Chapter 7

Genetic Algorithm Optimization Problems

7.1 Introduction

Optimization deals with problems of minimizing or maximizing a function with

several variables usually subject to equality and/or inequality constraints. It plays
a central role in operations research, management science and engineering design.
Many industrial engineering design problems are very complex and difficult to solve
using conventional optimization techniques. In recent years, genetic algorithms have
received considerable attention regarding their potential as a novel optimization
technique. Based on their simplicity, ease of operation, minimal requirements and
parallel and global perspective, genetic algorithms have been widely applied in a
variety of problems. A brief introduction to genetic optimization techniques and
their application is described in this section, including major fields of optimization,
such as fuzzy, combinatorial and multi objective optimizations.

7.2 Fuzzy Optimization Problems

Fuzzy optimization describes an optimization problem with fuzzy objective function

and fuzzy constraints. The results obtained from classical methods of optimization
involving deterministic variables exhibit various shortcomings. In particular, the ef-
fects of the uncertainty attached to input information is often ignored altogether or
only taken into account to a limited degree. The classical deterministic optimization
problem according to

find xOPT ∈ X with z(x, e) → min

 
X = x|gi (x, e), hj (x, e) gi (x, e) ≤ ri i = 1 . . . n
and hj (x, e) = 0 j = 1 . . . m (7.1)

is considered under the aspect of uncertainty, and extended. For the objective func-
tion z(x, e) the optimum solution xOPT from the set of design variables X (design
space) is determined under compliance with the equality constraints hj (x, e) and

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the inequality constraints gi (x, e). Input parameters such as geometrical parameters,
material parameters, external load parameters, reliability parameters and economic
parameters are lumped together in the vector e.
Considering the uncertain parameters to be fuzzy variables, the deterministic op-
timization problem is extended to a fuzzy optimization problem

find xOPT ∈ X with z̃(x, ẽ) → min

!
˜ r̃i i = 1 . . . n
X = x|g̃i (x, ẽ), h̃j (x, ẽ) g̃i (x, ẽ) ≤
and h̃j (x, ẽ) = 0 j = 1 . . . m (7.2)

The numerical solution of the fuzzy optimization problem is based on α-level

optimization.

7.2.1 Fuzzy Multiobjective Optimization

Suppose we are given a multiobjective mathematical programming problem in

which the functional relationship between the decision variables and the objective
functions is not completely known. Our knowledge base consists of a block of fuzzy
if-then rules, where the antecedent part of the rules contains some linguistic values
of the decision variables, and the consequence part consists of a linguistic value of
the objective functions. We suggest the use of Tsukamoto’s fuzzy reasoning method
to determine the crisp functional relationship between the decision variables and
objective functions. We model the anding of the objective functions by a t-norm and
solve the resulting (usually nonlinear) programming problem to find a fair optimal
solution to the original fuzzy multiobjective problem.
Fuzzy multiobjective optimization problems can be stated and solved in many
different ways. Consider optimization problems of the form,

max/min{G 1 (x), . . . , G K (x)}; subject to x ∈ X, (7.3)

where Gk , k = 1, . . . , K, or/and X are defined by fuzzy terms. Then they are search-
ing for a crisp x∗ , which (in certain) sense maximizes the Gk ’s under the (fuzzy)
constraints X. For example, multiobjective fuzzy linear programming (FMLP) prob-
lems can be stated as,

max/min{c̃1 x, . . . , c̃ K x}; subject to Ãx ≤ b̃, (7.4)

where x ∈ IRn is the vector of crisp decision variables, Ã = (ã i j ) , b̃ = (b̃i) and c̃ j
= (c̃i j ) are fuzzy quantities, the inequality relation ≤ is given by a certain fuzzy
relation and the (implicit) X is a fuzzy set describing the concept “x satisfies
ÃX ≤ b̃”.
In many important cases (e.g., in strategy formation processes) the values of the
objective functions are not known for all x ∈ IRn , and we are able to describe the