Evolutionary Algorithms for Solving Multi-Objective Problems

810 Pages·2006·10.1 MB·English

by  Tetsuya Higuchi

Carlos A. Coello Coello, Gary B. Lamont and David A. Van Veldhuizen
Evolutionary Algorithms for Solving Multi-Objective Problems
Second Edition
Genetic and Evolutionary Computation Series

Series Editors

David E. Goldberg
Consulting Editor
IlliGAL, Dept. of General Engineering
University of Illinois at Urbana-Champaign
Urbana, IL 61801 USA
Email: [e-mail]

John R. Koza
Consulting Editor
Medical Informatics
Stanford University
Stanford, CA 94305-5479 USA
Email: [e-mail]

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For a complete listing of books in this series, go to http://www.springer.com
Carlos A. Coello Coello
Gary B. Lamont
David A. Van Veldhuizen

Evolutionary Algorithms
for Solving
Multi-Objective Problems
Second Edition
Carlos A. Coello Coello Gary B. Lamont
CINVESTAV-IPN Department of Electrical and Computer
Depto. de Computación Engineering
Av. Instituto Politécnico Nacional No. 2508 Graduate School of Engineering
Col. San Pedro Zacatenco Air Force Institute of Technology
México, D.F. 07360 MEXICO 2950 Hobson Way
[e-mail] WPAFB, Dayton, OH 45433-7765
[e-mail]
David A. Van Veldhuizen
HQQ AMC/A9
402 Scott Dr., No. 3L3
Scott AFB, IL 62225-5307
[e-mail]
Series Editors:
David E. Goldberg John R. Koza
Consulting Editor Consulting Editor
IlliGAL, Dept. of General Engineering Medical Informatics
University of Illinois at Urbana-Champaign Stanford University
Urbana, IL 61801 USA Stanford, CA 94305-5479 USA
[e-mail] [e-mail]
Library of Congress Control Number: 2007930239
ISBN 978-0-387-33254-3 e-ISBN 978-0-387-36797-2
Printedon acid-free paper.
© 2007 Springer Science+Business Media, LLC
All rights reserved. This work may not be translated or copied in whole or in part without the written
permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street, New York, NY
10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection
with any form of information storage and retrieval, electronic adaptation, computer software, or by similar
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to our wives
Preface to the Second Edition
The response of the multiobjective optimization community to our first edi-
tion in 2002 was extremely enthusiastic. Many have indicated their use of our
monographtogaininsighttotheinterdisciplinarynatureofmultiobjectiveop-
timizationemployingevolutionaryalgorithms.Othersareappreciativeforour
providing themafoundation for associated contemporary multiobjective evo-
lutionary algorithm (MOEA) research. We appreciate these warm comments
along with readers’ suggestions for improvements. In that vein, we have sig-
nificantly extended and modified our previous material using contemporary
literature resulting in this new edition, which is extended into a textbook. In
addition to new classroom exercises contained in each chapter, the MOEA
discussion questions and possible research directions are updated.
Thefirstedition presentedanorganizedvariety ofMOEAtopicsbasedon
fundamental principles derived from single-objective evolutionary algorithm
(EA) optimization and multiobjective problem (MOP) domains. Yet, many
new developments occurred in the intervening years. New MOEA structures
were proposed with new operators and therefore better search techniques.
The explosion of successful MOEA applications continues to be reported in
the literature. Statistical testing methods for evaluating results now offers
improved analysis of comparative techniques, innovative metrics, and better
visualization tools. The continuing development of MOEA activity in the-
ory,algorithmicinnovations,andMOEApracticecallsforthesenewconcepts
to be integrated into our generic MOEA text. Note that the continuing im-
provement (speed, memory, etc.) of computer hardware provides computa-
tional platforms that permit larger search spaces to be addressed at higher
efficiencies using both serial and parallel processing. This phenomenon, in
conjunction with user-friendly software interfacing tools, permits an increas-
ing number of scientists and engineers to explore the use of MOEAs in their
particular multiobjective problem domains.
With this new edition, we continue to provide an interdisciplinary com-
puter science and computer engineering text that considers other academic
fields such as operations research, industrial engineering, and management
VIII Preface to the Second Edition
science. Examples from all these disciplines, as well as all engineering areas
in general, are discussed and addressed as to their fundamental unique prob-
lem domain characteristics and their solutions using MOEAs. An expanded
reference list is included with suggestions of further reading for both the stu-
dent and practitioner. As in the previous edition, this book addresses MOEA
development and applications issues through the following features:
• The text is meant to be both a textbook and a self-contained reference.
The book provides all the necessary elements to guide a newcomer in the
design, implementation, validation, and application of MOEAs in either
the classroom or the field.
• Researchers in the field benefit from the book’s comprehensive review of
state-of-the-art concepts and discussions of open research topics.
• The book is also written for graduate students in computer science, com-
puter engineering, operations research, management science, and other
scientific and engineering disciplines, who are interested in multiobjective
optimization using evolutionary algorithms.
• Thebookisalsoforprofessionalsinterestedindevelopingpracticalapplica-
tions of evolutionary algorithms to real-world multiobjective optimization
problems.
• Each chapter is complemented by discussion questions and several ideas
meant to trigger novel research paths. Supplementary reading is strongly
suggested for deepening MOEA understanding.
• Key features include MOEA classifications and explanations, MOEA ap-
plications and techniques, MOEA test function suites, and MOEA perfor-
mance measurements.
• We created a website for this book at:
http://www.cs.cinvestav.mx/~emoobook
which contains considerable material supporting this second edition. This
site contains all the appendices of the book (which have been removed
from the original monograph due to space limitations), as well as public-
domain software, tutorial slides, and additional sources of contemporary
MOEA information.
Thisnewsynergistictextismarkedlyimprovedfromthefirstedition.New
material is integrated providing more detail, which leads to a realignment of
material. Old chapters were modified and a new one was added. As before,
the various features of MOEAs continue to be discussed in an innovative
and unique fashion, with detailed customized forms suggested for a variety
of applications. The flow of material in each chapter is intended to present
a natural and comprehensive development of MOEAs from basic concepts to
complex applications.
Chapter 1 presents and motivates MOP and MOEA terminology and the
nomenclatureusedinsuccessivechaptersincludingalengthydiscussiononthe
Preface to the Second Edition IX
impact of computational limitations on finding the Pareto front along with
insight to MOP/MOEA building block (BB) concepts.
In Chapter 2, MOEA developmental history has proceeded in a number
of ways from aggregated forms of single-objective Evolutionary Algorithms
(EAs) to true multiobjective approaches such as MOGA, MOMGA, NPGA,
NSGA, NSGA-II, PAES, PESA, PESA-II, SPEA, SPEA2 and their exten-
sions.EachMOEAispresentedwithhistoricalandalgorithmicinsight.Being
awareofthemanyfacetsofhistoricalmultiobjectiveproblemsolvingprovides
a foundational understanding of the discipline. Various MOEA techniques,
operators, parameters and constructs are compared. Contemporary MOEA
developmentemphasizesnewMOPvariablerepresentation,andnovelMOEA
structures and operators. In addition, constraint-handling techniques used
with MOEAs are also discussed. A comprehensive comparison of contempo-
rary MOEAs provides insight to an individual algorithm’s advantages and
disadvantages.
In Chapter 3, a new chapter, both coevolutionary MOEAs and hybridiza-
tionsofMOEAswithlocalsearchprocedures(theso-calledmemeticMOEAs)
are covered. A variety of MOEA implementations within each of these two
types of approaches (i.e., coevolution and hybrids with local search mecha-
nisms) are presented, summarized, categorized and analyzed.
Chapter 4 offers a detailed development of contemporary MOP test suites
ranging from numerical functions (unconstrained and with side constraints)
and generated functions to discrete NP-Complete problems and real-world
applications. Our website contains the algebraic description as well as the
Pareto fronts (and, if generated by enumeration, the Pareto optimal set as
well) of many of the proposed test functions. This knowledge leads to an
understandingandabilitytoselectappropriateMOEAtestsuitesbasedupon
a set of desired comparative characteristics.
MOEA performance comparisons are presented in Chapter 5 using many
of the test function suites discussed in Chapter 4. Also included is an exten-
sive discussion of possible comparative metrics and presentation techniques.
The selection of key algorithmic parameter values (population size, crossover
and mutation rates, etc.) is emphasized. A limited set of MOEA results are
relatedtothedesignandanalysisofefficientandeffectiveMOEAsemploying
thesevariousMOPtestsuitesandappropriatemetrics.Thechapterhasbeen
expandedtoincludenewtestingconceptssuchasattainmentfunctions,elabo-
rateddominancerelations,and“quality”Paretocompliantindicatoranalysis.
A wide spectrum of empirical testing and statistical analysis techniques are
provided for the MOEA user.
Although MOEA theory is still relatively limited, Chapter 6 presents a
contemporarysummaryofknownresults.Topicsaddressedinthischapterin-
cludeMOEAconvergencetotheParetofront,Paretoranking,fitnesssharing,
matingrestrictions,stability,runningtimeanalysis,andalgorithmiccomplex-
ity.
X Preface to the Second Edition
It is of course unrealistic to present every generic MOP application, thus,
Chapter 7 attempts to group and classify the multitude of various contem-
porary MOEA applications via representative examples. This limited com-
pendium with an extensive reference listing provides the reader with a start-
ing point for their own application and research. Specific MOEA operators
as well as encodings adopted in many MOEA applications are integrated for
algorithmic understanding.
InChapter8,researchanddevelopmentofparallelMOEAsisclassifiedand
analyzed. The three foundational paradigms (master-slave, island, and diffu-
sion) are defined. Using these three structures, many contemporary MOEA
parallel developments are algorithmically compared and analyzed in terms
of advantages and disadvantages for different computational architectures.
Some general observations about the current state of parallel and distributed
MOEAs are also included.
Chapter 9 discusses and compares the two main schools of thought re-
gardingmulti-criteriadecisionmaking(MCDM):Outrankingapproachesand
Multi-AttributeUtilityTheory(MAUT).Aspectssuchastheoperationalatti-
tudeoftheDecisionMaker(DM),thedifferentstagesatwhichpreferencescan
be incorporated, scalability, transitivity and group decision making are also
discussed.However,themainemphasisisindescribingthemostrepresentative
research regarding preference articulation into MOEAs. This comprehensive
review includes brief descriptions of the approaches reported in the literature
as well as an analysis of their advantages and disadvantages.
Chapter 10 discusses multiobjective extensions of other search heuristics.
The main techniques covered include Tabu search, scatter search, simulated
annealing, ant system, distributed reinforcement learning, artificial immune
systems, particle swarm optimization and differential evolution.
New examples are integrated throughout the second edition. New algo-
rithms are addressed with special emphasis on the spectrum of MOEA oper-
ators and how they are implemented in contemporary and historic MOEAs.
Part of the focus is on classifying MOEAs as to implicit or explicit BB types.
Other classification features such as probabilistic vs. stochastic are investi-
gated. References are updated to include the current state-of-the-art MOEAs
and applications.
Class exercises are integrated into all chapters for pedagogical purposes.
Discussion questions within every chapter are updated and expanded. The
suggestedandfocusedresearchideasfromthefirstedition arebroughtup-to-
date and continue to emphasize the current state-of-the-art horizon.
To profit from the book, one should have at least single-objective EA
knowledge and experience. Also, some mathematical knowledge is appropri-
ate in order to understand symbolic functions as well as theoretical MOEA
aspects. This knowledge includes basic linear algebra, calculus, probability
andstatistics.Thissecondeditionmaybeusedintheclassroomatthesenior
undergraduate or graduate level depending upon the instructor’s purpose. As
a class, we suggest that all material could fill a two semester course or with