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Models design algorithms procedure interface

accuracy by progra • interpretatio

avoiding mimg n,

mathematical expensive de- • coordination,

reanalysis composition • distributed

• linear, shared

derivative vs • nonlinear, computing,

with & without

function • decoupling • discrete • web-based

coordination

based of multi- design

disciplinary

modules, stochastic

• using • Hierarchical

• Taylor • non-

series sensitivity

analysis • random, hierarchical,

based, • hybrid

• response • simulated

surfaces annealing,

• Neural • genetic

Networks algorithm

Contents

• Optimisation methods revisitied

• Soft computing tools

• Introduction to Genetic Algorithms

• Coding/representation of design variables

• Mechanisms of Genetic Search

• Fitness definition and selection of members

• Basic Operations

• Schema Theorem

• Constraint Handling

• Expression based Strategies

• Real coded Genetic Algorithms

Optimisation methods revisited

▪ Enumerative schemes

Evaluate objective function at a number of points in the

design space. Most practical problems are not amenable

to this approach

▪ Random search

random-walk search techniques are like enumerative

schemes

▪ Mathematical programming

Efficient method for restrictive class of problems.

Requires continuity and unimodality of the design space

▪ Soft computing tools bridge this gap

▪ Genetic algorithm is the most popular amongst

the soft computing tools

Soft Computing tools

▪ Soft computing tools are supposed to emulate

the human brain. The tools are based on partial

truth and are approximate

▪ Soft computing tools tolerate uncertainty and can

be less precise compared conventional

computational methods (hard computing)

▪ Some soft computing tools are

Genetic algorithms (GAs)

Simulated annealing (SA)

Neural networks

Immune network modelling

Fuzzy logic

Machine learning paradigms

Soft Computing tools

▪ Genetic algorithms (GAs) and Simulated annealing

(SA) are used for searching optima in mixed design

space without gradient information

▪ Neural networks are used for function

approximations, identifying causality from data,

control system synthesis, combinatorial optimisation

▪ Immune network modelling methods are used for

decomposition based design, enhancing efficiency of

GA based search, multi-criteria based optimisation

▪ Fuzzy logic is used for modelling of manufacturing

processes, design with non-crisp information

▪ Machine learning paradigms are used in function

modelling and deriving context based rules

Intro to Genetic Algorithms

▪ GA belongs to Evolutionary algorithm which also

includes two similar algorithms: Evolutionary

strategies and Evolutionary programing

▪ Evolutionary Algorithms are search and

optimization procedures have their origin and

inspiration in the biological world

▪ On grounds of accumulated evidence so far we

accept the Darwinian theory of evolution “the

survival of the fittest” in changing envoirnment.

▪ Evolutinary algoritms abstract and mimic the

traits of the ongoing struggle for evolution in

order to survive by adapting and hence searching

and optimizing

Intro to Genetic Algorithms

▪ Engineering solutions are tyically Newtonian

mechanics based with of less of probablisticity.

In biological evolution the solutions are more

probalistics based.

▪ In GA, we borrow only ideas from the theory of

biological evolution more as an inspiration

We note that evolution has taken millions of years and

even now it is an ongoing process.

Evolution is an extremely complex process and it can not

be modelled by us fully.

We develop a model that essentially capture the

distinctive features of natural evolution.

Also we use man made computing machines; therefore

we freely use suitable methodologies so that problems

are solved quickly within available computing resources

Generic algorithm for evolutionary

methods

▪ Basic algorithm

produce an initial population of individuals

while (termination condition is not met) do

{

evaluate the fitness of all individuals

select fitter individuals for reproduction

produce new individuals

generate a new population by inserting some new good

individuals and by discarding some old bad individuals

mutate some individuals

}

endwhile

Basis for GA based optimisation

▪ Global search strategies of GAs offer improved

performance over mathematical programming

(hard computing methods)

▪ Populations of individauls (designs), each

represented by a string (akin to chromosome-like

structure) are manipulated in a manner

analogous to biological evolution

global search using information from different regions of

design space. This produces global optimum as well as

relative optimum

easily implementable for mixed variable problems

requires no gradients

Coding of variables in Binary GA

▪ Variables are mapped into a string

▪ Assume that X can take values from the following

X =1, 3, 4, 6, 7, 8, 11, 14

▪ A 3 digit string offers eight possible combinations

that can provide such mapping

000 1 001 3

010 4 011 6

100 7 101 8

110 11 111 14

Represenation of Discrete/integer

variables

▪ Binary representation is ideal for representing

integer variables

▪ The required string of length p is given by:

2 p

X u

XL

1, where Ac is precision

Ac

for discrete variable with k alternatives,

2p k

▪ Properties of coding

Equality - one to one correspondence between variables

and its representation in GA (desirable)

Inequality - non-unique representation of design variable

(not desirable)

Inequality handling

▪ Penalty approach

Compute smallest p that satisfies the inequality

2p

X

XL u

1

Ac

assign unique string to each m discrete variables

assign remaining strings to out-of-bound integers

▪ Excessive distribution approach

assign excessive bit-strings to already assigned variables

uneven expansion of design space could target a string

length that would give more even expansion of the

design space

Non-binary Represenations

▪ Binary coding is not essential for implementing GA

▪ For example, a composite laminate can be

represented purely based on its stacking sequence

of admissible angles (say 0, +45, -45, and 90

represented by 1,2,3 and 4 respectively)

Represent 16-ply laminate 0 deg 1

(+45/-45/04/902)s by 16 digit

code (2311114444111132) -45 deg 3

symmetry

If symmetry is implicit in the 90 deg 4

(23111144) can be used. This

results in the number of 1324 laminate

possible designs to half (0, +45, -45, 90)

Design variables mapping

▪ Map design variables into finite-length strings.

This mapping proceeds under some guide lines

use smallest no of alphabet for coding the problem

Large no of alphabets suppress the similarities that are

exploited by the GA search

Consider a variable X that can take on integer values

between 1 to 26 - map using a 5 digit binary string and

alphabet A-Z

8 01000 H

12 01100 L

24 11000 X

19 10011 S

Design variables mapping

▪ If a string of length p is used to represent X, we

have available integers from 0 to 2p

▪ To represent design variables in this range, use a

linear map

▪ For p=5, then Xmin=00000 and Xmax=11111, The

precision of mapped coding is

▪ Ac = (Xmax-Xmin)/(2p-1) = 0.0323(Xmax-Xmin)

▪ Intermediate values of binary numbers can be

obtained by linear scaling

▪ Precision can be increased by increasing p or

decreasing (Xmax-Xmin)

Mechanism of Genetic Serach

▪ To mimic biological evolution, there is a need to

define a population of designs that must evolve

from one generation to another

▪ An environment to which population must adapt,

are all measures of fitness of design(objective

function) and all the constraints

▪ The basic operators which transform a given

population into one that is better adapted to the

environment are:

Reproduction,

Crossover, and

Mutation

Fitness definition

▪ Consider a function maximisation problem

maximise f(x), xL ≤ x ≤ xU

▪ For function minimisation, following choices of

fitness measures can be adopted

F = 1/f(x)

F=Fmax- f(x)

▪ For the treatment of constraints, the fitness

function must be appropriately modified

Penalty function formulation is traditionally employed

Fitness function is then sensitive to relative amplitude of

objective function and constraint

Alternative is to use expression operator based approach

Selection of members for

reproduction

▪ There are several methods possible for selection of

members based on their fittness

▪ One of the better knwon methods is fitness-

Proportionate Selection.

▪ In this method, we first obtain the sum of fitness of

all individuals

popsize

S f

i 1

i

f

p i i

S

▪ Cumulative probability is obtained for each individual

by adding the fitnesses of the preceding population

members

Selection of members for

reproduction

i

ci pk , i 1,2,..., popsize

k 1

▪ A random number r uniformly distributed in [0,1]

is drawn from the popsize times and each time ith

string is selected such that ci-1 < r <ci. When r <

c1 , the first string is selected.

For example, for a population of four strings with p1= 0.30,

p2 = 0.20, p3 = 0.40 and p4 = 0.10, c1 = 0.30; c2 = 0.50;

c3 = 0.90; c4 = 1.0

If r = 0.25, then individual 1 will be selected as r < c1. If

r=0.96 then individual 4 will be eselected (c3 < 0:96 < c4 )

Selection of members for

reproduction

▪ It can be seen that the fittest members have

proportionatly more chances of being reproduced

and strings mapped to represent them can be

selected more than once.

▪ Note that the method works only if fitness is

positive

Mechanics of Genetic Serach

▪ Reproduction

Biases the evolutionary process towards more fit

members of the population. It is implemented by adding

extra copies of more fit members into the population pool

no new designs are created during this process

▪ Crossover

This mechanism brings in new information into the

population. This mechanism is akin to exchange of genes

between mating partners. In GA crossover mechanism is

dominant

▪ Mutation

This process toggles bits of string at very few random

sites to prevent premature loss of genetic information.

The process is necessary due to finite size populations

used in practical simulations

Basic operations

▪ Reproduction

Assign each design i a probability of selection pi given by

F

pi i

N

F i

At random select the N most fit designs for the cross over

and mutation operation

▪ Crossover

Of the N member population generated during

reproduction, select mating pairs, two at a time, to

conduct the cross over operation

Basic operations

▪ parent 1 1100010011

▪ parent 2 1011011011

▪ child 1 1100011011

▪ child 2 1011010011

▪ Repeat for all possible mating pairs

▪ Note that real variables can also be used to code

design variables into string like representations

Basic operations

▪ Consider the design of a rectangular laminated

plate, where plate dimensions are to be sized in

addition to determining number of 020, +/-450 and

9020 groups

parent 1: 10.17.3500 is a 10.1x7.3 plate of layup (0100)s

parent 2: 12.56.4212 is a 12.5x6.4 plate of layup (040,+/-

450,9040)s

▪ In such presentations, child design will only

contain numbers that were present in the original

population

▪ one of the solutions is an averaging cross over

Basic operations

▪ For a string length L, generate a real random

number w = rL between 0 and L- define [w] as

integer portion of w

▪ Take first [w] variables from one parent, last L-

[w]-1 from second part, and average the [w]+1

variable between two parents

▪ If x1 and x2 are the [w]+1 variables of parent 1

and 2, average these numbers to create xc child

as xc =(w-[w])x1 + (1-w+[w])x2

For w=1.6, [w]=1 and child is generated by using first

number from parent 1, last 3 from parent 2 and

averaging these numbers as

xc = (1.6-1)7.3+(1-1.6+1)6.4=6.9

child 1 = 10.1 6.9 2 1 2

Basic operations

▪ Mutation

▪ Select strings at random from the population

pool, and at randomly selected sites, switch zero

to one and vice versa

▪ The cross over and mutation operators are

assigned a finite probability

▪ pc ~ 0.7

▪ pm ~0.01

Basic operations

▪ Permutation

An operator referred to as permutation can be exploited

with some success

Permutation may be viewed as a mutation that is applied

over a segment of the string

Balance [45/-45/0/902/0/45/02/-45)s symmetric laminate

are

before permutation 2314412113

after permutation 2312144113

results in a (45/-45/0/45/0/902/02/-45)s laminate

Schema Theorem

▪ Schema theorem serves as the analysis tool for

the GA process

▪ It explains why GAs work by showing the

expectation of schema survival

▪ Schema theorem is applicable to

a canonical GA

with binary representation

fixed length individuals

fitness proportional selection

single point crossover

gene-wise mutation

Schema – definition, order and

length

▪ A schema is a template that defines a subset of

strings with similarities at certain string positions

▪ Schema 1##0#1 is the set of all words of length

6 with 1 at 1st and 6th positions and a 0 at 4th

position and 0 or 1 at 2nd,3rd and 4th position

▪ Order of a schema O(H) is the number of

explicitly stated 0's and 1’s

▪ Schema H=10#1# represents the set of binary

strings 10010, 10011, 10110, 10111

▪ Length of a schema ⸹(H) is the distance between

the first and last specific digits on a string

▪ String 10 of length 2 belongs to 22= 4 different

schemas ##, #0, 1#, 10

Schema – definition, order and

length

1001000010 0000001100 1000000000 O(H) = 30, (H) = 29

kth generation

▪ f(x) denotes fitness value of x. f(H, k) denotes

average fitness of H in kth generation

Fitness of a schema

▪ Suppose x is an individual that belongs to

schema H, then x is an instance of H (x ∈ H)

▪ m(H, k) denotes the number of instances of H in

the kth generation

▪ If f(x) denotes fitness value of x, then averaged

fitness of H in kth generation is given by

f (x)

f (H ,k ) x H

m (H ,k )

Effect of GA On a Schema

▪ Schema affects each step in GA.

Effect of Selection

Effect of Crossover

Effect of Mutation

▪ These effects collectively give “Schema Theorem”

Effect of Selection on Schema

▪ Assume that fitness is proportional selection, then

selection probability for the individual x

f (x)

ps(x) N

i1

f (xi)

▪ The expected number of instances of H in the

mating pool M(H, k) is

f ( x) f (H , k )

M (H , k ) m( H , k )

xH

f f

▪ Schemas with fitness greater than the population

average are likely to appear more in the next

generation

Effect of Crossover on schema

▪ Assume that crossover happens at a single-point,

then it can be seen that Schema H survives

crossover operation if

one of the parents is an instance of the schema H and

one of the offspring is an instance of the schema H

Parent 1 = 11010 child 1 = 11011 H

Parent 2 = 10111 child 2 = 10110 H

Parent 1 = 11010 child 1 = 11111 H

Parent 2 = 10111 child 2 = 10010 H

Effect of Crossover Operation

▪ Suppose a parent is an instance of a schema H.

When the crossover occurs within the bits of the

defining length, schema is destroyed unless the

other parent repairs the destroyed portion

▪ Given a string of length l and a schema H with

the defining length δ(H), the probability that the

crossover occurs within the bits of the defining

length is δ(H)/(l - 1)

▪ Example : for H = *1**0 (length l = 5, δ(H)=3),

the probability that the crossover occurs within

the defining length is 3/4

Crossover Operation

▪ The upper bound of the probability that the

schema H is destroyed in given by

(H )

Dc (H ) pc

l 1

where pc is the crossover probability

▪ The lower bound on the probability Sc(H) that H

survives is

(H )

S c ( H ) 1 Dc ( H ) 1 pc

l 1

▪ Schemas with low order are more likely to survive

Mutation Operation

▪ Assume that mutation is applied gene by gene

▪ For a schema H to survive, all fixed bits must

remain unchanged

▪ Probability of a gene not being changed is

(1 p m )

where pm is the mutation probability of a gene

H survives under mutation

S m ( H ) (1 pm )O ( H )

▪ Schemas with low order are more likely to survive

Schema Theorem

▪ Expectation of Schema H in Next Generation >

Expectation in Mating Pool

f (H , k )

M ( H , k ) m( H , k )

f

▪ Probability of Surviving Crossover

(H )

( S c ( H ) 1 pc )

l 1

▪ Probability of Surviving Mutation

(Sm ( H ) (1 pm )o( H )

Schema Theorem

▪ Mathematically stated

f (H , k ) (H )

E[m( H , k 1)] m( H , k ) 1 pc 1 pm

O( H )

f l 1

▪ The schema theorem states that the schema with

above average fitness, short defining length and

lower order is more likely to survive

Constraint handling - Penulty

Formulation

▪ Genetic transformation operations require that a

fitness measure is maximised during the search

process

▪ For unconstrained maximisation, the objective

function itself may be chosen as the fitness value

Z = F(X)

▪ For unconstrained minimisation, the fitness

measure can be defined as

Z = Fmax-F(X)

▪ For constrained minimisation, a composite measure

of objective function and constrained functions

must be used in defining the fitness function

Constraint handling using Penalty

Formulation

F F(x) P andZ Fmax F

Minimise

where

Pisthepenalty

term

▪ Penalty term must be chosen carefully so as to

prevent biasing the search in favour of objective

function or constraint functions

▪ For an average fitness of feasible designs as Fave,

define a limit value of the penalty

Limit valueof penalty L k Fave , where k 2

G if (G L )

P

L (G L ) if (G L )

m

G r g j , r is penalty paramter; g j is violated costraint

j 1

Constraint handling - Penulty

Formulation

▪ Scaling prevents constraint violations from

biasing the search process.

If =0, penalty of all violated constraints is limited to L

For =0.2 or similar such small value, constraint

violations are allowed to increase beyond L, with a

slope =.

Performance of the penalty function approach is clearly

dependent upon user specified constants:

penalty parameter r,

factor k used to establish L, and

slope parameter

Expression Based Strategies

▪ GA is essentially developed by borrowing ideas

from biological evolution

▪ In the biological analogue of genetic search, the

chromosome is a double-stranded (diploid)

structure and expressed gene at a particular

location is determined on the basis of a dominant

recessive gene theory

▪ Traditional GA implementation represents designs

by a single stranded (haploid) structure

▪ We combine features of feasible and infeasible

designs in a given population through the use of

an expression operator probabilistic in nature

Expression Based Strategies

▪ Consider a temporarily assembled diploid model

String A (feasible) 1110010110

String B (infeasible): 1000011011

▪ Expression operator can be applied on a bit-by-

bit basis to determine an expressed chromosome

that would replace string B in the population.

▪ Replace bit at a location in string B by

corresponding bit on string A with probability ρE.

Expression Based Strategies

Stepwise Implementation

1. Population is initialized - uniform normal distribution of

design variables between specified lower and upper bounds

2. Evaluate population of designs by evaluating objective and

constraint function values

3. Combine infeasible and feasible designs in the population

through use of an expression operator

4. Determine objective and constraint function values of

expressed designs

5. Selection operation of traditional GA applied to population

of feasible designs

6. Selected designs combined with all infeasible designs to

obtain predetermined population size

7. Perform crossover and mutation as in a traditional GA

implementation

8. repeat from step 2 till convergence

Expression Based Strategies –

Strategy I

▪ Identify best feasible design in population as Xbest

▪ Rank all j infeasible designs in population (j=1, N)

as Rj, with Rj=N assigned to design with most

constraint violation

▪ Combine each infeasible design with Xbest through

use of the expression operation on a bit-by-bit basis

i

g B

if ( ri N R i )

g iE v

g ij if ( ri N R i )

giE : ith bit on chromosome representing expressed design.

gijv : ith bit on chromosome representing jth violated design.

giB : ith bit on chromosome representing best design.

riN : randomly generated integer between 1 and M

(population size)

Expression Based Strategies –

Strategy I

▪ Designs with higher constraint violations become

similar to chromosome of best design.

Expression Based Strategies –

Strategy II

▪ Selection of feasible-infeasible pair determined by

closeness in terms of the objective function value

▪ If ij = obj(i) - obj(j), the difference in objective

function values between an infeasible design j

and a feasible design i

▪ The design i with smallest absolute ij is chosen for

expression.

Negative ij preferred over positive value for comparable

absolute value of ij

Expression Based Strategies –

Strategy II

giE : ith bit on chromosome representing expressed design.

giBF : ith bit on chromosome of feasible design selected for

expression.

gijv : ith bit on chromosome representing jth violated design.

ri : random number (uniform distribution) between 0 and 1

ρE : fixed probability of expression

g iBF if ( ri E )

g E

v

g ij if ( ri E )

i

Simultaneous Min/Max Identification

Sharing Functions in GA

▪ Based on a principle of sharing available resources

of an environment to maximize individual gains for

distinct species

▪ Sharing is implemented by degrading fitness of

each design in proportion to the number of designs

located in its neighbourhood

d

1 ij

ij , if d ij sharing

sharing

0

▪ dij is the metric distance between the ith and jth

design

▪ sharing is the radius of a defined neighbourhood

Sharing Functions in GA

▪ Fitness of each design is modified as follows

fi

f sharing _ i

M

ij

design i

▪ This helps in discouarging the convergente to a

single area of the fitness landscape

▪ If the fitness has to be shared with more

individuals, the crowded areas become less

attractive

▪ The algorithm should converge to a point where a

design is obatined maintained.

Real-Coded Genetic Algorithms

(RGA)

▪ Binary coded GA (BGA) has been used extensively

used

▪ Binary coding is easy to adapt for discrete and

integer design variables

▪ Continuous variables are treated as pseudo-

discrete variables

spacing of discrete variables determined by length of

binary bit string and lower/upper bounds on the design

variable

long strings > increased number of design alternatives to

consider > higher computational costs

Real-Coded Genetic Algorithms

(RGA)

▪ Real coded GA (RGA) can also be used

▪ Real coded GAs have proved very effective in

problems with continuous valued variables

▪ Central focus here is to devise a genetic

exchange mechanisms that operate on the

variable directly, not on a chromosome like

binary representation

Operators for RGA

▪ Linear crossover is commonly used

▪ Let the parents be

X1={x11,x12,…, x1n} and X2={x21,x22,…x2n}

▪ Produce offsprings Hk={hk1, hk2,…,hkn}, k=1, 2, 3

h1i=0.5x1i+0.5x2i

h2i=1.5x1i-0.5x2i

h3i=-0.5x1i+1.5x2i

▪ Operation is performed with a crossover probability

pc as in the binary coded genetic algorithm

▪ Best two of three progenies replace parents in next

generation

Operators for RGA

xafter xbefore

▪ is a random perturbation obtained as r, where

r is a random variable between —1 and +1

▪ is standard deviation of variable in current

population

▪ Extension to mixed variable problems requires

some additional manipulations

▪ Discrete variable values arranged in numerically

ascending order in an array Dis(I), Dis(2),...,

Dis(N)

Operators for RGA

▪ A random number between 0 and 1can be linearly

mapped to a range of 0.501 to (N+O.499). This real

number is then rounded to its adjacent integer number,

i, selected from numbers 1,2,...N

▪ Here each choice of discrete variable would have the

same probability of (1/N) as they are selected using

pseudo random number (0,1)

▪ An integer number, i, is used to retrieve the

corresponding discrete element from array Dis(i)

▪ For an integer variable bounded between i and j, a

random number (0,1) is generated and mapped with a

linear variation between i-0.499 and j+0.499

▪ Intermediate real number is then rounded to

corresponding integer value

Operators for RGA

▪ Note that all design variables are varied

independently

▪ Crossover and mutation may generate real

numbers

▪ For discrete valued variables, representative

integer value of variable is used to produce

crossover variation — resulting real number again

rounded to adjacent integer for recovery of

discrete variable (same process for mutation)

▪ Integer valued variables are handled in a similar

manner— no reference to a discrete array,

however, is required

GA vs. traditional method

▪ GA's work with a coding of the entire set of design

variables and not the variables themselves

▪ GA's do not optimise the design by advancing it

from point to point. Instead, they form a

population of designs, advancing several designs in

each cycle of evolution

▪ Only function information is required

▪ Evolution and adaptation are implemented by non-

deterministic transition rules

▪ Implicit parallelisation is embedded in the

approach. This gives computational advantage

▪ n evaluations of a population result in exploring of

n3 schema

General Observations

▪ RGA tends to produce greater design variable

diversity

▪ RGA seems to perform better in problems with

difficult constraints or where sharp peaks and

valleys can be encountered

▪ In problems involving a mixed design variables,

RGA tends to consistently produce better designs

than BGA

▪ In some cases BGA produces better designs.

▪ Many mutation and crossover operators should be

explored

▪ RGA is robust; should be used whenever possible

Lecture Ends

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