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# Multi-Objective Evolutionary Algorithms

Kalyanmoy Deb a
Kanpur Genetic Algorithm Laboratory (KanGAL)
Indian Institute of Technology Kanpur
Kanpur, Pin 208016 INDIA
deb@iitk.ac.in
http://www.iitk.ac.in/kangal/deb.html
a Currently visiting TIK, ETH Zürich

1
Overview of the Tutorial

• Multi-objective optimization
• Classical methods
• History of multi-objective evolutionary algorithms (MOEAs)
• Non-elitst MOEAs
• Elitist MOEAs
• Constrained MOEAs
• Applications of MOEAs
• Salient research issues

2
Multi-Objective Optimization

2
90% C
B
Comfort

1
40%

10k 100k
Cost

3
More Examples

## A cheaper but inconvenient A convenient but expensive

flight flight

4
Which Solutions are Optimal?

f2 (minimize)
Domination: 6

2

## 1. x(1) is no worse than x(2) in all 4

3
objectives 1 5

1 3
2. x(1) is strictly better than x(2)
in at least one objective 2 6 10 14 18
f1 (maximize)

5
Pareto-Optimal Solutions

## Non-dominated solutions: Among

a set of solutions P , the non- f2 (minimize)
dominated set of solutions P 0
2
are those that are not dominated 5 Non−dominated
front
4
by any member of the set P . 3
1 5

3

## P = S, the resulting P 0 is Pareto- f1 (maximize)

optimal set
A number of solutions are optimal

6
Pareto-Optimal Fronts

f2 Min−−Min f2 Min−−Max

f1 f1

f2 Max−−Min f2 Max−−Max

f1 f1

7
Preference-Based Approach

Multi−objective
Single−objective
optimization problem Estimate a
optimization problem
Minimize f1 Higher−level relative
importance F = w1 f1 + w 2 f2 +...+ w M fM
Minimize f2 information
...... vector or
Minimize fM (w1 w2.. wM) a composite function
subject to constraints

Single−objective
optimizer

One optimum
solution

## • Classical approaches follow it

8
Classical Approaches

## • No Preference methods (heuristic-based)

• Posteriori methods (generating solutions)
• A priori methods (one preferred solution)
• Interactive methods (involving a decision-maker)

9
Weighted Sum Method

## Feasible objective space

• Construct a weighted sum of f2
objectives and optimize
a
M
X
F (x) = wm fm (x).
m=1 A b
w1
w2
c
• User supplies weight vector w d
f1
Pareto−optimal front

10
Difficulties with Weighted Sum Method

## Feasible objective space

f2
• Need to know w A

B
• Non-uniformity in Pareto-
optimal solutions
• Inability to find some
C
Pareto-optimal solutions a
b D
Pareto−optimal front
f1

11
-Constraint Method

## • Optimize one objective, f2








constrain all other











B


Minimize fµ (x),








C





subject to fm (x) ≤ m , m 6= µ;























• User supplies a  vector D


ε1d f


ε1 ε1
a b ε1 c


1

## • Need to know relevant  vectors

• Non-uniformity in Pareto-optimal solutions

12
Difficulties with Most Classical Methods

## • Need to run a single-

objective optimizer many
A
1
times 0.9
0.8
• Expect a lot of problem 0.7
B

knowledge 0.6
0.5
f2
• Even then, good distribu- 0.4
0.3 Pareto−optimal
front
tion is not guaranteed 0.2
0.1 C

• Multi-objective optimiza- 0 D

−0.1
tion as an application of 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9
f1
1

single-objective optimiza-
tion

13
Ideal Multi-Objective Optimization

Multi−objective
optimization problem
Minimize f1
Minimize f2
......
Minimize f M

Step 1
subject to constraints

IDEAL
Multi−objective
optimizer

solutions found solution
Higher−level
information

Step 2

## Step 1 Find a set of Pareto-optimal solutions

Step 2 Choose one from the set

14

## • Single-objective optimization is a degen-

erate case of multi-objective optimiza-
tion
– Step 1 finds a single solution
– No need for Step 2
• Multi-modal optimization is a special
case of multi-objective optimization

15
Two Goals in Ideal Multi-Objective Optimization

f2

## 1. Converge on the Pareto-

optimal front
2. Maintain as diverse a distri-
bution as possible

f1

16
Why Evolutionary?

## • Population approach suits well to find multiple solutions

• Niche-preservation methods can be exploited to find diverse
solutions
1 1

0.8 0.8

0.6
0.6
f2
f2
0.4
0.4

0.2
0.2
0
0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
f1 f1

17
1990 1991 1992 1993 1994 1995 1996 1997 1998 1999

##                      

                
History of Multi-Objective Evolutionary

        
Year

        
  
  
  
 
Algorithms (MOEAs)

 
 
and before
  
  
140

120

100

80

60

40

20

0
Number of Studies

18
suggestion

ap-

## • Elitist MOEAs (SPEA,

NPGA
• Early penalty-based

## etc.) (1998 – Present)

• MOGA, NSGA,
• VEGA (1984)
• Goldberg’s

(1993-95)
proaches

(1989)
19
What to Change in a Simple GA?

## • Modify the fitness computation

Begin

Initialize Population

t=0

No
Cond?

Yes Evaluation

## Stop Assign Fitness

t=t+1 Reproduction

Crossover

Mutation

20
Identifying the Non-dominated Set

## Step 1 Set i = 1 and create an empty set P 0 .

Step 2 For a solution j ∈ P (but j 6= i), check if solution j
dominates solution i. If yes, go to Step 4.
Step 3 If more solutions are left in P , increment j by one and go
to Step 2; otherwise, set P 0 = P 0 ∪ {i}.
Step 4 Increment i by one. If i ≤ N , go to Step 2; otherwise stop
and declare P 0 as the non-dominated set.
O(M N 2 ) computational complexity

21
An Efficient Approach

## Kung et al.’s algorithm (1975)

Step 1 Sort the population in descend-
ing order of importance of f1
Step 2, Front(P ) If |P | = 1,
T1
return P as the output
of Front(P ). Otherwise,
T = Front(P (1) −−P (|P |/2) ) and T2

## inated by any solution of T , create

a merged set M = T ∪ {i}. Return
M as the output of Front(P ).
O N (log N )M −2 for M ≥ 4 and O(N log N ) for M = 2 and 3


22
A Simple Non-dominated Sorting Algorithm

## • Identify the best non-dominated set

• Identify the next-best non-dominated set
• Continue till all solutions are classified
• We discuss a O(M N 2 ) algorithm later

23
Non-Elitist MOEAs

## • Vector evaluated GA (VEGA) (Schaffer, 1984)

• Vector optimized EA (VOES) (Kursawe, 1990)
• Weight based GA (WBGA) (Hajela and Lin, 1993)
• Multiple objective GA (MOGA) (Fonseca and Fleming, 1993)
• Non-dominated sorting GA (NSGA) (Srinivas and Deb, 1994)
• Niched Pareto GA (NPGA) (Horn et al., 1994)
• Predator-prey ES (Laumanns et al., 1998)
• Other methods: Distributed sharing GA, neighborhood
constrained GA, Nash GA etc.

24
Non-Dominated Sorting GA (NSGA)

## • A non-dominated sorting of the population

• First front: Fitness F = N to all
• Niching among all solutions in first front
• Note worst fitness (say Fw1 )
• Second front: Fitness Fw1 − 1 to all
• Niching among all solutions in second front
• Continue till all fronts are assigned a fitness

25
Non-Dominated Sorting GA (NSGA)

30

25 6
f1 f2 Fitness
x Front before after 20
−1.50 2.25 12.25 2 3.00 3.00
f2 15
0.70 0.49 1.69 1 6.00 6.00
4.20 17.64 4.84 2 3.00 3.00 1
10
2.00 4.00 0.00 1 6.00 3.43
1.75 3.06 0.06 1 6.00 3.43 5 3
2
−3.00 9.00 25.00 3 2.00 2.00 54
0
0 5 10 15 20 25 30
f1

## • Niching in parameter space

• Non-dominated solutions are emphasized
• Diversity among them is maintained

26
Vector-Evaluated GA (VEGA)

## • Divide population into M equal blocks

• Each block is reproduced with one objective function
• Complete population participates in crossover and mutation
• Bias towards to individual best objective solutions
• A non-dominated selection: Non-dominated solutions are
assigned more copies
• Mate selection: Two distant (in parameter space) solutions are
mated
• Both necessary aspects missing in one algorithm

27
Multi-Objective GA (MOGA)

## • Count the number of domi-

F Asgn. Fit.
nated solutions (say n)
1 2 3 2.5
• Fitness: F = n + 1
2 1 6 5.0
3 2 2 2.5
ment
4 1 5 5.0
• Niching in fitness space
5 1 4 5.0
• Rest all are similar to
6 3 1 1.0
NSGA

28
Niched Pareto GA (NPGA)

## • Solutions in a tournament are checked for domination with

respect to a small subpopulation (tdom )
• If one dominated and other non-dominated, select second
• If both non-dominated or both dominated, choose the one with
smaller niche count in the subpopulation
• Algorithm depends on tdom
• Nevertheless, it has both necessary components

29
NPGA (cont.)

X Check for
Y domination

t_dom

Parameter Space
Population

X
Y

30
Shortcoming of Non-Elitist MOEAs

• Elite-preservation is missing
• Elite-preservation is important for proper convergence in
SOEAs
• Same is true in MOEAs
– Elite preservation
– Progress towards the Pareto-optimal front
– Maintain diversity among solutions

31
Elitist MOEAs

EA Elite

Elite-preservation:
• Maintain an archive of non-dominated solu-
tions f2 (minimize)

2
Progress towards Pareto-optimal front: 5

4
Non−dominated
front
3 5
1

3

2 6 10 14 18
f1 (maximize)
f2

## • Clustering, niching, or grid-based competi-

tion for a place in the archive
clusters
f1

32
Elitist MOEAs (cont.)

## • Distance-based Pareto GA (DPGA) (Osyczka and Kundu,

1995)
• Thermodynamical GA (TDGA) (Kita et al., 1996)
• Strength Pareto EA (SPEA) (Zitzler and Thiele, 1998)
• Non-dominated sorting GA-II (NSGA-II) (Deb et al., 1999)
• Pareto-archived ES (PAES) (Knowles and Corne, 1999)
• Multi-objective Messy GA (MOMGA) (Veldhuizen and
Lamont, 1999)
• Other methods: Pareto-converging GA, multi-objective
micro-GA, elitist MOGA with coevolutionary sharing

33
Elitist Non-dominated Sorting Genetic Algorithm
(NSGA-II)

## Non-dominated sorting: O(M N 2 )

f2 6
• Calculate (ni , Si ) for each 1 10 (5, Nil)
solution i 7 11
2 8
• ni : Number of solutions
9
dominating i 3
4
• Si : Set of solutions domi- 5
(0, {9,11})
nated by i f1

34
NSGA-II (cont.)

## Elites are preserved

Non−dominated Crowding
sorting distance Pt+1
sorting
F1
Pt F2
F3

Qt
Rejected

Rt

35
NSGA-II (cont.)

f2 0

Cuboid
i-1
i
l
i+1

f1

## Overall Complexity: O(M N 2 )

36
NSGA-II Simulation Results

1.1 2
1
0 NSGA−II
0.9
0.8 −2
0.7
0.6 −4
f2 f2
0.5 −6
0.4
0.3 −8

## 0.2 NSGA−II (binary−coded) −10

0.1
0 −12
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 −20 −19 −18 −17 −16 −15 −14
f1 f1

37
Strength Pareto EA (SPEA)

## • Stores non-dominated solutions externally

• Pareto-dominance to assign fitness
– External members: Assign number of dominated solutions
in population (smaller, better)
– Population members: Assign sum of fitness of external
dominating members (smaller, better)
• Tournament selection and recombination applied to combined
current and elite populations
• A clustering technique to maintain diversity in updated
external population, when size increases a limit

38
SPEA (cont.)

## • Fitness assignment and clustering methods

Fitness Assignment
Population Ext_pop
x
x x
x
x x
x
x
x

Function Space

## Clustering (d and p_max)

Function Space

39
Pareto Archived ES (PAES)

• An (1+1)-ES
• Parent pt and child ct are compared with an external archive At
• If ct is dominated by At , pt+1 = pt
• If ct dominates a member of At , delete it from At and include
ct in At and pt+1 = ct
• If |At | < N , include ct and pt+1 = winner(pt , ct )
• If |At | = N and ct does not lie in highest count hypercube H,
replace ct with a random solution from H and
pt+1 = winner(pt , ct ).
The winner is based on least number of solutions in the hypercube

40
Niching in PAES-(1+1)

f2
1 Offspring

3 Parent
2

Pareto−optimal f1
front

f2

Offspring
Parent

Pareto−optimal f1
front

41
Constrained Handling

## • Penalty function approach

Fm = fm + Rm Ω(~g ).

## • Explicit procedures to handle infeasible solutions

– Jimenez’s approach
– Ray-Tang-Seow’s approach
• Modified definition of domination
– Fonseca and Fleming’s approach
– Deb et al.’s approach

42
Constrain-Domination Principle

A solution i constrained-
dominates a solution j, if any is
true: 10

## 1. Solution i is feasible and so- 8 4

3
lution j is not. 1 2
6 5 3
2. Solutions i and j are both in- f2 4
6
4 5
feasible, but solution i has a Front 2
Front 1
smaller overall constraint vi- 2

olation. 0
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

## and solution i dominates so-

lution j.

43
1.2 1.4
1
Constrained NSGA-II Simulation Results

## 0.2 0.4 0.6 0.8

f1
0
1.4

1.2

0.8

0.6

0.4

0.2

0
f2

44
1
0.9
0.8
0.7
                           
                           


0.6
                           
                           

f1

                           
                           


0.5
                           
                           

                           
                           


0.4
                           
                           

                           
                           


0.3



0.2



0.1


10

0
f2
Applications of MOEAs

## • Space-craft trajectory optimization

• Engineering component design
• Microwave absorber design
• Ground-water monitoring
• Extruder screw design
• Airline scheduling
• VLSI circuit design
• Other applications (refer Deb, 2001 and EMO-01 proceedings)

45
Spacecraft Trajectory Optimization

## • Coverstone-Carroll et al. (2000) with JPL Pasadena

• Three objectives for inter-planetary trajectory design
– Minimize time of flight
– Maximize payload delivered at destination
– Maximize heliocentric revolutions around the Sun
• NSGA invoked with SEPTOP software for evaluation

46
Earth–Mars Rendezvous

1000
22
36
900 73 72
Earth Earth
Mass Delivered to Target (kg.)

## 800 132 09.01.05 Mars 09.01.05

Mars
10.16.06 08.25.08
44
700

600
Individual 44 Individual 72
500

400

300
Mars
09.22.07
200

100

0
1 1.5 2 2.5 3 3.5 4 Earth Earth
Transfer Time (yrs.) 09.01.05 09.01.05

Mars
02.04.09
Individual 73 Individual 36

47

## • Scalability of MOEAs to handle more than two objectives

• Mathematically convergent algorithms with guaranteed spread
of solutions
• Test problem design
• Performance metrics and comparative studies
• Controlled elitism
• Developing practical MOEAs – Hybridization, parallelization
• Application case studies

49
Hybrid MOEAs

## • Combine EAs with a local search method

– Better convergence
– Faster approach
• Two hybrid approaches
– Local search to update each solution in an EA population
(Ishubuchi and Murata, 1998; Jaskiewicz, 1998)
– First EA and then apply a local search

97
Posteriori Approach in an MOEA

Multiple
MOEA local searches
Problem

Non−domination
Clustering check

## • Which objective to use in local search?

98
Proposed Local Search Method

## • Weighted sum strategy (or a Tchebycheff metric)

X
F = wi ∗ f i
i

• fi is scaled
• Weight wi chosen based on location of i in the obtained front
(fjmax − fj (x))/(fjmax − fjmin )
w̄j = PM
max − fk (x))/(fkmax − fkmin )
k=1 (fk

## • Weights are normalized

X
wi = 1
i

99
Fixed Weight Strategy

f2
• Extreme solutions are as-
max
signed extreme weights f2 a
A b
• Linear relation between MOEA solution set

## weight and fitness

min
• Many solution can converge f2

## to same solution after local f1

min max
search f1 f1
set after
local search

100
Design of a Cantilever Plate

18 18

16 16
NSGA−II Local search

Scaled deflection

Scaled deflection
14 14

12 12

10 10

8 8

6 6

4 4
 
  
 
 

2 2
 
 
 

20 25 30 35 40 45 50 55 60 20 25 30 35 40 45 50 55 60
 
 
 

Weight Weight
 
 
 
 
 

60 mm
 
 
 
 

P
 
 
 

18 18
 
 
 

16
 

## 16 Clustered solutions Non−dominated solutions

100 mm

Scaled deflection
Scaled deflection

14 14

12 12

Base plate 10 10

8 8

6 6

4 4

2 2
20 25 30 35 40 45 50 55 60 20 25 30 35 40 45 50 55 60
Weight Weight

102

103
Conclusions

## • Ideal multi-objective optimization is generic and pragmatic

• Evolutionary algorithms are ideal candidates
• Many efficient algorithms exist, more efficient ones are needed
• With some salient research studies, MOEAs will revolutionize
the act of optimization
• EAs have a definite edge in multi-objective optimization and
should become more useful in practice in coming years

106