjective Optimization Sample Applications Optimal location of a network of groundwater monitoring wells (Cieniawski. March 2001. Combinational circuit design at the gate-level (Coello. Coello Coello.Carlos A.

starting with the most important one and proceeding according to the assigned order of importance of the objectives.Carlos A. The optimum solution is then obtained by minimizing the objective functions. the user is asked to rank the objectives in order of importance. March 2001. It is also possible to select randomly a single objective to optimize at each run of a GA. EMO’01 . Coello Coello. Tutorial on Evolutionary Multiobjective Optimization Lexicographic Ordering In this method.

Tutorial on Evolutionary Multiobjective Optimization Advantages and Disadvantages Efficient and easy to implement. However. if tournament selection is used. EMO’01 . Requires a pre-defined ordering of objectives and its performance will be affected by it. the technique does not behave like VEGA. Coello Coello.Carlos A. Selecting randomly an objective is equivalent to a weighted combination of objectives. March 2001. because tournament selection does not require scaling of the objectives (because of its pairwise comparisons). Inappropriate when there is a large amount of objectives. the approach may work properly with concave Pareto fronts. in which each weight is defined in terms of the probability that each objective has of being selected. Therefore.

Carlos A. EMO’01 . Tutorial on Evolutionary Multiobjective Optimization Sample Applications Symbolic layout compaction (Fourman. Tuning of a fuzzy controller for the guidance of an autonomous vehicle in an elliptic road (Gacˆ ogne. 1985). Coello Coello. 1997). March 2001.

Hence.Carlos A. Tutorial on Evolutionary Multiobjective Optimization The ε-Constraint Method This method is based on minimization of one (the most preferred or primary) objective function. March 2001. a single objective minimization is carried out for the most relevant objective function subject to additional constraints on the other objective functions. EMO’01 . The levels εi are then altered to generate the entire Pareto optimal set. and considering the other objectives as constraints bound by some allowable levels εi . Coello Coello.

Potentially high computational cost (many runs may be required).Carlos A. Tutorial on Evolutionary Multiobjective Optimization Advantages and Disadvantages Easy to implement. Coello Coello. March 2001. EMO’01 .

Fault tolerant system design (Schott. March 2001.Carlos A. 1992). 1995). EMO’01 . Coello Coello. Tutorial on Evolutionary Multiobjective Optimization Sample Applications Preliminary design of a marine vehicle (Lee. 1997). Groundwater pollution containment problems (Ranjithan.

Tutorial on Evolutionary Multiobjective Optimization Target-Vector Approaches Definition of a set of goals (or targets) that we wish to achieve for each objective function. Can also be considered aggregating approaches. but in this case. March 2001. Goal Attainment. EMO’01 .Carlos A. EA minimizes differences between the current solution and these goals. Examples: Goal Programming. min-max method. concave portions of the Pareto front could be obtained. Coello Coello.

Carlos A. Coello Coello, March 2001.

Tutorial on Evolutionary Multiobjective Optimization

**Advantages and Disadvantages
**

Efficient and easy to implement.

Definition of goals may be difficult in some cases and may

imply an extra computational cost.

Some of them (e.g., goal attainment) may introduce a

misleading selection pressure under certain circumstances.

Goals must lie in the feasible region so that the solutions

generated are members of the Pareto optimal set.

EMO’01

Carlos A. Coello Coello, March 2001.

Tutorial on Evolutionary Multiobjective Optimization

Sample Applications

Design of multiplierless IIR filters (Wilson, 1993).

Structural optimization (Sandgren, 1994; Hajela, 1992).

Optimization of the counterweight balancing of a robot arm

(Coello, 1998).

EMO’01

Carlos A. Coello Coello, March 2001.

Tutorial on Evolutionary Multiobjective Optimization

**Pareto-based Techniques
**

Suggested by Goldberg (1989) to solve the problems with

Schaffer’s VEGA.

Use of nondominated ranking and selection to move the

population towards the Pareto front.

Requires a ranking procedure and a technique to maintain

diversity in the population (otherwise, the GA will tend to

converge to a single solution, because of the stochastic noise

involved in the process).

EMO’01

Coello Coello. and σshare is the sharing parameter which controls the extent of sharing allowed. dij is a metric indicative of the distance between designs i and j. March 2001. dij < σshare (8) otherwise where normally α = 1. Tutorial on Evolutionary Multiobjective Optimization Fitness Sharing Goldberg & Richardson (1987) proposed the use of an approach in which the population was divided in different subpopulations according to the similarity of the individuals in two possible solution spaces: the decoded parameter space (phenotype) and the gene space (genotype). They defined a sharing function φ(dij ) as follows: α d 1 − ij . EMO’01 . σsh φ(dij ) = 0.Carlos A.

Coello Coello. March 2001. EMO’01 (9) . Deb and Goldberg (1989) proposed a way of estimating the parameter σshare in both phenotypical and genotypical space.Carlos A. Tutorial on Evolutionary Multiobjective Optimization Fitness Sharing The fitness of a design i is then modified as: fsi = PM fi j=1 φ(dij ) where M is the number of designs located in vicinity of the i-th design.

xp. . . x2.i . where p refers to the number of variables encoded in the GA. . . . the value of dij can then be calculated as: v u p uX 2 (xk. .Carlos A.i and x1.i . .j . EMO’01 (10) .j ) dij = t k=1 where x1. xp.i − xk.j are the variables decoded from the EA. March 2001. . and can be calculated with a simple Euclidean distance in an p-dimensional space.j . Coello Coello. the distance between 2 individuals is measured in decoded parameter space. x2. Tutorial on Evolutionary Multiobjective Optimization Fitness Sharing In phenotypical sharing.

Carlos A. Tutorial on Evolutionary Multiobjective Optimization Fitness Sharing In genotypical sharing. dij is defined as the Hamming distance between the strings and σshare is the maximum number of different bits allowed between the strings to form separate niches in the population. March 2001. EMO’01 . The experiments performed by Deb and Goldberg (1989) indicated that phenotypic sharing was better than genotypic sharing. 1993)). Coello Coello. Other authors have also proposed their own methodology to compute σshare (see for example: (Fonseca & Fleming.

March 2001. Coello Coello. Tutorial on Evolutionary Multiobjective Optimization Pure Pareto Ranking Although several variations of Goldberg’s proposal have been proposed in the literature (see the following subsections). The idea in this case is to follow Goldberg’s proposal as stated in his book (1989).Carlos A. several authors have used what we call “pure Pareto ranking”. EMO’01 .

The approach is less susceptible to the shape or continuity of the Pareto front. EMO’01 . Fitness sharing is O(M 2 ). Problem to scale the approach. Coello Coello. March 2001.Carlos A. because checking for nondominance is O(kM 2 ). where k is the amount of objectives and M is the population size. Tutorial on Evolutionary Multiobjective Optimization Advantages and Disadvantages Relatively easy to implement.

1997). EMO’01 . 1996. Coello Coello. Optimal planning of an electrical power distribution system (Ram´ırez. Pump scheduling (Schwab. 1999). 1998).Savic.Carlos A. Tutorial on Evolutionary Multiobjective Optimization Sample Applications Optimal location of a network of groundwater monitoring wells (Cieniawski. Feasibility of full stern submarines (Thomas. March 2001. 1995).

March 2001. The approach consists of a scheme in which the rank of a certain individual corresponds to the number of individuals in the current population by which it is dominated. Coello Coello.Carlos A. EMO’01 . Tutorial on Evolutionary Multiobjective Optimization Multi-Objective Genetic Algorithm (MOGA) Proposed by Fonseca and Fleming (1993). It uses fitness sharing and mating restrictions.

Coello Coello. Tutorial on Evolutionary Multiobjective Optimization Advantages and Disadvantages Efficient and relatively easy to implement. EMO’01 . March 2001. MOGA has been very popular and tends to perform well when compared to other EMOO approaches. Its performance depends on the appropriate selection of the sharing factor.Carlos A.

Coello Coello.Carlos A. EMO’01 . 1998). Tutorial on Evolutionary Multiobjective Optimization Some Applications Fault diagnosis (Marcu. 1997). 1996). Control system design (Chipperfield 1995. 1995. Design of multilayer microwave absorbers (Weile. March 2001. Duarte. Whidborne. 2000). Wing planform design (Obayashi.

To maintain the diversity of the population. Nondominated individuals get a certain dummy fitness value and then are removed from the population. Coello Coello. EMO’01 . The process is repeated until the entire population has been classified.Carlos A. Tutorial on Evolutionary Multiobjective Optimization Nondominated Sorting Genetic Algorithm (NSGA) Proposed by Srinivas and Deb (1994). classified individuals are shared (in decision variable space) with their dummy fitness values. March 2001. It is based on several layers of classifications of the individuals.

EMO’01 . March 2001. Coello Coello. Tutorial on Evolutionary Multiobjective Optimization NSGA START initialize population gen = 0 front = 1 is population classified ? No identify Nondominated individuals Yes reproduction according to dummy fitness gen = gen + 1 Yes assign dummy fitness crossover sharing in current front mutation front = front + 1 is gen < maxgen ? No STOP Figura 4: Flowchart of the Nondominated Sorting Genetic Algorithm (NSGA).Carlos A.

March 2001.Carlos A. EMO’01 . Seems to be very sensitive to the value of the sharing factor. Has been recently improved (NSGA II) with elitism and a crowded comparison operator that keeps diversity without specifying any additional parameters. Tutorial on Evolutionary Multiobjective Optimization Advantages and Disadvantages Relatively easy to implement. Coello Coello.

1999). Coello Coello. 1998). 1999). Minimum spanning tree (Zhou. 1999). EMO’01 . Scheduling (Bagchi. March 2001. Computational fluid dynamics (Marco.Carlos A. Tutorial on Evolutionary Multiobjective Optimization Sample Applications Airfoil shape optimization (M¨ aniken.

when there is a tie). March 2001. It uses a tournament selection scheme based on Pareto dominance.1994). (1993. Coello Coello.. around 10 % of the population). EMO’01 . When both competitors are either dominated or nondominated (i. Tutorial on Evolutionary Multiobjective Optimization Niched-Pareto Genetic Algorithm (NPGA) Proposed by Horn et al. Two individuals randomly chosen are compared against a subset from the entire population (typically.e.Carlos A. the result of the tournament is decided through fitness sharing in the objective domain (a technique called equivalent class sharing was used in this case).

EMO’01 . Coello Coello. S is an array of the N individuals in the current population.Carlos A. Tutorial on Evolutionary Multiobjective Optimization NPGA The pseudocode for Pareto domination tournaments assuming that all of the objectives are to be maximized is presented in the next slide. March 2001. and tdom is the size of the comparison set. in a random order. random pop index is an array holding the N indices of S.

else if ( ¬ candidate 1 dominated AND candidate 2 dominated ) then return candidate 1. Tutorial on Evolutionary Multiobjective Optimization NPGA function selection /* Returns an individual from the current population S */ begin shuffle(random pop index). else do sharing. for comparison set index = 3 to tdom + 3 do /* Select tdom individuals randomly from S */ begin comparison individual = random pop index[comparison set index]. candidate 2 dominated = false. Coello Coello. if S[comparison individual] dominates S[candidate 2] then candidate 2 dominated = true. March 2001. end /* end for loop */ if ( candidate 1 dominated AND ¬ candidate 2 dominated ) then return candidate 2. end EMO’01 . candidate 2 = random pop index[2]. if S[comparison individual] dominates S[candidate 1] then candidate 1 dominated = true. /* Re-randomize random index array */ candidate 1 = random pop index[1]. candidate 1 dominated = false.Carlos A.

Efficient because does not apply Pareto ranking to the entire population. Tutorial on Evolutionary Multiobjective Optimization Advantages and Disadvantages Easy to implement.Carlos A. Besides requiring a sharing factor. EMO’01 . Coello Coello. It seems to have a good overall performance. March 2001. it requires another parameter (tournament size).

1998). 1994). 2000). Coello Coello. Investigation of feasibility of full stern submarines (Thomas. Feature selection (Emmanouilidis.Carlos A. Optimal well placement for groundwater containment monitoring (Horn. EMO’01 . March 2001. 1999). Tutorial on Evolutionary Multiobjective Optimization Sample Applications Automatic derivation of qualitative descriptions of complex objects (Ruspini.

a single parent that generates a single offspring) together with a historical archive that records all the nondominated solutions previously found (such archive is used as a comparison set in a way analogous to the tournament competitors in the NPGA).e. March 2001. Coello Coello.Carlos A. Tutorial on Evolutionary Multiobjective Optimization Recent approaches The Pareto Archived Evolution Strategy (PAES) was introduced by Knowles & Corne (2000). EMO’01 . This approach is very simple: it uses a (1+1) evolution strategy (i..

PAES has been used to solve the off-line routing problem (1999) and the adaptive distributed database management problem (2000). which consists of a crowding procedure that divides objective space in a recursive manner. Furthermore. indicating the amount of solutions that reside in each grid location. Since the procedure is adaptive. Tutorial on Evolutionary Multiobjective Optimization Recent approaches PAES also uses a novel approach to keep diversity. no extra parameters are required (except for the number of divisions of the objective space). EMO’01 .Carlos A. Coello Coello. A map of such grid is maintained. the procedure has a lower computational complexity than traditional niching methods. March 2001. Each solution is placed in a certain grid location based on the values of its objectives (which are used as its “coordinates” or “geographical location”).

For each individual in this external set. SPEA uses an archive containing nondominated solutions previously found (the so-called external nondominated set). nondominated individuals are copied to the external nondominated set. This approach was conceived as a way of integrating different EMOO techniques. a strength value is computed. Coello Coello. EMO’01 . At each generation. Tutorial on Evolutionary Multiobjective Optimization Recent approaches The Strength Pareto Evolutionary Algorithm (SPEA) was introduced by Zitzler & Thiele [Zitzler 99c].Carlos A. March 2001.

Tutorial on Evolutionary Multiobjective Optimization Recent approaches This “strength” is similar to the ranking value of MOGA. SPEA has been used to explore trade-offs of software implementations for DSP algorithms (1999) and to solve 0/1 knapsack problems (1999a). 1980) is used to keep diversity. a clustering technique called “average linkage method” (Morse. since it is proportional to the number of solutions to which a certain individual dominates. March 2001. Coello Coello. Additionally.Carlos A. EMO’01 . The fitness of each member of the current population is computed according to the strengths of all external nondominated solutions that dominate it.

2000. 1997. Fonseca.2000a. Tutorial on Evolutionary Multiobjective Optimization Theory The most important theoretical work related to EMOO has concentrated on two main issues: Studies of convergence towards the Pareto optimum set (Rudolph. Veldhuizen. Hanne 2000. EMO’01 . Coello Coello. Ways to compute appropriate sharing factors (or niche sizes) (Horn.Carlos A. 1998). 1998. March 2001. 1993).

etc. For example: To study the structure of fitness landscapes (Kaufmann.. EMO’01 .Carlos A.). Detailed studies of the different aspects involved in the parallelization of EMOO techniques (e. impact on Pareto convergence. Coello Coello. load balancing. Tutorial on Evolutionary Multiobjective Optimization Theory Much more work is needed. March 2001. 1989) in multiobjective optimization problems.g.

Recently. March 2001.Carlos A. EMO’01 . there have been several proposals to design test functions suitable to evaluate EMOO approaches. Coello Coello. Constrained test functions are of particular interest. Tutorial on Evolutionary Multiobjective Optimization Test Functions Good benchmarks were disregarded for many years. Multiobjective combinatorial optimization problems have also been proposed.

so that we can have a distribution of vectors as smooth and uniform as possible. Maximize the spread of solutions found. 3. 2000): 1. Coello Coello. EMO’01 . March 2001. Tutorial on Evolutionary Multiobjective Optimization Metrics Three are normally the issues to take into consideration to design a good metric in this domain (Zitzler. Minimize the distance of the Pareto front produced by our algorithm with respect to the true Pareto front (assuming we know its location). Maximize the amount of elements of the Pareto optimal set found.Carlos A. 2.

EMO’01 . Coello Coello. March 2001. Obviously.Carlos A. Tutorial on Evolutionary Multiobjective Optimization Metrics Enumeration: Enumerate the entire intrinsic search space explored by an EA and then compare the true Pareto front obtained against those fronts produced by any EMOO approach. this has some serious scalability problems.

Carlos A. March 2001. EMO’01 . Coello Coello. This metric assumes that we know the true Pareto front of the problem. Tutorial on Evolutionary Multiobjective Optimization Metrics Spread: Use of a statistical metric such as the chi-square distribution to measure “spread” along the Pareto front.

Carlos A. Coello Coello. It is unclear how can we really assess how much better is a certain approach with respect to others. EMO’01 . Perform several runs and apply standard non-parametric statistical procedures to evaluate the quality of the nondominated vectors found. March 2001. Tutorial on Evolutionary Multiobjective Optimization Metrics Attainment Surfaces: Draw a boundary in objective space that separates those points which are dominated from those which are not (this boundary is called “attainment surface”).

Coello Coello. The problem with this metric is that only distance to the true Pareto front is considered and not uniform spread along the Pareto front. EMO’01 .Carlos A. March 2001. Tutorial on Evolutionary Multiobjective Optimization Metrics Generational Distance: Estimates how far is our current Pareto front from the true Pareto front of a problem using the Euclidean distance (measured in objective space) between each vector and the nearest member of the true Pareto front.

Coello Coello. EMO’01 . Tutorial on Evolutionary Multiobjective Optimization Metrics Coverage: Measure the size of the objective value space area which is covered by a set of nondominated solutions. March 2001.Carlos A. sets differing in more than one criterion cannot be distinguished. spread and amount of elements of the Pareto optimal set found) into a single value. It combines the three issues previously mentioned (distance. Therefore.

Coello Coello.Carlos A. Tutorial on Evolutionary Multiobjective Optimization Promising areas of future research Incorporation of preferences Emphasis on efficiency More test functions and metrics EMO’01 . March 2001.

Coello Coello.Carlos A. March 2001. Tutorial on Evolutionary Multiobjective Optimization Promising areas of future research More theoretical studies New approaches (hybrids with other heuristics) New applications EMO’01 .

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