4. Multiobjective Optimization
4. Multiobjective Optimization
1
2
3
Basic Concepts of Multiobjective Optimization
1.1 Multiobjective Optimization Problem (MOP)
1.2 Pareto (or Nondominated) Optimal Solutions
1.3 Preference Structures
Multiobjective Genetic Algorithm
2.1 Features of Genetic Search & Fitness Assignment Mechanism
2.2 Fitness Sharing & Population Diversity
2.3 Concept of Pareto Solution & Pareto GA Procedure
Fitness Assignment Mechanism
3.1 Vector Evaluation Approach
3.2 Pareto Ranking Approach
3.3 Weighted-sum Approach
3.4 Elitist Preserve Approach
4. Multiobjective Optimization
4
Compromise Approach & Distance Method
4.1 Compromise Approach
4.2 Distance Method
4
Performance Measures
5.1 Reference solution set S*
5.2 Performance Measures
5
Applications of Multiobjective Optimization
Problems
6.1 Bicriteria Linear Transportation Problem
6.2 Bicriteria Minimum Spanning Tree Problem
6.3 Bicriteria Nonlinear Programming Problem
6.4 Bicriteria Network Design Problem
4. Multiobjective Optimization
1
Basic Concepts of Multiobjective Optimization
1.1 Multiobjective Optimization Problem (MOP)
1.2 Pareto (or Nondominated) Optimal Solutions
1.3 Preference Structures
2
3
4
4
5
Multiobjective Genetic Algorithm
Fitness Assignment Mechanism
Compromise Approach & Distance Method
Performance Measures
Applications of Multiobjective Optimization
Problems
1.1 Multiobjective Optimization Problem (MOP)
Optimization deals with the problem of seeking solutions
over a set of possible choices to optimize certain criteria.
所谓的优化就是在某种规则下,使得个体的性能最优!
Multiobjective Optimization Problems (MOP) arise in the
design, modeling, and planning of many complex real
systems.
Almost every important real-world decision making problem
involves multiple and conflicting objectives.
Genetic Algorithms have received considerable attention as
a novel approach to multiobjective optimization problem.
Need to be tackled while respecting various constraints
Leading to overwhelming problem complexity.
(实际优化问题的目标函数往往是多个且相互冲突)
1.1 Multiobjective Optimization Problem (MOP)
Multiobjective optimization problem with q objective functions
and m nonlinear constraints can be represented:
,
(
f
2
,2,1
i
),
x
,
z
q
f
q
(
x
)}
(
f
1
z
1
x
(
)
0
max
{
),
x
z
2
,0
m
s.
t.
g
i
x
The feasible region in the decision space denoted by the set S, is
as follows:(决策空间,可行域)
The feasible region in the criterion space denoted by the set Z, is
as follows:(目标空间)
{
n
|R
,2,1
g
i
,
,
m
(
)
x
i
S
}0
x
,0
x
Z
z
{
q
|R
z
1
f
1
(
x
),
z
2
f
2
(
),
x
,
z
q
f
q
(
xx
),
}
S
Soft Computing Lab.
7
z
1
z
2
g
1
g
2
,
)
(
x
(
x
)
(
f
1
(
f
2
xx
2
1
)
x
3
3
)
x
x
2
x
1
xx
1
2
x
x
2
2
1
2
xx
2
1
2
2
0
2f
2z
max
max
s.
t.
3x
S
2x
1
2
3
1x
1
0
0
3
8
3
2
1
1z
0
3z
Z
4z
1
4
3
2
3
1f
4x
2x
1
2
3
1x
0
Soft Computing Lab.
8